# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-022220
**Filing Date:** 2026-3
**Character Count:** 57702
**Document Hash:** c2207bcf3596fb94aa0db34458dcc858
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-022220.hdr.sgml**: 20260306

**ACCESSION NUMBER**: 0001410368-26-022220

**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:** 26729271

**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 U.S. Government Money Market Fund (Series ID: S000010701)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000052883 | Premier Class                 | GVMXX           |
| C000052884 | Investment Class              | GVVXX           |
| C000069459 | Select Class                  | GVSXX           |
| C000143775 | Institutional Class           | SAHXX           |
| C000143776 | Administration Class          | SALXX           |
| C000145476 | Investor Class                | SAMXX           |
| C000146109 | Class G                       | SSOXX           |
| C000175728 | Class M                       | GOMXX           |
| C000230478 | Bancroft Capital Class        | VTGXX           |
| C000231443 | Blaylock Van Class            | BUYXX           |
| C000231444 | Cabrera Capital Markets Class | CAHXX           |
| C000231963 | Opportunity Class             | OPGXX           |
| C000261738 | Trust Class                   | GVBXX           |

# 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 U.S. Government Money Market Fund

**LEI of Series:** 549300BZ5TGIFZUZDZ37

**EDGAR Series Identifier:** S000010701

**Total number of share classes in the series:** 13

**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:** $234155495229.54

- **Amortized Cost of Portfolio Securities:** $234155495229.54

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $675279284.33

- **Net Assets of Series:** $233480215945.21

- **Number of Shares Outstanding (Series):** 233480405552.9100

- **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 | $190830243980.67          | $194698735351.15           | 84.4000%                  | 86.1100%                   |
| 2026-02-03 | $195076389542.41          | $198945111915.96           | 84.6800%                  | 86.3600%                   |
| 2026-02-04 | $201925633223.73          | $206944678178.00           | 85.1400%                  | 87.2500%                   |
| 2026-02-05 | $206126836269.06          | $209768195863.15           | 85.8900%                  | 87.4000%                   |
| 2026-02-06 | $200840302595.06          | $205516104416.22           | 85.3200%                  | 87.3100%                   |
| 2026-02-09 | $202568173443.21          | $206554180164.40           | 85.7100%                  | 87.4000%                   |
| 2026-02-10 | $201285571901.98          | $205671813885.53           | 85.4000%                  | 87.2600%                   |
| 2026-02-11 | $202895744583.41          | $207657214605.22           | 85.3600%                  | 87.3700%                   |
| 2026-02-12 | $204387630232.81          | $208059596119.57           | 85.8300%                  | 87.3700%                   |
| 2026-02-13 | $203564538443.80          | $207231723010.49           | 85.7600%                  | 87.3100%                   |
| 2026-02-17 | $207709915165.01          | $211003072222.86           | 85.9400%                  | 87.3000%                   |
| 2026-02-18 | $204236474738.99          | $207228342424.96           | 85.5900%                  | 86.8500%                   |
| 2026-02-19 | $207965287157.63          | $210121090653.10           | 86.2500%                  | 87.1400%                   |
| 2026-02-20 | $201564573204.34          | $204490502667.77           | 85.3700%                  | 86.6100%                   |
| 2026-02-23 | $201548863369.01          | $204960629040.22           | 85.5200%                  | 86.9600%                   |
| 2026-02-24 | $203012607406.26          | $205114465176.75           | 85.7400%                  | 86.6300%                   |
| 2026-02-25 | $205762899364.71          | $207692954485.70           | 85.9500%                  | 86.7600%                   |
| 2026-02-26 | $206919251775.23          | $208670694488.10           | 86.1500%                  | 86.8800%                   |
| 2026-02-27 | $202934845728.24          | $205456368966.16           | 85.6300%                  | 86.7000%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-02-02 | 3.7600%             |
| 2026-02-03 | 3.7600%             |
| 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 | 3.7400%             |
| 2026-02-26 | 3.7400%             |
| 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 | 1.0001                      |
|  |  |
| 2026-02-06 | 1.0001                      |
|  |  |
| 2026-02-09 | 1.0001                      |
|  |  |
| 2026-02-10 | 1.0001                      |
|  |  |
| 2026-02-11 | 1.0001                      |
|  |  |
| 2026-02-12 | 1.0001                      |
|  |  |
| 2026-02-13 | 1.0001                      |
|  |  |
| 2026-02-17 | 1.0001                      |
|  |  |
| 2026-02-18 | 1.0001                      |
|  |  |
| 2026-02-19 | 1.0001                      |
|  |  |
| 2026-02-20 | 1.0001                      |
|  |  |
| 2026-02-23 | 1.0001                      |
|  |  |
| 2026-02-24 | 1.0001                      |
|  |  |
| 2026-02-25 | 1.0001                      |
|  |  |
| 2026-02-26 | 1.0001                      |
|  |  |
| 2026-02-27 | 1.0001                      |
|  |  |

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

### Class: Premier Class

- **Minimum Initial Investment:** $250000000.00

- **Net Assets of Class:** $178791666557.16

- **Number of Shares Outstanding:** 178791739645.3200

**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 | 1.0001          |
|  |  |
| 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 | $14248790818.00           | $14448061286.26         |
| 2026-02-03 | $14463343703.94           | $10212858512.13         |
| 2026-02-04 | $10655584733.33           | $6215584927.50          |
| 2026-02-05 | $13060816559.43           | $7933523785.12          |
| 2026-02-06 | $5165775859.03            | $10079529484.02         |
| 2026-02-09 | $10773039886.80           | $11731745392.28         |
| 2026-02-10 | $7995197291.68            | $6158812047.65          |
| 2026-02-11 | $8416595376.47            | $8360097489.12          |
| 2026-02-12 | $9649944306.69            | $9057525810.63          |
| 2026-02-13 | $5233389488.86            | $11322590870.58         |
| 2026-02-17 | $13309351845.38           | $9761428884.78          |
| 2026-02-18 | $8021203305.72            | $10224302854.76         |
| 2026-02-19 | $11417147172.18           | $8485888576.18          |
| 2026-02-20 | $6123782084.37            | $8799404559.52          |
| 2026-02-23 | $7285187888.12            | $9933311629.87          |
| 2026-02-24 | $9875334396.44            | $7580574797.06          |
| 2026-02-25 | $10273857186.08           | $9345713962.98          |
| 2026-02-26 | $12078499329.07           | $11832340351.83         |
| 2026-02-27 | $13866870100.20           | $14112424460.79         |

**Total Gross Subscriptions (Month):** $191913711331.79

**Total Gross Redemptions (Month):** $185595719683.06

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6500%           |
| 2026-02-03 | 3.6500%           |
| 2026-02-04 | 3.6500%           |
| 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 | 3.6300%           |
| 2026-02-13 | 3.6300%           |
| 2026-02-17 | 3.6300%           |
| 2026-02-18 | 3.6400%           |
| 2026-02-19 | 3.6400%           |
| 2026-02-20 | 3.6400%           |
| 2026-02-23 | 3.6400%           |
| 2026-02-24 | 3.6400%           |
| 2026-02-25 | 3.6300%           |
| 2026-02-26 | 3.6300%           |
| 2026-02-27 | 3.6300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.8500%          | 0.0000%              |
| Non-financial corporation                           |  | 35.0900%         | 0.0000%              |

### Class: Investment

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $133582302.01

- **Number of Shares Outstanding:** 133586669.8200

**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 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $860527.12                | $1478.36                |
| 2026-02-03 | $0.00                     | $142828.09              |
| 2026-02-04 | $0.00                     | $417965.66              |
| 2026-02-05 | $4562782.39               | $42298.90               |
| 2026-02-06 | $339588.39                | $0.00                   |
| 2026-02-09 | $0.00                     | $56868.70               |
| 2026-02-10 | $1961939.29               | $0.00                   |
| 2026-02-11 | $0.00                     | $922376.42              |
| 2026-02-12 | $0.00                     | $1590616.82             |
| 2026-02-13 | $0.00                     | $104794.63              |
| 2026-02-17 | $6124387.79               | $0.00                   |
| 2026-02-18 | $0.00                     | $3979407.70             |
| 2026-02-19 | $438321.08                | $0.00                   |
| 2026-02-20 | $4651.46                  | $427621.96              |
| 2026-02-23 | $0.00                     | $807248.22              |
| 2026-02-24 | $5500.00                  | $1024238.91             |
| 2026-02-25 | $0.00                     | $154132.16              |
| 2026-02-26 | $0.00                     | $326394.70              |
| 2026-02-27 | $123.13                   | $43768.21               |

**Total Gross Subscriptions (Month):** $14297820.65

**Total Gross Redemptions (Month):** $10042039.44

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.3000%           |
| 2026-02-03 | 3.3000%           |
| 2026-02-04 | 3.3000%           |
| 2026-02-05 | 3.2900%           |
| 2026-02-06 | 3.2800%           |
| 2026-02-09 | 3.2800%           |
| 2026-02-10 | 3.2800%           |
| 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 | 3.2900%           |
| 2026-02-23 | 3.2900%           |
| 2026-02-24 | 3.2900%           |
| 2026-02-25 | 3.2800%           |
| 2026-02-26 | 3.2800%           |
| 2026-02-27 | 3.2800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 93.0600%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $750000000.00

- **Net Assets of Class:** $87942254.55

- **Number of Shares Outstanding:** 87941172.9500

- **Expense Reimbursement/Waiver:** 1885.00

**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 | 1.0002          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $5630254.80               | $3430279.86             |
| 2026-02-03 | $6896028.83               | $4214625.36             |
| 2026-02-04 | $4697262.71               | $4510712.82             |
| 2026-02-05 | $9187080.33               | $4375093.61             |
| 2026-02-06 | $6376477.79               | $4474862.84             |
| 2026-02-09 | $5554328.35               | $5712649.25             |
| 2026-02-10 | $3891486.27               | $5817560.42             |
| 2026-02-11 | $3718024.64               | $4258337.61             |
| 2026-02-12 | $3513944.05               | $4395564.54             |
| 2026-02-13 | $2659238.00               | $2630414.12             |
| 2026-02-17 | $4452050.80               | $3377606.71             |
| 2026-02-18 | $5186876.61               | $3231560.23             |
| 2026-02-19 | $3389495.81               | $3211775.35             |
| 2026-02-20 | $2723246.24               | $4160638.68             |
| 2026-02-23 | $1154246.37               | $4499189.89             |
| 2026-02-24 | $3774356.08               | $3342679.11             |
| 2026-02-25 | $3320607.48               | $3034244.95             |
| 2026-02-26 | $3710739.30               | $3046722.18             |
| 2026-02-27 | $2808762.70               | $2646435.78             |

**Total Gross Subscriptions (Month):** $82644507.16

**Total Gross Redemptions (Month):** $74370953.31

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6800%           |
| 2026-02-03 | 3.6800%           |
| 2026-02-04 | 3.6700%           |
| 2026-02-05 | 3.6700%           |
| 2026-02-06 | 3.6600%           |
| 2026-02-09 | 3.6500%           |
| 2026-02-10 | 3.6500%           |
| 2026-02-11 | 3.6500%           |
| 2026-02-12 | 3.6500%           |
| 2026-02-13 | 3.6600%           |
| 2026-02-17 | 3.6600%           |
| 2026-02-18 | 3.6700%           |
| 2026-02-19 | 3.6700%           |
| 2026-02-20 | 3.6600%           |
| 2026-02-23 | 3.6600%           |
| 2026-02-24 | 3.6600%           |
| 2026-02-25 | 3.6600%           |
| 2026-02-26 | 3.6600%           |
| 2026-02-27 | 3.6600%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 91.5900%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $20400973247.70

- **Number of Shares Outstanding:** 20400995263.0400

**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 | 1.0001          |
|  |  |
| 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 | $2426200814.99            | $892620702.00           |
| 2026-02-03 | $1172120937.58            | $1072498501.76          |
| 2026-02-04 | $723615294.19             | $701106378.92           |
| 2026-02-05 | $705194690.42             | $671644578.78           |
| 2026-02-06 | $798901282.24             | $740658413.28           |
| 2026-02-09 | $562212246.97             | $315183300.83           |
| 2026-02-10 | $260099952.12             | $521664585.08           |
| 2026-02-11 | $1276809213.34            | $587634814.77           |
| 2026-02-12 | $1383394285.79            | $854610626.73           |
| 2026-02-13 | $877506710.42             | $1409197210.18          |
| 2026-02-17 | $1038069773.78            | $1178377217.45          |
| 2026-02-18 | $560240739.83             | $822670490.49           |
| 2026-02-19 | $1139963746.96            | $451243717.22           |
| 2026-02-20 | $907150487.57             | $1276148976.08          |
| 2026-02-23 | $1655718672.93            | $1000468006.11          |
| 2026-02-24 | $617088474.15             | $579384354.57           |
| 2026-02-25 | $739267025.61             | $1336846761.37          |
| 2026-02-26 | $1468503356.64            | $402146477.18           |
| 2026-02-27 | $898860291.01             | $2753964314.54          |

**Total Gross Subscriptions (Month):** $19210917996.54

**Total Gross Redemptions (Month):** $17568069427.34

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6200%           |
| 2026-02-03 | 3.6200%           |
| 2026-02-04 | 3.6200%           |
| 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 | 3.6000%           |
| 2026-02-13 | 3.6000%           |
| 2026-02-17 | 3.6000%           |
| 2026-02-18 | 3.6100%           |
| 2026-02-19 | 3.6100%           |
| 2026-02-20 | 3.6100%           |
| 2026-02-23 | 3.6100%           |
| 2026-02-24 | 3.6100%           |
| 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                                       |  | 7.3500%          | 0.0000%              |
| Broker-dealer                                       |  | 9.9500%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.7800%          | 0.0000%              |
| Depository institution or other banking institution |  | 12.2000%         | 0.0000%              |
| Depository institution or other banking institution |  | 20.4200%         | 0.0000%              |
| Non-financial corporation                           |  | 8.0600%          | 0.0000%              |

### Class: Administration Class

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $2154902654.20

- **Number of Shares Outstanding:** 2154920834.6900

**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 | 1.0001          |
|  |  |
| 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 | $83624664.22              | $80714646.13            |
| 2026-02-03 | $88270090.86              | $141545055.60           |
| 2026-02-04 | $48764369.48              | $47678182.91            |
| 2026-02-05 | $109163616.95             | $66504978.30            |
| 2026-02-06 | $62060274.65              | $135952242.93           |
| 2026-02-09 | $70687133.32              | $70448447.24            |
| 2026-02-10 | $72074413.96              | $52982485.14            |
| 2026-02-11 | $131428019.43             | $38960780.84            |
| 2026-02-12 | $43047022.76              | $68958821.90            |
| 2026-02-13 | $170824611.50             | $258747568.70           |
| 2026-02-17 | $127644801.89             | $75409396.28            |
| 2026-02-18 | $94599896.01              | $200133092.77           |
| 2026-02-19 | $139320512.76             | $50603147.38            |
| 2026-02-20 | $35937972.45              | $190923746.21           |
| 2026-02-23 | $56759114.33              | $88840053.67            |
| 2026-02-24 | $71964970.45              | $90438800.15            |
| 2026-02-25 | $51796160.61              | $54126216.18            |
| 2026-02-26 | $56916721.30              | $91980844.01            |
| 2026-02-27 | $192415069.21             | $51319893.03            |

**Total Gross Subscriptions (Month):** $1707299436.14

**Total Gross Redemptions (Month):** $1856268399.37

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.4000%           |
| 2026-02-03 | 3.4000%           |
| 2026-02-04 | 3.4000%           |
| 2026-02-05 | 3.3900%           |
| 2026-02-06 | 3.3800%           |
| 2026-02-09 | 3.3800%           |
| 2026-02-10 | 3.3700%           |
| 2026-02-11 | 3.3700%           |
| 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 | 3.3900%           |
| 2026-02-23 | 3.3900%           |
| 2026-02-24 | 3.3900%           |
| 2026-02-25 | 3.3800%           |
| 2026-02-26 | 3.3800%           |
| 2026-02-27 | 3.3800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.2500%          | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3075518050.98

- **Number of Shares Outstanding:** 3075536682.6100

**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 | 1.0001          |
|  |  |
| 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 | $206866590.77             | $809426022.73           |
| 2026-02-03 | $38447001.35              | $238218585.44           |
| 2026-02-04 | $77874282.81              | $269907646.34           |
| 2026-02-05 | $87864992.36              | $73568751.92            |
| 2026-02-06 | $21004328.87              | $44648012.89            |
| 2026-02-09 | $140959327.31             | $41393910.40            |
| 2026-02-10 | $49025318.57              | $29475373.43            |
| 2026-02-11 | $65097694.40              | $55099813.25            |
| 2026-02-12 | $38661064.63              | $65062401.70            |
| 2026-02-13 | $31617320.71              | $116373373.38           |
| 2026-02-17 | $141841361.69             | $26240129.81            |
| 2026-02-18 | $133009210.11             | $35562683.21            |
| 2026-02-19 | $98241802.44              | $51140204.80            |
| 2026-02-20 | $29524381.58              | $71301270.06            |
| 2026-02-23 | $76057076.54              | $48538558.05            |
| 2026-02-24 | $122591791.05             | $109224622.83           |
| 2026-02-25 | $180647486.40             | $126045745.00           |
| 2026-02-26 | $591969157.03             | $101791362.34           |
| 2026-02-27 | $138759562.28             | $793072152.09           |

**Total Gross Subscriptions (Month):** $2270059750.90

**Total Gross Redemptions (Month):** $3106090619.67

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5700%           |
| 2026-02-03 | 3.5700%           |
| 2026-02-04 | 3.5600%           |
| 2026-02-05 | 3.5600%           |
| 2026-02-06 | 3.5500%           |
| 2026-02-09 | 3.5500%           |
| 2026-02-10 | 3.5400%           |
| 2026-02-11 | 3.5400%           |
| 2026-02-12 | 3.5500%           |
| 2026-02-13 | 3.5500%           |
| 2026-02-17 | 3.5500%           |
| 2026-02-18 | 3.5600%           |
| 2026-02-19 | 3.5600%           |
| 2026-02-20 | 3.5600%           |
| 2026-02-23 | 3.5600%           |
| 2026-02-24 | 3.5600%           |
| 2026-02-25 | 3.5500%           |
| 2026-02-26 | 3.5500%           |
| 2026-02-27 | 3.5500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 81.5500%         | 0.0000%              |

### Class: Class G

- **Minimum Initial Investment:** $1000000000.00

- **Net Assets of Class:** $9950659046.49

- **Number of Shares Outstanding:** 9950673089.5300

**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 | 1.0001          |
|  |  |
| 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 | $1141956710.62            | $1184647444.62          |
| 2026-02-03 | $348536578.79             | $519432509.99           |
| 2026-02-04 | $191888026.13             | $239816044.92           |
| 2026-02-05 | $313953873.33             | $820393688.90           |
| 2026-02-06 | $314558080.85             | $237455209.11           |
| 2026-02-09 | $235419250.30             | $320605037.19           |
| 2026-02-10 | $322227087.98             | $331202155.93           |
| 2026-02-11 | $315558837.82             | $373027817.84           |
| 2026-02-12 | $233443214.86             | $474777722.25           |
| 2026-02-13 | $331424036.71             | $205282722.01           |
| 2026-02-17 | $614473169.98             | $248431190.16           |
| 2026-02-18 | $188638311.65             | $282698960.76           |
| 2026-02-19 | $128486629.52             | $305787893.63           |
| 2026-02-20 | $133948644.48             | $293061324.89           |
| 2026-02-23 | $145608472.00             | $155204719.16           |
| 2026-02-24 | $236898180.23             | $239234415.95           |
| 2026-02-25 | $651856812.40             | $238602176.16           |
| 2026-02-26 | $164996632.50             | $490435211.21           |
| 2026-02-27 | $863385280.08             | $376702949.92           |

**Total Gross Subscriptions (Month):** $6877257830.23

**Total Gross Redemptions (Month):** $7336799194.60

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6900%           |
| 2026-02-03 | 3.6900%           |
| 2026-02-04 | 3.6800%           |
| 2026-02-05 | 3.6800%           |
| 2026-02-06 | 3.6700%           |
| 2026-02-09 | 3.6700%           |
| 2026-02-10 | 3.6600%           |
| 2026-02-11 | 3.6600%           |
| 2026-02-12 | 3.6700%           |
| 2026-02-13 | 3.6700%           |
| 2026-02-17 | 3.6700%           |
| 2026-02-18 | 3.6800%           |
| 2026-02-19 | 3.6800%           |
| 2026-02-20 | 3.6800%           |
| 2026-02-23 | 3.6800%           |
| 2026-02-24 | 3.6800%           |
| 2026-02-25 | 3.6700%           |
| 2026-02-26 | 3.6700%           |
| 2026-02-27 | 3.6700%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 97.2000%         | 0.0000%              |

### Class: Class M

- **Minimum Initial Investment:** $750000000.00

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

- **Number of Shares Outstanding:** 0.0000

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

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

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

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

### Class: Bancroft Capital Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $102235307.43

- **Number of Shares Outstanding:** 102238873.7600

**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 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $228623.34                | $77156.59               |
| 2026-02-03 | $6450000.00               | $0.00                   |
| 2026-02-04 | $0.00                     | $1800000.00             |
| 2026-02-05 | $0.00                     | $0.00                   |
| 2026-02-06 | $0.00                     | $0.00                   |
| 2026-02-09 | $0.00                     | $0.00                   |
| 2026-02-10 | $5000000.00               | $0.00                   |
| 2026-02-11 | $7900000.00               | $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 | $5900000.00               | $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                     | $4500000.00             |
| 2026-02-27 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $25478623.34

**Total Gross Redemptions (Month):** $6377156.59

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6200%           |
| 2026-02-03 | 3.6200%           |
| 2026-02-04 | 3.6200%           |
| 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 | 3.6100%           |
| 2026-02-23 | 3.6100%           |
| 2026-02-24 | 3.6100%           |
| 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 %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 24.4500%         | 0.0000%              |
| Broker-dealer                                       |  | 60.5900%         | 0.0000%              |
| Broker-dealer                                       |  | 14.8500%         | 0.0000%              |

### Class: Blaylock Van Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $400063711.18

- **Number of Shares Outstanding:** 400064844.8500

**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 | 1.0001          |
|  |  |
| 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 | $580736.70                | $4946846.00             |
| 2026-02-03 | $261890.00                | $1918.67                |
| 2026-02-04 | $1909166.00               | $0.00                   |
| 2026-02-05 | $0.00                     | $1655913.00             |
| 2026-02-06 | $3495581.00               | $0.00                   |
| 2026-02-09 | $0.00                     | $2326358.00             |
| 2026-02-10 | $17232291.87              | $0.00                   |
| 2026-02-11 | $0.00                     | $1725536.00             |
| 2026-02-12 | $0.00                     | $56907.00               |
| 2026-02-13 | $502872.00                | $0.00                   |
| 2026-02-17 | $0.00                     | $681755.00              |
| 2026-02-18 | $10107112.00              | $0.00                   |
| 2026-02-19 | $1060009.94               | $8780544.00             |
| 2026-02-20 | $0.00                     | $11088057.00            |
| 2026-02-23 | $8713240.00               | $0.00                   |
| 2026-02-24 | $4056794.00               | $0.00                   |
| 2026-02-25 | $0.00                     | $5601065.00             |
| 2026-02-26 | $0.00                     | $8071148.00             |
| 2026-02-27 | $1891756.00               | $0.00                   |

**Total Gross Subscriptions (Month):** $49811449.51

**Total Gross Redemptions (Month):** $44936047.67

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6200%           |
| 2026-02-03 | 3.6200%           |
| 2026-02-04 | 3.6200%           |
| 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 | 3.6000%           |
| 2026-02-13 | 3.6000%           |
| 2026-02-17 | 3.6000%           |
| 2026-02-18 | 3.6100%           |
| 2026-02-19 | 3.6100%           |
| 2026-02-20 | 3.6100%           |
| 2026-02-23 | 3.6100%           |
| 2026-02-24 | 3.6100%           |
| 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 %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 49.9900%         | 0.0000%              |
| Broker-dealer                                       |  | 15.7700%         | 0.0000%              |
| Depository institution or other banking institution |  | 26.8000%         | 0.0000%              |

### Class: Cabrera Capital Markets Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $40779320.86

- **Number of Shares Outstanding:** 40779058.2600

**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 | 1.0001          |
|  |  |
| 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 | $183969.47                | $4190.07                |
| 2026-02-03 | $48549.35                 | $77156.54               |
| 2026-02-04 | $37636.55                 | $30167.48               |
| 2026-02-05 | $20482.65                 | $24482.30               |
| 2026-02-06 | $36377.93                 | $65580.44               |
| 2026-02-09 | $62308.05                 | $460.38                 |
| 2026-02-10 | $28085.28                 | $55062752.01            |
| 2026-02-11 | $28659.38                 | $53080.65               |
| 2026-02-12 | $19070.17                 | $47915.40               |
| 2026-02-13 | $5022954.05               | $53191.24               |
| 2026-02-17 | $65020.92                 | $6048.15                |
| 2026-02-18 | $48876.52                 | $105935.88              |
| 2026-02-19 | $39685.33                 | $18278.11               |
| 2026-02-20 | $5026873.08               | $36732.81               |
| 2026-02-23 | $55925.77                 | $602.23                 |
| 2026-02-24 | $35723.23                 | $5065193.15             |
| 2026-02-25 | $30123.96                 | $34627.30               |
| 2026-02-26 | $19313.30                 | $578.94                 |
| 2026-02-27 | $15958.26                 | $63683.49               |

**Total Gross Subscriptions (Month):** $10825593.25

**Total Gross Redemptions (Month):** $60750656.57

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6200%           |
| 2026-02-03 | 3.6200%           |
| 2026-02-04 | 3.6200%           |
| 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 | 3.6100%           |
| 2026-02-23 | 3.6100%           |
| 2026-02-24 | 3.6100%           |
| 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                                       |  | 30.8700%         | 0.0000%              |
| Depository institution or other banking institution |  | 63.3700%         | 0.0000%              |

### Class: Opportunity Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $17568604886.83

- **Number of Shares Outstanding:** 17568623644.2500

**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 | 1.0001          |
|  |  |
| 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 | $665391640.60             | $1373452393.45          |
| 2026-02-03 | $945895932.59             | $30103250.02            |
| 2026-02-04 | $440622011.49             | $324128487.70           |
| 2026-02-05 | $353405097.90             | $378805303.11           |
| 2026-02-06 | $269296082.39             | $393667209.84           |
| 2026-02-09 | $413355253.80             | $60447885.22            |
| 2026-02-10 | $409870669.02             | $238919398.56           |
| 2026-02-11 | $141472166.68             | $321617148.82           |
| 2026-02-12 | $760413700.56             | $264726168.27           |
| 2026-02-13 | $6429693690.65            | $838413333.08           |
| 2026-02-17 | $663776796.91             | $518430035.96           |
| 2026-02-18 | $232335320.54             | $333914718.59           |
| 2026-02-19 | $721516574.35             | $282567739.76           |
| 2026-02-20 | $61656891.54              | $1031176466.50          |
| 2026-02-23 | $159210776.00             | $274665645.67           |
| 2026-02-24 | $74247094.59              | $583565667.42           |
| 2026-02-25 | $396991363.54             | $97057655.46            |
| 2026-02-26 | $645019561.69             | $570229726.58           |
| 2026-02-27 | $573847178.43             | $936663552.87           |

**Total Gross Subscriptions (Month):** $14358017803.27

**Total Gross Redemptions (Month):** $8852551786.88

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.6200%           |
| 2026-02-03 | 3.6200%           |
| 2026-02-04 | 3.6200%           |
| 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 | 3.6000%           |
| 2026-02-13 | 3.6000%           |
| 2026-02-17 | 3.6000%           |
| 2026-02-18 | 3.6100%           |
| 2026-02-19 | 3.6100%           |
| 2026-02-20 | 3.6100%           |
| 2026-02-23 | 3.6100%           |
| 2026-02-24 | 3.6100%           |
| 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                                       |  | 63.2000%         | 0.0000%              |
| Depository institution or other banking institution |  | 16.3300%         | 0.0000%              |
| Non-financial corporation                           |  | 9.5000%          | 0.0000%              |

### Class: Trust Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $773288605.82

- **Number of Shares Outstanding:** 773305773.8300

**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 | 1.0000          |
|  |  |
| 2026-02-24 | 1.0000          |
|  |  |
| 2026-02-25 | 1.0000          |
|  |  |
| 2026-02-26 | 1.0001          |
|  |  |
| 2026-02-27 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-02-02 | $6952227.33               | $251009658.96           |
| 2026-02-03 | $1635709.06               | $2704894.50             |
| 2026-02-04 | $18500072.77              | $3121531.76             |
| 2026-02-05 | $14686834.04              | $1402050.51             |
| 2026-02-06 | $23690113.60              | $3487906.03             |
| 2026-02-09 | $62459559.86              | $5037225.58             |
| 2026-02-10 | $8167953.69               | $2861034.19             |
| 2026-02-11 | $42835946.15              | $8714592.20             |
| 2026-02-12 | $17212765.84              | $50607607.47            |
| 2026-02-13 | $20012115.89              | $11149946.14            |
| 2026-02-17 | $30188127.92              | $78533648.74            |
| 2026-02-18 | $9520701.62               | $18885272.67            |
| 2026-02-19 | $3036756.68               | $16889776.37            |
| 2026-02-20 | $1126054.48               | $103207528.61           |
| 2026-02-23 | $5991846.90               | $2930933.44             |
| 2026-02-24 | $42064526.57              | $5295199.48             |
| 2026-02-25 | $88867444.44              | $6392024.82             |
| 2026-02-26 | $201653367.52             | $4779373.59             |
| 2026-02-27 | $3316785.14               | $6046015.66             |

**Total Gross Subscriptions (Month):** $601918909.50

**Total Gross Redemptions (Month):** $583056220.72

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-02-02 | 3.5900%           |
| 2026-02-03 | 3.5900%           |
| 2026-02-04 | 3.5900%           |
| 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 | 3.5700%           |
| 2026-02-18 | 3.5800%           |
| 2026-02-19 | 3.5800%           |
| 2026-02-20 | 3.5800%           |
| 2026-02-23 | 3.5800%           |
| 2026-02-24 | 3.5800%           |
| 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                                       |  | 69.1300%         | 0.0000%              |
| Depository institution or other banking institution |  | 30.8600%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

### Security 1: State Street U.S. Government Money Market Portfolio

- **C.1 - Title:** State Street U.S. Government Money Market Portfolio
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: FSSgAK161, C.3 - LEI: 549300EG2J8MKJKUK458, C.5 - Other ID: FSSgAK161
- **C.18 - Value (incl. sponsor support):** $234155495229.54
- **C.18.a - Value (excl. sponsor support):** $234155495229.54
- **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