# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-034725
**Filing Date:** 2026-4
**Character Count:** 13753
**Document Hash:** aa87fc572e374068241663464304fa66
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034725.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001410368-26-034725

**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:** 26843360

**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):** 2026-03-31

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

**CIK Number of Registrant:** 0001107414

**LEI of Registrant:** 549300P1E098W6ES7M39

**Name of Series:** State Street Federal 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:** $185937226.33

- **Amortized Cost of Portfolio Securities:** $185937226.33

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $801132.70

- **Net Assets of Series:** $185136093.63

- **Number of Shares Outstanding (Series):** 185135785.8800

- **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 | $197047398854.63          | $199569154665.99           | 85.2700%                  | 86.3600%                   |
| 2026-03-03 | $197450279694.69          | $200762173450.73           | 84.8300%                  | 86.2500%                   |
| 2026-03-04 | $190698832700.11          | $193794500923.47           | 84.3200%                  | 85.6900%                   |
| 2026-03-05 | $194687744177.81          | $195995309093.23           | 85.2500%                  | 85.8200%                   |
| 2026-03-06 | $190397647688.20          | $192210458835.28           | 84.7600%                  | 85.5600%                   |
| 2026-03-09 | $188217237931.30          | $190805304409.78           | 84.6100%                  | 85.7800%                   |
| 2026-03-10 | $194845059984.90          | $197058195052.16           | 85.2000%                  | 86.1600%                   |
| 2026-03-11 | $186351839506.68          | $189390447285.04           | 84.2000%                  | 85.5700%                   |
| 2026-03-12 | $180159256990.90          | $182977621714.78           | 84.0000%                  | 85.3100%                   |
| 2026-03-13 | $192985837134.89          | $195799251744.68           | 84.8900%                  | 86.1300%                   |
| 2026-03-16 | $200571709105.40          | $204135297605.97           | 84.7800%                  | 86.2900%                   |
| 2026-03-17 | $214329934488.57          | $217068205602.12           | 85.8700%                  | 86.9700%                   |
| 2026-03-18 | $209771950835.13          | $211585582561.70           | 85.9300%                  | 86.6700%                   |
| 2026-03-19 | $210626027417.09          | $213354712886.26           | 85.8600%                  | 86.9700%                   |
| 2026-03-20 | $201450403755.70          | $204014156950.56           | 85.0100%                  | 86.0900%                   |
| 2026-03-23 | $199396404032.99          | $201960356961.60           | 84.8500%                  | 85.9400%                   |
| 2026-03-24 | $196061396649.00          | $198250416824.13           | 84.6700%                  | 85.6100%                   |
| 2026-03-25 | $192756045164.79          | $194808642005.18           | 84.7200%                  | 85.6300%                   |
| 2026-03-26 | $194711125056.66          | $197449397446.65           | 84.8300%                  | 86.0200%                   |
| 2026-03-27 | $188055820265.48          | $190794147078.87           | 84.3600%                  | 85.5900%                   |
| 2026-03-30 | $185547550040.86          | $187827120637.33           | 84.3600%                  | 85.3900%                   |
| 2026-03-31 | $183121043956.43          | $184815685913.21           | 84.4600%                  | 85.2400%                   |

### 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 | 3.7300%             |
| 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 | 1.0000                      |
|  |  |
| 2026-03-04 | 1.0000                      |
|  |  |
| 2026-03-05 | 1.0000                      |
|  |  |
| 2026-03-06 | 1.0000                      |
|  |  |
| 2026-03-09 | 1.0000                      |
|  |  |
| 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 | 0.9999                      |
|  |  |
| 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:** $185136093.63

- **Number of Shares Outstanding:** 185135785.8800

- **Expense Reimbursement/Waiver:** 10018.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 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 | 0.9999          |
|  |  |
| 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 | $1699720.32               | $348134.20              |
| 2026-03-03 | $379209.33                | $436752.05              |
| 2026-03-04 | $2333000.00               | $3502975.10             |
| 2026-03-05 | $959036.00                | $536591.54              |
| 2026-03-06 | $4037300.53               | $1269177.16             |
| 2026-03-09 | $690826.50                | $2645074.44             |
| 2026-03-10 | $378220.00                | $719687.05              |
| 2026-03-11 | $466943.06                | $245900.67              |
| 2026-03-12 | $517695.00                | $168563.80              |
| 2026-03-13 | $2049541.49               | $537376.39              |
| 2026-03-16 | $675540.64                | $192160.33              |
| 2026-03-17 | $597050.00                | $748530.48              |
| 2026-03-18 | $941600.00                | $995067.03              |
| 2026-03-19 | $1347229.00               | $2622009.16             |
| 2026-03-20 | $1049170.00               | $504068.73              |
| 2026-03-23 | $2214993.09               | $258377.68              |
| 2026-03-24 | $2142702.20               | $350925.78              |
| 2026-03-25 | $630160.00                | $355254.72              |
| 2026-03-26 | $2053000.00               | $1014182.51             |
| 2026-03-27 | $1051175.00               | $96450.00               |
| 2026-03-30 | $906341.50                | $153953.12              |
| 2026-03-31 | $622807.60                | $506099.94              |

**Total Gross Subscriptions (Month):** $27743261.26

**Total Gross Redemptions (Month):** $18207311.88

**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 | 3.3400%           |
| 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 |  | 99.9400%         | 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):** $185937226.33
- **C.18.a - Value (excl. sponsor support):** $185937226.33
- **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