  The Voids-within-Voids-within-Voids (VVV) project used dark-matter-only
simulations to study the abundance and structure of dark matter haloes over the
full mass range populated in the standard $\Lambda\mathrm{CDM}$ cosmology. Here
we explore how baryonic effects modify these results for $z=0$ halo masses in
the range $10^4$ to $10^7~\mathrm{M_\odot}$, below the threshold for galaxy
formation. Our main study focuses on three simulations from identical initial
conditions at $z=127$, one following dark matter only, one including
non-radiative gas, and one additionally including the baryonic physics relevant
in this halo mass range (cooling and photoheating). In the non-radiative
simulation, above $10^{5.5}~\mathrm{M_\odot}$, halo abundance and internal
structure are very similar to the dark-matter-only simulation, and the baryon
to dark matter ratio is everywhere close to the cosmic value. At lower mass,
this ratio drops and haloes are less concentrated and less massive in the
non-radiative case. Test simulations at higher resolution show this to be
mainly a resolution effect; the expected drop in baryon content due to residual
pressure effects only becomes substantial for $z=0$ haloes below $\sim
10^{2.7}~\mathrm{M_\odot}$. However, gas is heated by reionization at $z=6$ in
our ``full physics'' run, and this results in almost complete expulsion of gas
from all haloes in our simulated mass range. This suppresses the halo mass
function by $\sim 30 \%$, lowers halo concentration, and consequently weakens
the dark matter annihilation signal by $\sim 40-60 \%$.
