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Fact Sheet:State Street Aggregate Bond Index Fund, Jun2021

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Fact Sheet:State Street Aggregate Bond Index Fund, Jun2021 State Street Aggregate Bond Index Fund - Class K Fixed Income 30 June 2021 Fund Objective Total Return The State Street Aggregate Bond Index Fund (the "Fund") seeks to provide Bloomberg Barclays investment results that, before fees and expenses, correspond generally U.S. Aggregate to the price and yield performance of an index that tracks the U.S. dollar Cumulative Fund at NAV Bond Index denominated investment grade bond market over the long term. QTD 1.80% 1.83% Process YTD -1.77 -1.60 The Fund seeks to achieve its investment objective by investing Annualized substantially all of its investable assets in the Aggregate Bond Index 1 Year -0.56 -0.33 Portfolio, which has substantially similar investment policies to the Fund 3 Year 5.31 5.34 when the Fund invests in this “master-feeder” structure, the Fund’s only 5 Year 2.88 3.03 investments are shares of the Portfolio and it participates in the investment returns achieved by the Portfolio. Under normal circumstances, at least Since Fund Inception 3.27 3.40 80% of the Fund's net assets will be invested (either on its own or as a part of a master/feeder structure) in securities comprising the Bloomberg Barclays U.S. Aggregate Bond Index (the "Index") or in securities that Gross Expense Ratio 0.215% SSGA Funds Management, Inc. (the “Adviser”) determines have economic Net Expense Ratio^ 0.025% characteristics that are comparable to the economic characteristics of 30 Day SEC Yield 2.04% securities that comprise the Index. The Fund is not managed according 30 Day SEC Yield (Unsubsidized) 1.94% to traditional methods of "active" investment management, which involve the buying and selling of securities based upon economic, financial Maximum Sales Charge - and market analysis and investment judgment. In seeking to track the performance of the Index, the Fund employs a sampling strategy, which Performance quoted represents past performance, which is no guarantee of means that the Fund will not typically purchase all of the securities future results. Investment return and principal value will fluctuate, so you represented in the Index. Instead, the Fund may purchase a subset may have a gain or loss when shares are sold. Current performance may of the securities in the Index, or securities the Adviser considers to be be higher or lower than that quoted. Visit ssgafunds.com for most recent comparable to securities in the Index, in an effort to hold a portfolio of month-end performance. Performance of an index is not illustrative of any securities with generally the same risk and return characteristics of the particular investment. It is not possible to invest directly in an index. Index. The number of holdings in the Fund will be based on a number of factors, including asset size of the Fund. The Adviser generally expects the Performance vs Benchmark Fund to hold fewer than the total number of securities in the Index, but reserves the right to hold as many securities as it believes necessary to 7% achieve the Fund’s investment objective. 6% 5.34 5.31 Key Features 5% • Broad exposure to government bonds, investment grade corporate bonds, 4% 3.40 3.27 mortgage pass-through securities, commercial mortgage backed securities, 3.03 2.88 and other asset backed securities that are publicly for sale within the U.S. 3% 1.83 fixed income markets. 2% 1.80 • Managed by an industry leader in index solutions 1% 0% -1% -0.33 -0.56 -2% -1.60 -3% -1.77 -4% QTD YTD 1 3 5 Since Year Year Year Inception State Street Aggregate Bond Index Fund - Class K Bloomberg Barclays U.S. Aggregate Bond Index ^The Fund’s investment adviser, SSGA Funds Management, Inc. (the “Adviser” or “SSGA FM”), is contractually obligated until April 30, 2022, separately with respect to each of the Fund and the Portfolio, (i) to waive up to the full amount of the advisory fee payable by the Fund or the Portfolio, and/or (ii) to reimburse the Fund or the Portfolio to the extent that Total Annual Fund Operating Expenses (exclusive of non-recurring account fees, interest, taxes, extraordinary expenses, and distribution, shareholder servicing, and sub-transfer agency fees) exceed 0.025% of the Fund's or the Portfolio's average daily net assets on an annual basis. This waiver and/or reimbursement may not be terminated prior to April 30, 2022 except with approval of the Fund/Portfolio's Board of Trustees. Definitions: NAV is the market value of a mutual fund's and ETFs total assets, minus liabilities, divided by the number of shares outstanding. Portfolio Duration is an option-adjusted measure of a bond's (or portfolio's) sensitivity to changes in interest rates. Calculated as the average percentage change in a bond's value (price plus accrued interest) under shifts of the Treasury curve +/- 100 bps. Incorporates the effect of embedded options for corporate bonds and changes in prepayments for mortgage-backed securities. Intellectual Property Information: BLOOMBERG®, a trademark and service mark of Bloomberg Finance L.P. and its affiliates, and BARCLAYS®, a trademark and service mark of Barclays Bank Plc. State Street Aggregate Bond Index Fund - Class K 30 June 2021 State Street Global Advisors Characteristics Key Facts Effective Average Maturity 8.56 Inception Date: September 19, 2014 Number of Holdings 4,327 Net Asset Value $102.52 Portfolio Duration 6.80 Total Net Assets (000) $555,623 Ticker Symbol SSFEX CUSIP 85749T871 Top 10 Holdings Primary Benchmark Bloomberg Barclays U.S. Aggregate Bond Index US/T 38.38% Investment Manager SSGA Funds Management, Inc. FNMA 12.55 Distributor State Street Global Advisors Funds Distributors, GNMA 5.05 LLC FNCL 4.83 FHLMC 4.51 G2SF 1.24 FNCI 0.86 BAC 0.73 FHMS 0.69 JPM 0.63 Sector Weights Treasury 38.38% Mortgage Backed Securities 28.13 CORPORATE - INDUSTRIAL 16.69 Corporate - Finance 8.44 Non Corporates 4.73 Corporate - Utility 2.26 CMBS 2.11 Agency 1.48 Asset Backed Securities 0.29 OTHER -2.51 Totals may not equal 100 due to rounding. Characteristics, Holdings and Sector Weights shown are as of the date indicated, are subject to change, and should not be relied upon as current thereafter. Information Classification: General Important Risk Information: Derivative investments may involve risks such as potential illiquidity of the markets and additional risk of loss of principal. The values of debt securities may decrease as a result of many factors, including, by way of example, general market fluctuations; increases in interest rates; actual or perceived inability or unwillingness of issuers, guarantors or liquidity providers to make scheduled principal or interest payments; illiquidity in debt securities markets; and prepayments of principal, which often must be reinvested in obligations paying interest at lower rates. Investments in mortgage securities are subject to prepayment risk, which can limit the potential for gain during a declining interest rate environment and increase the potential for loss in a rising interest rate environment. Distributor: State Street Global Advisors Funds Distributors, LLC, member FINRA(www.finra.org), SIPC(www.sipc.org), an indirect wholly owned subsidiary of State Street Corporation. References to State Street may include State Street Corporation and its affiliates. Certain State Street affiliates provide services and receive fees from the SSGA Funds. Before investing, consider the funds' investment objectives, risks, charges and expenses. To obtain a prospectus or summary prospectus which contains this and other information, call 1-800-997-7327 or visit www.ssgafunds.com. Read it carefully. Not FDIC Insured • No Bank Guarantee • May Lose Value Tracking Number: 3021546.3.1.AM.RTL Expiration Date: 10/31/2021 20210716/10:13 SSFEX.
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