# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001752724-23-046838
**Filing Date:** 2023-2
**Character Count:** 8651
**Document Hash:** 4c96f698e1f186a7aa344541532c7096
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046838.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046838

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STATE STREET INSTITUTIONAL INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0001107414
- **IRS NUMBER:** 046910804
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09819
- **FILM NUMBER:** 23683399

**BUSINESS ADDRESS:**
- **STREET 1:** STATE STREET FINANCIAL CENTER
- **STREET 2:** ONE LINCOLN STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111
- **BUSINESS PHONE:** 6176623239

**MAIL ADDRESS:**
- **STREET 1:** ONE LINCOLN STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111

## Series and Classes Contracts Data

### State Street Target Retirement Fund (Series ID: S000046033)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000143856 | Class I      | SSFNX           |
| C000143857 | Class K      | SSFOX           |
| C000232293 | Class R3     | SSFQX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** STATE STREET INSTITUTIONAL INVESTMENT TRUST

- **b. Investment Company Act file number:** 811-09819

- **c. CIK number of Registrant:** 0001107414

- **d. LEI of Registrant:** 549300P1E098W6ES7M39

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** One Iron Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 617-664-7037

**Item A.2. Information about the Series.**

- **a. Name of Series:** State Street Target Retirement Fund

- **b. EDGAR series identifier (if any):** S000046033

- **c. LEI of Series:** 549300QZZ27SPBKTJG32

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $611487710.16

**Total Liabilities:** $12233527.01

**Net Assets:** $599254183.15

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000143857 | 2.26%                | 4.14%                | -1.88%               |
| Class ID C000143856 | 2.18%                | 4.26%                | -1.99%               |
| Class ID C000232293 | 2.17%                | 4.15%                | -1.92%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $125732.98               | $11777149.24                               |
| Month 2  | $175342.17               | $23539395.37                               |
| Month 3  | $380505.35               | $-17829744.33                              |

### Schedule of Portfolio Investments

| Name                                                       | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SPDR Bloomberg 1-10 Year TIPS ETF                          | SPDR Bloomberg 1-10 Year TIPS ETF                                           | CUSIP: 78468R861<br>LEI: 549300SS31WHLX0B1I97 | Long             | EC               | RF                | US        |   5817678 | NS      | $107336159.10 | 17.91%            |  |  |  | No            |                  1 | On Loan: —       |
| SPDR Portfolio Short Term Treasury ETF                     | SPDR Portfolio Short Term Treasury ETF                                      | CUSIP: 78468R101<br>LEI: 549300CVHDNMTIUMZ693 | Long             | EC               | RF                | US        |   3258176 | NS      | $94128704.64  | 15.71%            |  |  |  | No            |                  1 | On Loan: —       |
| SPDR Bloomberg High Yield Bond ETF                         | SPDR Bloomberg High Yield Bond ETF                                          | CUSIP: 78468R622<br>LEI: 549300NCLW2248PN7J24 | Long             | EC               | RF                | US        |    470311 | NS      | $42327990.00  | 7.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Small/Mid Cap Equity Index Portfolio          | State Street Small/Mid Cap Equity Index Portfolio                           | CUSIP: 85749T707<br>LEI: 54930001FXUIVS800B48 | Long             | EC               | RF                | US        |     76218 | NS      | $17565313.44  | 2.93%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                               | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   5800100 | NS      | $5800100.00   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Equity 500 Index II Portfolio                 | State Street Equity 500 Index II Portfolio                                  | CUSIP: 85749T756<br>LEI: 549300IDK82VZN2AFK60 | Long             | EC               | RF                | US        |    275623 | NS      | $95933376.88  | 16.01%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                               | State Street Institutional US Government Money Market Fund                  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    395902 | NS      | $395901.85    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Dow Jones Global Real Estate ETF                      | SPDR Dow Jones Global Real Estate ETF                                       | CUSIP: 78463X749<br>LEI: 549300NEMKJTY73KOC44 | Long             | EC               | RF                | US        |    739733 | NS      | $30255079.70  | 5.05%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Global Advisors                               | State Street Institutional US Government Money Market Fund                  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   1866630 | NS      | $1866629.62   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Portfolio Short Term Corporate Bond ETF               | SPDR Portfolio Short Term Corporate Bond ETF                                | CUSIP: 78464A474<br>LEI: 549300D2BO7L1J2SO973 | Long             | EC               | RF                | US        |    811155 | NS      | $23831733.90  | 3.98%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Aggregate Bond Index Portfolio                | State Street Aggregate Bond Index Portfolio                                 | CUSIP: 85749T772<br>LEI: 549300CYRPLDVB2ZTF93 | Long             | EC               | RF                | US        |   1332785 | NS      | $116698666.95 | 19.47%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global All Cap Equity ex-U.S. Index Portfolio | State Street Global All Cap Equity ex-U.S. Index Portfolio                  | CUSIP: 85749T764<br>LEI: N/A                  | Long             | EC               | RF                | US        |    747804 | NS      | $75042081.83  | 12.52%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-18

**Name of Applicant:** STATE STREET INSTITUTIONAL INVESTMENT TRUST

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer