# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-057226
**Filing Date:** 2026-6
**Character Count:** 60105
**Document Hash:** a533b0d150bb5352445c1cab70944608
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-057226.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001410368-26-057226

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260531

**FILED AS OF DATE**: 20260605

**DATE AS OF CHANGE**: 20260605

**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:** 261067188

**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):** 2026-05-31

**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:** $225038764530.13

- **Amortized Cost of Portfolio Securities:** $225038764530.13

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $659467696.16

- **Net Assets of Series:** $224379296833.97

- **Number of Shares Outstanding (Series):** 224379476362.7300

- **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 (%)   |
|:---|:---|:---|:---|:---|
| 2026-05-01 | $170083756984.00          | $171276753212.38           | 82.5900%                  | 83.1700%                   |
| 2026-05-04 | $174295779068.51          | $176102850502.66           | 83.0000%                  | 83.8600%                   |
| 2026-05-05 | $179230808714.78          | $181037887625.86           | 83.3900%                  | 84.2300%                   |
| 2026-05-06 | $184145149054.51          | $185389834988.56           | 83.9700%                  | 84.5400%                   |
| 2026-05-07 | $183036635601.86          | $185629330085.53           | 83.7900%                  | 84.9800%                   |
| 2026-05-08 | $179209405477.32          | $179728308766.75           | 84.0500%                  | 84.2900%                   |
| 2026-05-11 | $184214401054.55          | $184733328187.53           | 84.1400%                  | 84.3800%                   |
| 2026-05-12 | $191233320033.86          | $191785454452.35           | 84.6300%                  | 84.8700%                   |
| 2026-05-13 | $186813881511.47          | $187723023210.70           | 84.1900%                  | 84.6000%                   |
| 2026-05-14 | $192697064283.94          | $193305013030.95           | 84.7000%                  | 84.9700%                   |
| 2026-05-15 | $188819930354.43          | $189427886342.81           | 84.4300%                  | 84.7000%                   |
| 2026-05-18 | $191165326303.49          | $191740104428.74           | 84.6100%                  | 84.8600%                   |
| 2026-05-19 | $192283867550.09          | $192358651862.84           | 84.8700%                  | 84.9000%                   |
| 2026-05-20 | $190516294123.39          | $190933684961.82           | 84.7600%                  | 84.9400%                   |
| 2026-05-21 | $193643689798.17          | $194061087735.18           | 84.7800%                  | 84.9600%                   |
| 2026-05-22 | $186939090628.98          | $187743185616.48           | 84.1500%                  | 84.5100%                   |
| 2026-05-26 | $190080681699.20          | $190996655437.42           | 84.3800%                  | 84.7800%                   |
| 2026-05-27 | $192003228774.23          | $192756648176.91           | 84.6400%                  | 84.9700%                   |
| 2026-05-28 | $191959074313.91          | $192712533529.37           | 84.6300%                  | 84.9700%                   |
| 2026-05-29 | $192383210419.63          | $193256716374.35           | 84.6500%                  | 85.0300%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-05-01 | 3.7000%             |
| 2026-05-04 | 3.7000%             |
| 2026-05-05 | 3.7000%             |
| 2026-05-06 | 3.6900%             |
| 2026-05-07 | 3.6900%             |
| 2026-05-08 | 3.6800%             |
| 2026-05-11 | 3.6800%             |
| 2026-05-12 | 3.6700%             |
| 2026-05-13 | 3.6700%             |
| 2026-05-14 | 3.6700%             |
| 2026-05-15 | 3.6600%             |
| 2026-05-18 | 3.6500%             |
| 2026-05-19 | 3.6500%             |
| 2026-05-20 | 3.6400%             |
| 2026-05-21 | 3.6400%             |
| 2026-05-22 | 3.6300%             |
| 2026-05-26 | 3.6400%             |
| 2026-05-27 | 3.6500%             |
| 2026-05-28 | 3.6600%             |
| 2026-05-29 | 3.6800%             |

### Daily Net Asset Value per Share (Series)
| Date       | Net Asset Value per Share   |
|:---|:---|
| 2026-05-01 | 1.0000                      |
|  |  |
| 2026-05-04 | 1.0000                      |
|  |  |
| 2026-05-05 | 1.0000                      |
|  |  |
| 2026-05-06 | 1.0000                      |
|  |  |
| 2026-05-07 | 1.0000                      |
|  |  |
| 2026-05-08 | 1.0000                      |
|  |  |
| 2026-05-11 | 1.0000                      |
|  |  |
| 2026-05-12 | 1.0000                      |
|  |  |
| 2026-05-13 | 1.0000                      |
|  |  |
| 2026-05-14 | 0.9999                      |
|  |  |
| 2026-05-15 | 0.9999                      |
|  |  |
| 2026-05-18 | 0.9999                      |
|  |  |
| 2026-05-19 | 0.9999                      |
|  |  |
| 2026-05-20 | 1.0000                      |
|  |  |
| 2026-05-21 | 0.9999                      |
|  |  |
| 2026-05-22 | 0.9999                      |
|  |  |
| 2026-05-26 | 0.9999                      |
|  |  |
| 2026-05-27 | 0.9999                      |
|  |  |
| 2026-05-28 | 0.9999                      |
|  |  |
| 2026-05-29 | 0.9999                      |
|  |  |

