# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-022226
**Filing Date:** 2026-3
**Character Count:** 42571
**Document Hash:** 46d1c9dd9e30f9b4b9cf3af129a61ff9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-022226.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001410368-26-022226

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**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:** 26729274

**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 Institutional Treasury Money Market Fund (Series ID: S000019117)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000052877 | Premier Class                 | TRIXX           |
| C000052878 | Investment Class              | TRVXX           |
| C000143780 | Administration Class          | SSKXX           |
| C000143781 | Institutional Class           | SSJXX           |
| C000143782 | Investor Class                | SSNXX           |
| C000230479 | Bancroft Capital Class        | VTTXX           |
| C000231445 | Cabrera Capital Markets Class | CSJXX           |
| C000231446 | Blaylock Van Class            |  |
| C000231964 | Opportunity Class             | OPRXX           |

# 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):** 2026-02-28

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

**CIK Number of Registrant:** 0001107414

**LEI of Registrant:** 549300P1E098W6ES7M39

**Name of Series:** State Street Institutional Treasury Money Market Fund

**LEI of Series:** 549300Q3FHSMZ70NLT76

**EDGAR Series Identifier:** S000019117

**Total number of share classes in the series:** 9

**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:** $14957994403.38

- **Amortized Cost of Portfolio Securities:** $14957994403.38

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $43470775.43

- **Net Assets of Series:** $14914523627.95

- **Number of Shares Outstanding (Series):** 14914332462.0200

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $16288807741.11           | $16288807741.11            | 99.9500%                  | 99.9500%                   |
| 2026-02-03 | $16222959849.13           | $16222959849.13            | 99.9400%                  | 99.9400%                   |
| 2026-02-04 | $16677565546.73           | $16677565546.73            | 99.9400%                  | 99.9400%                   |
| 2026-02-05 | $16888764120.13           | $16888764120.13            | 99.9300%                  | 99.9300%                   |
| 2026-02-06 | $16979943880.09           | $16979943880.09            | 99.9300%                  | 99.9300%                   |
| 2026-02-09 | $16745714664.87           | $16745714664.87            | 99.9200%                  | 99.9200%                   |
| 2026-02-10 | $16375396567.53           | $16375396567.53            | 99.9200%                  | 99.9200%                   |
| 2026-02-11 | $15988851395.16           | $15988851395.16            | 99.9100%                  | 99.9100%                   |
| 2026-02-12 | $15973830626.45           | $15973830626.45            | 99.9100%                  | 99.9100%                   |
| 2026-02-13 | $15877501231.05           | $15877501231.05            | 99.9000%                  | 99.9000%                   |
| 2026-02-17 | $16588839478.67           | $16588839478.67            | 99.9100%                  | 99.9100%                   |
| 2026-02-18 | $16656716403.02           | $16656716403.02            | 99.9100%                  | 99.9100%                   |
| 2026-02-19 | $17127939331.91           | $17127939331.91            | 99.9100%                  | 99.9100%                   |
| 2026-02-20 | $17499553192.64           | $17499553192.64            | 99.9000%                  | 99.9000%                   |
| 2026-02-23 | $16894660574.42           | $16894660574.42            | 99.9000%                  | 99.9000%                   |
| 2026-02-24 | $17041853799.40           | $17041853799.40            | 99.8900%                  | 99.8900%                   |
| 2026-02-25 | $17049245812.20           | $17049245812.20            | 99.8900%                  | 99.8900%                   |
| 2026-02-26 | $15601594190.15           | $15601594190.15            | 99.8800%                  | 99.8800%                   |
| 2026-02-27 | $15755265031.80           | $15755265031.80            | 99.8800%                  | 99.8800%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7300%             |
| 2026-02-03 | 3.7300%             |
| 2026-02-04 | 3.7200%             |
| 2026-02-05 | 3.7200%             |
| 2026-02-06 | 3.7300%             |
| 2026-02-09 | 3.7300%             |
| 2026-02-10 | 3.7200%             |
| 2026-02-11 | 3.7200%             |
| 2026-02-12 | 3.7300%             |
| 2026-02-13 | 3.7300%             |
| 2026-02-17 | 3.7300%             |
| 2026-02-18 | 3.7300%             |
| 2026-02-19 | 3.7300%             |
| 2026-02-20 | 3.7200%             |
| 2026-02-23 | 3.7200%             |
| 2026-02-24 | 3.7200%             |
| 2026-02-25 | 3.7200%             |
| 2026-02-26 | 3.7200%             |
| 2026-02-27 | 3.7200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0001                      |
|  |  |
| 2026-02-03 | 1.0001                      |
|  |  |
| 2026-02-04 | 1.0001                      |
|  |  |
| 2026-02-05 | 1.0002                      |
|  |  |
| 2026-02-06 | 1.0001                      |
|  |  |
| 2026-02-09 | 1.0001                      |
|  |  |
| 2026-02-10 | 1.0002                      |
|  |  |
| 2026-02-11 | 1.0001                      |
|  |  |
| 2026-02-12 | 1.0001                      |
|  |  |
| 2026-02-13 | 1.0002                      |
|  |  |
| 2026-02-17 | 1.0001                      |
|  |  |
| 2026-02-18 | 1.0001                      |
|  |  |
| 2026-02-19 | 1.0001                      |
|  |  |
| 2026-02-20 | 1.0001                      |
|  |  |
| 2026-02-23 | 1.0001                      |
|  |  |
| 2026-02-24 | 1.0001                      |
|  |  |
| 2026-02-25 | 1.0001                      |
|  |  |
| 2026-02-26 | 1.0001                      |
|  |  |
| 2026-02-27 | 1.0001                      |
|  |  |

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

### Class: Premier Class

- **Minimum Initial Investment:** $250000000.00

- **Net Assets of Class:** $11469094926.05

- **Number of Shares Outstanding:** 11468948934.9500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $450338370.05             | $366124065.63           |
| 2026-02-03 | $250190563.03             | $221467552.54           |
| 2026-02-04 | $1011907964.62            | $827863300.38           |
| 2026-02-05 | $722513470.64             | $245573412.27           |
| 2026-02-06 | $289385287.61             | $176658648.63           |
| 2026-02-09 | $341653398.21             | $667101581.43           |
| 2026-02-10 | $654848210.63             | $485854900.12           |
| 2026-02-11 | $266632618.63             | $686210771.99           |
| 2026-02-12 | $146083849.16             | $463430593.67           |
| 2026-02-13 | $471870770.96             | $568919561.16           |
| 2026-02-17 | $1214352127.40            | $387911475.88           |
| 2026-02-18 | $888573148.78             | $789645970.05           |
| 2026-02-19 | $912054449.23             | $732590571.84           |
| 2026-02-20 | $1034675406.27            | $677858258.50           |
| 2026-02-23 | $235417905.40             | $1068401782.16          |
| 2026-02-24 | $426019203.13             | $219457210.52           |
| 2026-02-25 | $302041292.30             | $329108047.37           |
| 2026-02-26 | $278229109.42             | $1287250235.65          |
| 2026-02-27 | $876441704.00             | $652612817.29           |

**Total Gross Subscriptions (Month):** $10773228849.47

**Total Gross Redemptions (Month):** $10854040757.08

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6200%           |
| 2026-02-03 | 3.6100%           |
| 2026-02-04 | 3.6100%           |
| 2026-02-05 | 3.6100%           |
| 2026-02-06 | 3.6100%           |
| 2026-02-09 | 3.6100%           |
| 2026-02-10 | 3.6100%           |
| 2026-02-11 | 3.6100%           |
| 2026-02-12 | 3.6200%           |
| 2026-02-13 | 3.6200%           |
| 2026-02-17 | 3.6200%           |
| 2026-02-18 | 3.6200%           |
| 2026-02-19 | 3.6200%           |
| 2026-02-20 | 3.6100%           |
| 2026-02-23 | 3.6100%           |
| 2026-02-24 | 3.6100%           |
| 2026-02-25 | 3.6100%           |
| 2026-02-26 | 3.6100%           |
| 2026-02-27 | 3.6100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 8.3100%          | 0.0000%              |
| Depository institution or other banking institution |  | 18.6800%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.5800%          | 0.0000%              |
| Non-financial corporation                           |  | 49.3900%         | 0.0000%              |

### Class: Investment

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $174714016.41

- **Number of Shares Outstanding:** 174709605.3400

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $42584222.61              | $2153.59                |
| 2026-02-03 | $50701.04                 | $42612505.42            |
| 2026-02-04 | $0.00                     | $2255592.67             |
| 2026-02-05 | $0.00                     | $445112.76              |
| 2026-02-06 | $0.00                     | $3294858.18             |
| 2026-02-09 | $242446.16                | $155080.77              |
| 2026-02-10 | $71125.82                 | $285209.76              |
| 2026-02-11 | $3211452.38               | $666.67                 |
| 2026-02-12 | $9437936.17               | $41206.88               |
| 2026-02-13 | $157.30                   | $700837.26              |
| 2026-02-17 | $0.00                     | $20755377.31            |
| 2026-02-18 | $4636220.03               | $0.00                   |
| 2026-02-19 | $6327.11                  | $229391.49              |
| 2026-02-20 | $1070549.94               | $0.00                   |
| 2026-02-23 | $60803.61                 | $2342425.66             |
| 2026-02-24 | $0.00                     | $77282.02               |
| 2026-02-25 | $337518.03                | $852391.23              |
| 2026-02-26 | $726223.95                | $900.00                 |
| 2026-02-27 | $4222648.42               | $73991.97               |

**Total Gross Subscriptions (Month):** $66658332.57

**Total Gross Redemptions (Month):** $74124983.64

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.2700%           |
| 2026-02-03 | 3.2700%           |
| 2026-02-04 | 3.2600%           |
| 2026-02-05 | 3.2600%           |
| 2026-02-06 | 3.2700%           |
| 2026-02-09 | 3.2600%           |
| 2026-02-10 | 3.2600%           |
| 2026-02-11 | 3.2600%           |
| 2026-02-12 | 3.2700%           |
| 2026-02-13 | 3.2700%           |
| 2026-02-17 | 3.2700%           |
| 2026-02-18 | 3.2700%           |
| 2026-02-19 | 3.2700%           |
| 2026-02-20 | 3.2600%           |
| 2026-02-23 | 3.2600%           |
| 2026-02-24 | 3.2600%           |
| 2026-02-25 | 3.2600%           |
| 2026-02-26 | 3.2600%           |
| 2026-02-27 | 3.2600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 88.0600%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.4300%         | 0.0000%              |

### Class: Administration Class

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $575613901.76

- **Number of Shares Outstanding:** 575606581.9600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $19692.96                 | $8435751.60             |
| 2026-02-03 | $1620786.39               | $0.00                   |
| 2026-02-04 | $3158611.13               | $600.00                 |
| 2026-02-05 | $0.00                     | $0.08                   |
| 2026-02-06 | $0.00                     | $3.72                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $200.12                   | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $566904.69                | $0.00                   |
| 2026-02-13 | $0.00                     | $56.51                  |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $238023.90                | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $1620786.39             |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $5604219.19

**Total Gross Redemptions (Month):** $10057198.30

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.3700%           |
| 2026-02-03 | 3.3700%           |
| 2026-02-04 | 3.3600%           |
| 2026-02-05 | 3.3600%           |
| 2026-02-06 | 3.3700%           |
| 2026-02-09 | 3.3600%           |
| 2026-02-10 | 3.3600%           |
| 2026-02-11 | 3.3600%           |
| 2026-02-12 | 3.3700%           |
| 2026-02-13 | 3.3700%           |
| 2026-02-17 | 3.3700%           |
| 2026-02-18 | 3.3700%           |
| 2026-02-19 | 3.3700%           |
| 2026-02-20 | 3.3600%           |
| 2026-02-23 | 3.3600%           |
| 2026-02-24 | 3.3600%           |
| 2026-02-25 | 3.3600%           |
| 2026-02-26 | 3.3600%           |
| 2026-02-27 | 3.3600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 97.7200%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $2292435003.45

- **Number of Shares Outstanding:** 2292410977.1700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0001          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $67271150.07              | $42530369.90            |
| 2026-02-03 | $1027497.43               | $32376593.14            |
| 2026-02-04 | $84937640.90              | $11811368.13            |
| 2026-02-05 | $126911.78                | $113927423.45           |
| 2026-02-06 | $7381488.99               | $58971416.17            |
| 2026-02-09 | $3343817.79               | $16643291.05            |
| 2026-02-10 | $37192.28                 | $202362924.88           |
| 2026-02-11 | $43365378.61              | $6531782.92             |
| 2026-02-12 | $70341730.16              | $3862620.25             |
| 2026-02-13 | $7199071.91               | $5447795.45             |
| 2026-02-17 | $12655159.22              | $448716.82              |
| 2026-02-18 | $1123413.24               | $15121725.94            |
| 2026-02-19 | $62144849.01              | $1600614.65             |
| 2026-02-20 | $23257727.33              | $4336697.02             |
| 2026-02-23 | $16047775.87              | $15874207.50            |
| 2026-02-24 | $7142.05                  | $2601339.71             |
| 2026-02-25 | $37028796.93              | $170369424.74           |
| 2026-02-26 | $407665448.49             | $66180011.43            |
| 2026-02-27 | $15890006.32              | $6796915.82             |

**Total Gross Subscriptions (Month):** $860852198.38

**Total Gross Redemptions (Month):** $777795238.97

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5900%           |
| 2026-02-03 | 3.5900%           |
| 2026-02-04 | 3.5800%           |
| 2026-02-05 | 3.5800%           |
| 2026-02-06 | 3.5800%           |
| 2026-02-09 | 3.5800%           |
| 2026-02-10 | 3.5800%           |
| 2026-02-11 | 3.5800%           |
| 2026-02-12 | 3.5900%           |
| 2026-02-13 | 3.5900%           |
| 2026-02-17 | 3.5900%           |
| 2026-02-18 | 3.5900%           |
| 2026-02-19 | 3.5900%           |
| 2026-02-20 | 3.5800%           |
| 2026-02-23 | 3.5800%           |
| 2026-02-24 | 3.5800%           |
| 2026-02-25 | 3.5800%           |
| 2026-02-26 | 3.5800%           |
| 2026-02-27 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 41.3400%         | 0.0000%              |
| Broker-dealer                                       |  | 8.3800%          | 0.0000%              |
| Depository institution or other banking institution |  | 37.7000%         | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $326034807.76

- **Number of Shares Outstanding:** 326028046.8700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0001          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $6674549.04               | $58716485.84            |
| 2026-02-03 | $5400181.24               | $2389686.23             |
| 2026-02-04 | $3121374.36               | $1539304.22             |
| 2026-02-05 | $6824109.47               | $26419777.03            |
| 2026-02-06 | $12451979.66              | $2084091.78             |
| 2026-02-09 | $13357805.40              | $1256104.26             |
| 2026-02-10 | $6020151.85               | $8878286.02             |
| 2026-02-11 | $7815162.86               | $1697194.55             |
| 2026-02-12 | $4494300.42               | $10152156.94            |
| 2026-02-13 | $4600760.34               | $4642851.42             |
| 2026-02-17 | $2848165.63               | $44318460.36            |
| 2026-02-18 | $46782819.68              | $3345126.22             |
| 2026-02-19 | $57570173.38              | $4261590.60             |
| 2026-02-20 | $29922021.62              | $41985977.54            |
| 2026-02-23 | $11029845.14              | $14073543.45            |
| 2026-02-24 | $24111182.71              | $11364168.43            |
| 2026-02-25 | $3371864.94               | $10457670.29            |
| 2026-02-26 | $545206.31                | $14448709.58            |
| 2026-02-27 | $44060528.44              | $1054514.72             |

**Total Gross Subscriptions (Month):** $291002182.49

**Total Gross Redemptions (Month):** $263085699.48

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5400%           |
| 2026-02-03 | 3.5300%           |
| 2026-02-04 | 3.5300%           |
| 2026-02-05 | 3.5300%           |
| 2026-02-06 | 3.5300%           |
| 2026-02-09 | 3.5300%           |
| 2026-02-10 | 3.5300%           |
| 2026-02-11 | 3.5300%           |
| 2026-02-12 | 3.5400%           |
| 2026-02-13 | 3.5400%           |
| 2026-02-17 | 3.5400%           |
| 2026-02-18 | 3.5400%           |
| 2026-02-19 | 3.5400%           |
| 2026-02-20 | 3.5300%           |
| 2026-02-23 | 3.5300%           |
| 2026-02-24 | 3.5300%           |
| 2026-02-25 | 3.5300%           |
| 2026-02-26 | 3.5300%           |
| 2026-02-27 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 92.1700%         | 0.0000%              |
| Non-financial corporation |  | 6.3500%          | 0.0000%              |

### Class: Bancroft Capital Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $100032.08

- **Number of Shares Outstanding:** 100014.7400

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0003          |
|  |  |
| 2026-02-03 | 1.0003          |
|  |  |
| 2026-02-04 | 1.0003          |
|  |  |
| 2026-02-05 | 1.0003          |
|  |  |
| 2026-02-06 | 1.0003          |
|  |  |
| 2026-02-09 | 1.0003          |
|  |  |
| 2026-02-10 | 1.0003          |
|  |  |
| 2026-02-11 | 1.0003          |
|  |  |
| 2026-02-12 | 1.0003          |
|  |  |
| 2026-02-13 | 1.0003          |
|  |  |
| 2026-02-17 | 1.0003          |
|  |  |
| 2026-02-18 | 1.0003          |
|  |  |
| 2026-02-19 | 1.0003          |
|  |  |
| 2026-02-20 | 1.0003          |
|  |  |
| 2026-02-23 | 1.0003          |
|  |  |
| 2026-02-24 | 1.0003          |
|  |  |
| 2026-02-25 | 1.0003          |
|  |  |
| 2026-02-26 | 1.0003          |
|  |  |
| 2026-02-27 | 1.0003          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $14.74                    | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $14.74

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5900%           |
| 2026-02-03 | 3.5900%           |
| 2026-02-04 | 3.5900%           |
| 2026-02-05 | 3.5800%           |
| 2026-02-06 | 3.5900%           |
| 2026-02-09 | 3.5900%           |
| 2026-02-10 | 3.5900%           |
| 2026-02-11 | 3.5900%           |
| 2026-02-12 | 3.5900%           |
| 2026-02-13 | 3.5900%           |
| 2026-02-17 | 3.5900%           |
| 2026-02-18 | 3.5900%           |
| 2026-02-19 | 3.5900%           |
| 2026-02-20 | 3.5800%           |
| 2026-02-23 | 3.5800%           |
| 2026-02-24 | 3.5800%           |
| 2026-02-25 | 3.5800%           |
| 2026-02-26 | 3.5800%           |
| 2026-02-27 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category            | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                     | LIMITED LIABILITY COMPANY | 50.0000%         | 0.0000%              |
| Non-financial corporation |  | 49.9900%         | 0.0000%              |

### Class: Cabrera Capital Markets Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $358556.91

- **Number of Shares Outstanding:** 358527.3400

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0006          |
|  |  |
| 2026-02-03 | 1.0006          |
|  |  |
| 2026-02-04 | 1.0006          |
|  |  |
| 2026-02-05 | 1.0007          |
|  |  |
| 2026-02-06 | 1.0006          |
|  |  |
| 2026-02-09 | 1.0006          |
|  |  |
| 2026-02-10 | 1.0006          |
|  |  |
| 2026-02-11 | 1.0006          |
|  |  |
| 2026-02-12 | 1.0002          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0002          |
|  |  |
| 2026-02-19 | 1.0002          |
|  |  |
| 2026-02-20 | 1.0002          |
|  |  |
| 2026-02-23 | 1.0002          |
|  |  |
| 2026-02-24 | 1.0002          |
|  |  |
| 2026-02-25 | 1.0002          |
|  |  |
| 2026-02-26 | 1.0002          |
|  |  |
| 2026-02-27 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $179.18                   | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $300000.00                | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $300179.18

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5900%           |
| 2026-02-03 | 3.5900%           |
| 2026-02-04 | 3.5900%           |
| 2026-02-05 | 3.5900%           |
| 2026-02-06 | 3.5900%           |
| 2026-02-09 | 3.5900%           |
| 2026-02-10 | 3.5900%           |
| 2026-02-11 | 3.5900%           |
| 2026-02-12 | 3.5900%           |
| 2026-02-13 | 3.5900%           |
| 2026-02-17 | 3.5900%           |
| 2026-02-18 | 3.5900%           |
| 2026-02-19 | 3.5900%           |
| 2026-02-20 | 3.5800%           |
| 2026-02-23 | 3.5800%           |
| 2026-02-24 | 3.5800%           |
| 2026-02-25 | 3.5800%           |
| 2026-02-26 | 3.5800%           |
| 2026-02-27 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 83.6700%         | 0.0000%              |
| Depository institution or other banking institution |  | 16.3200%         | 0.0000%              |

### Class: Blaylock Van Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $0.00

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 0.0000          |
|  |  |
| 2026-02-03 | 0.0000          |
|  |  |
| 2026-02-04 | 0.0000          |
|  |  |
| 2026-02-05 | 0.0000          |
|  |  |
| 2026-02-06 | 0.0000          |
|  |  |
| 2026-02-09 | 0.0000          |
|  |  |
| 2026-02-10 | 0.0000          |
|  |  |
| 2026-02-11 | 0.0000          |
|  |  |
| 2026-02-12 | 0.0000          |
|  |  |
| 2026-02-13 | 0.0000          |
|  |  |
| 2026-02-17 | 0.0000          |
|  |  |
| 2026-02-18 | 0.0000          |
|  |  |
| 2026-02-19 | 0.0000          |
|  |  |
| 2026-02-20 | 0.0000          |
|  |  |
| 2026-02-23 | 0.0000          |
|  |  |
| 2026-02-24 | 0.0000          |
|  |  |
| 2026-02-25 | 0.0000          |
|  |  |
| 2026-02-26 | 0.0000          |
|  |  |
| 2026-02-27 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $0.00                     | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $0.00

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 0.0000%           |
| 2026-02-03 | 0.0000%           |
| 2026-02-04 | 0.0000%           |
| 2026-02-05 | 0.0000%           |
| 2026-02-06 | 0.0000%           |
| 2026-02-09 | 0.0000%           |
| 2026-02-10 | 0.0000%           |
| 2026-02-11 | 0.0000%           |
| 2026-02-12 | 0.0000%           |
| 2026-02-13 | 0.0000%           |
| 2026-02-17 | 0.0000%           |
| 2026-02-18 | 0.0000%           |
| 2026-02-19 | 0.0000%           |
| 2026-02-20 | 0.0000%           |
| 2026-02-23 | 0.0000%           |
| 2026-02-24 | 0.0000%           |
| 2026-02-25 | 0.0000%           |
| 2026-02-26 | 0.0000%           |
| 2026-02-27 | 0.0000%           |

### Class: Opportunity Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $76172383.53

- **Number of Shares Outstanding:** 76169773.6500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0002          |
|  |  |
| 2026-02-03 | 1.0002          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0002          |
|  |  |
| 2026-02-09 | 1.0002          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0002          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 2026-02-17 | 1.0002          |
|  |  |
| 2026-02-18 | 1.0002          |
|  |  |
| 2026-02-19 | 1.0001          |
|  |  |
| 2026-02-20 | 1.0001          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $332925.38                | $142367.01              |
| 2026-02-03 | $35000000.00              | $19.93                  |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $5000000.00             |
| 2026-02-13 | $0.00                     | $5000000.00             |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $2500000.00               | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $10000000.00              | $5000000.00             |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $0.00                     | $3000000.00             |

**Total Gross Subscriptions (Month):** $47832925.38

**Total Gross Redemptions (Month):** $18142386.94

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5900%           |
| 2026-02-03 | 3.5800%           |
| 2026-02-04 | 3.5800%           |
| 2026-02-05 | 3.5800%           |
| 2026-02-06 | 3.5800%           |
| 2026-02-09 | 3.5800%           |
| 2026-02-10 | 3.5800%           |
| 2026-02-11 | 3.5800%           |
| 2026-02-12 | 3.5900%           |
| 2026-02-13 | 3.5900%           |
| 2026-02-17 | 3.5900%           |
| 2026-02-18 | 3.5900%           |
| 2026-02-19 | 3.5900%           |
| 2026-02-20 | 3.5800%           |
| 2026-02-23 | 3.5800%           |
| 2026-02-24 | 3.5800%           |
| 2026-02-25 | 3.5800%           |
| 2026-02-26 | 3.5800%           |
| 2026-02-27 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 29.4800%         | 0.0000%              |
| Depository institution or other banking institution |  | 70.4400%         | 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: FSSgAK171, C.3 - LEI: 549300N64B7W4646YW39, C.5 - Other ID: FSSgAK171
- **C.18 - Value (incl. sponsor support):** $14957994403.38
- **C.18.a - Value (excl. sponsor support):** $14957994403.38
- **C.19 - Percentage of Net Assets:** 100.0000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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:** 2026-03-06

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer