# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001145549-23-015139
**Filing Date:** 2023-3
**Character Count:** 14228
**Document Hash:** df335e126798c38e90717f24d578a4fe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-015139.hdr.sgml**: 20230307

**ACCESSION NUMBER**: 0001145549-23-015139

**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:** 23711422

**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):** 2023-02-28

**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                | 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:** $72528851271.40

- **Amortized Cost of Portfolio Securities:** $72528851271.40

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $250778637.13

- **Net Assets of Series:** $72278072634.27

- **Number of Shares Outstanding (Series):** 72278442759.17

- **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 |  | $67968361738.64            |  | 86.5000%                   |
| Friday, Week 2 |  | $64822598577.23            |  | 85.8900%                   |
| Friday, Week 3 |  | $65647823207.99            |  | 86.0200%                   |
| Friday, Week 4 |  | $60366529711.27            |  | 85.5000%                   |
| 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:** $58593078898.16

- **B.4 - Shares Outstanding:** 58593359612.73

- **B.7.7 - 7-Day Net Yield:** 4.4300%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $25194181847.58           | $25466088925.73         |
| Week 2   | $14617182117.08           | $16982658381.53         |
| Week 3   | $14888681543.10           | $13034986839.47         |
| Week 4   | $12421552932.46           | $17931501858.31         |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $67089907373.53

- **Gross Redemptions for month:** $72523259314.70

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $397648981.05

- **B.4 - Shares Outstanding:** 397654821.74

- **B.7.7 - 7-Day Net Yield:** 4.0800%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $5995452.42               | $27383018.73            |
| Week 2   | $33165923.13              | $14570076.69            |
| Week 3   | $11052677.08              | $19528452.39            |
| Week 4   | $16208790.74              | $4815403.05             |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $66463942.12

- **Gross Redemptions for month:** $64785783.40

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $31071546.95

- **B.4 - Shares Outstanding:** 31071632.84

- **B.7.7 - 7-Day Net Yield:** 4.4700%

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

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 958

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $5874853.76               | $5209163.79             |
| Week 2   | $6796279.38               | $5513954.54             |
| Week 3   | $4828571.14               | $5475681.22             |
| Week 4   | $4103340.58               | $3747703.80             |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $20607737.79

- **Gross Redemptions for month:** $20005820.54

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $2444070361.91

- **B.4 - Shares Outstanding:** 2444088928.72

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $929576206.21             | $2125149520.83          |
| Week 2   | $262848709.83             | $488532442.44           |
| Week 3   | $360681884.27             | $568027461.40           |
| Week 4   | $38324705.74              | $68599319.27            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $899903365.11

- **Gross Redemptions for month:** $2086139994.89

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $2112809226.98

- **B.4 - Shares Outstanding:** 2112833817.68

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $358352434.63             | $316328423.94           |
| Week 2   | $383673519.83             | $431639238.77           |
| Week 3   | $424361476.87             | $433312044.37           |
| Week 4   | $272651792.91             | $419042470.96           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $1602938846.98

- **Gross Redemptions for month:** $1799654008.33

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $2222112119.03

- **B.4 - Shares Outstanding:** 2222122759.43

- **B.7.7 - 7-Day Net Yield:** 4.3500%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1034457702.02            | $1861606771.45          |
| Week 2   | $446551355.55             | $635455663.20           |
| Week 3   | $434158181.74             | $411122965.80           |
| Week 4   | $905220166.20             | $414255385.31           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $2979899491.72

- **Gross Redemptions for month:** $2856271193.40

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $4430135607.92

- **B.4 - Shares Outstanding:** 4430149232.18

- **B.7.7 - 7-Day Net Yield:** 4.4700%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1431174603.46            | $1727306166.66          |
| Week 2   | $411011655.89             | $1021666219.08          |
| Week 3   | $558573408.38             | $707774074.93           |
| Week 4   | $487859137.68             | $625398533.03           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $3171380892.03

- **Gross Redemptions for month:** $3729866415.00

### 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:** $25100129.06

- **B.4 - Shares Outstanding:** 25100129.52

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $25000000.31              | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $25000000.31

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $77508835.93

- **B.4 - Shares Outstanding:** 77509679.53

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $2341658.63               | $59000000.00            |
| Week 2   | $294600000.00             | $220144000.00           |
| Week 3   | $0.00                     | $37488000.00            |
| Week 4   | $150000000.00             | $79555764.17            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $446941658.63

- **Gross Redemptions for month:** $482187764.17

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $1229945.50

- **B.4 - Shares Outstanding:** 1229950.86

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $3369.05                  | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $3369.05

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $1943306981.78

- **B.4 - Shares Outstanding:** 1943322193.94

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

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $202377892.32             | $497602138.18           |
| Week 2   | $475360440.16             | $531179513.37           |
| Week 3   | $263641913.79             | $705943851.85           |
| Week 4   | $210703930.68             | $734372327.18           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $1773734792.32

- **Gross Redemptions for month:** $2227056258.08

## 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):** $72528851271.40
- **C.18.a - Value (excl. sponsor support):** $72528851271.40
- **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