# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001145549-23-015140
**Filing Date:** 2023-3
**Character Count:** 10883
**Document Hash:** 0257370d3f630b341cf4ecf636d66077
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-015140.hdr.sgml**: 20230307

**ACCESSION NUMBER**: 0001145549-23-015140

**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:** 23711421

**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):** 2023-02-28

**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                | 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:** $12019468206.10

- **Amortized Cost of Portfolio Securities:** $12019468206.10

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $41131165.18

- **Net Assets of Series:** $11978337040.92

- **Number of Shares Outstanding (Series):** 11978773775.82

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

- **7-Day Gross Yield:** 4.5500%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $13145117018.71            |  | 99.9400%                   |
| Friday, Week 2 |  | $14057083044.96            |  | 99.9300%                   |
| Friday, Week 3 |  | $15038121300.12            |  | 99.9400%                   |
| Friday, Week 4 |  | $14105380634.03            |  | 99.9300%                   |
| 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:** $10019644962.08

- **B.4 - Shares Outstanding:** 10019991326.64

- **B.7.7 - 7-Day Net Yield:** 4.4200%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $2639554661.16            | $3006138396.16          |
| Week 2   | $1959923677.96            | $2027015462.63          |
| Week 3   | $2534723862.64            | $1751139122.26          |
| Week 4   | $1120211099.64            | $2195146964.87          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $7614734051.18

- **Gross Redemptions for month:** $7775499649.69

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $333011910.78

- **B.4 - Shares Outstanding:** 333028502.04

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $4310882.69               | $6595018.87             |
| Week 2   | $9333262.71               | $16980116.30            |
| Week 3   | $320563.31                | $45245059.91            |
| Week 4   | $5376328.04               | $2871244.74             |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $19341036.75

- **Gross Redemptions for month:** $74375933.10

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $49997.88

- **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:** $50000.00

- **B.3 - Net Assets of Class:** $1123928006.48

- **B.4 - Shares Outstanding:** 1123984034.72

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $77942169.26              | $92112054.43            |
| Week 2   | $73555890.09              | $27528836.09            |
| Week 3   | $24239013.10              | $162780240.70           |
| Week 4   | $9974162.32               | $168094401.30           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $132691859.31

- **Gross Redemptions for month:** $482768263.29

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $501551279.93

- **B.4 - Shares Outstanding:** 501569023.17

- **B.7.7 - 7-Day Net Yield:** 4.3400%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $59395023.86              | $45154093.81            |
| Week 2   | $28595994.22              | $12522117.48            |
| Week 3   | $237784144.73             | $66646668.01            |
| Week 4   | $132317157.50             | $275688524.27           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $440428586.62

- **Gross Redemptions for month:** $429795975.65

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $49998.18

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

- **B.7.7 - 7-Day Net Yield:** 4.4000%

- **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:** $50887.40

- **B.4 - Shares Outstanding:** 50889.25

- **B.7.7 - 7-Day Net Yield:** 4.4000%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $172.39                   | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $172.39

- **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:** $49998.19

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

- **B.7.7 - 7-Day Net Yield:** 4.4000%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $13477.42                 | $13477.42               |
| Week 2   | $65100000.00              | $0.00                   |
| Week 3   | $0.00                     | $65100000.00            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $65113477.42

- **Gross Redemptions for month:** $65113477.42

## 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):** $12019468206.10
- **C.18.a - Value (excl. sponsor support):** $12019468206.10
- **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