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

### Class: Premier Class

- **Minimum Initial Investment:** $250000000.00

- **Net Assets of Class:** $182205528845.37

- **Number of Shares Outstanding:** 182205594077.4300

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $14635660308.35           | $12693178820.48         |
| 2026-05-04 | $10802538989.62           | $8074143643.30          |
| 2026-05-05 | $8329284377.26            | $5290371344.05          |
| 2026-05-06 | $10311496850.17           | $4861500364.12          |
| 2026-05-07 | $9143656359.29            | $7864795220.76          |
| 2026-05-08 | $7776173054.81            | $10651364403.01         |
| 2026-05-11 | $9456845612.85            | $6854103913.64          |
| 2026-05-12 | $13774533796.32           | $8061569830.38          |
| 2026-05-13 | $7088069884.95            | $11033758359.63         |
| 2026-05-14 | $13486680380.46           | $5640268288.12          |
| 2026-05-15 | $8726219388.72            | $9454422341.58          |
| 2026-05-18 | $11659500029.37           | $8804970943.77          |
| 2026-05-19 | $10964085096.20           | $10800960540.46         |
| 2026-05-20 | $11284251992.33           | $12892866577.47         |
| 2026-05-21 | $7440439690.11            | $6166348847.43          |
| 2026-05-22 | $5228285770.29            | $9659934934.55          |
| 2026-05-26 | $8657620159.20            | $6050172323.16          |
| 2026-05-27 | $9624547697.22            | $8924472803.59          |
| 2026-05-28 | $18248167695.09           | $15863936401.60         |
| 2026-05-29 | $11346262766.10           | $9333716387.51          |

**Total Gross Subscriptions (Month):** $207984319898.71

**Total Gross Redemptions (Month):** $178976856288.61

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5900%           |
| 2026-05-04 | 3.5800%           |
| 2026-05-05 | 3.5800%           |
| 2026-05-06 | 3.5800%           |
| 2026-05-07 | 3.5700%           |
| 2026-05-08 | 3.5600%           |
| 2026-05-11 | 3.5600%           |
| 2026-05-12 | 3.5600%           |
| 2026-05-13 | 3.5600%           |
| 2026-05-14 | 3.5500%           |
| 2026-05-15 | 3.5400%           |
| 2026-05-18 | 3.5400%           |
| 2026-05-19 | 3.5300%           |
| 2026-05-20 | 3.5300%           |
| 2026-05-21 | 3.5200%           |
| 2026-05-22 | 3.5200%           |
| 2026-05-26 | 3.5200%           |
| 2026-05-27 | 3.5300%           |
| 2026-05-28 | 3.5400%           |
| 2026-05-29 | 3.5600%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 5.7900%          | 0.0000%              |
| Non-financial corporation |  | 48.8700%         | 0.0000%              |

### Class: Investment

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $181221224.74

- **Number of Shares Outstanding:** 181225587.0900

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $130495.83                | $1273.80                |
| 2026-05-04 | $276266.78                | $0.00                   |
| 2026-05-05 | $602314.21                | $0.00                   |
| 2026-05-06 | $1255113.57               | $0.00                   |
| 2026-05-07 | $1794569.63               | $0.00                   |
| 2026-05-08 | $0.00                     | $1632434.43             |
| 2026-05-11 | $0.00                     | $294496.60              |
| 2026-05-12 | $0.00                     | $527631.13              |
| 2026-05-13 | $0.00                     | $1442313.27             |
| 2026-05-14 | $71359209.74              | $0.00                   |
| 2026-05-15 | $1624203.13               | $0.00                   |
| 2026-05-18 | $0.00                     | $934897.53              |
| 2026-05-19 | $0.00                     | $57648.65               |
| 2026-05-20 | $3000000.00               | $1462547.31             |
| 2026-05-21 | $0.00                     | $222932.28              |
| 2026-05-22 | $429582.30                | $110000.00              |
| 2026-05-26 | $192770.69                | $0.00                   |
| 2026-05-27 | $0.00                     | $2241319.27             |
| 2026-05-28 | $79635.14                 | $0.00                   |
| 2026-05-29 | $1158723.86               | $0.00                   |

**Total Gross Subscriptions (Month):** $81902884.88

**Total Gross Redemptions (Month):** $8927494.27

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.2400%           |
| 2026-05-04 | 3.2300%           |
| 2026-05-05 | 3.2300%           |
| 2026-05-06 | 3.2300%           |
| 2026-05-07 | 3.2200%           |
| 2026-05-08 | 3.2100%           |
| 2026-05-11 | 3.2100%           |
| 2026-05-12 | 3.2100%           |
| 2026-05-13 | 3.2100%           |
| 2026-05-14 | 3.2000%           |
| 2026-05-15 | 3.1900%           |
| 2026-05-18 | 3.1900%           |
| 2026-05-19 | 3.1800%           |
| 2026-05-20 | 3.1800%           |
| 2026-05-21 | 3.1700%           |
| 2026-05-22 | 3.1700%           |
| 2026-05-26 | 3.1700%           |
| 2026-05-27 | 3.1800%           |
| 2026-05-28 | 3.1900%           |
| 2026-05-29 | 3.2100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 91.6300%         | 0.0000%              |
| Non-financial corporation                           |  | 6.6700%          | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $750000000.00

- **Net Assets of Class:** $95338997.83

- **Number of Shares Outstanding:** 95337911.4300

- **Expense Reimbursement/Waiver:** 2812.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $2305719.42               | $2651156.96             |
| 2026-05-04 | $3691226.03               | $2053787.48             |
| 2026-05-05 | $4107580.76               | $4698342.32             |
| 2026-05-06 | $2739406.40               | $4157526.84             |
| 2026-05-07 | $3807560.55               | $4282931.93             |
| 2026-05-08 | $3446359.57               | $4429416.99             |
| 2026-05-11 | $1791007.41               | $3244073.76             |
| 2026-05-12 | $4985530.85               | $4356091.42             |
| 2026-05-13 | $5121642.07               | $2974383.40             |
| 2026-05-14 | $4499368.26               | $3953601.04             |
| 2026-05-15 | $3572331.88               | $3609582.38             |
| 2026-05-18 | $5890439.99               | $3858660.53             |
| 2026-05-19 | $4604124.11               | $4816152.47             |
| 2026-05-20 | $3682148.67               | $3808666.06             |
| 2026-05-21 | $2775373.33               | $4730801.28             |
| 2026-05-22 | $2683283.23               | $3504593.54             |
| 2026-05-26 | $2382900.41               | $2303839.84             |
| 2026-05-27 | $4649465.20               | $3378741.96             |
| 2026-05-28 | $2469123.37               | $3020355.91             |
| 2026-05-29 | $4271117.12               | $3208328.04             |

**Total Gross Subscriptions (Month):** $73475708.63

**Total Gross Redemptions (Month):** $73041034.15

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.6200%           |
| 2026-05-04 | 3.6200%           |
| 2026-05-05 | 3.6200%           |
| 2026-05-06 | 3.6100%           |
| 2026-05-07 | 3.6100%           |
| 2026-05-08 | 3.6000%           |
| 2026-05-11 | 3.6000%           |
| 2026-05-12 | 3.5900%           |
| 2026-05-13 | 3.5900%           |
| 2026-05-14 | 3.5900%           |
| 2026-05-15 | 3.5800%           |
| 2026-05-18 | 3.5700%           |
| 2026-05-19 | 3.5700%           |
| 2026-05-20 | 3.5600%           |
| 2026-05-21 | 3.5600%           |
| 2026-05-22 | 3.5500%           |
| 2026-05-26 | 3.5600%           |
| 2026-05-27 | 3.5700%           |
| 2026-05-28 | 3.5800%           |
| 2026-05-29 | 3.6000%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 91.9200%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $17778244264.44

- **Number of Shares Outstanding:** 17778265345.9000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $2753157093.82            | $2233846609.57          |
| 2026-05-04 | $723087829.73             | $769163457.69           |
| 2026-05-05 | $1188445229.79            | $1055282302.44          |
| 2026-05-06 | $484480248.05             | $430802616.95           |
| 2026-05-07 | $980735535.68             | $916244785.75           |
| 2026-05-08 | $1190794734.97            | $1351785364.15          |
| 2026-05-11 | $913581904.39             | $1086910754.75          |
| 2026-05-12 | $1250349079.61            | $864462236.89           |
| 2026-05-13 | $1288367991.23            | $984029342.83           |
| 2026-05-14 | $516342822.28             | $1124621380.93          |
| 2026-05-15 | $698030079.43             | $1174938920.26          |
| 2026-05-18 | $876757939.07             | $724299807.44           |
| 2026-05-19 | $915110435.50             | $710239525.77           |
| 2026-05-20 | $639290835.43             | $542464207.38           |
| 2026-05-21 | $1129002342.69            | $941596423.67           |
| 2026-05-22 | $652130253.53             | $1331234836.82          |
| 2026-05-26 | $696494017.33             | $784192562.94           |
| 2026-05-27 | $1797270842.64            | $1100294412.29          |
| 2026-05-28 | $428160300.61             | $1185378620.94          |
| 2026-05-29 | $1144631036.12            | $2592288439.88          |

**Total Gross Subscriptions (Month):** $20266220551.90

**Total Gross Redemptions (Month):** $21904076609.34

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5600%           |
| 2026-05-04 | 3.5500%           |
| 2026-05-05 | 3.5500%           |
| 2026-05-06 | 3.5500%           |
| 2026-05-07 | 3.5400%           |
| 2026-05-08 | 3.5300%           |
| 2026-05-11 | 3.5300%           |
| 2026-05-12 | 3.5300%           |
| 2026-05-13 | 3.5300%           |
| 2026-05-14 | 3.5200%           |
| 2026-05-15 | 3.5100%           |
| 2026-05-18 | 3.5100%           |
| 2026-05-19 | 3.5000%           |
| 2026-05-20 | 3.5000%           |
| 2026-05-21 | 3.4900%           |
| 2026-05-22 | 3.4900%           |
| 2026-05-26 | 3.4900%           |
| 2026-05-27 | 3.5000%           |
| 2026-05-28 | 3.5100%           |
| 2026-05-29 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 12.2700%         | 0.0000%              |
| Depository institution or other banking institution |  | 8.9700%          | 0.0000%              |
| Depository institution or other banking institution |  | 24.9100%         | 0.0000%              |
| Non-financial corporation                           |  | 6.2200%          | 0.0000%              |
| Broker-dealer                                       |  | 5.5600%          | 0.0000%              |
| Depository institution or other banking institution |  | 5.7700%          | 0.0000%              |

### Class: Administration Class

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $2126682060.53

- **Number of Shares Outstanding:** 2126700141.3800

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $151272104.36             | $77459100.82            |
| 2026-05-04 | $80468739.44              | $59759327.00            |
| 2026-05-05 | $107401128.17             | $41768890.93            |
| 2026-05-06 | $96489919.23              | $88362048.76            |
| 2026-05-07 | $155719409.46             | $84483154.03            |
| 2026-05-08 | $57947066.29              | $124030096.38           |
| 2026-05-11 | $132045045.53             | $46784562.72            |
| 2026-05-12 | $122074049.12             | $60878781.33            |
| 2026-05-13 | $87948167.68              | $107930584.09           |
| 2026-05-14 | $116130484.89             | $89180070.66            |
| 2026-05-15 | $83881671.45              | $276900091.47           |
| 2026-05-18 | $139089979.27             | $69567364.29            |
| 2026-05-19 | $62913963.29              | $110056795.92           |
| 2026-05-20 | $37021050.96              | $259508664.22           |
| 2026-05-21 | $65684156.14              | $52509398.86            |
| 2026-05-22 | $59596165.83              | $78794016.22            |
| 2026-05-26 | $91480620.60              | $53177102.87            |
| 2026-05-27 | $70272851.74              | $49490376.80            |
| 2026-05-28 | $141848301.66             | $63534104.96            |
| 2026-05-29 | $194845302.24             | $125159761.32           |

**Total Gross Subscriptions (Month):** $2054130177.35

**Total Gross Redemptions (Month):** $1919334293.65

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.3400%           |
| 2026-05-04 | 3.3300%           |
| 2026-05-05 | 3.3300%           |
| 2026-05-06 | 3.3300%           |
| 2026-05-07 | 3.3200%           |
| 2026-05-08 | 3.3100%           |
| 2026-05-11 | 3.3100%           |
| 2026-05-12 | 3.3100%           |
| 2026-05-13 | 3.3100%           |
| 2026-05-14 | 3.3000%           |
| 2026-05-15 | 3.2900%           |
| 2026-05-18 | 3.2900%           |
| 2026-05-19 | 3.2800%           |
| 2026-05-20 | 3.2800%           |
| 2026-05-21 | 3.2700%           |
| 2026-05-22 | 3.2700%           |
| 2026-05-26 | 3.2700%           |
| 2026-05-27 | 3.2800%           |
| 2026-05-28 | 3.2900%           |
| 2026-05-29 | 3.3100%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 5.0600%          | 0.0000%              |
| Broker-dealer                                       |  | 5.3800%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.2900%          | 0.0000%              |
| Depository institution or other banking institution |  | 9.1200%          | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2630389685.23

- **Number of Shares Outstanding:** 2630408194.3400

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1031286986.35            | $103439703.96           |
| 2026-05-04 | $259572838.47             | $520327229.96           |
| 2026-05-05 | $63200236.02              | $239089457.16           |
| 2026-05-06 | $95677103.12              | $259894978.39           |
| 2026-05-07 | $167142870.34             | $55815300.48            |
| 2026-05-08 | $611444227.24             | $204099292.32           |
| 2026-05-11 | $23354398.38              | $473902855.88           |
| 2026-05-12 | $211261137.01             | $19187738.38            |
| 2026-05-13 | $29433473.02              | $259528823.13           |
| 2026-05-14 | $263247411.70             | $37887252.05            |
| 2026-05-15 | $64276878.20              | $498435585.68           |
| 2026-05-18 | $33771424.79              | $131167066.60           |
| 2026-05-19 | $77365464.21              | $55562915.07            |
| 2026-05-20 | $76826886.96              | $49569842.44            |
| 2026-05-21 | $675923846.28             | $45026587.76            |
| 2026-05-22 | $292209653.90             | $432684066.51           |
| 2026-05-26 | $335900887.59             | $121209218.73           |
| 2026-05-27 | $51024285.81              | $222193924.94           |
| 2026-05-28 | $542578660.49             | $338868294.27           |
| 2026-05-29 | $66984350.54              | $1115011349.63          |

**Total Gross Subscriptions (Month):** $4972483020.42

**Total Gross Redemptions (Month):** $5182901483.34

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5100%           |
| 2026-05-04 | 3.5000%           |
| 2026-05-05 | 3.5000%           |
| 2026-05-06 | 3.5000%           |
| 2026-05-07 | 3.4900%           |
| 2026-05-08 | 3.4800%           |
| 2026-05-11 | 3.4800%           |
| 2026-05-12 | 3.4800%           |
| 2026-05-13 | 3.4800%           |
| 2026-05-14 | 3.4700%           |
| 2026-05-15 | 3.4600%           |
| 2026-05-18 | 3.4600%           |
| 2026-05-19 | 3.4500%           |
| 2026-05-20 | 3.4500%           |
| 2026-05-21 | 3.4400%           |
| 2026-05-22 | 3.4400%           |
| 2026-05-26 | 3.4400%           |
| 2026-05-27 | 3.4500%           |
| 2026-05-28 | 3.4600%           |
| 2026-05-29 | 3.4800%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 5.2200%          | 0.0000%              |
| Non-financial corporation                           |  | 73.9200%         | 0.0000%              |

### Class: Class G

- **Minimum Initial Investment:** $1000000000.00

- **Net Assets of Class:** $10992566441.04

- **Number of Shares Outstanding:** 10992580008.7000

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1020669894.92            | $855495655.18           |
| 2026-05-04 | $272716372.27             | $509909849.99           |
| 2026-05-05 | $288062994.76             | $340832298.53           |
| 2026-05-06 | $208403849.09             | $692482382.86           |
| 2026-05-07 | $225819270.18             | $316476402.88           |
| 2026-05-08 | $223193300.33             | $160734592.35           |
| 2026-05-11 | $417848099.03             | $251848125.02           |
| 2026-05-12 | $219458082.27             | $365166018.52           |
| 2026-05-13 | $377774573.39             | $649312972.52           |
| 2026-05-14 | $283078798.54             | $344590671.23           |
| 2026-05-15 | $775345151.72             | $214248488.48           |
| 2026-05-18 | $126482822.95             | $456050661.46           |
| 2026-05-19 | $256176136.81             | $282121531.83           |
| 2026-05-20 | $163802270.15             | $496591662.68           |
| 2026-05-21 | $285414157.49             | $181800796.54           |
| 2026-05-22 | $193450799.07             | $285895583.98           |
| 2026-05-26 | $408566057.11             | $246505125.21           |
| 2026-05-27 | $346892032.36             | $268196294.35           |
| 2026-05-28 | $221167529.29             | $390756127.23           |
| 2026-05-29 | $1186426524.63            | $274859863.35           |

**Total Gross Subscriptions (Month):** $7500748716.36

**Total Gross Redemptions (Month):** $7583875104.19

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.6300%           |
| 2026-05-04 | 3.6200%           |
| 2026-05-05 | 3.6200%           |
| 2026-05-06 | 3.6200%           |
| 2026-05-07 | 3.6100%           |
| 2026-05-08 | 3.6000%           |
| 2026-05-11 | 3.6000%           |
| 2026-05-12 | 3.6000%           |
| 2026-05-13 | 3.6000%           |
| 2026-05-14 | 3.5900%           |
| 2026-05-15 | 3.5800%           |
| 2026-05-18 | 3.5800%           |
| 2026-05-19 | 3.5700%           |
| 2026-05-20 | 3.5700%           |
| 2026-05-21 | 3.5600%           |
| 2026-05-22 | 3.5600%           |
| 2026-05-26 | 3.5600%           |
| 2026-05-27 | 3.5700%           |
| 2026-05-28 | 3.5800%           |
| 2026-05-29 | 3.6000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 97.0400%         | 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   |
|:---|:---|
| 2026-05-01 | 0.0000          |
|  |  |
| 2026-05-04 | 0.0000          |
|  |  |
| 2026-05-05 | 0.0000          |
|  |  |
| 2026-05-06 | 0.0000          |
|  |  |
| 2026-05-07 | 0.0000          |
|  |  |
| 2026-05-08 | 0.0000          |
|  |  |
| 2026-05-11 | 0.0000          |
|  |  |
| 2026-05-12 | 0.0000          |
|  |  |
| 2026-05-13 | 0.0000          |
|  |  |
| 2026-05-14 | 0.0000          |
|  |  |
| 2026-05-15 | 0.0000          |
|  |  |
| 2026-05-18 | 0.0000          |
|  |  |
| 2026-05-19 | 0.0000          |
|  |  |
| 2026-05-20 | 0.0000          |
|  |  |
| 2026-05-21 | 0.0000          |
|  |  |
| 2026-05-22 | 0.0000          |
|  |  |
| 2026-05-26 | 0.0000          |
|  |  |
| 2026-05-27 | 0.0000          |
|  |  |
| 2026-05-28 | 0.0000          |
|  |  |
| 2026-05-29 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $0.00                     | $0.00                   |
| 2026-05-04 | $0.00                     | $0.00                   |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $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   |
|:---|:---|
| 2026-05-01 | 0.0000%           |
| 2026-05-04 | 0.0000%           |
| 2026-05-05 | 0.0000%           |
| 2026-05-06 | 0.0000%           |
| 2026-05-07 | 0.0000%           |
| 2026-05-08 | 0.0000%           |
| 2026-05-11 | 0.0000%           |
| 2026-05-12 | 0.0000%           |
| 2026-05-13 | 0.0000%           |
| 2026-05-14 | 0.0000%           |
| 2026-05-15 | 0.0000%           |
| 2026-05-18 | 0.0000%           |
| 2026-05-19 | 0.0000%           |
| 2026-05-20 | 0.0000%           |
| 2026-05-21 | 0.0000%           |
| 2026-05-22 | 0.0000%           |
| 2026-05-26 | 0.0000%           |
| 2026-05-27 | 0.0000%           |
| 2026-05-28 | 0.0000%           |
| 2026-05-29 | 0.0000%           |

### Class: Bancroft Capital Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $122074464.99

- **Number of Shares Outstanding:** 122078027.7600

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $531785.66                | $15073093.30            |
| 2026-05-04 | $0.00                     | $17500000.00            |
| 2026-05-05 | $0.00                     | $0.00                   |
| 2026-05-06 | $0.00                     | $0.00                   |
| 2026-05-07 | $0.00                     | $0.00                   |
| 2026-05-08 | $0.00                     | $0.00                   |
| 2026-05-11 | $0.00                     | $0.00                   |
| 2026-05-12 | $0.00                     | $0.00                   |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $20000000.00            |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $0.00                     | $0.00                   |
| 2026-05-19 | $0.00                     | $0.00                   |
| 2026-05-20 | $0.00                     | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $0.00                     | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $8550000.00               | $0.00                   |
| 2026-05-28 | $0.00                     | $0.00                   |
| 2026-05-29 | $6200000.00               | $0.00                   |

**Total Gross Subscriptions (Month):** $15281785.66

**Total Gross Redemptions (Month):** $52573093.30

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5600%           |
| 2026-05-04 | 3.5500%           |
| 2026-05-05 | 3.5500%           |
| 2026-05-06 | 3.5500%           |
| 2026-05-07 | 3.5400%           |
| 2026-05-08 | 3.5300%           |
| 2026-05-11 | 3.5300%           |
| 2026-05-12 | 3.5300%           |
| 2026-05-13 | 3.5300%           |
| 2026-05-14 | 3.5200%           |
| 2026-05-15 | 3.5100%           |
| 2026-05-18 | 3.5100%           |
| 2026-05-19 | 3.5000%           |
| 2026-05-20 | 3.5000%           |
| 2026-05-21 | 3.4900%           |
| 2026-05-22 | 3.4900%           |
| 2026-05-26 | 3.4900%           |
| 2026-05-27 | 3.5000%           |
| 2026-05-28 | 3.5100%           |
| 2026-05-29 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 50.0600%         | 0.0000%              |
| Broker-dealer                                       |  | 16.3300%         | 0.0000%              |
| Broker-dealer                                       |  | 12.5400%         | 0.0000%              |
| Depository institution or other banking institution |  | 20.4700%         | 0.0000%              |

### Class: Blaylock Van Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $286120060.28

- **Number of Shares Outstanding:** 286121176.0700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1951072.35               | $0.00                   |
| 2026-05-04 | $1606544.00               | $2250000.00             |
| 2026-05-05 | $665057.00                | $0.00                   |
| 2026-05-06 | $0.00                     | $312656.00              |
| 2026-05-07 | $2481533.00               | $0.00                   |
| 2026-05-08 | $915693.00                | $0.00                   |
| 2026-05-11 | $2108916.00               | $0.00                   |
| 2026-05-12 | $3122197.00               | $0.00                   |
| 2026-05-13 | $2068030.00               | $7779228.61             |
| 2026-05-14 | $1161905.00               | $100000000.00           |
| 2026-05-15 | $0.00                     | $10127572.00            |
| 2026-05-18 | $15185040.00              | $0.00                   |
| 2026-05-19 | $1190708.00               | $0.00                   |
| 2026-05-20 | $878017.00                | $0.00                   |
| 2026-05-21 | $0.00                     | $29276.00               |
| 2026-05-22 | $0.00                     | $4014959.00             |
| 2026-05-26 | $0.00                     | $3013792.00             |
| 2026-05-27 | $0.00                     | $1008438.00             |
| 2026-05-28 | $0.00                     | $194230.00              |
| 2026-05-29 | $4332202.00               | $0.00                   |

**Total Gross Subscriptions (Month):** $37666914.35

**Total Gross Redemptions (Month):** $128730151.61

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5600%           |
| 2026-05-04 | 3.5500%           |
| 2026-05-05 | 3.5500%           |
| 2026-05-06 | 3.5500%           |
| 2026-05-07 | 3.5400%           |
| 2026-05-08 | 3.5300%           |
| 2026-05-11 | 3.5300%           |
| 2026-05-12 | 3.5300%           |
| 2026-05-13 | 3.5300%           |
| 2026-05-14 | 3.5200%           |
| 2026-05-15 | 3.5100%           |
| 2026-05-18 | 3.5100%           |
| 2026-05-19 | 3.5000%           |
| 2026-05-20 | 3.5000%           |
| 2026-05-21 | 3.4900%           |
| 2026-05-22 | 3.4900%           |
| 2026-05-26 | 3.4900%           |
| 2026-05-27 | 3.5000%           |
| 2026-05-28 | 3.5100%           |
| 2026-05-29 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 25.6200%         | 0.0000%              |
| Non-financial corporation |  | 69.9000%         | 0.0000%              |

### Class: Cabrera Capital Markets Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $27960360.38

- **Number of Shares Outstanding:** 27960096.2500

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0000          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 1.0000          |
|  |  |
| 2026-05-19 | 1.0000          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 1.0000          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $113156.61                | $66484.71               |
| 2026-05-04 | $47414.86                 | $5800.83                |
| 2026-05-05 | $26941.94                 | $54458.07               |
| 2026-05-06 | $35227.65                 | $12379.61               |
| 2026-05-07 | $27710.02                 | $11291.91               |
| 2026-05-08 | $23120.22                 | $31695.54               |
| 2026-05-11 | $41771.23                 | $985.37                 |
| 2026-05-12 | $27056.37                 | $35409.87               |
| 2026-05-13 | $25841.69                 | $12683.41               |
| 2026-05-14 | $36662.30                 | $36120.90               |
| 2026-05-15 | $36662.30                 | $36120.90               |
| 2026-05-18 | $55030.67                 | $750.92                 |
| 2026-05-19 | $24938.24                 | $57639.40               |
| 2026-05-20 | $30169.72                 | $40430.08               |
| 2026-05-21 | $28978.17                 | $20488.56               |
| 2026-05-22 | $19254.78                 | $31841.16               |
| 2026-05-26 | $43629.68                 | $6261.82                |
| 2026-05-27 | $29650.32                 | $110870.64              |
| 2026-05-28 | $35005.60                 | $15327.34               |
| 2026-05-29 | $27635.86                 | $41145.35               |

**Total Gross Subscriptions (Month):** $735858.23

**Total Gross Redemptions (Month):** $628186.39

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5600%           |
| 2026-05-04 | 3.5500%           |
| 2026-05-05 | 3.5500%           |
| 2026-05-06 | 3.5500%           |
| 2026-05-07 | 3.5400%           |
| 2026-05-08 | 3.5300%           |
| 2026-05-11 | 3.5300%           |
| 2026-05-12 | 3.5300%           |
| 2026-05-13 | 3.5300%           |
| 2026-05-14 | 3.5200%           |
| 2026-05-15 | 3.5100%           |
| 2026-05-18 | 3.5100%           |
| 2026-05-19 | 3.5000%           |
| 2026-05-20 | 3.5000%           |
| 2026-05-21 | 3.4900%           |
| 2026-05-22 | 3.4900%           |
| 2026-05-26 | 3.5000%           |
| 2026-05-27 | 3.5000%           |
| 2026-05-28 | 3.5100%           |
| 2026-05-29 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 93.2300%         | 0.0000%              |

### Class: Opportunity Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $7107869572.15

- **Number of Shares Outstanding:** 7107887793.8900

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 1.0000          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 2026-05-08 | 1.0000          |
|  |  |
| 2026-05-11 | 1.0000          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 1.0000          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1199055300.54            | $168162644.22           |
| 2026-05-04 | $321691558.55             | $36034038.70            |
| 2026-05-05 | $2121183266.74            | $33303594.58            |
| 2026-05-06 | $428146566.58             | $955861327.30           |
| 2026-05-07 | $75453462.33              | $215453283.67           |
| 2026-05-08 | $132527119.91             | $2810144956.88          |
| 2026-05-11 | $191144310.82             | $80714210.80            |
| 2026-05-12 | $1053046165.07            | $265030424.25           |
| 2026-05-13 | $113268378.17             | $63009211.94            |
| 2026-05-14 | $1800546642.55            | $299267329.26           |
| 2026-05-15 | $45055371.24              | $2599845653.82          |
| 2026-05-18 | $115989144.28             | $460350176.53           |
| 2026-05-19 | $309310717.29             | $22027196.10            |
| 2026-05-20 | $250782642.74             | $19781468.22            |
| 2026-05-21 | $928097297.74             | $47470502.79            |
| 2026-05-22 | $217105252.21             | $687356582.38           |
| 2026-05-26 | $471816910.73             | $359583674.69           |
| 2026-05-27 | $99684334.12              | $516917639.27           |
| 2026-05-28 | $186442039.16             | $2116570371.28          |
| 2026-05-29 | $829009466.97             | $494879811.37           |

**Total Gross Subscriptions (Month):** $10889355947.74

**Total Gross Redemptions (Month):** $12251764098.05

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5600%           |
| 2026-05-04 | 3.5500%           |
| 2026-05-05 | 3.5500%           |
| 2026-05-06 | 3.5500%           |
| 2026-05-07 | 3.5400%           |
| 2026-05-08 | 3.5300%           |
| 2026-05-11 | 3.5300%           |
| 2026-05-12 | 3.5300%           |
| 2026-05-13 | 3.5300%           |
| 2026-05-14 | 3.5200%           |
| 2026-05-15 | 3.5100%           |
| 2026-05-18 | 3.5100%           |
| 2026-05-19 | 3.5000%           |
| 2026-05-20 | 3.5000%           |
| 2026-05-21 | 3.4900%           |
| 2026-05-22 | 3.4900%           |
| 2026-05-26 | 3.4900%           |
| 2026-05-27 | 3.5000%           |
| 2026-05-28 | 3.5100%           |
| 2026-05-29 | 3.5300%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 10.9300%         | 0.0000%              |
| Depository institution or other banking institution |  | 36.5300%         | 0.0000%              |
| Non-financial corporation                           |  | 36.3700%         | 0.0000%              |

### Class: Trust Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $825300856.99

- **Number of Shares Outstanding:** 825318002.4900

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 0.9999          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 0.9999          |
|  |  |
| 2026-05-07 | 0.9999          |
|  |  |
| 2026-05-08 | 0.9999          |
|  |  |
| 2026-05-11 | 0.9999          |
|  |  |
| 2026-05-12 | 0.9999          |
|  |  |
| 2026-05-13 | 0.9999          |
|  |  |
| 2026-05-14 | 0.9999          |
|  |  |
| 2026-05-15 | 0.9999          |
|  |  |
| 2026-05-18 | 0.9999          |
|  |  |
| 2026-05-19 | 0.9999          |
|  |  |
| 2026-05-20 | 0.9999          |
|  |  |
| 2026-05-21 | 0.9999          |
|  |  |
| 2026-05-22 | 0.9999          |
|  |  |
| 2026-05-26 | 0.9999          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 0.9999          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $7486610.46               | $73795531.03            |
| 2026-05-04 | $19945155.71              | $5734571.88             |
| 2026-05-05 | $1401499.88               | $5351021.43             |
| 2026-05-06 | $3896822.67               | $4058808.14             |
| 2026-05-07 | $6371611.07               | $1964423.96             |
| 2026-05-08 | $19827483.63              | $1399194.33             |
| 2026-05-11 | $33024997.10              | $949233.97              |
| 2026-05-12 | $4348098.04               | $971365.00              |
| 2026-05-13 | $39607730.24              | $3653502.91             |
| 2026-05-14 | $27798208.51              | $2406117.72             |
| 2026-05-15 | $9442754.44               | $94813017.04            |
| 2026-05-18 | $1860357.57               | $42445008.68            |
| 2026-05-19 | $11038173.75              | $1253392.64             |
| 2026-05-20 | $9336231.58               | $1751664.47             |
| 2026-05-21 | $32297984.72              | $5900937.09             |
| 2026-05-22 | $4113891.59               | $6120241.32             |
| 2026-05-26 | $42908487.48              | $114323.36              |
| 2026-05-27 | $146483762.87             | $4408619.09             |
| 2026-05-28 | $135329175.49             | $14981433.47            |
| 2026-05-29 | $73471128.73              | $2257255.54             |

**Total Gross Subscriptions (Month):** $629990165.53

**Total Gross Redemptions (Month):** $274329663.07

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-05-01 | 3.5300%           |
| 2026-05-04 | 3.5200%           |
| 2026-05-05 | 3.5200%           |
| 2026-05-06 | 3.5200%           |
| 2026-05-07 | 3.5100%           |
| 2026-05-08 | 3.5000%           |
| 2026-05-11 | 3.5000%           |
| 2026-05-12 | 3.5000%           |
| 2026-05-13 | 3.5000%           |
| 2026-05-14 | 3.5000%           |
| 2026-05-15 | 3.4900%           |
| 2026-05-18 | 3.4800%           |
| 2026-05-19 | 3.4800%           |
| 2026-05-20 | 3.4700%           |
| 2026-05-21 | 3.4700%           |
| 2026-05-22 | 3.4600%           |
| 2026-05-26 | 3.4700%           |
| 2026-05-27 | 3.4800%           |
| 2026-05-28 | 3.4800%           |
| 2026-05-29 | 3.5000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 72.4600%         | 0.0000%              |
| Depository institution or other banking institution |  | 27.5300%         | 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):** $225038764530.13
- **C.18.a - Value (excl. sponsor support):** $225038764530.13
- **C.19 - Percentage of Net Assets:** 100.0000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-06-01
- **C.13 - Final Legal Maturity Date:** 2026-06-01
- **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:** 2026-06-05

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer