N-MFP3 0001107414 XXXXXXXX 2026-07-31 STATE STREET INSTITUTIONAL INVESTMENT TRUST 0001107414 549300P1E098W6ES7M39 State Street Stablecoin Reserves Money Market Fund 984500A7CB8E47C40D54 S000101071 2 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 N N N Government N Y 7 7 122262699.04 122262699.04 0.9999 0.9999 2026-07-01 125851102.12 125851102.12 0.9996 0.9996 2026-07-02 125898670.75 125898670.75 0.9999 0.9999 2026-07-06 121131697.10 121131697.10 0.9999 0.9999 2026-07-07 121143857.22 121143857.22 0.9999 0.9999 2026-07-08 123548259.79 123548259.79 0.9999 0.9999 2026-07-09 123562702.63 123562702.63 0.9997 0.9997 2026-07-10 123596413.97 123596413.97 0.9999 0.9999 2026-07-13 123605015.71 123605015.71 0.9999 0.9999 2026-07-14 123617498.27 123617498.27 0.9999 0.9999 2026-07-15 119276692.36 119276692.36 0.9600 0.9600 2026-07-16 119292917.35 119292917.35 0.9997 0.9997 2026-07-17 119324844.61 119324844.61 0.9999 0.9999 2026-07-20 117838534.53 117838534.53 0.9999 0.9999 2026-07-21 117850203.85 117850203.85 0.9999 0.9999 2026-07-22 119357944.96 119357944.96 0.9999 0.9999 2026-07-23 119315371.20 119315371.20 0.9997 0.9997 2026-07-24 119346944.02 119346944.02 0.9999 0.9999 2026-07-27 116368190.34 116368190.34 0.9999 0.9999 2026-07-28 116380307.79 116380307.79 0.9999 0.9999 2026-07-29 111392139.72 111392139.72 0.9999 0.9999 2026-07-30 111407793.92 111407793.92 0.9998 0.9998 2026-07-31 906.22 111406887.70 111406486.26 27039.70 389790.82 111044641.36 111044641.3600 Y 1.0000 0.0367 2026-07-01 0.0368 2026-07-02 0.0368 2026-07-06 0.0367 2026-07-07 0.0366 2026-07-08 0.0365 2026-07-09 0.0361 2026-07-10 0.0361 2026-07-13 0.0361 2026-07-14 0.0362 2026-07-15 0.0365 2026-07-16 0.0367 2026-07-17 0.0367 2026-07-20 0.0366 2026-07-21 0.0366 2026-07-22 0.0364 2026-07-23 0.0367 2026-07-24 0.0368 2026-07-27 0.0369 2026-07-28 0.0369 2026-07-29 0.0369 2026-07-30 0.0370 2026-07-31 1.0000 2026-07-01 1.0000 2026-07-02 1.0000 2026-07-06 1.0000 2026-07-07 1.0000 2026-07-08 1.0000 2026-07-09 1.0000 2026-07-10 1.0000 2026-07-13 1.0000 2026-07-14 1.0000 2026-07-15 1.0000 2026-07-16 1.0000 2026-07-17 1.0000 2026-07-20 1.0000 2026-07-21 1.0000 2026-07-22 1.0000 2026-07-23 1.0000 2026-07-24 1.0000 2026-07-27 1.0000 2026-07-28 1.0000 2026-07-29 1.0000 2026-07-30 1.0000 2026-07-31 N N Preferred Class C000271008 250000000.00 10544641.36 10544641.3600 1.0000 2026-07-01 1.0000 2026-07-02 1.0000 2026-07-06 1.0000 2026-07-07 1.0000 2026-07-08 1.0000 2026-07-09 1.0000 2026-07-10 1.0000 2026-07-13 1.0000 2026-07-14 1.0000 2026-07-15 1.0000 2026-07-16 1.0000 2026-07-17 1.0000 2026-07-20 1.0000 2026-07-21 1.0000 2026-07-22 1.0000 2026-07-23 1.0000 2026-07-24 1.0000 2026-07-27 1.0000 2026-07-28 1.0000 2026-07-29 1.0000 2026-07-30 1.0000 2026-07-31 44641.36 0.00 2026-07-01 0.00 0.00 2026-07-02 0.00 0.00 2026-07-06 0.00 0.00 2026-07-07 0.00 0.00 2026-07-08 0.00 0.00 2026-07-09 0.00 0.00 2026-07-10 0.00 0.00 2026-07-13 0.00 0.00 2026-07-14 0.00 0.00 2026-07-15 0.00 5000000.00 2026-07-16 0.00 0.00 2026-07-17 0.00 0.00 2026-07-20 0.00 0.00 2026-07-21 0.00 0.00 2026-07-22 0.00 0.00 2026-07-23 0.00 0.00 2026-07-24 0.00 0.00 2026-07-27 0.00 0.00 2026-07-28 0.00 0.00 2026-07-29 0.00 5000000.00 2026-07-30 0.00 0.00 2026-07-31 44641.36 10000000.00 0.0355 2026-07-01 0.0356 2026-07-02 0.0356 2026-07-06 0.0355 2026-07-07 0.0354 2026-07-08 0.0353 2026-07-09 0.0349 2026-07-10 0.0349 2026-07-13 0.0349 2026-07-14 0.0350 2026-07-15 0.0353 2026-07-16 0.0355 2026-07-17 0.0355 2026-07-20 0.0354 2026-07-21 0.0354 2026-07-22 0.0352 2026-07-23 0.0355 2026-07-24 0.0356 2026-07-27 0.0356 2026-07-28 0.0357 2026-07-29 0.0357 2026-07-30 0.0358 2026-07-31 N 0.00 Non-financial corporation 0.9525 0.00 N Capital Class C000271009 15000000.00 100500000.00 100500000.0000 1.0000 2026-07-01 1.0000 2026-07-02 1.0000 2026-07-06 1.0000 2026-07-07 1.0000 2026-07-08 1.0000 2026-07-09 1.0000 2026-07-10 1.0000 2026-07-13 1.0000 2026-07-14 1.0000 2026-07-15 1.0000 2026-07-16 1.0000 2026-07-17 1.0000 2026-07-20 1.0000 2026-07-21 1.0000 2026-07-22 1.0000 2026-07-23 1.0000 2026-07-24 1.0000 2026-07-27 1.0000 2026-07-28 1.0000 2026-07-29 1.0000 2026-07-30 1.0000 2026-07-31 0.00 0.00 2026-07-01 0.00 0.00 2026-07-02 0.00 0.00 2026-07-06 0.00 0.00 2026-07-07 0.00 0.00 2026-07-08 0.00 0.00 2026-07-09 0.00 0.00 2026-07-10 0.00 0.00 2026-07-13 0.00 0.00 2026-07-14 0.00 0.00 2026-07-15 0.00 0.00 2026-07-16 0.00 0.00 2026-07-17 0.00 0.00 2026-07-20 0.00 0.00 2026-07-21 0.00 0.00 2026-07-22 0.00 0.00 2026-07-23 0.00 0.00 2026-07-24 0.00 0.00 2026-07-27 0.00 0.00 2026-07-28 0.00 0.00 2026-07-29 0.00 0.00 2026-07-30 0.00 0.00 2026-07-31 0.00 0.00 0.0349 2026-07-01 0.0350 2026-07-02 0.0350 2026-07-06 0.0349 2026-07-07 0.0348 2026-07-08 0.0347 2026-07-09 0.0343 2026-07-10 0.0343 2026-07-13 0.0343 2026-07-14 0.0344 2026-07-15 0.0347 2026-07-16 0.0349 2026-07-17 0.0349 2026-07-20 0.0348 2026-07-21 0.0348 2026-07-22 0.0346 2026-07-23 0.0349 2026-07-24 0.0350 2026-07-27 0.0350 2026-07-28 0.0351 2026-07-29 0.0351 2026-07-30 0.0352 2026-07-31 N 0.00 Non-financial corporation 0.995 0.00 N U.S. Treasury Bill U.S. Treasury Bill 3.655990% 912797RS8 254900HROIFWPRGM1V77 US912797RS85 U.S. Treasury Debt Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0370 1495299.24 1495299.24 0.0135 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.655000% 912797TW7 254900HROIFWPRGM1V77 US912797TW79 U.S. Treasury Debt Y 2026-08-13 2026-08-13 2026-08-13 N N N 0.0366 1208788.32 1208788.32 0.0109 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.640000% 912797TY3 254900HROIFWPRGM1V77 US912797TY36 U.S. Treasury Debt Y 2026-08-27 2026-08-27 2026-08-27 N N N 0.0366 2394232.01 2394232.01 0.0216 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.632500% 912797UG0 254900HROIFWPRGM1V77 US912797UG01 U.S. Treasury Debt Y 2026-09-17 2026-09-17 2026-09-17 N N N 0.0373 1990856.00 1990856.00 0.0179 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.605000% 912797US4 254900HROIFWPRGM1V77 US912797US49 U.S. Treasury Debt Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0366 2399759.67 2399759.67 0.0216 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.630000% 912797UT2 254900HROIFWPRGM1V77 US912797UT22 U.S. Treasury Debt Y 2026-08-11 2026-08-11 2026-08-11 N N N 0.0366 2398076.45 2398076.45 0.0216 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.640000% 912797UU9 254900HROIFWPRGM1V77 US912797UU94 U.S. Treasury Debt Y 2026-08-18 2026-08-18 2026-08-18 N N N 0.0366 4992484.35 4992484.35 0.0450 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.723000% 912797UV7 254900HROIFWPRGM1V77 US912797UV77 U.S. Treasury Debt Y 2026-08-25 2026-08-25 2026-08-25 N N N 0.0366 2993400.00 2993400.00 0.0270 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.645000% 912797UW5 254900HROIFWPRGM1V77 US912797UW50 U.S. Treasury Debt Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0369 2392991.66 2392991.66 0.0215 N Y Y N J.P. Morgan Securities LLC Tri Party Repo J.P. Morgan Securities LLC Tri Party Repo 3.639900% 930PNJ004 ZBUT11V806EZRVTWT807 0001168163 930PNJ004_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 10072800.00 10199959.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810FG8 2029-02-15 5.250000 0.00 100.00 104.85 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 10000000.00 10000000.00 0.0901 N Y Y N Wells Fargo Securities LLC Tri Party Repo Wells Fargo Securities LLC Tri Party Repo 3.639900% 930REQ004 VYVVCKR63DVZZN70PB21 0000072971 930REQ004_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.250000 0.00 15581800.00 15304641.27 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 15000000.00 15000000.00 0.1351 N Y Y N Credit Agricole Corporate and Investment Bank Tri Party Repo Credit Agricole Corporate and Investment Bank Tri Party Repo 3.639900% 996JWK006 1VUV7VQFKUOQSJ21A208 0000033738 996JWK006_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 912810UK2 2055-05-15 4.750000 0.00 400.00 372.53 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.250000 0.00 200.00 190.50 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4.000000 0.00 17900.00 17930.63 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CMR9 2032-02-29 4.125000 0.00 6222100.00 6216028.08 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 8999700.00 8943638.91 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CQS3 2028-05-31 4.000000 0.00 36400.00 36457.03 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RD2 2043-11-15 3.750000 0.00 100.00 83.62 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SH2 2049-05-15 2.875000 0.00 100.00 68.07 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2.000000 0.00 151300.00 84841.82 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 2050-11-15 1.625000 0.00 100.00 49.69 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TN8 2053-02-15 3.625000 0.00 200.00 155.13 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.500000 0.00 100.00 93.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810UA4 2054-05-15 4.625000 0.00 100.00 91.21 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 15000000.00 15000000.00 0.1351 N Y Y N Deutsche Bank Securities Inc Tri Party Repo Deutsche Bank Securities Inc Tri Party Repo 3.639900% 99VDGG008 9J6MBOOO7BECTDTUZW19 0000800178 99VDGG008_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625000 0.00 15076900.00 15300012.99 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 15000000.00 15000000.00 0.1351 N Y Y N Goldman Sachs & Co. LLC Tri Party Repo Goldman Sachs & Co. LLC Tri Party Repo 3.639900% 99VDJN000 FOR8UP27PHTHYVLBNG30 0000076999 99VDJN000_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 2051-02-15 1.875000 0.00 23204300.00 12383858.00 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 12141000.00 12141000.00 0.1093 N Y Y N HSBC Securities USA Inc. Tri Party Repo HSBC Securities USA Inc. Tri Party Repo 3.639900% 99VDKG003 CYYGQCGNHMHPSMRL3R97 0000083246 99VDKG003_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y US TREASURY N/B 254900HROIFWPRGM1V77 912810QU5 2042-02-15 3.125000 0.00 19232400.00 15300030.23 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 15000000.00 15000000.00 0.1351 N Y Y N Bank of America Tri Party Repo Bank of America Tri Party Repo 3.639900% 99VDMN006 549300HN4UKV1E2R3U73 0000065100 99VDMN006_3.64_0803 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY BILL 254900HROIFWPRGM1V77 912797UH8 2026-09-24 NA 0.00 100.00 99.47 U.S. Treasuries (including strips) TREASURY BILL 254900HROIFWPRGM1V77 912797US4 2026-08-04 NA 0.00 7138500.00 7137786.15 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912828ZS2 2027-05-31 0.500000 0.00 200.00 194.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875000 0.00 100.00 86.41 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.250000 0.00 700.00 690.12 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RB6 2043-05-15 2.875000 0.00 1200.00 888.93 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.750000 0.00 400.00 274.12 U.S. Treasuries (including strips) Y 2026-08-03 2026-08-03 2026-08-03 N N N 0.0364 7000000.00 7000000.00 0.0630 N Y Y N STATE STREET INSTITUTIONAL INVESTMENT TRUST 2026-08-07 /s/ Chad Hallett Chad Hallett Deputy Treasurer