# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001145549-25-050730
**Filing Date:** 2025-8
**Character Count:** 13701
**Document Hash:** 7693a9bd83a12333e6e4df4f8e2dfee3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-050730.hdr.sgml**: 20250807

**ACCESSION NUMBER**: 0001145549-25-050730

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250807

**DATE AS OF CHANGE**: 20250807

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STATE STREET INSTITUTIONAL INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0001107414

**ORGANIZATION NAME:**
- **EIN:** 046910804
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09819
- **FILM NUMBER:** 251192251

**BUSINESS ADDRESS:**
- **STREET 1:** ONE IRON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE IRON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Series and Classes Contracts Data

### State Street Federal Treasury Money Market Fund (Series ID: S000086381)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000251884 | Advantage Class | AFTXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001107414

### General Information

**Report for (YYYY-MM-DD):** 2025-07-31

**Registrant Full Name:** STATE STREET INSTITUTIONAL INVESTMENT TRUST

**CIK Number of Registrant:** 0001107414

**LEI of Registrant:** 549300P1E098W6ES7M39

**Name of Series:** State Street Federal Treasury Money Market Fund

**LEI of Series:** 984500C54F6C789ECD10

**EDGAR Series Identifier:** S000086381

**Total number of share classes in the series:** 1

**Is this the fund's final filing on Form N-MFP?:** No

**Has the fund acquired or merged with another fund?:** No

## Part A: Series-Level Information about the Fund

### Service Providers
| Role                          | Details                                         | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | SSGA Funds Management, Inc.                     | 801-60103         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | SSGA Funds Management, Inc.                     |  |
| Transfer Agent                | SS&C GIDS, Inc.<br>CIK: 0000027048              | 084-00448         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-30810

