State Street Aggregate Bond Index Portfolio

Fund Profile

Fund profile

Tickers

SSAFX

Fund manager

State Street Institutional Investment Trust

Total assets

$3.13 bn

Liabilities

$111.76 mm

Net assets

$3.01 bn

Number of holdings

5.29 k

Top 200 of 5287 Holdings

As of Jun 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
State Street Institutional Liquid Reserves Fund	73.14 mm	73.12 mm shares	2.43	Short-term investment vehicle	Long	USA
State Street Navigator Securities Lending Portfolio II	67.78 mm	67.78 mm shares	2.25	Short-term investment vehicle	Long	USA
U.S. Treasury Notes	19.86 mm	21.50 mm principal	0.66	Debt	Long	USA
U.S. Treasury Bonds	17.97 mm	19.50 mm principal	0.60	Debt	Long	USA
U.S. Treasury Notes	14.99 mm	15.00 mm principal	0.50	Debt	Long	USA
U.S. Treasury Notes	13.73 mm	14.00 mm principal	0.46	Debt	Long	USA
U.S. Treasury Notes	13.63 mm	13.50 mm principal	0.45	Debt	Long	USA
U.S. Treasury Notes	13.59 mm	14.00 mm principal	0.45	Debt	Long	USA
U.S. Treasury Notes	13.33 mm	13.50 mm principal	0.44	Debt	Long	USA
Fannie Mae Pool	12.78 mm	16.21 mm principal	0.42	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	12.75 mm	13.25 mm principal	0.42	Debt	Long	USA
Fannie Mae Pool	12.70 mm	16.19 mm principal	0.42	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	12.37 mm	12.50 mm principal	0.41	Debt	Long	USA
U.S. Treasury Bonds	12.34 mm	13.25 mm principal	0.41	Debt	Long	USA
U.S. Treasury Notes	12.29 mm	12.50 mm principal	0.41	Debt	Long	USA
U.S. Treasury Bonds	12.18 mm	13.50 mm principal	0.40	Debt	Long	USA
U.S. Treasury Bonds	11.30 mm	12.50 mm principal	0.38	Debt	Long	USA
U.S. Treasury Bonds	11.28 mm	11.50 mm principal	0.37	Debt	Long	USA
U.S. Treasury Notes	10.91 mm	11.00 mm principal	0.36	Debt	Long	USA
U.S. Treasury Notes	10.66 mm	11.50 mm principal	0.35	Debt	Long	USA
U.S. Treasury Notes	10.45 mm	10.50 mm principal	0.35	Debt	Long	USA
U.S. Treasury Notes	10.45 mm	10.50 mm principal	0.35	Debt	Long	USA
Fannie Mae Pool	10.44 mm	11.06 mm principal	0.35	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	10.02 mm	10.00 mm principal	0.33	Debt	Long	USA
U.S. Treasury Notes	9.96 mm	10.00 mm principal	0.33	Debt	Long	USA
U.S. Treasury Notes	9.94 mm	10.00 mm principal	0.33	Debt	Long	USA
U.S. Treasury Notes	9.87 mm	10.00 mm principal	0.33	Debt	Long	USA
U.S. Treasury Notes	9.84 mm	10.50 mm principal	0.33	Debt	Long	USA
U.S. Treasury Notes	9.75 mm	10.00 mm principal	0.32	Debt	Long	USA
U.S. Treasury Notes	9.68 mm	10.00 mm principal	0.32	Debt	Long	USA
U.S. Treasury Bonds	9.53 mm	10.00 mm principal	0.32	Debt	Long	USA
U.S. Treasury Notes	9.49 mm	9.50 mm principal	0.31	Debt	Long	USA
Fannie Mae Pool	9.47 mm	11.52 mm principal	0.31	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	9.36 mm	9.50 mm principal	0.31	Debt	Long	USA
U.S. Treasury Notes	9.25 mm	9.25 mm principal	0.31	Debt	Long	USA
U.S. Treasury Notes	9.10 mm	9.00 mm principal	0.30	Debt	Long	USA
U.S. Treasury Notes	8.67 mm	9.00 mm principal	0.29	Debt	Long	USA
U.S. Treasury Bonds	8.43 mm	9.25 mm principal	0.28	Debt	Long	USA
U.S. Treasury Bonds	8.40 mm	8.13 mm principal	0.28	Debt	Long	USA
U.S. Treasury Notes	8.15 mm	8.00 mm principal	0.27	Debt	Long	USA
U.S. Treasury Notes	8.14 mm	8.50 mm principal	0.27	Debt	Long	USA
U.S. Treasury Notes	8.11 mm	9.00 mm principal	0.27	Debt	Long	USA
U.S. Treasury Notes	8.06 mm	8.00 mm principal	0.27	Debt	Long	USA
U.S. Treasury Notes	8.00 mm	8.00 mm principal	0.27	Debt	Long	USA
U.S. Treasury Notes	7.92 mm	8.00 mm principal	0.26	Debt	Long	USA
U.S. Treasury Notes	7.89 mm	8.00 mm principal	0.26	Debt	Long	USA
U.S. Treasury Bonds	7.87 mm	9.25 mm principal	0.26	Debt	Long	USA
U.S. Treasury Notes	7.85 mm	8.00 mm principal	0.26	Debt	Long	USA
U.S. Treasury Notes	7.84 mm	8.00 mm principal	0.26	Debt	Long	USA
U.S. Treasury Notes	7.77 mm	7.85 mm principal	0.26	Debt	Long	USA
U.S. Treasury Notes	7.72 mm	7.75 mm principal	0.26	Debt	Long	USA
U.S. Treasury Notes	7.69 mm	7.70 mm principal	0.26	Debt	Long	USA
U.S. Treasury Notes	7.55 mm	8.00 mm principal	0.25	Debt	Long	USA
U.S. Treasury Notes	7.50 mm	7.50 mm principal	0.25	Debt	Long	USA
U.S. Treasury Notes	7.49 mm	7.50 mm principal	0.25	Debt	Long	USA
U.S. Treasury Notes	7.47 mm	7.50 mm principal	0.25	Debt	Long	USA
U.S. Treasury Notes	7.41 mm	7.50 mm principal	0.25	Debt	Long	USA
U.S. Treasury Notes	7.39 mm	7.50 mm principal	0.25	Debt	Long	USA
U.S. Treasury Notes	7.34 mm	8.75 mm principal	0.24	Debt	Long	USA
U.S. Treasury Notes	7.30 mm	7.75 mm principal	0.24	Debt	Long	USA
U.S. Treasury Notes	7.29 mm	7.50 mm principal	0.24	Debt	Long	USA
U.S. Treasury Notes	7.28 mm	7.75 mm principal	0.24	Debt	Long	USA
Fannie Mae Pool	7.19 mm	9.15 mm principal	0.24	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	7.13 mm	8.50 mm principal	0.24	Debt	Long	USA
U.S. Treasury Notes	7.12 mm	8.00 mm principal	0.24	Debt	Long	USA
U.S. Treasury Bonds	7.10 mm	7.00 mm principal	0.24	Debt	Long	USA
U.S. Treasury Notes	7.01 mm	7.00 mm principal	0.23	Debt	Long	USA
U.S. Treasury Notes	6.99 mm	7.00 mm principal	0.23	Debt	Long	USA
U.S. Treasury Notes	6.99 mm	7.00 mm principal	0.23	Debt	Long	USA
U.S. Treasury Notes	6.93 mm	7.00 mm principal	0.23	Debt	Long	USA
U.S. Treasury Notes	6.92 mm	7.00 mm principal	0.23	Debt	Long	USA
U.S. Treasury Notes	6.91 mm	7.50 mm principal	0.23	Debt	Long	USA
U.S. Treasury Notes	6.90 mm	7.00 mm principal	0.23	Debt	Long	USA
U.S. Treasury Notes	6.90 mm	8.50 mm principal	0.23	Debt	Long	USA
U.S. Treasury Notes	6.89 mm	7.00 mm principal	0.23	Debt	Long	USA
U.S. Treasury Bonds	6.76 mm	8.00 mm principal	0.22	Debt	Long	USA
U.S. Treasury Notes	6.52 mm	7.00 mm principal	0.22	Debt	Long	USA
Fannie Mae Pool	6.48 mm	8.25 mm principal	0.21	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	6.47 mm	8.00 mm principal	0.21	Debt	Long	USA
U.S. Treasury Bonds	6.38 mm	7.50 mm principal	0.21	Debt	Long	USA
U.S. Treasury Notes	6.35 mm	6.50 mm principal	0.21	Debt	Long	USA
U.S. Treasury Notes	6.35 mm	6.50 mm principal	0.21	Debt	Long	USA
U.S. Treasury Notes	6.11 mm	7.00 mm principal	0.20	Debt	Long	USA
U.S. Treasury Bonds	6.00 mm	8.25 mm principal	0.20	Debt	Long	USA
U.S. Treasury Notes	5.99 mm	6.00 mm principal	0.20	Debt	Long	USA
U.S. Treasury Notes	5.89 mm	6.00 mm principal	0.20	Debt	Long	USA
Freddie Mac Pool	5.89 mm	6.09 mm principal	0.20	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	5.83 mm	5.75 mm principal	0.19	Debt	Long	USA
Fannie Mae Pool	5.77 mm	6.89 mm principal	0.19	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	5.75 mm	7.32 mm principal	0.19	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	5.71 mm	5.75 mm principal	0.19	Debt	Long	USA
U.S. Treasury Notes	5.71 mm	6.50 mm principal	0.19	Debt	Long	USA
U.S. Treasury Notes	5.69 mm	6.00 mm principal	0.19	Debt	Long	USA
U.S. Treasury Notes	5.66 mm	5.50 mm principal	0.19	Debt	Long	USA
U.S. Treasury Notes	5.61 mm	6.00 mm principal	0.19	Debt	Long	USA
U.S. Treasury Notes	5.60 mm	6.05 mm principal	0.19	Debt	Long	USA
U.S. Treasury Notes	5.59 mm	6.00 mm principal	0.19	Debt	Long	USA
Ginnie Mae	5.56 mm	5.60 mm principal	0.18	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	5.55 mm	5.50 mm principal	0.18	Debt	Long	USA
U.S. Treasury Bonds	5.51 mm	8.65 mm principal	0.18	Debt	Long	USA
U.S. Treasury Bonds	5.48 mm	5.00 mm principal	0.18	Debt	Long	USA
U.S. Treasury Notes	5.47 mm	5.50 mm principal	0.18	Debt	Long	USA
Fannie Mae Pool	5.46 mm	6.65 mm principal	0.18	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	5.45 mm	6.20 mm principal	0.18	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	5.34 mm	6.00 mm principal	0.18	Debt	Long	USA
U.S. Treasury Notes	5.31 mm	6.00 mm principal	0.18	Debt	Long	USA
U.S. Treasury Notes	5.28 mm	5.48 mm principal	0.18	Debt	Long	USA
Freddie Mac Pool	5.28 mm	6.73 mm principal	0.18	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	5.26 mm	6.00 mm principal	0.17	Debt	Long	USA
U.S. Treasury Notes	5.26 mm	6.00 mm principal	0.17	Debt	Long	USA
U.S. Treasury Notes	5.22 mm	5.50 mm principal	0.17	Debt	Long	USA
U.S. Treasury Notes	5.22 mm	5.50 mm principal	0.17	Debt	Long	USA
Fannie Mae Pool	5.18 mm	6.08 mm principal	0.17	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	5.15 mm	5.33 mm principal	0.17	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	5.08 mm	5.00 mm principal	0.17	Debt	Long	USA
U.S. Treasury Notes	5.08 mm	5.00 mm principal	0.17	Debt	Long	USA
U.S. Treasury Notes	5.08 mm	5.25 mm principal	0.17	Debt	Long	USA
Ginnie Mae II Pool	5.03 mm	6.21 mm principal	0.17	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	4.98 mm	5.00 mm principal	0.17	Debt	Long	USA
U.S. Treasury Notes	4.97 mm	5.00 mm principal	0.16	Debt	Long	USA
U.S. Treasury Notes	4.92 mm	5.00 mm principal	0.16	Debt	Long	USA
U.S. Treasury Notes	4.91 mm	5.00 mm principal	0.16	Debt	Long	USA
U.S. Treasury Notes	4.91 mm	5.00 mm principal	0.16	Debt	Long	USA
U.S. Treasury Notes	4.91 mm	5.25 mm principal	0.16	Debt	Long	USA
U.S. Treasury Notes	4.90 mm	5.00 mm principal	0.16	Debt	Long	USA
U.S. Treasury Notes	4.89 mm	5.00 mm principal	0.16	Debt	Long	USA
U.S. Treasury Notes	4.88 mm	6.00 mm principal	0.16	Debt	Long	USA
U.S. Treasury Notes	4.88 mm	5.50 mm principal	0.16	Debt	Long	USA
U.S. Treasury Notes	4.86 mm	5.00 mm principal	0.16	Debt	Long	USA
U.S. Treasury Notes	4.85 mm	5.50 mm principal	0.16	Debt	Long	USA
U.S. Treasury Notes	4.84 mm	5.00 mm principal	0.16	Debt	Long	USA
Freddie Mac Pool	4.82 mm	6.12 mm principal	0.16	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	4.82 mm	4.81 mm principal	0.16	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	4.76 mm	5.00 mm principal	0.16	Debt	Long	USA
U.S. Treasury Notes	4.75 mm	4.75 mm principal	0.16	Debt	Long	USA
U.S. Treasury Notes	4.73 mm	5.00 mm principal	0.16	Debt	Long	USA
U.S. Treasury Notes	4.71 mm	5.00 mm principal	0.16	Debt	Long	USA
Fannie Mae Pool	4.69 mm	5.70 mm principal	0.16	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	4.66 mm	5.00 mm principal	0.15	Debt	Long	USA
Fannie Mae Pool	4.65 mm	4.72 mm principal	0.15	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	4.61 mm	5.64 mm principal	0.15	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	4.60 mm	5.00 mm principal	0.15	Debt	Long	USA
Fannie Mae Pool	4.60 mm	4.59 mm principal	0.15	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	4.60 mm	5.02 mm principal	0.15	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	4.59 mm	4.75 mm principal	0.15	Debt	Long	USA
U.S. Treasury Notes	4.50 mm	5.50 mm principal	0.15	Debt	Long	USA
Ginnie Mae II Pool	4.47 mm	4.40 mm principal	0.15	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	4.46 mm	5.00 mm principal	0.15	Debt	Long	USA
U.S. Treasury Notes	4.46 mm	4.50 mm principal	0.15	Debt	Long	USA
U.S. Treasury Notes	4.43 mm	5.00 mm principal	0.15	Debt	Long	USA
Ginnie Mae II Pool	4.42 mm	4.54 mm principal	0.15	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	4.42 mm	4.75 mm principal	0.15	Debt	Long	USA
Freddie Mac Pool	4.42 mm	5.64 mm principal	0.15	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	4.39 mm	5.42 mm principal	0.15	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	4.38 mm	5.00 mm principal	0.15	Debt	Long	USA
Fannie Mae Pool	4.35 mm	5.31 mm principal	0.14	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	4.30 mm	4.35 mm principal	0.14	Debt	Long	USA
U.S. Treasury Bonds	4.21 mm	5.75 mm principal	0.14	Debt	Long	USA
U.S. Treasury Bonds	4.21 mm	5.60 mm principal	0.14	Debt	Long	USA
Freddie Mac Pool	4.20 mm	5.15 mm principal	0.14	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	4.15 mm	4.50 mm principal	0.14	Debt	Long	USA
Freddie Mac Pool	4.13 mm	4.20 mm principal	0.14	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	4.13 mm	4.45 mm principal	0.14	Debt	Long	USA
Fannie Mae Pool	4.08 mm	4.23 mm principal	0.14	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	4.02 mm	4.55 mm principal	0.13	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	4.00 mm	4.55 mm principal	0.13	Debt	Long	USA
U.S. Treasury Notes	4.00 mm	4.50 mm principal	0.13	Debt	Long	USA
U.S. Treasury Notes	4.00 mm	4.50 mm principal	0.13	Debt	Long	USA
Freddie Mac Pool	3.98 mm	4.04 mm principal	0.13	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	3.98 mm	4.73 mm principal	0.13	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	3.97 mm	4.35 mm principal	0.13	Debt	Long	USA
Fannie Mae Pool	3.97 mm	4.61 mm principal	0.13	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	3.96 mm	5.31 mm principal	0.13	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	3.93 mm	4.86 mm principal	0.13	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	3.91 mm	4.00 mm principal	0.13	Debt	Long	USA
U.S. Treasury Bonds	3.89 mm	5.90 mm principal	0.13	Debt	Long	USA
Freddie Mac Pool	3.83 mm	4.68 mm principal	0.13	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	3.83 mm	4.00 mm principal	0.13	Debt	Long	USA
Freddie Mac Pool	3.80 mm	4.45 mm principal	0.13	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	3.79 mm	5.08 mm principal	0.13	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	3.78 mm	4.00 mm principal	0.13	Debt	Long	USA
Freddie Mac Pool	3.78 mm	4.83 mm principal	0.13	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	3.75 mm	4.57 mm principal	0.12	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	3.73 mm	4.00 mm principal	0.12	Debt	Long	USA
Freddie Mac Pool	3.73 mm	4.53 mm principal	0.12	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	3.72 mm	4.00 mm principal	0.12	Debt	Long	USA
Freddie Mac Pool	3.71 mm	3.61 mm principal	0.12	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	3.70 mm	4.35 mm principal	0.12	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	3.69 mm	4.33 mm principal	0.12	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	3.69 mm	4.19 mm principal	0.12	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	3.69 mm	4.00 mm principal	0.12	Debt	Long	USA
U.S. Treasury Notes	3.68 mm	4.00 mm principal	0.12	Debt	Long	USA
Uniform Mortgage-Backed Security, TBA	3.62 mm	3.68 mm principal	0.12	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	3.62 mm	5.00 mm principal	0.12	Debt	Long	USA
Fannie Mae Pool	3.56 mm	4.51 mm principal	0.12	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	3.55 mm	3.60 mm principal	0.12	Debt	Long	USA
U.S. Treasury Notes	3.55 mm	4.00 mm principal	0.12	Debt	Long	USA
U.S. Treasury Notes	3.53 mm	4.00 mm principal	0.12	Debt	Long	USA
U.S. Treasury Notes	3.52 mm	4.00 mm principal	0.12	Debt	Long	USA
U.S. Treasury Notes	3.50 mm	3.50 mm principal	0.12	Debt	Long	USA