# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001752724-23-046977
**Filing Date:** 2023-2
**Character Count:** 7517
**Document Hash:** 29f607e9979c0d227a124ddc7fdaf796
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046977.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046977

**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:** 23683672

**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 2045 Fund (Series ID: S000046040)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000143884 | Class I      | SSDDX           |
| C000143885 | Class K      | SSDEX           |
| C000232299 | Class R3     | SSAOX           |

## 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 2045 Fund

- **b. EDGAR series identifier (if any):** S000046040

- **c. LEI of Series:** 549300MXUE948DDKJJ74

**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:** $1486070430.95

**Total Liabilities:** $15610037.78

**Net Assets:** $1470460393.17

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000143884 | 4.77%                | 7.72%                | -3.81%               |
| Class ID C000143885 | 4.83%                | 7.59%                | -3.68%               |
| Class ID C000232299 | 4.76%                | 7.62%                | -3.73%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3117503.73              | $57659403.63                               |
| Month 2  | $-78425.27               | $104743851.17                              |
| Month 3  | $466015.17               | $-82234818.30                              |

### 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 Portfolio Long Term Treasury ETF                      | SPDR Portfolio Long Term Treasury ETF                                       | CUSIP: 78464A664<br>LEI: 549300GYQKAMF6JUVI06 | Long             | EC               | RF                | US        |   3411025 | NS      | $99022055.75  | 6.73%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |    841136 | NS      | $193848111.99 | 13.18%            |  |  |  | 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        |   4208306 | NS      | $4208306.00   | 0.29%             |  |  |  | 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        |   1477399 | NS      | $514223328.87 | 34.97%            |  |  |  | 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        |   1434667 | NS      | $1434666.80   | 0.10%             |  |  |  | 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        |   4557641 | NS      | $4557640.56   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Aggregate Bond Index Portfolio                | State Street Aggregate Bond Index Portfolio                                 | CUSIP: 85749T772<br>LEI: 549300CYRPLDVB2ZTF93 | Long             | EC               | RF                | US        |    745886 | NS      | $65309809.24  | 4.44%             |  |  |  | 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        |   5577078 | NS      | $559659805.10 | 38.06%            |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Portfolio Intermediate Term Treasury ETF              | SPDR Portfolio Intermediate Term Treasury ETF                               | CUSIP: 78464A672<br>LEI: 54930015OAED5PVKCK44 | Long             | EC               | RF                | US        |   1550409 | NS      | $43783550.16  | 2.98%             |  |  |  | No            |                  1 | On Loan: —       |

### 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