# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-000308
**Filing Date:** 2026-1
**Character Count:** 13716
**Document Hash:** 69d3f73f0747b9ad58bf11d9afd69fb6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-000308.hdr.sgml**: 20260108

**ACCESSION NUMBER**: 0001410368-26-000308

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260108

**DATE AS OF CHANGE**: 20260108

**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:** 26517996

**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):** 2025-12-31

**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:** $129060837.05

- **Amortized Cost of Portfolio Securities:** $129060837.05

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $495209.25

- **Net Assets of Series:** $128565627.80

- **Number of Shares Outstanding (Series):** 128564645.3500

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2025-12-01 | $16502498269.17           | $16502498269.17            | 99.9300%                  | 99.9300%                   |
| 2025-12-02 | $15319789991.26           | $15319789991.26            | 99.9200%                  | 99.9200%                   |
| 2025-12-03 | $15042612518.37           | $15042612518.37            | 99.9200%                  | 99.9200%                   |
| 2025-12-04 | $15380667796.89           | $15380667796.89            | 99.9100%                  | 99.9100%                   |
| 2025-12-05 | $15044717084.29           | $15044717084.29            | 99.9100%                  | 99.9100%                   |
| 2025-12-08 | $17149698090.89           | $17149698090.89            | 99.9100%                  | 99.9100%                   |
| 2025-12-09 | $16591803656.54           | $16591803656.54            | 99.8900%                  | 99.8900%                   |
| 2025-12-10 | $16815906746.60           | $16815906746.60            | 99.8900%                  | 99.8900%                   |
| 2025-12-11 | $15702170196.84           | $15702170196.84            | 99.8800%                  | 99.8800%                   |
| 2025-12-12 | $15534550318.34           | $15534550318.34            | 99.8700%                  | 99.8700%                   |
| 2025-12-15 | $15953324762.15           | $15953324762.15            | 99.8700%                  | 99.8700%                   |
| 2025-12-16 | $15934270664.74           | $15934270664.74            | 99.8700%                  | 99.8700%                   |
| 2025-12-17 | $17575813716.30           | $17575813716.30            | 99.8800%                  | 99.8800%                   |
| 2025-12-18 | $17227434111.58           | $17227434111.58            | 99.8800%                  | 99.8800%                   |
| 2025-12-19 | $17829723568.15           | $17829723568.15            | 99.8700%                  | 99.8700%                   |
| 2025-12-22 | $19030645455.24           | $19030645455.24            | 99.8800%                  | 99.8800%                   |
| 2025-12-23 | $17219917400.80           | $17219917400.80            | 99.8700%                  | 99.8700%                   |
| 2025-12-24 | $17731189901.94           | $17731189901.94            | 99.8700%                  | 99.8700%                   |
| 2025-12-26 | $17824696897.87           | $17824696897.87            | 99.8600%                  | 99.8600%                   |
| 2025-12-29 | $17006834587.84           | $17006834587.84            | 99.8500%                  | 99.8500%                   |
| 2025-12-30 | $16551220436.23           | $16551220436.23            | 99.8500%                  | 99.8500%                   |
| 2025-12-31 | $17225739335.13           | $17225739335.13            | 99.8800%                  | 99.8800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-12-01 | 3.9800%             |
| 2025-12-02 | 3.9800%             |
| 2025-12-03 | 3.9700%             |
| 2025-12-04 | 3.9700%             |
| 2025-12-05 | 3.9600%             |
| 2025-12-08 | 3.9600%             |
| 2025-12-09 | 3.9500%             |
| 2025-12-10 | 3.9400%             |
| 2025-12-11 | 3.9400%             |
| 2025-12-12 | 3.9100%             |
| 2025-12-15 | 3.9100%             |
| 2025-12-16 | 3.9000%             |
| 2025-12-17 | 3.8900%             |
| 2025-12-18 | 3.8800%             |
| 2025-12-19 | 3.8500%             |
| 2025-12-22 | 3.8400%             |
| 2025-12-23 | 3.8400%             |
| 2025-12-24 | 3.8300%             |
| 2025-12-26 | 3.8300%             |
| 2025-12-29 | 3.8300%             |
| 2025-12-30 | 3.8200%             |
| 2025-12-31 | 3.8100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2025-12-01 | 1.0001                      |
|  |  |
| 2025-12-02 | 1.0002                      |
|  |  |
| 2025-12-03 | 1.0003                      |
|  |  |
| 2025-12-04 | 1.0002                      |
|  |  |
| 2025-12-05 | 1.0002                      |
|  |  |
| 2025-12-08 | 1.0002                      |
|  |  |
| 2025-12-09 | 1.0002                      |
|  |  |
| 2025-12-10 | 1.0003                      |
|  |  |
| 2025-12-11 | 1.0003                      |
|  |  |
| 2025-12-12 | 1.0003                      |
|  |  |
| 2025-12-15 | 1.0003                      |
|  |  |
| 2025-12-16 | 1.0003                      |
|  |  |
| 2025-12-17 | 1.0003                      |
|  |  |
| 2025-12-18 | 1.0003                      |
|  |  |
| 2025-12-19 | 1.0003                      |
|  |  |
| 2025-12-22 | 1.0003                      |
|  |  |
| 2025-12-23 | 1.0003                      |
|  |  |
| 2025-12-24 | 1.0003                      |
|  |  |
| 2025-12-26 | 1.0003                      |
|  |  |
| 2025-12-29 | 1.0003                      |
|  |  |
| 2025-12-30 | 1.0003                      |
|  |  |
| 2025-12-31 | 1.0002                      |
|  |  |

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

### Class: Advantage Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $128565627.80

- **Number of Shares Outstanding:** 128564645.3500

- **Expense Reimbursement/Waiver:** 7653.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-12-01 | 1.0001          |
|  |  |
| 2025-12-02 | 1.0002          |
|  |  |
| 2025-12-03 | 1.0003          |
|  |  |
| 2025-12-04 | 1.0002          |
|  |  |
| 2025-12-05 | 1.0002          |
|  |  |
| 2025-12-08 | 1.0002          |
|  |  |
| 2025-12-09 | 1.0002          |
|  |  |
| 2025-12-10 | 1.0003          |
|  |  |
| 2025-12-11 | 1.0003          |
|  |  |
| 2025-12-12 | 1.0003          |
|  |  |
| 2025-12-15 | 1.0003          |
|  |  |
| 2025-12-16 | 1.0003          |
|  |  |
| 2025-12-17 | 1.0003          |
|  |  |
| 2025-12-18 | 1.0003          |
|  |  |
| 2025-12-19 | 1.0003          |
|  |  |
| 2025-12-22 | 1.0003          |
|  |  |
| 2025-12-23 | 1.0003          |
|  |  |
| 2025-12-24 | 1.0003          |
|  |  |
| 2025-12-26 | 1.0003          |
|  |  |
| 2025-12-29 | 1.0003          |
|  |  |
| 2025-12-30 | 1.0003          |
|  |  |
| 2025-12-31 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-12-01 | $1673942.89               | $136665.15              |
| 2025-12-02 | $957425.08                | $382001.09              |
| 2025-12-03 | $258000.00                | $626548.25              |
| 2025-12-04 | $3541444.12               | $504065.05              |
| 2025-12-05 | $826159.98                | $247414.42              |
| 2025-12-08 | $241560.92                | $1357662.62             |
| 2025-12-09 | $511481.72                | $619452.70              |
| 2025-12-10 | $400450.00                | $389886.10              |
| 2025-12-11 | $5192145.52               | $48933.94               |
| 2025-12-12 | $1338124.83               | $263657.12              |
| 2025-12-15 | $875837.25                | $148613.28              |
| 2025-12-16 | $1338201.67               | $178875.00              |
| 2025-12-17 | $842990.00                | $373574.93              |
| 2025-12-18 | $397049.42                | $78085.00               |
| 2025-12-19 | $1149500.00               | $47000.00               |
| 2025-12-22 | $1672466.00               | $184257.00              |
| 2025-12-23 | $595545.52                | $96746.98               |
| 2025-12-24 | $1075988.07               | $1630146.04             |
| 2025-12-26 | $1703727.75               | $235040.00              |
| 2025-12-29 | $190000.00                | $169530.00              |
| 2025-12-30 | $2094700.00               | $478805.01              |
| 2025-12-31 | $629667.43                | $1248042.58             |

**Total Gross Subscriptions (Month):** $27506408.17

**Total Gross Redemptions (Month):** $9445002.26

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-12-01 | 3.5900%           |
| 2025-12-02 | 3.5900%           |
| 2025-12-03 | 3.5800%           |
| 2025-12-04 | 3.5800%           |
| 2025-12-05 | 3.5700%           |
| 2025-12-08 | 3.5700%           |
| 2025-12-09 | 3.5600%           |
| 2025-12-10 | 3.5500%           |
| 2025-12-11 | 3.5500%           |
| 2025-12-12 | 3.5200%           |
| 2025-12-15 | 3.5200%           |
| 2025-12-16 | 3.5100%           |
| 2025-12-17 | 3.5000%           |
| 2025-12-18 | 3.4900%           |
| 2025-12-19 | 3.4600%           |
| 2025-12-22 | 3.4500%           |
| 2025-12-23 | 3.4500%           |
| 2025-12-24 | 3.4400%           |
| 2025-12-26 | 3.4400%           |
| 2025-12-29 | 3.4400%           |
| 2025-12-30 | 3.4300%           |
| 2025-12-31 | 3.4200%           |

**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: N/A, C.5 - Other ID: FSSgAK1AX
- **C.18 - Value (incl. sponsor support):** $129060837.05
- **C.18.a - Value (excl. sponsor support):** $129060837.05
- **C.19 - Percentage of Net Assets:** 100.0000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **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:** 2026-01-08

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer