N-MFP3 0001107414 XXXXXXXX 2026-06-30 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 18499685587.00 18499685587.00 0.9988 0.9988 2026-06-01 17023440954.17 17023440954.17 0.9987 0.9987 2026-06-02 16938468620.85 16938468620.85 0.9987 0.9987 2026-06-03 17721765701.51 17721765701.51 0.9987 0.9987 2026-06-04 17774659639.32 17774659639.32 0.9986 0.9986 2026-06-05 18800730762.03 18800730762.03 0.9986 0.9986 2026-06-08 16937796052.35 16937796052.35 0.9984 0.9984 2026-06-09 18255195325.82 18255195325.82 0.9983 0.9983 2026-06-10 18055901300.69 18055901300.69 0.9983 0.9983 2026-06-11 18246574615.84 18246574615.84 0.9983 0.9983 2026-06-12 19248966180.72 19248966180.72 0.9987 0.9987 2026-06-15 17334890826.59 17334890826.59 0.9985 0.9985 2026-06-16 17843406658.88 17843406658.88 0.9985 0.9985 2026-06-17 16866718744.12 16866718744.12 0.9983 0.9983 2026-06-18 18504401249.81 18504401249.81 0.9980 0.9980 2026-06-22 17396691056.79 17396691056.79 0.9979 0.9979 2026-06-23 17842632343.96 17842632343.96 0.9975 0.9975 2026-06-24 17538862055.04 17538862055.04 0.9973 0.9973 2026-06-25 17472722473.71 17472722473.71 0.9972 0.9972 2026-06-26 17813224424.32 17813224424.32 0.9972 0.9972 2026-06-29 16498169818.13 16498169818.13 0.9981 0.9981 2026-06-30 0.00 145292624.70 145292624.70 0.00 704154.92 144588469.78 144587822.8660 Y 1.0000 0.0369 2026-06-01 0.0369 2026-06-02 0.0369 2026-06-03 0.0369 2026-06-04 0.0369 2026-06-05 0.0369 2026-06-08 0.0369 2026-06-09 0.0369 2026-06-10 0.0369 2026-06-11 0.0370 2026-06-12 0.0370 2026-06-15 0.0370 2026-06-16 0.0370 2026-06-17 0.0370 2026-06-18 0.0370 2026-06-22 0.0370 2026-06-23 0.0370 2026-06-24 0.0370 2026-06-25 0.0371 2026-06-26 0.0371 2026-06-29 0.0371 2026-06-30 1.0000 2026-06-01 1.0000 2026-06-02 1.0000 2026-06-03 1.0000 2026-06-04 1.0000 2026-06-05 1.0000 2026-06-08 1.0000 2026-06-09 1.0000 2026-06-10 1.0000 2026-06-11 1.0000 2026-06-12 1.0000 2026-06-15 1.0000 2026-06-16 0.9999 2026-06-17 0.9999 2026-06-18 0.9999 2026-06-22 0.9999 2026-06-23 0.9999 2026-06-24 0.9999 2026-06-25 0.9999 2026-06-26 0.9999 2026-06-29 0.9999 2026-06-30 N N Advantage Class C000251884 1000000.00 144588469.78 144587822.8660 1.0000 2026-06-01 1.0000 2026-06-02 1.0000 2026-06-03 1.0000 2026-06-04 1.0000 2026-06-05 1.0000 2026-06-08 1.0000 2026-06-09 1.0000 2026-06-10 1.0000 2026-06-11 1.0000 2026-06-12 1.0000 2026-06-15 1.0000 2026-06-16 0.9999 2026-06-17 0.9999 2026-06-18 0.9999 2026-06-22 0.9999 2026-06-23 0.9999 2026-06-24 0.9999 2026-06-25 0.9999 2026-06-26 0.9999 2026-06-29 0.9999 2026-06-30 756104.34 4430369.44 2026-06-01 366797.71 888033.86 2026-06-02 176855.81 1688252.60 2026-06-03 178515.48 1178972.79 2026-06-04 578812.72 1451682.00 2026-06-05 245736.36 457874.82 2026-06-08 887500.00 577798.24 2026-06-09 395706.98 321562.90 2026-06-10 993261.05 390861.94 2026-06-11 195996.89 251670.55 2026-06-12 1183200.00 913385.80 2026-06-15 1315977.51 906932.90 2026-06-16 593609.99 88482.98 2026-06-17 1035583.90 124821.43 2026-06-18 147192.23 139427.80 2026-06-22 208744.25 598241.04 2026-06-23 1353841.35 1698876.67 2026-06-24 391130.00 483165.89 2026-06-25 372988.13 332092.69 2026-06-26 677000.00 411216.94 2026-06-29 108000.00 753510.57 2026-06-30 12162554.70 18087233.85 0.0330 2026-06-01 0.0330 2026-06-02 0.0330 2026-06-03 0.0330 2026-06-04 0.0330 2026-06-05 0.0330 2026-06-08 0.0330 2026-06-09 0.0330 2026-06-10 0.0330 2026-06-11 0.0331 2026-06-12 0.0331 2026-06-15 0.0331 2026-06-16 0.0331 2026-06-17 0.0331 2026-06-18 0.0331 2026-06-22 0.0331 2026-06-23 0.0331 2026-06-24 0.0332 2026-06-25 0.0332 2026-06-26 0.0332 2026-06-29 0.0333 2026-06-30 Y 6305.00 Broker-dealer 0.9992 0.00 N State Street Treasury Money Market Portfolio State Street Treasury Money Market Portfolio FSSgAK1AX 549300N64B7W4646YW39 FSSgAK1AX Investment Company Y 2026-07-01 2026-07-01 2026-07-01 N N N 0.0000 145292624.70 145292624.70 1.0000 N Y Y N STATE STREET INSTITUTIONAL INVESTMENT TRUST 2026-07-08 /s/ Chad Hallett Chad Hallett Deputy Treasurer