# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001752724-23-046910
**Filing Date:** 2023-2
**Character Count:** 41625
**Document Hash:** a5dcce08bcff932ed6b753fa07f6db9b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046910.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046910

**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:** 23683501

**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 HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND (Series ID: S000049192)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000155088 | Class K      | SSHQX           |

## 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 HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND

- **b. EDGAR series identifier (if any):** S000049192

- **c. LEI of Series:** 549300VQRK743XU60338

**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:** $3615322996.18

**Total Liabilities:** $122373775.17

**Net Assets:** $3492949221.01

**Cash Not Reported:** $6744288.34

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000155088 | 6.18%                | 8.07%                | -3.96%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $143653947.88            | $-22332.60                                 |
| Month 2  | $4559485.28              | $8767.81                                   |
| Month 3  | $-159202896.71           | $-7299.21                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HSBC Bank USA N.A.           | PURCHASED SEK / SOLD USD                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SE        |         1 | NC      | $-6364.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC            | PURCHASED SEK / SOLD USD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |         1 | NC      | $-19206.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                       | PURCHASED DKK / SOLD USD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | DK        |         1 | NC      | $2592.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal             | PURCHASED SGD / SOLD USD                                    | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | SG        |         1 | NC      | $6585.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                       | PURCHASED DKK / SOLD USD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | DK        |         1 | NC      | $1169.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                       | PURCHASED AUD / SOLD USD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | AU        |         1 | NC      | $-3173.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC            | PURCHASED HKD / SOLD USD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HK        |         1 | NC      | $-2133.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC            | PURCHASED HKD / SOLD USD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | HK        |         1 | NC      | $-425.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                       | PURCHASED DKK / SOLD USD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | DK        |         1 | NC      | $8734.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.         | PURCHASED CHF / SOLD USD                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CH        |         1 | NC      | $2196.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                       | PURCHASED USD / SOLD HKD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $604.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.         | PURCHASED SEK / SOLD USD                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |         1 | NC      | $7859.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.         | PURCHASED GBP / SOLD USD                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $-53198.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC     | PURCHASED USD / SOLD JPY                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-22913882.42  | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.        | PURCHASED USD / SOLD JPY                                    | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |         1 | NC      | $-22870317.22  | -0.65%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC     | PURCHASED GBP / SOLD USD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | GB        |         1 | NC      | $-28235.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                | PURCHASED USD / SOLD EUR                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-20336883.19  | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank        | PURCHASED USD / SOLD AUD                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-3450033.83   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.         | PURCHASED GBP / SOLD USD                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $-58433.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.           | PURCHASED USD / SOLD DKK                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-32.53        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                | PURCHASED EUR / SOLD USD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |         1 | NC      | $6882.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal             | PURCHASED EUR / SOLD USD                                    | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | XX        |         1 | NC      | $157967.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                       | PURCHASED JPY / SOLD USD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |         1 | NC      | $162170.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA               | PURCHASED CHF / SOLD USD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CH        |         1 | NC      | $153463.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.         | PURCHASED GBP / SOLD USD                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $-153464.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.           | PURCHASED AUD / SOLD USD                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | AU        |         1 | NC      | $8208.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.     | PURCHASED EUR / SOLD USD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $42267.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.         | PURCHASED GBP / SOLD USD                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $637.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.         | PURCHASED DKK / SOLD USD                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | DK        |         1 | NC      | $5434.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.           | PURCHASED HKD / SOLD USD                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | HK        |         1 | NC      | $-3251.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA               | PURCHASED USD / SOLD SEK                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1319.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.           | PURCHASED HKD / SOLD USD                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | HK        |         1 | NC      | $-2430.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC            | PURCHASED CHF / SOLD USD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CH        |         1 | NC      | $8956.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC            | PURCHASED DKK / SOLD USD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | DK        |         1 | NC      | $605.72        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.           | PURCHASED AUD / SOLD USD                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | AU        |         1 | NC      | $7084.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                | PURCHASED USD / SOLD AUD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-1258.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA               | PURCHASED USD / SOLD EUR                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-1783.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.     | PURCHASED SEK / SOLD USD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |         1 | NC      | $-1277.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.         | PURCHASED EUR / SOLD USD                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $70657.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.        | PURCHASED USD / SOLD SEK                                    | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |         1 | NC      | $-2787665.98   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC     | PURCHASED USD / SOLD GBP                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $10359.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.       | MSCI EAFE MAR23                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |      1520 | NC      | $-965734.60    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank        | PURCHASED USD / SOLD NOK                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-349141.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC            | PURCHASED EUR / SOLD USD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $59939.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC     | PURCHASED HKD / SOLD USD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | HK        |         1 | NC      | $-1186.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.     | PURCHASED SEK / SOLD USD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |         1 | NC      | $6551.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                       | PURCHASED DKK / SOLD USD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | DK        |         1 | NC      | $13813.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.        | PURCHASED USD / SOLD HKD                                    | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |         1 | NC      | $-5450.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal             | PURCHASED JPY / SOLD USD                                    | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | JP        |         1 | NC      | $133339.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.           | PURCHASED AUD / SOLD USD                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | AU        |         1 | NC      | $31126.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank      | PURCHASED HKD / SOLD USD                                    | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | HK        |         1 | NC      | $-1056.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal             | PURCHASED USD / SOLD GBP                                    | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | US        |         1 | NC      | $-2599255.05   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.         | PURCHASED CHF / SOLD USD                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CH        |         1 | NC      | $28453.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.         | PURCHASED GBP / SOLD USD                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $-12674.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                       | PURCHASED CHF / SOLD USD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |         1 | NC      | $9459.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal             | PURCHASED USD / SOLD EUR                                    | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | US        |         1 | NC      | $-20335120.87  | -0.58%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                | PURCHASED CHF / SOLD USD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |         1 | NC      | $11730.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.        | PURCHASED USD / SOLD AUD                                    | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |         1 | NC      | $-73623.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.         | PURCHASED AUD / SOLD USD                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |         1 | NC      | $12083.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                       | PURCHASED DKK / SOLD USD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | DK        |         1 | NC      | $6214.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC     | PURCHASED EUR / SOLD USD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |         1 | NC      | $103048.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.           | PURCHASED USD / SOLD GBP                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-33093.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.         | PURCHASED GBP / SOLD USD                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |         1 | NC      | $2885.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal             | PURCHASED CHF / SOLD USD                                    | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | CH        |         1 | NC      | $17660.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC            | PURCHASED ILS / SOLD USD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |         1 | NC      | $831.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank        | PURCHASED USD / SOLD DKK                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-3546241.29   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank        | PURCHASED USD / SOLD HKD                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-44499.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.         | PURCHASED JPY / SOLD USD                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $59895.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.           | PURCHASED EUR / SOLD USD                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |         1 | NC      | $13345.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC     | PURCHASED GBP / SOLD USD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | GB        |         1 | NC      | $-37645.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SSgA Funds Management, Inc.  | State Street International Developed Equity Index Portfolio | CUSIP: 000000000<br>LEI: 549300RUQBA18CZVGT05 | Long             | EC               | RF                | US        |  25379956 | NS      | $3463348833.95 | 99.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA          | PURCHASED AUD / SOLD USD                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | AU        |         1 | NC      | $12996.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.         | PURCHASED AUD / SOLD USD                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |         1 | NC      | $-12766.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.           | PURCHASED SGD / SOLD USD                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SG        |         1 | NC      | $4881.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC     | PURCHASED GBP / SOLD USD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | GB        |         1 | NC      | $-17846.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.           | PURCHASED SGD / SOLD USD                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | SG        |         1 | NC      | $5070.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.         | PURCHASED USD / SOLD JPY                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |         1 | NC      | $-50799.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                       | PURCHASED CHF / SOLD USD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |         1 | NC      | $21785.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank        | PURCHASED USD / SOLD NZD                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-126478.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank        | PURCHASED USD / SOLD SGD                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-1063456.56   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA               | PURCHASED USD / SOLD DKK                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |         1 | NC      | $-96617.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC     | PURCHASED HKD / SOLD USD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | HK        |         1 | NC      | $-1635.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                       | PURCHASED CHF / SOLD USD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |         1 | NC      | $-4057.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC     | PURCHASED SEK / SOLD USD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | SE        |         1 | NC      | $55234.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.     | PURCHASED AUD / SOLD USD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |         1 | NC      | $43401.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC            | PURCHASED AUD / SOLD USD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | AU        |         1 | NC      | $57123.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC            | PURCHASED SEK / SOLD USD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |         1 | NC      | $-1266.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.           | PURCHASED JPY / SOLD USD                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |         1 | NC      | $63622.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC     | PURCHASED JPY / SOLD USD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | JP        |         1 | NC      | $50689.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal             | PURCHASED JPY / SOLD USD                                    | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | JP        |         1 | NC      | $280044.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.           | PURCHASED USD / SOLD EUR                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-1253592.03   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.     | PURCHASED EUR / SOLD USD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |         1 | NC      | $42715.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                       | PURCHASED CHF / SOLD USD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CH        |         1 | NC      | $3630.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.        | PURCHASED USD / SOLD SGD                                    | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |         1 | NC      | $-70520.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                | PURCHASED USD / SOLD GBP                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $-2599999.30   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                | PURCHASED SGD / SOLD USD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |         1 | NC      | $3004.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                | PURCHASED CHF / SOLD USD                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |         1 | NC      | $7844.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.     | PURCHASED JPY / SOLD USD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |         1 | NC      | $328277.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.         | PURCHASED JPY / SOLD USD                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $15212.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.           | PURCHASED JPY / SOLD USD                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | JP        |         1 | NC      | $141796.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC            | PURCHASED ILS / SOLD USD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | IL        |         1 | NC      | $-37619.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank        | PURCHASED USD / SOLD ILS                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $510524.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA          | PURCHASED AUD / SOLD USD                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | AU        |         1 | NC      | $29691.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal             | PURCHASED JPY / SOLD USD                                    | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | JP        |         1 | NC      | $16237.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.         | PURCHASED JPY / SOLD USD                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |         1 | NC      | $-88833.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.         | PURCHASED SEK / SOLD USD                                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |         1 | NC      | $-6222.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank N.A.                | PURCHASED USD / SOLD CHF                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |         1 | NC      | $5747.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC     | PURCHASED GBP / SOLD USD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | GB        |         1 | NC      | $-1686.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA               | PURCHASED NOK / SOLD USD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | NO        |         1 | NC      | $7426.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC     | PURCHASED EUR / SOLD USD                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |         1 | NC      | $26194.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank N.A.     | PURCHASED SEK / SOLD USD                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |         1 | NC      | $1821.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC            | PURCHASED EUR / SOLD USD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |         1 | NC      | $95748.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC            | PURCHASED NOK / SOLD USD                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |         1 | NC      | $2043.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA N.A.           | PURCHASED HKD / SOLD USD                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | HK        |         1 | NC      | $-1537.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC     | PURCHASED USD / SOLD CHF                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-10216561.67  | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA               | PURCHASED SGD / SOLD USD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | SG        |         1 | NC      | $3367.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors | State Street Institutional Liquid Reserves Fund             | CUSIP: 85749P101<br>LEI: 5493000HFJPORCLSV250 | Long             | STIV             | RF                | US        | 140918377 | NS      | $140946560.38  | 4.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank      | PURCHASED DKK / SOLD USD                                    | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | DK        |         1 | NC      | $8393.75       | 0.00%             |  |  |  | No            |                  2 | 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