# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-034724
**Filing Date:** 2026-4
**Character Count:** 51844
**Document Hash:** cf654698dab01ab0f0fc2c39b16d72f4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034724.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001410368-26-034724

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** STATE STREET INSTITUTIONAL INVESTMENT TRUST
- **CENTRAL INDEX KEY:** 0001107414

**ORGANIZATION NAME:**
- **EIN:** 046910804
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09819
- **FILM NUMBER:** 26843366

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

## Series and Classes Contracts Data

### State Street Institutional Treasury Plus Money Market Fund (Series ID: S000019118)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000052879 | Investment Class              | TPVXX           |
| C000052880 | Premier Class                 | TPIXX           |
| C000143783 | Institutional Class           | SAJXX           |
| C000143784 | Investor Class                | SAEXX           |
| C000143785 | Administration Class          | SSQXX           |
| C000172254 | Trust Class                   | TPLXX           |
| C000230480 | Bancroft Capital Class        | VTLXX           |
| C000231447 | Cabrera Capital Markets Class | CAJXX           |
| C000231448 | Blaylock Van Class            | BVYXX           |
| C000231965 | Opportunity Class             | OPTXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0001107414

### General Information

**Report for (YYYY-MM-DD):** 2026-03-31

**Registrant Full Name:** STATE STREET INSTITUTIONAL INVESTMENT TRUST

**CIK Number of Registrant:** 0001107414

**LEI of Registrant:** 549300P1E098W6ES7M39

**Name of Series:** State Street Institutional Treasury Plus Money Market Fund

**LEI of Series:** 549300PNASLVKQG64331

**EDGAR Series Identifier:** S000019118

**Total number of share classes in the series:** 10

**Is this the fund's final filing on Form N-MFP?:** No

**Has the fund acquired or merged with another fund?:** No

## Part A: Series-Level Information about the Fund

### Service Providers
| Role                          | Details                                         | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | SSGA Funds Management, Inc.                     | 801-60103         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA |  |
| Administrator                 | SSGA Funds Management, Inc.                     |  |
| Transfer Agent                | SS&C GIDS, Inc.<br>CIK: 0000027048              | 084-00448         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 333-30810

- **Is this a Feeder Fund?:** Yes

- **Is this a Master Fund?:** No

- **Is this series for insurance company separate accounts?:** No

- **Money Market Fund Category:** Government

- **Is this a Retail Money Market Fund?:** No

- **Is this a Government Money Market Fund?:** No

- **WAM:** 1 days

- **WAL:** 1 days

- **Total Value of Portfolio Securities:** $64287057385.81

- **Amortized Cost of Portfolio Securities:** $64287057385.81

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $202532465.51

- **Net Assets of Series:** $64084524920.30

- **Number of Shares Outstanding (Series):** 64085225447.6930

- **Does the fund seek to maintain a stable price per share?:** Yes

- **Stable Price Per Share:** $1.00

- **Is cash management vehicle an affiliated fund?:** No

- **Does the fund apply liquidity fees?:** No

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $65547804174.40           | $65887804174.40            | 97.5600%                  | 98.0700%                   |
| 2026-03-03 | $66296974797.52           | $66861974797.52            | 97.2600%                  | 98.0900%                   |
| 2026-03-04 | $65977055542.48           | $66652055542.48            | 97.0900%                  | 98.0800%                   |
| 2026-03-05 | $66907709858.92           | $67127709858.92            | 97.7700%                  | 98.0900%                   |
| 2026-03-06 | $66463082442.16           | $66803082442.16            | 97.5700%                  | 98.0700%                   |
| 2026-03-09 | $65978960734.38           | $66543960734.38            | 97.5600%                  | 98.3900%                   |
| 2026-03-10 | $67665084139.42           | $68120084139.42            | 97.7700%                  | 98.4300%                   |
| 2026-03-11 | $68898631848.54           | $69463631848.54            | 97.3400%                  | 98.1400%                   |
| 2026-03-12 | $70035419626.93           | $70370419626.93            | 97.6900%                  | 98.1500%                   |
| 2026-03-13 | $69541774433.57           | $69881774433.57            | 97.6500%                  | 98.1200%                   |
| 2026-03-16 | $69058782301.85           | $69648782301.85            | 96.9900%                  | 97.8200%                   |
| 2026-03-17 | $70487642272.38           | $70967642272.38            | 97.1900%                  | 97.8500%                   |
| 2026-03-18 | $70507344132.38           | $70847344132.38            | 97.3600%                  | 97.8300%                   |
| 2026-03-19 | $69974361827.28           | $70614361827.28            | 97.3100%                  | 98.2000%                   |
| 2026-03-20 | $70514737598.79           | $71104737598.79            | 97.0000%                  | 97.8100%                   |
| 2026-03-23 | $69053641222.94           | $69643641222.94            | 96.9400%                  | 97.7700%                   |
| 2026-03-24 | $67933157349.90           | $68413157349.90            | 97.0400%                  | 97.7200%                   |
| 2026-03-25 | $72454847164.25           | $72684847164.25            | 97.5400%                  | 97.8500%                   |
| 2026-03-26 | $72291559675.05           | $73041559675.05            | 97.5000%                  | 98.5100%                   |
| 2026-03-27 | $70044956003.11           | $70794956003.11            | 97.4100%                  | 98.4500%                   |
| 2026-03-30 | $67428363742.35           | $68178363742.35            | 97.3200%                  | 98.4000%                   |
| 2026-03-31 | $66989676852.89           | $67739676852.89            | 97.3600%                  | 98.4500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.7400%             |
| 2026-03-03 | 3.7400%             |
| 2026-03-04 | 3.7300%             |
| 2026-03-05 | 3.7300%             |
| 2026-03-06 | 3.7200%             |
| 2026-03-09 | 3.7200%             |
| 2026-03-10 | 3.7200%             |
| 2026-03-11 | 3.7100%             |
| 2026-03-12 | 3.7100%             |
| 2026-03-13 | 3.7100%             |
| 2026-03-16 | 3.7100%             |
| 2026-03-17 | 3.7100%             |
| 2026-03-18 | 3.7100%             |
| 2026-03-19 | 3.7100%             |
| 2026-03-20 | 3.7100%             |
| 2026-03-23 | 3.7000%             |
| 2026-03-24 | 3.7000%             |
| 2026-03-25 | 3.7000%             |
| 2026-03-26 | 3.7000%             |
| 2026-03-27 | 3.7100%             |
| 2026-03-30 | 3.7100%             |
| 2026-03-31 | 3.7200%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-03-02 | 1.0001                      |
|  |  |
| 2026-03-03 | 1.0001                      |
|  |  |
| 2026-03-04 | 1.0000                      |
|  |  |
| 2026-03-05 | 1.0000                      |
|  |  |
| 2026-03-06 | 1.0000                      |
|  |  |
| 2026-03-09 | 1.0001                      |
|  |  |
| 2026-03-10 | 1.0000                      |
|  |  |
| 2026-03-11 | 1.0000                      |
|  |  |
| 2026-03-12 | 1.0000                      |
|  |  |
| 2026-03-13 | 1.0000                      |
|  |  |
| 2026-03-16 | 1.0000                      |
|  |  |
| 2026-03-17 | 1.0000                      |
|  |  |
| 2026-03-18 | 1.0000                      |
|  |  |
| 2026-03-19 | 0.9999                      |
|  |  |
| 2026-03-20 | 0.9999                      |
|  |  |
| 2026-03-23 | 0.9999                      |
|  |  |
| 2026-03-24 | 0.9999                      |
|  |  |
| 2026-03-25 | 0.9999                      |
|  |  |
| 2026-03-26 | 0.9999                      |
|  |  |
| 2026-03-27 | 0.9999                      |
|  |  |
| 2026-03-30 | 0.9999                      |
|  |  |
| 2026-03-31 | 1.0000                      |
|  |  |

## Part B: Class-Level Information about the Fund

### Class: Investment

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $4533794.80

- **Number of Shares Outstanding:** 4534188.9600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 0.9999          |
|  |  |
| 2026-03-05 | 0.9999          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 0.9999          |
|  |  |
| 2026-03-11 | 0.9999          |
|  |  |
| 2026-03-12 | 0.9999          |
|  |  |
| 2026-03-13 | 0.9999          |
|  |  |
| 2026-03-16 | 0.9999          |
|  |  |
| 2026-03-17 | 0.9999          |
|  |  |
| 2026-03-18 | 0.9999          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9998          |
|  |  |
| 2026-03-23 | 0.9998          |
|  |  |
| 2026-03-24 | 0.9998          |
|  |  |
| 2026-03-25 | 0.9998          |
|  |  |
| 2026-03-26 | 0.9998          |
|  |  |
| 2026-03-27 | 0.9998          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $3176.81                  | $80511.80               |
| 2026-03-03 | $45742.66                 | $0.00                   |
| 2026-03-04 | $23312.60                 | $0.00                   |
| 2026-03-05 | $0.00                     | $58853.48               |
| 2026-03-06 | $0.00                     | $88717.29               |
| 2026-03-09 | $0.00                     | $74321.85               |
| 2026-03-10 | $103672.19                | $0.00                   |
| 2026-03-11 | $602720.39                | $0.00                   |
| 2026-03-12 | $0.00                     | $419679.41              |
| 2026-03-13 | $1134285.33               | $0.00                   |
| 2026-03-16 | $0.00                     | $264652.04              |
| 2026-03-17 | $0.00                     | $107641.67              |
| 2026-03-18 | $190082.91                | $0.00                   |
| 2026-03-19 | $0.00                     | $195214.88              |
| 2026-03-20 | $0.00                     | $8970.38                |
| 2026-03-23 | $0.00                     | $154687.12              |
| 2026-03-24 | $1770.77                  | $15000.00               |
| 2026-03-25 | $204491.65                | $0.00                   |
| 2026-03-26 | $0.00                     | $2975.18                |
| 2026-03-27 | $0.00                     | $89683.47               |
| 2026-03-30 | $0.00                     | $34738.28               |
| 2026-03-31 | $0.00                     | $16502.64               |

**Total Gross Subscriptions (Month):** $2309255.31

**Total Gross Redemptions (Month):** $1612149.49

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.2800%           |
| 2026-03-03 | 3.2800%           |
| 2026-03-04 | 3.2700%           |
| 2026-03-05 | 3.2700%           |
| 2026-03-06 | 3.2600%           |
| 2026-03-09 | 3.2600%           |
| 2026-03-10 | 3.2500%           |
| 2026-03-11 | 3.2500%           |
| 2026-03-12 | 3.2500%           |
| 2026-03-13 | 3.2500%           |
| 2026-03-16 | 3.2500%           |
| 2026-03-17 | 3.2500%           |
| 2026-03-18 | 3.2500%           |
| 2026-03-19 | 3.2500%           |
| 2026-03-20 | 3.2400%           |
| 2026-03-23 | 3.2400%           |
| 2026-03-24 | 3.2400%           |
| 2026-03-25 | 3.2400%           |
| 2026-03-26 | 3.2400%           |
| 2026-03-27 | 3.2500%           |
| 2026-03-30 | 3.2500%           |
| 2026-03-31 | 3.2500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 27.2400%         | 0.0000%              |
| Depository institution or other banking institution |  | 72.7500%         | 0.0000%              |

### Class: Premier Class

- **Minimum Initial Investment:** $250000000.00

- **Net Assets of Class:** $47454936188.67

- **Number of Shares Outstanding:** 47455484973.8700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9998          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $3374279080.24            | $2091774995.53          |
| 2026-03-03 | $2197139493.12            | $1638819515.44          |
| 2026-03-04 | $1251946512.08            | $1739374469.70          |
| 2026-03-05 | $1300449292.65            | $1024293170.44          |
| 2026-03-06 | $1573500522.06            | $1902707827.40          |
| 2026-03-09 | $1744336383.99            | $1867896608.04          |
| 2026-03-10 | $1596757251.02            | $1420664044.00          |
| 2026-03-11 | $1974393770.27            | $1662175189.33          |
| 2026-03-12 | $1646064647.89            | $1376494782.43          |
| 2026-03-13 | $2551651764.24            | $1412256181.16          |
| 2026-03-16 | $1979541594.18            | $1678518529.53          |
| 2026-03-17 | $2269606565.50            | $1466475890.44          |
| 2026-03-18 | $3123762931.45            | $1762739237.51          |
| 2026-03-19 | $1786509108.59            | $1229723235.12          |
| 2026-03-20 | $3134317135.67            | $2581584573.28          |
| 2026-03-23 | $1543345953.87            | $2884720685.60          |
| 2026-03-24 | $1715508771.97            | $2573206236.87          |
| 2026-03-25 | $3699195805.24            | $393748413.23           |
| 2026-03-26 | $2043746979.23            | $1760658740.62          |
| 2026-03-27 | $2483612622.36            | $4374848282.00          |
| 2026-03-30 | $1491174144.63            | $3796688890.77          |
| 2026-03-31 | $4067980016.04            | $4483946045.01          |

**Total Gross Subscriptions (Month):** $48548820346.29

**Total Gross Redemptions (Month):** $45123315543.45

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.6300%           |
| 2026-03-03 | 3.6300%           |
| 2026-03-04 | 3.6300%           |
| 2026-03-05 | 3.6200%           |
| 2026-03-06 | 3.6100%           |
| 2026-03-09 | 3.6100%           |
| 2026-03-10 | 3.6000%           |
| 2026-03-11 | 3.6000%           |
| 2026-03-12 | 3.6000%           |
| 2026-03-13 | 3.6000%           |
| 2026-03-16 | 3.6000%           |
| 2026-03-17 | 3.6000%           |
| 2026-03-18 | 3.6000%           |
| 2026-03-19 | 3.6000%           |
| 2026-03-20 | 3.5900%           |
| 2026-03-23 | 3.5900%           |
| 2026-03-24 | 3.5900%           |
| 2026-03-25 | 3.5900%           |
| 2026-03-26 | 3.5900%           |
| 2026-03-27 | 3.6000%           |
| 2026-03-30 | 3.6000%           |
| 2026-03-31 | 3.6000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.1200%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.4800%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.3400%          | 0.0000%              |
| Depository institution or other banking institution |  | 14.2500%         | 0.0000%              |
| Non-financial corporation                           |  | 28.3600%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $7726106040.69

- **Number of Shares Outstanding:** 7726099101.8300

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $1191389528.39            | $82060444.58            |
| 2026-03-03 | $1169838316.35            | $728326098.70           |
| 2026-03-04 | $1075939733.95            | $204853871.94           |
| 2026-03-05 | $305771279.63             | $198647002.60           |
| 2026-03-06 | $172639964.01             | $126092656.14           |
| 2026-03-09 | $80814106.99              | $200475023.41           |
| 2026-03-10 | $278259347.09             | $178158117.02           |
| 2026-03-11 | $127659615.85             | $99422230.34            |
| 2026-03-12 | $417232872.74             | $428746507.77           |
| 2026-03-13 | $229490268.14             | $267930539.77           |
| 2026-03-16 | $1124305479.88            | $198112632.34           |
| 2026-03-17 | $323676280.62             | $352034454.96           |
| 2026-03-18 | $45640855.69              | $788037004.40           |
| 2026-03-19 | $200227173.38             | $791781259.52           |
| 2026-03-20 | $268583353.91             | $527903575.39           |
| 2026-03-23 | $28930227.12              | $258941534.15           |
| 2026-03-24 | $244816244.16             | $269824427.51           |
| 2026-03-25 | $337094862.21             | $129835512.21           |
| 2026-03-26 | $187508543.55             | $487039997.09           |
| 2026-03-27 | $145964559.21             | $760889362.72           |
| 2026-03-30 | $539086824.89             | $602544195.87           |
| 2026-03-31 | $213766529.78             | $1123356595.41          |

**Total Gross Subscriptions (Month):** $8708635967.54

**Total Gross Redemptions (Month):** $8805013043.84

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.6000%           |
| 2026-03-03 | 3.6000%           |
| 2026-03-04 | 3.6000%           |
| 2026-03-05 | 3.5900%           |
| 2026-03-06 | 3.5800%           |
| 2026-03-09 | 3.5800%           |
| 2026-03-10 | 3.5700%           |
| 2026-03-11 | 3.5700%           |
| 2026-03-12 | 3.5700%           |
| 2026-03-13 | 3.5700%           |
| 2026-03-16 | 3.5700%           |
| 2026-03-17 | 3.5700%           |
| 2026-03-18 | 3.5700%           |
| 2026-03-19 | 3.5700%           |
| 2026-03-20 | 3.5600%           |
| 2026-03-23 | 3.5600%           |
| 2026-03-24 | 3.5600%           |
| 2026-03-25 | 3.5600%           |
| 2026-03-26 | 3.5600%           |
| 2026-03-27 | 3.5700%           |
| 2026-03-30 | 3.5700%           |
| 2026-03-31 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 5.5100%          | 0.0000%              |
| Depository institution or other banking institution |  | 42.0200%         | 0.0000%              |
| Depository institution or other banking institution |  | 23.5200%         | 0.0000%              |
| Non-financial corporation                           |  | 5.8200%          | 0.0000%              |
| Non-financial corporation                           |  | 8.4100%          | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $5074592807.14

- **Number of Shares Outstanding:** 5074629094.3100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $764142058.90             | $511545908.14           |
| 2026-03-03 | $318977491.85             | $514923189.90           |
| 2026-03-04 | $173647108.86             | $581417752.08           |
| 2026-03-05 | $149560535.18             | $304528742.36           |
| 2026-03-06 | $465230097.05             | $317455305.08           |
| 2026-03-09 | $299788372.98             | $479211535.69           |
| 2026-03-10 | $1560219883.46            | $313047813.35           |
| 2026-03-11 | $1341072670.85            | $396441008.86           |
| 2026-03-12 | $2079791790.90            | $1350051003.84          |
| 2026-03-13 | $228767072.74             | $1540941026.46          |
| 2026-03-16 | $306960471.03             | $1613489354.61          |
| 2026-03-17 | $665522532.81             | $405351837.87           |
| 2026-03-18 | $206338714.14             | $638970404.33           |
| 2026-03-19 | $42430236.90              | $362175067.79           |
| 2026-03-20 | $821475785.82             | $167421765.65           |
| 2026-03-23 | $140871780.62             | $741417674.58           |
| 2026-03-24 | $188636625.66             | $164920135.86           |
| 2026-03-25 | $361682810.26             | $266560383.64           |
| 2026-03-26 | $166290904.64             | $228031915.19           |
| 2026-03-27 | $157623145.81             | $172233122.64           |
| 2026-03-30 | $214869355.42             | $376436524.56           |
| 2026-03-31 | $760202549.85             | $134113672.34           |

**Total Gross Subscriptions (Month):** $11414101995.73

**Total Gross Redemptions (Month):** $11580685144.82

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5500%           |
| 2026-03-03 | 3.5500%           |
| 2026-03-04 | 3.5500%           |
| 2026-03-05 | 3.5400%           |
| 2026-03-06 | 3.5300%           |
| 2026-03-09 | 3.5300%           |
| 2026-03-10 | 3.5200%           |
| 2026-03-11 | 3.5200%           |
| 2026-03-12 | 3.5200%           |
| 2026-03-13 | 3.5200%           |
| 2026-03-16 | 3.5200%           |
| 2026-03-17 | 3.5200%           |
| 2026-03-18 | 3.5200%           |
| 2026-03-19 | 3.5200%           |
| 2026-03-20 | 3.5100%           |
| 2026-03-23 | 3.5100%           |
| 2026-03-24 | 3.5100%           |
| 2026-03-25 | 3.5100%           |
| 2026-03-26 | 3.5100%           |
| 2026-03-27 | 3.5200%           |
| 2026-03-30 | 3.5200%           |
| 2026-03-31 | 3.5200%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 94.7300%         | 0.0000%              |

### Class: Administration Class

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $3169472.65

- **Number of Shares Outstanding:** 3169605.0530

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 0.9999          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 0.9999          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9998          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9998          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9998          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $92323.04                 | $0.00                   |
| 2026-03-03 | $169834.83                | $0.00                   |
| 2026-03-04 | $572485.15                | $0.00                   |
| 2026-03-05 | $0.00                     | $300750.00              |
| 2026-03-06 | $557031.04                | $0.00                   |
| 2026-03-09 | $0.00                     | $300753.59              |
| 2026-03-10 | $393076.51                | $119811.63              |
| 2026-03-11 | $0.00                     | $0.00                   |
| 2026-03-12 | $746858.68                | $0.00                   |
| 2026-03-13 | $2510.15                  | $250507.06              |
| 2026-03-16 | $2328.98                  | $248136.73              |
| 2026-03-17 | $112490.12                | $501873.33              |
| 2026-03-18 | $0.00                     | $0.00                   |
| 2026-03-19 | $0.00                     | $1810.65                |
| 2026-03-20 | $81479.35                 | $64.35                  |
| 2026-03-23 | $0.00                     | $551.00                 |
| 2026-03-24 | $215392.82                | $0.00                   |
| 2026-03-25 | $0.00                     | $0.00                   |
| 2026-03-26 | $0.00                     | $240406.56              |
| 2026-03-27 | $0.00                     | $0.00                   |
| 2026-03-30 | $648958.05                | $0.00                   |
| 2026-03-31 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $3594768.72

**Total Gross Redemptions (Month):** $1964664.90

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.3800%           |
| 2026-03-03 | 3.3800%           |
| 2026-03-04 | 3.3800%           |
| 2026-03-05 | 3.3700%           |
| 2026-03-06 | 3.3600%           |
| 2026-03-09 | 3.3600%           |
| 2026-03-10 | 3.3500%           |
| 2026-03-11 | 3.3500%           |
| 2026-03-12 | 3.3500%           |
| 2026-03-13 | 3.3500%           |
| 2026-03-16 | 3.3500%           |
| 2026-03-17 | 3.3500%           |
| 2026-03-18 | 3.3500%           |
| 2026-03-19 | 3.3500%           |
| 2026-03-20 | 3.3400%           |
| 2026-03-23 | 3.3400%           |
| 2026-03-24 | 3.3400%           |
| 2026-03-25 | 3.3400%           |
| 2026-03-26 | 3.3400%           |
| 2026-03-27 | 3.3500%           |
| 2026-03-30 | 3.3500%           |
| 2026-03-31 | 3.3500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 46.3700%         | 0.0000%              |
| Depository institution or other banking institution |  | 25.1100%         | 0.0000%              |
| Depository institution or other banking institution |  | 25.9800%         | 0.0000%              |

### Class: Trust Class

- **Minimum Initial Investment:** $15000000.00

- **Net Assets of Class:** $3067519512.90

- **Number of Shares Outstanding:** 3067647495.9500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0000          |
|  |  |
| 2026-03-03 | 1.0000          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0000          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 0.9999          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9998          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9998          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9998          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $179177265.04             | $131795225.99           |
| 2026-03-03 | $227040565.03             | $82284427.37            |
| 2026-03-04 | $43067657.19              | $87260365.72            |
| 2026-03-05 | $58677471.11              | $19383458.08            |
| 2026-03-06 | $24049122.30              | $146029014.33           |
| 2026-03-09 | $64544396.13              | $39100591.16            |
| 2026-03-10 | $63129083.04              | $42651560.85            |
| 2026-03-11 | $41658323.69              | $17478103.91            |
| 2026-03-12 | $40671171.53              | $64517291.17            |
| 2026-03-13 | $31805389.92              | $91054266.91            |
| 2026-03-16 | $36080740.39              | $82883095.44            |
| 2026-03-17 | $77756118.68              | $84225315.09            |
| 2026-03-18 | $38320936.41              | $73808234.19            |
| 2026-03-19 | $49038977.50              | $62662219.89            |
| 2026-03-20 | $36199673.82              | $52805724.33            |
| 2026-03-23 | $128811789.50             | $122656596.51           |
| 2026-03-24 | $18514654.96              | $139695366.06           |
| 2026-03-25 | $46932705.05              | $39765032.57            |
| 2026-03-26 | $40359264.49              | $99704589.01            |
| 2026-03-27 | $88896730.94              | $104882869.74           |
| 2026-03-30 | $30667338.46              | $70930273.39            |
| 2026-03-31 | $39250128.72              | $71794329.24            |

**Total Gross Subscriptions (Month):** $1404649503.90

**Total Gross Redemptions (Month):** $1727367950.95

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5700%           |
| 2026-03-03 | 3.5700%           |
| 2026-03-04 | 3.5700%           |
| 2026-03-05 | 3.5700%           |
| 2026-03-06 | 3.5500%           |
| 2026-03-09 | 3.5500%           |
| 2026-03-10 | 3.5500%           |
| 2026-03-11 | 3.5400%           |
| 2026-03-12 | 3.5400%           |
| 2026-03-13 | 3.5400%           |
| 2026-03-16 | 3.5400%           |
| 2026-03-17 | 3.5400%           |
| 2026-03-18 | 3.5400%           |
| 2026-03-19 | 3.5400%           |
| 2026-03-20 | 3.5400%           |
| 2026-03-23 | 3.5300%           |
| 2026-03-24 | 3.5300%           |
| 2026-03-25 | 3.5300%           |
| 2026-03-26 | 3.5300%           |
| 2026-03-27 | 3.5400%           |
| 2026-03-30 | 3.5400%           |
| 2026-03-31 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 95.5900%         | 0.0000%              |

### Class: Bancroft Capital Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $100151.91

- **Number of Shares Outstanding:** 100152.9800

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0000          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 0.9999          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9998          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $138.14                   | $0.00                   |
| 2026-03-03 | $0.00                     | $0.00                   |
| 2026-03-04 | $0.00                     | $0.00                   |
| 2026-03-05 | $0.00                     | $0.00                   |
| 2026-03-06 | $0.00                     | $0.00                   |
| 2026-03-09 | $0.00                     | $0.00                   |
| 2026-03-10 | $0.00                     | $0.00                   |
| 2026-03-11 | $0.00                     | $0.00                   |
| 2026-03-12 | $0.00                     | $0.00                   |
| 2026-03-13 | $0.00                     | $0.00                   |
| 2026-03-16 | $0.00                     | $0.00                   |
| 2026-03-17 | $0.00                     | $0.00                   |
| 2026-03-18 | $0.00                     | $0.00                   |
| 2026-03-19 | $0.00                     | $0.00                   |
| 2026-03-20 | $0.00                     | $0.00                   |
| 2026-03-23 | $0.00                     | $0.00                   |
| 2026-03-24 | $0.00                     | $0.00                   |
| 2026-03-25 | $0.00                     | $0.00                   |
| 2026-03-26 | $0.00                     | $0.00                   |
| 2026-03-27 | $0.00                     | $0.00                   |
| 2026-03-30 | $0.00                     | $0.00                   |
| 2026-03-31 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $138.14

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.6000%           |
| 2026-03-03 | 3.6000%           |
| 2026-03-04 | 3.5900%           |
| 2026-03-05 | 3.5900%           |
| 2026-03-06 | 3.5800%           |
| 2026-03-09 | 3.5800%           |
| 2026-03-10 | 3.5700%           |
| 2026-03-11 | 3.5700%           |
| 2026-03-12 | 3.5700%           |
| 2026-03-13 | 3.5700%           |
| 2026-03-16 | 3.5700%           |
| 2026-03-17 | 3.5700%           |
| 2026-03-18 | 3.5700%           |
| 2026-03-19 | 3.5700%           |
| 2026-03-20 | 3.5600%           |
| 2026-03-23 | 3.5600%           |
| 2026-03-24 | 3.5600%           |
| 2026-03-25 | 3.5600%           |
| 2026-03-26 | 3.5600%           |
| 2026-03-27 | 3.5700%           |
| 2026-03-30 | 3.5700%           |
| 2026-03-31 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category            | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                     | LIMITED LIABILITY COMPANY | 50.0700%         | 0.0000%              |
| Non-financial corporation |  | 49.9200%         | 0.0000%              |

### Class: Cabrera Capital Markets Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $112764687.03

- **Number of Shares Outstanding:** 112758831.1900

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0001          |
|  |  |
| 2026-03-05 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0002          |
|  |  |
| 2026-03-10 | 1.0002          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0001          |
|  |  |
| 2026-03-13 | 1.0001          |
|  |  |
| 2026-03-16 | 1.0001          |
|  |  |
| 2026-03-17 | 1.0001          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 1.0000          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 1.0000          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 1.0000          |
|  |  |
| 2026-03-30 | 1.0000          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $210424.12                | $116500000.00           |
| 2026-03-03 | $30600000.00              | $5000000.00             |
| 2026-03-04 | $9700000.00               | $0.00                   |
| 2026-03-05 | $18000000.00              | $0.00                   |
| 2026-03-06 | $38000000.00              | $5000000.00             |
| 2026-03-09 | $0.00                     | $116000000.00           |
| 2026-03-10 | $0.00                     | $9174391.01             |
| 2026-03-11 | $49700000.00              | $0.00                   |
| 2026-03-12 | $3000000.00               | $0.00                   |
| 2026-03-13 | $0.00                     | $9800000.00             |
| 2026-03-16 | $0.00                     | $27000000.00            |
| 2026-03-17 | $28000000.00              | $0.00                   |
| 2026-03-18 | $0.00                     | $0.00                   |
| 2026-03-19 | $35500000.00              | $0.00                   |
| 2026-03-20 | $8500000.00               | $0.00                   |
| 2026-03-23 | $0.00                     | $48000000.00            |
| 2026-03-24 | $56000000.00              | $0.00                   |
| 2026-03-25 | $2000000.00               | $9000000.00             |
| 2026-03-26 | $33000000.00              | $0.00                   |
| 2026-03-27 | $0.00                     | $48000000.00            |
| 2026-03-30 | $0.00                     | $26000000.00            |
| 2026-03-31 | $34000000.00              | $0.00                   |

**Total Gross Subscriptions (Month):** $346210424.12

**Total Gross Redemptions (Month):** $419474391.01

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.6000%           |
| 2026-03-03 | 3.6000%           |
| 2026-03-04 | 3.6000%           |
| 2026-03-05 | 3.5900%           |
| 2026-03-06 | 3.5800%           |
| 2026-03-09 | 3.5800%           |
| 2026-03-10 | 3.5700%           |
| 2026-03-11 | 3.5700%           |
| 2026-03-12 | 3.5700%           |
| 2026-03-13 | 3.5700%           |
| 2026-03-16 | 3.5700%           |
| 2026-03-17 | 3.5700%           |
| 2026-03-18 | 3.5700%           |
| 2026-03-19 | 3.5700%           |
| 2026-03-20 | 3.5600%           |
| 2026-03-23 | 3.5600%           |
| 2026-03-24 | 3.5600%           |
| 2026-03-25 | 3.5600%           |
| 2026-03-26 | 3.5600%           |
| 2026-03-27 | 3.5700%           |
| 2026-03-30 | 3.5700%           |
| 2026-03-31 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 22.8800%         | 0.0000%              |
| Broker-dealer |  | 54.8900%         | 0.0000%              |
| Broker-dealer |  | 22.1700%         | 0.0000%              |

### Class: Blaylock Van Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $4467279.00

- **Number of Shares Outstanding:** 4467244.7900

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $12301.16                 | $0.00                   |
| 2026-03-03 | $0.00                     | $0.00                   |
| 2026-03-04 | $0.00                     | $0.00                   |
| 2026-03-05 | $0.00                     | $0.00                   |
| 2026-03-06 | $0.00                     | $0.00                   |
| 2026-03-09 | $0.00                     | $0.00                   |
| 2026-03-10 | $0.00                     | $0.00                   |
| 2026-03-11 | $0.00                     | $0.00                   |
| 2026-03-12 | $0.00                     | $0.00                   |
| 2026-03-13 | $0.00                     | $0.00                   |
| 2026-03-16 | $0.00                     | $0.00                   |
| 2026-03-17 | $0.00                     | $0.00                   |
| 2026-03-18 | $0.00                     | $0.00                   |
| 2026-03-19 | $0.00                     | $0.00                   |
| 2026-03-20 | $0.00                     | $0.00                   |
| 2026-03-23 | $0.00                     | $0.00                   |
| 2026-03-24 | $0.00                     | $0.00                   |
| 2026-03-25 | $0.00                     | $0.00                   |
| 2026-03-26 | $0.00                     | $0.00                   |
| 2026-03-27 | $0.00                     | $0.00                   |
| 2026-03-30 | $0.00                     | $0.00                   |
| 2026-03-31 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $12301.16

**Total Gross Redemptions (Month):** $0.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.6000%           |
| 2026-03-03 | 3.6000%           |
| 2026-03-04 | 3.6000%           |
| 2026-03-05 | 3.5900%           |
| 2026-03-06 | 3.5800%           |
| 2026-03-09 | 3.5800%           |
| 2026-03-10 | 3.5700%           |
| 2026-03-11 | 3.5700%           |
| 2026-03-12 | 3.5700%           |
| 2026-03-13 | 3.5700%           |
| 2026-03-16 | 3.5700%           |
| 2026-03-17 | 3.5700%           |
| 2026-03-18 | 3.5700%           |
| 2026-03-19 | 3.5700%           |
| 2026-03-20 | 3.5600%           |
| 2026-03-23 | 3.5600%           |
| 2026-03-24 | 3.5600%           |
| 2026-03-25 | 3.5600%           |
| 2026-03-26 | 3.5600%           |
| 2026-03-27 | 3.5700%           |
| 2026-03-30 | 3.5700%           |
| 2026-03-31 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category   | Other Category            | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other      | LIMITED LIABILITY COMPANY | 99.9900%         | 0.0000%              |

### Class: Opportunity Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $636334985.51

- **Number of Shares Outstanding:** 636334758.7600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 1.0001          |
|  |  |
| 2026-03-03 | 1.0001          |
|  |  |
| 2026-03-04 | 1.0000          |
|  |  |
| 2026-03-05 | 1.0000          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0000          |
|  |  |
| 2026-03-11 | 1.0000          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0000          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 0.9999          |
|  |  |
| 2026-03-24 | 0.9999          |
|  |  |
| 2026-03-25 | 0.9999          |
|  |  |
| 2026-03-26 | 0.9999          |
|  |  |
| 2026-03-27 | 0.9999          |
|  |  |
| 2026-03-30 | 0.9999          |
|  |  |
| 2026-03-31 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $21491173.25              | $752728858.18           |
| 2026-03-03 | $37239352.96              | $23978687.68            |
| 2026-03-04 | $8211452.11               | $23144671.87            |
| 2026-03-05 | $71495205.12              | $1124199.21             |
| 2026-03-06 | $22728874.72              | $22242226.20            |
| 2026-03-09 | $36780320.52              | $19055959.70            |
| 2026-03-10 | $74398689.38              | $67081237.71            |
| 2026-03-11 | $61008344.08              | $48988195.61            |
| 2026-03-12 | $37781640.07              | $56492291.91            |
| 2026-03-13 | $13920861.37              | $49134191.47            |
| 2026-03-16 | $93511459.49              | $36403040.20            |
| 2026-03-17 | $62202627.09              | $73414783.74            |
| 2026-03-18 | $16461223.00              | $99233422.38            |
| 2026-03-19 | $122704909.31             | $67639432.98            |
| 2026-03-20 | $27287184.68              | $82849677.52            |
| 2026-03-23 | $37563329.66              | $4114022.66             |
| 2026-03-24 | $27917884.35              | $30530962.94            |
| 2026-03-25 | $29208698.04              | $57930445.51            |
| 2026-03-26 | $71080081.65              | $72082779.48            |
| 2026-03-27 | $22871111.86              | $72719716.80            |
| 2026-03-30 | $198251308.04             | $122621906.69           |
| 2026-03-31 | $111449146.41             | $19965009.87            |

**Total Gross Subscriptions (Month):** $1205564877.16

**Total Gross Redemptions (Month):** $1803475720.31

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.6000%           |
| 2026-03-03 | 3.6000%           |
| 2026-03-04 | 3.6000%           |
| 2026-03-05 | 3.5900%           |
| 2026-03-06 | 3.5800%           |
| 2026-03-09 | 3.5800%           |
| 2026-03-10 | 3.5700%           |
| 2026-03-11 | 3.5700%           |
| 2026-03-12 | 3.5700%           |
| 2026-03-13 | 3.5700%           |
| 2026-03-16 | 3.5700%           |
| 2026-03-17 | 3.5700%           |
| 2026-03-18 | 3.5700%           |
| 2026-03-19 | 3.5700%           |
| 2026-03-20 | 3.5600%           |
| 2026-03-23 | 3.5600%           |
| 2026-03-24 | 3.5600%           |
| 2026-03-25 | 3.5600%           |
| 2026-03-26 | 3.5600%           |
| 2026-03-27 | 3.5700%           |
| 2026-03-30 | 3.5700%           |
| 2026-03-31 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 49.5300%         | 0.0000%              |
| Non-financial corporation                           |  | 49.5900%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: State Street Treasury Plus Money Market Portfolio

- **C.1 - Title:** State Street Treasury Plus Money Market Portfolio
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: FSSgAK181, C.3 - LEI: 5493008OWE0VKOXO4934, C.5 - Other ID: FSSgAK181
- **C.18 - Value (incl. sponsor support):** $64287057385.81
- **C.18.a - Value (excl. sponsor support):** $64287057385.81
- **C.19 - Percentage of Net Assets:** 100.0000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** STATE STREET INSTITUTIONAL INVESTMENT TRUST

**Date:** 2026-04-07

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer