# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-034729
**Filing Date:** 2026-4
**Character Count:** 13733
**Document Hash:** de6a1119b634cac0493fa025daa5c17b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034729.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001410368-26-034729

**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:** 26843363

**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 Money Market Fund (Series ID: S000086381)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000251884 | Advantage Class | AFTXX           |

# 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 Money Market Fund

**LEI of Series:** 984500C54F6C789ECD10

**EDGAR Series Identifier:** S000086381

**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:** $146283960.78

- **Amortized Cost of Portfolio Securities:** $146283960.78

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $617596.38

- **Net Assets of Series:** $145666364.40

- **Number of Shares Outstanding (Series):** 145665772.1140

- **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 | $17154443210.75           | $17154443210.75            | 99.8800%                  | 99.8800%                   |
| 2026-03-03 | $16849275934.71           | $16849275934.71            | 99.8700%                  | 99.8700%                   |
| 2026-03-04 | $16152731706.90           | $16152731706.90            | 99.8700%                  | 99.8700%                   |
| 2026-03-05 | $15780982505.59           | $15780982505.59            | 99.8600%                  | 99.8600%                   |
| 2026-03-06 | $15453688093.00           | $15453688093.00            | 99.8500%                  | 99.8500%                   |
| 2026-03-09 | $15337659287.80           | $15337659287.80            | 99.8500%                  | 99.8500%                   |
| 2026-03-10 | $15443728650.59           | $15443728650.59            | 99.8300%                  | 99.8300%                   |
| 2026-03-11 | $15151125259.73           | $15151125259.73            | 99.8200%                  | 99.8200%                   |
| 2026-03-12 | $15573357708.25           | $15573357708.25            | 99.8200%                  | 99.8200%                   |
| 2026-03-13 | $15300271462.98           | $15300271462.98            | 99.8100%                  | 99.8100%                   |
| 2026-03-16 | $16152963715.40           | $16152963715.40            | 99.8200%                  | 99.8200%                   |
| 2026-03-17 | $15822679613.59           | $15822679613.59            | 99.8100%                  | 99.8100%                   |
| 2026-03-18 | $16025055372.45           | $16025055372.45            | 99.8100%                  | 99.8100%                   |
| 2026-03-19 | $16369207139.26           | $16369207139.26            | 99.8100%                  | 99.8100%                   |
| 2026-03-20 | $17301910565.45           | $17301910565.45            | 99.8000%                  | 99.8000%                   |
| 2026-03-23 | $18715289570.08           | $18715289570.08            | 99.8000%                  | 99.8000%                   |
| 2026-03-24 | $17514082254.33           | $17514082254.33            | 99.7800%                  | 99.7800%                   |
| 2026-03-25 | $18329114917.00           | $18329114917.00            | 99.7800%                  | 99.7800%                   |
| 2026-03-26 | $17836009926.13           | $17836009926.13            | 99.7700%                  | 99.7700%                   |
| 2026-03-27 | $16961834922.02           | $16961834922.02            | 99.7500%                  | 99.7500%                   |
| 2026-03-30 | $17042370538.96           | $17042370538.96            | 99.7400%                  | 99.7400%                   |
| 2026-03-31 | $16324297920.36           | $16324297920.36            | 99.7900%                  | 99.7900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.7200%             |
| 2026-03-03 | 3.7200%             |
| 2026-03-04 | 3.7200%             |
| 2026-03-05 | 3.7200%             |
| 2026-03-06 | 3.7200%             |
| 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 | 3.7200%             |
| 2026-03-23 | 3.7200%             |
| 2026-03-24 | 3.7200%             |
| 2026-03-25 | 3.7200%             |
| 2026-03-26 | 3.7200%             |
| 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 | 1.0000                      |
|  |  |
| 2026-03-24 | 0.9999                      |
|  |  |
| 2026-03-25 | 1.0000                      |
|  |  |
| 2026-03-26 | 0.9999                      |
|  |  |
| 2026-03-27 | 1.0000                      |
|  |  |
| 2026-03-30 | 1.0000                      |
|  |  |
| 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:** $145666364.40

- **Number of Shares Outstanding:** 145665772.1140

- **Expense Reimbursement/Waiver:** 8342.00

**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 | 1.0000          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 1.0000          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 1.0000          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $629042.48                | $754184.32              |
| 2026-03-03 | $962831.93                | $520014.87              |
| 2026-03-04 | $601501.25                | $1542531.55             |
| 2026-03-05 | $314182.40                | $384399.73              |
| 2026-03-06 | $542527.82                | $333589.41              |
| 2026-03-09 | $1106100.00               | $138728.97              |
| 2026-03-10 | $518980.20                | $203328.85              |
| 2026-03-11 | $1275439.00               | $210180.51              |
| 2026-03-12 | $162100.00                | $330631.39              |
| 2026-03-13 | $877290.00                | $296407.28              |
| 2026-03-16 | $184910.00                | $641925.00              |
| 2026-03-17 | $308000.00                | $484153.26              |
| 2026-03-18 | $1501961.65               | $790517.03              |
| 2026-03-19 | $303590.02                | $376698.96              |
| 2026-03-20 | $318250.00                | $624743.86              |
| 2026-03-23 | $329770.00                | $214576.09              |
| 2026-03-24 | $876194.00                | $727266.09              |
| 2026-03-25 | $387031.29                | $80790.00               |
| 2026-03-26 | $298850.00                | $426453.32              |
| 2026-03-27 | $550075.00                | $198599.25              |
| 2026-03-30 | $1747523.00               | $228740.62              |
| 2026-03-31 | $542380.00                | $271232.75              |

**Total Gross Subscriptions (Month):** $14338530.04

**Total Gross Redemptions (Month):** $9779693.11

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.3300%           |
| 2026-03-03 | 3.3300%           |
| 2026-03-04 | 3.3300%           |
| 2026-03-05 | 3.3300%           |
| 2026-03-06 | 3.3300%           |
| 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 | 3.3300%           |
| 2026-03-23 | 3.3300%           |
| 2026-03-24 | 3.3300%           |
| 2026-03-25 | 3.3300%           |
| 2026-03-26 | 3.3300%           |
| 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 |  | 99.9300%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** State Street Treasury Money Market Portfolio
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: FSSgAK1AX, C.3 - LEI: 549300N64B7W4646YW39, C.5 - Other ID: FSSgAK1AX
- **C.18 - Value (incl. sponsor support):** $146283960.78
- **C.18.a - Value (excl. sponsor support):** $146283960.78
- **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