# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001145549-23-015141
**Filing Date:** 2023-3
**Character Count:** 12274
**Document Hash:** 72db32da42c5b27045d6fbd0ae927b89
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-015141.hdr.sgml**: 20230307

**ACCESSION NUMBER**: 0001145549-23-015141

**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:** 23711423

**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):** 2023-02-28

**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                | 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:** Exempt Government

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

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

- **Total Value of Portfolio Securities:** $29352532339.95

- **Amortized Cost of Portfolio Securities:** $0.00

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $103032032.92

- **Net Assets of Series:** $29249500307.03

- **Number of Shares Outstanding (Series):** 29250815690.84

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

- **7-Day Gross Yield:** 4.5800%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $33511636688.54            |  | 99.9300%                   |
| Friday, Week 2 |  | $34167228269.99            |  | 99.9200%                   |
| Friday, Week 3 |  | $35264095551.88            |  | 99.9000%                   |
| Friday, Week 4 |  | $34889270992.61            |  | 99.9100%                   |
| 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:** $12660204.12

- **B.4 - Shares Outstanding:** 12660898.35

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $50540.98                 | $361467.71              |
| Week 2   | $59175.91                 | $560604.11              |
| Week 3   | $537041.56                | $345782.09              |
| Week 4   | $840670.28                | $192627.41              |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $1513082.27

- **Gross Redemptions for month:** $1510010.98

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $22910945371.68

- **B.4 - Shares Outstanding:** 22911944975.00

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $7147143903.78            | $7336252335.22          |
| Week 2   | $5396039694.98            | $4903234172.61          |
| Week 3   | $6277640402.45            | $5277202447.33          |
| Week 4   | $5142439922.81            | $5170037604.61          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $23805028241.45

- **Gross Redemptions for month:** $23029957151.97

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $1809905878.29

- **B.4 - Shares Outstanding:** 1809992295.45

- **B.7.7 - 7-Day Net Yield:** 4.4400%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $237649631.77             | $227718560.08           |
| Week 2   | $239142498.12             | $133796733.46           |
| Week 3   | $242182391.45             | $309364748.48           |
| Week 4   | $202022331.74             | $148697661.87           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $902151649.37

- **Gross Redemptions for month:** $738771111.69

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $1110879295.79

- **B.4 - Shares Outstanding:** 1110959916.99

- **B.7.7 - 7-Day Net Yield:** 4.3900%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $484167680.47             | $582802572.45           |
| Week 2   | $315267362.50             | $656601931.98           |
| Week 3   | $490537144.49             | $259309440.67           |
| Week 4   | $619472760.09             | $764370141.79           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $1829059755.86

- **Gross Redemptions for month:** $2121660720.01

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $10474384.38

- **B.4 - Shares Outstanding:** 10474437.74

- **B.7.7 - 7-Day Net Yield:** 4.2200%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $7594017.31               | $1432331.09             |
| Week 2   | $8233003.13               | $2071838.65             |
| Week 3   | $859848.64                | $3451937.49             |
| Week 4   | $2134551.22               | $1940314.46             |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $18821420.30

- **Gross Redemptions for month:** $9786421.69

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $3348569481.16

- **B.4 - Shares Outstanding:** 3348716874.98

- **B.7.7 - 7-Day Net Yield:** 4.4100%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $470249433.71             | $569699684.03           |
| Week 2   | $694635879.03             | $327379914.16           |
| Week 3   | $520785341.41             | $601587259.19           |
| Week 4   | $304145801.56             | $463213217.42           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $1914148111.07

- **Gross Redemptions for month:** $1979158791.07

### 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:** 4.4400%

- **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:** $176043.78

- **B.4 - Shares Outstanding:** 176045.75

- **B.7.7 - 7-Day Net Yield:** 4.4400%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $251.07                   | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $251.07

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $39209698.86

- **B.4 - Shares Outstanding:** 39209718.81

- **B.7.7 - 7-Day Net Yield:** 4.4400%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $2001792.00               | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $38701792.00

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $6629950.93

- **B.4 - Shares Outstanding:** 6630527.77

- **B.7.7 - 7-Day Net Yield:** 4.4400%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $51655.31                 | $17645.91               |
| Week 3   | $0.00                     | $8094642.82             |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $51655.31

- **Gross Redemptions for month:** $8112288.73

## 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):** $29352532339.95
- **C.18.a - Value (excl. sponsor support):** $29352532339.95
- **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