We investigate the special fibres of Siegel modular varieties with Iwahori level structure. On these spaces, we have the Newton stratification, and the Kottwitz–Rapoport (KR) stratification; one would like to understand how these stratifications are related to each other. We give a simple description of all KR strata which are entirely contained in the supersingular locus as disjoint unions of Deligne–Lusztig varieties. We also give an explicit numerical description of the KR stratification in terms of abelian varieties.