# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001752724-23-046863
**Filing Date:** 2023-2
**Character Count:** 9427
**Document Hash:** e641c3474b4f0d2d641d32a07aa03c99
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046863.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046863

**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:** 23683426

**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 2025 Fund (Series ID: S000046036)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000143868 | Class I      | SSBRX           |
| C000143869 | Class K      | SSBSX           |
| C000232295 | Class R3     | SSAHX           |

## 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 2025 Fund

- **b. EDGAR series identifier (if any):** S000046036

- **c. LEI of Series:** 549300OOU2Y33S2MPX73

**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:** $1689223026.40

**Total Liabilities:** $57746431.42

**Net Assets:** $1631476594.98

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000232295 | 3.23%                | 5.55%                | -2.65%               |
| Class ID C000143868 | 3.25%                | 5.58%                | -2.72%               |
| Class ID C000143869 | 3.32%                | 5.62%                | -2.75%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3364420.99              | $43448060.17                               |
| Month 2  | $-22097.58               | $85992766.06                               |
| Month 3  | $-677346.87              | $-64355634.97                              |

### 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        |  12920261 | NS      | $238378815.45 | 14.61%            |  |  |  | No            |                  1 | On Loan: —       |
| SPDR Portfolio Long Term Treasury ETF                      | SPDR Portfolio Long Term Treasury ETF                                       | CUSIP: 78464A664<br>LEI: 549300GYQKAMF6JUVI06 | Long             | EC               | RF                | US        |    779970 | NS      | $22642529.10  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Portfolio Short Term Treasury ETF                     | SPDR Portfolio Short Term Treasury ETF                                      | CUSIP: 78468R101<br>LEI: 549300CVHDNMTIUMZ693 | Long             | EC               | RF                | US        |   1500728 | NS      | $43356031.92  | 2.66%             |  |  |  | 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        |   1230174 | NS      | $110715660.00 | 6.79%             |  |  |  | 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        |    379370 | NS      | $87429576.32  | 5.36%             |  |  |  | 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        |  28517300 | NS      | $28517300.00  | 1.75%             |  |  |  | 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        |   1148550 | NS      | $399764382.96 | 24.50%            |  |  |  | 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        |    565918 | NS      | $565917.69    | 0.03%             |  |  |  | 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        |   1607015 | NS      | $65726913.50  | 4.03%             |  |  |  | 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        |   5179337 | NS      | $5179336.80   | 0.32%             |  |  |  | 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        |    396337 | NS      | $11644381.06  | 0.71%             |  |  |  | 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        |   3641725 | NS      | $318869434.96 | 19.54%            |  |  |  | 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        |   3438085 | NS      | $345011813.39 | 21.15%            |  |  |  | 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        |    343119 | NS      | $9689680.56   | 0.59%             |  |  |  | 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