# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001752724-25-211212
**Filing Date:** 2025-8
**Character Count:** 15350
**Document Hash:** 63c8b359b19c8446fc5c9d24f57fcd84
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-211212.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-211212

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STATE STREET INSTITUTIONAL INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0001107414

**ORGANIZATION NAME:**
- **EIN:** 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:** 251270218

**BUSINESS ADDRESS:**
- **STREET 1:** ONE IRON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE IRON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## 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:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**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:** $3869958316.22

**Total Liabilities:** $72915429.57

**Net Assets:** $3797042886.65

**Cash Not Reported:** $2911571.04

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000155088 | -0.56%               | 4.91%                | 0.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-88289810.91            | $0.00                                      |
| Month 2  | $-170758103.06           | $0.00                                      |
| Month 3  | $9802860.88              | $0.00                                      |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Morgan Stanley & Co. LLC     | PURCHASED USD / SOLD NOK                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-7514.25      | -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      | $-222484.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC     | PURCHASED USD / SOLD DKK                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-217592.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada         | PURCHASED CHF / SOLD USD                                    | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | CH        |         1 | NC      | $24698.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal             | PURCHASED USD / SOLD CHF                                    | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | US        |         1 | NC      | $-173703.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC     | PURCHASED USD / SOLD SEK                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | US        |         1 | NC      | $-14023.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank      | PURCHASED USD / SOLD ILS                                    | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-861847.07    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA               | PURCHASED AUD / SOLD USD                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | AU        |         1 | NC      | $2954.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC            | PURCHASED USD / SOLD CHF                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |         1 | NC      | $-10251535.78  | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                       | PURCHASED USD / SOLD SGD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-24652.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank      | PURCHASED USD / SOLD SGD                                    | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-522683.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA             | PURCHASED AUD / SOLD USD                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | AU        |         1 | NC      | $3377.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank      | PURCHASED USD / SOLD NZD                                    | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-114434.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                       | PURCHASED USD / SOLD JPY                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $230789.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                       | PURCHASED USD / SOLD AUD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $-204567.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.       | MSCI EAFE SEP25                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |       855 | NC      | $1290757.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Chartered Bank      | PURCHASED USD / SOLD HKD                                    | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $235480.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank      | PURCHASED USD / SOLD AUD                                    | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-4422136.22   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank      | PURCHASED USD / SOLD SEK                                    | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-699864.13    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank        | PURCHASED USD / SOLD GBP                                    | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              |  | US        |         1 | NC      | $-8718650.94   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank      | PURCHASED USD / SOLD DKK                                    | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-2585513.09   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA             | PURCHASED USD / SOLD EUR                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |         1 | NC      | $-20346796.05  | -0.54%            |  |  |  | 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        |  18731676 | NS      | $3754951675.52 | 98.89%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada         | PURCHASED GBP / SOLD USD                                    | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | GB        |         1 | NC      | $25720.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                       | PURCHASED JPY / SOLD USD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | JP        |         1 | NC      | $-3920.58      | -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      | $-90.96        | -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      | $25783.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank      | PURCHASED USD / SOLD NOK                                    | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |         1 | NC      | $-221194.99    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.        | PURCHASED USD / SOLD JPY                                    | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | N/A              | DFE              |  | US        |         1 | NC      | $3379731.93    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                       | PURCHASED USD / SOLD HKD                                    | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |         1 | NC      | $26492.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA       | PURCHASED USD / SOLD EUR                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |         1 | NC      | $-20341223.03  | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal             | PURCHASED EUR / SOLD USD                                    | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | XX        |         1 | NC      | $88280.23      | 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      | $-2345412.45   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA             | PURCHASED EUR / SOLD USD                                    | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | XX        |         1 | NC      | $64522.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors | State Street Institutional US Government Money Market Fund  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        | 106399583 | NS      | $106399582.74  | 2.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal             | PURCHASED GBP / SOLD USD                                    | CUSIP: 000000000<br>LEI: NQQ6HPCNCCU6TUTQYE16 | N/A              | DFE              |  | GB        |         1 | NC      | $15160.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-29

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

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer