# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-057223
**Filing Date:** 2026-6
**Character Count:** 13026
**Document Hash:** 523c15fea9c705dd146a4700e8dbbc79
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-057223.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001410368-26-057223

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**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:** 261067183

**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):** 2026-05-31

**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:** $193743034.35

- **Amortized Cost of Portfolio Securities:** $193743034.35

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $904089.22

- **Net Assets of Series:** $192838945.13

- **Number of Shares Outstanding (Series):** 192838637.3880

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $170083756984.00          | $171276753212.38           | 82.5900%                  | 83.1700%                   |
| 2026-05-04 | $174295779068.51          | $176102850502.66           | 83.0000%                  | 83.8600%                   |
| 2026-05-05 | $179230808714.78          | $181037887625.86           | 83.3900%                  | 84.2300%                   |
| 2026-05-06 | $184145149054.51          | $185389834988.56           | 83.9700%                  | 84.5400%                   |
| 2026-05-07 | $183036635601.86          | $185629330085.53           | 83.7900%                  | 84.9800%                   |
| 2026-05-08 | $179209405477.32          | $179728308766.75           | 84.0500%                  | 84.2900%                   |
| 2026-05-11 | $184214401054.55          | $184733328187.53           | 84.1400%                  | 84.3800%                   |
| 2026-05-12 | $191233320033.86          | $191785454452.35           | 84.6300%                  | 84.8700%                   |
| 2026-05-13 | $186813881511.47          | $187723023210.70           | 84.1900%                  | 84.6000%                   |
| 2026-05-14 | $192697064283.94          | $193305013030.95           | 84.7000%                  | 84.9700%                   |
| 2026-05-15 | $188819930354.43          | $189427886342.81           | 84.4300%                  | 84.7000%                   |
| 2026-05-18 | $191165326303.49          | $191740104428.74           | 84.6100%                  | 84.8600%                   |
| 2026-05-19 | $192283867550.09          | $192358651862.84           | 84.8700%                  | 84.9000%                   |
| 2026-05-20 | $190516294123.39          | $190933684961.82           | 84.7600%                  | 84.9400%                   |
| 2026-05-21 | $193643689798.17          | $194061087735.18           | 84.7800%                  | 84.9600%                   |
| 2026-05-22 | $186939090628.98          | $187743185616.48           | 84.1500%                  | 84.5100%                   |
| 2026-05-26 | $190080681699.20          | $190996655437.42           | 84.3800%                  | 84.7800%                   |
| 2026-05-27 | $192003228774.23          | $192756648176.91           | 84.6400%                  | 84.9700%                   |
| 2026-05-28 | $191959074313.91          | $192712533529.37           | 84.6300%                  | 84.9700%                   |
| 2026-05-29 | $192383210419.63          | $193256716374.35           | 84.6500%                  | 85.0300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7100%             |
| 2026-05-04 | 3.7000%             |
| 2026-05-05 | 3.7000%             |
| 2026-05-06 | 3.7000%             |
| 2026-05-07 | 3.6900%             |
| 2026-05-08 | 3.6800%             |
| 2026-05-11 | 3.6800%             |
| 2026-05-12 | 3.6800%             |
| 2026-05-13 | 3.6800%             |
| 2026-05-14 | 3.6800%             |
| 2026-05-15 | 3.6700%             |
| 2026-05-18 | 3.6600%             |
| 2026-05-19 | 3.6600%             |
| 2026-05-20 | 3.6500%             |
| 2026-05-21 | 3.6500%             |
| 2026-05-22 | 3.6400%             |
| 2026-05-26 | 3.6500%             |
| 2026-05-27 | 3.6600%             |
| 2026-05-28 | 3.6600%             |
| 2026-05-29 | 3.6800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 1.0000                      |
|  |  |
| 2026-05-04 | 1.0000                      |
|  |  |
| 2026-05-05 | 1.0000                      |
|  |  |
| 2026-05-06 | 1.0000                      |
|  |  |
| 2026-05-07 | 1.0000                      |
|  |  |
| 2026-05-08 | 1.0000                      |
|  |  |
| 2026-05-11 | 1.0000                      |
|  |  |
| 2026-05-12 | 1.0000                      |
|  |  |
| 2026-05-13 | 1.0000                      |
|  |  |
| 2026-05-14 | 1.0000                      |
|  |  |
| 2026-05-15 | 0.9999                      |
|  |  |
| 2026-05-18 | 0.9999                      |
|  |  |
| 2026-05-19 | 0.9999                      |
|  |  |
| 2026-05-20 | 1.0000                      |
|  |  |
| 2026-05-21 | 0.9999                      |
|  |  |
| 2026-05-22 | 0.9999                      |
|  |  |
| 2026-05-26 | 0.9999                      |
|  |  |
| 2026-05-27 | 0.9999                      |
|  |  |
| 2026-05-28 | 0.9999                      |
|  |  |
| 2026-05-29 | 0.9999                      |
|  |  |

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

### Class: Advantage Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $192838945.13

- **Number of Shares Outstanding:** 192838637.3880

- **Expense Reimbursement/Waiver:** 10848.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $577245.65                | $247407.00              |
| 2026-05-04 | $540402.50                | $886619.21              |
| 2026-05-05 | $1683900.00               | $357834.10              |
| 2026-05-06 | $559363.51                | $355085.66              |
| 2026-05-07 | $646318.00                | $323230.00              |
| 2026-05-08 | $1593136.09               | $251240.00              |
| 2026-05-11 | $1342869.99               | $1138145.78             |
| 2026-05-12 | $894300.00                | $651833.69              |
| 2026-05-13 | $2002930.00               | $485810.59              |
| 2026-05-14 | $459348.00                | $746013.33              |
| 2026-05-15 | $874100.00                | $827040.03              |
| 2026-05-18 | $364703.00                | $250733.41              |
| 2026-05-19 | $2109468.24               | $113307.42              |
| 2026-05-20 | $1283099.00               | $738105.00              |
| 2026-05-21 | $581100.00                | $318196.84              |
| 2026-05-22 | $1511116.73               | $1327796.15             |
| 2026-05-26 | $369434.00                | $1621916.38             |
| 2026-05-27 | $903345.00                | $443472.46              |
| 2026-05-28 | $1464000.00               | $176072.71              |
| 2026-05-29 | $639687.24                | $850609.20              |

**Total Gross Subscriptions (Month):** $20399866.95

**Total Gross Redemptions (Month):** $12110468.96

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.3200%           |
| 2026-05-04 | 3.3100%           |
| 2026-05-05 | 3.3100%           |
| 2026-05-06 | 3.3100%           |
| 2026-05-07 | 3.3000%           |
| 2026-05-08 | 3.2900%           |
| 2026-05-11 | 3.2900%           |
| 2026-05-12 | 3.2900%           |
| 2026-05-13 | 3.2900%           |
| 2026-05-14 | 3.2900%           |
| 2026-05-15 | 3.2800%           |
| 2026-05-18 | 3.2700%           |
| 2026-05-19 | 3.2700%           |
| 2026-05-20 | 3.2600%           |
| 2026-05-21 | 3.2600%           |
| 2026-05-22 | 3.2500%           |
| 2026-05-26 | 3.2600%           |
| 2026-05-27 | 3.2700%           |
| 2026-05-28 | 3.2700%           |
| 2026-05-29 | 3.2900%           |

**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):** $193743034.35
- **C.18.a - Value (excl. sponsor support):** $193743034.35
- **C.19 - Percentage of Net Assets:** 100.0000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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:** 2026-06-05

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer