# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001145549-23-000539
**Filing Date:** 2023-1
**Character Count:** 15574
**Document Hash:** 646f19a3b66d52f6d0f23e46640ce778
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-000539.hdr.sgml**: 20230109

**ACCESSION NUMBER**: 0001145549-23-000539

**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:** 23517344

**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):** 2022-12-31

**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:** $90709023055.44

- **Amortized Cost of Portfolio Securities:** $90709023055.44

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $282588655.45

- **Net Assets of Series:** $90426434399.99

- **Number of Shares Outstanding (Series):** 90408740585.44

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

- **7-Day Gross Yield:** 4.2400%

### Weekly Liquid Assets
| Period         | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| Friday, Week 1 |  | $87352206419.93            |  | 88.1500%                   |
| Friday, Week 2 |  | $85005037384.67            |  | 89.4600%                   |
| Friday, Week 3 |  | $76584459086.78            |  | 87.0900%                   |
| Friday, Week 4 |  | $75876919463.22            |  | 86.7300%                   |
| Friday, Week 5 |  | $81003499346.97            |  | 88.6800%                   |

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $74934803263.98

- **B.4 - Shares Outstanding:** 74920049048.44

- **B.7.7 - 7-Day Net Yield:** 4.1200%

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

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 316,656

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $33035549936.85           | $24726652573.25         |
| Week 2   | $23247554300.80           | $26149649681.38         |
| Week 3   | $25708658378.94           | $30914486472.39         |
| Week 4   | $24475046215.75           | $25371588894.75         |
| Week 5   | $29349093080.56           | $25897226880.76         |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $119424375406.31

- **Gross Redemptions for month:** $119697034578.23

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $417266587.38

- **B.4 - Shares Outstanding:** 417189569.99

- **B.7.7 - 7-Day Net Yield:** 3.7700%

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

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 1,793

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $15397766.17              | $29848470.33            |
| Week 2   | $34016166.81              | $6951856.94             |
| Week 3   | $9379707.34               | $20398584.37            |
| Week 4   | $22305624.20              | $14651824.05            |
| Week 5   | $17834543.38              | $24415797.88            |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $84039899.35

- **Gross Redemptions for month:** $88880784.99

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $28835663.34

- **B.4 - Shares Outstanding:** 28829928.61

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

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

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 1,141

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $4529273.48               | $3847203.54             |
| Week 2   | $4018024.47               | $4126505.72             |
| Week 3   | $6480743.09               | $5023370.55             |
| Week 4   | $5553137.96               | $5721067.11             |
| Week 5   | $3317412.17               | $3092276.19             |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $21492545.89

- **Gross Redemptions for month:** $19822812.70

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $3369534930.25

- **B.4 - Shares Outstanding:** 3368861514.90

- **B.7.7 - 7-Day Net Yield:** 4.0900%

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

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 13,998

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1527022735.62            | $376879816.92           |
| Week 2   | $389501074.31             | $2141361473.36          |
| Week 3   | $1102101028.83            | $1652157646.30          |
| Week 4   | $1622354073.76            | $1183913134.85          |
| Week 5   | $722656434.02             | $527298331.99           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $4356340907.27

- **Gross Redemptions for month:** $5668871509.17

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $2249647973.63

- **B.4 - Shares Outstanding:** 2249327550.50

- **B.7.7 - 7-Day Net Yield:** 3.8600%

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

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 9,605

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $416172017.82             | $308065235.65           |
| Week 2   | $483342154.73             | $587056958.66           |
| Week 3   | $337042919.90             | $643919001.08           |
| Week 4   | $532240096.46             | $610450078.75           |
| Week 5   | $536485420.85             | $366993375.80           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $2096465242.87

- **Gross Redemptions for month:** $2306921552.47

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $1758360294.58

- **B.4 - Shares Outstanding:** 1758015003.63

- **B.7.7 - 7-Day Net Yield:** 4.0400%

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

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 8,970

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $762389457.15             | $676611567.70           |
| Week 2   | $319345111.95             | $242444724.91           |
| Week 3   | $424842857.81             | $853042108.29           |
| Week 4   | $712634882.14             | $284839928.72           |
| Week 5   | $226635790.27             | $751930792.25           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $2145912652.43

- **Gross Redemptions for month:** $2414371662.70

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $4684698885.89

- **B.4 - Shares Outstanding:** 4683775700.62

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

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

- **Expense Reimbursement/Waiver Description:** SSGA Funds Management  Management Fees 20,556

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $1421445614.10            | $1587159591.47          |
| Week 2   | $752250541.39             | $811778120.68           |
| Week 3   | $798285851.12             | $1096432867.43          |
| Week 4   | $1216508956.70            | $1137107124.76          |
| Week 5   | $724707964.77             | $864678806.14           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $3886300414.38

- **Gross Redemptions for month:** $4854718448.03

### 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:** $100224.56

- **B.4 - Shares Outstanding:** 100128.90

- **B.7.7 - 7-Day Net Yield:** 4.0900%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $831694.60                | $831694.30              |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $831694.60

- **Gross Redemptions for month:** $831694.30

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $428889875.72

- **B.4 - Shares Outstanding:** 428804304.40

- **B.7.7 - 7-Day Net Yield:** 4.0900%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $299546.45                | $0.00                   |
| Week 2   | $0.00                     | $100000000.00           |
| Week 3   | $77000000.00              | $0.00                   |
| Week 4   | $82000000.00              | $0.00                   |
| Week 5   | $141000000.00             | $122000000.00           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $300299546.45

- **Gross Redemptions for month:** $222000000.00

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $175136251.83

- **B.4 - Shares Outstanding:** 175101248.19

- **B.7.7 - 7-Day Net Yield:** 4.0900%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $295.41                   | $0.00                   |
| Week 2   | $75000000.00              | $0.00                   |
| Week 5   | $100000000.00             | $0.00                   |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $175000295.41

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

### Class: Unknown Class (—)

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

- **B.3 - Net Assets of Class:** $2379160448.83

- **B.4 - Shares Outstanding:** 2378686587.26

- **B.7.7 - 7-Day Net Yield:** 4.0900%

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

**Weekly Flows:**

| Period   | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| Week 1   | $628108870.95             | $409984046.69           |
| Week 2   | $899314008.16             | $309979618.24           |
| Week 3   | $98260999.83              | $525169954.67           |
| Week 4   | $829765609.07             | $1405322003.47          |
| Week 5   | $671400872.82             | $157511431.39           |

**Monthly Shareholder Flow Activity:**

- **Gross Subscriptions for month:** $2753610531.77

- **Gross Redemptions for month:** $2510743117.65

## 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):** $90709023055.44
- **C.18.a - Value (excl. sponsor support):** $90709023055.44
- **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