SSAFX — State Street Aggregate Bond Index Portfolio
Data updated: 2026-08-28
SSAFX — State Street Aggregate Bond Index Portfolio. Long Total / Aggregate Bond · $6.20B AUM. Holdings, fees, performance and SEC filings.
SSAFX Fund Overview
SSAFX — State Street Aggregate Bond Index Portfolio is a US mutual fund managed by State Street Institutional Investment Trust, categorised as Long Total / Aggregate Bond. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: State Street Institutional Investment Trust
- Category: Long Total / Aggregate Bond
- Assets under management: $6.20B
- 1-year return: 3.8%
- Ticker: SSAFX
- SEC CIK: 0001107414
- SEC series ID: S000046031
- Share class ID: C000143852
SSAFX Holdings
Top 10 holdings of State Street Aggregate Bond Index Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| State Street Global Advisors | 3.69% |
| United States Treasury | 0.42% |
| United States Treasury | 0.42% |
| United States Treasury | 0.40% |
| United States Treasury | 0.39% |
| United States Treasury | 0.39% |
| United States Treasury | 0.39% |
| United States Treasury | 0.38% |
| United States Treasury | 0.38% |
| United States Treasury | 0.36% |
SSAFX Portfolio Allocation
Asset-class allocation of State Street Aggregate Bond Index Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 73.5% |
| Securitized | 25.1% |
| Cash & Equivalents | 3.7% |
SSAFX Performance
Total returns for SSAFX (as of 2026-09-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 0.7% |
| 1 year | 3.8% |
| 3 years (annualised) | 4.1% |
| 5 years (annualised) | 0.0% |
SSAFX Risk Information
Risk metrics for SSAFX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 3.0%
SSAFX Costs and Fees
SSAFX costs about $2 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.02%
- Gross expense ratio: 0.02%
- Portfolio turnover: 17%
- Brokerage commissions: 0.00 bps of average net assets (SEC N-CEN)
SSAFX Cashflows
Over the 12 months to 2026-06, State Street Aggregate Bond Index Portfolio had net inflows of $1.42B, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | −$66.59M |
| 2026-05 | $167.96M |
| 2026-04 | −$40.44M |
| 2026-03 | $275.78M |
| 2026-02 | $56.63M |
| 2026-01 | $64.62M |
SSAFX Debt Constituents
Largest debt holdings of State Street Aggregate Bond Index Portfolio by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Treasury | 0.42% |
| United States Treasury | 0.42% |
| United States Treasury | 0.40% |
| United States Treasury | 0.39% |
| United States Treasury | 0.39% |
| United States Treasury | 0.39% |
| United States Treasury | 0.38% |
| United States Treasury | 0.38% |
| United States Treasury | 0.36% |
| United States Treasury | 0.36% |
SSAFX Prospectus and SEC Filings
Official State Street Aggregate Bond Index Portfolio filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-04-24
- Prospectus (485BPOS) — filed 2025-04-25
- Prospectus supplement (497) — filed 2024-04-30
- Portfolio holdings (N-PORT) — filed 2026-08-28
- Portfolio holdings (N-PORT) — filed 2026-05-28
- Portfolio holdings (N-PORT) — filed 2026-02-26
- Annual census (N-CEN) — filed 2026-03-12
- Annual census (N-CEN) — filed 2025-03-13
Related Funds
Other Long Total / Aggregate Bond funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.