# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001145549-23-000541
**Filing Date:** 2023-1
**Character Count:** 13065
**Document Hash:** 50de3ee7a329a85a8379fcf5b2c375b6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-000541.hdr.sgml**: 20230109

**ACCESSION NUMBER**: 0001145549-23-000541

**CONFORMED SUBMISSION TYPE**: N-MFP2

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230109

**DATE AS OF CHANGE**: 20230109

**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:** 23517346

**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):** 2022-12-31

**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:** $37417435035.64

- **Amortized Cost of Portfolio Securities:** $37417435035.64

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $111464130.28

- **Net Assets of Series:** $37305970905.36

- **Number of Shares Outstanding (Series):** 37304938480.98

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

- **7-Day Gross Yield:** 4.2700%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $42233030770.82            |  | 99.9100%                   |
| Friday, Week 2 |  | $42510948496.16            |  | 99.9100%                   |
| Friday, Week 3 |  | $40745961252.28            |  | 99.8900%                   |
| Friday, Week 4 |  | $43015886082.35            |  | 99.8800%                   |
| Friday, Week 5 |  | $43635175434.95            |  | 99.8700%                   |

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $13371138.28

- **B.4 - Shares Outstanding:** 13376877.15

- **B.7.7 - 7-Day Net Yield:** 3.8000%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 139

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1113551.91               | $1050630.05             |
| Week 2   | $205257.32                | $1050281.56             |
| Week 3   | $97373.58                 | $171292.59              |
| Week 4   | $975252.30                | $236794.82              |
| Week 5   | $106113.49                | $219790.29              |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $2490925.23

- **Gross Redemptions for month:** $2328480.30

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $26161328165.69

- **B.4 - Shares Outstanding:** 26160485708.12

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

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 281,604

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $9847792981.46            | $8884166808.36          |
| Week 2   | $5843916356.29            | $6023150247.52          |
| Week 3   | $7718433535.13            | $8823133274.43          |
| Week 4   | $7658932322.28            | $5587030640.16          |
| Week 5   | $4884804853.60            | $6439243553.82          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $31886722803.41

- **Gross Redemptions for month:** $31617033061.20

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $2118490595.76

- **B.4 - Shares Outstanding:** 2118407485.14

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

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 22,983

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1144251447.73            | $644392106.65           |
| Week 2   | $517763162.38             | $402904424.78           |
| Week 3   | $240929581.26             | $401513262.00           |
| Week 4   | $201746492.93             | $235132014.84           |
| Week 5   | $132696876.64             | $129936910.75           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $1337412593.54

- **Gross Redemptions for month:** $1206765065.08

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $5241869470.92

- **B.4 - Shares Outstanding:** 5241611495.74

- **B.7.7 - 7-Day Net Yield:** 4.0700%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 35,152.

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $516007392.41             | $520116499.00           |
| Week 2   | $257244273.88             | $218981589.54           |
| Week 3   | $301482262.56             | $490063719.15           |
| Week 4   | $1683390347.34            | $1456451432.12          |
| Week 5   | $3360643110.23            | $1265008311.95          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $5782413519.48

- **Gross Redemptions for month:** $3495137379.23

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $1041036.52

- **B.4 - Shares Outstanding:** 1040972.00

- **B.7.7 - 7-Day Net Yield:** 3.9000%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 7

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 3   | $915022.00                | $100.00                 |
| Week 4   | $0.00                     | $25182.00               |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $915022.00

- **Gross Redemptions for month:** $25282.00

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $3754604139.83

- **B.4 - Shares Outstanding:** 3754749783.67

- **B.7.7 - 7-Day Net Yield:** 4.0900%

- **Person Paying for Fund Expenses?:** Yes

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 40,434

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $682720342.32             | $487744527.73           |
| Week 2   | $781658937.61             | $481983928.28           |
| Week 3   | $393276065.45             | $731956747.82           |
| Week 4   | $449857415.85             | $540807150.53           |
| Week 5   | $550878674.91             | $494522859.91           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $2609384198.38

- **Gross Redemptions for month:** $2526345382.73

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $50002.14

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

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

- **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:** $50628.89

- **B.4 - Shares Outstanding:** 50626.71

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $148.76                   | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $148.76

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $506269.35

- **B.4 - Shares Outstanding:** 506247.52

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1486.92                  | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $1486.92

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $14659457.98

- **B.4 - Shares Outstanding:** 14659284.93

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $111660.91                | $88365.84               |
| Week 2   | $0.00                     | $25000000.00            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $111660.91

- **Gross Redemptions for month:** $25088365.84

## 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):** $37417435035.64
- **C.18.a - Value (excl. sponsor support):** $37417435035.64
- **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):** 2023-01-03
- **C.12 - Maturity Date (WAL):** 2023-01-03
- **C.13 - Final Legal Maturity Date:** 2023-01-03
- **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:** 2023-01-09

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer