# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001145549-25-057959
**Filing Date:** 2025-9
**Character Count:** 13337
**Document Hash:** 30528359fd6138a55ec885d81aa8d168
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-057959.hdr.sgml**: 20250908

**ACCESSION NUMBER**: 0001145549-25-057959

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20250908

**DATE AS OF CHANGE**: 20250908

**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:** 251299071

**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):** 2025-08-31

**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:** $84718682.41

- **Amortized Cost of Portfolio Securities:** $84718682.41

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $300686.92

- **Net Assets of Series:** $84417995.49

- **Number of Shares Outstanding (Series):** 84417977.9600

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-08-01 | $13492258879.28           | $13492258879.28            | 99.9000%                  | 99.9000%                   |
| 2025-08-04 | $14001203303.13           | $14001203303.13            | 99.9100%                  | 99.9100%                   |
| 2025-08-05 | $13901369546.77           | $13901369546.77            | 99.9000%                  | 99.9000%                   |
| 2025-08-06 | $14117131011.26           | $14117131011.26            | 99.9000%                  | 99.9000%                   |
| 2025-08-07 | $14184184393.37           | $14184184393.37            | 99.9000%                  | 99.9000%                   |
| 2025-08-08 | $14414757488.58           | $14414757488.58            | 99.8900%                  | 99.8900%                   |
| 2025-08-11 | $14525382639.15           | $14525382639.15            | 99.8900%                  | 99.8900%                   |
| 2025-08-12 | $13869240331.70           | $13869240331.70            | 99.8800%                  | 99.8800%                   |
| 2025-08-13 | $13696538047.47           | $13696538047.47            | 99.8800%                  | 99.8800%                   |
| 2025-08-14 | $14025743441.88           | $14025743441.88            | 99.8800%                  | 99.8800%                   |
| 2025-08-15 | $13603707811.43           | $13603707811.43            | 99.9400%                  | 99.9400%                   |
| 2025-08-18 | $13978128127.59           | $13978128127.59            | 99.9400%                  | 99.9400%                   |
| 2025-08-19 | $13273656370.82           | $13273656370.82            | 99.9300%                  | 99.9300%                   |
| 2025-08-20 | $13558102045.46           | $13558102045.46            | 99.9300%                  | 99.9300%                   |
| 2025-08-21 | $13199692564.83           | $13199692564.83            | 99.9300%                  | 99.9300%                   |
| 2025-08-22 | $13531601536.66           | $13531601536.66            | 99.9300%                  | 99.9300%                   |
| 2025-08-25 | $13445559761.29           | $13445559761.29            | 99.9200%                  | 99.9200%                   |
| 2025-08-26 | $13345415423.74           | $13345415423.74            | 99.9200%                  | 99.9200%                   |
| 2025-08-27 | $13975324599.88           | $13975324599.88            | 99.9200%                  | 99.9200%                   |
| 2025-08-28 | $14046098985.82           | $14046098985.82            | 99.9100%                  | 99.9100%                   |
| 2025-08-29 | $14069165371.25           | $14069165371.25            | 99.9100%                  | 99.9100%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-08-01 | 4.3400%             |
| 2025-08-04 | 4.3400%             |
| 2025-08-05 | 4.3300%             |
| 2025-08-06 | 4.3300%             |
| 2025-08-07 | 4.3300%             |
| 2025-08-08 | 4.3200%             |
| 2025-08-11 | 4.3200%             |
| 2025-08-12 | 4.3200%             |
| 2025-08-13 | 4.3200%             |
| 2025-08-14 | 4.3200%             |
| 2025-08-15 | 4.3200%             |
| 2025-08-18 | 4.3200%             |
| 2025-08-19 | 4.3200%             |
| 2025-08-20 | 4.3200%             |
| 2025-08-21 | 4.3100%             |
| 2025-08-22 | 4.3100%             |
| 2025-08-25 | 4.3100%             |
| 2025-08-26 | 4.3100%             |
| 2025-08-27 | 4.3100%             |
| 2025-08-28 | 4.3100%             |
| 2025-08-29 | 4.3000%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-08-01 | 1.0002                      |
|  |  |
| 2025-08-04 | 1.0001                      |
|  |  |
| 2025-08-05 | 1.0001                      |
|  |  |
| 2025-08-06 | 1.0002                      |
|  |  |
| 2025-08-07 | 1.0001                      |
|  |  |
| 2025-08-08 | 1.0001                      |
|  |  |
| 2025-08-11 | 1.0001                      |
|  |  |
| 2025-08-12 | 1.0002                      |
|  |  |
| 2025-08-13 | 1.0002                      |
|  |  |
| 2025-08-14 | 1.0002                      |
|  |  |
| 2025-08-15 | 1.0002                      |
|  |  |
| 2025-08-18 | 1.0002                      |
|  |  |
| 2025-08-19 | 1.0002                      |
|  |  |
| 2025-08-20 | 1.0002                      |
|  |  |
| 2025-08-21 | 1.0000                      |
|  |  |
| 2025-08-22 | 1.0002                      |
|  |  |
| 2025-08-25 | 1.0001                      |
|  |  |
| 2025-08-26 | 1.0002                      |
|  |  |
| 2025-08-27 | 1.0002                      |
|  |  |
| 2025-08-28 | 1.0002                      |
|  |  |
| 2025-08-29 | 1.0002                      |
|  |  |

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

### Class: Advantage Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $84417995.49

- **Number of Shares Outstanding:** 84417977.9600

- **Expense Reimbursement/Waiver:** 5645.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-08-01 | 1.0002          |
|  |  |
| 2025-08-04 | 1.0001          |
|  |  |
| 2025-08-05 | 1.0001          |
|  |  |
| 2025-08-06 | 1.0002          |
|  |  |
| 2025-08-07 | 1.0001          |
|  |  |
| 2025-08-08 | 1.0001          |
|  |  |
| 2025-08-11 | 1.0001          |
|  |  |
| 2025-08-12 | 1.0002          |
|  |  |
| 2025-08-13 | 1.0002          |
|  |  |
| 2025-08-14 | 1.0002          |
|  |  |
| 2025-08-15 | 1.0002          |
|  |  |
| 2025-08-18 | 1.0002          |
|  |  |
| 2025-08-19 | 1.0002          |
|  |  |
| 2025-08-20 | 1.0002          |
|  |  |
| 2025-08-21 | 1.0000          |
|  |  |
| 2025-08-22 | 1.0002          |
|  |  |
| 2025-08-25 | 1.0001          |
|  |  |
| 2025-08-26 | 1.0002          |
|  |  |
| 2025-08-27 | 1.0002          |
|  |  |
| 2025-08-28 | 1.0002          |
|  |  |
| 2025-08-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-08-01 | $409227.88                | $686175.75              |
| 2025-08-04 | $970495.00                | $26185.00               |
| 2025-08-05 | $411209.00                | $20566.67               |
| 2025-08-06 | $357533.68                | $42717.34               |
| 2025-08-07 | $834310.41                | $251100.00              |
| 2025-08-08 | $683887.57                | $649781.67              |
| 2025-08-11 | $316000.00                | $94548.67               |
| 2025-08-12 | $425750.00                | $243710.12              |
| 2025-08-13 | $968891.53                | $208282.61              |
| 2025-08-14 | $240367.58                | $247154.95              |
| 2025-08-15 | $900186.92                | $6775.00                |
| 2025-08-18 | $1001934.19               | $151025.12              |
| 2025-08-19 | $151403.42                | $101912.69              |
| 2025-08-20 | $1418576.00               | $379088.69              |
| 2025-08-21 | $518586.98                | $186112.82              |
| 2025-08-22 | $2622348.78               | $290000.00              |
| 2025-08-25 | $746679.00                | $54692.70               |
| 2025-08-26 | $200463.57                | $241927.90              |
| 2025-08-27 | $1688136.96               | $392029.98              |
| 2025-08-28 | $803619.54                | $179633.28              |
| 2025-08-29 | $739858.15                | $186200.00              |

**Total Gross Subscriptions (Month):** $16409466.16

**Total Gross Redemptions (Month):** $4639620.96

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-08-01 | 3.9500%           |
| 2025-08-04 | 3.9500%           |
| 2025-08-05 | 3.9400%           |
| 2025-08-06 | 3.9400%           |
| 2025-08-07 | 3.9400%           |
| 2025-08-08 | 3.9300%           |
| 2025-08-11 | 3.9300%           |
| 2025-08-12 | 3.9300%           |
| 2025-08-13 | 3.9300%           |
| 2025-08-14 | 3.9300%           |
| 2025-08-15 | 3.9300%           |
| 2025-08-18 | 3.9300%           |
| 2025-08-19 | 3.9300%           |
| 2025-08-20 | 3.9300%           |
| 2025-08-21 | 3.9200%           |
| 2025-08-22 | 3.9200%           |
| 2025-08-25 | 3.9200%           |
| 2025-08-26 | 3.9200%           |
| 2025-08-27 | 3.9200%           |
| 2025-08-28 | 3.9200%           |
| 2025-08-29 | 3.9100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.8800%         | 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):** $84718682.41
- **C.18.a - Value (excl. sponsor support):** $84718682.41
- **C.19 - Percentage of Net Assets:** 100.0000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-09-02
- **C.12 - Maturity Date (WAL):** 2025-09-02
- **C.13 - Final Legal Maturity Date:** 2025-09-02
- **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:** 2025-09-08

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer