# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-010396
**Filing Date:** 2026-2
**Character Count:** 48306
**Document Hash:** 64556ba4ae164b5570c1cd191bb1386b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-010396.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001410368-26-010396

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**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:** 26605381

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-01-31

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

**CIK Number of Registrant:** 0001107414

**LEI of Registrant:** 549300P1E098W6ES7M39

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

**LEI of Series:** 549300PNASLVKQG64331

**EDGAR Series Identifier:** S000019118

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 1 days

- **WAL:** 1 days

- **Total Value of Portfolio Securities:** $60792022077.39

- **Amortized Cost of Portfolio Securities:** $60792022077.39

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $198952969.34

- **Net Assets of Series:** $60593069108.05

- **Number of Shares Outstanding (Series):** 60593737237.4300

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $74082429222.73           | $74182429222.73            | 98.6200%                  | 98.7500%                   |
| 2026-01-05 | $72219892469.37           | $72439892469.37            | 98.5900%                  | 98.8900%                   |
| 2026-01-06 | $69430217880.04           | $69530217880.04            | 98.5300%                  | 98.6800%                   |
| 2026-01-07 | $67570951827.23           | $67670951827.23            | 98.4900%                  | 98.6400%                   |
| 2026-01-08 | $67173861620.80           | $67173861620.80            | 98.6300%                  | 98.6300%                   |
| 2026-01-09 | $65771408978.60           | $65771408978.60            | 98.4400%                  | 98.4400%                   |
| 2026-01-12 | $65862086152.52           | $65862086152.52            | 98.4500%                  | 98.4500%                   |
| 2026-01-13 | $66879286772.95           | $66879286772.95            | 98.4700%                  | 98.4700%                   |
| 2026-01-14 | $65828879820.26           | $66058879820.26            | 98.1000%                  | 98.4500%                   |
| 2026-01-15 | $65760868957.38           | $65760868957.38            | 98.4400%                  | 98.4400%                   |
| 2026-01-16 | $65502939155.24           | $65732939155.24            | 98.0700%                  | 98.4200%                   |
| 2026-01-20 | $66147030842.97           | $66377030842.97            | 98.1000%                  | 98.4400%                   |
| 2026-01-21 | $64005402392.71           | $64235402392.71            | 98.0400%                  | 98.3900%                   |
| 2026-01-22 | $64133031543.23           | $64133031543.23            | 98.3900%                  | 98.3900%                   |
| 2026-01-23 | $64587687311.32           | $64817687311.32            | 98.0400%                  | 98.3900%                   |
| 2026-01-26 | $63802121364.19           | $64032121364.19            | 98.0200%                  | 98.3700%                   |
| 2026-01-27 | $62468593596.51           | $62698593596.51            | 97.9800%                  | 98.3400%                   |
| 2026-01-28 | $63194300093.39           | $63424300093.39            | 98.0000%                  | 98.3500%                   |
| 2026-01-29 | $62898248077.67           | $63018248077.67            | 98.3400%                  | 98.5200%                   |
| 2026-01-30 | $63681019097.53           | $63911019097.53            | 97.9900%                  | 98.3500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8300%             |
| 2026-01-05 | 3.8200%             |
| 2026-01-06 | 3.8100%             |
| 2026-01-07 | 3.8000%             |
| 2026-01-08 | 3.7800%             |
| 2026-01-09 | 3.7600%             |
| 2026-01-12 | 3.7500%             |
| 2026-01-13 | 3.7500%             |
| 2026-01-14 | 3.7500%             |
| 2026-01-15 | 3.7500%             |
| 2026-01-16 | 3.7500%             |
| 2026-01-20 | 3.7500%             |
| 2026-01-21 | 3.7500%             |
| 2026-01-22 | 3.7500%             |
| 2026-01-23 | 3.7500%             |
| 2026-01-26 | 3.7500%             |
| 2026-01-27 | 3.7500%             |
| 2026-01-28 | 3.7500%             |
| 2026-01-29 | 3.7500%             |
| 2026-01-30 | 3.7500%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-01-02 | 1.0002                      |
|  |  |
| 2026-01-05 | 1.0002                      |
|  |  |
| 2026-01-06 | 1.0002                      |
|  |  |
| 2026-01-07 | 1.0002                      |
|  |  |
| 2026-01-08 | 1.0002                      |
|  |  |
| 2026-01-09 | 1.0002                      |
|  |  |
| 2026-01-12 | 1.0002                      |
|  |  |
| 2026-01-13 | 1.0002                      |
|  |  |
| 2026-01-14 | 1.0001                      |
|  |  |
| 2026-01-15 | 1.0001                      |
|  |  |
| 2026-01-16 | 1.0001                      |
|  |  |
| 2026-01-20 | 1.0001                      |
|  |  |
| 2026-01-21 | 1.0001                      |
|  |  |
| 2026-01-22 | 1.0001                      |
|  |  |
| 2026-01-23 | 1.0001                      |
|  |  |
| 2026-01-26 | 1.0001                      |
|  |  |
| 2026-01-27 | 1.0001                      |
|  |  |
| 2026-01-28 | 1.0001                      |
|  |  |
| 2026-01-29 | 1.0001                      |
|  |  |
| 2026-01-30 | 1.0001                      |
|  |  |

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

### Class: Investment

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $5179610.52

- **Number of Shares Outstanding:** 5180002.6600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0001          |
|  |  |
| 2026-01-05 | 1.0001          |
|  |  |
| 2026-01-06 | 1.0001          |
|  |  |
| 2026-01-07 | 1.0001          |
|  |  |
| 2026-01-08 | 1.0001          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0000          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0000          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $3676.55                  | $48764.86               |
| 2026-01-05 | $7624.05                  | $0.00                   |
| 2026-01-06 | $0.00                     | $77685.84               |
| 2026-01-07 | $36533.99                 | $0.00                   |
| 2026-01-08 | $2622.02                  | $0.00                   |
| 2026-01-09 | $116992.93                | $0.00                   |
| 2026-01-12 | $0.00                     | $79717.82               |
| 2026-01-13 | $0.00                     | $23642.29               |
| 2026-01-14 | $0.00                     | $77111.11               |
| 2026-01-15 | $188539.09                | $0.00                   |
| 2026-01-16 | $0.00                     | $97168.35               |
| 2026-01-20 | $747.33                   | $0.00                   |
| 2026-01-21 | $103465.59                | $0.00                   |
| 2026-01-22 | $0.00                     | $479968.24              |
| 2026-01-23 | $1302075.76               | $0.00                   |
| 2026-01-26 | $32290.86                 | $6000.00                |
| 2026-01-27 | $0.00                     | $17241.28               |
| 2026-01-28 | $0.00                     | $1350667.36             |
| 2026-01-29 | $0.00                     | $25089.60               |
| 2026-01-30 | $0.00                     | $33782.28               |

**Total Gross Subscriptions (Month):** $1794568.17

**Total Gross Redemptions (Month):** $2316839.03

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.3700%           |
| 2026-01-05 | 3.3600%           |
| 2026-01-06 | 3.3500%           |
| 2026-01-07 | 3.3400%           |
| 2026-01-08 | 3.3200%           |
| 2026-01-09 | 3.3000%           |
| 2026-01-12 | 3.3000%           |
| 2026-01-13 | 3.2900%           |
| 2026-01-14 | 3.2900%           |
| 2026-01-15 | 3.2900%           |
| 2026-01-16 | 3.2900%           |
| 2026-01-20 | 3.2900%           |
| 2026-01-21 | 3.2900%           |
| 2026-01-22 | 3.2900%           |
| 2026-01-23 | 3.2900%           |
| 2026-01-26 | 3.2900%           |
| 2026-01-27 | 3.2900%           |
| 2026-01-28 | 3.2900%           |
| 2026-01-29 | 3.2900%           |
| 2026-01-30 | 3.2900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 75.6700%         | 0.0000%              |
| Broker-dealer                                       |  | 24.3200%         | 0.0000%              |

### Class: Premier Class

- **Minimum Initial Investment:** $250000000.00

- **Net Assets of Class:** $41642575484.12

- **Number of Shares Outstanding:** 41643101452.6700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $4149206289.13            | $1818440862.08          |
| 2026-01-05 | $2268140921.93            | $3052403941.54          |
| 2026-01-06 | $1619044770.91            | $3161478615.30          |
| 2026-01-07 | $2018084641.48            | $2461022360.54          |
| 2026-01-08 | $1893748751.82            | $1682069366.64          |
| 2026-01-09 | $1603543311.46            | $1547793702.87          |
| 2026-01-12 | $1430816929.59            | $1197912198.16          |
| 2026-01-13 | $994787626.34             | $1393906781.50          |
| 2026-01-14 | $1072563944.85            | $1042990387.58          |
| 2026-01-15 | $1225384996.58            | $1636531234.54          |
| 2026-01-16 | $1286555212.18            | $1315922483.35          |
| 2026-01-20 | $2186227477.15            | $1600811034.39          |
| 2026-01-21 | $1382957979.83            | $1736362620.04          |
| 2026-01-22 | $1872447489.76            | $2030681992.88          |
| 2026-01-23 | $1690493371.59            | $1520364765.12          |
| 2026-01-26 | $1109790137.39            | $1420533702.26          |
| 2026-01-27 | $2074937407.14            | $3727510770.19          |
| 2026-01-28 | $2340164547.27            | $1783039882.00          |
| 2026-01-29 | $1773603994.48            | $2151505514.32          |
| 2026-01-30 | $3155867899.12            | $2269155194.92          |

**Total Gross Subscriptions (Month):** $37148367700.00

**Total Gross Redemptions (Month):** $38550437410.22

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7200%           |
| 2026-01-05 | 3.7100%           |
| 2026-01-06 | 3.7000%           |
| 2026-01-07 | 3.6900%           |
| 2026-01-08 | 3.6700%           |
| 2026-01-09 | 3.6500%           |
| 2026-01-12 | 3.6400%           |
| 2026-01-13 | 3.6400%           |
| 2026-01-14 | 3.6400%           |
| 2026-01-15 | 3.6400%           |
| 2026-01-16 | 3.6400%           |
| 2026-01-20 | 3.6400%           |
| 2026-01-21 | 3.6400%           |
| 2026-01-22 | 3.6400%           |
| 2026-01-23 | 3.6400%           |
| 2026-01-26 | 3.6400%           |
| 2026-01-27 | 3.6400%           |
| 2026-01-28 | 3.6400%           |
| 2026-01-29 | 3.6400%           |
| 2026-01-30 | 3.6400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.3600%          | 0.0000%              |
| Depository institution or other banking institution |  | 7.5100%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.3300%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.9700%          | 0.0000%              |
| Depository institution or other banking institution |  | 18.1100%         | 0.0000%              |
| Non-financial corporation                           |  | 31.9700%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $9261181662.34

- **Number of Shares Outstanding:** 9261170397.5300

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $1163644877.74            | $46326171.85            |
| 2026-01-05 | $104845392.36             | $575581154.76           |
| 2026-01-06 | $297577317.88             | $981064451.49           |
| 2026-01-07 | $67937034.53              | $237143897.60           |
| 2026-01-08 | $50021410.99              | $466083591.67           |
| 2026-01-09 | $36281049.60              | $850079897.11           |
| 2026-01-12 | $94348536.04              | $102538762.58           |
| 2026-01-13 | $274181166.64             | $26566766.36            |
| 2026-01-14 | $268094737.65             | $287619962.68           |
| 2026-01-15 | $439468738.16             | $162105881.60           |
| 2026-01-16 | $122281803.29             | $70134897.94            |
| 2026-01-20 | $371182155.89             | $86641512.91            |
| 2026-01-21 | $409211309.92             | $863842917.97           |
| 2026-01-22 | $186371197.54             | $39516732.11            |
| 2026-01-23 | $522328625.62             | $107684775.00           |
| 2026-01-26 | $60087043.79              | $291087769.06           |
| 2026-01-27 | $417233092.08             | $356528065.29           |
| 2026-01-28 | $63568345.38              | $398068663.80           |
| 2026-01-29 | $456093635.03             | $135039546.61           |
| 2026-01-30 | $929543618.36             | $516000026.01           |

**Total Gross Subscriptions (Month):** $6334301088.49

**Total Gross Redemptions (Month):** $6599655444.40

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6900%           |
| 2026-01-05 | 3.6800%           |
| 2026-01-06 | 3.6700%           |
| 2026-01-07 | 3.6600%           |
| 2026-01-08 | 3.6400%           |
| 2026-01-09 | 3.6200%           |
| 2026-01-12 | 3.6200%           |
| 2026-01-13 | 3.6100%           |
| 2026-01-14 | 3.6100%           |
| 2026-01-15 | 3.6100%           |
| 2026-01-16 | 3.6100%           |
| 2026-01-20 | 3.6100%           |
| 2026-01-21 | 3.6100%           |
| 2026-01-22 | 3.6100%           |
| 2026-01-23 | 3.6100%           |
| 2026-01-26 | 3.6100%           |
| 2026-01-27 | 3.6100%           |
| 2026-01-28 | 3.6100%           |
| 2026-01-29 | 3.6100%           |
| 2026-01-30 | 3.6100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 17.1900%         | 0.0000%              |
| Depository institution or other banking institution |  | 50.8800%         | 0.0000%              |
| Non-financial corporation                           |  | 7.0100%          | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $4712796113.15

- **Number of Shares Outstanding:** 4712829624.4000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $878811200.08             | $177594592.12           |
| 2026-01-05 | $631037106.34             | $393676941.53           |
| 2026-01-06 | $1892815686.57            | $2189317264.88          |
| 2026-01-07 | $568317408.17             | $1539978068.42          |
| 2026-01-08 | $379060277.71             | $873882892.99           |
| 2026-01-09 | $245011835.17             | $570535980.66           |
| 2026-01-12 | $174457982.40             | $350491455.37           |
| 2026-01-13 | $1363406679.07            | $193244791.25           |
| 2026-01-14 | $275464740.49             | $1394125298.96          |
| 2026-01-15 | $312625568.12             | $420929461.39           |
| 2026-01-16 | $426263313.16             | $511611818.56           |
| 2026-01-20 | $286767829.80             | $362963617.94           |
| 2026-01-21 | $149152996.27             | $147751486.37           |
| 2026-01-22 | $239405252.35             | $271767998.25           |
| 2026-01-23 | $267701079.99             | $191216284.01           |
| 2026-01-26 | $102592170.87             | $320172560.04           |
| 2026-01-27 | $318271987.55             | $163636250.33           |
| 2026-01-28 | $242513629.59             | $154938228.28           |
| 2026-01-29 | $127168644.52             | $472064246.00           |
| 2026-01-30 | $247622750.50             | $322238864.80           |

**Total Gross Subscriptions (Month):** $9128468138.72

**Total Gross Redemptions (Month):** $11022138102.15

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6400%           |
| 2026-01-05 | 3.6300%           |
| 2026-01-06 | 3.6200%           |
| 2026-01-07 | 3.6100%           |
| 2026-01-08 | 3.5900%           |
| 2026-01-09 | 3.5700%           |
| 2026-01-12 | 3.5600%           |
| 2026-01-13 | 3.5600%           |
| 2026-01-14 | 3.5600%           |
| 2026-01-15 | 3.5600%           |
| 2026-01-16 | 3.5600%           |
| 2026-01-20 | 3.5600%           |
| 2026-01-21 | 3.5600%           |
| 2026-01-22 | 3.5600%           |
| 2026-01-23 | 3.5600%           |
| 2026-01-26 | 3.5600%           |
| 2026-01-27 | 3.5600%           |
| 2026-01-28 | 3.5600%           |
| 2026-01-29 | 3.5600%           |
| 2026-01-30 | 3.5600%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 95.3800%         | 0.0000%              |

### Class: Administration Class

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $2002631.69

- **Number of Shares Outstanding:** 2002763.3800

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0000          |
|  |  |
| 2026-01-16 | 1.0000          |
|  |  |
| 2026-01-20 | 1.0000          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0000          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $5609.02                  | $0.00                   |
| 2026-01-05 | $799838.57                | $22000.00               |
| 2026-01-06 | $4975.93                  | $250625.00              |
| 2026-01-07 | $488605.86                | $249373.48              |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $3641.67                  | $748836.00              |
| 2026-01-12 | $5275.90                  | $0.00                   |
| 2026-01-13 | $0.00                     | $199406.53              |
| 2026-01-14 | $0.00                     | $829747.93              |
| 2026-01-15 | $0.00                     | $248829.88              |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $1021416.94               | $0.00                   |
| 2026-01-22 | $0.00                     | $497861.61              |
| 2026-01-23 | $2146.20                  | $0.00                   |
| 2026-01-26 | $239615.13                | $0.00                   |
| 2026-01-27 | $8249.82                  | $0.00                   |
| 2026-01-28 | $0.00                     | $4422.00                |
| 2026-01-29 | $4422.00                  | $4422.00                |
| 2026-01-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $2583797.04

**Total Gross Redemptions (Month):** $3055524.43

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.4700%           |
| 2026-01-05 | 3.4600%           |
| 2026-01-06 | 3.4500%           |
| 2026-01-07 | 3.4400%           |
| 2026-01-08 | 3.4200%           |
| 2026-01-09 | 3.4000%           |
| 2026-01-12 | 3.4000%           |
| 2026-01-13 | 3.3900%           |
| 2026-01-14 | 3.3900%           |
| 2026-01-15 | 3.3900%           |
| 2026-01-16 | 3.3900%           |
| 2026-01-20 | 3.3900%           |
| 2026-01-21 | 3.3900%           |
| 2026-01-22 | 3.3900%           |
| 2026-01-23 | 3.3900%           |
| 2026-01-26 | 3.3900%           |
| 2026-01-27 | 3.3900%           |
| 2026-01-28 | 3.3900%           |
| 2026-01-29 | 3.3900%           |
| 2026-01-30 | 3.3900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 56.9400%         | 0.0000%              |
| Depository institution or other banking institution |  | 36.9100%         | 0.0000%              |

### Class: Trust Class

- **Minimum Initial Investment:** $15000000.00

- **Net Assets of Class:** $3376217255.00

- **Number of Shares Outstanding:** 3376343483.5600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0001          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0001          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $721573368.11             | $227364905.84           |
| 2026-01-05 | $50800507.43              | $20044081.93            |
| 2026-01-06 | $84021154.71              | $129944813.10           |
| 2026-01-07 | $82119771.78              | $120436552.25           |
| 2026-01-08 | $33649774.55              | $70077115.85            |
| 2026-01-09 | $60736398.76              | $46574118.89            |
| 2026-01-12 | $79344372.17              | $39261335.27            |
| 2026-01-13 | $41536735.38              | $41658095.85            |
| 2026-01-14 | $33943334.66              | $113924518.67           |
| 2026-01-15 | $59030273.25              | $88319014.28            |
| 2026-01-16 | $75836641.17              | $82897806.51            |
| 2026-01-20 | $81548907.75              | $94802810.28            |
| 2026-01-21 | $62800375.45              | $61552121.97            |
| 2026-01-22 | $65947693.07              | $217307503.17           |
| 2026-01-23 | $61900677.36              | $68566066.52            |
| 2026-01-26 | $127282253.68             | $107892309.67           |
| 2026-01-27 | $174641740.94             | $50016065.81            |
| 2026-01-28 | $221314675.16             | $64211291.04            |
| 2026-01-29 | $78797023.64              | $64933364.37            |
| 2026-01-30 | $88097238.57              | $182389492.53           |

**Total Gross Subscriptions (Month):** $2284922917.59

**Total Gross Redemptions (Month):** $1892173383.80

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6600%           |
| 2026-01-05 | 3.6500%           |
| 2026-01-06 | 3.6500%           |
| 2026-01-07 | 3.6300%           |
| 2026-01-08 | 3.6100%           |
| 2026-01-09 | 3.5900%           |
| 2026-01-12 | 3.5900%           |
| 2026-01-13 | 3.5900%           |
| 2026-01-14 | 3.5900%           |
| 2026-01-15 | 3.5900%           |
| 2026-01-16 | 3.5800%           |
| 2026-01-20 | 3.5800%           |
| 2026-01-21 | 3.5800%           |
| 2026-01-22 | 3.5800%           |
| 2026-01-23 | 3.5800%           |
| 2026-01-26 | 3.5800%           |
| 2026-01-27 | 3.5900%           |
| 2026-01-28 | 3.5900%           |
| 2026-01-29 | 3.5900%           |
| 2026-01-30 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 95.3900%         | 0.0000%              |

### Class: Bancroft Capital Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $99998.97

- **Number of Shares Outstanding:** 100000.0000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0001          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0001          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $0.00                     | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $50000.00                 | $0.00                   |
| 2026-01-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $50000.00

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6900%           |
| 2026-01-05 | 3.6800%           |
| 2026-01-06 | 3.6700%           |
| 2026-01-07 | 3.6600%           |
| 2026-01-08 | 3.6400%           |
| 2026-01-09 | 3.6200%           |
| 2026-01-12 | 3.6200%           |
| 2026-01-13 | 3.6100%           |
| 2026-01-14 | 3.6100%           |
| 2026-01-15 | 3.6100%           |
| 2026-01-16 | 3.6100%           |
| 2026-01-20 | 3.6100%           |
| 2026-01-21 | 3.6100%           |
| 2026-01-22 | 3.6100%           |
| 2026-01-23 | 3.6100%           |
| 2026-01-26 | 3.6100%           |
| 2026-01-27 | 3.6100%           |
| 2026-01-28 | 3.6100%           |
| 2026-01-29 | 3.6100%           |
| 2026-01-30 | 3.6100%           |

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

### Class: Cabrera Capital Markets Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $110688164.27

- **Number of Shares Outstanding:** 110682211.1300

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0003          |
|  |  |
| 2026-01-06 | 1.0003          |
|  |  |
| 2026-01-07 | 1.0003          |
|  |  |
| 2026-01-08 | 1.0003          |
|  |  |
| 2026-01-09 | 1.0003          |
|  |  |
| 2026-01-12 | 1.0003          |
|  |  |
| 2026-01-13 | 1.0003          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0002          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0002          |
|  |  |
| 2026-01-23 | 1.0002          |
|  |  |
| 2026-01-26 | 1.0002          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0002          |
|  |  |
| 2026-01-29 | 1.0002          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $23292171.78              | $0.00                   |
| 2026-01-05 | $0.00                     | $10000000.00            |
| 2026-01-06 | $14700000.00              | $19500000.00            |
| 2026-01-07 | $8500000.00               | $10000000.00            |
| 2026-01-08 | $15700000.00              | $0.00                   |
| 2026-01-09 | $0.00                     | $9000000.00             |
| 2026-01-12 | $0.00                     | $19000000.00            |
| 2026-01-13 | $14700000.00              | $0.00                   |
| 2026-01-14 | $9000000.00               | $0.00                   |
| 2026-01-15 | $1200000.00               | $0.00                   |
| 2026-01-16 | $13000000.00              | $0.00                   |
| 2026-01-20 | $20000000.00              | $34200000.00            |
| 2026-01-21 | $2700000.00               | $7000000.00             |
| 2026-01-22 | $39000000.00              | $0.00                   |
| 2026-01-23 | $3400000.00               | $1000000.00             |
| 2026-01-26 | $0.00                     | $31000000.00            |
| 2026-01-27 | $0.00                     | $15500000.00            |
| 2026-01-28 | $2000000.00               | $5000000.00             |
| 2026-01-29 | $25500000.00              | $0.00                   |
| 2026-01-30 | $18000000.00              | $0.00                   |

**Total Gross Subscriptions (Month):** $210692171.78

**Total Gross Redemptions (Month):** $161200000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6900%           |
| 2026-01-05 | 3.6800%           |
| 2026-01-06 | 3.6700%           |
| 2026-01-07 | 3.6600%           |
| 2026-01-08 | 3.6400%           |
| 2026-01-09 | 3.6200%           |
| 2026-01-12 | 3.6100%           |
| 2026-01-13 | 3.6100%           |
| 2026-01-14 | 3.6100%           |
| 2026-01-15 | 3.6100%           |
| 2026-01-16 | 3.6100%           |
| 2026-01-20 | 3.6100%           |
| 2026-01-21 | 3.6100%           |
| 2026-01-22 | 3.6100%           |
| 2026-01-23 | 3.6100%           |
| 2026-01-26 | 3.6100%           |
| 2026-01-27 | 3.6100%           |
| 2026-01-28 | 3.6100%           |
| 2026-01-29 | 3.6100%           |
| 2026-01-30 | 3.6100%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 28.9100%         | 0.0000%              |
| Broker-dealer |  | 48.4400%         | 0.0000%              |
| Broker-dealer |  | 22.5800%         | 0.0000%              |

### Class: Blaylock Van Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $4441321.07

- **Number of Shares Outstanding:** 4441284.5800

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0002          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $14050.64                 | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $14050.64

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6900%           |
| 2026-01-05 | 3.6800%           |
| 2026-01-06 | 3.6700%           |
| 2026-01-07 | 3.6600%           |
| 2026-01-08 | 3.6400%           |
| 2026-01-09 | 3.6200%           |
| 2026-01-12 | 3.6200%           |
| 2026-01-13 | 3.6200%           |
| 2026-01-14 | 3.6100%           |
| 2026-01-15 | 3.6100%           |
| 2026-01-16 | 3.6100%           |
| 2026-01-20 | 3.6100%           |
| 2026-01-21 | 3.6100%           |
| 2026-01-22 | 3.6100%           |
| 2026-01-23 | 3.6100%           |
| 2026-01-26 | 3.6100%           |
| 2026-01-27 | 3.6100%           |
| 2026-01-28 | 3.6100%           |
| 2026-01-29 | 3.6100%           |
| 2026-01-30 | 3.6100%           |

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

### Class: Opportunity Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $1477886866.92

- **Number of Shares Outstanding:** 1477886017.5200

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0002          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0001          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0001          |
|  |  |
| 2026-01-21 | 1.0001          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $92376105.23              | $65127129.60            |
| 2026-01-05 | $6959189.92               | $124429507.90           |
| 2026-01-06 | $28841147.39              | $28429800.16            |
| 2026-01-07 | $14737358.06              | $78642173.84            |
| 2026-01-08 | $41236472.74              | $46165185.29            |
| 2026-01-09 | $72898869.98              | $55904875.42            |
| 2026-01-12 | $26084708.65              | $14821075.03            |
| 2026-01-13 | $4148207.81               | $26908941.04            |
| 2026-01-14 | $235667588.25             | $51659921.44            |
| 2026-01-15 | $11963835.94              | $120630288.69           |
| 2026-01-16 | $75878740.13              | $31253748.20            |
| 2026-01-20 | $138286297.54             | $34543659.47            |
| 2026-01-21 | $36156826.42              | $183948187.85           |
| 2026-01-22 | $105724580.38             | $59269273.95            |
| 2026-01-23 | $65732080.02              | $36454970.86            |
| 2026-01-26 | $13168734.32              | $51186159.11            |
| 2026-01-27 | $41768877.69              | $27683972.33            |
| 2026-01-28 | $63991254.88              | $23558136.61            |
| 2026-01-29 | $28439443.49              | $46102845.41            |
| 2026-01-30 | $272792319.08             | $24300168.01            |

**Total Gross Subscriptions (Month):** $1376852637.92

**Total Gross Redemptions (Month):** $1131020020.21

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6900%           |
| 2026-01-05 | 3.6800%           |
| 2026-01-06 | 3.6700%           |
| 2026-01-07 | 3.6600%           |
| 2026-01-08 | 3.6400%           |
| 2026-01-09 | 3.6200%           |
| 2026-01-12 | 3.6100%           |
| 2026-01-13 | 3.6100%           |
| 2026-01-14 | 3.6100%           |
| 2026-01-15 | 3.6100%           |
| 2026-01-16 | 3.6100%           |
| 2026-01-20 | 3.6100%           |
| 2026-01-21 | 3.6100%           |
| 2026-01-22 | 3.6100%           |
| 2026-01-23 | 3.6100%           |
| 2026-01-26 | 3.6100%           |
| 2026-01-27 | 3.6100%           |
| 2026-01-28 | 3.6100%           |
| 2026-01-29 | 3.6100%           |
| 2026-01-30 | 3.6100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 24.3900%         | 0.0000%              |
| Non-financial corporation                           |  | 75.2300%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** State Street Treasury Plus Money Market Portfolio
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: FSSgAK181, C.3 - LEI: 5493008OWE0VKOXO4934, C.5 - Other ID: FSSgAK181
- **C.18 - Value (incl. sponsor support):** $60792022077.39
- **C.18.a - Value (excl. sponsor support):** $60792022077.39
- **C.19 - Percentage of Net Assets:** 100.0000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **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:** 2026-02-06

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer