# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-057222
**Filing Date:** 2026-6
**Character Count:** 48394
**Document Hash:** 59f73271a621cbf04a2932e60979a906
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-057222.hdr.sgml**: 20260605

**ACCESSION NUMBER**: 0001410368-26-057222

**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:** 261067187

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

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

## Series and Classes Contracts Data

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

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2026-05-31

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

**CIK Number of Registrant:** 0001107414

**LEI of Registrant:** 549300P1E098W6ES7M39

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

**LEI of Series:** 549300PNASLVKQG64331

**EDGAR Series Identifier:** S000019118

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

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

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

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

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

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 1 days

- **WAL:** 1 days

- **Total Value of Portfolio Securities:** $74632051433.30

- **Amortized Cost of Portfolio Securities:** $74632051433.30

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $214110404.60

- **Net Assets of Series:** $74417941028.70

- **Number of Shares Outstanding (Series):** 74418641556.0730

- **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 | $76520796776.95           | $76620796776.95            | 98.1800%                  | 98.3100%                   |
| 2026-05-04 | $85233519081.72           | $85558519081.72            | 98.1200%                  | 98.5000%                   |
| 2026-05-05 | $86325564791.72           | $86650564791.72            | 98.1400%                  | 98.5100%                   |
| 2026-05-06 | $85201077499.43           | $85526077499.43            | 98.1200%                  | 98.4900%                   |
| 2026-05-07 | $72955915411.32           | $73760915411.32            | 97.5500%                  | 98.6300%                   |
| 2026-05-08 | $70183573450.39           | $70183573450.39            | 98.1500%                  | 98.1500%                   |
| 2026-05-11 | $71299733624.69           | $71299733624.69            | 97.8800%                  | 97.8800%                   |
| 2026-05-12 | $74015248114.77           | $74015248114.77            | 97.9600%                  | 97.9600%                   |
| 2026-05-13 | $71761379084.78           | $71761379084.78            | 97.9000%                  | 97.9000%                   |
| 2026-05-14 | $70591911977.69           | $70591911977.69            | 97.8600%                  | 97.8600%                   |
| 2026-05-15 | $70424992496.50           | $70424992496.50            | 97.8400%                  | 97.8400%                   |
| 2026-05-18 | $72334842526.88           | $72334842526.88            | 97.9000%                  | 97.9000%                   |
| 2026-05-19 | $72465368351.47           | $72465368351.47            | 97.9100%                  | 97.9100%                   |
| 2026-05-20 | $72269887039.35           | $72269887039.35            | 97.9000%                  | 97.9000%                   |
| 2026-05-21 | $71265356192.85           | $71265356192.85            | 97.8700%                  | 97.8700%                   |
| 2026-05-22 | $70028798614.57           | $70028798614.57            | 97.8000%                  | 97.8000%                   |
| 2026-05-26 | $70668486174.03           | $70668486174.03            | 97.8400%                  | 97.8400%                   |
| 2026-05-27 | $73762757121.93           | $73762757121.93            | 97.9200%                  | 97.9200%                   |
| 2026-05-28 | $73301847911.75           | $73301847911.75            | 97.9000%                  | 97.9000%                   |
| 2026-05-29 | $76773156744.97           | $76773156744.97            | 97.9800%                  | 97.9800%                   |

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

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

### Class: Investment

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $4924922.60

- **Number of Shares Outstanding:** 4925316.7600

**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 | 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 | $3263.91                  | $33563.04               |
| 2026-05-04 | $0.00                     | $115890.48              |
| 2026-05-05 | $0.00                     | $32807.20               |
| 2026-05-06 | $18096.07                 | $0.00                   |
| 2026-05-07 | $0.00                     | $124744.91              |
| 2026-05-08 | $152624.01                | $0.00                   |
| 2026-05-11 | $2004823.02               | $0.00                   |
| 2026-05-12 | $0.00                     | $350523.64              |
| 2026-05-13 | $145034.37                | $0.00                   |
| 2026-05-14 | $0.00                     | $2023493.77             |
| 2026-05-15 | $107107.47                | $0.00                   |
| 2026-05-18 | $0.00                     | $33250.52               |
| 2026-05-19 | $49630.13                 | $0.00                   |
| 2026-05-20 | $62385.97                 | $0.00                   |
| 2026-05-21 | $266245.49                | $0.00                   |
| 2026-05-22 | $0.00                     | $362833.91              |
| 2026-05-26 | $61945.18                 | $0.00                   |
| 2026-05-27 | $32307.78                 | $0.00                   |
| 2026-05-28 | $0.00                     | $85544.66               |
| 2026-05-29 | $0.00                     | $134844.56              |

**Total Gross Subscriptions (Month):** $2903463.40

**Total Gross Redemptions (Month):** $3297496.69

**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 | 3.2200%           |
| 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 | 3.2100%           |
| 2026-05-15 | 3.2000%           |
| 2026-05-18 | 3.2000%           |
| 2026-05-19 | 3.1900%           |
| 2026-05-20 | 3.1900%           |
| 2026-05-21 | 3.1800%           |
| 2026-05-22 | 3.1800%           |
| 2026-05-26 | 3.1900%           |
| 2026-05-27 | 3.2000%           |
| 2026-05-28 | 3.2000%           |
| 2026-05-29 | 3.2200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 19.2400%         | 0.0000%              |
| Depository institution or other banking institution |  | 80.7500%         | 0.0000%              |

### Class: Premier Class

- **Minimum Initial Investment:** $250000000.00

- **Net Assets of Class:** $51749128737.70

- **Number of Shares Outstanding:** 51749677522.8900

**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 | 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 | $3794261949.20            | $2816941603.08          |
| 2026-05-04 | $2138542776.33            | $2636979783.61          |
| 2026-05-05 | $2115972178.91            | $1835436802.22          |
| 2026-05-06 | $1291981920.29            | $1967749965.94          |
| 2026-05-07 | $1411471932.63            | $3006149447.79          |
| 2026-05-08 | $1663722224.56            | $2841511426.84          |
| 2026-05-11 | $2017106271.68            | $1159886499.31          |
| 2026-05-12 | $5123053454.27            | $1392490295.10          |
| 2026-05-13 | $1551844007.74            | $3860469175.00          |
| 2026-05-14 | $2020479416.69            | $1984571012.87          |
| 2026-05-15 | $2539874525.73            | $1858886567.95          |
| 2026-05-18 | $2107951859.41            | $1614407960.94          |
| 2026-05-19 | $1874898292.87            | $1536949877.52          |
| 2026-05-20 | $1571219702.97            | $1962681737.40          |
| 2026-05-21 | $2390803070.50            | $1772803754.52          |
| 2026-05-22 | $1351681111.59            | $2681503280.60          |
| 2026-05-26 | $3090415276.57            | $2077282910.68          |
| 2026-05-27 | $2108058653.01            | $2139343710.67          |
| 2026-05-28 | $3957421620.05            | $2562091492.25          |
| 2026-05-29 | $5707449403.17            | $3647345522.62          |

**Total Gross Subscriptions (Month):** $49828209648.17

**Total Gross Redemptions (Month):** $45355482826.91

**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 | 3.5600%           |
| 2026-05-15 | 3.5500%           |
| 2026-05-18 | 3.5500%           |
| 2026-05-19 | 3.5400%           |
| 2026-05-20 | 3.5400%           |
| 2026-05-21 | 3.5300%           |
| 2026-05-22 | 3.5300%           |
| 2026-05-26 | 3.5400%           |
| 2026-05-27 | 3.5500%           |
| 2026-05-28 | 3.5500%           |
| 2026-05-29 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 6.0100%          | 0.0000%              |
| Depository institution or other banking institution |  | 9.5300%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.4500%          | 0.0000%              |
| Depository institution or other banking institution |  | 13.0700%         | 0.0000%              |
| Non-financial corporation                           |  | 30.2500%         | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $10839054859.91

- **Number of Shares Outstanding:** 10839047921.0500

**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 | 1.0000          |
|  |  |
| 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 | 1.0000          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $1046315630.54            | $135521611.16           |
| 2026-05-04 | $1705222200.34            | $35832208.30            |
| 2026-05-05 | $319027509.19             | $499166758.61           |
| 2026-05-06 | $40609268.32              | $620503437.66           |
| 2026-05-07 | $269387971.94             | $431612337.27           |
| 2026-05-08 | $201508399.08             | $47332438.65            |
| 2026-05-11 | $262760577.72             | $98384450.22            |
| 2026-05-12 | $73732189.55              | $574210189.00           |
| 2026-05-13 | $213379306.82             | $269051355.00           |
| 2026-05-14 | $159358068.06             | $364449767.69           |
| 2026-05-15 | $172629932.71             | $77805990.08            |
| 2026-05-18 | $117408868.46             | $188890153.84           |
| 2026-05-19 | $50995481.59              | $109298846.98           |
| 2026-05-20 | $242502969.95             | $85221754.07            |
| 2026-05-21 | $221921190.29             | $392200805.61           |
| 2026-05-22 | $11768345.15              | $240272672.87           |
| 2026-05-26 | $38574935.44              | $251124929.99           |
| 2026-05-27 | $2620726655.29            | $109833642.09           |
| 2026-05-28 | $16519934.84              | $1038453682.82          |
| 2026-05-29 | $89524906.59              | $588051120.72           |

**Total Gross Subscriptions (Month):** $7873874341.87

**Total Gross Redemptions (Month):** $6157218152.63

**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 | 3.5300%           |
| 2026-05-15 | 3.5200%           |
| 2026-05-18 | 3.5200%           |
| 2026-05-19 | 3.5100%           |
| 2026-05-20 | 3.5100%           |
| 2026-05-21 | 3.5000%           |
| 2026-05-22 | 3.5000%           |
| 2026-05-26 | 3.5100%           |
| 2026-05-27 | 3.5200%           |
| 2026-05-28 | 3.5200%           |
| 2026-05-29 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 49.2400%         | 0.0000%              |
| Depository institution or other banking institution |  | 17.1800%         | 0.0000%              |
| Non-financial corporation                           |  | 5.9900%          | 0.0000%              |

### Class: Investor

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $7847858035.31

- **Number of Shares Outstanding:** 7847894322.4700

**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 | 1.0000          |
|  |  |
| 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 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $3065602442.82            | $3507234816.58          |
| 2026-05-04 | $6691956576.24            | $298956443.04           |
| 2026-05-05 | $1830626126.59            | $466315259.01           |
| 2026-05-06 | $1864236016.49            | $1883480675.19          |
| 2026-05-07 | $1807445707.55            | $10869209254.21         |
| 2026-05-08 | $536418807.20             | $2850454129.80          |
| 2026-05-11 | $452419966.41             | $1250136680.57          |
| 2026-05-12 | $93313048.92              | $692294079.52           |
| 2026-05-13 | $155152366.26             | $264324660.92           |
| 2026-05-14 | $351768668.25             | $219232314.47           |
| 2026-05-15 | $1176139476.59            | $2235367941.30          |
| 2026-05-18 | $671914094.15             | $226600522.68           |
| 2026-05-19 | $282288233.17             | $413272787.23           |
| 2026-05-20 | $186563104.58             | $468575187.91           |
| 2026-05-21 | $161928009.43             | $367368473.74           |
| 2026-05-22 | $556375631.52             | $440208077.49           |
| 2026-05-26 | $325567898.71             | $309414067.77           |
| 2026-05-27 | $398186022.79             | $178729123.81           |
| 2026-05-28 | $267932117.82             | $801119318.16           |
| 2026-05-29 | $3012334991.10            | $422247142.61           |

**Total Gross Subscriptions (Month):** $23888169306.59

**Total Gross Redemptions (Month):** $28164540956.01

**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 | 3.4800%           |
| 2026-05-15 | 3.4700%           |
| 2026-05-18 | 3.4700%           |
| 2026-05-19 | 3.4600%           |
| 2026-05-20 | 3.4600%           |
| 2026-05-21 | 3.4500%           |
| 2026-05-22 | 3.4500%           |
| 2026-05-26 | 3.4600%           |
| 2026-05-27 | 3.4700%           |
| 2026-05-28 | 3.4700%           |
| 2026-05-29 | 3.4900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 96.2800%         | 0.0000%              |

### Class: Administration Class

- **Minimum Initial Investment:** $50000.00

- **Net Assets of Class:** $2592036.33

- **Number of Shares Outstanding:** 2592168.7330

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 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 | $368195.43                | $248750.00              |
| 2026-05-04 | $831128.84                | $0.00                   |
| 2026-05-05 | $0.00                     | $276000.00              |
| 2026-05-06 | $17043.98                 | $0.00                   |
| 2026-05-07 | $0.00                     | $243750.00              |
| 2026-05-08 | $43764.39                 | $0.00                   |
| 2026-05-11 | $26301.69                 | $19360.85               |
| 2026-05-12 | $322305.89                | $134992.92              |
| 2026-05-13 | $37947.63                 | $0.00                   |
| 2026-05-14 | $192255.54                | $20880.29               |
| 2026-05-15 | $0.00                     | $0.00                   |
| 2026-05-18 | $250624.92                | $50.00                  |
| 2026-05-19 | $4080.98                  | $749094.41              |
| 2026-05-20 | $252732.72                | $480150.34              |
| 2026-05-21 | $0.00                     | $499041.48              |
| 2026-05-22 | $6900.00                  | $0.00                   |
| 2026-05-26 | $165470.08                | $2367.62                |
| 2026-05-27 | $254559.38                | $0.00                   |
| 2026-05-28 | $5491.67                  | $0.00                   |
| 2026-05-29 | $16012.72                 | $32464.11               |

**Total Gross Subscriptions (Month):** $2794815.86

**Total Gross Redemptions (Month):** $2706902.02

**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 | 3.3100%           |
| 2026-05-15 | 3.3000%           |
| 2026-05-18 | 3.3000%           |
| 2026-05-19 | 3.2900%           |
| 2026-05-20 | 3.2900%           |
| 2026-05-21 | 3.2800%           |
| 2026-05-22 | 3.2800%           |
| 2026-05-26 | 3.2900%           |
| 2026-05-27 | 3.3000%           |
| 2026-05-28 | 3.3000%           |
| 2026-05-29 | 3.3200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 45.0100%         | 0.0000%              |
| Depository institution or other banking institution |  | 41.7300%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.6700%          | 0.0000%              |

### Class: Trust Class

- **Minimum Initial Investment:** $15000000.00

- **Net Assets of Class:** $3180213583.82

- **Number of Shares Outstanding:** 3180341566.8700

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 0.9999          |
|  |  |
| 2026-05-04 | 1.0000          |
|  |  |
| 2026-05-05 | 0.9999          |
|  |  |
| 2026-05-06 | 1.0000          |
|  |  |
| 2026-05-07 | 1.0000          |
|  |  |
| 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 | $187838495.14             | $169551597.06           |
| 2026-05-04 | $192384299.28             | $149718005.29           |
| 2026-05-05 | $26950906.26              | $83708684.80            |
| 2026-05-06 | $208085288.75             | $25831488.17            |
| 2026-05-07 | $89220620.63              | $50881681.32            |
| 2026-05-08 | $65653617.62              | $57484168.98            |
| 2026-05-11 | $105312507.59             | $31437740.72            |
| 2026-05-12 | $44016046.71              | $20506017.52            |
| 2026-05-13 | $27110365.21              | $42122808.49            |
| 2026-05-14 | $75416147.56              | $66280559.87            |
| 2026-05-15 | $33940114.04              | $78046565.84            |
| 2026-05-18 | $60348873.10              | $45703687.95            |
| 2026-05-19 | $43398571.01              | $24270777.54            |
| 2026-05-20 | $50744824.68              | $47027638.14            |
| 2026-05-21 | $28327461.40              | $32650607.05            |
| 2026-05-22 | $59533498.65              | $29527618.32            |
| 2026-05-26 | $47042695.00              | $141385435.79           |
| 2026-05-27 | $113199342.70             | $126641483.76           |
| 2026-05-28 | $40188562.65              | $125830816.65           |
| 2026-05-29 | $57537975.98              | $54579579.10            |

**Total Gross Subscriptions (Month):** $1556250213.96

**Total Gross Redemptions (Month):** $1403186962.36

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

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 95.7600%         | 0.0000%              |

### Class: Bancroft Capital Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $104810451.19

- **Number of Shares Outstanding:** 104810452.2600

**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 | 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 | 1.0000          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $147.12                   | $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 | $100000.00                | $0.00                   |
| 2026-05-20 | $250000000.00             | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $214280000.00             | $0.00                   |
| 2026-05-26 | $0.00                     | $0.00                   |
| 2026-05-27 | $0.00                     | $172876000.00           |
| 2026-05-28 | $0.00                     | $86794000.00            |
| 2026-05-29 | $0.00                     | $100000000.00           |

**Total Gross Subscriptions (Month):** $464380147.12

**Total Gross Redemptions (Month):** $359670000.00

**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 | 3.5300%           |
| 2026-05-15 | 3.5200%           |
| 2026-05-18 | 3.5200%           |
| 2026-05-19 | 3.5100%           |
| 2026-05-20 | 3.5100%           |
| 2026-05-21 | 3.5000%           |
| 2026-05-22 | 3.5000%           |
| 2026-05-26 | 3.5100%           |
| 2026-05-27 | 3.5200%           |
| 2026-05-28 | 3.5200%           |
| 2026-05-29 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| State or municipal government entity (excluding governmental pension plans) |  | 99.9000%         | 0.0000%              |

### Class: Cabrera Capital Markets Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $144356738.07

- **Number of Shares Outstanding:** 144350882.2300

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-05-01 | 1.0000          |
|  |  |
| 2026-05-04 | 1.0001          |
|  |  |
| 2026-05-05 | 1.0001          |
|  |  |
| 2026-05-06 | 1.0001          |
|  |  |
| 2026-05-07 | 1.0001          |
|  |  |
| 2026-05-08 | 1.0001          |
|  |  |
| 2026-05-11 | 1.0001          |
|  |  |
| 2026-05-12 | 1.0000          |
|  |  |
| 2026-05-13 | 1.0000          |
|  |  |
| 2026-05-14 | 1.0001          |
|  |  |
| 2026-05-15 | 1.0001          |
|  |  |
| 2026-05-18 | 1.0002          |
|  |  |
| 2026-05-19 | 1.0001          |
|  |  |
| 2026-05-20 | 1.0001          |
|  |  |
| 2026-05-21 | 1.0001          |
|  |  |
| 2026-05-22 | 1.0000          |
|  |  |
| 2026-05-26 | 1.0000          |
|  |  |
| 2026-05-27 | 1.0000          |
|  |  |
| 2026-05-28 | 1.0000          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $31191872.65              | $6400000.00             |
| 2026-05-04 | $0.00                     | $50100000.00            |
| 2026-05-05 | $6100000.00               | $0.00                   |
| 2026-05-06 | $0.00                     | $1000000.00             |
| 2026-05-07 | $13500000.00              | $0.00                   |
| 2026-05-08 | $6100000.00               | $0.00                   |
| 2026-05-11 | $0.00                     | $33000000.00            |
| 2026-05-12 | $45800000.00              | $0.00                   |
| 2026-05-13 | $21000000.00              | $0.00                   |
| 2026-05-14 | $9000000.00               | $78700000.00            |
| 2026-05-15 | $3000000.00               | $6000000.00             |
| 2026-05-18 | $0.00                     | $16300000.00            |
| 2026-05-19 | $33000000.00              | $0.00                   |
| 2026-05-20 | $6000000.00               | $0.00                   |
| 2026-05-21 | $0.00                     | $0.00                   |
| 2026-05-22 | $22000000.00              | $0.00                   |
| 2026-05-26 | $0.00                     | $26600000.00            |
| 2026-05-27 | $61000000.00              | $0.00                   |
| 2026-05-28 | $34400000.00              | $0.00                   |
| 2026-05-29 | $3200000.00               | $18000000.00            |

**Total Gross Subscriptions (Month):** $295291872.65

**Total Gross Redemptions (Month):** $236100000.00

**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 | 3.5300%           |
| 2026-05-15 | 3.5200%           |
| 2026-05-18 | 3.5200%           |
| 2026-05-19 | 3.5100%           |
| 2026-05-20 | 3.5100%           |
| 2026-05-21 | 3.5000%           |
| 2026-05-22 | 3.5000%           |
| 2026-05-26 | 3.5100%           |
| 2026-05-27 | 3.5200%           |
| 2026-05-28 | 3.5200%           |
| 2026-05-29 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 6.2300%          | 0.0000%              |
| Broker-dealer |  | 76.4000%         | 0.0000%              |
| Broker-dealer |  | 17.3100%         | 0.0000%              |

### Class: Blaylock Van Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $14533348.99

- **Number of Shares Outstanding:** 14533314.7800

**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 | 1.0000          |
|  |  |
| 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 | 1.0000          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $38884.26                 | $1000000.00             |
| 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                     | $2000000.00             |
| 2026-05-13 | $0.00                     | $0.00                   |
| 2026-05-14 | $0.00                     | $0.00                   |
| 2026-05-15 | $0.00                     | $3000000.00             |
| 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):** $38884.26

**Total Gross Redemptions (Month):** $6000000.00

**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 | 3.5300%           |
| 2026-05-15 | 3.5200%           |
| 2026-05-18 | 3.5200%           |
| 2026-05-19 | 3.5100%           |
| 2026-05-20 | 3.5100%           |
| 2026-05-21 | 3.5000%           |
| 2026-05-22 | 3.5000%           |
| 2026-05-26 | 3.5100%           |
| 2026-05-27 | 3.5200%           |
| 2026-05-28 | 3.5200%           |
| 2026-05-29 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category            | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 69.0700%         | 0.0000%              |
| Other         | LIMITED LIABILITY COMPANY | 30.9200%         | 0.0000%              |

### Class: Opportunity Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $530468314.78

- **Number of Shares Outstanding:** 530468088.0300

**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 | 1.0000          |
|  |  |
| 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 | 1.0000          |
|  |  |
| 2026-05-27 | 0.9999          |
|  |  |
| 2026-05-28 | 0.9999          |
|  |  |
| 2026-05-29 | 1.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-05-01 | $49279016.57              | $1538998.00             |
| 2026-05-04 | $93235618.79              | $10698039.88            |
| 2026-05-05 | $85151135.69              | $39841224.58            |
| 2026-05-06 | $6915981.72               | $45733584.52            |
| 2026-05-07 | $6279863.83               | $13935759.29            |
| 2026-05-08 | $23138061.13              | $6974805.99             |
| 2026-05-11 | $7860734.24               | $30065824.43            |
| 2026-05-12 | $14646475.97              | $4825491.24             |
| 2026-05-13 | $660482.83                | $40865300.32            |
| 2026-05-14 | $17653130.54              | $6750282.31             |
| 2026-05-15 | $166128610.07             | $11930487.73            |
| 2026-05-18 | $36649298.01              | $90320117.31            |
| 2026-05-19 | $182253132.89             | $3577934.96             |
| 2026-05-20 | $115839087.18             | $61112848.29            |
| 2026-05-21 | $26332622.95              | $187674412.75           |
| 2026-05-22 | $47959223.23              | $17154723.87            |
| 2026-05-26 | $15237542.10              | $83026554.77            |
| 2026-05-27 | $26292972.26              | $68301207.97            |
| 2026-05-28 | $16764279.16              | $36919171.67            |
| 2026-05-29 | $96973660.36              | $46815731.18            |

**Total Gross Subscriptions (Month):** $1035250929.52

**Total Gross Redemptions (Month):** $808062501.06

**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 | 3.5300%           |
| 2026-05-15 | 3.5200%           |
| 2026-05-18 | 3.5200%           |
| 2026-05-19 | 3.5100%           |
| 2026-05-20 | 3.5100%           |
| 2026-05-21 | 3.5000%           |
| 2026-05-22 | 3.5000%           |
| 2026-05-26 | 3.5100%           |
| 2026-05-27 | 3.5200%           |
| 2026-05-28 | 3.5200%           |
| 2026-05-29 | 3.5400%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 62.1600%         | 0.0000%              |
| Depository institution or other banking institution |  | 37.1600%         | 0.0000%              |

## Part C: Schedule of Portfolio Securities

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

- **C.1 - Title:** State Street Treasury Plus Money Market Portfolio
- **C.6 - Investment Category:** Investment Company
- **Identifiers:** C.3 - CUSIP: FSSgAK181, C.3 - LEI: 5493008OWE0VKOXO4934, C.5 - Other ID: FSSgAK181
- **C.18 - Value (incl. sponsor support):** $74632051433.30
- **C.18.a - Value (excl. sponsor support):** $74632051433.30
- **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