# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-057219
**Filing Date:** 2026-6
**Character Count:** 44091
**Document Hash:** 333e8b1c0c9e1bcbbed97e64d0954c29
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-057219.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001410368-26-057219

**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:** 261067184

**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 Institutional Treasury Money Market Fund (Series ID: S000019117)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000052877 | Premier Class                 | TRIXX           |
| C000052878 | Investment Class              | TRVXX           |
| C000143780 | Administration Class          | SSKXX           |
| C000143781 | Institutional Class           | SSJXX           |
| C000143782 | Investor Class                | SSNXX           |
| C000230479 | Bancroft Capital Class        | VTTXX           |
| C000231445 | Cabrera Capital Markets Class | CSJXX           |
| C000231446 | Blaylock Van Class            |  |
| C000231964 | Opportunity Class             | OPRXX           |

# 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 Institutional Treasury Money Market Fund

**LEI of Series:** 549300Q3FHSMZ70NLT76

**EDGAR Series Identifier:** S000019117

**Total number of share classes in the series:** 9

**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:** $17164561744.64

- **Amortized Cost of Portfolio Securities:** $17164561744.64

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $53396923.49

- **Net Assets of Series:** $17111164821.15

- **Number of Shares Outstanding (Series):** 17110977881.9410

- **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 | 3.7000%             |
| 2026-05-04 | 3.7000%             |
| 2026-05-05 | 3.7000%             |
| 2026-05-06 | 3.6900%             |
| 2026-05-07 | 3.6900%             |
| 2026-05-08 | 3.6900%             |
| 2026-05-11 | 3.6900%             |
| 2026-05-12 | 3.6900%             |
| 2026-05-13 | 3.6900%             |
| 2026-05-14 | 3.6900%             |
| 2026-05-15 | 3.6800%             |
| 2026-05-18 | 3.6800%             |
| 2026-05-19 | 3.6800%             |
| 2026-05-20 | 3.6800%             |
| 2026-05-21 | 3.6800%             |
| 2026-05-22 | 3.6700%             |
| 2026-05-26 | 3.6700%             |
| 2026-05-27 | 3.6700%             |
| 2026-05-28 | 3.6700%             |
| 2026-05-29 | 3.6800%             |

### 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: Premier Class

- **Minimum Initial Investment:** $250000000.00

- **Net Assets of Class:** $13075413815.28

- **Number of Shares Outstanding:** 13075271056.6310

**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 | $260363364.72             | $440904864.54           |
| 2026-05-04 | $361076591.80             | $457238490.15           |
| 2026-05-05 | $377344854.96             | $321695597.16           |
| 2026-05-06 | $1222269503.09            | $223495882.68           |
| 2026-05-07 | $614193518.46             | $521032209.97           |
| 2026-05-08 | $364622397.36             | $321776489.15           |
| 2026-05-11 | $1282583846.88            | $121429259.32           |
| 2026-05-12 | $431103221.91             | $366028645.35           |
| 2026-05-13 | $584278000.97             | $159782072.04           |
| 2026-05-14 | $695490231.13             | $382249449.45           |
| 2026-05-15 | $520516143.13             | $334902297.79           |
| 2026-05-18 | $569362494.70             | $199721151.79           |
| 2026-05-19 | $362996149.83             | $524807613.08           |
| 2026-05-20 | $1020175140.13            | $634226122.99           |
| 2026-05-21 | $600143408.14             | $735818613.04           |
| 2026-05-22 | $569825359.34             | $669602878.33           |
| 2026-05-26 | $780788546.90             | $400256073.75           |
| 2026-05-27 | $402098994.33             | $1019661094.69          |
| 2026-05-28 | $502500111.64             | $1276790117.99          |
| 2026-05-29 | $523479448.82             | $1586218587.21          |

**Total Gross Subscriptions (Month):** $12045211328.24

**Total Gross Redemptions (Month):** $10697637510.47

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5900%           |
| 2026-05-04 | 3.5800%           |
| 2026-05-05 | 3.5800%           |
| 2026-05-06 | 3.5800%           |
| 2026-05-07 | 3.5800%           |
| 2026-05-08 | 3.5800%           |
| 2026-05-11 | 3.5800%           |
| 2026-05-12 | 3.5800%           |
| 2026-05-13 | 3.5800%           |
| 2026-05-14 | 3.5800%           |
| 2026-05-15 | 3.5700%           |
| 2026-05-18 | 3.5700%           |
| 2026-05-19 | 3.5700%           |
| 2026-05-20 | 3.5600%           |
| 2026-05-21 | 3.5600%           |
| 2026-05-22 | 3.5600%           |
| 2026-05-26 | 3.5600%           |
| 2026-05-27 | 3.5600%           |
| 2026-05-28 | 3.5600%           |
| 2026-05-29 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.1000%          | 0.0000%              |
| Depository institution or other banking institution |  | 15.6000%         | 0.0000%              |
| Non-financial corporation                           |  | 42.2200%         | 0.0000%              |
| Non-financial corporation                           |  | 5.4900%          | 0.0000%              |

### Class: Investment

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $220297678.18

- **Number of Shares Outstanding:** 220293319.8600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0001          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0001          |
|  |  |
| 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 | 1.0001          |
|  |  |
| 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 | $1909556.16               | $1368.55                |
| 2026-05-04 | $221327.68                | $388114.36              |
| 2026-05-05 | $710570.30                | $351177.00              |
| 2026-05-06 | $623960.89                | $1576152.96             |
| 2026-05-07 | $9644795.44               | $0.00                   |
| 2026-05-08 | $8149466.42               | $2239924.82             |
| 2026-05-11 | $156163.52                | $46349.10               |
| 2026-05-12 | $378109.06                | $92615.27               |
| 2026-05-13 | $46613.85                 | $99700.00               |
| 2026-05-14 | $0.00                     | $209065.55              |
| 2026-05-15 | $630747.46                | $0.00                   |
| 2026-05-18 | $587.12                   | $195422.37              |
| 2026-05-19 | $0.00                     | $797475.49              |
| 2026-05-20 | $2292731.68               | $543297.53              |
| 2026-05-21 | $4511230.54               | $272797.17              |
| 2026-05-22 | $1563635.58               | $1326294.91             |
| 2026-05-26 | $2404944.85               | $0.00                   |
| 2026-05-27 | $0.00                     | $281443.63              |
| 2026-05-28 | $327475.50                | $0.00                   |
| 2026-05-29 | $11321302.96              | $646880.00              |

**Total Gross Subscriptions (Month):** $44893219.01

**Total Gross Redemptions (Month):** $9068078.71

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.2400%           |
| 2026-05-04 | 3.2300%           |
| 2026-05-05 | 3.2300%           |
| 2026-05-06 | 3.2300%           |
| 2026-05-07 | 3.2300%           |
| 2026-05-08 | 3.2300%           |
| 2026-05-11 | 3.2300%           |
| 2026-05-12 | 3.2300%           |
| 2026-05-13 | 3.2300%           |
| 2026-05-14 | 3.2300%           |
| 2026-05-15 | 3.2200%           |
| 2026-05-18 | 3.2200%           |
| 2026-05-19 | 3.2200%           |
| 2026-05-20 | 3.2100%           |
| 2026-05-21 | 3.2100%           |
| 2026-05-22 | 3.2100%           |
| 2026-05-26 | 3.2100%           |
| 2026-05-27 | 3.2100%           |
| 2026-05-28 | 3.2100%           |
| 2026-05-29 | 3.2200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 83.5900%         | 0.0000%              |
| Depository institution or other banking institution |  | 15.2600%         | 0.0000%              |

### Class: Administration Class

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $581136497.21

- **Number of Shares Outstanding:** 581129323.5600

**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 | $1582880.70               | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $3036111.14               | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $3.72                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.14                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $175178.12              |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $309199.37                | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $1544835.96             |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $4928191.21

**Total Gross Redemptions (Month):** $1720017.94

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.3400%           |
| 2026-05-04 | 3.3300%           |
| 2026-05-05 | 3.3300%           |
| 2026-05-06 | 3.3300%           |
| 2026-05-07 | 3.3300%           |
| 2026-05-08 | 3.3300%           |
| 2026-05-11 | 3.3300%           |
| 2026-05-12 | 3.3300%           |
| 2026-05-13 | 3.3300%           |
| 2026-05-14 | 3.3300%           |
| 2026-05-15 | 3.3200%           |
| 2026-05-18 | 3.3200%           |
| 2026-05-19 | 3.3200%           |
| 2026-05-20 | 3.3100%           |
| 2026-05-21 | 3.3100%           |
| 2026-05-22 | 3.3100%           |
| 2026-05-26 | 3.3100%           |
| 2026-05-27 | 3.3100%           |
| 2026-05-28 | 3.3100%           |
| 2026-05-29 | 3.3200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 96.7900%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $2803349019.80

- **Number of Shares Outstanding:** 2803325689.5300

**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 | $18577681.53              | $69529033.37            |
| 2026-05-04 | $18433361.45              | $67608396.15            |
| 2026-05-05 | $95373690.33              | $285000.00              |
| 2026-05-06 | $42800032.88              | $17861584.77            |
| 2026-05-07 | $39001067.62              | $11765814.83            |
| 2026-05-08 | $37488256.17              | $57156614.29            |
| 2026-05-11 | $32724871.08              | $18782257.93            |
| 2026-05-12 | $31309339.54              | $14047181.73            |
| 2026-05-13 | $31040163.30              | $12694676.70            |
| 2026-05-14 | $32030415.00              | $11587161.85            |
| 2026-05-15 | $39414377.23              | $14104956.50            |
| 2026-05-18 | $71438717.21              | $204093727.81           |
| 2026-05-19 | $11388233.82              | $37669755.17            |
| 2026-05-20 | $169174287.53             | $58750.00               |
| 2026-05-21 | $42990435.85              | $8279439.16             |
| 2026-05-22 | $2954132.00               | $147330840.67           |
| 2026-05-26 | $10026714.24              | $17756881.80            |
| 2026-05-27 | $50500454.57              | $100443711.00           |
| 2026-05-28 | $29360208.41              | $14226916.32            |
| 2026-05-29 | $30639752.31              | $36560066.90            |

**Total Gross Subscriptions (Month):** $836666192.07

**Total Gross Redemptions (Month):** $861842766.95

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5600%           |
| 2026-05-04 | 3.5500%           |
| 2026-05-05 | 3.5500%           |
| 2026-05-06 | 3.5500%           |
| 2026-05-07 | 3.5500%           |
| 2026-05-08 | 3.5500%           |
| 2026-05-11 | 3.5500%           |
| 2026-05-12 | 3.5500%           |
| 2026-05-13 | 3.5500%           |
| 2026-05-14 | 3.5500%           |
| 2026-05-15 | 3.5400%           |
| 2026-05-18 | 3.5400%           |
| 2026-05-19 | 3.5400%           |
| 2026-05-20 | 3.5300%           |
| 2026-05-21 | 3.5300%           |
| 2026-05-22 | 3.5300%           |
| 2026-05-26 | 3.5300%           |
| 2026-05-27 | 3.5300%           |
| 2026-05-28 | 3.5300%           |
| 2026-05-29 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 39.0100%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.5400%          | 0.0000%              |
| Broker-dealer                                       |  | 12.3200%         | 0.0000%              |
| Depository institution or other banking institution |  | 33.2600%         | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $385298536.13

- **Number of Shares Outstanding:** 385291864.1800

**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 | 1.0001          |
|  |  |
| 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 | $67891131.80              | $22990836.45            |
| 2026-05-04 | $2242875.91               | $2313556.66             |
| 2026-05-05 | $745817.66                | $3480184.49             |
| 2026-05-06 | $29896037.51              | $1957887.60             |
| 2026-05-07 | $6222887.08               | $6273880.16             |
| 2026-05-08 | $3697781.87               | $6941772.82             |
| 2026-05-11 | $4546338.97               | $4026424.89             |
| 2026-05-12 | $3074991.14               | $2643419.56             |
| 2026-05-13 | $1532615.15               | $5443752.58             |
| 2026-05-14 | $3461339.62               | $9554961.54             |
| 2026-05-15 | $5142918.92               | $5467431.10             |
| 2026-05-18 | $24736490.22              | $24741385.16            |
| 2026-05-19 | $1813137.27               | $25725214.10            |
| 2026-05-20 | $29693475.82              | $13417977.31            |
| 2026-05-21 | $13274915.18              | $11910788.74            |
| 2026-05-22 | $22014222.40              | $27616722.05            |
| 2026-05-26 | $2468617.36               | $5541539.48             |
| 2026-05-27 | $5352867.86               | $16027997.53            |
| 2026-05-28 | $7050794.87               | $6553834.09             |
| 2026-05-29 | $23184503.94              | $3677889.52             |

**Total Gross Subscriptions (Month):** $258043760.55

**Total Gross Redemptions (Month):** $206307455.83

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5100%           |
| 2026-05-04 | 3.5000%           |
| 2026-05-05 | 3.5000%           |
| 2026-05-06 | 3.5000%           |
| 2026-05-07 | 3.5000%           |
| 2026-05-08 | 3.5000%           |
| 2026-05-11 | 3.5000%           |
| 2026-05-12 | 3.5000%           |
| 2026-05-13 | 3.5000%           |
| 2026-05-14 | 3.5000%           |
| 2026-05-15 | 3.4900%           |
| 2026-05-18 | 3.4900%           |
| 2026-05-19 | 3.4900%           |
| 2026-05-20 | 3.4800%           |
| 2026-05-21 | 3.4800%           |
| 2026-05-22 | 3.4800%           |
| 2026-05-26 | 3.4800%           |
| 2026-05-27 | 3.4800%           |
| 2026-05-28 | 3.4800%           |
| 2026-05-29 | 3.4900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 91.6000%         | 0.0000%              |
| Non-financial corporation |  | 5.4200%          | 0.0000%              |

### Class: Bancroft Capital Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $100469.22

- **Number of Shares Outstanding:** 100451.9100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0002          |
|  |  |
| 2026-05-04 | 1.0002          |
|  |  |
| 2026-05-05 | 1.0002          |
|  |  |
| 2026-05-06 | 1.0002          |
|  |  |
| 2026-05-07 | 1.0002          |
|  |  |
| 2026-05-08 | 1.0002          |
|  |  |
| 2026-05-11 | 1.0002          |
|  |  |
| 2026-05-12 | 1.0002          |
|  |  |
| 2026-05-13 | 1.0002          |
|  |  |
| 2026-05-14 | 1.0001          |
|  |  |
| 2026-05-15 | 1.0002          |
|  |  |
| 2026-05-18 | 1.0002          |
|  |  |
| 2026-05-19 | 1.0002          |
|  |  |
| 2026-05-20 | 1.0002          |
|  |  |
| 2026-05-21 | 1.0002          |
|  |  |
| 2026-05-22 | 1.0002          |
|  |  |
| 2026-05-26 | 1.0002          |
|  |  |
| 2026-05-27 | 1.0001          |
|  |  |
| 2026-05-28 | 1.0001          |
|  |  |
| 2026-05-29 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $147.35                   | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $147.35

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5600%           |
| 2026-05-04 | 3.5600%           |
| 2026-05-05 | 3.5500%           |
| 2026-05-06 | 3.5500%           |
| 2026-05-07 | 3.5500%           |
| 2026-05-08 | 3.5500%           |
| 2026-05-11 | 3.5500%           |
| 2026-05-12 | 3.5500%           |
| 2026-05-13 | 3.5500%           |
| 2026-05-14 | 3.5500%           |
| 2026-05-15 | 3.5400%           |
| 2026-05-18 | 3.5400%           |
| 2026-05-19 | 3.5400%           |
| 2026-05-20 | 3.5400%           |
| 2026-05-21 | 3.5300%           |
| 2026-05-22 | 3.5300%           |
| 2026-05-26 | 3.5300%           |
| 2026-05-27 | 3.5300%           |
| 2026-05-28 | 3.5300%           |
| 2026-05-29 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category            | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                     | LIMITED LIABILITY COMPANY | 50.2200%         | 0.0000%              |
| Non-financial corporation |  | 49.7700%         | 0.0000%              |

### Class: Cabrera Capital Markets Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $2700815.87

- **Number of Shares Outstanding:** 2700786.8400

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0002          |
|  |  |
| 2026-05-04 | 1.0002          |
|  |  |
| 2026-05-05 | 1.0002          |
|  |  |
| 2026-05-06 | 1.0002          |
|  |  |
| 2026-05-07 | 1.0002          |
|  |  |
| 2026-05-08 | 1.0002          |
|  |  |
| 2026-05-11 | 1.0001          |
|  |  |
| 2026-05-12 | 1.0002          |
|  |  |
| 2026-05-13 | 1.0002          |
|  |  |
| 2026-05-14 | 1.0001          |
|  |  |
| 2026-05-15 | 1.0001          |
|  |  |
| 2026-05-18 | 1.0002          |
|  |  |
| 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 | $586.78                   | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $5000000.00               | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $2500000.00             |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $5000586.78

**Total Gross Redemptions (Month):** $2500000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5600%           |
| 2026-05-04 | 3.5600%           |
| 2026-05-05 | 3.5500%           |
| 2026-05-06 | 3.5500%           |
| 2026-05-07 | 3.5500%           |
| 2026-05-08 | 3.5500%           |
| 2026-05-11 | 3.5500%           |
| 2026-05-12 | 3.5500%           |
| 2026-05-13 | 3.5500%           |
| 2026-05-14 | 3.5500%           |
| 2026-05-15 | 3.5400%           |
| 2026-05-18 | 3.5400%           |
| 2026-05-19 | 3.5400%           |
| 2026-05-20 | 3.5300%           |
| 2026-05-21 | 3.5300%           |
| 2026-05-22 | 3.5300%           |
| 2026-05-26 | 3.5300%           |
| 2026-05-27 | 3.5300%           |
| 2026-05-28 | 3.5300%           |
| 2026-05-29 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 92.5600%         | 0.0000%              |
| Broker-dealer |  | 5.2400%          | 0.0000%              |

### Class: Blaylock Van Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $0.00

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.0000          |
|  |  |
| 2026-05-04 | 0.0000          |
|  |  |
| 2026-05-05 | 0.0000          |
|  |  |
| 2026-05-06 | 0.0000          |
|  |  |
| 2026-05-07 | 0.0000          |
|  |  |
| 2026-05-08 | 0.0000          |
|  |  |
| 2026-05-11 | 0.0000          |
|  |  |
| 2026-05-12 | 0.0000          |
|  |  |
| 2026-05-13 | 0.0000          |
|  |  |
| 2026-05-14 | 0.0000          |
|  |  |
| 2026-05-15 | 0.0000          |
|  |  |
| 2026-05-18 | 0.0000          |
|  |  |
| 2026-05-19 | 0.0000          |
|  |  |
| 2026-05-20 | 0.0000          |
|  |  |
| 2026-05-21 | 0.0000          |
|  |  |
| 2026-05-22 | 0.0000          |
|  |  |
| 2026-05-26 | 0.0000          |
|  |  |
| 2026-05-27 | 0.0000          |
|  |  |
| 2026-05-28 | 0.0000          |
|  |  |
| 2026-05-29 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $0.00

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 0.0000%           |
| 2026-05-04 | 0.0000%           |
| 2026-05-05 | 0.0000%           |
| 2026-05-06 | 0.0000%           |
| 2026-05-07 | 0.0000%           |
| 2026-05-08 | 0.0000%           |
| 2026-05-11 | 0.0000%           |
| 2026-05-12 | 0.0000%           |
| 2026-05-13 | 0.0000%           |
| 2026-05-14 | 0.0000%           |
| 2026-05-15 | 0.0000%           |
| 2026-05-18 | 0.0000%           |
| 2026-05-19 | 0.0000%           |
| 2026-05-20 | 0.0000%           |
| 2026-05-21 | 0.0000%           |
| 2026-05-22 | 0.0000%           |
| 2026-05-26 | 0.0000%           |
| 2026-05-27 | 0.0000%           |
| 2026-05-28 | 0.0000%           |
| 2026-05-29 | 0.0000%           |

### Class: Opportunity Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $42867989.46

- **Number of Shares Outstanding:** 42865389.4300

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0001          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0001          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0001          |
|  |  |
| 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 | 1.0001          |
|  |  |
| 2026-05-20 | 1.0001          |
|  |  |
| 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 | $32181074.39              | $5330549.17             |
| 2026-05-04 | $3500000.00               | $500000.00              |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $3000000.00               | $0.00                   |
| 2026-05-13 | $2500000.00               | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $250000.00              |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $2000000.00               | $35000000.00            |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $3000000.00               | $0.00                   |
| 2026-05-26 | $3000000.00               | $5000000.00             |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $0.00                     | $26000000.00            |

**Total Gross Subscriptions (Month):** $49181074.39

**Total Gross Redemptions (Month):** $72080549.17

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5600%           |
| 2026-05-04 | 3.5500%           |
| 2026-05-05 | 3.5500%           |
| 2026-05-06 | 3.5500%           |
| 2026-05-07 | 3.5500%           |
| 2026-05-08 | 3.5500%           |
| 2026-05-11 | 3.5500%           |
| 2026-05-12 | 3.5500%           |
| 2026-05-13 | 3.5500%           |
| 2026-05-14 | 3.5500%           |
| 2026-05-15 | 3.5400%           |
| 2026-05-18 | 3.5400%           |
| 2026-05-19 | 3.5400%           |
| 2026-05-20 | 3.5300%           |
| 2026-05-21 | 3.5300%           |
| 2026-05-22 | 3.5300%           |
| 2026-05-26 | 3.5300%           |
| 2026-05-27 | 3.5300%           |
| 2026-05-28 | 3.5300%           |
| 2026-05-29 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 60.0300%         | 0.0000%              |
| Non-financial corporation                           |  | 39.8500%         | 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: FSSgAK171, C.3 - LEI: 549300N64B7W4646YW39, C.5 - Other ID: FSSgAK171
- **C.18 - Value (incl. sponsor support):** $17164561744.64
- **C.18.a - Value (excl. sponsor support):** $17164561744.64
- **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