# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001145549-23-005377
**Filing Date:** 2023-2
**Character Count:** 10767
**Document Hash:** c0d347634e3c300effd16a698b913a9d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-005377.hdr.sgml**: 20230207

**ACCESSION NUMBER**: 0001145549-23-005377

**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:** 23593471

**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 Money Market Fund (Series ID: S000019117)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000052877 | Premier Class                 | TRIXX           |
| C000052878 | Investment Class              | TRVXX           |
| C000143780 | Administration Class          | SSKXX           |
| C000143781 | Institutional Class           | SSJXX           |
| C000143782 | Investor Class                | SSNXX           |
| C000230479 | Bancroft Capital Class        | VTTXX           |
| C000231445 | Cabrera Capital Markets Class | CSJXX           |
| C000231446 | Blaylock Van Class            |  |
| C000231964 | Opportunity Class             | OPRXX           |

# 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:** S000019117

**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:** $12576851441.69

- **Amortized Cost of Portfolio Securities:** $12576851441.69

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $43187394.42

- **Net Assets of Series:** $12533664047.27

- **Number of Shares Outstanding (Series):** 12534017891.30

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

- **7-Day Gross Yield:** 4.3000%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $13975547379.29            |  | 99.8200%                   |
| Friday, Week 2 |  | $14165684360.45            |  | 99.8200%                   |
| Friday, Week 3 |  | $14923552125.87            |  | 99.7900%                   |
| Friday, Week 4 |  | $14792493037.37            |  | 99.7700%                   |
| 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:** $10180478411.80

- **B.4 - Shares Outstanding:** 10180756925.15

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1583976368.45            | $1306341825.27          |
| Week 2   | $1749724942.66            | $1519060439.28          |
| Week 3   | $1679770879.89            | $953213253.41           |
| Week 4   | $2110137301.87            | $2347711899.45          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $8632445851.62

- **Gross Redemptions for month:** $7829860716.30

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $388049013.08

- **B.4 - Shares Outstanding:** 388063398.39

- **B.7.7 - 7-Day Net Yield:** 3.8300%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1933603.58               | $2478478.70             |
| Week 2   | $11745338.50              | $6558539.77             |
| Week 3   | $4361274.70               | $2221547.14             |
| Week 4   | $23519686.46              | $2862884.88             |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $41559903.24

- **Gross Redemptions for month:** $20357340.65

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $49998.21

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

- **B.7.7 - 7-Day Net Yield:** 3.9400%

- **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:** $50000.00

- **B.3 - Net Assets of Class:** $1474013113.81

- **B.4 - Shares Outstanding:** 1474060438.70

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $56160344.09              | $80567549.46            |
| Week 2   | $29074050.33              | $173395735.05           |
| Week 3   | $29689858.84              | $95473495.68            |
| Week 4   | $70445771.57              | $41015541.75            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $253010722.33

- **Gross Redemptions for month:** $442261713.33

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $490922797.99

- **B.4 - Shares Outstanding:** 490936412.20

- **B.7.7 - 7-Day Net Yield:** 4.1000%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $152461156.33             | $37187113.59            |
| Week 2   | $105344037.31             | $281895974.16           |
| Week 3   | $110107691.68             | $51134940.53            |
| Week 4   | $64024812.73              | $88523840.55            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $467210150.32

- **Gross Redemptions for month:** $468139979.89

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $49998.51

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

- **B.7.7 - 7-Day Net Yield:** 4.1600%

- **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:** $50715.35

- **B.4 - Shares Outstanding:** 50716.86

- **B.7.7 - 7-Day Net Yield:** 4.1600%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $158.29                   | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $158.29

- **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:** $49998.52

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

- **B.7.7 - 7-Day Net Yield:** 4.1600%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $155848.39                | $65355848.39            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $155848.39

- **Gross Redemptions for month:** $65355848.39

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** State Street Treasury Money Market Portfolio
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.5 - Other ID: FSSgAK171
- **C.18 - Value (incl. sponsor support):** $12576851441.69
- **C.18.a - Value (excl. sponsor support):** $12576851441.69
- **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