# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-034728
**Filing Date:** 2026-4
**Character Count:** 13746
**Document Hash:** 833b01ef658fec5e6f04c8eca0ea8c57
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034728.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001410368-26-034728

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**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:** 26843362

**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 Plus Money Market Fund (Series ID: S000086382)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000251885 | Advantage Class | ATPXX           |

# 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):** 2026-03-31

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

**CIK Number of Registrant:** 0001107414

**LEI of Registrant:** 549300P1E098W6ES7M39

**Name of Series:** State Street Federal Treasury Plus Money Market Fund

**LEI of Series:** 984500FCIE7E84F01E90

**EDGAR Series Identifier:** S000086382

**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:** $89286446.31

- **Amortized Cost of Portfolio Securities:** $89286446.31

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $378331.15

- **Net Assets of Series:** $88908115.16

- **Number of Shares Outstanding (Series):** 88908141.5940

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $65547804174.40           | $65887804174.40            | 97.5600%                  | 98.0700%                   |
| 2026-03-03 | $66296974797.52           | $66861974797.52            | 97.2600%                  | 98.0900%                   |
| 2026-03-04 | $65977055542.48           | $66652055542.48            | 97.0900%                  | 98.0800%                   |
| 2026-03-05 | $66907709858.92           | $67127709858.92            | 97.7700%                  | 98.0900%                   |
| 2026-03-06 | $66463082442.16           | $66803082442.16            | 97.5700%                  | 98.0700%                   |
| 2026-03-09 | $65978960734.38           | $66543960734.38            | 97.5600%                  | 98.3900%                   |
| 2026-03-10 | $67665084139.42           | $68120084139.42            | 97.7700%                  | 98.4300%                   |
| 2026-03-11 | $68898631848.54           | $69463631848.54            | 97.3400%                  | 98.1400%                   |
| 2026-03-12 | $70035419626.93           | $70370419626.93            | 97.6900%                  | 98.1500%                   |
| 2026-03-13 | $69541774433.57           | $69881774433.57            | 97.6500%                  | 98.1200%                   |
| 2026-03-16 | $69058782301.85           | $69648782301.85            | 96.9900%                  | 97.8200%                   |
| 2026-03-17 | $70487642272.38           | $70967642272.38            | 97.1900%                  | 97.8500%                   |
| 2026-03-18 | $70507344132.38           | $70847344132.38            | 97.3600%                  | 97.8300%                   |
| 2026-03-19 | $69974361827.28           | $70614361827.28            | 97.3100%                  | 98.2000%                   |
| 2026-03-20 | $70514737598.79           | $71104737598.79            | 97.0000%                  | 97.8100%                   |
| 2026-03-23 | $69053641222.94           | $69643641222.94            | 96.9400%                  | 97.7700%                   |
| 2026-03-24 | $67933157349.90           | $68413157349.90            | 97.0400%                  | 97.7200%                   |
| 2026-03-25 | $72454847164.25           | $72684847164.25            | 97.5400%                  | 97.8500%                   |
| 2026-03-26 | $72291559675.05           | $73041559675.05            | 97.5000%                  | 98.5100%                   |
| 2026-03-27 | $70044956003.11           | $70794956003.11            | 97.4100%                  | 98.4500%                   |
| 2026-03-30 | $67428363742.35           | $68178363742.35            | 97.3200%                  | 98.4000%                   |
| 2026-03-31 | $66989676852.89           | $67739676852.89            | 97.3600%                  | 98.4500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.7400%             |
| 2026-03-03 | 3.7400%             |
| 2026-03-04 | 3.7400%             |
| 2026-03-05 | 3.7400%             |
| 2026-03-06 | 3.7300%             |
| 2026-03-09 | 3.7200%             |
| 2026-03-10 | 3.7200%             |
| 2026-03-11 | 3.7200%             |
| 2026-03-12 | 3.7200%             |
| 2026-03-13 | 3.7200%             |
| 2026-03-16 | 3.7200%             |
| 2026-03-17 | 3.7200%             |
| 2026-03-18 | 3.7200%             |
| 2026-03-19 | 3.7200%             |
| 2026-03-20 | 3.7100%             |
| 2026-03-23 | 3.7100%             |
| 2026-03-24 | 3.7000%             |
| 2026-03-25 | 3.7100%             |
| 2026-03-26 | 3.7100%             |
| 2026-03-27 | 3.7200%             |
| 2026-03-30 | 3.7200%             |
| 2026-03-31 | 3.7200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 1.0001                      |
|  |  |
| 2026-03-03 | 1.0001                      |
|  |  |
| 2026-03-04 | 1.0000                      |
|  |  |
| 2026-03-05 | 1.0000                      |
|  |  |
| 2026-03-06 | 1.0001                      |
|  |  |
| 2026-03-09 | 1.0001                      |
|  |  |
| 2026-03-10 | 1.0000                      |
|  |  |
| 2026-03-11 | 1.0000                      |
|  |  |
| 2026-03-12 | 1.0000                      |
|  |  |
| 2026-03-13 | 1.0000                      |
|  |  |
| 2026-03-16 | 1.0000                      |
|  |  |
| 2026-03-17 | 1.0000                      |
|  |  |
| 2026-03-18 | 1.0000                      |
|  |  |
| 2026-03-19 | 1.0000                      |
|  |  |
| 2026-03-20 | 0.9999                      |
|  |  |
| 2026-03-23 | 0.9999                      |
|  |  |
| 2026-03-24 | 0.9999                      |
|  |  |
| 2026-03-25 | 0.9999                      |
|  |  |
| 2026-03-26 | 0.9999                      |
|  |  |
| 2026-03-27 | 0.9999                      |
|  |  |
| 2026-03-30 | 0.9999                      |
|  |  |
| 2026-03-31 | 1.0000                      |
|  |  |

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

### Class: Advantage Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $88908115.16

- **Number of Shares Outstanding:** 88908141.5940

- **Expense Reimbursement/Waiver:** 5730.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $1507534.17               | $309824.76              |
| 2026-03-03 | $1647398.31               | $366156.49              |
| 2026-03-04 | $907500.00                | $75597.50               |
| 2026-03-05 | $564023.72                | $669642.42              |
| 2026-03-06 | $3172422.58               | $188516.49              |
| 2026-03-09 | $425740.26                | $348203.01              |
| 2026-03-10 | $163399.40                | $193743.24              |
| 2026-03-11 | $722000.00                | $104031.52              |
| 2026-03-12 | $173690.40                | $1255263.80             |
| 2026-03-13 | $801947.77                | $536926.38              |
| 2026-03-16 | $2180140.65               | $109352.66              |
| 2026-03-17 | $105133.27                | $133160.21              |
| 2026-03-18 | $405152.96                | $384660.82              |
| 2026-03-19 | $272226.00                | $171578.13              |
| 2026-03-20 | $1173992.78               | $2554355.48             |
| 2026-03-23 | $272111.56                | $962948.20              |
| 2026-03-24 | $1407570.81               | $691804.62              |
| 2026-03-25 | $224000.00                | $121198.54              |
| 2026-03-26 | $464767.11                | $893941.64              |
| 2026-03-27 | $100650.02                | $98958.89               |
| 2026-03-30 | $1236374.48               | $380497.60              |
| 2026-03-31 | $155000.00                | $144766.00              |

**Total Gross Subscriptions (Month):** $18082776.25

**Total Gross Redemptions (Month):** $10695128.40

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.3500%           |
| 2026-03-03 | 3.3500%           |
| 2026-03-04 | 3.3500%           |
| 2026-03-05 | 3.3500%           |
| 2026-03-06 | 3.3400%           |
| 2026-03-09 | 3.3300%           |
| 2026-03-10 | 3.3300%           |
| 2026-03-11 | 3.3300%           |
| 2026-03-12 | 3.3300%           |
| 2026-03-13 | 3.3300%           |
| 2026-03-16 | 3.3300%           |
| 2026-03-17 | 3.3300%           |
| 2026-03-18 | 3.3300%           |
| 2026-03-19 | 3.3300%           |
| 2026-03-20 | 3.3200%           |
| 2026-03-23 | 3.3200%           |
| 2026-03-24 | 3.3100%           |
| 2026-03-25 | 3.3200%           |
| 2026-03-26 | 3.3200%           |
| 2026-03-27 | 3.3300%           |
| 2026-03-30 | 3.3300%           |
| 2026-03-31 | 3.3300%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.8800%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: State Street Treasury Plus Money Market Portfolio

- **C.1 - Title:** State Street Treasury Plus Money Market Portfolio
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: FSSgAK1AW, C.3 - LEI: 5493008OWE0VKOXO4934, C.5 - Other ID: FSSgAK1AW
- **C.18 - Value (incl. sponsor support):** $89286446.31
- **C.18.a - Value (excl. sponsor support):** $89286446.31
- **C.19 - Percentage of Net Assets:** 100.0000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **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:** 2026-04-07

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer