N-MFP3 0001107414 XXXXXXXX 2026-05-31 STATE STREET INSTITUTIONAL INVESTMENT TRUST 0001107414 549300P1E098W6ES7M39 State Street Federal Treasury Money Market Fund 984500C54F6C789ECD10 S000086381 1 N N 333-30810 SSGA Funds Management, Inc. 801-60103 Ernst & Young LLP Boston MA SSGA Funds Management, Inc. SS&C GIDS, Inc. 0000027048 084-00448 Y 0001094885 Treasury Money Market Portfolio S000019933 N N Government N N 1 1 16676319761.53 16676319761.53 0.9991 0.9991 2026-05-01 16759592557.54 16759592557.54 0.9991 0.9991 2026-05-04 16821276662.20 16821276662.20 0.9990 0.9990 2026-05-05 17971759110.33 17971759110.33 0.9991 0.9991 2026-05-06 18027360671.66 18027360671.66 0.9991 0.9991 2026-05-07 18056543883.22 18056543883.22 0.9990 0.9990 2026-05-08 19449317729.84 19449317729.84 0.9990 0.9990 2026-05-11 19041639313.22 19041639313.22 0.9989 0.9989 2026-05-12 20272626615.38 20272626615.38 0.9988 0.9988 2026-05-13 20760441738.59 20760441738.59 0.9988 0.9988 2026-05-14 20984932143.87 20984932143.87 0.9990 0.9990 2026-05-15 21490041345.28 21490041345.28 0.9991 0.9991 2026-05-18 20570640334.79 20570640334.79 0.9990 0.9990 2026-05-19 21746642234.95 21746642234.95 0.9990 0.9990 2026-05-20 21489733031.00 21489733031.00 0.9990 0.9990 2026-05-21 21249257093.05 21249257093.05 0.9989 0.9989 2026-05-22 21139298105.15 21139298105.15 0.9989 0.9989 2026-05-26 20697515151.27 20697515151.27 0.9988 0.9988 2026-05-27 19412462320.53 19412462320.53 0.9987 0.9987 2026-05-28 18213974508.26 18213974508.26 0.9986 0.9986 2026-05-29 0.00 151218247.58 151218247.58 0.00 705164.48 150513083.10 150512502.0150 Y 1.0000 0.0371 2026-05-01 0.0370 2026-05-04 0.0370 2026-05-05 0.0370 2026-05-06 0.0370 2026-05-07 0.0370 2026-05-08 0.0370 2026-05-11 0.0370 2026-05-12 0.0370 2026-05-13 0.0370 2026-05-14 0.0369 2026-05-15 0.0369 2026-05-18 0.0369 2026-05-19 0.0368 2026-05-20 0.0368 2026-05-21 0.0368 2026-05-22 0.0368 2026-05-26 0.0368 2026-05-27 0.0368 2026-05-28 0.0369 2026-05-29 1.0000 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 N N Advantage Class C000251884 1000000.00 150513083.10 150512502.0150 1.0000 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 1555175.04 808172.79 2026-05-01 857148.19 585519.53 2026-05-04 1068024.44 651883.89 2026-05-05 648341.00 106190.71 2026-05-06 923816.20 246765.08 2026-05-07 1010174.92 572066.90 2026-05-08 1019380.00 4769407.53 2026-05-11 1222500.00 691836.92 2026-05-12 784000.00 362912.71 2026-05-13 919657.87 1446718.61 2026-05-14 1293376.91 129810.00 2026-05-15 626117.49 545259.89 2026-05-18 848480.53 263616.70 2026-05-19 1268443.84 779864.48 2026-05-20 405885.00 473569.52 2026-05-21 516900.00 59497.43 2026-05-22 1439600.00 1019987.03 2026-05-26 393390.00 981955.70 2026-05-27 98017.00 1721175.48 2026-05-28 8000.00 288592.04 2026-05-29 16906428.43 16504802.94 0.0332 2026-05-01 0.0331 2026-05-04 0.0331 2026-05-05 0.0331 2026-05-06 0.0331 2026-05-07 0.0331 2026-05-08 0.0331 2026-05-11 0.0331 2026-05-12 0.0331 2026-05-13 0.0331 2026-05-14 0.0330 2026-05-15 0.0330 2026-05-18 0.0330 2026-05-19 0.0329 2026-05-20 0.0329 2026-05-21 0.0329 2026-05-22 0.0329 2026-05-26 0.0329 2026-05-27 0.0329 2026-05-28 0.0330 2026-05-29 Y 9057.00 Broker-dealer 0.9993 0.00 N State Street Treasury Money Market Portfolio State Street Treasury Money Market Portfolio FSSgAK1AX 549300N64B7W4646YW39 FSSgAK1AX Investment Company Y 2026-06-01 2026-06-01 2026-06-01 N N N 0.0000 151218247.58 151218247.58 1.0000 N Y Y N STATE STREET INSTITUTIONAL INVESTMENT TRUST 2026-06-05 /s/ Chad Hallett Chad Hallett Deputy Treasurer