# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-010399
**Filing Date:** 2026-2
**Character Count:** 13024
**Document Hash:** de7303e996272abc91073a392f684e74
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-010399.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001410368-26-010399

**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:** 26605380

**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):** 2026-01-31

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

**CIK Number of Registrant:** 0001107414

**LEI of Registrant:** 549300P1E098W6ES7M39

**Name of Series:** State Street Federal 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:** $164309056.80

- **Amortized Cost of Portfolio Securities:** $164309056.80

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $702955.34

- **Net Assets of Series:** $163606101.46

- **Number of Shares Outstanding (Series):** 163605921.0800

- **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 | $189623271878.88          | $194404350431.51           | 84.1500%                  | 86.2700%                   |
| 2026-01-05 | $194271232453.50          | $199659961737.76           | 84.4000%                  | 86.7400%                   |
| 2026-01-06 | $199927934809.36          | $204242903517.76           | 85.0300%                  | 86.8700%                   |
| 2026-01-07 | $197321153462.49          | $201636387317.65           | 84.6100%                  | 86.4600%                   |
| 2026-01-08 | $199447189177.16          | $202305600790.95           | 85.2700%                  | 86.5000%                   |
| 2026-01-09 | $198964519590.35          | $201823149997.83           | 85.1000%                  | 86.3300%                   |
| 2026-01-12 | $193168280379.53          | $196027808815.27           | 84.7300%                  | 85.9800%                   |
| 2026-01-13 | $194695037614.24          | $197554835499.94           | 84.8100%                  | 86.0500%                   |
| 2026-01-14 | $191070020385.07          | $194695104807.54           | 84.2600%                  | 85.8600%                   |
| 2026-01-15 | $191901423882.48          | $194756778394.55           | 84.5200%                  | 85.7800%                   |
| 2026-01-16 | $189395782141.20          | $193047411903.26           | 84.1400%                  | 85.7600%                   |
| 2026-01-20 | $187736847041.89          | $191807525298.02           | 84.0300%                  | 85.8500%                   |
| 2026-01-21 | $187592228149.82          | $191819378185.29           | 83.9200%                  | 85.8100%                   |
| 2026-01-22 | $192136509860.91          | $195593943350.39           | 84.5200%                  | 86.0400%                   |
| 2026-01-23 | $188789200715.75          | $192856068884.79           | 84.0500%                  | 85.8600%                   |
| 2026-01-26 | $189804895431.64          | $193454612520.96           | 84.2500%                  | 85.8700%                   |
| 2026-01-27 | $195688074942.53          | $199181899724.60           | 84.7000%                  | 86.2200%                   |
| 2026-01-28 | $195498767424.80          | $198992909260.61           | 84.6700%                  | 86.1800%                   |
| 2026-01-29 | $193234075681.68          | $195869642330.13           | 84.8500%                  | 86.0000%                   |
| 2026-01-30 | $190192616382.18          | $193939818846.84           | 84.3100%                  | 85.9700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8500%             |
| 2026-01-05 | 3.8400%             |
| 2026-01-06 | 3.8300%             |
| 2026-01-07 | 3.8200%             |
| 2026-01-08 | 3.8000%             |
| 2026-01-09 | 3.7700%             |
| 2026-01-12 | 3.7700%             |
| 2026-01-13 | 3.7700%             |
| 2026-01-14 | 3.7700%             |
| 2026-01-15 | 3.7700%             |
| 2026-01-16 | 3.7700%             |
| 2026-01-20 | 3.7600%             |
| 2026-01-21 | 3.7600%             |
| 2026-01-22 | 3.7600%             |
| 2026-01-23 | 3.7600%             |
| 2026-01-26 | 3.7600%             |
| 2026-01-27 | 3.7600%             |
| 2026-01-28 | 3.7600%             |
| 2026-01-29 | 3.7600%             |
| 2026-01-30 | 3.7600%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0002                      |
|  |  |
| 2026-01-05 | 1.0002                      |
|  |  |
| 2026-01-06 | 1.0002                      |
|  |  |
| 2026-01-07 | 1.0002                      |
|  |  |
| 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 | 1.0002                      |
|  |  |
| 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:** $163606101.46

- **Number of Shares Outstanding:** 163605921.0800

- **Expense Reimbursement/Waiver:** 9602.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 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 | 1.0002          |
|  |  |
| 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 | $831212.84                | $1512772.58             |
| 2026-01-05 | $852447.51                | $788801.88              |
| 2026-01-06 | $633061.88                | $519113.81              |
| 2026-01-07 | $745208.10                | $799649.50              |
| 2026-01-08 | $1158388.60               | $491070.34              |
| 2026-01-09 | $412900.00                | $660063.20              |
| 2026-01-12 | $965590.79                | $140430.21              |
| 2026-01-13 | $2157801.12               | $1448626.00             |
| 2026-01-14 | $697254.15                | $589192.36              |
| 2026-01-15 | $415960.46                | $641211.23              |
| 2026-01-16 | $949463.52                | $1517817.54             |
| 2026-01-20 | $1057800.00               | $83270.31               |
| 2026-01-21 | $1461290.00               | $795373.96              |
| 2026-01-22 | $1238600.00               | $1473655.06             |
| 2026-01-23 | $1241848.00               | $498846.37              |
| 2026-01-26 | $363000.00                | $815946.74              |
| 2026-01-27 | $1121304.50               | $1022650.68             |
| 2026-01-28 | $1007672.00               | $3574365.24             |
| 2026-01-29 | $198000.00                | $176629.03              |
| 2026-01-30 | $663446.45                | $738004.18              |

**Total Gross Subscriptions (Month):** $18172249.92

**Total Gross Redemptions (Month):** $18287490.22

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.4600%           |
| 2026-01-05 | 3.4500%           |
| 2026-01-06 | 3.4400%           |
| 2026-01-07 | 3.4300%           |
| 2026-01-08 | 3.4100%           |
| 2026-01-09 | 3.3800%           |
| 2026-01-12 | 3.3800%           |
| 2026-01-13 | 3.3800%           |
| 2026-01-14 | 3.3800%           |
| 2026-01-15 | 3.3800%           |
| 2026-01-16 | 3.3800%           |
| 2026-01-20 | 3.3700%           |
| 2026-01-21 | 3.3700%           |
| 2026-01-22 | 3.3700%           |
| 2026-01-23 | 3.3700%           |
| 2026-01-26 | 3.3700%           |
| 2026-01-27 | 3.3700%           |
| 2026-01-28 | 3.3700%           |
| 2026-01-29 | 3.3700%           |
| 2026-01-30 | 3.3700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9300%         | 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):** $164309056.80
- **C.18.a - Value (excl. sponsor support):** $164309056.80
- **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