- **Is this a Feeder Fund?:** Yes

- **Is this a Master Fund?:** No

- **Is this series for insurance company separate accounts?:** No

- **Money Market Fund Category:** Government

- **Is this a Retail Money Market Fund?:** No

- **Is this a Government Money Market Fund?:** No

- **WAM:** 1 days

- **WAL:** 1 days

- **Total Value of Portfolio Securities:** $72897408.14

- **Amortized Cost of Portfolio Securities:** $72897408.14

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $249243.79

- **Net Assets of Series:** $72648164.35

- **Number of Shares Outstanding (Series):** 72648132.7600

- **Does the fund seek to maintain a stable price per share?:** Yes

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

- **Is cash management vehicle an affiliated fund?:** No

- **Does the fund apply liquidity fees?:** No

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-07-01 | $12348745887.95           | $12348745887.95            | 99.8100%                  | 99.8100%                   |
| 2025-07-02 | $12765448240.86           | $12765448240.86            | 99.8100%                  | 99.8100%                   |
| 2025-07-03 | $13024587412.97           | $13024587412.97            | 99.8000%                  | 99.8000%                   |
| 2025-07-07 | $13657286019.67           | $13657286019.67            | 99.8100%                  | 99.8100%                   |
| 2025-07-08 | $13334176393.52           | $13334176393.52            | 99.8000%                  | 99.8000%                   |
| 2025-07-09 | $13483270847.82           | $13483270847.82            | 99.8000%                  | 99.8000%                   |
| 2025-07-10 | $13563792282.86           | $13563792282.86            | 99.8000%                  | 99.8000%                   |
| 2025-07-11 | $13680396574.61           | $13680396574.61            | 99.7900%                  | 99.7900%                   |
| 2025-07-14 | $13708192618.52           | $13708192618.52            | 99.7900%                  | 99.7900%                   |
| 2025-07-15 | $13314120313.58           | $13314120313.58            | 99.8000%                  | 99.8000%                   |
| 2025-07-16 | $13804702918.28           | $13804702918.28            | 99.7600%                  | 99.7600%                   |
| 2025-07-17 | $13565980816.68           | $13565980816.68            | 99.7500%                  | 99.7500%                   |
| 2025-07-18 | $13521458955.37           | $13521458955.37            | 99.7400%                  | 99.7400%                   |
| 2025-07-21 | $13875271937.38           | $13875271937.38            | 99.7500%                  | 99.7500%                   |
| 2025-07-22 | $13621715961.02           | $13621715961.02            | 99.7400%                  | 99.7400%                   |
| 2025-07-23 | $13827512018.18           | $13827512018.18            | 99.7300%                  | 99.7300%                   |
| 2025-07-24 | $13461226016.16           | $13461226016.16            | 99.7200%                  | 99.7200%                   |
| 2025-07-25 | $13977136648.72           | $13977136648.72            | 99.7200%                  | 99.7200%                   |
| 2025-07-28 | $14061453980.00           | $14061453980.00            | 99.7200%                  | 99.7200%                   |
| 2025-07-29 | $14091794700.90           | $14091794700.90            | 99.7200%                  | 99.7200%                   |
| 2025-07-30 | $14225934622.80           | $14225934622.80            | 99.7200%                  | 99.7200%                   |
| 2025-07-31 | $13769314143.75           | $13769314143.75            | 99.9100%                  | 99.9100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-07-01 | 4.3200%             |
| 2025-07-02 | 4.3200%             |
| 2025-07-03 | 4.3200%             |
| 2025-07-07 | 4.3100%             |
| 2025-07-08 | 4.3100%             |
| 2025-07-09 | 4.3100%             |
| 2025-07-10 | 4.3200%             |
| 2025-07-11 | 4.3200%             |
| 2025-07-14 | 4.3300%             |
| 2025-07-15 | 4.3300%             |
| 2025-07-16 | 4.3300%             |
| 2025-07-17 | 4.3300%             |
| 2025-07-18 | 4.3300%             |
| 2025-07-21 | 4.3300%             |
| 2025-07-22 | 4.3300%             |
| 2025-07-23 | 4.3300%             |
| 2025-07-24 | 4.3300%             |
| 2025-07-25 | 4.3300%             |
| 2025-07-28 | 4.3300%             |
| 2025-07-29 | 4.3300%             |
| 2025-07-30 | 4.3300%             |
| 2025-07-31 | 4.3400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-07-01 | 1.0000                      |
|  |  |
| 2025-07-02 | 1.0000                      |
|  |  |
| 2025-07-03 | 1.0000                      |
|  |  |
| 2025-07-07 | 1.0000                      |
|  |  |
| 2025-07-08 | 1.0000                      |
|  |  |
| 2025-07-09 | 1.0000                      |
|  |  |
| 2025-07-10 | 1.0000                      |
|  |  |
| 2025-07-11 | 1.0001                      |
|  |  |
| 2025-07-14 | 1.0000                      |
|  |  |
| 2025-07-15 | 1.0000                      |
|  |  |
| 2025-07-16 | 1.0000                      |
|  |  |
| 2025-07-17 | 1.0000                      |
|  |  |
| 2025-07-18 | 1.0001                      |
|  |  |
| 2025-07-21 | 1.0000                      |
|  |  |
| 2025-07-22 | 1.0001                      |
|  |  |
| 2025-07-23 | 1.0000                      |
|  |  |
| 2025-07-24 | 1.0000                      |
|  |  |
| 2025-07-25 | 1.0000                      |
|  |  |
| 2025-07-28 | 1.0000                      |
|  |  |
| 2025-07-29 | 1.0001                      |
|  |  |
| 2025-07-30 | 1.0000                      |
|  |  |
| 2025-07-31 | 1.0000                      |
|  |  |

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

### Class: Advantage Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $72648164.35

- **Number of Shares Outstanding:** 72648132.7600

- **Expense Reimbursement/Waiver:** 4705.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-07-01 | 1.0000          |
|  |  |
| 2025-07-02 | 1.0000          |
|  |  |
| 2025-07-03 | 1.0000          |
|  |  |
| 2025-07-07 | 1.0000          |
|  |  |
| 2025-07-08 | 1.0000          |
|  |  |
| 2025-07-09 | 1.0000          |
|  |  |
| 2025-07-10 | 1.0000          |
|  |  |
| 2025-07-11 | 1.0001          |
|  |  |
| 2025-07-14 | 1.0000          |
|  |  |
| 2025-07-15 | 1.0000          |
|  |  |
| 2025-07-16 | 1.0000          |
|  |  |
| 2025-07-17 | 1.0000          |
|  |  |
| 2025-07-18 | 1.0001          |
|  |  |
| 2025-07-21 | 1.0000          |
|  |  |
| 2025-07-22 | 1.0001          |
|  |  |
| 2025-07-23 | 1.0000          |
|  |  |
| 2025-07-24 | 1.0000          |
|  |  |
| 2025-07-25 | 1.0000          |
|  |  |
| 2025-07-28 | 1.0000          |
|  |  |
| 2025-07-29 | 1.0001          |
|  |  |
| 2025-07-30 | 1.0000          |
|  |  |
| 2025-07-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-07-01 | $715367.59                | $119796.98              |
| 2025-07-02 | $281074.05                | $303967.38              |
| 2025-07-03 | $461246.79                | $143687.94              |
| 2025-07-07 | $77224.00                 | $25835.00               |
| 2025-07-08 | $213733.78                | $218616.14              |
| 2025-07-09 | $3803800.00               | $363391.83              |
| 2025-07-10 | $1123854.07               | $182500.00              |
| 2025-07-11 | $488365.04                | $91650.22               |
| 2025-07-14 | $438859.54                | $17000.00               |
| 2025-07-15 | $528200.00                | $122712.39              |
| 2025-07-16 | $1380575.89               | $378771.04              |
| 2025-07-17 | $152062.67                | $1023961.63             |
| 2025-07-18 | $701001.55                | $10000.00               |
| 2025-07-21 | $1205995.00               | $58332.80               |
| 2025-07-22 | $919400.34                | $298460.97              |
| 2025-07-23 | $618750.00                | $122706.22              |
| 2025-07-24 | $945975.96                | $545906.85              |
| 2025-07-25 | $393250.00                | $534342.02              |
| 2025-07-28 | $365034.70                | $251500.00              |
| 2025-07-29 | $3449168.25               | $20300.00               |
| 2025-07-30 | $273172.69                | $269263.81              |
| 2025-07-31 | $3525750.00               | $0.00                   |

**Total Gross Subscriptions (Month):** $22061861.91

**Total Gross Redemptions (Month):** $5102703.22

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-07-01 | 3.9300%           |
| 2025-07-02 | 3.9300%           |
| 2025-07-03 | 3.9300%           |
| 2025-07-07 | 3.9200%           |
| 2025-07-08 | 3.9200%           |
| 2025-07-09 | 3.9200%           |
| 2025-07-10 | 3.9300%           |
| 2025-07-11 | 3.9300%           |
| 2025-07-14 | 3.9400%           |
| 2025-07-15 | 3.9400%           |
| 2025-07-16 | 3.9400%           |
| 2025-07-17 | 3.9400%           |
| 2025-07-18 | 3.9400%           |
| 2025-07-21 | 3.9400%           |
| 2025-07-22 | 3.9400%           |
| 2025-07-23 | 3.9400%           |
| 2025-07-24 | 3.9400%           |
| 2025-07-25 | 3.9400%           |
| 2025-07-28 | 3.9400%           |
| 2025-07-29 | 3.9400%           |
| 2025-07-30 | 3.9400%           |
| 2025-07-31 | 3.9500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.8600%         | 0.0000%              |

## 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.3 - CUSIP: FSSgAK1AX, C.3 - LEI: N/A, C.5 - Other ID: FSSgAK1AX
- **C.18 - Value (incl. sponsor support):** $72897408.14
- **C.18.a - Value (excl. sponsor support):** $72897408.14
- **C.19 - Percentage of Net Assets:** 100.0000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-08-01
- **C.12 - Maturity Date (WAL):** 2025-08-01
- **C.13 - Final Legal Maturity Date:** 2025-08-01
- **Characteristics:** C.9 Eligible Security? Yes, 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:** 2025-08-07

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer