# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001145549-25-045999
**Filing Date:** 2025-7
**Character Count:** 12973
**Document Hash:** 435d5a67049d091d7d584587e54fa447
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-045999.hdr.sgml**: 20250708

**ACCESSION NUMBER**: 0001145549-25-045999

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250708

**DATE AS OF CHANGE**: 20250708

**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:** 251109983

**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):** 2025-06-30

**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:** $55895182.60

- **Amortized Cost of Portfolio Securities:** $55895182.60

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $206179.18

- **Net Assets of Series:** $55689003.42

- **Number of Shares Outstanding (Series):** 55688974.0700

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-06-02 | $13663911246.00           | $13663911246.00            | 99.8400%                  | 99.8400%                   |
| 2025-06-03 | $13539313430.81           | $13539313430.81            | 99.8400%                  | 99.8400%                   |
| 2025-06-04 | $14045833203.13           | $14045833203.13            | 99.8400%                  | 99.8400%                   |
| 2025-06-05 | $13146714697.09           | $13146714697.09            | 99.8300%                  | 99.8300%                   |
| 2025-06-06 | $13129700981.24           | $13129700981.24            | 99.8200%                  | 99.8200%                   |
| 2025-06-09 | $13398659761.89           | $13398659761.89            | 99.8200%                  | 99.8200%                   |
| 2025-06-10 | $13071097715.97           | $13071097715.97            | 99.8100%                  | 99.8100%                   |
| 2025-06-11 | $14047870856.47           | $14047870856.47            | 99.8200%                  | 99.8200%                   |
| 2025-06-12 | $13494967775.76           | $13494967775.76            | 99.8000%                  | 99.8000%                   |
| 2025-06-13 | $13476209185.69           | $13476209185.69            | 99.7900%                  | 99.7900%                   |
| 2025-06-16 | $14353814845.82           | $14353814845.82            | 99.8000%                  | 99.8000%                   |
| 2025-06-17 | $14184790126.52           | $14184790126.52            | 99.7900%                  | 99.7900%                   |
| 2025-06-18 | $15198481987.89           | $15198481987.89            | 99.7800%                  | 99.7800%                   |
| 2025-06-20 | $13780467190.85           | $13831629336.93            | 99.3800%                  | 99.7500%                   |
| 2025-06-23 | $14581075471.00           | $14581075471.00            | 99.7500%                  | 99.7500%                   |
| 2025-06-24 | $14162804369.53           | $14162804369.53            | 99.7400%                  | 99.7400%                   |
| 2025-06-25 | $13924374033.54           | $13924374033.54            | 99.7300%                  | 99.7300%                   |
| 2025-06-26 | $13232077943.03           | $13232077943.03            | 99.7200%                  | 99.7200%                   |
| 2025-06-27 | $13584491712.11           | $13584491712.11            | 99.7200%                  | 99.7200%                   |
| 2025-06-30 | $12711810452.45           | $12711810452.45            | 99.8200%                  | 99.8200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-06-02 | 4.3300%             |
| 2025-06-03 | 4.3300%             |
| 2025-06-04 | 4.3300%             |
| 2025-06-05 | 4.3300%             |
| 2025-06-06 | 4.3200%             |
| 2025-06-09 | 4.3200%             |
| 2025-06-10 | 4.3200%             |
| 2025-06-11 | 4.3200%             |
| 2025-06-12 | 4.3200%             |
| 2025-06-13 | 4.3200%             |
| 2025-06-16 | 4.3200%             |
| 2025-06-17 | 4.3200%             |
| 2025-06-18 | 4.3200%             |
| 2025-06-20 | 4.3200%             |
| 2025-06-23 | 4.3200%             |
| 2025-06-24 | 4.3200%             |
| 2025-06-25 | 4.3200%             |
| 2025-06-26 | 4.3200%             |
| 2025-06-27 | 4.3200%             |
| 2025-06-30 | 4.3200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-06-02 | 1.0001                      |
|  |  |
| 2025-06-03 | 1.0001                      |
|  |  |
| 2025-06-04 | 1.0001                      |
|  |  |
| 2025-06-05 | 1.0001                      |
|  |  |
| 2025-06-06 | 1.0001                      |
|  |  |
| 2025-06-09 | 1.0001                      |
|  |  |
| 2025-06-10 | 1.0001                      |
|  |  |
| 2025-06-11 | 1.0001                      |
|  |  |
| 2025-06-12 | 1.0000                      |
|  |  |
| 2025-06-13 | 1.0001                      |
|  |  |
| 2025-06-16 | 1.0000                      |
|  |  |
| 2025-06-17 | 1.0000                      |
|  |  |
| 2025-06-18 | 1.0000                      |
|  |  |
| 2025-06-20 | 1.0001                      |
|  |  |
| 2025-06-23 | 1.0001                      |
|  |  |
| 2025-06-24 | 1.0001                      |
|  |  |
| 2025-06-25 | 1.0001                      |
|  |  |
| 2025-06-26 | 1.0001                      |
|  |  |
| 2025-06-27 | 1.0001                      |
|  |  |
| 2025-06-30 | 1.0001                      |
|  |  |

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

### Class: Advantage Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $55689003.42

- **Number of Shares Outstanding:** 55688974.0700

- **Expense Reimbursement/Waiver:** 4027.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-06-02 | 1.0001          |
|  |  |
| 2025-06-03 | 1.0001          |
|  |  |
| 2025-06-04 | 1.0001          |
|  |  |
| 2025-06-05 | 1.0001          |
|  |  |
| 2025-06-06 | 1.0001          |
|  |  |
| 2025-06-09 | 1.0001          |
|  |  |
| 2025-06-10 | 1.0001          |
|  |  |
| 2025-06-11 | 1.0001          |
|  |  |
| 2025-06-12 | 1.0000          |
|  |  |
| 2025-06-13 | 1.0001          |
|  |  |
| 2025-06-16 | 1.0000          |
|  |  |
| 2025-06-17 | 1.0000          |
|  |  |
| 2025-06-18 | 1.0000          |
|  |  |
| 2025-06-20 | 1.0001          |
|  |  |
| 2025-06-23 | 1.0001          |
|  |  |
| 2025-06-24 | 1.0001          |
|  |  |
| 2025-06-25 | 1.0001          |
|  |  |
| 2025-06-26 | 1.0001          |
|  |  |
| 2025-06-27 | 1.0001          |
|  |  |
| 2025-06-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-06-02 | $772645.93                | $120248.54              |
| 2025-06-03 | $38000.00                 | $133100.00              |
| 2025-06-04 | $479496.94                | $128224.18              |
| 2025-06-05 | $264658.49                | $106976.17              |
| 2025-06-06 | $1009216.35               | $336482.19              |
| 2025-06-09 | $771011.22                | $383903.83              |
| 2025-06-10 | $88186.95                 | $149999.67              |
| 2025-06-11 | $1100718.48               | $3739460.91             |
| 2025-06-12 | $588002.30                | $194740.82              |
| 2025-06-13 | $1055417.49               | $11050.00               |
| 2025-06-16 | $281520.00                | $24000.00               |
| 2025-06-17 | $35061.09                 | $170126.54              |
| 2025-06-18 | $401205.89                | $143578.81              |
| 2025-06-20 | $1554620.56               | $99552.33               |
| 2025-06-23 | $315640.49                | $1692462.84             |
| 2025-06-24 | $275599.06                | $78629.16               |
| 2025-06-25 | $443725.19                | $110300.00              |
| 2025-06-26 | $950138.00                | $76410.00               |
| 2025-06-27 | $324900.00                | $0.00                   |
| 2025-06-30 | $259650.00                | $341528.36              |

**Total Gross Subscriptions (Month):** $11009414.43

**Total Gross Redemptions (Month):** $8040774.35

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-06-02 | 3.9400%           |
| 2025-06-03 | 3.9400%           |
| 2025-06-04 | 3.9400%           |
| 2025-06-05 | 3.9400%           |
| 2025-06-06 | 3.9300%           |
| 2025-06-09 | 3.9300%           |
| 2025-06-10 | 3.9300%           |
| 2025-06-11 | 3.9300%           |
| 2025-06-12 | 3.9300%           |
| 2025-06-13 | 3.9300%           |
| 2025-06-16 | 3.9300%           |
| 2025-06-17 | 3.9300%           |
| 2025-06-18 | 3.9300%           |
| 2025-06-20 | 3.9300%           |
| 2025-06-23 | 3.9300%           |
| 2025-06-24 | 3.9300%           |
| 2025-06-25 | 3.9300%           |
| 2025-06-26 | 3.9300%           |
| 2025-06-27 | 3.9300%           |
| 2025-06-30 | 3.9300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.8200%         | 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):** $55895182.60
- **C.18.a - Value (excl. sponsor support):** $55895182.60
- **C.19 - Percentage of Net Assets:** 100.0000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-07-01
- **C.12 - Maturity Date (WAL):** 2025-07-01
- **C.13 - Final Legal Maturity Date:** 2025-07-01
- **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:** 2025-07-08

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer