# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001145549-23-005378
**Filing Date:** 2023-2
**Character Count:** 12440
**Document Hash:** dbd4d8d24977ce535871ee79f76f768f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-005378.hdr.sgml**: 20230207

**ACCESSION NUMBER**: 0001145549-23-005378

**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:** 23593474

**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 Treasury Plus Money Market Fund (Series ID: S000019118)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000052879 | Investment Class              | TPVXX           |
| C000052880 | Premier Class                 | TPIXX           |
| C000143783 | Institutional Class           | SAJXX           |
| C000143784 | Investor Class                | SAEXX           |
| C000143785 | Administration Class          | SSQXX           |
| C000172254 | Trust Class                   | TPLXX           |
| C000230480 | Bancroft Capital Class        | VTLXX           |
| C000231447 | Cabrera Capital Markets Class | CAJXX           |
| C000231448 | Blaylock Van Class            | BVYXX           |
| C000231965 | Opportunity Class             | OPTXX           |

# 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:** S000019118

**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:** Exempt Government

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

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

- **Total Value of Portfolio Securities:** $28747123020.56

- **Amortized Cost of Portfolio Securities:** $28747123020.56

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $118142176.09

- **Net Assets of Series:** $28628980844.47

- **Number of Shares Outstanding (Series):** 28630296228.28

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

- **7-Day Gross Yield:** 4.3100%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $41854898867.01            |  | 99.8700%                   |
| Friday, Week 2 |  | $40074528229.45            |  | 99.8500%                   |
| Friday, Week 3 |  | $37259660737.40            |  | 99.8500%                   |
| Friday, Week 4 |  | $34123144781.03            |  | 99.8200%                   |
| Friday, Week 5 |  | $0.00                      |  | 0.0000%                    |

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $12657132.83

- **B.4 - Shares Outstanding:** 12657827.06

- **B.7.7 - 7-Day Net Yield:** 3.8600%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $943564.63                | $20933.83               |
| Week 2   | $217993.67                | $865337.57              |
| Week 3   | $81838.78                 | $817566.20              |
| Week 4   | $367675.54                | $451541.46              |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $1611072.62

- **Gross Redemptions for month:** $2324116.33

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $22135874282.20

- **B.4 - Shares Outstanding:** 22136873885.52

- **B.7.7 - 7-Day Net Yield:** 4.2100%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $6153883181.48            | $5703019716.05          |
| Week 2   | $5812261265.59            | $6791421543.87          |
| Week 3   | $5150589848.71            | $5388784423.79          |
| Week 4   | $4961094312.68            | $7837693355.10          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $24400346804.12

- **Gross Redemptions for month:** $28424191971.40

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $50000.00

- **B.3 - Net Assets of Class:** $1646525340.61

- **B.4 - Shares Outstanding:** 1646611757.77

- **B.7.7 - 7-Day Net Yield:** 4.1800%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $104324912.21             | $111009017.12           |
| Week 2   | $202519432.02             | $452465969.65           |
| Week 3   | $143441047.09             | $186972203.17           |
| Week 4   | $182233318.59             | $199293172.84           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $685835007.33

- **Gross Redemptions for month:** $1157661836.07

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $1403480259.94

- **B.4 - Shares Outstanding:** 1403560881.14

- **B.7.7 - 7-Day Net Yield:** 4.1300%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $2874757090.41            | $5229222187.09          |
| Week 2   | $579289001.60             | $1075267442.28          |
| Week 3   | $647897854.14             | $1492548454.63          |
| Week 4   | $1928836387.47            | $2055696745.83          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $6335729716.41

- **Gross Redemptions for month:** $10173755901.73

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $50000.00

- **B.3 - Net Assets of Class:** $1439385.77

- **B.4 - Shares Outstanding:** 1439439.13

- **B.7.7 - 7-Day Net Yield:** 3.9600%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1617.13                  | $75000.00               |
| Week 2   | $210966.33                | $0.00                   |
| Week 3   | $261800.00                | $950.00                 |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $474383.46

- **Gross Redemptions for month:** $75950.00

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $3413580161.16

- **B.4 - Shares Outstanding:** 3413727554.98

- **B.7.7 - 7-Day Net Yield:** 4.1500%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $466135394.74             | $321315802.43           |
| Week 2   | $423999415.00             | $618109352.25           |
| Week 3   | $405857767.06             | $874858380.04           |
| Week 4   | $689547785.47             | $638364439.83           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $2269701750.95

- **Gross Redemptions for month:** $2610487832.01

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $49998.04

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

- **B.7.7 - 7-Day Net Yield:** 4.1800%

- **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:** $175792.71

- **B.4 - Shares Outstanding:** 175794.68

- **B.7.7 - 7-Day Net Yield:** 4.1800%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $167.97                   | $0.00                   |
| Week 2   | $0.94                     | $0.00                   |
| Week 4   | $125000.00                | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $125167.03

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $507906.86

- **B.4 - Shares Outstanding:** 507926.81

- **B.7.7 - 7-Day Net Yield:** 4.1800%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $70001679.29              | $0.00                   |
| Week 2   | $0.00                     | $70000000.00            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $69999390.75

- **Gross Redemptions for month:** $70000000.00

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $14690584.35

- **B.4 - Shares Outstanding:** 14691161.19

- **B.7.7 - 7-Day Net Yield:** 4.1800%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $68513.81                 | $36637.55               |
| Week 2   | $186.82                   | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $68700.63

- **Gross Redemptions for month:** $36637.55

## Part C: Schedule of Portfolio Securities

### Security 1: State Street Treasury Plus Money Market Portfolio

- **C.1 - Title:** State Street Treasury Plus Money Market Portfolio
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.5 - Other ID: FSSgAK181
- **C.18 - Value (incl. sponsor support):** $28747123020.56
- **C.18.a - Value (excl. sponsor support):** $28747123020.56
- **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