N-MFP3 0001107414 XXXXXXXX 2026-09-30 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 5 5 119136509.27 119136509.27 0.9999 0.9999 2026-09-01 119148767.98 119148767.98 0.9999 0.9999 2026-09-02 119161267.93 119161267.93 0.9999 0.9999 2026-09-03 123143917.16 123143917.16 0.9997 0.9997 2026-09-04 119218951.71 119218951.71 0.9999 0.9999 2026-09-08 119233127.83 119233127.83 0.9999 0.9999 2026-09-09 119244315.97 119244315.97 0.9999 0.9999 2026-09-10 119259868.79 119259868.79 0.9997 0.9997 2026-09-11 119289060.67 119289060.67 0.9999 0.9999 2026-09-14 119302878.10 119302878.10 0.9999 0.9999 2026-09-15 119314682.15 119314682.15 0.9999 0.9999 2026-09-16 119311751.83 119311751.83 0.9999 0.9999 2026-09-17 119328883.91 119328883.91 0.9997 0.9997 2026-09-18 119360208.89 119360208.89 0.9999 0.9999 2026-09-21 119375194.66 119375194.66 0.9999 0.9999 2026-09-22 119387684.93 119387684.93 0.9999 0.9999 2026-09-23 119399763.02 119399763.02 0.9999 0.9999 2026-09-24 119416468.27 119416468.27 0.9997 0.9997 2026-09-25 119448678.48 119448678.48 0.9999 0.9999 2026-09-28 119463718.19 119463718.19 0.9999 0.9999 2026-09-29 119476869.70 119476869.70 0.9999 0.9999 2026-09-30 9928363.13 109548506.57 109551171.57 10992.29 370156.63 119120370.36 119120370.3600 Y 1.0000 0.0370 2026-09-01 0.0370 2026-09-02 0.0370 2026-09-03 0.0369 2026-09-04 0.0369 2026-09-08 0.0369 2026-09-09 0.0369 2026-09-10 0.0368 2026-09-11 0.0368 2026-09-14 0.0368 2026-09-15 0.0368 2026-09-16 0.0370 2026-09-17 0.0378 2026-09-18 0.0381 2026-09-21 0.0384 2026-09-22 0.0387 2026-09-23 0.0388 2026-09-24 0.0390 2026-09-25 0.0391 2026-09-28 0.0391 2026-09-29 0.0391 2026-09-30 1.0000 2026-09-01 1.0000 2026-09-02 1.0000 2026-09-03 1.0000 2026-09-04 1.0000 2026-09-08 1.0000 2026-09-09 1.0000 2026-09-10 1.0000 2026-09-11 1.0000 2026-09-14 1.0000 2026-09-15 1.0000 2026-09-16 1.0000 2026-09-17 1.0000 2026-09-18 1.0000 2026-09-21 1.0000 2026-09-22 1.0000 2026-09-23 1.0000 2026-09-24 1.0000 2026-09-25 1.0000 2026-09-28 1.0000 2026-09-29 1.0000 2026-09-30 N N Preferred Class C000271008 250000000.00 18620370.36 18620370.3600 1.0000 2026-09-01 1.0000 2026-09-02 1.0000 2026-09-03 1.0000 2026-09-04 1.0000 2026-09-08 1.0000 2026-09-09 1.0000 2026-09-10 1.0000 2026-09-11 0.9999 2026-09-14 0.9999 2026-09-15 0.9999 2026-09-16 0.9999 2026-09-17 0.9999 2026-09-18 0.9999 2026-09-21 0.9999 2026-09-22 0.9999 2026-09-23 1.0000 2026-09-24 1.0000 2026-09-25 1.0000 2026-09-28 1.0000 2026-09-29 1.0000 2026-09-30 13024217.47 0.00 2026-09-01 0.00 0.00 2026-09-02 0.00 0.00 2026-09-03 0.00 0.00 2026-09-04 0.00 0.00 2026-09-08 0.00 0.00 2026-09-09 0.00 0.00 2026-09-10 0.00 0.00 2026-09-11 0.00 0.00 2026-09-14 0.00 0.00 2026-09-15 0.00 0.00 2026-09-16 0.00 0.00 2026-09-17 0.00 0.00 2026-09-18 0.00 0.00 2026-09-21 0.00 0.00 2026-09-22 0.00 0.00 2026-09-23 0.00 0.00 2026-09-24 0.00 0.00 2026-09-25 0.00 0.00 2026-09-28 0.00 0.00 2026-09-29 0.00 0.00 2026-09-30 13024217.47 0.00 0.0357 2026-09-01 0.0358 2026-09-02 0.0358 2026-09-03 0.0357 2026-09-04 0.0357 2026-09-08 0.0357 2026-09-09 0.0357 2026-09-10 0.0356 2026-09-11 0.0356 2026-09-14 0.0356 2026-09-15 0.0356 2026-09-16 0.0358 2026-09-17 0.0366 2026-09-18 0.0369 2026-09-21 0.0372 2026-09-22 0.0375 2026-09-23 0.0376 2026-09-24 0.0378 2026-09-25 0.0379 2026-09-28 0.0379 2026-09-29 0.0379 2026-09-30 N 0.00 Non-financial corporation 0.9731 0.00 N Capital Class C000271009 15000000.00 100500000.00 100500000.0000 1.0000 2026-09-01 1.0000 2026-09-02 1.0000 2026-09-03 1.0000 2026-09-04 1.0000 2026-09-08 1.0000 2026-09-09 1.0000 2026-09-10 1.0000 2026-09-11 1.0000 2026-09-14 1.0000 2026-09-15 1.0000 2026-09-16 1.0000 2026-09-17 1.0000 2026-09-18 1.0000 2026-09-21 1.0000 2026-09-22 1.0000 2026-09-23 1.0000 2026-09-24 1.0000 2026-09-25 1.0000 2026-09-28 1.0000 2026-09-29 1.0000 2026-09-30 0.00 0.00 2026-09-01 0.00 0.00 2026-09-02 0.00 0.00 2026-09-03 0.00 0.00 2026-09-04 0.00 0.00 2026-09-08 0.00 0.00 2026-09-09 0.00 0.00 2026-09-10 0.00 0.00 2026-09-11 0.00 0.00 2026-09-14 0.00 0.00 2026-09-15 0.00 0.00 2026-09-16 0.00 0.00 2026-09-17 0.00 0.00 2026-09-18 0.00 0.00 2026-09-21 0.00 0.00 2026-09-22 0.00 0.00 2026-09-23 0.00 0.00 2026-09-24 0.00 0.00 2026-09-25 0.00 0.00 2026-09-28 0.00 0.00 2026-09-29 0.00 0.00 2026-09-30 0.00 0.00 0.0352 2026-09-01 0.0352 2026-09-02 0.0352 2026-09-03 0.0351 2026-09-04 0.0351 2026-09-08 0.0351 2026-09-09 0.0351 2026-09-10 0.0350 2026-09-11 0.0350 2026-09-14 0.0350 2026-09-15 0.0350 2026-09-16 0.0352 2026-09-17 0.0360 2026-09-18 0.0363 2026-09-21 0.0366 2026-09-22 0.0369 2026-09-23 0.0370 2026-09-24 0.0372 2026-09-25 0.0373 2026-09-28 0.0373 2026-09-29 0.0373 2026-09-30 N 0.00 Non-financial corporation 0.995 0.00 N U.S. Treasury Bill U.S. Treasury Bill 3.645000% 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0378 2000000.00 2000000.00 0.0168 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.650000% 912797UJ4 254900HROIFWPRGM1V77 US912797UJ40 U.S. Treasury Debt Y 2026-10-08 2026-10-08 2026-10-08 N N N 0.0385 1998524.42 1998524.42 0.0168 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.749500% 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y 2026-12-03 2026-12-03 2026-12-03 N N N 0.0407 3972081.20 3972081.20 0.0333 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.662500% 912797VL8 254900HROIFWPRGM1V77 US912797VL86 U.S. Treasury Debt Y 2026-10-13 2026-10-13 2026-10-13 N N N 0.0386 1997462.14 1997462.14 0.0168 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.655000% 912797VM6 254900HROIFWPRGM1V77 US912797VM69 U.S. Treasury Debt Y 2026-10-20 2026-10-20 2026-10-20 N N N 0.0389 1995955.74 1995955.74 0.0168 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.670000% 912797VN4 254900HROIFWPRGM1V77 US912797VN43 U.S. Treasury Debt Y 2026-10-27 2026-10-27 2026-10-27 N N N 0.0390 5584483.07 5584483.07 0.0469 N Y Y N J.P. Morgan Securities LLC Tri Party Repo J.P. Morgan Securities LLC Tri Party Repo 3.880000% 930PNJ004 ZBUT11V806EZRVTWT807 0001168163 930PNJ004_3.88_1001 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 912828ZS2 2027-05-31 0.500000 0.00 12800.00 12494.60 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875000 0.00 388000.00 330392.77 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFC0 2029-07-31 2.625000 0.00 800.00 754.26 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125000 0.00 12793600.00 12916440.95 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 13000000.00 13000000.00 0.1091 N Y Y N Wells Fargo Securities LLC Tri Party Repo Wells Fargo Securities LLC Tri Party Repo 3.889900% 930REQ004 VYVVCKR63DVZZN70PB21 0000072971 930REQ004_3.89_1001 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 91282CKP5 2029-04-30 4.625000 0.00 15131700.00 15301734.01 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 15000000.00 15000000.00 0.1259 N Y Y N Credit Agricole Corporate and Investment Bank Tri Party Repo Credit Agricole Corporate and Investment Bank Tri Party Repo 3.880000% 996JWK006 1VUV7VQFKUOQSJ21A208 0000033738 996JWK006_3.88_1001 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 912810TR9 2053-05-15 3.625000 0.00 900.00 658.75 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNM9 2028-07-15 3.875000 0.00 15431200.00 15299402.37 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 15000000.00 15000000.00 0.1259 N Y Y N Deutsche Bank Securities Inc Tri Party Repo Deutsche Bank Securities Inc Tri Party Repo 3.880000% 99VDGG008 9J6MBOOO7BECTDTUZW19 0000800178 99VDGG008_3.88_1001 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 91282CKG5 2029-03-31 4.125000 0.00 15598300.00 15300091.70 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 15000000.00 15000000.00 0.1259 N Y Y N Goldman Sachs & Co Tri Party Repo Goldman Sachs & Co Tri Party Repo 3.880000% 99VDJN000 FOR8UP27PHTHYVLBNG30 99VDJN000_3.88_1001 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 912810RM2 2045-05-15 3.000000 0.00 21747200.00 15300046.84 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 15000000.00 15000000.00 0.1259 N Y Y N HSBC Securities USA Inc. Tri Party Repo HSBC Securities USA Inc. Tri Party Repo 3.880000% 99VDKG003 CYYGQCGNHMHPSMRL3R97 0000083246 99VDKG003_3.88_1001 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 912810SS8 2050-11-15 1.625000 0.00 21580100.00 10200023.09 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 10000000.00 10000000.00 0.0839 N Y Y N BofA Securities Inc. Tri Party Repo BofA Securities Inc. Tri Party Repo 3.889900% 99VDMN006 549300HN4UKV1E2R3U73 0000065100 99VDMN006_3.89_1001 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 91282CQA2 2029-02-15 3.500000 0.00 9439200.00 9180009.01 U.S. Treasuries (including strips) Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 9000000.00 9000000.00 0.0756 N Y Y N STATE STREET INSTITUTIONAL INVESTMENT TRUST 2026-10-07 /s/ Chad Hallett Chad Hallett Deputy Treasurer