# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001145549-23-000538
**Filing Date:** 2023-1
**Character Count:** 11949
**Document Hash:** e64cbae520b15ac6b2f20d187c375a2d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-000538.hdr.sgml**: 20230109

**ACCESSION NUMBER**: 0001145549-23-000538

**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:** 23517342

**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):** 2022-12-31

**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                | 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:** Prime

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

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

- **Total Value of Portfolio Securities:** $11894553403.90

- **Amortized Cost of Portfolio Securities:** $11894553403.90

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $42844336.33

- **Net Assets of Series:** $11851709067.57

- **Number of Shares Outstanding (Series):** 11848646545.38

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

- **7-Day Gross Yield:** 4.5400%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $6299111529.64             |  | 50.3100%                   |
| Friday, Week 2 |  | $6015836932.80             |  | 48.4700%                   |
| Friday, Week 3 |  | $8214110590.17             |  | 57.0500%                   |
| Friday, Week 4 |  | $5742546060.78             |  | 48.9300%                   |
| Friday, Week 5 |  | $6556778012.17             |  | 55.0900%                   |

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $10408647171.25

- **B.4 - Shares Outstanding:** 10406071445.68

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

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

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 16,715

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $2679085572.35            | $1892234033.23          |
| Week 2   | $1553174754.21            | $1701997298.83          |
| Week 3   | $3632486610.86            | $1521448902.40          |
| Week 4   | $3801397185.64            | $6466892506.82          |
| Week 5   | $1615440693.56            | $1581229543.91          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $11853029082.47

- **Gross Redemptions for month:** $12206627554.81

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $6116.86

- **B.4 - Shares Outstanding:** 6115.03

- **B.7.7 - 7-Day Net Yield:** 4.0600%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $17.52                    | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $17.52

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $257309222.46

- **B.4 - Shares Outstanding:** 257200216.05

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

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

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 402

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $96341807.13              | $4166429.08             |
| Week 2   | $9457602.34               | $4024877.38             |
| Week 3   | $12224537.53              | $20356330.98            |
| Week 4   | $18352849.81              | $16039219.33            |
| Week 5   | $10501112.04              | $8928044.17             |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $56658489.85

- **Gross Redemptions for month:** $53463216.12

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $382543277.87

- **B.4 - Shares Outstanding:** 382443583.19

- **B.7.7 - 7-Day Net Yield:** 4.1700%

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

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 631

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $49575038.37              | $87938682.40            |
| Week 2   | $44761991.03              | $19386303.43            |
| Week 3   | $68998392.85              | $216789136.81           |
| Week 4   | $56957311.64              | $74079636.15            |
| Week 5   | $44920717.18              | $28506912.09            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $230702461.48

- **Gross Redemptions for month:** $379668143.17

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $167202689.41

- **B.4 - Shares Outstanding:** 167151600.45

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

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

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 229

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $8412628.10               | $702681.21              |
| Week 2   | $22747090.40              | $4138422.91             |
| Week 3   | $25435819.26              | $6880486.31             |
| Week 4   | $448933.10                | $1475720.85             |
| Week 5   | $35385123.21              | $5348625.23             |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $88136988.47

- **Gross Redemptions for month:** $18041496.37

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $500129124.53

- **B.4 - Shares Outstanding:** 499923937.72

- **B.7.7 - 7-Day Net Yield:** 4.3600%

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

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 683

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $70797952.59              | $249002263.00           |
| Week 2   | $27566224.87              | $48058918.07            |
| Week 3   | $73556945.54              | $70667489.09            |
| Week 4   | $70709338.57              | $58493274.70            |
| Week 5   | $126790955.64             | $53956987.94            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $319196592.80

- **Gross Redemptions for month:** $311272971.76

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $50002.67

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

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

- **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:** $135821462.52

- **B.4 - Shares Outstanding:** 135799647.26

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $433308.63                | $0.05                   |
| Week 4   | $0.00                     | $5000000.00             |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $433308.63

- **Gross Redemptions for month:** $5000000.05

## 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):** $11894553403.90
- **C.18.a - Value (excl. sponsor support):** $11894553403.90
- **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