N-MFP3 0001107414 XXXXXXXX 2026-10-31 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 119190869.63 119190869.63 0.9999 0.9999 2026-10-01 109206906.52 109206906.52 0.9997 0.9997 2026-10-02 109236952.32 109236952.32 0.9999 0.9999 2026-10-05 109250588.97 109250588.97 0.9999 0.9999 2026-10-06 109262386.52 109262386.52 0.9999 0.9999 2026-10-07 109273777.19 109273777.19 0.9999 0.9999 2026-10-08 109289838.35 109289838.35 0.9996 0.9996 2026-10-09 0.00 0.00 0.0000 0.0000 2026-10-12 109329602.19 109329602.19 0.9999 0.9999 2026-10-13 109343733.65 109343733.65 0.9999 0.9999 2026-10-14 109355480.27 109355480.27 0.9999 0.9999 2026-10-15 104369827.82 104369827.82 0.9997 0.9997 2026-10-16 104399822.71 104399822.71 0.9999 0.9999 2026-10-19 104395154.17 104395154.17 0.9999 0.9999 2026-10-20 104406394.49 104406394.49 0.9999 0.9999 2026-10-21 104417676.79 104417676.79 0.9999 0.9999 2026-10-22 104430967.93 104430967.93 0.9997 0.9997 2026-10-23 104461336.47 104461336.47 0.9999 0.9999 2026-10-26 107459397.78 107459397.78 0.9999 0.9999 2026-10-27 107471271.11 107471271.11 0.9999 0.9999 2026-10-28 108476755.20 108476755.20 0.9999 0.9999 2026-10-29 108490824.69 108490824.69 0.9997 0.9997 2026-10-30 8535659.99 99955164.70 99955987.83 31927.35 4348686.11 104174889.06 104174889.0600 Y 1.0000 0.0391 2026-10-01 0.0390 2026-10-02 0.0390 2026-10-05 0.0390 2026-10-06 0.0390 2026-10-07 0.0390 2026-10-08 0.0389 2026-10-09 0.0000 2026-10-12 0.0390 2026-10-13 0.0390 2026-10-14 0.0390 2026-10-15 0.0390 2026-10-16 0.0390 2026-10-19 0.0390 2026-10-20 0.0390 2026-10-21 0.0390 2026-10-22 0.0392 2026-10-23 0.0393 2026-10-26 0.0394 2026-10-27 0.0396 2026-10-28 0.0396 2026-10-29 0.0398 2026-10-30 1.0000 2026-10-01 1.0000 2026-10-02 1.0000 2026-10-05 1.0000 2026-10-06 1.0000 2026-10-07 1.0000 2026-10-08 1.0000 2026-10-09 0.0000 2026-10-12 1.0000 2026-10-13 1.0000 2026-10-14 1.0000 2026-10-15 1.0000 2026-10-16 1.0000 2026-10-19 1.0000 2026-10-20 1.0000 2026-10-21 1.0000 2026-10-22 1.0000 2026-10-23 1.0000 2026-10-26 1.0000 2026-10-27 1.0000 2026-10-28 1.0000 2026-10-29 1.0000 2026-10-30 N N Preferred Class C000271008 250000000.00 3674889.06 3674889.0600 1.0000 2026-10-01 0.9999 2026-10-02 0.9999 2026-10-05 0.9999 2026-10-06 0.9999 2026-10-07 0.9999 2026-10-08 0.9999 2026-10-09 0.0000 2026-10-12 1.0000 2026-10-13 0.9999 2026-10-14 1.0000 2026-10-15 1.0000 2026-10-16 1.0000 2026-10-19 1.0000 2026-10-20 1.0000 2026-10-21 1.0000 2026-10-22 1.0001 2026-10-23 1.0001 2026-10-26 1.0002 2026-10-27 1.0002 2026-10-28 1.0002 2026-10-29 1.0002 2026-10-30 54518.70 0.00 2026-10-01 0.00 10000000.00 2026-10-02 0.00 0.00 2026-10-05 0.00 0.00 2026-10-06 0.00 0.00 2026-10-07 0.00 0.00 2026-10-08 0.00 0.00 2026-10-09 0.00 0.00 2026-10-12 0.00 0.00 2026-10-13 0.00 0.00 2026-10-14 0.00 0.00 2026-10-15 0.00 5000000.00 2026-10-16 0.00 0.00 2026-10-19 0.00 0.00 2026-10-20 0.00 0.00 2026-10-21 0.00 0.00 2026-10-22 0.00 0.00 2026-10-23 0.00 0.00 2026-10-26 0.00 0.00 2026-10-27 0.00 0.00 2026-10-28 0.00 0.00 2026-10-29 0.00 0.00 2026-10-30 54518.70 15000000.00 0.0379 2026-10-01 0.0378 2026-10-02 0.0378 2026-10-05 0.0378 2026-10-06 0.0378 2026-10-07 0.0378 2026-10-08 0.0377 2026-10-09 0.0000 2026-10-12 0.0377 2026-10-13 0.0378 2026-10-14 0.0378 2026-10-15 0.0378 2026-10-16 0.0378 2026-10-19 0.0378 2026-10-20 0.0378 2026-10-21 0.0378 2026-10-22 0.0380 2026-10-23 0.0381 2026-10-26 0.0382 2026-10-27 0.0383 2026-10-28 0.0384 2026-10-29 0.0386 2026-10-30 N 0.00 Non-financial corporation 0.8639 0.00 Non-financial corporation 0.136 0.00 N Capital Class C000271009 15000000.00 100500000.00 100500000.0000 1.0000 2026-10-01 1.0000 2026-10-02 1.0000 2026-10-05 1.0000 2026-10-06 1.0000 2026-10-07 1.0000 2026-10-08 1.0000 2026-10-09 0.0000 2026-10-12 1.0000 2026-10-13 1.0000 2026-10-14 1.0000 2026-10-15 1.0000 2026-10-16 1.0000 2026-10-19 1.0000 2026-10-20 1.0000 2026-10-21 1.0000 2026-10-22 1.0000 2026-10-23 1.0000 2026-10-26 1.0000 2026-10-27 1.0000 2026-10-28 1.0000 2026-10-29 1.0000 2026-10-30 0.00 0.00 2026-10-01 0.00 0.00 2026-10-02 0.00 0.00 2026-10-05 0.00 0.00 2026-10-06 0.00 0.00 2026-10-07 0.00 0.00 2026-10-08 0.00 0.00 2026-10-09 0.00 0.00 2026-10-12 0.00 0.00 2026-10-13 0.00 0.00 2026-10-14 0.00 0.00 2026-10-15 0.00 0.00 2026-10-16 0.00 0.00 2026-10-19 0.00 0.00 2026-10-20 0.00 0.00 2026-10-21 0.00 0.00 2026-10-22 0.00 0.00 2026-10-23 0.00 0.00 2026-10-26 0.00 0.00 2026-10-27 0.00 0.00 2026-10-28 0.00 0.00 2026-10-29 0.00 0.00 2026-10-30 0.00 0.00 0.0373 2026-10-01 0.0372 2026-10-02 0.0372 2026-10-05 0.0372 2026-10-06 0.0372 2026-10-07 0.0372 2026-10-08 0.0371 2026-10-09 0.0000 2026-10-12 0.0372 2026-10-13 0.0372 2026-10-14 0.0372 2026-10-15 0.0372 2026-10-16 0.0372 2026-10-19 0.0372 2026-10-20 0.0372 2026-10-21 0.0372 2026-10-22 0.0375 2026-10-23 0.0375 2026-10-26 0.0377 2026-10-27 0.0377 2026-10-28 0.0378 2026-10-29 0.0380 2026-10-30 N 0.00 Non-financial corporation 0.995 0.00 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 0.0398 3986524.28 3986524.28 0.0383 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.950000% 912797VG9 254900HROIFWPRGM1V77 US912797VG91 U.S. Treasury Debt Y 2026-12-10 2026-12-10 2026-12-10 N N N 0.0398 2987618.34 2987618.34 0.0287 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.910000% 912797VZ7 254900HROIFWPRGM1V77 US912797VZ72 U.S. Treasury Debt Y 2026-12-01 2026-12-01 2026-12-01 N N N 0.0397 1993704.58 1993704.58 0.0191 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 4.020000% 912797WH6 254900HROIFWPRGM1V77 US912797WH65 U.S. Treasury Debt Y 2026-12-29 2026-12-29 2026-12-29 N N N 0.0409 1987317.50 1987317.50 0.0191 N Y Y N J.P. Morgan Securities LLC Tri Party Repo J.P. Morgan Securities LLC Tri Party Repo 3.930000% 930PNJ004 ZBUT11V806EZRVTWT807 0001168163 930PNJ004_3.93_1102 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 91282CFJ5 2029-08-31 3.125000 0.00 15872800.00 15299578.56 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CNG2 2030-05-31 4.000000 0.00 500.00 496.51 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 15000000.00 15000000.00 0.1440 N Y Y N Wells Fargo Securities LLC Tri Party Repo Wells Fargo Securities LLC Tri Party Repo 3.930000% 930REQ004 VYVVCKR63DVZZN70PB21 0000072971 930REQ004_3.93_1102 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TREASURY BILL 254900HROIFWPRGM1V77 912797TM9 2027-01-21 NA 0.00 15447100.00 15305094.81 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 15000000.00 15000000.00 0.1440 N Y Y N Credit Agricole Corporate and Investment Bank Tri Party Repo Credit Agricole Corporate and Investment Bank Tri Party Repo 3.930000% 996JWK006 1VUV7VQFKUOQSJ21A208 0000033738 996JWK006_3.93_1102 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 91282CEP2 2032-05-15 2.875000 0.00 2829200.00 2603659.01 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125000 0.00 1081600.00 1082364.39 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRJ2 2033-08-31 4.500000 0.00 1431700.00 1414049.38 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 5000000.00 5000000.00 0.0480 N Y Y N Deutsche Bank Securities Inc Tri Party Repo Deutsche Bank Securities Inc Tri Party Repo 3.930000% 99VDGG008 9J6MBOOO7BECTDTUZW19 0000800178 99VDGG008_3.93_1102 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 912810UQ9 2045-11-15 4.625000 0.00 16388700.00 15300033.57 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 15000000.00 15000000.00 0.1440 N Y Y N Goldman Sachs & Co Tri Party Repo Goldman Sachs & Co Tri Party Repo 3.939900% 99VDJN000 FOR8UP27PHTHYVLBNG30 0000886982 99VDJN000_3.94_1102 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 30662400.00 15300000.34 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 15000000.00 15000000.00 0.1440 N Y Y N HSBC Securities USA Inc. Tri Party Repo HSBC Securities USA Inc. Tri Party Repo 3.930000% 99VDKG003 CYYGQCGNHMHPSMRL3R97 0000083246 99VDKG003_3.93_1102 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 91282CDY4 2032-02-15 1.875000 0.00 17610700.00 15300075.47 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0393 15000000.00 15000000.00 0.1440 N Y Y N BofA Securities Inc. Tri Party Repo BofA Securities Inc. Tri Party Repo 3.939900% 99VDMN006 549300HN4UKV1E2R3U73 0000065100 99VDMN006_3.94_1102 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 912810PW2 2038-02-15 4.375000 0.00 154600.00 148805.33 U.S. Treasuries (including strips) US TREASURY N/B 254900HROIFWPRGM1V77 91282CRC7 2033-07-31 4.375000 0.00 9177200.00 9031205.56 U.S. Treasuries (including strips) Y 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 9000000.00 9000000.00 0.0864 N Y Y N STATE STREET INSTITUTIONAL INVESTMENT TRUST 2026-11-06 /s/ Chad Hallett Chad Hallett Deputy Treasurer