# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-25-013985
**Filing Date:** 2025-10
**Character Count:** 13345
**Document Hash:** 789cad285ac2e39f9fdbe89e55868ce3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-013985.hdr.sgml**: 20251007

**ACCESSION NUMBER**: 0001410368-25-013985

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251007

**DATE AS OF CHANGE**: 20251007

**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:** 251378649

**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):** 2025-09-30

**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:** $94280141.06

- **Amortized Cost of Portfolio Securities:** $94280141.06

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $330904.04

- **Net Assets of Series:** $93949237.02

- **Number of Shares Outstanding (Series):** 93948869.5700

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-09-02 | $14088190869.07           | $14088190869.07            | 99.9000%                  | 99.9000%                   |
| 2025-09-03 | $14184281305.56           | $14184281305.56            | 99.9000%                  | 99.9000%                   |
| 2025-09-04 | $14927838041.38           | $14927838041.38            | 99.9000%                  | 99.9000%                   |
| 2025-09-05 | $14882871845.99           | $14882871845.99            | 99.9000%                  | 99.9000%                   |
| 2025-09-08 | $15612738547.43           | $15612738547.43            | 99.8900%                  | 99.8900%                   |
| 2025-09-09 | $15263014815.27           | $15263014815.27            | 99.8900%                  | 99.8900%                   |
| 2025-09-10 | $15900778144.33           | $15900778144.33            | 99.8900%                  | 99.8900%                   |
| 2025-09-11 | $15635942618.21           | $15635942618.21            | 99.8900%                  | 99.8900%                   |
| 2025-09-12 | $14508396482.10           | $14508396482.10            | 99.8700%                  | 99.8700%                   |
| 2025-09-15 | $14316589284.78           | $14316589284.78            | 99.8700%                  | 99.8700%                   |
| 2025-09-16 | $13425302959.25           | $13425302959.25            | 99.8500%                  | 99.8500%                   |
| 2025-09-17 | $13655890938.98           | $13655890938.98            | 99.8500%                  | 99.8500%                   |
| 2025-09-18 | $13642459417.48           | $13642459417.48            | 99.8500%                  | 99.8500%                   |
| 2025-09-19 | $14317068160.67           | $14317068160.67            | 99.8500%                  | 99.8500%                   |
| 2025-09-22 | $14170472585.64           | $14170472585.64            | 99.8500%                  | 99.8500%                   |
| 2025-09-23 | $13763638108.70           | $13763638108.70            | 99.8400%                  | 99.8400%                   |
| 2025-09-24 | $13653590033.29           | $13653590033.29            | 99.8300%                  | 99.8300%                   |
| 2025-09-25 | $13631508733.71           | $13631508733.71            | 99.8300%                  | 99.8300%                   |
| 2025-09-26 | $13458833354.39           | $13458833354.39            | 99.8200%                  | 99.8200%                   |
| 2025-09-29 | $13593107559.07           | $13593107559.07            | 99.8200%                  | 99.8200%                   |
| 2025-09-30 | $13068888234.85           | $13068888234.85            | 99.8300%                  | 99.8300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-09-02 | 4.3000%             |
| 2025-09-03 | 4.3000%             |
| 2025-09-04 | 4.2900%             |
| 2025-09-05 | 4.2800%             |
| 2025-09-08 | 4.2700%             |
| 2025-09-09 | 4.2700%             |
| 2025-09-10 | 4.2600%             |
| 2025-09-11 | 4.2500%             |
| 2025-09-12 | 4.2400%             |
| 2025-09-15 | 4.2400%             |
| 2025-09-16 | 4.2300%             |
| 2025-09-17 | 4.2200%             |
| 2025-09-18 | 4.2100%             |
| 2025-09-19 | 4.1900%             |
| 2025-09-22 | 4.1800%             |
| 2025-09-23 | 4.1800%             |
| 2025-09-24 | 4.1800%             |
| 2025-09-25 | 4.1700%             |
| 2025-09-26 | 4.1700%             |
| 2025-09-29 | 4.1700%             |
| 2025-09-30 | 4.1700%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-09-02 | 1.0002                      |
|  |  |
| 2025-09-03 | 1.0002                      |
|  |  |
| 2025-09-04 | 1.0002                      |
|  |  |
| 2025-09-05 | 1.0003                      |
|  |  |
| 2025-09-08 | 1.0003                      |
|  |  |
| 2025-09-09 | 1.0002                      |
|  |  |
| 2025-09-10 | 1.0002                      |
|  |  |
| 2025-09-11 | 1.0002                      |
|  |  |
| 2025-09-12 | 1.0002                      |
|  |  |
| 2025-09-15 | 1.0002                      |
|  |  |
| 2025-09-16 | 1.0002                      |
|  |  |
| 2025-09-17 | 1.0003                      |
|  |  |
| 2025-09-18 | 1.0002                      |
|  |  |
| 2025-09-19 | 1.0002                      |
|  |  |
| 2025-09-22 | 1.0002                      |
|  |  |
| 2025-09-23 | 1.0002                      |
|  |  |
| 2025-09-24 | 1.0002                      |
|  |  |
| 2025-09-25 | 1.0001                      |
|  |  |
| 2025-09-26 | 1.0002                      |
|  |  |
| 2025-09-29 | 1.0001                      |
|  |  |
| 2025-09-30 | 1.0002                      |
|  |  |

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

### Class: Advantage Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $93949237.02

- **Number of Shares Outstanding:** 93948869.5700

- **Expense Reimbursement/Waiver:** 5607.57

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-09-02 | 1.0002          |
|  |  |
| 2025-09-03 | 1.0002          |
|  |  |
| 2025-09-04 | 1.0002          |
|  |  |
| 2025-09-05 | 1.0003          |
|  |  |
| 2025-09-08 | 1.0003          |
|  |  |
| 2025-09-09 | 1.0002          |
|  |  |
| 2025-09-10 | 1.0002          |
|  |  |
| 2025-09-11 | 1.0002          |
|  |  |
| 2025-09-12 | 1.0002          |
|  |  |
| 2025-09-15 | 1.0002          |
|  |  |
| 2025-09-16 | 1.0002          |
|  |  |
| 2025-09-17 | 1.0003          |
|  |  |
| 2025-09-18 | 1.0002          |
|  |  |
| 2025-09-19 | 1.0002          |
|  |  |
| 2025-09-22 | 1.0002          |
|  |  |
| 2025-09-23 | 1.0002          |
|  |  |
| 2025-09-24 | 1.0002          |
|  |  |
| 2025-09-25 | 1.0001          |
|  |  |
| 2025-09-26 | 1.0002          |
|  |  |
| 2025-09-29 | 1.0001          |
|  |  |
| 2025-09-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-09-02 | $386619.46                | $693889.54              |
| 2025-09-03 | $437590.65                | $56600.00               |
| 2025-09-04 | $583565.00                | $656015.14              |
| 2025-09-05 | $2008000.00               | $261040.76              |
| 2025-09-08 | $734504.46                | $59480.42               |
| 2025-09-09 | $1239395.00               | $66289.00               |
| 2025-09-10 | $361000.00                | $55000.00               |
| 2025-09-11 | $161200.00                | $115936.33              |
| 2025-09-12 | $599995.00                | $716784.82              |
| 2025-09-15 | $553186.00                | $202540.00              |
| 2025-09-16 | $577023.95                | $334216.57              |
| 2025-09-17 | $628416.76                | $1561349.91             |
| 2025-09-18 | $2051768.08               | $655578.73              |
| 2025-09-19 | $351804.95                | $25105.36               |
| 2025-09-22 | $235860.10                | $294755.80              |
| 2025-09-23 | $780372.78                | $89670.86               |
| 2025-09-24 | $1099875.13               | $88605.06               |
| 2025-09-25 | $756783.74                | $739560.50              |
| 2025-09-26 | $428432.72                | $70585.00               |
| 2025-09-29 | $2481297.96               | $803527.06              |
| 2025-09-30 | $1881349.88               | $1260619.15             |

**Total Gross Subscriptions (Month):** $18338041.62

**Total Gross Redemptions (Month):** $8807150.01

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-09-02 | 3.9100%           |
| 2025-09-03 | 3.9100%           |
| 2025-09-04 | 3.9000%           |
| 2025-09-05 | 3.8900%           |
| 2025-09-08 | 3.8800%           |
| 2025-09-09 | 3.8800%           |
| 2025-09-10 | 3.8700%           |
| 2025-09-11 | 3.8600%           |
| 2025-09-12 | 3.8500%           |
| 2025-09-15 | 3.8500%           |
| 2025-09-16 | 3.8400%           |
| 2025-09-17 | 3.8300%           |
| 2025-09-18 | 3.8200%           |
| 2025-09-19 | 3.8000%           |
| 2025-09-22 | 3.7900%           |
| 2025-09-23 | 3.7900%           |
| 2025-09-24 | 3.7900%           |
| 2025-09-25 | 3.7800%           |
| 2025-09-26 | 3.7800%           |
| 2025-09-29 | 3.7800%           |
| 2025-09-30 | 3.7800%           |

**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):** $94280141.06
- **C.18.a - Value (excl. sponsor support):** $94280141.06
- **C.19 - Percentage of Net Assets:** 100.0000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-10-01
- **C.12 - Maturity Date (WAL):** 2025-10-01
- **C.13 - Final Legal Maturity Date:** 2025-10-01
- **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:** 2025-10-07

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer