# EDGAR Filing Document

**Accession Number:** 0001107414
**File Stem:** 0001410368-26-010395
**Filing Date:** 2026-2
**Character Count:** 60382
**Document Hash:** a20a636d6e2d46af24cf23d967ffb81c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-010395.hdr.sgml**: 20260206

**ACCESSION NUMBER**: 0001410368-26-010395

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260206

**DATE AS OF CHANGE**: 20260206

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09819
- **FILM NUMBER:** 26605383

**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):** 2026-01-31

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

**CIK Number of Registrant:** 0001107414

**LEI of Registrant:** 549300P1E098W6ES7M39

**Name of Series:** State Street Institutional 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:** $222176669292.95

- **Amortized Cost of Portfolio Securities:** $222176669292.95

- **Cash:** $0.00

- **Total Other Assets:** $0.00

- **Total Liabilities:** $723831949.05

- **Net Assets of Series:** $221452837343.90

- **Number of Shares Outstanding (Series):** 221453196685.8400

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2026-01-02 | $189623271878.88          | $194404350431.51           | 84.1500%                  | 86.2700%                   |
| 2026-01-05 | $194271232453.50          | $199659961737.76           | 84.4000%                  | 86.7400%                   |
| 2026-01-06 | $199927934809.36          | $204242903517.76           | 85.0300%                  | 86.8700%                   |
| 2026-01-07 | $197321153462.49          | $201636387317.65           | 84.6100%                  | 86.4600%                   |
| 2026-01-08 | $199447189177.16          | $202305600790.95           | 85.2700%                  | 86.5000%                   |
| 2026-01-09 | $198964519590.35          | $201823149997.83           | 85.1000%                  | 86.3300%                   |
| 2026-01-12 | $193168280379.53          | $196027808815.27           | 84.7300%                  | 85.9800%                   |
| 2026-01-13 | $194695037614.24          | $197554835499.94           | 84.8100%                  | 86.0500%                   |
| 2026-01-14 | $191070020385.07          | $194695104807.54           | 84.2600%                  | 85.8600%                   |
| 2026-01-15 | $191901423882.48          | $194756778394.55           | 84.5200%                  | 85.7800%                   |
| 2026-01-16 | $189395782141.20          | $193047411903.26           | 84.1400%                  | 85.7600%                   |
| 2026-01-20 | $187736847041.89          | $191807525298.02           | 84.0300%                  | 85.8500%                   |
| 2026-01-21 | $187592228149.82          | $191819378185.29           | 83.9200%                  | 85.8100%                   |
| 2026-01-22 | $192136509860.91          | $195593943350.39           | 84.5200%                  | 86.0400%                   |
| 2026-01-23 | $188789200715.75          | $192856068884.79           | 84.0500%                  | 85.8600%                   |
| 2026-01-26 | $189804895431.64          | $193454612520.96           | 84.2500%                  | 85.8700%                   |
| 2026-01-27 | $195688074942.53          | $199181899724.60           | 84.7000%                  | 86.2200%                   |
| 2026-01-28 | $195498767424.80          | $198992909260.61           | 84.6700%                  | 86.1800%                   |
| 2026-01-29 | $193234075681.68          | $195869642330.13           | 84.8500%                  | 86.0000%                   |
| 2026-01-30 | $190192616382.18          | $193939818846.84           | 84.3100%                  | 85.9700%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2026-01-02 | 3.8500%             |
| 2026-01-05 | 3.8400%             |
| 2026-01-06 | 3.8300%             |
| 2026-01-07 | 3.8200%             |
| 2026-01-08 | 3.8000%             |
| 2026-01-09 | 3.7700%             |
| 2026-01-12 | 3.7700%             |
| 2026-01-13 | 3.7600%             |
| 2026-01-14 | 3.7600%             |
| 2026-01-15 | 3.7600%             |
| 2026-01-16 | 3.7600%             |
| 2026-01-20 | 3.7600%             |
| 2026-01-21 | 3.7600%             |
| 2026-01-22 | 3.7600%             |
| 2026-01-23 | 3.7600%             |
| 2026-01-26 | 3.7600%             |
| 2026-01-27 | 3.7600%             |
| 2026-01-28 | 3.7600%             |
| 2026-01-29 | 3.7600%             |
| 2026-01-30 | 3.7600%             |

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

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

### Class: Premier Class

- **Minimum Initial Investment:** $250000000.00

- **Net Assets of Class:** $172473539174.09

- **Number of Shares Outstanding:** 172473747996.5800

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $12800624837.80           | $11270156322.95         |
| 2026-01-05 | $8371849091.79            | $6009977605.23          |
| 2026-01-06 | $11535433583.32           | $7759679007.91          |
| 2026-01-07 | $7885041944.02            | $8547844891.41          |
| 2026-01-08 | $9787890298.46            | $8204028169.26          |
| 2026-01-09 | $7755529116.83            | $8443406005.22          |
| 2026-01-12 | $6919944311.21            | $8938686163.90          |
| 2026-01-13 | $7896378186.95            | $6296539314.32          |
| 2026-01-14 | $7863247016.60            | $10984017749.17         |
| 2026-01-15 | $8282801739.97            | $8954141756.41          |
| 2026-01-16 | $6855121648.50            | $9351288272.23          |
| 2026-01-20 | $10027494152.89           | $8684467507.02          |
| 2026-01-21 | $7129688287.99            | $6891304574.93          |
| 2026-01-22 | $7706774117.99            | $5398214057.81          |
| 2026-01-23 | $6106444996.05            | $8851855851.54          |
| 2026-01-26 | $8627951955.18            | $8081182987.57          |
| 2026-01-27 | $13379953853.96           | $8057801388.46          |
| 2026-01-28 | $8026329258.33            | $7620245384.62          |
| 2026-01-29 | $9626935073.85            | $14836068324.55         |
| 2026-01-30 | $9647880848.88            | $12821961279.39         |

**Total Gross Subscriptions (Month):** $176233314320.57

**Total Gross Redemptions (Month):** $176002866613.90

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7300%           |
| 2026-01-05 | 3.7300%           |
| 2026-01-06 | 3.7200%           |
| 2026-01-07 | 3.7100%           |
| 2026-01-08 | 3.6900%           |
| 2026-01-09 | 3.6600%           |
| 2026-01-12 | 3.6600%           |
| 2026-01-13 | 3.6600%           |
| 2026-01-14 | 3.6600%           |
| 2026-01-15 | 3.6500%           |
| 2026-01-16 | 3.6500%           |
| 2026-01-20 | 3.6500%           |
| 2026-01-21 | 3.6500%           |
| 2026-01-22 | 3.6500%           |
| 2026-01-23 | 3.6500%           |
| 2026-01-26 | 3.6500%           |
| 2026-01-27 | 3.6500%           |
| 2026-01-28 | 3.6500%           |
| 2026-01-29 | 3.6500%           |
| 2026-01-30 | 3.6500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 7.5000%          | 0.0000%              |
| Depository institution or other banking institution |  | 6.1200%          | 0.0000%              |
| Non-financial corporation                           |  | 32.9100%         | 0.0000%              |

### Class: Investment

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $129326426.07

- **Number of Shares Outstanding:** 129330888.6100

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $1842049.84               | $1179.57                |
| 2026-01-05 | $0.00                     | $204430.34              |
| 2026-01-06 | $248.94                   | $2139201.34             |
| 2026-01-07 | $143473.24                | $3918.36                |
| 2026-01-08 | $0.00                     | $866865.90              |
| 2026-01-09 | $35.57                    | $622683.92              |
| 2026-01-12 | $238145.64                | $0.00                   |
| 2026-01-13 | $69066.00                 | $275816.08              |
| 2026-01-14 | $0.00                     | $555322.67              |
| 2026-01-15 | $391454.99                | $0.00                   |
| 2026-01-16 | $0.00                     | $212736.94              |
| 2026-01-20 | $5209028.51               | $0.00                   |
| 2026-01-21 | $0.00                     | $9980016.94             |
| 2026-01-22 | $1559531.39               | $0.00                   |
| 2026-01-23 | $0.00                     | $227149.34              |
| 2026-01-26 | $0.00                     | $1800799.45             |
| 2026-01-27 | $0.00                     | $1197849.68             |
| 2026-01-28 | $0.00                     | $20942.80               |
| 2026-01-29 | $0.00                     | $49734.37               |
| 2026-01-30 | $0.00                     | $295137.19              |

**Total Gross Subscriptions (Month):** $9453034.12

**Total Gross Redemptions (Month):** $18453784.89

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.3800%           |
| 2026-01-05 | 3.3800%           |
| 2026-01-06 | 3.3700%           |
| 2026-01-07 | 3.3600%           |
| 2026-01-08 | 3.3400%           |
| 2026-01-09 | 3.3100%           |
| 2026-01-12 | 3.3100%           |
| 2026-01-13 | 3.3100%           |
| 2026-01-14 | 3.3100%           |
| 2026-01-15 | 3.3100%           |
| 2026-01-16 | 3.3000%           |
| 2026-01-20 | 3.3000%           |
| 2026-01-21 | 3.3000%           |
| 2026-01-22 | 3.3000%           |
| 2026-01-23 | 3.3000%           |
| 2026-01-26 | 3.3000%           |
| 2026-01-27 | 3.3000%           |
| 2026-01-28 | 3.3000%           |
| 2026-01-29 | 3.3000%           |
| 2026-01-30 | 3.3000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 92.8500%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $750000000.00

- **Net Assets of Class:** $79668638.70

- **Number of Shares Outstanding:** 79667619.1000

- **Expense Reimbursement/Waiver:** 4471.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2026-01-02 | 1.0003          |
|  |  |
| 2026-01-05 | 1.0002          |
|  |  |
| 2026-01-06 | 1.0002          |
|  |  |
| 2026-01-07 | 1.0002          |
|  |  |
| 2026-01-08 | 1.0002          |
|  |  |
| 2026-01-09 | 1.0002          |
|  |  |
| 2026-01-12 | 1.0002          |
|  |  |
| 2026-01-13 | 1.0002          |
|  |  |
| 2026-01-14 | 1.0002          |
|  |  |
| 2026-01-15 | 1.0002          |
|  |  |
| 2026-01-16 | 1.0001          |
|  |  |
| 2026-01-20 | 1.0002          |
|  |  |
| 2026-01-21 | 1.0002          |
|  |  |
| 2026-01-22 | 1.0001          |
|  |  |
| 2026-01-23 | 1.0001          |
|  |  |
| 2026-01-26 | 1.0001          |
|  |  |
| 2026-01-27 | 1.0001          |
|  |  |
| 2026-01-28 | 1.0001          |
|  |  |
| 2026-01-29 | 1.0001          |
|  |  |
| 2026-01-30 | 1.0001          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $2578077.93               | $2617418.60             |
| 2026-01-05 | $4469701.83               | $3589034.65             |
| 2026-01-06 | $3069090.78               | $4901140.70             |
| 2026-01-07 | $3255177.39               | $4640281.70             |
| 2026-01-08 | $2268260.13               | $2873230.82             |
| 2026-01-09 | $3526202.31               | $2561528.82             |
| 2026-01-12 | $1882202.80               | $2859161.48             |
| 2026-01-13 | $3705255.52               | $4364949.29             |
| 2026-01-14 | $2380893.70               | $3622700.30             |
| 2026-01-15 | $3790325.09               | $2385042.15             |
| 2026-01-16 | $2713531.36               | $3023462.07             |
| 2026-01-20 | $2348971.13               | $2580501.07             |
| 2026-01-21 | $5084249.00               | $4385511.29             |
| 2026-01-22 | $9349972.21               | $3367998.55             |
| 2026-01-23 | $4592543.33               | $2749345.17             |
| 2026-01-26 | $3986552.53               | $5985652.18             |
| 2026-01-27 | $7253517.06               | $4471622.18             |
| 2026-01-28 | $2825458.28               | $3653405.05             |
| 2026-01-29 | $3767042.83               | $4542168.72             |
| 2026-01-30 | $4706079.82               | $9962244.33             |

**Total Gross Subscriptions (Month):** $77553105.03

**Total Gross Redemptions (Month):** $79136399.12

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7700%           |
| 2026-01-05 | 3.7600%           |
| 2026-01-06 | 3.7500%           |
| 2026-01-07 | 3.7400%           |
| 2026-01-08 | 3.7200%           |
| 2026-01-09 | 3.6900%           |
| 2026-01-12 | 3.6800%           |
| 2026-01-13 | 3.6800%           |
| 2026-01-14 | 3.6800%           |
| 2026-01-15 | 3.6800%           |
| 2026-01-16 | 3.6800%           |
| 2026-01-20 | 3.6800%           |
| 2026-01-21 | 3.6800%           |
| 2026-01-22 | 3.6800%           |
| 2026-01-23 | 3.6800%           |
| 2026-01-26 | 3.6800%           |
| 2026-01-27 | 3.6800%           |
| 2026-01-28 | 3.6800%           |
| 2026-01-29 | 3.6800%           |
| 2026-01-30 | 3.6800%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Retail investor |  | 90.9100%         | 0.0000%              |

### Class: Institutional

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $18758109950.69

- **Number of Shares Outstanding:** 18758146693.8400

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $2447920057.62            | $606706346.24           |
| 2026-01-05 | $449301777.50             | $752585986.84           |
| 2026-01-06 | $1437535271.53            | $939581636.06           |
| 2026-01-07 | $2537518051.37            | $3373618757.07          |
| 2026-01-08 | $979994304.24             | $896039534.89           |
| 2026-01-09 | $782691927.69             | $1013369486.55          |
| 2026-01-12 | $374059619.08             | $1576492176.87          |
| 2026-01-13 | $664605739.85             | $555629648.70           |
| 2026-01-14 | $1228044334.71            | $1364192940.56          |
| 2026-01-15 | $597196884.49             | $980317245.53           |
| 2026-01-16 | $692205263.36             | $596378997.99           |
| 2026-01-20 | $797276874.02             | $795165330.87           |
| 2026-01-21 | $399346800.73             | $656998550.60           |
| 2026-01-22 | $1783879654.98            | $454136113.63           |
| 2026-01-23 | $619248970.25             | $1976001323.17          |
| 2026-01-26 | $546667818.76             | $730162871.31           |
| 2026-01-27 | $963136944.02             | $582754523.34           |
| 2026-01-28 | $498026662.74             | $1219861989.75          |
| 2026-01-29 | $1001392103.38            | $520956232.85           |
| 2026-01-30 | $704684648.35             | $1559882521.64          |

**Total Gross Subscriptions (Month):** $19504733708.67

**Total Gross Redemptions (Month):** $21150832214.46

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7000%           |
| 2026-01-05 | 3.7000%           |
| 2026-01-06 | 3.6900%           |
| 2026-01-07 | 3.6800%           |
| 2026-01-08 | 3.6600%           |
| 2026-01-09 | 3.6300%           |
| 2026-01-12 | 3.6300%           |
| 2026-01-13 | 3.6300%           |
| 2026-01-14 | 3.6300%           |
| 2026-01-15 | 3.6300%           |
| 2026-01-16 | 3.6200%           |
| 2026-01-20 | 3.6200%           |
| 2026-01-21 | 3.6200%           |
| 2026-01-22 | 3.6200%           |
| 2026-01-23 | 3.6200%           |
| 2026-01-26 | 3.6200%           |
| 2026-01-27 | 3.6200%           |
| 2026-01-28 | 3.6200%           |
| 2026-01-29 | 3.6200%           |
| 2026-01-30 | 3.6200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 8.6800%          | 0.0000%              |
| Depository institution or other banking institution |  | 22.4000%         | 0.0000%              |
| Depository institution or other banking institution |  | 11.5100%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.9100%          | 0.0000%              |
| Broker-dealer                                       |  | 10.2200%         | 0.0000%              |
| Broker-dealer                                       |  | 5.3300%          | 0.0000%              |

### Class: Administration Class

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $2303869843.44

- **Number of Shares Outstanding:** 2303889797.9200

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $117195054.99             | $96891839.37            |
| 2026-01-05 | $158035981.22             | $133066547.81           |
| 2026-01-06 | $94357177.50              | $29951654.72            |
| 2026-01-07 | $48190063.54              | $90247322.91            |
| 2026-01-08 | $113079812.90             | $44708928.58            |
| 2026-01-09 | $61882403.53              | $80849106.61            |
| 2026-01-12 | $120736951.99             | $189846561.97           |
| 2026-01-13 | $54390140.60              | $143617744.12           |
| 2026-01-14 | $54199613.88              | $55339703.87            |
| 2026-01-15 | $244602644.37             | $92927042.70            |
| 2026-01-16 | $145722317.30             | $84327922.73            |
| 2026-01-20 | $91238992.19              | $179790797.53           |
| 2026-01-21 | $54641370.55              | $91677901.38            |
| 2026-01-22 | $102594116.82             | $50461567.81            |
| 2026-01-23 | $44324067.06              | $84873861.17            |
| 2026-01-26 | $55335829.84              | $248633461.10           |
| 2026-01-27 | $38089064.91              | $96374607.31            |
| 2026-01-28 | $35072933.79              | $55429515.03            |
| 2026-01-29 | $130866556.88             | $39690341.27            |
| 2026-01-30 | $187316378.56             | $73063843.15            |

**Total Gross Subscriptions (Month):** $1951871472.42

**Total Gross Redemptions (Month):** $1961770271.14

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.4800%           |
| 2026-01-05 | 3.4800%           |
| 2026-01-06 | 3.4700%           |
| 2026-01-07 | 3.4600%           |
| 2026-01-08 | 3.4400%           |
| 2026-01-09 | 3.4100%           |
| 2026-01-12 | 3.4100%           |
| 2026-01-13 | 3.4100%           |
| 2026-01-14 | 3.4100%           |
| 2026-01-15 | 3.4100%           |
| 2026-01-16 | 3.4000%           |
| 2026-01-20 | 3.4000%           |
| 2026-01-21 | 3.4000%           |
| 2026-01-22 | 3.4000%           |
| 2026-01-23 | 3.4000%           |
| 2026-01-26 | 3.4000%           |
| 2026-01-27 | 3.4000%           |
| 2026-01-28 | 3.4000%           |
| 2026-01-29 | 3.4000%           |
| 2026-01-30 | 3.4000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 9.2200%          | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3911546952.51

- **Number of Shares Outstanding:** 3911567551.3800

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $176198401.41             | $148722691.39           |
| 2026-01-05 | $72353419.70              | $43366963.98            |
| 2026-01-06 | $113758126.41             | $12674335.32            |
| 2026-01-07 | $48334655.15              | $91442447.60            |
| 2026-01-08 | $101713926.67             | $182844095.73           |
| 2026-01-09 | $42806531.02              | $195199564.83           |
| 2026-01-12 | $73428323.46              | $459516439.68           |
| 2026-01-13 | $47700438.50              | $358305649.63           |
| 2026-01-14 | $23450691.52              | $95172497.82            |
| 2026-01-15 | $158114872.31             | $27342519.77            |
| 2026-01-16 | $88551621.55              | $176593322.31           |
| 2026-01-20 | $25464717.84              | $90398793.99            |
| 2026-01-21 | $45057333.17              | $141210771.59           |
| 2026-01-22 | $32132232.22              | $42885178.67            |
| 2026-01-23 | $62115279.70              | $42540047.88            |
| 2026-01-26 | $43592367.20              | $24293974.52            |
| 2026-01-27 | $186507458.85             | $19343816.42            |
| 2026-01-28 | $74836962.45              | $167841950.36           |
| 2026-01-29 | $111463541.55             | $92747624.53            |
| 2026-01-30 | $998094309.77             | $71743596.63            |

**Total Gross Subscriptions (Month):** $2525675210.45

**Total Gross Redemptions (Month):** $2484186282.65

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6500%           |
| 2026-01-05 | 3.6500%           |
| 2026-01-06 | 3.6400%           |
| 2026-01-07 | 3.6300%           |
| 2026-01-08 | 3.6100%           |
| 2026-01-09 | 3.5800%           |
| 2026-01-12 | 3.5800%           |
| 2026-01-13 | 3.5700%           |
| 2026-01-14 | 3.5800%           |
| 2026-01-15 | 3.5700%           |
| 2026-01-16 | 3.5700%           |
| 2026-01-20 | 3.5700%           |
| 2026-01-21 | 3.5700%           |
| 2026-01-22 | 3.5700%           |
| 2026-01-23 | 3.5700%           |
| 2026-01-26 | 3.5700%           |
| 2026-01-27 | 3.5700%           |
| 2026-01-28 | 3.5700%           |
| 2026-01-29 | 3.5700%           |
| 2026-01-30 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 66.6900%         | 0.0000%              |
| Depository institution or other banking institution |  | 22.0000%         | 0.0000%              |

### Class: Class G

- **Minimum Initial Investment:** $1000000000.00

- **Net Assets of Class:** $10410192649.94

- **Number of Shares Outstanding:** 10410214453.9000

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $697471013.50             | $752652602.74           |
| 2026-01-05 | $286559294.80             | $542950417.17           |
| 2026-01-06 | $366376343.34             | $482938231.55           |
| 2026-01-07 | $238452397.17             | $116957128.17           |
| 2026-01-08 | $518606007.87             | $219789806.00           |
| 2026-01-09 | $244389227.79             | $165715646.21           |
| 2026-01-12 | $500570423.03             | $220935242.31           |
| 2026-01-13 | $169581276.14             | $504898861.85           |
| 2026-01-14 | $297441209.33             | $372089961.42           |
| 2026-01-15 | $504940792.62             | $86487119.79            |
| 2026-01-16 | $331687747.15             | $201490626.87           |
| 2026-01-20 | $362325166.96             | $339718473.90           |
| 2026-01-21 | $221236473.41             | $490644772.23           |
| 2026-01-22 | $370644031.78             | $329184603.22           |
| 2026-01-23 | $251226922.29             | $152106573.74           |
| 2026-01-26 | $397215188.62             | $200209571.93           |
| 2026-01-27 | $145095299.98             | $232570432.05           |
| 2026-01-28 | $220023702.73             | $162416266.96           |
| 2026-01-29 | $634410234.39             | $437536601.89           |
| 2026-01-30 | $1196062127.46            | $703452189.36           |

**Total Gross Subscriptions (Month):** $7954314880.36

**Total Gross Redemptions (Month):** $6714745129.36

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7700%           |
| 2026-01-05 | 3.7700%           |
| 2026-01-06 | 3.7600%           |
| 2026-01-07 | 3.7500%           |
| 2026-01-08 | 3.7300%           |
| 2026-01-09 | 3.7000%           |
| 2026-01-12 | 3.7000%           |
| 2026-01-13 | 3.6900%           |
| 2026-01-14 | 3.6900%           |
| 2026-01-15 | 3.6900%           |
| 2026-01-16 | 3.6900%           |
| 2026-01-20 | 3.6900%           |
| 2026-01-21 | 3.6900%           |
| 2026-01-22 | 3.6900%           |
| 2026-01-23 | 3.6900%           |
| 2026-01-26 | 3.6900%           |
| 2026-01-27 | 3.6900%           |
| 2026-01-28 | 3.6900%           |
| 2026-01-29 | 3.6900%           |
| 2026-01-30 | 3.6900%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation |  | 97.4300%         | 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   |
|:---|:---|
| 2026-01-02 | 0.0000          |
|  |  |
| 2026-01-05 | 0.0000          |
|  |  |
| 2026-01-06 | 0.0000          |
|  |  |
| 2026-01-07 | 0.0000          |
|  |  |
| 2026-01-08 | 0.0000          |
|  |  |
| 2026-01-09 | 0.0000          |
|  |  |
| 2026-01-12 | 0.0000          |
|  |  |
| 2026-01-13 | 0.0000          |
|  |  |
| 2026-01-14 | 0.0000          |
|  |  |
| 2026-01-15 | 0.0000          |
|  |  |
| 2026-01-16 | 0.0000          |
|  |  |
| 2026-01-20 | 0.0000          |
|  |  |
| 2026-01-21 | 0.0000          |
|  |  |
| 2026-01-22 | 0.0000          |
|  |  |
| 2026-01-23 | 0.0000          |
|  |  |
| 2026-01-26 | 0.0000          |
|  |  |
| 2026-01-27 | 0.0000          |
|  |  |
| 2026-01-28 | 0.0000          |
|  |  |
| 2026-01-29 | 0.0000          |
|  |  |
| 2026-01-30 | 0.0000          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $0.00                     | $0.00                   |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $0.00                   |
| 2026-01-09 | $0.00                     | $0.00                   |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $0.00                     | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $0.00                     | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $0.00                     | $0.00                   |
| 2026-01-21 | $0.00                     | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $0.00                   |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $0.00                     | $0.00                   |
| 2026-01-28 | $0.00                     | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $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   |
|:---|:---|
| 2026-01-02 | 0.0000%           |
| 2026-01-05 | 0.0000%           |
| 2026-01-06 | 0.0000%           |
| 2026-01-07 | 0.0000%           |
| 2026-01-08 | 0.0000%           |
| 2026-01-09 | 0.0000%           |
| 2026-01-12 | 0.0000%           |
| 2026-01-13 | 0.0000%           |
| 2026-01-14 | 0.0000%           |
| 2026-01-15 | 0.0000%           |
| 2026-01-16 | 0.0000%           |
| 2026-01-20 | 0.0000%           |
| 2026-01-21 | 0.0000%           |
| 2026-01-22 | 0.0000%           |
| 2026-01-23 | 0.0000%           |
| 2026-01-26 | 0.0000%           |
| 2026-01-27 | 0.0000%           |
| 2026-01-28 | 0.0000%           |
| 2026-01-29 | 0.0000%           |
| 2026-01-30 | 0.0000%           |

### Class: Bancroft Capital Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $83133782.75

- **Number of Shares Outstanding:** 83137407.0100

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $13122450.46              | $79495.60               |
| 2026-01-05 | $0.00                     | $0.00                   |
| 2026-01-06 | $0.00                     | $0.00                   |
| 2026-01-07 | $0.00                     | $0.00                   |
| 2026-01-08 | $0.00                     | $4700000.00             |
| 2026-01-09 | $0.00                     | $6300000.00             |
| 2026-01-12 | $0.00                     | $0.00                   |
| 2026-01-13 | $3900000.00               | $0.00                   |
| 2026-01-14 | $0.00                     | $0.00                   |
| 2026-01-15 | $3600000.00               | $0.00                   |
| 2026-01-16 | $0.00                     | $0.00                   |
| 2026-01-20 | $4300000.00               | $0.00                   |
| 2026-01-21 | $4850000.00               | $0.00                   |
| 2026-01-22 | $0.00                     | $0.00                   |
| 2026-01-23 | $0.00                     | $5200000.00             |
| 2026-01-26 | $0.00                     | $0.00                   |
| 2026-01-27 | $4100000.00               | $0.00                   |
| 2026-01-28 | $2950000.00               | $0.00                   |
| 2026-01-29 | $0.00                     | $0.00                   |
| 2026-01-30 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $36822450.46

**Total Gross Redemptions (Month):** $16279495.60

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7000%           |
| 2026-01-05 | 3.7000%           |
| 2026-01-06 | 3.6900%           |
| 2026-01-07 | 3.6800%           |
| 2026-01-08 | 3.6600%           |
| 2026-01-09 | 3.6300%           |
| 2026-01-12 | 3.6300%           |
| 2026-01-13 | 3.6200%           |
| 2026-01-14 | 3.6200%           |
| 2026-01-15 | 3.6200%           |
| 2026-01-16 | 3.6200%           |
| 2026-01-20 | 3.6200%           |
| 2026-01-21 | 3.6200%           |
| 2026-01-22 | 3.6200%           |
| 2026-01-23 | 3.6200%           |
| 2026-01-26 | 3.6200%           |
| 2026-01-27 | 3.6200%           |
| 2026-01-28 | 3.6200%           |
| 2026-01-29 | 3.6200%           |
| 2026-01-30 | 3.6200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 30.0700%         | 0.0000%              |
| Broker-dealer                                       |  | 51.5900%         | 0.0000%              |
| Broker-dealer                                       |  | 18.2000%         | 0.0000%              |

### Class: Blaylock Van Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $395188021.25

- **Number of Shares Outstanding:** 395189443.0100

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $590285.56                | $5344879.00             |
| 2026-01-05 | $1617055.00               | $0.00                   |
| 2026-01-06 | $1124461.00               | $0.00                   |
| 2026-01-07 | $3890526.00               | $0.00                   |
| 2026-01-08 | $0.00                     | $3718397.00             |
| 2026-01-09 | $1994610.00               | $0.00                   |
| 2026-01-12 | $1063629.00               | $0.00                   |
| 2026-01-13 | $1021088.00               | $0.00                   |
| 2026-01-14 | $349838.00                | $0.00                   |
| 2026-01-15 | $0.00                     | $1721243.00             |
| 2026-01-16 | $326466.00                | $0.00                   |
| 2026-01-20 | $6083255.00               | $0.00                   |
| 2026-01-21 | $337110.00                | $0.00                   |
| 2026-01-22 | $283235.00                | $0.00                   |
| 2026-01-23 | $2829769.00               | $0.00                   |
| 2026-01-26 | $0.00                     | $2394152.00             |
| 2026-01-27 | $783779.00                | $0.00                   |
| 2026-01-28 | $249529.00                | $0.00                   |
| 2026-01-29 | $0.00                     | $1324296.00             |
| 2026-01-30 | $2314229.00               | $0.00                   |

**Total Gross Subscriptions (Month):** $24858864.56

**Total Gross Redemptions (Month):** $14502967.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7000%           |
| 2026-01-05 | 3.7000%           |
| 2026-01-06 | 3.6900%           |
| 2026-01-07 | 3.6800%           |
| 2026-01-08 | 3.6600%           |
| 2026-01-09 | 3.6300%           |
| 2026-01-12 | 3.6300%           |
| 2026-01-13 | 3.6300%           |
| 2026-01-14 | 3.6300%           |
| 2026-01-15 | 3.6300%           |
| 2026-01-16 | 3.6200%           |
| 2026-01-20 | 3.6200%           |
| 2026-01-21 | 3.6200%           |
| 2026-01-22 | 3.6200%           |
| 2026-01-23 | 3.6200%           |
| 2026-01-26 | 3.6200%           |
| 2026-01-27 | 3.6200%           |
| 2026-01-28 | 3.6200%           |
| 2026-01-29 | 3.6200%           |
| 2026-01-30 | 3.6200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                           |  | 50.6000%         | 0.0000%              |
| Broker-dealer                                       |  | 17.6200%         | 0.0000%              |
| Depository institution or other banking institution |  | 27.0500%         | 0.0000%              |

### Class: Cabrera Capital Markets Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $90704294.70

- **Number of Shares Outstanding:** 90704121.5800

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $160267.66                | $26070.30               |
| 2026-01-05 | $59786.26                 | $1038551.52             |
| 2026-01-06 | $37388.63                 | $85613.39               |
| 2026-01-07 | $41129.80                 | $23645.55               |
| 2026-01-08 | $5525187.99               | $28641.19               |
| 2026-01-09 | $20326.22                 | $51848.36               |
| 2026-01-12 | $61974.86                 | $2438.36                |
| 2026-01-13 | $32576.72                 | $42944.65               |
| 2026-01-14 | $37277.56                 | $53206.21               |
| 2026-01-15 | $29285.73                 | $30686.08               |
| 2026-01-16 | $5032331.46               | $65822.88               |
| 2026-01-20 | $55756.91                 | $216.70                 |
| 2026-01-21 | $59158.91                 | $80092.17               |
| 2026-01-22 | $53062.09                 | $16971.13               |
| 2026-01-23 | $38702.74                 | $70183.16               |
| 2026-01-26 | $73276.81                 | $1599.98                |
| 2026-01-27 | $26961.64                 | $60654.98               |
| 2026-01-28 | $34467.06                 | $7027685.26             |
| 2026-01-29 | $22977.39                 | $22090.44               |
| 2026-01-30 | $55019011.85              | $71926.16               |

**Total Gross Subscriptions (Month):** $66420908.29

**Total Gross Redemptions (Month):** $8800888.47

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7000%           |
| 2026-01-05 | 3.7000%           |
| 2026-01-06 | 3.6900%           |
| 2026-01-07 | 3.6800%           |
| 2026-01-08 | 3.6600%           |
| 2026-01-09 | 3.6300%           |
| 2026-01-12 | 3.6300%           |
| 2026-01-13 | 3.6300%           |
| 2026-01-14 | 3.6300%           |
| 2026-01-15 | 3.6300%           |
| 2026-01-16 | 3.6200%           |
| 2026-01-20 | 3.6200%           |
| 2026-01-21 | 3.6200%           |
| 2026-01-22 | 3.6200%           |
| 2026-01-23 | 3.6200%           |
| 2026-01-26 | 3.6200%           |
| 2026-01-27 | 3.6200%           |
| 2026-01-28 | 3.6200%           |
| 2026-01-29 | 3.6200%           |
| 2026-01-30 | 3.6200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 60.6300%         | 0.0000%              |
| Broker-dealer                                       |  | 8.3300%          | 0.0000%              |
| Depository institution or other banking institution |  | 28.4000%         | 0.0000%              |

### Class: Opportunity Class

- **Minimum Initial Investment:** $25000000.00

- **Net Assets of Class:** $12063132033.53

- **Number of Shares Outstanding:** 12063157627.8600

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $371038986.67             | $500358845.63           |
| 2026-01-05 | $894116369.87             | $238052822.65           |
| 2026-01-06 | $1579375249.71            | $204934525.19           |
| 2026-01-07 | $1152024547.16            | $1272464249.40          |
| 2026-01-08 | $230121658.46             | $35609887.68            |
| 2026-01-09 | $2460308090.34            | $430610672.69           |
| 2026-01-12 | $626202181.23             | $2893694668.64          |
| 2026-01-13 | $687014095.58             | $113323156.75           |
| 2026-01-14 | $235891052.99             | $362450300.43           |
| 2026-01-15 | $530182979.20             | $320946352.94           |
| 2026-01-16 | $1510637321.41            | $1188031852.80          |
| 2026-01-20 | $33519046.69              | $1922902818.44          |
| 2026-01-21 | $352489524.45             | $77121165.90            |
| 2026-01-22 | $204347086.85             | $210399684.41           |
| 2026-01-23 | $919146198.44             | $181867778.51           |
| 2026-01-26 | $80533130.72              | $383411331.96           |
| 2026-01-27 | $158323950.09             | $1023113276.96          |
| 2026-01-28 | $271554064.21             | $281625273.43           |
| 2026-01-29 | $1621140895.36            | $280130880.85           |
| 2026-01-30 | $1539129122.03            | $508939602.39           |

**Total Gross Subscriptions (Month):** $15457095551.46

**Total Gross Redemptions (Month):** $12429989147.65

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.7000%           |
| 2026-01-05 | 3.7000%           |
| 2026-01-06 | 3.6900%           |
| 2026-01-07 | 3.6800%           |
| 2026-01-08 | 3.6600%           |
| 2026-01-09 | 3.6300%           |
| 2026-01-12 | 3.6300%           |
| 2026-01-13 | 3.6300%           |
| 2026-01-14 | 3.6300%           |
| 2026-01-15 | 3.6300%           |
| 2026-01-16 | 3.6200%           |
| 2026-01-20 | 3.6200%           |
| 2026-01-21 | 3.6200%           |
| 2026-01-22 | 3.6200%           |
| 2026-01-23 | 3.6200%           |
| 2026-01-26 | 3.6200%           |
| 2026-01-27 | 3.6200%           |
| 2026-01-28 | 3.6200%           |
| 2026-01-29 | 3.6200%           |
| 2026-01-30 | 3.6200%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                                                   |  | 15.8700%         | 0.0000%              |
| Broker-dealer                                                               |  | 35.4300%         | 0.0000%              |
| Depository institution or other banking institution                         |  | 29.5500%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 5.9200%          | 0.0000%              |

### Class: Trust Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $754425576.23

- **Number of Shares Outstanding:** 754443085.0500

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2026-01-02 | $7187290.13               | $15353331.08            |
| 2026-01-05 | $1266483.50               | $1731350.29             |
| 2026-01-06 | $2598358.16               | $1082441.25             |
| 2026-01-07 | $2856289.27               | $3204498.08             |
| 2026-01-08 | $6518631.13               | $8989579.44             |
| 2026-01-09 | $888793.39                | $2349544.10             |
| 2026-01-12 | $31120760.24              | $3687839.28             |
| 2026-01-13 | $12873299.56              | $5221981.37             |
| 2026-01-14 | $5233611.99               | $5320605.23             |
| 2026-01-15 | $3890045.54               | $37523159.55            |
| 2026-01-16 | $22122494.79              | $5478305.72             |
| 2026-01-20 | $3754710.89               | $38077033.19            |
| 2026-01-21 | $32160192.66              | $7625651.13             |
| 2026-01-22 | $39165557.36              | $657420.77              |
| 2026-01-23 | $14581039.21              | $1341848.25             |
| 2026-01-26 | $25731749.56              | $1994915.82             |
| 2026-01-27 | $92579415.17              | $2779698.43             |
| 2026-01-28 | $97658762.92              | $3521156.76             |
| 2026-01-29 | $51190601.72              | $8394701.48             |
| 2026-01-30 | $31054129.99              | $2758286.75             |

**Total Gross Subscriptions (Month):** $484432217.18

**Total Gross Redemptions (Month):** $157093347.97

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2026-01-02 | 3.6800%           |
| 2026-01-05 | 3.6700%           |
| 2026-01-06 | 3.6600%           |
| 2026-01-07 | 3.6500%           |
| 2026-01-08 | 3.6300%           |
| 2026-01-09 | 3.6000%           |
| 2026-01-12 | 3.6000%           |
| 2026-01-13 | 3.6000%           |
| 2026-01-14 | 3.6000%           |
| 2026-01-15 | 3.6000%           |
| 2026-01-16 | 3.6000%           |
| 2026-01-20 | 3.5900%           |
| 2026-01-21 | 3.5900%           |
| 2026-01-22 | 3.5900%           |
| 2026-01-23 | 3.5900%           |
| 2026-01-26 | 3.5900%           |
| 2026-01-27 | 3.5900%           |
| 2026-01-28 | 3.5900%           |
| 2026-01-29 | 3.5900%           |
| 2026-01-30 | 3.5900%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 68.4100%         | 0.0000%              |
| Depository institution or other banking institution |  | 31.5800%         | 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):** $222176669292.95
- **C.18.a - Value (excl. sponsor support):** $222176669292.95
- **C.19 - Percentage of Net Assets:** 100.0000%
- **C.17 - Yield as of Reporting Date:** 0.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

## N-MFP: Signatures

**Registrant:** STATE STREET INSTITUTIONAL INVESTMENT TRUST

**Date:** 2026-02-06

**By:** /s/ Chad Hallett

**Name of Signing Officer:** Chad Hallett

**Title of Signing Officer:** Deputy Treasurer