# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001145549-25-038750
**Filing Date:** 2025-6
**Character Count:** 13337
**Document Hash:** 99bc20f1989980a6afbc244ce88391b2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-038750.hdr.sgml**: 20250606

**ACCESSION NUMBER**: 0001145549-25-038750

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250606

**DATE AS OF CHANGE**: 20250606

**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:** 251029160

**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):** 2025-05-31

**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:** $52912383.66

- **Amortized Cost of Portfolio Securities:** $52912383.66

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $192012.20

- **Net Assets of Series:** $52720371.46

- **Number of Shares Outstanding (Series):** 52720333.9800

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-05-01 | $13088272079.06           | $13088272079.06            | 99.9400%                  | 99.9400%                   |
| 2025-05-02 | $12985647404.50           | $12985647404.50            | 99.9300%                  | 99.9300%                   |
| 2025-05-05 | $13585692773.83           | $13585692773.83            | 99.9300%                  | 99.9300%                   |
| 2025-05-06 | $13030639822.33           | $13030639822.33            | 99.9300%                  | 99.9300%                   |
| 2025-05-07 | $13270525157.60           | $13270525157.60            | 99.9300%                  | 99.9300%                   |
| 2025-05-08 | $13178028015.12           | $13178028015.12            | 99.9200%                  | 99.9200%                   |
| 2025-05-09 | $13118745943.89           | $13118745943.89            | 99.9200%                  | 99.9200%                   |
| 2025-05-12 | $13226288699.90           | $13226288699.90            | 99.9100%                  | 99.9100%                   |
| 2025-05-13 | $13366226341.55           | $13366226341.55            | 99.9100%                  | 99.9100%                   |
| 2025-05-14 | $13347002896.79           | $13347002896.79            | 99.9100%                  | 99.9100%                   |
| 2025-05-15 | $13251372164.60           | $13251372164.60            | 99.9400%                  | 99.9400%                   |
| 2025-05-16 | $12891098013.06           | $12891098013.06            | 99.9300%                  | 99.9300%                   |
| 2025-05-19 | $12937575855.60           | $12937575855.60            | 99.9300%                  | 99.9300%                   |
| 2025-05-20 | $13367820426.05           | $13367820426.05            | 99.9300%                  | 99.9300%                   |
| 2025-05-21 | $13927624887.14           | $13927624887.14            | 99.9300%                  | 99.9300%                   |
| 2025-05-22 | $13676711492.52           | $13676711492.52            | 99.9300%                  | 99.9300%                   |
| 2025-05-23 | $13633696638.61           | $13633696638.61            | 99.9200%                  | 99.9200%                   |
| 2025-05-27 | $13329748030.03           | $13329748030.03            | 99.9200%                  | 99.9200%                   |
| 2025-05-28 | $13790137849.43           | $13790137849.43            | 99.8700%                  | 99.8700%                   |
| 2025-05-29 | $13088870399.13           | $13088870399.13            | 99.8500%                  | 99.8500%                   |
| 2025-05-30 | $12943140448.97           | $12943140448.97            | 99.8400%                  | 99.8400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-05-01 | 4.3500%             |
| 2025-05-02 | 4.3400%             |
| 2025-05-05 | 4.3400%             |
| 2025-05-06 | 4.3300%             |
| 2025-05-07 | 4.3300%             |
| 2025-05-08 | 4.3300%             |
| 2025-05-09 | 4.3300%             |
| 2025-05-12 | 4.3300%             |
| 2025-05-13 | 4.3400%             |
| 2025-05-14 | 4.3400%             |
| 2025-05-15 | 4.3400%             |
| 2025-05-16 | 4.3400%             |
| 2025-05-19 | 4.3400%             |
| 2025-05-20 | 4.3400%             |
| 2025-05-21 | 4.3400%             |
| 2025-05-22 | 4.3400%             |
| 2025-05-23 | 4.3400%             |
| 2025-05-27 | 4.3400%             |
| 2025-05-28 | 4.3400%             |
| 2025-05-29 | 4.3400%             |
| 2025-05-30 | 4.3400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-05-01 | 1.0001                      |
|  |  |
| 2025-05-02 | 1.0001                      |
|  |  |
| 2025-05-05 | 1.0001                      |
|  |  |
| 2025-05-06 | 1.0001                      |
|  |  |
| 2025-05-07 | 1.0001                      |
|  |  |
| 2025-05-08 | 1.0001                      |
|  |  |
| 2025-05-09 | 1.0001                      |
|  |  |
| 2025-05-12 | 1.0000                      |
|  |  |
| 2025-05-13 | 1.0000                      |
|  |  |
| 2025-05-14 | 1.0000                      |
|  |  |
| 2025-05-15 | 1.0001                      |
|  |  |
| 2025-05-16 | 1.0000                      |
|  |  |
| 2025-05-19 | 1.0001                      |
|  |  |
| 2025-05-20 | 1.0001                      |
|  |  |
| 2025-05-21 | 1.0001                      |
|  |  |
| 2025-05-22 | 1.0001                      |
|  |  |
| 2025-05-23 | 1.0000                      |
|  |  |
| 2025-05-27 | 1.0001                      |
|  |  |
| 2025-05-28 | 1.0000                      |
|  |  |
| 2025-05-29 | 1.0001                      |
|  |  |
| 2025-05-30 | 1.0001                      |
|  |  |

