STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO

STATE STREET INSTITUTIONAL INVESTMENT TRUST · 1 share class

U.S. equity index fund
One fund, 1 share class:SSMHX
$3.10B NAV
2,472 positions · as of 2026-06-30 · filed 2026-08-28

Fund classification

Classified from what the fund holds · as of 2026 Q2

STATE STREET SMALL/MID CAP EQUITY INDEX PORTFOLIO is a U.S. equity index fund that tracks the Russell Small Cap Completeness Index. 32% of SSMHX’s stock holdings are in companies whose revenue grew in the top quartile of U.S. companies over the last five fiscal years (covering 83% of the fund’s equity).

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 Small/Mid Cap Equity Index Portfolio (the Small/Mid Cap Equity Index Portfolio ? or the Portfolio) seeks to provide investment results that, before expenses, correspond generally to the total return of an index that tracks the performance of mid-to small- capitalization exchange traded U.S. equity securities.

Strategy · summarised

The fund tracks the Russell Small Cap Completeness Index, which comprises Russell 3000 companies excluding S&P 500 constituents, using a passive indexing approach. Under various circumstances the fund may purchase a sample of index stocks rather than all constituents, which can cause its returns to diverge from the index. The fund may use futures, options, or swaps on the index in lieu of direct stock ownership.

Expenses
0.01%one share class
Share classExpense ratio
SSMHX0.01%

Portfolio turnover 26.00% · as of 2026 Q2

Allocation

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

105.79%
of net assets
Stocks99.06%
Cash & short-term6.72%
Derivatives0.02%

Look-through blends 1 underlying fund; 0.005% of NAV was not looked through and stays direct-classified. The blend is as of 2026Q1, one or more quarters before the direct holdings (2026Q2).

Sector allocation

The same holdings as Allocation above, grouped by market sector instead of asset type · as of 2026 Q2

100%
of net assets
Industrials18.4%
Information Technology17.4%
Financials13.6%
Health Care12.3%
11 smaller38.3%

Government, Securitized and Cash are non-corporate buckets; International is foreign holdings we don’t sector-classify, and Other is the residual (held funds, unresolved names).

Portfolio growth profile

How much of the fund’s stock holdings are in fast-growing companies · as of 2026 Q2

Revenue growth
32%of stock holdings in top-quartile growers
covering 83% of the fund’s equity

Share of the fund’s equity (by value) in companies whose trailing five-year revenue — or net-income — growth ranks in the top 25% of U.S. public companies. Foreign and newly-listed holdings are excluded, so the figure covers only part of the book. From SEC filings — not investment advice. How we measure this.

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 188 new170 exited

Largest new: SPCX, CRWV, SUNB, IREN Ltd, Ascendis Pharma A/S, JFrog Ltd, BMNR, GFL Environmental Inc

Largest exited: MRVL, CASY, VEEV, Flex Ltd, Masimo Corp, Air Lease Corp, Clearwater Analytics Holdings Inc, Sealed Air Corp

Return profile

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

1-year
+33.76%
3-year
+72.65%
5-year
+34.22%
Volatility
12.99%
Worst 3-yr fall
-15.36%
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 Global AdvisorsGVMXX5.91%$183.38M
Space Exploration Technologies CorpSPCX1.00%$31.05M
Snowflake IncSNOW0.95%$29.57M
Bloom Energy CorpBE0.91%$28.07M
Cloudflare IncNET0.87%$26.92M
Astera Labs IncALAB0.82%$25.54M
Spotify Technology SA0.81%$25.14M
Rocket Lab CorpRKLB0.61%$18.83M
Cheniere Energy IncLNG0.56%$17.33M
NU Holdings Ltd/Cayman Islands0.52%$16.08M
Showing 10 of 2,472Sign in to see more

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 12.96% of net assets, top 25 18.75%, across 2.5K 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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