# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-022224
**Filing Date:** 2026-3
**Character Count:** 12660
**Document Hash:** 03bd31a543aa4ce9ca537648ca565f32
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-022224.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001410368-26-022224

**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:** 26729270

**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 Government Money Market Fund (Series ID: S000086383)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000251886 | Advantage Class | AGFXX           |

# 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 Government Money Market Fund

**LEI of Series:** 98450099C3D5363FC713

**EDGAR Series Identifier:** S000086383

**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:** $176302497.33

- **Amortized Cost of Portfolio Securities:** $176302497.33

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $702361.60

- **Net Assets of Series:** $175600135.73

- **Number of Shares Outstanding (Series):** 175599836.5000

- **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 | $190830243980.67          | $194698735351.15           | 84.4000%                  | 86.1100%                   |
| 2026-02-03 | $195076389542.41          | $198945111915.96           | 84.6800%                  | 86.3600%                   |
| 2026-02-04 | $201925633223.73          | $206944678178.00           | 85.1400%                  | 87.2500%                   |
| 2026-02-05 | $206126836269.06          | $209768195863.15           | 85.8900%                  | 87.4000%                   |
| 2026-02-06 | $200840302595.06          | $205516104416.22           | 85.3200%                  | 87.3100%                   |
| 2026-02-09 | $202568173443.21          | $206554180164.40           | 85.7100%                  | 87.4000%                   |
| 2026-02-10 | $201285571901.98          | $205671813885.53           | 85.4000%                  | 87.2600%                   |
| 2026-02-11 | $202895744583.41          | $207657214605.22           | 85.3600%                  | 87.3700%                   |
| 2026-02-12 | $204387630232.81          | $208059596119.57           | 85.8300%                  | 87.3700%                   |
| 2026-02-13 | $203564538443.80          | $207231723010.49           | 85.7600%                  | 87.3100%                   |
| 2026-02-17 | $207709915165.01          | $211003072222.86           | 85.9400%                  | 87.3000%                   |
| 2026-02-18 | $204236474738.99          | $207228342424.96           | 85.5900%                  | 86.8500%                   |
| 2026-02-19 | $207965287157.63          | $210121090653.10           | 86.2500%                  | 87.1400%                   |
| 2026-02-20 | $201564573204.34          | $204490502667.77           | 85.3700%                  | 86.6100%                   |
| 2026-02-23 | $201548863369.01          | $204960629040.22           | 85.5200%                  | 86.9600%                   |
| 2026-02-24 | $203012607406.26          | $205114465176.75           | 85.7400%                  | 86.6300%                   |
| 2026-02-25 | $205762899364.71          | $207692954485.70           | 85.9500%                  | 86.7600%                   |
| 2026-02-26 | $206919251775.23          | $208670694488.10           | 86.1500%                  | 86.8800%                   |
| 2026-02-27 | $202934845728.24          | $205456368966.16           | 85.6300%                  | 86.7000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7600%             |
| 2026-02-03 | 3.7600%             |
| 2026-02-04 | 3.7600%             |
| 2026-02-05 | 3.7500%             |
| 2026-02-06 | 3.7400%             |
| 2026-02-09 | 3.7400%             |
| 2026-02-10 | 3.7400%             |
| 2026-02-11 | 3.7400%             |
| 2026-02-12 | 3.7400%             |
| 2026-02-13 | 3.7400%             |
| 2026-02-17 | 3.7400%             |
| 2026-02-18 | 3.7500%             |
| 2026-02-19 | 3.7500%             |
| 2026-02-20 | 3.7500%             |
| 2026-02-23 | 3.7500%             |
| 2026-02-24 | 3.7500%             |
| 2026-02-25 | 3.7400%             |
| 2026-02-26 | 3.7400%             |
| 2026-02-27 | 3.7400%             |

### 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 | 1.0001                      |
|  |  |
| 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:** $175600135.73

- **Number of Shares Outstanding:** 175599836.5000

- **Expense Reimbursement/Waiver:** 8933.00

**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 | 1.0001          |
|  |  |
| 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 | $1253185.96               | $821094.57              |
| 2026-02-03 | $1655632.82               | $882945.89              |
| 2026-02-04 | $363018.55                | $452520.71              |
| 2026-02-05 | $1157500.00               | $681926.52              |
| 2026-02-06 | $1111000.00               | $495548.90              |
| 2026-02-09 | $534691.96                | $950669.67              |
| 2026-02-10 | $2727850.00               | $293544.62              |
| 2026-02-11 | $1805004.69               | $729207.20              |
| 2026-02-12 | $670340.20                | $412505.60              |
| 2026-02-13 | $3635760.00               | $737922.01              |
| 2026-02-17 | $246752.57                | $1168650.97             |
| 2026-02-18 | $924433.00                | $302949.03              |
| 2026-02-19 | $1729500.00               | $2490091.30             |
| 2026-02-20 | $4033010.24               | $1210463.07             |
| 2026-02-23 | $379000.00                | $121871.47              |
| 2026-02-24 | $1352950.00               | $1498614.20             |
| 2026-02-25 | $834762.44                | $1016576.02             |
| 2026-02-26 | $1052678.84               | $385540.38              |
| 2026-02-27 | $1874571.47               | $695085.19              |

**Total Gross Subscriptions (Month):** $27341642.74

**Total Gross Redemptions (Month):** $15347727.32

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.3700%           |
| 2026-02-03 | 3.3700%           |
| 2026-02-04 | 3.3700%           |
| 2026-02-05 | 3.3600%           |
| 2026-02-06 | 3.3500%           |
| 2026-02-09 | 3.3500%           |
| 2026-02-10 | 3.3500%           |
| 2026-02-11 | 3.3500%           |
| 2026-02-12 | 3.3500%           |
| 2026-02-13 | 3.3500%           |
| 2026-02-17 | 3.3500%           |
| 2026-02-18 | 3.3600%           |
| 2026-02-19 | 3.3600%           |
| 2026-02-20 | 3.3600%           |
| 2026-02-23 | 3.3600%           |
| 2026-02-24 | 3.3600%           |
| 2026-02-25 | 3.3500%           |
| 2026-02-26 | 3.3500%           |
| 2026-02-27 | 3.3500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9400%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: State Street U.S. Government Money Market Portfolio

- **C.1 - Title:** State Street U.S. Government Money Market Portfolio
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: FSSgAK1AV, C.3 - LEI: 549300EG2J8MKJKUK458, C.5 - Other ID: FSSgAK1AV
- **C.18 - Value (incl. sponsor support):** $176302497.33
- **C.18.a - Value (excl. sponsor support):** $176302497.33
- **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