N-MFP3 0001107414 XXXXXXXX 2026-02-28 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 16288807741.11 16288807741.11 0.9995 0.9995 2026-02-02 16222959849.13 16222959849.13 0.9994 0.9994 2026-02-03 16677565546.73 16677565546.73 0.9994 0.9994 2026-02-04 16888764120.13 16888764120.13 0.9993 0.9993 2026-02-05 16979943880.09 16979943880.09 0.9993 0.9993 2026-02-06 16745714664.87 16745714664.87 0.9992 0.9992 2026-02-09 16375396567.53 16375396567.53 0.9992 0.9992 2026-02-10 15988851395.16 15988851395.16 0.9991 0.9991 2026-02-11 15973830626.45 15973830626.45 0.9991 0.9991 2026-02-12 15877501231.05 15877501231.05 0.9990 0.9990 2026-02-13 16588839478.67 16588839478.67 0.9991 0.9991 2026-02-17 16656716403.02 16656716403.02 0.9991 0.9991 2026-02-18 17127939331.91 17127939331.91 0.9991 0.9991 2026-02-19 17499553192.64 17499553192.64 0.9990 0.9990 2026-02-20 16894660574.42 16894660574.42 0.9990 0.9990 2026-02-23 17041853799.40 17041853799.40 0.9989 0.9989 2026-02-24 17049245812.20 17049245812.20 0.9989 0.9989 2026-02-25 15601594190.15 15601594190.15 0.9988 0.9988 2026-02-26 15755265031.80 15755265031.80 0.9988 0.9988 2026-02-27 0.00 141661336.25 141661336.25 0.00 553782.37 141107553.88 141106935.1900 Y 1.0000 0.0373 2026-02-02 0.0373 2026-02-03 0.0373 2026-02-04 0.0373 2026-02-05 0.0373 2026-02-06 0.0373 2026-02-09 0.0373 2026-02-10 0.0373 2026-02-11 0.0373 2026-02-12 0.0373 2026-02-13 0.0373 2026-02-17 0.0373 2026-02-18 0.0373 2026-02-19 0.0372 2026-02-20 0.0372 2026-02-23 0.0372 2026-02-24 0.0372 2026-02-25 0.0372 2026-02-26 0.0372 2026-02-27 1.0001 2026-02-02 1.0001 2026-02-03 1.0001 2026-02-04 1.0002 2026-02-05 1.0001 2026-02-06 1.0001 2026-02-09 1.0001 2026-02-10 1.0001 2026-02-11 1.0001 2026-02-12 1.0001 2026-02-13 1.0001 2026-02-17 1.0001 2026-02-18 1.0001 2026-02-19 1.0001 2026-02-20 1.0001 2026-02-23 1.0001 2026-02-24 1.0001 2026-02-25 1.0001 2026-02-26 1.0001 2026-02-27 N N Advantage Class C000251884 1000000.00 141107553.88 141106935.1900 1.0001 2026-02-02 1.0001 2026-02-03 1.0001 2026-02-04 1.0002 2026-02-05 1.0001 2026-02-06 1.0001 2026-02-09 1.0001 2026-02-10 1.0001 2026-02-11 1.0001 2026-02-12 1.0001 2026-02-13 1.0001 2026-02-17 1.0001 2026-02-18 1.0001 2026-02-19 1.0001 2026-02-20 1.0001 2026-02-23 1.0001 2026-02-24 1.0001 2026-02-25 1.0001 2026-02-26 1.0001 2026-02-27 690450.52 1535957.83 2026-02-02 1089112.94 766670.63 2026-02-03 125100.00 732929.64 2026-02-04 1504110.58 1089527.80 2026-02-05 512550.00 949758.16 2026-02-06 401086.66 523684.83 2026-02-09 381865.00 991890.00 2026-02-10 435292.49 1376724.54 2026-02-11 611143.24 93347.89 2026-02-12 1547223.82 708316.10 2026-02-13 776250.00 676624.08 2026-02-17 487000.00 427053.97 2026-02-18 682180.00 40654.20 2026-02-19 455458.50 467652.20 2026-02-20 329300.00 296083.79 2026-02-23 439883.42 1218351.81 2026-02-24 596200.00 701046.57 2026-02-25 401450.00 515013.75 2026-02-26 388450.00 892764.77 2026-02-27 11854107.17 14004052.56 0.0334 2026-02-02 0.0334 2026-02-03 0.0334 2026-02-04 0.0334 2026-02-05 0.0334 2026-02-06 0.0334 2026-02-09 0.0334 2026-02-10 0.0334 2026-02-11 0.0334 2026-02-12 0.0334 2026-02-13 0.0334 2026-02-17 0.0334 2026-02-18 0.0334 2026-02-19 0.0333 2026-02-20 0.0333 2026-02-23 0.0333 2026-02-24 0.0333 2026-02-25 0.0333 2026-02-26 0.0333 2026-02-27 Y 7716.00 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 2026-03-02 2026-03-02 2026-03-02 N N N 0.0000 141661336.25 141661336.25 1.0000 N Y Y N STATE STREET INSTITUTIONAL INVESTMENT TRUST 2026-03-06 /s/ Chad Hallett Chad Hallett Deputy Treasurer