# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001145549-23-015138
**Filing Date:** 2023-3
**Character Count:** 11190
**Document Hash:** cf1d59511e9dcd7a25272c0458c6c055
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-015138.hdr.sgml**: 20230307

**ACCESSION NUMBER**: 0001145549-23-015138

**CONFORMED SUBMISSION TYPE**: N-MFP2

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230228

**FILED AS OF DATE**: 20230307

**DATE AS OF CHANGE**: 20230307

**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:** 23711420

**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):** 2023-02-28

**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                | SS&C GIDS, Inc.<br>CIK: 0000027048              | 084-00448         |

### 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:** $12379858389.61

- **Amortized Cost of Portfolio Securities:** $12379858389.61

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $45029571.18

- **Net Assets of Series:** $12334828818.43

- **Number of Shares Outstanding (Series):** 12329974769.68

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

- **7-Day Gross Yield:** 4.8200%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $7184065205.08             |  | 52.9900%                   |
| Friday, Week 2 |  | $6399975472.54             |  | 51.5600%                   |
| Friday, Week 3 |  | $6525829839.89             |  | 52.2400%                   |
| Friday, Week 4 |  | $6228807888.38             |  | 51.5300%                   |
| 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:** $11081176873.87

- **B.4 - Shares Outstanding:** 11076916761.16

- **B.7.7 - 7-Day Net Yield:** 4.7200%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $3477379258.89            | $2004126178.86          |
| Week 2   | $1869668102.51            | $3080091050.15          |
| Week 3   | $2103137688.61            | $1990953820.78          |
| Week 4   | $1031355043.10            | $1418375900.84          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $8331395255.18

- **Gross Redemptions for month:** $8961259734.58

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $6159.01

- **B.4 - Shares Outstanding:** 6156.28

- **B.7.7 - 7-Day Net Yield:** 4.3500%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $21.31                    | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $21.31

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $233551715.77

- **B.4 - Shares Outstanding:** 233420116.73

- **B.7.7 - 7-Day Net Yield:** 4.6900%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $8479123.41               | $11398531.50            |
| Week 2   | $8848510.63               | $504.86                 |
| Week 3   | $23921434.92              | $34370715.92            |
| Week 4   | $8118451.48               | $16768081.95            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $51733047.39

- **Gross Redemptions for month:** $62651158.47

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $364832990.35

- **B.4 - Shares Outstanding:** 364687436.59

- **B.7.7 - 7-Day Net Yield:** 4.4700%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $105438383.63             | $55790317.58            |
| Week 2   | $78298597.63              | $86393368.49            |
| Week 3   | $70648071.44              | $128849895.41           |
| Week 4   | $70209628.62              | $81872509.72            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $346151515.21

- **Gross Redemptions for month:** $368234346.79

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $68058732.70

- **B.4 - Shares Outstanding:** 68026950.27

- **B.7.7 - 7-Day Net Yield:** 4.6400%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $11094759.77              | $17695270.23            |
| Week 2   | $1904637.34               | $19698214.67            |
| Week 3   | $3898802.79               | $1582368.21             |
| Week 4   | $5274715.63               | $3551103.67             |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $22107690.18

- **Gross Redemptions for month:** $25603779.47

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $462023949.94

- **B.4 - Shares Outstanding:** 461776840.67

- **B.7.7 - 7-Day Net Yield:** 4.6600%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $89224049.26              | $123176036.62           |
| Week 2   | $127718277.41             | $56166154.27            |
| Week 3   | $113707320.45             | $167299617.14           |
| Week 4   | $100121457.20             | $36538534.07            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $556141595.96

- **Gross Redemptions for month:** $454109460.00

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $50009.98

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

- **B.7.7 - 7-Day Net Yield:** 4.6900%

- **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:** $0.00

- **B.4 - Shares Outstanding:** 0.00

- **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:** $125128386.81

- **B.4 - Shares Outstanding:** 125090507.98

- **B.7.7 - 7-Day Net Yield:** 4.6900%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $470765.47                | $0.04                   |
| Week 3   | $9399596.26               | $6092289.18             |
| Week 4   | $11697.78                 | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $9888629.14

- **Gross Redemptions for month:** $6092289.22

## 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):** $12379858389.61
- **C.18.a - Value (excl. sponsor support):** $12379858389.61
- **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):** 2023-03-01
- **C.12 - Maturity Date (WAL):** 2023-03-01
- **C.13 - Final Legal Maturity Date:** 2023-03-01
- **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:** 2023-03-07

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer