# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001145549-23-005376
**Filing Date:** 2023-2
**Character Count:** 14324
**Document Hash:** d5897c35d01aedf777116760d4de5650
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-005376.hdr.sgml**: 20230207

**ACCESSION NUMBER**: 0001145549-23-005376

**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:** 23593472

**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 U.S. Government Money Market Fund (Series ID: S000010701)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000052883 | Premier Class                 | GVMXX           |
| C000052884 | Investment Class              | GVVXX           |
| C000069459 | Select Class                  | GVSXX           |
| C000143775 | Institutional Class           | SAHXX           |
| C000143776 | Administration Class          | SALXX           |
| C000145476 | Investor Class                | SAMXX           |
| C000146109 | Class G                       | SSOXX           |
| C000175728 | Class M                       | GOMXX           |
| C000230478 | Bancroft Capital Class        | VTGXX           |
| C000231443 | Blaylock Van Class            | BUYXX           |
| C000231444 | Cabrera Capital Markets Class | CAHXX           |
| C000231963 | Opportunity Class             | OPGXX           |

# 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:** S000010701

**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:** $80282672698.29

- **Amortized Cost of Portfolio Securities:** $80282672698.29

- **Cash:** $0.00

- **Total Other Assets:** $1121.54

- **Total Liabilities:** $292156102.64

- **Net Assets of Series:** $79990517717.19

- **Number of Shares Outstanding (Series):** 79990887842.08

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

- **7-Day Gross Yield:** 4.2900%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $78666068533.11            |  | 88.6900%                   |
| Friday, Week 2 |  | $73165239490.77            |  | 87.9200%                   |
| Friday, Week 3 |  | $69509352401.94            |  | 87.8000%                   |
| Friday, Week 4 |  | $73391241978.22            |  | 88.9900%                   |
| 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:** $64026430839.33

- **B.4 - Shares Outstanding:** 64026711553.90

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $33010909703.63           | $35434153095.54         |
| Week 2   | $22648770414.13           | $28191552487.16         |
| Week 3   | $14225860697.90           | $19171028946.17         |
| Week 4   | $17659451051.68           | $16779130118.94         |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $97698710912.55

- **Gross Redemptions for month:** $108592052407.09

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $395970822.33

- **B.4 - Shares Outstanding:** 395976663.02

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $34748338.65              | $29057.01               |
| Week 2   | $4701731.26               | $26667043.30            |
| Week 3   | $51222064.38              | $47340854.17            |
| Week 4   | $99260981.76              | $121745242.92           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $190429122.26

- **Gross Redemptions for month:** $211642029.23

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $750000000.00

- **B.3 - Net Assets of Class:** $30469629.70

- **B.4 - Shares Outstanding:** 30469715.59

- **B.7.7 - 7-Day Net Yield:** 4.2200%

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

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 934

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $3902964.98               | $3692895.04             |
| Week 2   | $5591367.87               | $6006597.82             |
| Week 3   | $4127106.73               | $3456379.31             |
| Week 4   | $5032675.35               | $4410064.30             |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $21055661.04

- **Gross Redemptions for month:** $19415874.06

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $3630306991.69

- **B.4 - Shares Outstanding:** 3630325558.50

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $964108267.31             | $795240862.99           |
| Week 2   | $1166303174.00            | $1096967539.15          |
| Week 3   | $311799921.44             | $1001119220.05          |
| Week 4   | $1435537601.06            | $249390956.99           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $4571325070.67

- **Gross Redemptions for month:** $4309861027.07

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $2309524388.33

- **B.4 - Shares Outstanding:** 2309548979.02

- **B.7.7 - 7-Day Net Yield:** 3.9300%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $747344767.26             | $736827787.50           |
| Week 2   | $497823259.25             | $432082506.37           |
| Week 3   | $419319615.85             | $384940792.73           |
| Week 4   | $459989056.20             | $388544984.58           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $2184557650.21

- **Gross Redemptions for month:** $2124336221.69

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $2098483820.71

- **B.4 - Shares Outstanding:** 2098494461.11

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $597154781.70             | $202872805.05           |
| Week 2   | $349743358.43             | $997323315.44           |
| Week 3   | $635053531.10             | $302570901.49           |
| Week 4   | $1800939567.05            | $447542017.70           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $3681359036.43

- **Gross Redemptions for month:** $3340879578.95

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $1000000000.00

- **B.3 - Net Assets of Class:** $4988621130.89

- **B.4 - Shares Outstanding:** 4988634755.15

- **B.7.7 - 7-Day Net Yield:** 4.2200%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $3533920638.40            | $3825262232.02          |
| Week 2   | $821045564.85             | $442029335.48           |
| Week 3   | $620775130.32             | $306690227.40           |
| Week 4   | $606381571.41             | $725190719.26           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $6236993232.16

- **Gross Redemptions for month:** $5932134177.63

### Class: Unknown Class (—)

- **B.2 - Minimum Initial Investment:** $750000000.00

- **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:** $100128.75

- **B.4 - Shares Outstanding:** 100129.21

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $0.31                     | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $0.31

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $112754941.47

- **B.4 - Shares Outstanding:** 112755785.07

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $979719.80                | $242028239.13           |
| Week 2   | $86000000.00              | $160000000.00           |
| Week 3   | $50000000.00              | $50000000.00            |
| Week 4   | $38000000.00              | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $174979719.80

- **Gross Redemptions for month:** $491028239.13

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $1226576.45

- **B.4 - Shares Outstanding:** 1226581.81

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1263658.25               | $175261824.63           |
| Week 4   | $125000.00                | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $1391158.25

- **Gross Redemptions for month:** $175261824.63

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $2396628447.54

- **B.4 - Shares Outstanding:** 2396643659.70

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $244920475.37             | $259394422.62           |
| Week 2   | $792582998.40             | $600321774.29           |
| Week 3   | $394167258.87             | $221614870.26           |
| Week 4   | $788110060.14             | $889347378.90           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $2268155400.64

- **Gross Redemptions for month:** $2250198328.20

## Part C: Schedule of Portfolio Securities

### Security 1: State Street U.S. Government Money Market Portfolio

- **C.1 - Title:** State Street U.S. Government Money Market Portfolio
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.5 - Other ID: FSSgAK161
- **C.18 - Value (incl. sponsor support):** $80282672698.29
- **C.18.a - Value (excl. sponsor support):** $80282672698.29
- **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