# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-042648
**Filing Date:** 2026-5
**Character Count:** 13734
**Document Hash:** db9ca68c412017f0eb6a381b203c4092
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-042648.hdr.sgml**: 20260507

**ACCESSION NUMBER**: 0001410368-26-042648

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260507

**DATE AS OF CHANGE**: 20260507

**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:** 26951457

**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):** 2026-04-30

**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:** $150756775.94

- **Amortized Cost of Portfolio Securities:** $150756775.94

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $645283.75

- **Net Assets of Series:** $150111492.19

- **Number of Shares Outstanding (Series):** 150110876.5200

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-04-01 | $15995569367.78           | $15995569367.78            | 99.7800%                  | 99.7800%                   |
| 2026-04-02 | $15794262080.83           | $15794262080.83            | 99.7700%                  | 99.7700%                   |
| 2026-04-03 | $0.00                     | $0.00                      | 0.0000%                   | 0.0000%                    |
| 2026-04-06 | $16672438779.37           | $16672438779.37            | 99.7700%                  | 99.7700%                   |
| 2026-04-07 | $16501407888.77           | $16501407888.77            | 99.7700%                  | 99.7700%                   |
| 2026-04-08 | $17534927960.47           | $17534927960.47            | 99.7800%                  | 99.7800%                   |
| 2026-04-09 | $17804070942.75           | $17804070942.75            | 99.7800%                  | 99.7800%                   |
| 2026-04-10 | $18123318717.64           | $18123318717.64            | 99.7700%                  | 99.7700%                   |
| 2026-04-13 | $18372533773.73           | $18372533773.73            | 99.7700%                  | 99.7700%                   |
| 2026-04-14 | $18807841709.43           | $18807841709.43            | 99.7800%                  | 99.7800%                   |
| 2026-04-15 | $18246195343.31           | $18246195343.31            | 99.7800%                  | 99.7800%                   |
| 2026-04-16 | $17625933026.70           | $17625933026.70            | 99.7700%                  | 99.7700%                   |
| 2026-04-17 | $17618302046.00           | $17618302046.00            | 99.7700%                  | 99.7700%                   |
| 2026-04-20 | $17792211236.36           | $17792211236.36            | 99.7600%                  | 99.7600%                   |
| 2026-04-21 | $18260389855.76           | $18260389855.76            | 99.7600%                  | 99.7600%                   |
| 2026-04-22 | $18123867088.32           | $18123867088.32            | 99.7600%                  | 99.7600%                   |
| 2026-04-23 | $16652880246.16           | $16652880246.16            | 99.7300%                  | 99.7300%                   |
| 2026-04-24 | $16430571121.37           | $16430571121.37            | 99.7200%                  | 99.7200%                   |
| 2026-04-27 | $16516082208.01           | $16516082208.01            | 99.7200%                  | 99.7200%                   |
| 2026-04-28 | $16781541460.04           | $16781541460.04            | 99.7200%                  | 99.7200%                   |
| 2026-04-29 | $17771368404.62           | $17771368404.62            | 99.7300%                  | 99.7300%                   |
| 2026-04-30 | $16876135658.72           | $16876135658.72            | 99.9200%                  | 99.9200%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-04-01 | 3.7200%             |
| 2026-04-02 | 3.7100%             |
| 2026-04-03 | 0.0000%             |
| 2026-04-06 | 3.7100%             |
| 2026-04-07 | 3.7100%             |
| 2026-04-08 | 3.7100%             |
| 2026-04-09 | 3.7100%             |
| 2026-04-10 | 3.7100%             |
| 2026-04-13 | 3.7100%             |
| 2026-04-14 | 3.7100%             |
| 2026-04-15 | 3.7100%             |
| 2026-04-16 | 3.7100%             |
| 2026-04-17 | 3.7100%             |
| 2026-04-20 | 3.7100%             |
| 2026-04-21 | 3.7100%             |
| 2026-04-22 | 3.7100%             |
| 2026-04-23 | 3.7100%             |
| 2026-04-24 | 3.7100%             |
| 2026-04-27 | 3.7100%             |
| 2026-04-28 | 3.7100%             |
| 2026-04-29 | 3.7200%             |
| 2026-04-30 | 3.7100%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-04-01 | 1.0000                      |
|  |  |
| 2026-04-02 | 1.0000                      |
|  |  |
| 2026-04-03 | 0.0000                      |
|  |  |
| 2026-04-06 | 1.0000                      |
|  |  |
| 2026-04-07 | 1.0000                      |
|  |  |
| 2026-04-08 | 1.0000                      |
|  |  |
| 2026-04-09 | 1.0000                      |
|  |  |
| 2026-04-10 | 1.0000                      |
|  |  |
| 2026-04-13 | 1.0000                      |
|  |  |
| 2026-04-14 | 1.0000                      |
|  |  |
| 2026-04-15 | 1.0000                      |
|  |  |
| 2026-04-16 | 1.0000                      |
|  |  |
| 2026-04-17 | 1.0000                      |
|  |  |
| 2026-04-20 | 1.0000                      |
|  |  |
| 2026-04-21 | 1.0000                      |
|  |  |
| 2026-04-22 | 1.0000                      |
|  |  |
| 2026-04-23 | 1.0000                      |
|  |  |
| 2026-04-24 | 1.0000                      |
|  |  |
| 2026-04-27 | 1.0000                      |
|  |  |
| 2026-04-28 | 1.0000                      |
|  |  |
| 2026-04-29 | 1.0000                      |
|  |  |
| 2026-04-30 | 1.0000                      |
|  |  |

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

### Class: Advantage Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $150111492.19

- **Number of Shares Outstanding:** 150110876.5200

- **Expense Reimbursement/Waiver:** 8561.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-04-01 | 1.0000          |
|  |  |
| 2026-04-02 | 1.0000          |
|  |  |
| 2026-04-03 | 0.0000          |
|  |  |
| 2026-04-06 | 1.0000          |
|  |  |
| 2026-04-07 | 1.0000          |
|  |  |
| 2026-04-08 | 1.0000          |
|  |  |
| 2026-04-09 | 1.0000          |
|  |  |
| 2026-04-10 | 1.0000          |
|  |  |
| 2026-04-13 | 1.0000          |
|  |  |
| 2026-04-14 | 1.0000          |
|  |  |
| 2026-04-15 | 1.0000          |
|  |  |
| 2026-04-16 | 1.0000          |
|  |  |
| 2026-04-17 | 1.0000          |
|  |  |
| 2026-04-20 | 1.0000          |
|  |  |
| 2026-04-21 | 1.0000          |
|  |  |
| 2026-04-22 | 1.0000          |
|  |  |
| 2026-04-23 | 1.0000          |
|  |  |
| 2026-04-24 | 1.0000          |
|  |  |
| 2026-04-27 | 1.0000          |
|  |  |
| 2026-04-28 | 1.0000          |
|  |  |
| 2026-04-29 | 1.0000          |
|  |  |
| 2026-04-30 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-04-01 | $698222.81                | $364294.36              |
| 2026-04-02 | $1071707.96               | $405497.90              |
| 2026-04-03 | $0.00                     | $0.00                   |
| 2026-04-06 | $1355900.00               | $202554.50              |
| 2026-04-07 | $1151255.93               | $864916.85              |
| 2026-04-08 | $225000.00                | $1475023.52             |
| 2026-04-09 | $795729.17                | $1435990.69             |
| 2026-04-10 | $408781.92                | $964583.33              |
| 2026-04-13 | $113499.06                | $554795.85              |
| 2026-04-14 | $1149200.00               | $2631471.97             |
| 2026-04-15 | $1716400.00               | $632738.78              |
| 2026-04-16 | $140159.24                | $1726606.63             |
| 2026-04-17 | $953677.64                | $241853.36              |
| 2026-04-20 | $434329.93                | $609114.59              |
| 2026-04-21 | $1794240.79               | $500443.77              |
| 2026-04-22 | $826002.72                | $167606.80              |
| 2026-04-23 | $598466.36                | $373748.74              |
| 2026-04-24 | $1911596.43               | $326086.66              |
| 2026-04-27 | $1504713.99               | $654985.24              |
| 2026-04-28 | $275591.93                | $595339.02              |
| 2026-04-29 | $2064775.19               | $381112.12              |
| 2026-04-30 | $497089.79                | $132471.77              |

**Total Gross Subscriptions (Month):** $19686340.86

**Total Gross Redemptions (Month):** $15241236.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-04-01 | 3.3300%           |
| 2026-04-02 | 3.3200%           |
| 2026-04-03 | 0.0000%           |
| 2026-04-06 | 3.3200%           |
| 2026-04-07 | 3.3200%           |
| 2026-04-08 | 3.3200%           |
| 2026-04-09 | 3.3200%           |
| 2026-04-10 | 3.3200%           |
| 2026-04-13 | 3.3200%           |
| 2026-04-14 | 3.3200%           |
| 2026-04-15 | 3.3200%           |
| 2026-04-16 | 3.3200%           |
| 2026-04-17 | 3.3200%           |
| 2026-04-20 | 3.3200%           |
| 2026-04-21 | 3.3200%           |
| 2026-04-22 | 3.3200%           |
| 2026-04-23 | 3.3200%           |
| 2026-04-24 | 3.3200%           |
| 2026-04-27 | 3.3200%           |
| 2026-04-28 | 3.3200%           |
| 2026-04-29 | 3.3300%           |
| 2026-04-30 | 3.3200%           |

**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):** $150756775.94
- **C.18.a - Value (excl. sponsor support):** $150756775.94
- **C.19 - Percentage of Net Assets:** 100.0000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-01
- **C.12 - Maturity Date (WAL):** 2026-05-01
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **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:** 2026-05-07

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer