# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001145549-23-005375
**Filing Date:** 2023-2
**Character Count:** 11144
**Document Hash:** 81cf04ef3c5be5e9ce39829bed071e78
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-005375.hdr.sgml**: 20230207

**ACCESSION NUMBER**: 0001145549-23-005375

**CONFORMED SUBMISSION TYPE**: N-MFP2

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230207

**DATE AS OF CHANGE**: 20230207

**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:** N-MFP2
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09819
- **FILM NUMBER:** 23593470

**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 Institutional Liquid Reserves Fund (Series ID: S000010700)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000052881 | Premier Class          | SSIXX           |
| C000052882 | Investment Class       | SSVXX           |
| C000143773 | Institutional Class    | SSHXX           |
| C000143774 | Administration Class   | SSYXX           |
| C000145475 | Investor Class         | SSZXX           |
| C000172253 | Trust Class            | TILXX           |
| C000230477 | Bancroft Capital Class | VTDXX           |
| C000231442 | Blaylock Van Class     |  |
| C000231962 | Opportunity Class      | OPIXX           |

# Form N-MFP: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information

**Submission Type:** N-MFP2

**Live/Test Flag:** —

**Is Electronic Copy of Paper Format:** —

**CIK:** —

### General Information

**Report for (YYYY-MM-DD):** 2023-01-31

**EDGAR Series Identifier:** S000010700

**Total number of share classes in the series:** —

**Is this the fund's final filing on Form N-MFP?:** —

**Is Fund Liquidating?:** —

**Is Fund Merging/Being Acquired?:** —

**Has the fund acquired or merged with another fund during the reporting period?:** —

## Part A: Series-Level Information about the Fund

### Service Providers
| Item   | Role                          | Details                                              | File/CIK Number   |
|:---|:---|:---|:---|
| A.5    | Administrator                 | SSGA Funds Management, Inc.                          |  |
| A.4    | Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA      |  |
| A.6    | Transfer Agent                | DST Asset Manager Solutions, Inc.<br>CIK: 0000275143 | 084-00896         |

### Fund Characteristics & Assets

- **A.1 - Securities Act File Number:** 333-30810

- **A.7 - Is this a Feeder Fund?:** Yes

- **A.8 - Is this a Master Fund?:** No

- **A.9 - Is this series primarily used to fund insurance company separate accounts?:** No

- **A.10 - Money Market Fund Category:** Prime

- **A.11 - WAM:** 1 days

- **A.12 - WAL:** 1 days

- **Total Value of Portfolio Securities:** $12942239450.02

- **Amortized Cost of Portfolio Securities:** $12942239450.02

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $46856666.59

- **Net Assets of Series:** $12895382783.43

- **Number of Shares Outstanding (Series):** 12890222068.55

- **Stable Price Per Share:** $1.00

- **7-Day Gross Yield:** 4.6100%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $6817985147.71             |  | 55.0000%                   |
| Friday, Week 2 |  | $6608763244.12             |  | 51.6100%                   |
| Friday, Week 3 |  | $5836384283.35             |  | 46.2300%                   |
| Friday, Week 4 |  | $5635737296.58             |  | 46.5300%                   |
| Friday, Week 5 |  | $0.00                      |  | 0.0000%                    |

## Part B: Class-Level Information about the Fund

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $250000000.00

- **B.3 - Net Assets of Class:** $11711065264.03

- **B.4 - Shares Outstanding:** 11706472241.63

- **B.7.7 - 7-Day Net Yield:** 4.5100%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $2091339017.70            | $1540619735.24          |
| Week 2   | $1738399055.40            | $1449989902.44          |
| Week 3   | $1591500744.38            | $1659983686.85          |
| Week 4   | $1307798502.65            | $1677760586.21          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $8111618136.29

- **Gross Redemptions for month:** $6810776740.41

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $25000000.00

- **B.3 - Net Assets of Class:** $6137.69

- **B.4 - Shares Outstanding:** 6134.98

- **B.7.7 - 7-Day Net Yield:** 4.1200%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $19.95                    | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $19.95

- **Gross Redemptions for month:** $0.00

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $25000000.00

- **B.3 - Net Assets of Class:** $244469727.11

- **B.4 - Shares Outstanding:** 244330011.81

- **B.7.7 - 7-Day Net Yield:** 4.4800%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $12559984.75              | $53931.51               |
| Week 2   | $24559188.23              | $165023.83              |
| Week 3   | $11658873.74              | $49943461.23            |
| Week 4   | $12205856.22              | $18513035.80            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $66036764.34

- **Gross Redemptions for month:** $78915499.20

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1000.00

- **B.3 - Net Assets of Class:** $386914729.92

- **B.4 - Shares Outstanding:** 386755460.73

- **B.7.7 - 7-Day Net Yield:** 4.2600%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $109221847.87             | $32169543.76            |
| Week 2   | $145626590.48             | $84517479.38            |
| Week 3   | $38381875.32              | $110514124.44           |
| Week 4   | $58079999.79              | $122323164.03           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $374965046.52

- **Gross Redemptions for month:** $370655611.21

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $10000000.00

- **B.3 - Net Assets of Class:** $71554983.89

- **B.4 - Shares Outstanding:** 71522024.17

- **B.7.7 - 7-Day Net Yield:** 4.4300%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $5355699.98               | $22243607.13            |
| Week 2   | $42262930.72              | $44811661.06            |
| Week 3   | $30414863.04              | $90602808.98            |
| Week 4   | $4007067.52               | $3159139.39             |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $82841377.79

- **Gross Redemptions for month:** $178510592.29

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $15000000.00

- **B.3 - Net Assets of Class:** $359989765.59

- **B.4 - Shares Outstanding:** 359790888.61

- **B.7.7 - 7-Day Net Yield:** 4.4500%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $42503371.36              | $137057776.81           |
| Week 2   | $92211063.31              | $50824285.18            |
| Week 3   | $67973239.79              | $69599853.47            |
| Week 4   | $60048123.76              | $92654897.26            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $288177920.95

- **Gross Redemptions for month:** $428383500.18

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $25000000.00

- **B.3 - Net Assets of Class:** $50010.03

- **B.4 - Shares Outstanding:** 50000.00

- **B.7.7 - 7-Day Net Yield:** 4.4800%

- **Person Paying for Fund Expenses?:** No

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $0.00

- **Gross Redemptions for month:** $0.00

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $25000000.00

- **B.3 - Net Assets of Class:** $1.00

- **B.4 - Shares Outstanding:** 1.00

- **B.7.7 - 7-Day Net Yield:** 0.0000%

- **Person Paying for Fund Expenses?:** No

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $0.00

- **Gross Redemptions for month:** $0.00

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $25000000.00

- **B.3 - Net Assets of Class:** $121332165.17

- **B.4 - Shares Outstanding:** 121295306.62

- **B.7.7 - 7-Day Net Yield:** 4.4800%

- **Person Paying for Fund Expenses?:** No

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $491258.94                | $0.00                   |
| Week 2   | $0.00                     | $15000000.00            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $491258.94

- **Gross Redemptions for month:** $15000000.00

## Part C: Schedule of Portfolio Securities

### Security 1: State Street Money Market Portfolio

- **C.1 - Title:** State Street Money Market Portfolio
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** CIK: 0001094885, C.5 - Other ID: FSSgADVKM
- **C.18 - Value (incl. sponsor support):** $12942239450.02
- **C.18.a - Value (excl. sponsor support):** $12942239450.02
- **Principal Amount:** —
- **Amortized Cost:** —
- **Fair Value:** —
- **C.19 - Percentage of Net Assets:** 100.0000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2023-02-01
- **C.12 - Maturity Date (WAL):** 2023-02-01
- **C.13 - Final Legal Maturity Date:** 2023-02-01
- **Characteristics:** C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** STATE STREET INSTITUTIONAL INVESTMENT TRUST

**Date:** 2023-02-07

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer