# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-022222
**Filing Date:** 2026-3
**Character Count:** 12642
**Document Hash:** f605c89d7aaf0ca9d2be40b77b1ca023
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-022222.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001410368-26-022222

**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:** 26729269

**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):** 2026-02-28

**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:** $141661336.25

- **Amortized Cost of Portfolio Securities:** $141661336.25

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $553782.37

- **Net Assets of Series:** $141107553.88

- **Number of Shares Outstanding (Series):** 141106935.1900

- **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 | 3.7300%             |
| 2026-02-05 | 3.7300%             |
| 2026-02-06 | 3.7300%             |
| 2026-02-09 | 3.7300%             |
| 2026-02-10 | 3.7300%             |
| 2026-02-11 | 3.7300%             |
| 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 | 1.0001                      |
|  |  |
| 2026-02-11 | 1.0001                      |
|  |  |
| 2026-02-12 | 1.0001                      |
|  |  |
| 2026-02-13 | 1.0001                      |
|  |  |
| 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: Advantage Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $141107553.88

- **Number of Shares Outstanding:** 141106935.1900

- **Expense Reimbursement/Waiver:** 7716.00

**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 | 1.0001          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0001          |
|  |  |
| 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 | $690450.52                | $1535957.83             |
| 2026-02-03 | $1089112.94               | $766670.63              |
| 2026-02-04 | $125100.00                | $732929.64              |
| 2026-02-05 | $1504110.58               | $1089527.80             |
| 2026-02-06 | $512550.00                | $949758.16              |
| 2026-02-09 | $401086.66                | $523684.83              |
| 2026-02-10 | $381865.00                | $991890.00              |
| 2026-02-11 | $435292.49                | $1376724.54             |
| 2026-02-12 | $611143.24                | $93347.89               |
| 2026-02-13 | $1547223.82               | $708316.10              |
| 2026-02-17 | $776250.00                | $676624.08              |
| 2026-02-18 | $487000.00                | $427053.97              |
| 2026-02-19 | $682180.00                | $40654.20               |
| 2026-02-20 | $455458.50                | $467652.20              |
| 2026-02-23 | $329300.00                | $296083.79              |
| 2026-02-24 | $439883.42                | $1218351.81             |
| 2026-02-25 | $596200.00                | $701046.57              |
| 2026-02-26 | $401450.00                | $515013.75              |
| 2026-02-27 | $388450.00                | $892764.77              |

**Total Gross Subscriptions (Month):** $11854107.17

**Total Gross Redemptions (Month):** $14004052.56

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.3400%           |
| 2026-02-03 | 3.3400%           |
| 2026-02-04 | 3.3400%           |
| 2026-02-05 | 3.3400%           |
| 2026-02-06 | 3.3400%           |
| 2026-02-09 | 3.3400%           |
| 2026-02-10 | 3.3400%           |
| 2026-02-11 | 3.3400%           |
| 2026-02-12 | 3.3400%           |
| 2026-02-13 | 3.3400%           |
| 2026-02-17 | 3.3400%           |
| 2026-02-18 | 3.3400%           |
| 2026-02-19 | 3.3400%           |
| 2026-02-20 | 3.3300%           |
| 2026-02-23 | 3.3300%           |
| 2026-02-24 | 3.3300%           |
| 2026-02-25 | 3.3300%           |
| 2026-02-26 | 3.3300%           |
| 2026-02-27 | 3.3300%           |

**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):** $141661336.25
- **C.18.a - Value (excl. sponsor support):** $141661336.25
- **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