State Street Aggregate Bond Index Fund

STATE STREET INSTITUTIONAL INVESTMENT TRUST · 3 share classes

U.S. equity index fund
One fund, 3 share classes:SSFCXSSFEXSSFDX
$3.37B NAV
1 positions · as of 2026-06-30 · filed 2026-08-28

Fund classification

Classified from what the fund holds · as of 2026 Q2

State Street Aggregate Bond Index Fund is a U.S. equity index fund that tracks the Bloomberg U.S. Aggregate Bond Index.

Asset class
Equity
Region
United States
Management
Index (passive)
Fund type
Open-end fund
Features
Master-feeder

Fund profile

As filed in the prospectus · 2026 Q2

The State Street Aggregate Bond Index Fund (the Aggregate Bond Index Fund ? or the Fund) seeks to provide investment results that, before fees and expenses, correspond generally to the price and yield performance of an index that tracks the U.S. dollar denominated investment grade bond market over the long term.

Strategy · summarised

The fund tracks the Bloomberg U.S. Aggregate Bond Index using a sampling strategy, holding a subset of the index's investment-grade government, corporate, mortgage-backed, and asset-backed securities rather than all constituents. Because the fund samples the index rather than holding all securities in it, the fund's returns may diverge from the index. The fund invests substantially all its assets through a master-feeder structure in a separate portfolio with identical policies.

Expenses
0.03% 0.47%across 3 share classes
Share classGrossNet
SSFCX0.57%0.47%
SSFEX0.12%0.03%
SSFDX0.32%0.22%

Net is what a holder pays after the adviser's contractual waiver; gross is before it. A waiver can expire.

Portfolio turnover 17.00% · as of 2026 Q2

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

102.25%
of net assets
Bonds73.47%
Securitized25.09%
Cash & short-term3.69%

Look-through blends 1 underlying fund; 0.0% of NAV was not looked through and stays direct-classified.

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 0 new0 exited

Return profile

Chart:

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

Share class1-year3-year5-yearVolWorst fall
-34.54%-71.30%-89.66%3.31%-71.30%
+4.05%+10.70%+0.70%3.43%-6.12%
+4.02%+10.52%+0.16%3.45%-6.22%

These classes hold the same portfolio, so the 90.36pp spread over 5 years is the cost difference between them — roughly 18.07pp a year — not a difference in what they own.

Cumulative return· Jul 2023 – Apr 2026

May 2026 and Jun 2026 have been filed since the trailing figures were struck, so they are not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
State Street Aggregate Bond Index PortfolioSSAFX100.00%$3.37B
Showing 1 of 1

Reported price is the fund's own reported value divided by its own reported shares at 2026-06-30 — not a live quote, and not what the fund paid.

Top 10 positions are 100.00% of net assets, top 25 100.00%, across 1 issuers.

See more of this fund's book

More positions with filed share counts, and the quarter-over-quarter change list rather than the largest few — free with an account, no card required.

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