# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-057224
**Filing Date:** 2026-6
**Character Count:** 13007
**Document Hash:** 820ee0222171fa03874d9f1508789515
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-057224.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001410368-26-057224

**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:** 261067181

**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):** 2026-05-31

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

**CIK Number of Registrant:** 0001107414

**LEI of Registrant:** 549300P1E098W6ES7M39

**Name of Series:** State Street Federal 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:** $151218247.58

- **Amortized Cost of Portfolio Securities:** $151218247.58

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $705164.48

- **Net Assets of Series:** $150513083.10

- **Number of Shares Outstanding (Series):** 150512502.0150

- **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 | $16676319761.53           | $16676319761.53            | 99.9100%                  | 99.9100%                   |
| 2026-05-04 | $16759592557.54           | $16759592557.54            | 99.9100%                  | 99.9100%                   |
| 2026-05-05 | $16821276662.20           | $16821276662.20            | 99.9000%                  | 99.9000%                   |
| 2026-05-06 | $17971759110.33           | $17971759110.33            | 99.9100%                  | 99.9100%                   |
| 2026-05-07 | $18027360671.66           | $18027360671.66            | 99.9100%                  | 99.9100%                   |
| 2026-05-08 | $18056543883.22           | $18056543883.22            | 99.9000%                  | 99.9000%                   |
| 2026-05-11 | $19449317729.84           | $19449317729.84            | 99.9000%                  | 99.9000%                   |
| 2026-05-12 | $19041639313.22           | $19041639313.22            | 99.8900%                  | 99.8900%                   |
| 2026-05-13 | $20272626615.38           | $20272626615.38            | 99.8800%                  | 99.8800%                   |
| 2026-05-14 | $20760441738.59           | $20760441738.59            | 99.8800%                  | 99.8800%                   |
| 2026-05-15 | $20984932143.87           | $20984932143.87            | 99.9000%                  | 99.9000%                   |
| 2026-05-18 | $21490041345.28           | $21490041345.28            | 99.9100%                  | 99.9100%                   |
| 2026-05-19 | $20570640334.79           | $20570640334.79            | 99.9000%                  | 99.9000%                   |
| 2026-05-20 | $21746642234.95           | $21746642234.95            | 99.9000%                  | 99.9000%                   |
| 2026-05-21 | $21489733031.00           | $21489733031.00            | 99.9000%                  | 99.9000%                   |
| 2026-05-22 | $21249257093.05           | $21249257093.05            | 99.8900%                  | 99.8900%                   |
| 2026-05-26 | $21139298105.15           | $21139298105.15            | 99.8900%                  | 99.8900%                   |
| 2026-05-27 | $20697515151.27           | $20697515151.27            | 99.8800%                  | 99.8800%                   |
| 2026-05-28 | $19412462320.53           | $19412462320.53            | 99.8700%                  | 99.8700%                   |
| 2026-05-29 | $18213974508.26           | $18213974508.26            | 99.8600%                  | 99.8600%                   |

### 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 | 3.7000%             |
| 2026-05-08 | 3.7000%             |
| 2026-05-11 | 3.7000%             |
| 2026-05-12 | 3.7000%             |
| 2026-05-13 | 3.7000%             |
| 2026-05-14 | 3.7000%             |
| 2026-05-15 | 3.6900%             |
| 2026-05-18 | 3.6900%             |
| 2026-05-19 | 3.6900%             |
| 2026-05-20 | 3.6800%             |
| 2026-05-21 | 3.6800%             |
| 2026-05-22 | 3.6800%             |
| 2026-05-26 | 3.6800%             |
| 2026-05-27 | 3.6800%             |
| 2026-05-28 | 3.6800%             |
| 2026-05-29 | 3.6900%             |

### 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 | 1.0000                      |
|  |  |
| 2026-05-18 | 1.0000                      |
|  |  |
| 2026-05-19 | 1.0000                      |
|  |  |
| 2026-05-20 | 1.0000                      |
|  |  |
| 2026-05-21 | 1.0000                      |
|  |  |
| 2026-05-22 | 1.0000                      |
|  |  |
| 2026-05-26 | 1.0000                      |
|  |  |
| 2026-05-27 | 1.0000                      |
|  |  |
| 2026-05-28 | 1.0000                      |
|  |  |
| 2026-05-29 | 1.0000                      |
|  |  |

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

### Class: Advantage Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $150513083.10

- **Number of Shares Outstanding:** 150512502.0150

- **Expense Reimbursement/Waiver:** 9057.00

**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 | 1.0000          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1555175.04               | $808172.79              |
| 2026-05-04 | $857148.19                | $585519.53              |
| 2026-05-05 | $1068024.44               | $651883.89              |
| 2026-05-06 | $648341.00                | $106190.71              |
| 2026-05-07 | $923816.20                | $246765.08              |
| 2026-05-08 | $1010174.92               | $572066.90              |
| 2026-05-11 | $1019380.00               | $4769407.53             |
| 2026-05-12 | $1222500.00               | $691836.92              |
| 2026-05-13 | $784000.00                | $362912.71              |
| 2026-05-14 | $919657.87                | $1446718.61             |
| 2026-05-15 | $1293376.91               | $129810.00              |
| 2026-05-18 | $626117.49                | $545259.89              |
| 2026-05-19 | $848480.53                | $263616.70              |
| 2026-05-20 | $1268443.84               | $779864.48              |
| 2026-05-21 | $405885.00                | $473569.52              |
| 2026-05-22 | $516900.00                | $59497.43               |
| 2026-05-26 | $1439600.00               | $1019987.03             |
| 2026-05-27 | $393390.00                | $981955.70              |
| 2026-05-28 | $98017.00                 | $1721175.48             |
| 2026-05-29 | $8000.00                  | $288592.04              |

**Total Gross Subscriptions (Month):** $16906428.43

**Total Gross Redemptions (Month):** $16504802.94

**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 | 3.3100%           |
| 2026-05-08 | 3.3100%           |
| 2026-05-11 | 3.3100%           |
| 2026-05-12 | 3.3100%           |
| 2026-05-13 | 3.3100%           |
| 2026-05-14 | 3.3100%           |
| 2026-05-15 | 3.3000%           |
| 2026-05-18 | 3.3000%           |
| 2026-05-19 | 3.3000%           |
| 2026-05-20 | 3.2900%           |
| 2026-05-21 | 3.2900%           |
| 2026-05-22 | 3.2900%           |
| 2026-05-26 | 3.2900%           |
| 2026-05-27 | 3.2900%           |
| 2026-05-28 | 3.2900%           |
| 2026-05-29 | 3.3000%           |

**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):** $151218247.58
- **C.18.a - Value (excl. sponsor support):** $151218247.58
- **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