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

### Class: Advantage Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $52720371.46

- **Number of Shares Outstanding:** 52720333.9800

- **Expense Reimbursement/Waiver:** 4245.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-05-01 | 1.0001          |
|  |  |
| 2025-05-02 | 1.0001          |
|  |  |
| 2025-05-05 | 1.0001          |
|  |  |
| 2025-05-06 | 1.0001          |
|  |  |
| 2025-05-07 | 1.0001          |
|  |  |
| 2025-05-08 | 1.0001          |
|  |  |
| 2025-05-09 | 1.0001          |
|  |  |
| 2025-05-12 | 1.0000          |
|  |  |
| 2025-05-13 | 1.0000          |
|  |  |
| 2025-05-14 | 1.0000          |
|  |  |
| 2025-05-15 | 1.0001          |
|  |  |
| 2025-05-16 | 1.0000          |
|  |  |
| 2025-05-19 | 1.0001          |
|  |  |
| 2025-05-20 | 1.0001          |
|  |  |
| 2025-05-21 | 1.0001          |
|  |  |
| 2025-05-22 | 1.0001          |
|  |  |
| 2025-05-23 | 1.0000          |
|  |  |
| 2025-05-27 | 1.0001          |
|  |  |
| 2025-05-28 | 1.0000          |
|  |  |
| 2025-05-29 | 1.0001          |
|  |  |
| 2025-05-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-05-01 | $1041875.10               | $84797.39               |
| 2025-05-02 | $1431034.00               | $6000.00                |
| 2025-05-05 | $535406.63                | $106786.78              |
| 2025-05-06 | $137217.00                | $597364.99              |
| 2025-05-07 | $1511285.12               | $49000.00               |
| 2025-05-08 | $5347115.45               | $300906.30              |
| 2025-05-09 | $180048.99                | $30000.00               |
| 2025-05-12 | $1204300.00               | $61300.00               |
| 2025-05-13 | $216184.42                | $233703.03              |
| 2025-05-14 | $545356.00                | $219785.00              |
| 2025-05-15 | $518303.26                | $32060.99               |
| 2025-05-16 | $33643.14                 | $0.00                   |
| 2025-05-19 | $325000.00                | $5027.43                |
| 2025-05-20 | $1316000.00               | $628640.00              |
| 2025-05-21 | $641128.89                | $127285.15              |
| 2025-05-22 | $137276.88                | $108075.00              |
| 2025-05-23 | $301379.47                | $123248.25              |
| 2025-05-27 | $72943.54                 | $1032100.00             |
| 2025-05-28 | $135456.89                | $181118.17              |
| 2025-05-29 | $74353.43                 | $132117.14              |
| 2025-05-30 | $198929.63                | $30956.90               |

**Total Gross Subscriptions (Month):** $15904237.84

**Total Gross Redemptions (Month):** $4090272.52

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-05-01 | 3.9600%           |
| 2025-05-02 | 3.9500%           |
| 2025-05-05 | 3.9500%           |
| 2025-05-06 | 3.9400%           |
| 2025-05-07 | 3.9400%           |
| 2025-05-08 | 3.9400%           |
| 2025-05-09 | 3.9400%           |
| 2025-05-12 | 3.9400%           |
| 2025-05-13 | 3.9500%           |
| 2025-05-14 | 3.9500%           |
| 2025-05-15 | 3.9500%           |
| 2025-05-16 | 3.9500%           |
| 2025-05-19 | 3.9500%           |
| 2025-05-20 | 3.9500%           |
| 2025-05-21 | 3.9500%           |
| 2025-05-22 | 3.9500%           |
| 2025-05-23 | 3.9500%           |
| 2025-05-27 | 3.9500%           |
| 2025-05-28 | 3.9500%           |
| 2025-05-29 | 3.9500%           |
| 2025-05-30 | 3.9500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.8100%         | 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):** $52912383.66
- **C.18.a - Value (excl. sponsor support):** $52912383.66
- **C.19 - Percentage of Net Assets:** 100.0000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2025-06-02
- **C.12 - Maturity Date (WAL):** 2025-06-02
- **C.13 - Final Legal Maturity Date:** 2025-06-02
- **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:** 2025-06-06

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer