# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-010400
**Filing Date:** 2026-2
**Character Count:** 13018
**Document Hash:** e0603d22e7e5d9f35dd71cc65f767c1c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-010400.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001410368-26-010400

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**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:** 26605379

**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 Plus Money Market Fund (Series ID: S000086382)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000251885 | Advantage Class | ATPXX           |

# 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):** 2026-01-31

**Registrant Full Name:** STATE STREET INSTITUTIONAL INVESTMENT TRUST

**CIK Number of Registrant:** 0001107414

**LEI of Registrant:** 549300P1E098W6ES7M39

**Name of Series:** State Street Federal Treasury Plus Money Market Fund

**LEI of Series:** 984500FCIE7E84F01E90

**EDGAR Series Identifier:** S000086382

**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:** $73006012.18

- **Amortized Cost of Portfolio Securities:** $73006012.18

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $294311.14

- **Net Assets of Series:** $72711701.04

- **Number of Shares Outstanding (Series):** 72711686.6000

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $74082429222.73           | $74182429222.73            | 98.6200%                  | 98.7500%                   |
| 2026-01-05 | $72219892469.37           | $72439892469.37            | 98.5900%                  | 98.8900%                   |
| 2026-01-06 | $69430217880.04           | $69530217880.04            | 98.5300%                  | 98.6800%                   |
| 2026-01-07 | $67570951827.23           | $67670951827.23            | 98.4900%                  | 98.6400%                   |
| 2026-01-08 | $67173861620.80           | $67173861620.80            | 98.6300%                  | 98.6300%                   |
| 2026-01-09 | $65771408978.60           | $65771408978.60            | 98.4400%                  | 98.4400%                   |
| 2026-01-12 | $65862086152.52           | $65862086152.52            | 98.4500%                  | 98.4500%                   |
| 2026-01-13 | $66879286772.95           | $66879286772.95            | 98.4700%                  | 98.4700%                   |
| 2026-01-14 | $65828879820.26           | $66058879820.26            | 98.1000%                  | 98.4500%                   |
| 2026-01-15 | $65760868957.38           | $65760868957.38            | 98.4400%                  | 98.4400%                   |
| 2026-01-16 | $65502939155.24           | $65732939155.24            | 98.0700%                  | 98.4200%                   |
| 2026-01-20 | $66147030842.97           | $66377030842.97            | 98.1000%                  | 98.4400%                   |
| 2026-01-21 | $64005402392.71           | $64235402392.71            | 98.0400%                  | 98.3900%                   |
| 2026-01-22 | $64133031543.23           | $64133031543.23            | 98.3900%                  | 98.3900%                   |
| 2026-01-23 | $64587687311.32           | $64817687311.32            | 98.0400%                  | 98.3900%                   |
| 2026-01-26 | $63802121364.19           | $64032121364.19            | 98.0200%                  | 98.3700%                   |
| 2026-01-27 | $62468593596.51           | $62698593596.51            | 97.9800%                  | 98.3400%                   |
| 2026-01-28 | $63194300093.39           | $63424300093.39            | 98.0000%                  | 98.3500%                   |
| 2026-01-29 | $62898248077.67           | $63018248077.67            | 98.3400%                  | 98.5200%                   |
| 2026-01-30 | $63681019097.53           | $63911019097.53            | 97.9900%                  | 98.3500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8300%             |
| 2026-01-05 | 3.8200%             |
| 2026-01-06 | 3.8100%             |
| 2026-01-07 | 3.8000%             |
| 2026-01-08 | 3.7800%             |
| 2026-01-09 | 3.7600%             |
| 2026-01-12 | 3.7600%             |
| 2026-01-13 | 3.7600%             |
| 2026-01-14 | 3.7500%             |
| 2026-01-15 | 3.7500%             |
| 2026-01-16 | 3.7500%             |
| 2026-01-20 | 3.7500%             |
| 2026-01-21 | 3.7500%             |
| 2026-01-22 | 3.7500%             |
| 2026-01-23 | 3.7500%             |
| 2026-01-26 | 3.7500%             |
| 2026-01-27 | 3.7500%             |
| 2026-01-28 | 3.7500%             |
| 2026-01-29 | 3.7500%             |
| 2026-01-30 | 3.7500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0002                      |
|  |  |
| 2026-01-05 | 1.0002                      |
|  |  |
| 2026-01-06 | 1.0002                      |
|  |  |
| 2026-01-07 | 1.0002                      |
|  |  |
| 2026-01-08 | 1.0002                      |
|  |  |
| 2026-01-09 | 1.0002                      |
|  |  |
| 2026-01-12 | 1.0002                      |
|  |  |
| 2026-01-13 | 1.0002                      |
|  |  |
| 2026-01-14 | 1.0002                      |
|  |  |
| 2026-01-15 | 1.0001                      |
|  |  |
| 2026-01-16 | 1.0001                      |
|  |  |
| 2026-01-20 | 1.0001                      |
|  |  |
| 2026-01-21 | 1.0001                      |
|  |  |
| 2026-01-22 | 1.0001                      |
|  |  |
| 2026-01-23 | 1.0001                      |
|  |  |
| 2026-01-26 | 1.0001                      |
|  |  |
| 2026-01-27 | 1.0001                      |
|  |  |
| 2026-01-28 | 1.0001                      |
|  |  |
| 2026-01-29 | 1.0001                      |
|  |  |
| 2026-01-30 | 1.0001                      |
|  |  |

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

### Class: Advantage Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $72711701.04

- **Number of Shares Outstanding:** 72711686.6000

- **Expense Reimbursement/Waiver:** 5052.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $1274875.00               | $699748.13              |
| 2026-01-05 | $476312.50                | $590875.05              |
| 2026-01-06 | $51676.69                 | $274323.45              |
| 2026-01-07 | $1874086.00               | $796700.99              |
| 2026-01-08 | $3149122.95               | $288307.12              |
| 2026-01-09 | $148000.00                | $967659.99              |
| 2026-01-12 | $230840.00                | $619294.96              |
| 2026-01-13 | $75996.52                 | $182438.35              |
| 2026-01-14 | $203610.84                | $1787504.75             |
| 2026-01-15 | $169500.00                | $606479.72              |
| 2026-01-16 | $1960526.52               | $253738.80              |
| 2026-01-20 | $161000.00                | $75102.50               |
| 2026-01-21 | $405000.00                | $117877.71              |
| 2026-01-22 | $3950296.00               | $236267.00              |
| 2026-01-23 | $1858500.00               | $259166.13              |
| 2026-01-26 | $261749.23                | $88454.26               |
| 2026-01-27 | $29496.34                 | $443949.68              |
| 2026-01-28 | $377140.87                | $1312353.92             |
| 2026-01-29 | $85356.71                 | $306656.34              |
| 2026-01-30 | $574332.15                | $468323.69              |

**Total Gross Subscriptions (Month):** $17317418.32

**Total Gross Redemptions (Month):** $10375222.54

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.4400%           |
| 2026-01-05 | 3.4300%           |
| 2026-01-06 | 3.4200%           |
| 2026-01-07 | 3.4100%           |
| 2026-01-08 | 3.3900%           |
| 2026-01-09 | 3.3700%           |
| 2026-01-12 | 3.3700%           |
| 2026-01-13 | 3.3700%           |
| 2026-01-14 | 3.3600%           |
| 2026-01-15 | 3.3600%           |
| 2026-01-16 | 3.3600%           |
| 2026-01-20 | 3.3600%           |
| 2026-01-21 | 3.3600%           |
| 2026-01-22 | 3.3600%           |
| 2026-01-23 | 3.3600%           |
| 2026-01-26 | 3.3600%           |
| 2026-01-27 | 3.3600%           |
| 2026-01-28 | 3.3600%           |
| 2026-01-29 | 3.3600%           |
| 2026-01-30 | 3.3600%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.8600%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: State Street Treasury Plus Money Market Portfolio

- **C.1 - Title:** State Street Treasury Plus Money Market Portfolio
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: FSSgAK1AW, C.3 - LEI: 5493008OWE0VKOXO4934, C.5 - Other ID: FSSgAK1AW
- **C.18 - Value (incl. sponsor support):** $73006012.18
- **C.18.a - Value (excl. sponsor support):** $73006012.18
- **C.19 - Percentage of Net Assets:** 100.0000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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:** 2026-02-06

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer