# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-034726
**Filing Date:** 2026-4
**Character Count:** 64220
**Document Hash:** 5e3efea82777400db9bf4470319dc3dc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-034726.hdr.sgml**: 20260407

**ACCESSION NUMBER**: 0001410368-26-034726

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260407

**DATE AS OF CHANGE**: 20260407

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09819
- **FILM NUMBER:** 26843368

**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):** 2026-03-31

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

**CIK Number of Registrant:** 0001107414

**LEI of Registrant:** 549300P1E098W6ES7M39

**Name of Series:** State Street Institutional 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:** $214299964672.96

- **Amortized Cost of Portfolio Securities:** $214299964672.96

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $686545245.62

- **Net Assets of Series:** $213613419427.34

- **Number of Shares Outstanding (Series):** 213613598956.0900

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-03-02 | $197047398854.63          | $199569154665.99           | 85.2700%                  | 86.3600%                   |
| 2026-03-03 | $197450279694.69          | $200762173450.73           | 84.8300%                  | 86.2500%                   |
| 2026-03-04 | $190698832700.11          | $193794500923.47           | 84.3200%                  | 85.6900%                   |
| 2026-03-05 | $194687744177.81          | $195995309093.23           | 85.2500%                  | 85.8200%                   |
| 2026-03-06 | $190397647688.20          | $192210458835.28           | 84.7600%                  | 85.5600%                   |
| 2026-03-09 | $188217237931.30          | $190805304409.78           | 84.6100%                  | 85.7800%                   |
| 2026-03-10 | $194845059984.90          | $197058195052.16           | 85.2000%                  | 86.1600%                   |
| 2026-03-11 | $186351839506.68          | $189390447285.04           | 84.2000%                  | 85.5700%                   |
| 2026-03-12 | $180159256990.90          | $182977621714.78           | 84.0000%                  | 85.3100%                   |
| 2026-03-13 | $192985837134.89          | $195799251744.68           | 84.8900%                  | 86.1300%                   |
| 2026-03-16 | $200571709105.40          | $204135297605.97           | 84.7800%                  | 86.2900%                   |
| 2026-03-17 | $214329934488.57          | $217068205602.12           | 85.8700%                  | 86.9700%                   |
| 2026-03-18 | $209771950835.13          | $211585582561.70           | 85.9300%                  | 86.6700%                   |
| 2026-03-19 | $210626027417.09          | $213354712886.26           | 85.8600%                  | 86.9700%                   |
| 2026-03-20 | $201450403755.70          | $204014156950.56           | 85.0100%                  | 86.0900%                   |
| 2026-03-23 | $199396404032.99          | $201960356961.60           | 84.8500%                  | 85.9400%                   |
| 2026-03-24 | $196061396649.00          | $198250416824.13           | 84.6700%                  | 85.6100%                   |
| 2026-03-25 | $192756045164.79          | $194808642005.18           | 84.7200%                  | 85.6300%                   |
| 2026-03-26 | $194711125056.66          | $197449397446.65           | 84.8300%                  | 86.0200%                   |
| 2026-03-27 | $188055820265.48          | $190794147078.87           | 84.3600%                  | 85.5900%                   |
| 2026-03-30 | $185547550040.86          | $187827120637.33           | 84.3600%                  | 85.3900%                   |
| 2026-03-31 | $183121043956.43          | $184815685913.21           | 84.4600%                  | 85.2400%                   |

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

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

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

### Class: Premier Class

- **Minimum Initial Investment:** $250000000.00

- **Net Assets of Class:** $169908334833.95

- **Number of Shares Outstanding:** 169908400066.0000

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $11456085429.63           | $18960669053.87         |
| 2026-03-03 | $9867790619.42            | $10199599120.55         |
| 2026-03-04 | $5402777188.56            | $11355055085.13         |
| 2026-03-05 | $10844066148.01           | $8597781563.21          |
| 2026-03-06 | $7100504779.19            | $9410134742.37          |
| 2026-03-09 | $8399550286.66            | $11157263704.38         |
| 2026-03-10 | $13253444332.47           | $6965999632.15          |
| 2026-03-11 | $9758158100.15            | $13070950617.48         |
| 2026-03-12 | $7447758169.77            | $12420256336.01         |
| 2026-03-13 | $24347963624.41           | $10165277579.92         |
| 2026-03-16 | $20204970767.35           | $9765589535.77          |
| 2026-03-17 | $17625454444.79           | $4749979974.15          |
| 2026-03-18 | $4748933302.74            | $10213812118.82         |
| 2026-03-19 | $9135308203.03            | $7922926033.83          |
| 2026-03-20 | $6156715134.34            | $13233714332.38         |
| 2026-03-23 | $7143728477.22            | $13575745953.17         |
| 2026-03-24 | $9170101178.69            | $11049603025.95         |
| 2026-03-25 | $10064086386.01           | $12467511714.22         |
| 2026-03-26 | $11857390916.09           | $9209506342.43          |
| 2026-03-27 | $9848797313.49            | $13366305831.66         |
| 2026-03-30 | $12717370112.81           | $14757770435.01         |
| 2026-03-31 | $11086495759.61           | $13905337521.30         |

**Total Gross Subscriptions (Month):** $237637450674.44

**Total Gross Redemptions (Month):** $246520790253.76

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.6300%           |
| 2026-03-03 | 3.6300%           |
| 2026-03-04 | 3.6300%           |
| 2026-03-05 | 3.6300%           |
| 2026-03-06 | 3.6100%           |
| 2026-03-09 | 3.6100%           |
| 2026-03-10 | 3.6000%           |
| 2026-03-11 | 3.6000%           |
| 2026-03-12 | 3.6000%           |
| 2026-03-13 | 3.6000%           |
| 2026-03-16 | 3.6000%           |
| 2026-03-17 | 3.6000%           |
| 2026-03-18 | 3.6000%           |
| 2026-03-19 | 3.6000%           |
| 2026-03-20 | 3.5900%           |
| 2026-03-23 | 3.5900%           |
| 2026-03-24 | 3.5800%           |
| 2026-03-25 | 3.5900%           |
| 2026-03-26 | 3.5900%           |
| 2026-03-27 | 3.6000%           |
| 2026-03-30 | 3.6000%           |
| 2026-03-31 | 3.6000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 40.3000%         | 0.0000%              |
| Depository institution or other banking institution |  | 6.4600%          | 0.0000%              |

### Class: Investment

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $117999376.49

- **Number of Shares Outstanding:** 118003738.8400

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $23332.78                 | $419623.34              |
| 2026-03-03 | $1919126.25               | $10967.69               |
| 2026-03-04 | $0.00                     | $560050.48              |
| 2026-03-05 | $0.00                     | $2203859.46             |
| 2026-03-06 | $1010166.96               | $0.00                   |
| 2026-03-09 | $60.77                    | $15199240.27            |
| 2026-03-10 | $0.00                     | $1226241.32             |
| 2026-03-11 | $0.00                     | $1922910.72             |
| 2026-03-12 | $1328658.83               | $0.00                   |
| 2026-03-13 | $0.00                     | $148365.92              |
| 2026-03-16 | $2043558.29               | $0.00                   |
| 2026-03-17 | $61432.60                 | $0.34                   |
| 2026-03-18 | $0.00                     | $92595.52               |
| 2026-03-19 | $0.00                     | $247288.55              |
| 2026-03-20 | $0.00                     | $310191.52              |
| 2026-03-23 | $2980388.01               | $0.00                   |
| 2026-03-24 | $700016.60                | $10000.00               |
| 2026-03-25 | $0.00                     | $3254460.07             |
| 2026-03-26 | $964083.64                | $0.00                   |
| 2026-03-27 | $279811.47                | $0.00                   |
| 2026-03-30 | $0.00                     | $699327.97              |
| 2026-03-31 | $0.00                     | $588444.01              |

**Total Gross Subscriptions (Month):** $11310636.20

**Total Gross Redemptions (Month):** $26893567.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.2800%           |
| 2026-03-03 | 3.2800%           |
| 2026-03-04 | 3.2800%           |
| 2026-03-05 | 3.2800%           |
| 2026-03-06 | 3.2600%           |
| 2026-03-09 | 3.2600%           |
| 2026-03-10 | 3.2500%           |
| 2026-03-11 | 3.2500%           |
| 2026-03-12 | 3.2500%           |
| 2026-03-13 | 3.2500%           |
| 2026-03-16 | 3.2500%           |
| 2026-03-17 | 3.2500%           |
| 2026-03-18 | 3.2500%           |
| 2026-03-19 | 3.2500%           |
| 2026-03-20 | 3.2400%           |
| 2026-03-23 | 3.2400%           |
| 2026-03-24 | 3.2300%           |
| 2026-03-25 | 3.2400%           |
| 2026-03-26 | 3.2400%           |
| 2026-03-27 | 3.2500%           |
| 2026-03-30 | 3.2500%           |
| 2026-03-31 | 3.2500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 5.1300%          | 0.0000%              |
| Depository institution or other banking institution |  | 92.1500%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $750000000.00

- **Net Assets of Class:** $105621983.56

- **Number of Shares Outstanding:** 105620897.1600

- **Expense Reimbursement/Waiver:** 2802.00

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $4683752.03               | $3674121.67             |
| 2026-03-03 | $7779903.62               | $4755446.15             |
| 2026-03-04 | $5525761.22               | $5630485.35             |
| 2026-03-05 | $4568599.24               | $4294938.53             |
| 2026-03-06 | $4258377.04               | $3436487.46             |
| 2026-03-09 | $6136571.15               | $3520275.72             |
| 2026-03-10 | $6776923.26               | $3624120.53             |
| 2026-03-11 | $3414448.71               | $3947912.76             |
| 2026-03-12 | $2345905.84               | $1590108.36             |
| 2026-03-13 | $3006117.91               | $2468350.66             |
| 2026-03-16 | $3678574.62               | $1808246.76             |
| 2026-03-17 | $5484359.65               | $4392564.32             |
| 2026-03-18 | $2433690.82               | $2552318.24             |
| 2026-03-19 | $2097583.06               | $3073323.34             |
| 2026-03-20 | $3136790.35               | $2263230.83             |
| 2026-03-23 | $2544448.16               | $2202692.69             |
| 2026-03-24 | $5163698.11               | $3127587.61             |
| 2026-03-25 | $1646662.01               | $1831176.74             |
| 2026-03-26 | $1087778.69               | $4173378.86             |
| 2026-03-27 | $2606066.14               | $1338753.35             |
| 2026-03-30 | $4877898.42               | $2250702.00             |
| 2026-03-31 | $3592147.21               | $3210111.12             |

**Total Gross Subscriptions (Month):** $86846057.26

**Total Gross Redemptions (Month):** $69166333.05

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.6600%           |
| 2026-03-03 | 3.6600%           |
| 2026-03-04 | 3.6600%           |
| 2026-03-05 | 3.6500%           |
| 2026-03-06 | 3.6500%           |
| 2026-03-09 | 3.6400%           |
| 2026-03-10 | 3.6400%           |
| 2026-03-11 | 3.6400%           |
| 2026-03-12 | 3.6400%           |
| 2026-03-13 | 3.6400%           |
| 2026-03-16 | 3.6400%           |
| 2026-03-17 | 3.6400%           |
| 2026-03-18 | 3.6400%           |
| 2026-03-19 | 3.6300%           |
| 2026-03-20 | 3.6300%           |
| 2026-03-23 | 3.6200%           |
| 2026-03-24 | 3.6200%           |
| 2026-03-25 | 3.6200%           |
| 2026-03-26 | 3.6200%           |
| 2026-03-27 | 3.6300%           |
| 2026-03-30 | 3.6300%           |
| 2026-03-31 | 3.6400%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 93.0100%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $18416874614.13

- **Number of Shares Outstanding:** 18416895695.5900

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $2413367317.87            | $945689706.16           |
| 2026-03-03 | $885503759.85             | $577964588.31           |
| 2026-03-04 | $695237615.65             | $986955397.86           |
| 2026-03-05 | $654501948.64             | $1285148891.87          |
| 2026-03-06 | $645853970.63             | $814832423.71           |
| 2026-03-09 | $834788802.23             | $799319938.21           |
| 2026-03-10 | $929916800.97             | $965971132.35           |
| 2026-03-11 | $2001576738.59            | $940196658.39           |
| 2026-03-12 | $648359472.69             | $600346625.85           |
| 2026-03-13 | $907049242.87             | $994180894.88           |
| 2026-03-16 | $622056186.35             | $1022511687.99          |
| 2026-03-17 | $624752008.20             | $641046084.26           |
| 2026-03-18 | $315749264.77             | $865710557.40           |
| 2026-03-19 | $368868563.12             | $238029038.33           |
| 2026-03-20 | $524726398.45             | $624964709.52           |
| 2026-03-23 | $1062295541.09            | $634113524.66           |
| 2026-03-24 | $1148616272.39            | $1412448098.73          |
| 2026-03-25 | $895151317.69             | $1027673992.71          |
| 2026-03-26 | $851926781.97             | $858420857.89           |
| 2026-03-27 | $585908482.28             | $835071410.04           |
| 2026-03-30 | $611238094.48             | $1633795312.19          |
| 2026-03-31 | $704422943.09             | $2211575560.01          |

**Total Gross Subscriptions (Month):** $18931867523.87

**Total Gross Redemptions (Month):** $20915967091.32

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.6000%           |
| 2026-03-03 | 3.6000%           |
| 2026-03-04 | 3.6000%           |
| 2026-03-05 | 3.6000%           |
| 2026-03-06 | 3.5800%           |
| 2026-03-09 | 3.5800%           |
| 2026-03-10 | 3.5700%           |
| 2026-03-11 | 3.5700%           |
| 2026-03-12 | 3.5700%           |
| 2026-03-13 | 3.5700%           |
| 2026-03-16 | 3.5700%           |
| 2026-03-17 | 3.5700%           |
| 2026-03-18 | 3.5700%           |
| 2026-03-19 | 3.5700%           |
| 2026-03-20 | 3.5600%           |
| 2026-03-23 | 3.5600%           |
| 2026-03-24 | 3.5500%           |
| 2026-03-25 | 3.5600%           |
| 2026-03-26 | 3.5600%           |
| 2026-03-27 | 3.5700%           |
| 2026-03-30 | 3.5700%           |
| 2026-03-31 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 5.5300%          | 0.0000%              |
| Depository institution or other banking institution |  | 20.8900%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.3400%          | 0.0000%              |
| Depository institution or other banking institution |  | 12.6000%         | 0.0000%              |
| Broker-dealer                                       |  | 7.2100%          | 0.0000%              |
| Broker-dealer                                       |  | 8.1400%          | 0.0000%              |

### Class: Administration Class

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $2074446879.39

- **Number of Shares Outstanding:** 2074464960.2400

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $114306534.67             | $106977213.31           |
| 2026-03-03 | $58708689.10              | $95176226.31            |
| 2026-03-04 | $77645675.10              | $42936120.62            |
| 2026-03-05 | $75495379.93              | $51539466.98            |
| 2026-03-06 | $50122709.06              | $79953643.96            |
| 2026-03-09 | $43609120.39              | $66214048.40            |
| 2026-03-10 | $153781368.01             | $66751050.62            |
| 2026-03-11 | $49593402.48              | $59714606.86            |
| 2026-03-12 | $97287559.39              | $55895359.68            |
| 2026-03-13 | $106984440.67             | $106590862.49           |
| 2026-03-16 | $59640861.79              | $168787770.87           |
| 2026-03-17 | $84825335.30              | $60203135.81            |
| 2026-03-18 | $62601518.34              | $77507130.44            |
| 2026-03-19 | $125105128.75             | $79873649.46            |
| 2026-03-20 | $49862207.33              | $188417663.13           |
| 2026-03-23 | $41979591.62              | $106550304.53           |
| 2026-03-24 | $172298592.15             | $114723388.26           |
| 2026-03-25 | $122423432.63             | $143551750.28           |
| 2026-03-26 | $90907963.71              | $104468728.83           |
| 2026-03-27 | $184997820.30             | $113276542.49           |
| 2026-03-30 | $108351760.37             | $87120396.67            |
| 2026-03-31 | $108645377.92             | $143401283.47           |

**Total Gross Subscriptions (Month):** $2039174469.01

**Total Gross Redemptions (Month):** $2119630343.47

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.3800%           |
| 2026-03-03 | 3.3800%           |
| 2026-03-04 | 3.3800%           |
| 2026-03-05 | 3.3800%           |
| 2026-03-06 | 3.3600%           |
| 2026-03-09 | 3.3600%           |
| 2026-03-10 | 3.3500%           |
| 2026-03-11 | 3.3500%           |
| 2026-03-12 | 3.3500%           |
| 2026-03-13 | 3.3500%           |
| 2026-03-16 | 3.3500%           |
| 2026-03-17 | 3.3500%           |
| 2026-03-18 | 3.3500%           |
| 2026-03-19 | 3.3500%           |
| 2026-03-20 | 3.3400%           |
| 2026-03-23 | 3.3400%           |
| 2026-03-24 | 3.3300%           |
| 2026-03-25 | 3.3400%           |
| 2026-03-26 | 3.3400%           |
| 2026-03-27 | 3.3500%           |
| 2026-03-30 | 3.3500%           |
| 2026-03-31 | 3.3500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 8.9900%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.5900%          | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2408765560.77

- **Number of Shares Outstanding:** 2408784069.8800

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $209717499.18             | $130986704.74           |
| 2026-03-03 | $454618111.77             | $171603318.64           |
| 2026-03-04 | $103013646.71             | $506375611.39           |
| 2026-03-05 | $27071541.18              | $106429890.34           |
| 2026-03-06 | $43122748.80              | $61043679.75            |
| 2026-03-09 | $21741438.35              | $68228718.63            |
| 2026-03-10 | $63656770.29              | $85095930.62            |
| 2026-03-11 | $77641901.66              | $30318657.81            |
| 2026-03-12 | $47442507.49              | $163581815.17           |
| 2026-03-13 | $12216988.60              | $116029480.01           |
| 2026-03-16 | $121539311.54             | $154799393.78           |
| 2026-03-17 | $51792837.68              | $45012405.12            |
| 2026-03-18 | $176128958.14             | $57664206.21            |
| 2026-03-19 | $71446562.11              | $52699739.66            |
| 2026-03-20 | $791305884.68             | $98700346.45            |
| 2026-03-23 | $158277400.31             | $137188966.83           |
| 2026-03-24 | $125597393.82             | $835458945.60           |
| 2026-03-25 | $183181237.72             | $64830645.48            |
| 2026-03-26 | $37890602.78              | $86151967.41            |
| 2026-03-27 | $29004664.73              | $190373202.48           |
| 2026-03-30 | $25648767.12              | $196124893.39           |
| 2026-03-31 | $219145439.50             | $359256307.38           |

**Total Gross Subscriptions (Month):** $3051202214.16

**Total Gross Redemptions (Month):** $3717954826.89

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.5500%           |
| 2026-03-03 | 3.5500%           |
| 2026-03-04 | 3.5500%           |
| 2026-03-05 | 3.5400%           |
| 2026-03-06 | 3.5300%           |
| 2026-03-09 | 3.5300%           |
| 2026-03-10 | 3.5200%           |
| 2026-03-11 | 3.5200%           |
| 2026-03-12 | 3.5200%           |
| 2026-03-13 | 3.5200%           |
| 2026-03-16 | 3.5200%           |
| 2026-03-17 | 3.5200%           |
| 2026-03-18 | 3.5200%           |
| 2026-03-19 | 3.5200%           |
| 2026-03-20 | 3.5100%           |
| 2026-03-23 | 3.5100%           |
| 2026-03-24 | 3.5000%           |
| 2026-03-25 | 3.5100%           |
| 2026-03-26 | 3.5100%           |
| 2026-03-27 | 3.5200%           |
| 2026-03-30 | 3.5200%           |
| 2026-03-31 | 3.5200%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 70.3900%         | 0.0000%              |

### Class: Class G

- **Minimum Initial Investment:** $1000000000.00

- **Net Assets of Class:** $10793707425.27

- **Number of Shares Outstanding:** 10793720992.9100

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $923026101.00             | $682117694.62           |
| 2026-03-03 | $451240793.86             | $614050457.80           |
| 2026-03-04 | $270386084.89             | $468510999.70           |
| 2026-03-05 | $298151646.53             | $870706437.35           |
| 2026-03-06 | $408254823.55             | $287401332.28           |
| 2026-03-09 | $305591887.58             | $495202265.37           |
| 2026-03-10 | $594728158.53             | $272673543.20           |
| 2026-03-11 | $221050481.02             | $461298730.45           |
| 2026-03-12 | $324522545.54             | $500506722.86           |
| 2026-03-13 | $290026837.09             | $297965535.74           |
| 2026-03-16 | $332731154.49             | $258906649.92           |
| 2026-03-17 | $375507421.28             | $319008791.84           |
| 2026-03-18 | $393175259.90             | $139632827.38           |
| 2026-03-19 | $203192577.08             | $296848387.06           |
| 2026-03-20 | $307223700.29             | $320259176.11           |
| 2026-03-23 | $1837345063.66            | $275162299.77           |
| 2026-03-24 | $589129630.95             | $325466619.45           |
| 2026-03-25 | $360456467.76             | $2222238905.41          |
| 2026-03-26 | $240327177.19             | $136927003.56           |
| 2026-03-27 | $464029212.81             | $294137965.78           |
| 2026-03-30 | $348943371.76             | $154129615.09           |
| 2026-03-31 | $1402520450.56            | $405360983.20           |

**Total Gross Subscriptions (Month):** $10941560847.32

**Total Gross Redemptions (Month):** $10098512943.94

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.6700%           |
| 2026-03-03 | 3.6700%           |
| 2026-03-04 | 3.6700%           |
| 2026-03-05 | 3.6600%           |
| 2026-03-06 | 3.6500%           |
| 2026-03-09 | 3.6500%           |
| 2026-03-10 | 3.6400%           |
| 2026-03-11 | 3.6400%           |
| 2026-03-12 | 3.6400%           |
| 2026-03-13 | 3.6400%           |
| 2026-03-16 | 3.6400%           |
| 2026-03-17 | 3.6400%           |
| 2026-03-18 | 3.6400%           |
| 2026-03-19 | 3.6400%           |
| 2026-03-20 | 3.6300%           |
| 2026-03-23 | 3.6300%           |
| 2026-03-24 | 3.6200%           |
| 2026-03-25 | 3.6300%           |
| 2026-03-26 | 3.6300%           |
| 2026-03-27 | 3.6400%           |
| 2026-03-30 | 3.6400%           |
| 2026-03-31 | 3.6400%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 97.1200%         | 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   |
|:---|:---|
| 2026-03-02 | 0.0000          |
|  |  |
| 2026-03-03 | 0.0000          |
|  |  |
| 2026-03-04 | 0.0000          |
|  |  |
| 2026-03-05 | 0.0000          |
|  |  |
| 2026-03-06 | 0.0000          |
|  |  |
| 2026-03-09 | 0.0000          |
|  |  |
| 2026-03-10 | 0.0000          |
|  |  |
| 2026-03-11 | 0.0000          |
|  |  |
| 2026-03-12 | 0.0000          |
|  |  |
| 2026-03-13 | 0.0000          |
|  |  |
| 2026-03-16 | 0.0000          |
|  |  |
| 2026-03-17 | 0.0000          |
|  |  |
| 2026-03-18 | 0.0000          |
|  |  |
| 2026-03-19 | 0.0000          |
|  |  |
| 2026-03-20 | 0.0000          |
|  |  |
| 2026-03-23 | 0.0000          |
|  |  |
| 2026-03-24 | 0.0000          |
|  |  |
| 2026-03-25 | 0.0000          |
|  |  |
| 2026-03-26 | 0.0000          |
|  |  |
| 2026-03-27 | 0.0000          |
|  |  |
| 2026-03-30 | 0.0000          |
|  |  |
| 2026-03-31 | 0.0000          |
|  |  |

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

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

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

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

### Class: Bancroft Capital Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $62561691.00

- **Number of Shares Outstanding:** 62565253.7900

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $270469.42                | $69089.39               |
| 2026-03-03 | $0.00                     | $0.00                   |
| 2026-03-04 | $0.00                     | $0.00                   |
| 2026-03-05 | $0.00                     | $7500000.00             |
| 2026-03-06 | $0.00                     | $0.00                   |
| 2026-03-09 | $0.00                     | $0.00                   |
| 2026-03-10 | $0.00                     | $0.00                   |
| 2026-03-11 | $0.00                     | $0.00                   |
| 2026-03-12 | $0.00                     | $0.00                   |
| 2026-03-13 | $0.00                     | $0.00                   |
| 2026-03-16 | $0.00                     | $0.00                   |
| 2026-03-17 | $18025000.00              | $0.00                   |
| 2026-03-18 | $0.00                     | $0.00                   |
| 2026-03-19 | $0.00                     | $0.00                   |
| 2026-03-20 | $0.00                     | $0.00                   |
| 2026-03-23 | $0.00                     | $0.00                   |
| 2026-03-24 | $0.00                     | $0.00                   |
| 2026-03-25 | $0.00                     | $0.00                   |
| 2026-03-26 | $0.00                     | $25000000.00            |
| 2026-03-27 | $0.00                     | $9400000.00             |
| 2026-03-30 | $0.00                     | $0.00                   |
| 2026-03-31 | $0.00                     | $16000000.00            |

**Total Gross Subscriptions (Month):** $18295469.42

**Total Gross Redemptions (Month):** $57969089.39

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.6000%           |
| 2026-03-03 | 3.6000%           |
| 2026-03-04 | 3.6000%           |
| 2026-03-05 | 3.5900%           |
| 2026-03-06 | 3.5800%           |
| 2026-03-09 | 3.5800%           |
| 2026-03-10 | 3.5700%           |
| 2026-03-11 | 3.5700%           |
| 2026-03-12 | 3.5700%           |
| 2026-03-13 | 3.5700%           |
| 2026-03-16 | 3.5700%           |
| 2026-03-17 | 3.5700%           |
| 2026-03-18 | 3.5700%           |
| 2026-03-19 | 3.5700%           |
| 2026-03-20 | 3.5600%           |
| 2026-03-23 | 3.5600%           |
| 2026-03-24 | 3.5500%           |
| 2026-03-25 | 3.5600%           |
| 2026-03-26 | 3.5600%           |
| 2026-03-27 | 3.5700%           |
| 2026-03-30 | 3.5700%           |
| 2026-03-31 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 39.9500%         | 0.0000%              |
| Broker-dealer                                       |  | 24.3300%         | 0.0000%              |
| Broker-dealer                                       |  | 6.7300%          | 0.0000%              |
| Broker-dealer                                       |  | 28.8000%         | 0.0000%              |

### Class: Blaylock Van Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $362284922.67

- **Number of Shares Outstanding:** 362286038.4600

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $2473918.97               | $0.00                   |
| 2026-03-03 | $1956895.00               | $0.00                   |
| 2026-03-04 | $684059.00                | $18871.36               |
| 2026-03-05 | $693414.00                | $0.00                   |
| 2026-03-06 | $480034877.00             | $0.00                   |
| 2026-03-09 | $0.00                     | $753372.00              |
| 2026-03-10 | $15000000.00              | $1007842.00             |
| 2026-03-11 | $1051497.00               | $490000000.00           |
| 2026-03-12 | $0.00                     | $102612.00              |
| 2026-03-13 | $0.00                     | $1976140.00             |
| 2026-03-16 | $773235.00                | $0.00                   |
| 2026-03-17 | $1061396.00               | $0.00                   |
| 2026-03-18 | $1088149.00               | $0.00                   |
| 2026-03-19 | $0.00                     | $2171337.00             |
| 2026-03-20 | $1009918.00               | $0.00                   |
| 2026-03-23 | $0.00                     | $509718.00              |
| 2026-03-24 | $0.00                     | $9203114.00             |
| 2026-03-25 | $0.00                     | $18156631.00            |
| 2026-03-26 | $0.00                     | $6766328.00             |
| 2026-03-27 | $0.00                     | $8092314.00             |
| 2026-03-30 | $1671455.00               | $0.00                   |
| 2026-03-31 | $0.00                     | $6519341.00             |

**Total Gross Subscriptions (Month):** $507498813.97

**Total Gross Redemptions (Month):** $545277620.36

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.6000%           |
| 2026-03-03 | 3.6000%           |
| 2026-03-04 | 3.6000%           |
| 2026-03-05 | 3.6000%           |
| 2026-03-06 | 3.5800%           |
| 2026-03-09 | 3.5800%           |
| 2026-03-10 | 3.5700%           |
| 2026-03-11 | 3.5700%           |
| 2026-03-12 | 3.5700%           |
| 2026-03-13 | 3.5700%           |
| 2026-03-16 | 3.5700%           |
| 2026-03-17 | 3.5700%           |
| 2026-03-18 | 3.5700%           |
| 2026-03-19 | 3.5700%           |
| 2026-03-20 | 3.5600%           |
| 2026-03-23 | 3.5600%           |
| 2026-03-24 | 3.5500%           |
| 2026-03-25 | 3.5600%           |
| 2026-03-26 | 3.5600%           |
| 2026-03-27 | 3.5700%           |
| 2026-03-30 | 3.5700%           |
| 2026-03-31 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 29.6800%         | 0.0000%              |
| Broker-dealer                                       |  | 9.3500%          | 0.0000%              |
| Non-financial corporation                           |  | 55.2000%         | 0.0000%              |

### Class: Cabrera Capital Markets Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $27853362.12

- **Number of Shares Outstanding:** 27853097.9900

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $178902.02                | $880.99                 |
| 2026-03-03 | $44213.53                 | $80058.71               |
| 2026-03-04 | $42803.86                 | $1302433.32             |
| 2026-03-05 | $24047.71                 | $24358.36               |
| 2026-03-06 | $43764.47                 | $79821.41               |
| 2026-03-09 | $54331.74                 | $1310.81                |
| 2026-03-10 | $33235.77                 | $86520.95               |
| 2026-03-11 | $36584.20                 | $28058.12               |
| 2026-03-12 | $14476.31                 | $20327.73               |
| 2026-03-13 | $14452.12                 | $78626.54               |
| 2026-03-16 | $60176.32                 | $768.61                 |
| 2026-03-17 | $30367.64                 | $88986.89               |
| 2026-03-18 | $33398.54                 | $36580.22               |
| 2026-03-19 | $18314.03                 | $10018182.35            |
| 2026-03-20 | $20122.45                 | $54891.63               |
| 2026-03-23 | $62463.14                 | $17256.70               |
| 2026-03-24 | $24520.26                 | $87236.23               |
| 2026-03-25 | $39557.75                 | $32216.61               |
| 2026-03-26 | $16710.68                 | $9881.76                |
| 2026-03-27 | $13736.82                 | $66697.23               |
| 2026-03-30 | $53892.54                 | $1186.24                |
| 2026-03-31 | $26492.67                 | $1696243.43             |

**Total Gross Subscriptions (Month):** $886564.57

**Total Gross Redemptions (Month):** $13812524.84

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.6000%           |
| 2026-03-03 | 3.6000%           |
| 2026-03-04 | 3.6000%           |
| 2026-03-05 | 3.5900%           |
| 2026-03-06 | 3.5800%           |
| 2026-03-09 | 3.5800%           |
| 2026-03-10 | 3.5700%           |
| 2026-03-11 | 3.5700%           |
| 2026-03-12 | 3.5700%           |
| 2026-03-13 | 3.5700%           |
| 2026-03-16 | 3.5700%           |
| 2026-03-17 | 3.5700%           |
| 2026-03-18 | 3.5700%           |
| 2026-03-19 | 3.5700%           |
| 2026-03-20 | 3.5600%           |
| 2026-03-23 | 3.5600%           |
| 2026-03-24 | 3.5500%           |
| 2026-03-25 | 3.5600%           |
| 2026-03-26 | 3.5600%           |
| 2026-03-27 | 3.5700%           |
| 2026-03-30 | 3.5700%           |
| 2026-03-31 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 93.0300%         | 0.0000%              |

### Class: Opportunity Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $8889463076.34

- **Number of Shares Outstanding:** 8889481298.0800

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $1082936575.29            | $396593721.08           |
| 2026-03-03 | $1311551757.97            | $103547373.96           |
| 2026-03-04 | $432962672.71             | $69376606.94            |
| 2026-03-05 | $812364384.26             | $43453226.56            |
| 2026-03-06 | $34507584.89              | $769367331.19           |
| 2026-03-09 | $807448971.94             | $40801774.90            |
| 2026-03-10 | $689192131.14             | $1218148076.82          |
| 2026-03-11 | $294538923.04             | $5326428198.59          |
| 2026-03-12 | $705078028.33             | $2387975461.22          |
| 2026-03-13 | $297419005.19             | $753298540.84           |
| 2026-03-16 | $133050973.64             | $945203729.75           |
| 2026-03-17 | $103691944.53             | $139491588.55           |
| 2026-03-18 | $481614851.93             | $332724655.27           |
| 2026-03-19 | $328002045.97             | $815295057.07           |
| 2026-03-20 | $209194179.07             | $1471328602.38          |
| 2026-03-23 | $82229900.95              | $169521156.35           |
| 2026-03-24 | $153206031.75             | $213583301.59           |
| 2026-03-25 | $243082785.87             | $147063543.34           |
| 2026-03-26 | $334886068.51             | $979216013.35           |
| 2026-03-27 | $194561440.29             | $1997923266.62          |
| 2026-03-30 | $482968569.92             | $100425473.75           |
| 2026-03-31 | $889948229.70             | $362812702.94           |

**Total Gross Subscriptions (Month):** $10104437056.89

**Total Gross Redemptions (Month):** $18783579403.06

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-03-02 | 3.6000%           |
| 2026-03-03 | 3.6000%           |
| 2026-03-04 | 3.6000%           |
| 2026-03-05 | 3.6000%           |
| 2026-03-06 | 3.5800%           |
| 2026-03-09 | 3.5800%           |
| 2026-03-10 | 3.5700%           |
| 2026-03-11 | 3.5700%           |
| 2026-03-12 | 3.5700%           |
| 2026-03-13 | 3.5700%           |
| 2026-03-16 | 3.5700%           |
| 2026-03-17 | 3.5700%           |
| 2026-03-18 | 3.5700%           |
| 2026-03-19 | 3.5700%           |
| 2026-03-20 | 3.5600%           |
| 2026-03-23 | 3.5600%           |
| 2026-03-24 | 3.5500%           |
| 2026-03-25 | 3.5600%           |
| 2026-03-26 | 3.5600%           |
| 2026-03-27 | 3.5700%           |
| 2026-03-30 | 3.5700%           |
| 2026-03-31 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 24.9200%         | 0.0000%              |
| Depository institution or other banking institution |  | 28.5100%         | 0.0000%              |
| Broker-dealer                                       |  | 25.9000%         | 0.0000%              |

### Class: Trust Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $445505701.65

- **Number of Shares Outstanding:** 445522847.1500

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-03-02 | $4213401.58               | $242113293.20           |
| 2026-03-03 | $1209509.33               | $12989988.26            |
| 2026-03-04 | $3742893.12               | $7727144.94             |
| 2026-03-05 | $230956.87                | $2157939.86             |
| 2026-03-06 | $13330406.71              | $23553713.56            |
| 2026-03-09 | $11858777.99              | $1777627.15             |
| 2026-03-10 | $1158394.71               | $3713804.85             |
| 2026-03-11 | $21957840.89              | $5490594.12             |
| 2026-03-12 | $4813825.46               | $5343593.04             |
| 2026-03-13 | $11021191.20              | $9902571.33             |
| 2026-03-16 | $40404054.08              | $47225708.41            |
| 2026-03-17 | $12385973.07              | $38563739.35            |
| 2026-03-18 | $3212976.20               | $3674540.49             |
| 2026-03-19 | $7059703.31               | $4362108.26             |
| 2026-03-20 | $13357292.47              | $36684294.80            |
| 2026-03-23 | $68427899.43              | $19450196.76            |
| 2026-03-24 | $27720550.53              | $830541.19              |
| 2026-03-25 | $66336936.21              | $17820259.28            |
| 2026-03-26 | $94082535.94              | $48361718.76            |
| 2026-03-27 | $16938014.19              | $10265317.79            |
| 2026-03-30 | $11886327.79              | $4148811.59             |
| 2026-03-31 | $17762855.57              | $234737736.34           |

**Total Gross Subscriptions (Month):** $453112316.65

**Total Gross Redemptions (Month):** $780895243.33

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

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 51.8500%         | 0.0000%              |
| Broker-dealer                                       |  | 48.1400%         | 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):** $214299964672.96
- **C.18.a - Value (excl. sponsor support):** $214299964672.96
- **C.19 - Percentage of Net Assets:** 100.0000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** STATE STREET INSTITUTIONAL INVESTMENT TRUST

**Date:** 2026-04-07

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer