# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-034723
**Filing Date:** 2026-4
**Character Count:** 47147
**Document Hash:** 4bf69b82af25127aee0729827e9bc054
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034723.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001410368-26-034723

**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:** 26843365

**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 Money Market Fund (Series ID: S000019117)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000052877 | Premier Class                 | TRIXX           |
| C000052878 | Investment Class              | TRVXX           |
| C000143780 | Administration Class          | SSKXX           |
| C000143781 | Institutional Class           | SSJXX           |
| C000143782 | Investor Class                | SSNXX           |
| C000230479 | Bancroft Capital Class        | VTTXX           |
| C000231445 | Cabrera Capital Markets Class | CSJXX           |
| C000231446 | Blaylock Van Class            |  |
| C000231964 | Opportunity Class             | OPRXX           |

# 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 Money Market Fund

**LEI of Series:** 549300Q3FHSMZ70NLT76

**EDGAR Series Identifier:** S000019117

**Total number of share classes in the series:** 9

**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:** $15351429936.60

- **Amortized Cost of Portfolio Securities:** $15351429936.60

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $46642483.16

- **Net Assets of Series:** $15304787453.44

- **Number of Shares Outstanding (Series):** 15304599169.1510

- **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 | $17154443210.75           | $17154443210.75            | 99.8800%                  | 99.8800%                   |
| 2026-03-03 | $16849275934.71           | $16849275934.71            | 99.8700%                  | 99.8700%                   |
| 2026-03-04 | $16152731706.90           | $16152731706.90            | 99.8700%                  | 99.8700%                   |
| 2026-03-05 | $15780982505.59           | $15780982505.59            | 99.8600%                  | 99.8600%                   |
| 2026-03-06 | $15453688093.00           | $15453688093.00            | 99.8500%                  | 99.8500%                   |
| 2026-03-09 | $15337659287.80           | $15337659287.80            | 99.8500%                  | 99.8500%                   |
| 2026-03-10 | $15443728650.59           | $15443728650.59            | 99.8300%                  | 99.8300%                   |
| 2026-03-11 | $15151125259.73           | $15151125259.73            | 99.8200%                  | 99.8200%                   |
| 2026-03-12 | $15573357708.25           | $15573357708.25            | 99.8200%                  | 99.8200%                   |
| 2026-03-13 | $15300271462.98           | $15300271462.98            | 99.8100%                  | 99.8100%                   |
| 2026-03-16 | $16152963715.40           | $16152963715.40            | 99.8200%                  | 99.8200%                   |
| 2026-03-17 | $15822679613.59           | $15822679613.59            | 99.8100%                  | 99.8100%                   |
| 2026-03-18 | $16025055372.45           | $16025055372.45            | 99.8100%                  | 99.8100%                   |
| 2026-03-19 | $16369207139.26           | $16369207139.26            | 99.8100%                  | 99.8100%                   |
| 2026-03-20 | $17301910565.45           | $17301910565.45            | 99.8000%                  | 99.8000%                   |
| 2026-03-23 | $18715289570.08           | $18715289570.08            | 99.8000%                  | 99.8000%                   |
| 2026-03-24 | $17514082254.33           | $17514082254.33            | 99.7800%                  | 99.7800%                   |
| 2026-03-25 | $18329114917.00           | $18329114917.00            | 99.7800%                  | 99.7800%                   |
| 2026-03-26 | $17836009926.13           | $17836009926.13            | 99.7700%                  | 99.7700%                   |
| 2026-03-27 | $16961834922.02           | $16961834922.02            | 99.7500%                  | 99.7500%                   |
| 2026-03-30 | $17042370538.96           | $17042370538.96            | 99.7400%                  | 99.7400%                   |
| 2026-03-31 | $16324297920.36           | $16324297920.36            | 99.7900%                  | 99.7900%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-03-02 | 3.7200%             |
| 2026-03-03 | 3.7200%             |
| 2026-03-04 | 3.7200%             |
| 2026-03-05 | 3.7200%             |
| 2026-03-06 | 3.7100%             |
| 2026-03-09 | 3.7100%             |
| 2026-03-10 | 3.7100%             |
| 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 | 3.7100%             |
| 2026-03-24 | 3.7100%             |
| 2026-03-25 | 3.7100%             |
| 2026-03-26 | 3.7100%             |
| 2026-03-27 | 3.7100%             |
| 2026-03-30 | 3.7200%             |
| 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 | 1.0001                      |
|  |  |
| 2026-03-06 | 1.0001                      |
|  |  |
| 2026-03-09 | 1.0001                      |
|  |  |
| 2026-03-10 | 1.0001                      |
|  |  |
| 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 | 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                      |
|  |  |

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

### Class: Premier Class

- **Minimum Initial Investment:** $250000000.00

- **Net Assets of Class:** $11504103729.19

- **Number of Shares Outstanding:** 11503959937.2110

**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 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 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 | 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 | $1061838733.35            | $368620574.60           |
| 2026-03-03 | $319757940.59             | $673957216.41           |
| 2026-03-04 | $165400957.53             | $581969674.75           |
| 2026-03-05 | $185112001.99             | $329064388.72           |
| 2026-03-06 | $228163248.71             | $518447120.73           |
| 2026-03-09 | $170902465.10             | $336392531.04           |
| 2026-03-10 | $356310207.70             | $444603936.66           |
| 2026-03-11 | $235402373.11             | $547606083.68           |
| 2026-03-12 | $778299796.63             | $327922814.13           |
| 2026-03-13 | $244938635.82             | $568409153.64           |
| 2026-03-16 | $1035921535.78            | $628705686.29           |
| 2026-03-17 | $204284541.06             | $230019000.33           |
| 2026-03-18 | $246034804.28             | $311028381.30           |
| 2026-03-19 | $469137892.36             | $358897030.65           |
| 2026-03-20 | $1283045709.26            | $371657132.30           |
| 2026-03-23 | $1101998867.53            | $344013610.84           |
| 2026-03-24 | $514335957.05             | $821073124.29           |
| 2026-03-25 | $1264538197.12            | $570836571.97           |
| 2026-03-26 | $453115016.19             | $601810354.11           |
| 2026-03-27 | $423404198.98             | $1053625001.16          |
| 2026-03-30 | $408544579.36             | $484980440.27           |
| 2026-03-31 | $659904989.52             | $1301741818.89          |

**Total Gross Subscriptions (Month):** $11810392649.02

**Total Gross Redemptions (Month):** $11775381646.76

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.6100%           |
| 2026-03-03 | 3.6100%           |
| 2026-03-04 | 3.6100%           |
| 2026-03-05 | 3.6000%           |
| 2026-03-06 | 3.6000%           |
| 2026-03-09 | 3.6000%           |
| 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 | 3.6000%           |
| 2026-03-23 | 3.6000%           |
| 2026-03-24 | 3.6000%           |
| 2026-03-25 | 3.6000%           |
| 2026-03-26 | 3.6000%           |
| 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 |  | 19.4400%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.3000%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.6900%          | 0.0000%              |
| Non-financial corporation                           |  | 45.0500%         | 0.0000%              |

### Class: Investment

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $175020223.51

- **Number of Shares Outstanding:** 175015844.5800

**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 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0001          |
|  |  |
| 2026-03-17 | 1.0000          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 0.9999          |
|  |  |
| 2026-03-23 | 1.0000          |
|  |  |
| 2026-03-24 | 1.0000          |
|  |  |
| 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 | $58175.44                 | $2413948.37             |
| 2026-03-03 | $799982.67                | $1809141.30             |
| 2026-03-04 | $159317.90                | $12790.84               |
| 2026-03-05 | $844278.75                | $215622.34              |
| 2026-03-06 | $0.00                     | $1042042.51             |
| 2026-03-09 | $657838.53                | $109758.76              |
| 2026-03-10 | $143521.56                | $2100.00                |
| 2026-03-11 | $0.00                     | $307192.04              |
| 2026-03-12 | $0.00                     | $1422131.40             |
| 2026-03-13 | $71106.28                 | $363236.62              |
| 2026-03-16 | $115436.51                | $71326.74               |
| 2026-03-17 | $2292752.25               | $100000.00              |
| 2026-03-18 | $0.00                     | $1457023.18             |
| 2026-03-19 | $4072449.89               | $520993.07              |
| 2026-03-20 | $185040.93                | $6083.93                |
| 2026-03-23 | $745278.60                | $0.00                   |
| 2026-03-24 | $76842.23                 | $564327.54              |
| 2026-03-25 | $347790.77                | $10324.09               |
| 2026-03-26 | $180057.59                | $0.00                   |
| 2026-03-27 | $2565759.04               | $475898.34              |
| 2026-03-30 | $92.40                    | $2363376.72             |
| 2026-03-31 | $257835.69                | $0.00                   |

**Total Gross Subscriptions (Month):** $13573557.03

**Total Gross Redemptions (Month):** $13267317.79

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.2600%           |
| 2026-03-03 | 3.2600%           |
| 2026-03-04 | 3.2600%           |
| 2026-03-05 | 3.2500%           |
| 2026-03-06 | 3.2500%           |
| 2026-03-09 | 3.2500%           |
| 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 | 3.2500%           |
| 2026-03-23 | 3.2500%           |
| 2026-03-24 | 3.2500%           |
| 2026-03-25 | 3.2500%           |
| 2026-03-26 | 3.2500%           |
| 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 %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 87.5200%         | 0.0000%              |
| Depository institution or other banking institution |  | 10.9900%         | 0.0000%              |

### Class: Administration Class

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $573290350.70

- **Number of Shares Outstanding:** 573283135.3500

**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 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 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 | 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 | $1483910.81               | $0.00                   |
| 2026-03-03 | $0.00                     | $0.00                   |
| 2026-03-04 | $2850555.56               | $0.00                   |
| 2026-03-05 | $0.00                     | $0.00                   |
| 2026-03-06 | $85.68                    | $3.72                   |
| 2026-03-09 | $0.00                     | $0.00                   |
| 2026-03-10 | $0.00                     | $0.00                   |
| 2026-03-11 | $0.00                     | $0.00                   |
| 2026-03-12 | $2424495.32               | $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 | $1349541.50               | $0.00                   |
| 2026-03-20 | $310339.33                | $0.00                   |
| 2026-03-23 | $0.00                     | $0.00                   |
| 2026-03-24 | $0.00                     | $0.00                   |
| 2026-03-25 | $0.00                     | $1451314.97             |
| 2026-03-26 | $0.00                     | $0.00                   |
| 2026-03-27 | $0.00                     | $0.00                   |
| 2026-03-30 | $0.00                     | $9291056.12             |
| 2026-03-31 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $8418928.20

**Total Gross Redemptions (Month):** $10742374.81

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.3600%           |
| 2026-03-03 | 3.3600%           |
| 2026-03-04 | 3.3600%           |
| 2026-03-05 | 3.3500%           |
| 2026-03-06 | 3.3500%           |
| 2026-03-09 | 3.3500%           |
| 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 | 3.3500%           |
| 2026-03-23 | 3.3500%           |
| 2026-03-24 | 3.3500%           |
| 2026-03-25 | 3.3500%           |
| 2026-03-26 | 3.3500%           |
| 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 |  | 98.1100%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $2671277304.62

- **Number of Shares Outstanding:** 2671253763.6300

**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 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 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 | 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 | $70945926.29              | $420493.28              |
| 2026-03-03 | $178703926.41             | $232154.50              |
| 2026-03-04 | $49483672.22              | $292987532.53           |
| 2026-03-05 | $19814191.63              | $20652727.60            |
| 2026-03-06 | $10758396.92              | $28878009.20            |
| 2026-03-09 | $54516421.40              | $60232.73               |
| 2026-03-10 | $13900613.39              | $17471610.29            |
| 2026-03-11 | $5144118.87               | $7765.94                |
| 2026-03-12 | $1656021.71               | $37191502.05            |
| 2026-03-13 | $113388616.34             | $12161208.21            |
| 2026-03-16 | $105757641.39             | $103097.12              |
| 2026-03-17 | $11204242.40              | $2533990.55             |
| 2026-03-18 | $68838127.11              | $1245473.05             |
| 2026-03-19 | $201654040.48             | $233000.00              |
| 2026-03-20 | $62233378.75              | $1211742.74             |
| 2026-03-23 | $5960673.32               | $39075224.26            |
| 2026-03-24 | $16196508.15              | $107443987.16           |
| 2026-03-25 | $27715907.44              | $60597717.59            |
| 2026-03-26 | $1774153.29               | $60261056.46            |
| 2026-03-27 | $23867297.22              | $111599436.35           |
| 2026-03-30 | $176783978.00             | $21739946.87            |
| 2026-03-31 | $10606445.30              | $35953603.09            |

**Total Gross Subscriptions (Month):** $1230904298.03

**Total Gross Redemptions (Month):** $852061511.57

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5800%           |
| 2026-03-03 | 3.5800%           |
| 2026-03-04 | 3.5800%           |
| 2026-03-05 | 3.5700%           |
| 2026-03-06 | 3.5700%           |
| 2026-03-09 | 3.5700%           |
| 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 | 3.5700%           |
| 2026-03-23 | 3.5700%           |
| 2026-03-24 | 3.5700%           |
| 2026-03-25 | 3.5700%           |
| 2026-03-26 | 3.5700%           |
| 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 |  | 42.9200%         | 0.0000%              |
| Broker-dealer                                       |  | 10.3200%         | 0.0000%              |
| Depository institution or other banking institution |  | 34.1200%         | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $323986454.29

- **Number of Shares Outstanding:** 323979745.9500

**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 | 1.0001          |
|  |  |
| 2026-03-06 | 1.0001          |
|  |  |
| 2026-03-09 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 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 | 1.0000          |
|  |  |
| 2026-03-24 | 1.0000          |
|  |  |
| 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 | $63691919.79              | $24081610.96            |
| 2026-03-03 | $7026738.03               | $362903.28              |
| 2026-03-04 | $6138314.87               | $6986863.15             |
| 2026-03-05 | $11619642.59              | $1722322.98             |
| 2026-03-06 | $16787599.53              | $2416423.22             |
| 2026-03-09 | $1319814.12               | $11847359.94            |
| 2026-03-10 | $3759620.31               | $2815458.01             |
| 2026-03-11 | $2193404.01               | $7117519.57             |
| 2026-03-12 | $6358286.74               | $2086200.61             |
| 2026-03-13 | $514968.51                | $25114935.14            |
| 2026-03-16 | $5535691.07               | $31209430.85            |
| 2026-03-17 | $3026676.46               | $21040357.23            |
| 2026-03-18 | $3273794.68               | $10926175.51            |
| 2026-03-19 | $1532317.67               | $7010672.60             |
| 2026-03-20 | $7489137.66               | $9409150.29             |
| 2026-03-23 | $16682373.99              | $9267358.06             |
| 2026-03-24 | $2974311.65               | $12535006.67            |
| 2026-03-25 | $6091353.03               | $9785792.35             |
| 2026-03-26 | $3193391.88               | $3530170.35             |
| 2026-03-27 | $1923781.78               | $14875808.05            |
| 2026-03-30 | $34318183.10              | $3972231.25             |
| 2026-03-31 | $12706048.61              | $2091920.93             |

**Total Gross Subscriptions (Month):** $218157370.08

**Total Gross Redemptions (Month):** $220205671.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5300%           |
| 2026-03-03 | 3.5300%           |
| 2026-03-04 | 3.5300%           |
| 2026-03-05 | 3.5200%           |
| 2026-03-06 | 3.5200%           |
| 2026-03-09 | 3.5200%           |
| 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 | 3.5200%           |
| 2026-03-23 | 3.5200%           |
| 2026-03-24 | 3.5200%           |
| 2026-03-25 | 3.5200%           |
| 2026-03-26 | 3.5200%           |
| 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 |  | 89.6200%         | 0.0000%              |
| Non-financial corporation |  | 6.4100%          | 0.0000%              |

### Class: Bancroft Capital Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $100169.71

- **Number of Shares Outstanding:** 100152.3800

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $137.64                   | $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):** $137.64

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5800%           |
| 2026-03-03 | 3.5800%           |
| 2026-03-04 | 3.5800%           |
| 2026-03-05 | 3.5800%           |
| 2026-03-06 | 3.5700%           |
| 2026-03-09 | 3.5700%           |
| 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 | 3.5700%           |
| 2026-03-23 | 3.5700%           |
| 2026-03-24 | 3.5700%           |
| 2026-03-25 | 3.5700%           |
| 2026-03-26 | 3.5700%           |
| 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:** $199218.64

- **Number of Shares Outstanding:** 199189.1100

**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 | 1.0001          |
|  |  |
| 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 | 1.0001          |
|  |  |
| 2026-03-19 | 1.0001          |
|  |  |
| 2026-03-20 | 1.0000          |
|  |  |
| 2026-03-23 | 1.0000          |
|  |  |
| 2026-03-24 | 1.0000          |
|  |  |
| 2026-03-25 | 1.0000          |
|  |  |
| 2026-03-26 | 1.0000          |
|  |  |
| 2026-03-27 | 1.0001          |
|  |  |
| 2026-03-30 | 1.0001          |
|  |  |
| 2026-03-31 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $661.77                   | $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                     | $160000.00              |
| 2026-03-30 | $0.00                     | $0.00                   |
| 2026-03-31 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $661.77

**Total Gross Redemptions (Month):** $160000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5800%           |
| 2026-03-03 | 3.5800%           |
| 2026-03-04 | 3.5800%           |
| 2026-03-05 | 3.5800%           |
| 2026-03-06 | 3.5700%           |
| 2026-03-09 | 3.5700%           |
| 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 | 3.5700%           |
| 2026-03-23 | 3.5700%           |
| 2026-03-24 | 3.5700%           |
| 2026-03-25 | 3.5700%           |
| 2026-03-26 | 3.5700%           |
| 2026-03-27 | 3.5700%           |
| 2026-03-30 | 3.5700%           |
| 2026-03-31 | 3.5800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 70.5300%         | 0.0000%              |
| Depository institution or other banking institution |  | 29.4600%         | 0.0000%              |

### Class: Blaylock Van Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $0.00

- **Number of Shares Outstanding:** 0.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-03-02 | 0.0000          |
|  |  |
| 2026-03-03 | 0.0000          |
|  |  |
| 2026-03-04 | 0.0000          |
|  |  |
| 2026-03-05 | 0.0000          |
|  |  |
| 2026-03-06 | 0.0000          |
|  |  |
| 2026-03-09 | 0.0000          |
|  |  |
| 2026-03-10 | 0.0000          |
|  |  |
| 2026-03-11 | 0.0000          |
|  |  |
| 2026-03-12 | 0.0000          |
|  |  |
| 2026-03-13 | 0.0000          |
|  |  |
| 2026-03-16 | 0.0000          |
|  |  |
| 2026-03-17 | 0.0000          |
|  |  |
| 2026-03-18 | 0.0000          |
|  |  |
| 2026-03-19 | 0.0000          |
|  |  |
| 2026-03-20 | 0.0000          |
|  |  |
| 2026-03-23 | 0.0000          |
|  |  |
| 2026-03-24 | 0.0000          |
|  |  |
| 2026-03-25 | 0.0000          |
|  |  |
| 2026-03-26 | 0.0000          |
|  |  |
| 2026-03-27 | 0.0000          |
|  |  |
| 2026-03-30 | 0.0000          |
|  |  |
| 2026-03-31 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $0.00                     | $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):** $0.00

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 0.0000%           |
| 2026-03-03 | 0.0000%           |
| 2026-03-04 | 0.0000%           |
| 2026-03-05 | 0.0000%           |
| 2026-03-06 | 0.0000%           |
| 2026-03-09 | 0.0000%           |
| 2026-03-10 | 0.0000%           |
| 2026-03-11 | 0.0000%           |
| 2026-03-12 | 0.0000%           |
| 2026-03-13 | 0.0000%           |
| 2026-03-16 | 0.0000%           |
| 2026-03-17 | 0.0000%           |
| 2026-03-18 | 0.0000%           |
| 2026-03-19 | 0.0000%           |
| 2026-03-20 | 0.0000%           |
| 2026-03-23 | 0.0000%           |
| 2026-03-24 | 0.0000%           |
| 2026-03-25 | 0.0000%           |
| 2026-03-26 | 0.0000%           |
| 2026-03-27 | 0.0000%           |
| 2026-03-30 | 0.0000%           |
| 2026-03-31 | 0.0000%           |

### Class: Opportunity Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $56810002.78

- **Number of Shares Outstanding:** 56807400.9400

**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 | 1.0001          |
|  |  |
| 2026-03-10 | 1.0001          |
|  |  |
| 2026-03-11 | 1.0001          |
|  |  |
| 2026-03-12 | 1.0000          |
|  |  |
| 2026-03-13 | 1.0000          |
|  |  |
| 2026-03-16 | 1.0001          |
|  |  |
| 2026-03-17 | 1.0001          |
|  |  |
| 2026-03-18 | 1.0000          |
|  |  |
| 2026-03-19 | 1.0000          |
|  |  |
| 2026-03-20 | 1.0000          |
|  |  |
| 2026-03-23 | 1.0000          |
|  |  |
| 2026-03-24 | 1.0000          |
|  |  |
| 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 | $205338.67                | $27486.87               |
| 2026-03-03 | $34934775.49              | $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 | $3000000.00               | $0.00                   |
| 2026-03-10 | $0.00                     | $10000000.00            |
| 2026-03-11 | $0.00                     | $0.00                   |
| 2026-03-12 | $0.00                     | $0.00                   |
| 2026-03-13 | $15000000.00              | $17000000.00            |
| 2026-03-16 | $0.00                     | $675000.00              |
| 2026-03-17 | $550000.00                | $45000000.00            |
| 2026-03-18 | $0.00                     | $5000000.00             |
| 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 | $4500000.00               | $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 | $150000.00                | $0.00                   |

**Total Gross Subscriptions (Month):** $58340114.16

**Total Gross Redemptions (Month):** $77702486.87

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5800%           |
| 2026-03-03 | 3.5800%           |
| 2026-03-04 | 3.5800%           |
| 2026-03-05 | 3.5700%           |
| 2026-03-06 | 3.5700%           |
| 2026-03-09 | 3.5700%           |
| 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 | 3.5700%           |
| 2026-03-23 | 3.5700%           |
| 2026-03-24 | 3.5700%           |
| 2026-03-25 | 3.5700%           |
| 2026-03-26 | 3.5700%           |
| 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 |  | 66.8800%         | 0.0000%              |
| Depository institution or other banking institution |  | 33.0200%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** State Street Treasury Money Market Portfolio
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: FSSgAK171, C.3 - LEI: 549300N64B7W4646YW39, C.5 - Other ID: FSSgAK171
- **C.18 - Value (incl. sponsor support):** $15351429936.60
- **C.18.a - Value (excl. sponsor support):** $15351429936.60
- **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