# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001145549-23-000540
**Filing Date:** 2023-1
**Character Count:** 11557
**Document Hash:** fe22439b72f19b18075d39600c84ff21
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-000540.hdr.sgml**: 20230109

**ACCESSION NUMBER**: 0001145549-23-000540

**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:** 23517345

**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):** 2022-12-31

**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:** $12005403980.41

- **Amortized Cost of Portfolio Securities:** $12005403980.41

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $35077802.50

- **Net Assets of Series:** $11970326177.91

- **Number of Shares Outstanding (Series):** 11965610855.67

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

- **7-Day Gross Yield:** 3.9100%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $13782676952.24            |  | 99.9000%                   |
| Friday, Week 2 |  | $12956398479.64            |  | 99.9000%                   |
| Friday, Week 3 |  | $12776769836.80            |  | 99.8700%                   |
| Friday, Week 4 |  | $13393263946.59            |  | 99.8700%                   |
| Friday, Week 5 |  | $13520258341.45            |  | 99.8300%                   |

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $9381850972.89

- **B.4 - Shares Outstanding:** 9378171789.83

- **B.7.7 - 7-Day Net Yield:** 3.7900%

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

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 39,250

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $2381391403.57            | $2398202808.59          |
| Week 2   | $1196676054.41            | $2055378390.14          |
| Week 3   | $1628599223.57            | $2020383647.61          |
| Week 4   | $1731890036.23            | $1561270004.23          |
| Week 5   | $1549090645.20            | $1223317451.16          |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $7073505363.84

- **Gross Redemptions for month:** $7395991415.28

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $367011321.16

- **B.4 - Shares Outstanding:** 366860835.80

- **B.7.7 - 7-Day Net Yield:** 3.4400%

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

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 1,654

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $2266784.19               | $8250517.28             |
| Week 2   | $17771833.05              | $31541237.45            |
| Week 3   | $5338032.32               | $24117879.34            |
| Week 4   | $6448280.79               | $16047180.43            |
| Week 5   | $3141352.20               | $8561539.98             |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $34873577.72

- **Gross Redemptions for month:** $82008203.75

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $50020.28

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

- **B.7.7 - 7-Day Net Yield:** 3.5400%

- **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:** $1663971803.12

- **B.4 - Shares Outstanding:** 1663311429.70

- **B.7.7 - 7-Day Net Yield:** 3.7600%

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

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 6,568

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $20514647.51              | $230517493.70           |
| Week 2   | $51950023.29              | $60877165.35            |
| Week 3   | $206723981.03             | $85700110.88            |
| Week 4   | $202992491.36             | $32216461.70            |
| Week 5   | $57420087.59              | $41271120.90            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $534233275.79

- **Gross Redemptions for month:** $249632354.59

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $492064105.51

- **B.4 - Shares Outstanding:** 491866241.77

- **B.7.7 - 7-Day Net Yield:** 3.7100%

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

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 2,268

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $116725464.07             | $374631031.75           |
| Week 2   | $70455616.27              | $194443252.26           |
| Week 3   | $323657469.08             | $76570582.32            |
| Week 4   | $121006866.15             | $380462837.85           |
| Week 5   | $163176784.94             | $150070008.71           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $737533535.98

- **Gross Redemptions for month:** $880956632.01

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $50019.67

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

- **B.7.7 - 7-Day Net Yield:** 3.7600%

- **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:** $50578.45

- **B.4 - Shares Outstanding:** 50558.57

- **B.7.7 - 7-Day Net Yield:** 3.7600%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $135.44                   | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $135.44

- **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:** $65277356.83

- **B.4 - Shares Outstanding:** 65250000.00

- **B.7.7 - 7-Day Net Yield:** 3.7600%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 3   | $100000000.00             | $0.00                   |
| Week 4   | $0.00                     | $19000000.00            |
| Week 5   | $14700000.00              | $30500000.00            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $114700000.00

- **Gross Redemptions for month:** $49500000.00

## 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):** $12005403980.41
- **C.18.a - Value (excl. sponsor support):** $12005403980.41
- **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