# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-25-021442
**Filing Date:** 2025-11
**Character Count:** 14000
**Document Hash:** 46b953a75db81de8b4066d6b8149a975
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-021442.hdr.sgml**: 20251107

**ACCESSION NUMBER**: 0001410368-25-021442

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251107

**DATE AS OF CHANGE**: 20251107

**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:** 251461101

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

## 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):** 2025-10-31

**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:** $99316563.58

- **Amortized Cost of Portfolio Securities:** $99316563.58

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $394290.51

- **Net Assets of Series:** $98922273.07

- **Number of Shares Outstanding (Series):** 98921847.2800

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-10-01 | $13470176676.81           | $13470176676.81            | 99.8300%                  | 99.8300%                   |
| 2025-10-02 | $13430260216.68           | $13430260216.68            | 99.8200%                  | 99.8200%                   |
| 2025-10-03 | $13850756153.85           | $13850756153.85            | 99.8100%                  | 99.8100%                   |
| 2025-10-06 | $14041409610.45           | $14041409610.45            | 99.8100%                  | 99.8100%                   |
| 2025-10-07 | $13436936517.42           | $13436936517.42            | 99.8000%                  | 99.8000%                   |
| 2025-10-08 | $13583442199.62           | $13583442199.62            | 99.7900%                  | 99.7900%                   |
| 2025-10-09 | $13298710156.05           | $13298710156.05            | 99.7800%                  | 99.7800%                   |
| 2025-10-10 | $13422731923.36           | $13422731923.36            | 99.7700%                  | 99.7700%                   |
| 2025-10-14 | $14711405922.10           | $14711405922.10            | 99.7900%                  | 99.7900%                   |
| 2025-10-15 | $14122120733.98           | $14122120733.98            | 99.7800%                  | 99.7800%                   |
| 2025-10-16 | $13653219402.54           | $13653219402.54            | 99.7700%                  | 99.7700%                   |
| 2025-10-17 | $13656126555.45           | $13656126555.45            | 99.7700%                  | 99.7700%                   |
| 2025-10-20 | $13931043344.89           | $13931043344.89            | 99.7700%                  | 99.7700%                   |
| 2025-10-21 | $13510585987.16           | $13510585987.16            | 99.7600%                  | 99.7600%                   |
| 2025-10-22 | $14387474044.50           | $14387474044.50            | 99.7600%                  | 99.7600%                   |
| 2025-10-23 | $14686900993.89           | $14686900993.89            | 99.7500%                  | 99.7500%                   |
| 2025-10-24 | $14504441079.80           | $14504441079.80            | 99.7500%                  | 99.7500%                   |
| 2025-10-27 | $14399799698.43           | $14399799698.43            | 99.7400%                  | 99.7400%                   |
| 2025-10-28 | $13614865285.04           | $13614865285.04            | 99.7200%                  | 99.7200%                   |
| 2025-10-29 | $13625463664.38           | $13625463664.38            | 99.7200%                  | 99.7200%                   |
| 2025-10-30 | $14385303479.36           | $14385303479.36            | 99.7300%                  | 99.7300%                   |
| 2025-10-31 | $13928580957.93           | $13928580957.93            | 99.9700%                  | 99.9700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-10-01 | 4.1600%             |
| 2025-10-02 | 4.1600%             |
| 2025-10-03 | 4.1600%             |
| 2025-10-06 | 4.1500%             |
| 2025-10-07 | 4.1500%             |
| 2025-10-08 | 4.1500%             |
| 2025-10-09 | 4.1400%             |
| 2025-10-10 | 4.1300%             |
| 2025-10-14 | 4.1300%             |
| 2025-10-15 | 4.1200%             |
| 2025-10-16 | 4.1200%             |
| 2025-10-17 | 4.1200%             |
| 2025-10-20 | 4.1100%             |
| 2025-10-21 | 4.1100%             |
| 2025-10-22 | 4.1100%             |
| 2025-10-23 | 4.1000%             |
| 2025-10-24 | 4.0900%             |
| 2025-10-27 | 4.0900%             |
| 2025-10-28 | 4.0800%             |
| 2025-10-29 | 4.0800%             |
| 2025-10-30 | 4.0700%             |
| 2025-10-31 | 4.0500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-10-01 | 1.0002                      |
|  |  |
| 2025-10-02 | 1.0002                      |
|  |  |
| 2025-10-03 | 1.0001                      |
|  |  |
| 2025-10-06 | 1.0001                      |
|  |  |
| 2025-10-07 | 1.0002                      |
|  |  |
| 2025-10-08 | 1.0002                      |
|  |  |
| 2025-10-09 | 1.0001                      |
|  |  |
| 2025-10-10 | 1.0001                      |
|  |  |
| 2025-10-14 | 1.0002                      |
|  |  |
| 2025-10-15 | 1.0001                      |
|  |  |
| 2025-10-16 | 1.0002                      |
|  |  |
| 2025-10-17 | 1.0001                      |
|  |  |
| 2025-10-20 | 1.0002                      |
|  |  |
| 2025-10-21 | 1.0002                      |
|  |  |
| 2025-10-22 | 1.0002                      |
|  |  |
| 2025-10-23 | 1.0001                      |
|  |  |
| 2025-10-24 | 1.0001                      |
|  |  |
| 2025-10-27 | 1.0002                      |
|  |  |
| 2025-10-28 | 1.0002                      |
|  |  |
| 2025-10-29 | 1.0001                      |
|  |  |
| 2025-10-30 | 1.0002                      |
|  |  |
| 2025-10-31 | 1.0002                      |
|  |  |

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

### Class: Advantage Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $98922273.07

- **Number of Shares Outstanding:** 98921847.2800

- **Expense Reimbursement/Waiver:** 6758.33

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-10-01 | 1.0002          |
|  |  |
| 2025-10-02 | 1.0002          |
|  |  |
| 2025-10-03 | 1.0001          |
|  |  |
| 2025-10-06 | 1.0001          |
|  |  |
| 2025-10-07 | 1.0002          |
|  |  |
| 2025-10-08 | 1.0002          |
|  |  |
| 2025-10-09 | 1.0001          |
|  |  |
| 2025-10-10 | 1.0001          |
|  |  |
| 2025-10-13 | 0.0000          |
|  |  |
| 2025-10-13 | 0.0000          |
|  |  |
| 2025-10-14 | 1.0002          |
|  |  |
| 2025-10-15 | 1.0001          |
|  |  |
| 2025-10-16 | 1.0002          |
|  |  |
| 2025-10-17 | 1.0001          |
|  |  |
| 2025-10-20 | 1.0002          |
|  |  |
| 2025-10-21 | 1.0002          |
|  |  |
| 2025-10-22 | 1.0002          |
|  |  |
| 2025-10-23 | 1.0001          |
|  |  |
| 2025-10-24 | 1.0001          |
|  |  |
| 2025-10-27 | 1.0002          |
|  |  |
| 2025-10-28 | 1.0002          |
|  |  |
| 2025-10-29 | 1.0001          |
|  |  |
| 2025-10-30 | 1.0002          |
|  |  |
| 2025-10-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-10-01 | $2179921.13               | $2171684.44             |
| 2025-10-02 | $700156.70                | $185322.05              |
| 2025-10-03 | $182621.88                | $475231.04              |
| 2025-10-06 | $1484564.87               | $182830.00              |
| 2025-10-07 | $1197125.00               | $876951.50              |
| 2025-10-08 | $997741.96                | $271433.72              |
| 2025-10-09 | $573633.05                | $78896.94               |
| 2025-10-10 | $699550.00                | $246327.38              |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-13 | $0.00                     | $0.00                   |
| 2025-10-14 | $650605.33                | $35935.00               |
| 2025-10-15 | $717450.00                | $381689.87              |
| 2025-10-16 | $347586.05                | $4869862.49             |
| 2025-10-17 | $1494405.42               | $86271.43               |
| 2025-10-20 | $273000.00                | $79116.05               |
| 2025-10-21 | $112232.75                | $1794702.05             |
| 2025-10-22 | $1149042.86               | $803439.33              |
| 2025-10-23 | $868083.63                | $103485.00              |
| 2025-10-24 | $475600.00                | $74685.29               |
| 2025-10-27 | $673984.23                | $79540.00               |
| 2025-10-28 | $657284.00                | $179166.95              |
| 2025-10-29 | $1047871.68               | $292965.32              |
| 2025-10-30 | $1943904.53               | $410432.05              |
| 2025-10-31 | $380330.35                | $153749.82              |

**Total Gross Subscriptions (Month):** $18806695.42

**Total Gross Redemptions (Month):** $13833717.72

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-10-01 | 3.7700%           |
| 2025-10-02 | 3.7700%           |
| 2025-10-03 | 3.7700%           |
| 2025-10-06 | 3.7600%           |
| 2025-10-07 | 3.7600%           |
| 2025-10-08 | 3.7600%           |
| 2025-10-09 | 3.7500%           |
| 2025-10-10 | 3.7400%           |
| 2025-10-13 | 0.0000%           |
| 2025-10-13 | 0.0000%           |
| 2025-10-14 | 3.7400%           |
| 2025-10-15 | 3.7300%           |
| 2025-10-16 | 3.7300%           |
| 2025-10-17 | 3.7300%           |
| 2025-10-20 | 3.7200%           |
| 2025-10-21 | 3.7200%           |
| 2025-10-22 | 3.7200%           |
| 2025-10-23 | 3.7100%           |
| 2025-10-24 | 3.7000%           |
| 2025-10-27 | 3.7000%           |
| 2025-10-28 | 3.6900%           |
| 2025-10-29 | 3.6900%           |
| 2025-10-30 | 3.6800%           |
| 2025-10-31 | 3.6600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.8900%         | 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):** $99316563.58
- **C.18.a - Value (excl. sponsor support):** $99316563.58
- **C.19 - Percentage of Net Assets:** 100.0000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-11-03
- **C.12 - Maturity Date (WAL):** 2025-11-03
- **C.13 - Final Legal Maturity Date:** 2025-11-03
- **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:** 2025-11-07

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer