# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-010398
**Filing Date:** 2026-2
**Character Count:** 13005
**Document Hash:** 0031652520f83552051507dd8d8c889c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-010398.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001410368-26-010398

**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:** 26605378

**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):** 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 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:** $143804337.11

- **Amortized Cost of Portfolio Securities:** $143804337.11

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $546819.81

- **Net Assets of Series:** $143257517.30

- **Number of Shares Outstanding (Series):** 143256880.5800

- **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 | $16441347779.70           | $16441347779.70            | 99.8700%                  | 99.8700%                   |
| 2026-01-05 | $17125247080.56           | $17125247080.56            | 99.8800%                  | 99.8800%                   |
| 2026-01-06 | $16250497653.13           | $16250497653.13            | 99.8700%                  | 99.8700%                   |
| 2026-01-07 | $16367961417.49           | $16367961417.49            | 99.8700%                  | 99.8700%                   |
| 2026-01-08 | $16304322699.97           | $16304322699.97            | 99.8600%                  | 99.8600%                   |
| 2026-01-09 | $16318562848.55           | $16318562848.55            | 99.8600%                  | 99.8600%                   |
| 2026-01-12 | $17093253350.22           | $17093253350.22            | 99.8600%                  | 99.8600%                   |
| 2026-01-13 | $16342820290.81           | $16342820290.81            | 99.8500%                  | 99.8500%                   |
| 2026-01-14 | $16728999654.63           | $16728999654.63            | 99.8600%                  | 99.8600%                   |
| 2026-01-15 | $17962089032.13           | $17962089032.13            | 99.8600%                  | 99.8600%                   |
| 2026-01-16 | $17934381951.86           | $17934381951.86            | 99.8600%                  | 99.8600%                   |
| 2026-01-20 | $17933053009.46           | $17933053009.46            | 99.8500%                  | 99.8500%                   |
| 2026-01-21 | $17859899951.68           | $17859899951.68            | 99.8500%                  | 99.8500%                   |
| 2026-01-22 | $17490186249.91           | $17490186249.91            | 99.8500%                  | 99.8500%                   |
| 2026-01-23 | $17247549518.03           | $17247549518.03            | 99.8600%                  | 99.8600%                   |
| 2026-01-26 | $17641484064.57           | $17641484064.57            | 99.8600%                  | 99.8600%                   |
| 2026-01-27 | $17273699190.62           | $17273699190.62            | 99.8500%                  | 99.8500%                   |
| 2026-01-28 | $17006878480.01           | $17006878480.01            | 99.8500%                  | 99.8500%                   |
| 2026-01-29 | $16821704120.21           | $16821704120.21            | 99.8400%                  | 99.8400%                   |
| 2026-01-30 | $16151159576.75           | $16151159576.75            | 99.8300%                  | 99.8300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8100%             |
| 2026-01-05 | 3.8000%             |
| 2026-01-06 | 3.8000%             |
| 2026-01-07 | 3.7900%             |
| 2026-01-08 | 3.7900%             |
| 2026-01-09 | 3.7700%             |
| 2026-01-12 | 3.7600%             |
| 2026-01-13 | 3.7600%             |
| 2026-01-14 | 3.7600%             |
| 2026-01-15 | 3.7500%             |
| 2026-01-16 | 3.7500%             |
| 2026-01-20 | 3.7500%             |
| 2026-01-21 | 3.7400%             |
| 2026-01-22 | 3.7400%             |
| 2026-01-23 | 3.7400%             |
| 2026-01-26 | 3.7400%             |
| 2026-01-27 | 3.7400%             |
| 2026-01-28 | 3.7400%             |
| 2026-01-29 | 3.7400%             |
| 2026-01-30 | 3.7300%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0003                      |
|  |  |
| 2026-01-05 | 1.0003                      |
|  |  |
| 2026-01-06 | 1.0003                      |
|  |  |
| 2026-01-07 | 1.0003                      |
|  |  |
| 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:** $143257517.30

- **Number of Shares Outstanding:** 143256880.5800

- **Expense Reimbursement/Waiver:** 8212.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 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 | $1850782.75               | $364449.90              |
| 2026-01-05 | $851635.57                | $809885.31              |
| 2026-01-06 | $278523.10                | $373466.50              |
| 2026-01-07 | $1918763.46               | $768722.73              |
| 2026-01-08 | $616302.72                | $1317433.27             |
| 2026-01-09 | $710597.85                | $228960.69              |
| 2026-01-12 | $648400.00                | $178869.06              |
| 2026-01-13 | $520000.00                | $312827.85              |
| 2026-01-14 | $2261053.42               | $195169.35              |
| 2026-01-15 | $1343869.84               | $87749.03               |
| 2026-01-16 | $1527728.66               | $109450.01              |
| 2026-01-20 | $434720.00                | $582954.08              |
| 2026-01-21 | $587943.00                | $267807.00              |
| 2026-01-22 | $578303.31                | $898454.39              |
| 2026-01-23 | $457850.00                | $277551.12              |
| 2026-01-26 | $337495.00                | $377199.40              |
| 2026-01-27 | $1141653.04               | $320272.12              |
| 2026-01-28 | $4608927.00               | $423211.00              |
| 2026-01-29 | $2154478.00               | $351826.32              |
| 2026-01-30 | $713600.00                | $604132.36              |

**Total Gross Subscriptions (Month):** $23542626.72

**Total Gross Redemptions (Month):** $8850391.49

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.4200%           |
| 2026-01-05 | 3.4100%           |
| 2026-01-06 | 3.4100%           |
| 2026-01-07 | 3.4000%           |
| 2026-01-08 | 3.4000%           |
| 2026-01-09 | 3.3800%           |
| 2026-01-12 | 3.3700%           |
| 2026-01-13 | 3.3700%           |
| 2026-01-14 | 3.3700%           |
| 2026-01-15 | 3.3600%           |
| 2026-01-16 | 3.3600%           |
| 2026-01-20 | 3.3600%           |
| 2026-01-21 | 3.3500%           |
| 2026-01-22 | 3.3500%           |
| 2026-01-23 | 3.3500%           |
| 2026-01-26 | 3.3500%           |
| 2026-01-27 | 3.3500%           |
| 2026-01-28 | 3.3500%           |
| 2026-01-29 | 3.3500%           |
| 2026-01-30 | 3.3400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9200%         | 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: 549300N64B7W4646YW39, C.5 - Other ID: FSSgAK1AX
- **C.18 - Value (incl. sponsor support):** $143804337.11
- **C.18.a - Value (excl. sponsor support):** $143804337.11
- **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