# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-022223
**Filing Date:** 2026-3
**Character Count:** 46937
**Document Hash:** b2f711724c5b70db311f237274fcb71f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-022223.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001410368-26-022223

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260306

**DATE AS OF CHANGE**: 20260306

**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:** 26729272

**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):** 2026-02-28

**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:** $62092889255.91

- **Amortized Cost of Portfolio Securities:** $62092889255.91

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $179356757.99

- **Net Assets of Series:** $61913532497.92

- **Number of Shares Outstanding (Series):** 61914234478.3900

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-02-02 | $64227998520.58           | $64457998520.58            | 98.1400%                  | 98.4900%                   |
| 2026-02-03 | $64564081154.43           | $64794081154.43            | 98.1400%                  | 98.4900%                   |
| 2026-02-04 | $64480145795.68           | $65045145795.68            | 97.6400%                  | 98.4900%                   |
| 2026-02-05 | $63231327027.26           | $63566327027.26            | 97.9400%                  | 98.4600%                   |
| 2026-02-06 | $62290030578.64           | $62855030578.64            | 97.5400%                  | 98.4200%                   |
| 2026-02-09 | $64007190752.67           | $64347190752.67            | 97.9400%                  | 98.4600%                   |
| 2026-02-10 | $63244204006.99           | $63699204006.99            | 97.7400%                  | 98.4400%                   |
| 2026-02-11 | $64564560364.05           | $65129560364.05            | 97.6200%                  | 98.4800%                   |
| 2026-02-12 | $64862084327.83           | $65197084327.83            | 97.9700%                  | 98.4700%                   |
| 2026-02-13 | $63573279279.35           | $63913279279.35            | 97.9000%                  | 98.4200%                   |
| 2026-02-17 | $64171605966.16           | $64401605966.16            | 98.1000%                  | 98.4500%                   |
| 2026-02-18 | $64356956329.29           | $64696956329.29            | 97.9400%                  | 98.4600%                   |
| 2026-02-19 | $66709859577.53           | $66819859577.53            | 98.3400%                  | 98.5000%                   |
| 2026-02-20 | $64012894751.96           | $64352894751.96            | 97.6700%                  | 98.1900%                   |
| 2026-02-23 | $65679855764.75           | $66299855764.75            | 97.7300%                  | 98.6600%                   |
| 2026-02-24 | $65244851941.22           | $65474851941.22            | 97.8800%                  | 98.2200%                   |
| 2026-02-25 | $66170386610.28           | $66510386610.28            | 97.7500%                  | 98.2500%                   |
| 2026-02-26 | $66919281910.22           | $67029281910.22            | 97.9400%                  | 98.1000%                   |
| 2026-02-27 | $63859427446.84           | $64199427446.84            | 97.4900%                  | 98.0000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7500%             |
| 2026-02-03 | 3.7500%             |
| 2026-02-04 | 3.7500%             |
| 2026-02-05 | 3.7500%             |
| 2026-02-06 | 3.7400%             |
| 2026-02-09 | 3.7400%             |
| 2026-02-10 | 3.7300%             |
| 2026-02-11 | 3.7300%             |
| 2026-02-12 | 3.7300%             |
| 2026-02-13 | 3.7400%             |
| 2026-02-17 | 3.7400%             |
| 2026-02-18 | 3.7500%             |
| 2026-02-19 | 3.7500%             |
| 2026-02-20 | 3.7400%             |
| 2026-02-23 | 3.7400%             |
| 2026-02-24 | 3.7400%             |
| 2026-02-25 | 3.7300%             |
| 2026-02-26 | 3.7300%             |
| 2026-02-27 | 3.7400%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-02-02 | 1.0001                      |
|  |  |
| 2026-02-03 | 1.0001                      |
|  |  |
| 2026-02-04 | 1.0001                      |
|  |  |
| 2026-02-05 | 1.0002                      |
|  |  |
| 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 | 1.0001                      |
|  |  |

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

### Class: Investment

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $3836688.88

- **Number of Shares Outstanding:** 3837083.1400

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $304787.82                | $716.36                 |
| 2026-02-03 | $105529.28                | $0.00                   |
| 2026-02-04 | $0.00                     | $19183.53               |
| 2026-02-05 | $221786.58                | $0.00                   |
| 2026-02-06 | $0.00                     | $275200.01              |
| 2026-02-09 | $44655.92                 | $0.00                   |
| 2026-02-10 | $0.00                     | $16184.15               |
| 2026-02-11 | $0.00                     | $12970.55               |
| 2026-02-12 | $3504.63                  | $0.00                   |
| 2026-02-13 | $0.00                     | $44340.60               |
| 2026-02-17 | $0.00                     | $2039968.49             |
| 2026-02-18 | $180145.41                | $0.00                   |
| 2026-02-19 | $45280.07                 | $0.00                   |
| 2026-02-20 | $99964.94                 | $0.00                   |
| 2026-02-23 | $3099.07                  | $0.00                   |
| 2026-02-24 | $16608.22                 | $0.00                   |
| 2026-02-25 | $141321.96                | $0.00                   |
| 2026-02-26 | $114667.76                | $0.00                   |
| 2026-02-27 | $0.00                     | $215707.49              |

**Total Gross Subscriptions (Month):** $1281351.66

**Total Gross Redemptions (Month):** $2624271.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.2900%           |
| 2026-02-03 | 3.2900%           |
| 2026-02-04 | 3.2900%           |
| 2026-02-05 | 3.2900%           |
| 2026-02-06 | 3.2800%           |
| 2026-02-09 | 3.2800%           |
| 2026-02-10 | 3.2700%           |
| 2026-02-11 | 3.2700%           |
| 2026-02-12 | 3.2700%           |
| 2026-02-13 | 3.2800%           |
| 2026-02-17 | 3.2800%           |
| 2026-02-18 | 3.2900%           |
| 2026-02-19 | 3.2900%           |
| 2026-02-20 | 3.2800%           |
| 2026-02-23 | 3.2800%           |
| 2026-02-24 | 3.2800%           |
| 2026-02-25 | 3.2700%           |
| 2026-02-26 | 3.2700%           |
| 2026-02-27 | 3.2800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 32.9100%         | 0.0000%              |
| Depository institution or other banking institution |  | 67.0800%         | 0.0000%              |

### Class: Premier Class

- **Minimum Initial Investment:** $250000000.00

- **Net Assets of Class:** $44029430309.81

- **Number of Shares Outstanding:** 44029980171.0300

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 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 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $1885647605.42            | $1709278926.22          |
| 2026-02-03 | $1850344263.77            | $1767259364.81          |
| 2026-02-04 | $987602600.91             | $939214191.70           |
| 2026-02-05 | $1472222466.88            | $1569831014.31          |
| 2026-02-06 | $1504291523.18            | $1639678275.17          |
| 2026-02-09 | $2977161977.07            | $2097668382.27          |
| 2026-02-10 | $1987301288.60            | $1806469914.47          |
| 2026-02-11 | $1795260821.99            | $1160856875.34          |
| 2026-02-12 | $2573366822.24            | $2165754140.27          |
| 2026-02-13 | $1498330100.05            | $2258738794.53          |
| 2026-02-17 | $2015767720.96            | $2369004659.48          |
| 2026-02-18 | $1379249235.39            | $1604681029.91          |
| 2026-02-19 | $3806881572.36            | $1666958598.41          |
| 2026-02-20 | $1556301694.61            | $2051893564.18          |
| 2026-02-23 | $2095695206.75            | $1621761817.95          |
| 2026-02-24 | $936139592.99             | $1502729541.15          |
| 2026-02-25 | $1633608337.80            | $1102985970.42          |
| 2026-02-26 | $2661369210.06            | $2001687570.66          |
| 2026-02-27 | $1835690202.02            | $3028900893.44          |

**Total Gross Subscriptions (Month):** $36452232243.05

**Total Gross Redemptions (Month):** $34065353524.69

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6400%           |
| 2026-02-03 | 3.6400%           |
| 2026-02-04 | 3.6400%           |
| 2026-02-05 | 3.6400%           |
| 2026-02-06 | 3.6300%           |
| 2026-02-09 | 3.6300%           |
| 2026-02-10 | 3.6200%           |
| 2026-02-11 | 3.6200%           |
| 2026-02-12 | 3.6200%           |
| 2026-02-13 | 3.6300%           |
| 2026-02-17 | 3.6300%           |
| 2026-02-18 | 3.6400%           |
| 2026-02-19 | 3.6400%           |
| 2026-02-20 | 3.6300%           |
| 2026-02-23 | 3.6300%           |
| 2026-02-24 | 3.6300%           |
| 2026-02-25 | 3.6200%           |
| 2026-02-26 | 3.6200%           |
| 2026-02-27 | 3.6300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.6600%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.6100%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.5300%          | 0.0000%              |
| Depository institution or other banking institution |  | 16.2800%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.0900%          | 0.0000%              |
| Non-financial corporation                           |  | 29.9800%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $7822482941.80

- **Number of Shares Outstanding:** 7822476178.1300

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 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 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $1067011170.46            | $833183687.89           |
| 2026-02-03 | $544339494.68             | $799667256.89           |
| 2026-02-04 | $131178946.09             | $154598134.75           |
| 2026-02-05 | $283520870.01             | $227288803.52           |
| 2026-02-06 | $100084935.86             | $682322974.54           |
| 2026-02-09 | $448719064.09             | $82547906.30            |
| 2026-02-10 | $70867332.29              | $92350786.18            |
| 2026-02-11 | $243948901.98             | $44772184.05            |
| 2026-02-12 | $176195715.71             | $61568583.25            |
| 2026-02-13 | $210467782.40             | $537190939.86           |
| 2026-02-17 | $338385596.08             | $449924702.65           |
| 2026-02-18 | $621387498.06             | $170960354.25           |
| 2026-02-19 | $139734184.00             | $220491597.41           |
| 2026-02-20 | $211615553.91             | $1645972807.53          |
| 2026-02-23 | $675492381.71             | $67275907.12            |
| 2026-02-24 | $347381611.56             | $118162833.89           |
| 2026-02-25 | $259435571.52             | $626051955.49           |
| 2026-02-26 | $625434897.02             | $209146173.75           |
| 2026-02-27 | $137759120.41             | $1048177257.92          |

**Total Gross Subscriptions (Month):** $6632960627.84

**Total Gross Redemptions (Month):** $8071654847.24

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

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 5.5200%          | 0.0000%              |
| Depository institution or other banking institution |  | 46.9400%         | 0.0000%              |
| Depository institution or other banking institution |  | 13.6600%         | 0.0000%              |
| Non-financial corporation                           |  | 5.7500%          | 0.0000%              |
| Non-financial corporation                           |  | 8.3000%          | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $5241175841.17

- **Number of Shares Outstanding:** 5241212243.4000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 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 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $851880880.88             | $291258804.79           |
| 2026-02-03 | $803506417.81             | $162610343.35           |
| 2026-02-04 | $306363337.46             | $556278639.42           |
| 2026-02-05 | $106167098.69             | $429821081.63           |
| 2026-02-06 | $279546400.99             | $384732697.40           |
| 2026-02-09 | $270536875.49             | $288691669.77           |
| 2026-02-10 | $127350680.72             | $286068903.72           |
| 2026-02-11 | $403282996.97             | $124578668.78           |
| 2026-02-12 | $138766626.06             | $312240616.31           |
| 2026-02-13 | $90737112.81              | $292993677.97           |
| 2026-02-17 | $1063566445.83            | $309279258.60           |
| 2026-02-18 | $507251712.54             | $183304589.76           |
| 2026-02-19 | $324107971.79             | $156610167.24           |
| 2026-02-20 | $130213912.83             | $420255604.31           |
| 2026-02-23 | $498023346.31             | $417809266.66           |
| 2026-02-24 | $156458905.35             | $614560947.82           |
| 2026-02-25 | $194934481.04             | $253684615.66           |
| 2026-02-26 | $191911697.80             | $441381322.12           |
| 2026-02-27 | $195554725.06             | $185618132.12           |

**Total Gross Subscriptions (Month):** $6640161626.43

**Total Gross Redemptions (Month):** $6111779007.43

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5600%           |
| 2026-02-03 | 3.5600%           |
| 2026-02-04 | 3.5600%           |
| 2026-02-05 | 3.5500%           |
| 2026-02-06 | 3.5500%           |
| 2026-02-09 | 3.5500%           |
| 2026-02-10 | 3.5400%           |
| 2026-02-11 | 3.5400%           |
| 2026-02-12 | 3.5400%           |
| 2026-02-13 | 3.5500%           |
| 2026-02-17 | 3.5500%           |
| 2026-02-18 | 3.5600%           |
| 2026-02-19 | 3.5600%           |
| 2026-02-20 | 3.5500%           |
| 2026-02-23 | 3.5500%           |
| 2026-02-24 | 3.5500%           |
| 2026-02-25 | 3.5500%           |
| 2026-02-26 | 3.5400%           |
| 2026-02-27 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 96.2300%         | 0.0000%              |

### Class: Administration Class

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $1539368.76

- **Number of Shares Outstanding:** 1539501.2300

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0000          |
|  |  |
| 2026-02-04 | 1.0000          |
|  |  |
| 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 | 1.0000          |
|  |  |
| 2026-02-19 | 1.0000          |
|  |  |
| 2026-02-20 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0000          |
|  |  |
| 2026-02-27 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $110660.39                | $0.00                   |
| 2026-02-03 | $9041.83                  | $496712.42              |
| 2026-02-04 | $2384.53                  | $2373.17                |
| 2026-02-05 | $2540.55                  | $732.06                 |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $437.00                 |
| 2026-02-10 | $147086.58                | $142111.19              |
| 2026-02-11 | $940278.44                | $0.00                   |
| 2026-02-12 | $2338.37                  | $0.00                   |
| 2026-02-13 | $0.00                     | $749375.00              |
| 2026-02-17 | $245912.64                | $0.00                   |
| 2026-02-18 | $0.00                     | $248835.55              |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $105650.33                | $0.00                   |
| 2026-02-23 | $2005.18                  | $249687.50              |
| 2026-02-24 | $476.98                   | $0.00                   |
| 2026-02-25 | $5526.78                  | $242366.41              |
| 2026-02-26 | $60284.51                 | $0.00                   |
| 2026-02-27 | $35181.04                 | $0.00                   |

**Total Gross Subscriptions (Month):** $1669368.15

**Total Gross Redemptions (Month):** $2132630.30

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.3900%           |
| 2026-02-03 | 3.3900%           |
| 2026-02-04 | 3.3900%           |
| 2026-02-05 | 3.3900%           |
| 2026-02-06 | 3.3800%           |
| 2026-02-09 | 3.3800%           |
| 2026-02-10 | 3.3800%           |
| 2026-02-11 | 3.3800%           |
| 2026-02-12 | 3.3800%           |
| 2026-02-13 | 3.3800%           |
| 2026-02-17 | 3.3800%           |
| 2026-02-18 | 3.3900%           |
| 2026-02-19 | 3.3900%           |
| 2026-02-20 | 3.3800%           |
| 2026-02-23 | 3.3800%           |
| 2026-02-24 | 3.3800%           |
| 2026-02-25 | 3.3800%           |
| 2026-02-26 | 3.3700%           |
| 2026-02-27 | 3.3800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 78.2000%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.1400%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.4900%          | 0.0000%              |

### Class: Trust Class

- **Minimum Initial Investment:** $15000000.00

- **Net Assets of Class:** $3390237890.39

- **Number of Shares Outstanding:** 3390365943.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 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 | 1.0000          |
|  |  |
| 2026-02-23 | 1.0001          |
|  |  |
| 2026-02-24 | 1.0001          |
|  |  |
| 2026-02-25 | 1.0001          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $179845462.97             | $88171049.93            |
| 2026-02-03 | $166797178.79             | $146569222.66           |
| 2026-02-04 | $50575344.62              | $129325956.27           |
| 2026-02-05 | $33982536.92              | $83106830.10            |
| 2026-02-06 | $52992426.49              | $26601153.97            |
| 2026-02-09 | $26635263.79              | $55339303.27            |
| 2026-02-10 | $67091833.80              | $46494965.36            |
| 2026-02-11 | $43333873.01              | $39069749.51            |
| 2026-02-12 | $48237690.77              | $32457262.87            |
| 2026-02-13 | $28862474.60              | $80022519.63            |
| 2026-02-17 | $91293281.72              | $55194767.31            |
| 2026-02-18 | $34879262.02              | $54453364.31            |
| 2026-02-19 | $50724311.81              | $28396688.12            |
| 2026-02-20 | $43105587.21              | $36715471.30            |
| 2026-02-23 | $89143493.88              | $50467377.37            |
| 2026-02-24 | $105685881.06             | $69158288.69            |
| 2026-02-25 | $68100129.57              | $111042638.60           |
| 2026-02-26 | $51368778.91              | $85767530.82            |
| 2026-02-27 | $85831955.78              | $86110168.19            |

**Total Gross Subscriptions (Month):** $1318486767.72

**Total Gross Redemptions (Month):** $1304464308.28

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

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 95.5700%         | 0.0000%              |

### Class: Bancroft Capital Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $100013.76

- **Number of Shares Outstanding:** 100014.8400

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 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 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $14.84                    | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $14.84

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

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

**Beneficial/Record Owner Categories**
| Category                  | Other Category            | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Other                     | LIMITED LIABILITY COMPANY | 50.0000%         | 0.0000%              |
| Non-financial corporation |  | 49.9900%         | 0.0000%              |

### Class: Cabrera Capital Markets Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $186028651.37

- **Number of Shares Outstanding:** 186022798.0800

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $140586.95                | $18100000.00            |
| 2026-02-03 | $27800000.00              | $0.00                   |
| 2026-02-04 | $30200000.00              | $0.00                   |
| 2026-02-05 | $12900000.00              | $5800000.00             |
| 2026-02-06 | $1000000.00               | $11000000.00            |
| 2026-02-09 | $1000000.00               | $56000000.00            |
| 2026-02-10 | $26000000.00              | $0.00                   |
| 2026-02-11 | $10000000.00              | $12000000.00            |
| 2026-02-12 | $23500000.00              | $0.00                   |
| 2026-02-13 | $11000000.00              | $5100000.00             |
| 2026-02-17 | $0.00                     | $77000000.00            |
| 2026-02-18 | $33000000.00              | $0.00                   |
| 2026-02-19 | $29500000.00              | $0.00                   |
| 2026-02-20 | $16500000.00              | $0.00                   |
| 2026-02-23 | $0.00                     | $51000000.00            |
| 2026-02-24 | $54000000.00              | $0.00                   |
| 2026-02-25 | $45000000.00              | $5200000.00             |
| 2026-02-26 | $40000000.00              | $55000000.00            |
| 2026-02-27 | $20000000.00              | $10000000.00            |

**Total Gross Subscriptions (Month):** $381540586.95

**Total Gross Redemptions (Month):** $306200000.00

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

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 16.2800%         | 0.0000%              |
| Broker-dealer |  | 70.2400%         | 0.0000%              |
| Broker-dealer |  | 13.4300%         | 0.0000%              |

### Class: Blaylock Van Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $4454977.74

- **Number of Shares Outstanding:** 4454943.6300

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 2026-02-11 | 1.0001          |
|  |  |
| 2026-02-12 | 1.0001          |
|  |  |
| 2026-02-13 | 1.0002          |
|  |  |
| 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 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $13659.05                 | $0.00                   |
| 2026-02-03 | $0.00                     | $0.00                   |
| 2026-02-04 | $0.00                     | $0.00                   |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $0.00                     | $0.00                   |
| 2026-02-11 | $0.00                     | $0.00                   |
| 2026-02-12 | $0.00                     | $0.00                   |
| 2026-02-13 | $0.00                     | $0.00                   |
| 2026-02-17 | $0.00                     | $0.00                   |
| 2026-02-18 | $0.00                     | $0.00                   |
| 2026-02-19 | $0.00                     | $0.00                   |
| 2026-02-20 | $0.00                     | $0.00                   |
| 2026-02-23 | $0.00                     | $0.00                   |
| 2026-02-24 | $0.00                     | $0.00                   |
| 2026-02-25 | $0.00                     | $0.00                   |
| 2026-02-26 | $0.00                     | $0.00                   |
| 2026-02-27 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $13659.05

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

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

**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:** $1234245814.24

- **Number of Shares Outstanding:** 1234245601.9100

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-02-02 | 1.0001          |
|  |  |
| 2026-02-03 | 1.0001          |
|  |  |
| 2026-02-04 | 1.0001          |
|  |  |
| 2026-02-05 | 1.0002          |
|  |  |
| 2026-02-06 | 1.0001          |
|  |  |
| 2026-02-09 | 1.0001          |
|  |  |
| 2026-02-10 | 1.0002          |
|  |  |
| 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 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $37325765.71              | $482548371.98           |
| 2026-02-03 | $11103671.89              | $28509680.45            |
| 2026-02-04 | $7267269.78               | $43484279.66            |
| 2026-02-05 | $27331066.46              | $361504988.59           |
| 2026-02-06 | $34183234.86              | $38874460.34            |
| 2026-02-09 | $30459602.70              | $51973043.07            |
| 2026-02-10 | $24167429.00              | $36189964.06            |
| 2026-02-11 | $21681568.61              | $38646377.43            |
| 2026-02-12 | $13046479.53              | $71967051.03            |
| 2026-02-13 | $109678306.08             | $12555634.57            |
| 2026-02-17 | $58216875.12              | $77896227.45            |
| 2026-02-18 | $40740628.67              | $30589927.84            |
| 2026-02-19 | $197926750.52             | $51184578.00            |
| 2026-02-20 | $18337862.90              | $77472699.82            |
| 2026-02-23 | $64166981.44              | $21807538.08            |
| 2026-02-24 | $403906691.11             | $32199698.49            |
| 2026-02-25 | $133753775.06             | $90015151.83            |
| 2026-02-26 | $155981369.11             | $47484094.16            |
| 2026-02-27 | $48339387.00              | $86351364.31            |

**Total Gross Subscriptions (Month):** $1437614715.55

**Total Gross Redemptions (Month):** $1681255131.16

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

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 24.7400%         | 0.0000%              |
| Non-financial corporation                           |  | 74.8000%         | 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):** $62092889255.91
- **C.18.a - Value (excl. sponsor support):** $62092889255.91
- **C.19 - Percentage of Net Assets:** 100.0000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **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:** 2026-03-06

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer