N-MFP3 0001094885 XXXXXXXX 2026-06-30 STATE STREET MASTER FUNDS 0001094885 549300NPC2XKLU7VNS49 State Street Treasury Money Market Portfolio 549300N64B7W4646YW39 S000019933 1 N N SSGA Funds Management, Inc. 801-60103 Ernst & Young LLP Boston MA SSGA Funds Management, Inc. None N Y 0001107414 Treasury Money Market Fund 333-30810 S000019117 0001107414 State Street Federal Treasury Money Market Fund 333-30810 S000086381 N Government N N 42 86 18499685587.00 18499685587.00 0.9988 0.9988 2026-06-01 17023440954.17 17023440954.17 0.9987 0.9987 2026-06-02 16938468620.85 16938468620.85 0.9987 0.9987 2026-06-03 17721765701.51 17721765701.51 0.9987 0.9987 2026-06-04 17774659639.32 17774659639.32 0.9986 0.9986 2026-06-05 18800730762.03 18800730762.03 0.9986 0.9986 2026-06-08 16937796052.35 16937796052.35 0.9984 0.9984 2026-06-09 18255195325.82 18255195325.82 0.9983 0.9983 2026-06-10 18055901300.69 18055901300.69 0.9983 0.9983 2026-06-11 18246574615.84 18246574615.84 0.9983 0.9983 2026-06-12 19248966180.72 19248966180.72 0.9987 0.9987 2026-06-15 17334890826.59 17334890826.59 0.9985 0.9985 2026-06-16 17843406658.88 17843406658.88 0.9985 0.9985 2026-06-17 16866718744.12 16866718744.12 0.9983 0.9983 2026-06-18 18504401249.81 18504401249.81 0.9980 0.9980 2026-06-22 17396691056.79 17396691056.79 0.9979 0.9979 2026-06-23 17842632343.96 17842632343.96 0.9975 0.9975 2026-06-24 17538862055.04 17538862055.04 0.9973 0.9973 2026-06-25 17472722473.71 17472722473.71 0.9972 0.9972 2026-06-26 17813224424.32 17813224424.32 0.9972 0.9972 2026-06-29 16498169818.13 16498169818.13 0.9981 0.9981 2026-06-30 505666.97 16297782484.48 16299577101.66 230291238.15 833086090.43 15697287916.35 0.0000 N 0.0000 0.0000 2026-06-01 0.0000 2026-06-02 0.0000 2026-06-03 0.0000 2026-06-04 0.0000 2026-06-05 0.0000 2026-06-08 0.0000 2026-06-09 0.0000 2026-06-10 0.0000 2026-06-11 0.0000 2026-06-12 0.0000 2026-06-15 0.0000 2026-06-16 0.0000 2026-06-17 0.0000 2026-06-18 0.0000 2026-06-22 0.0000 2026-06-23 0.0000 2026-06-24 0.0000 2026-06-25 0.0000 2026-06-26 0.0000 2026-06-29 0.0000 2026-06-30 0.0000 2026-06-01 0.0000 2026-06-02 0.0000 2026-06-03 0.0000 2026-06-04 0.0000 2026-06-05 0.0000 2026-06-08 0.0000 2026-06-09 0.0000 2026-06-10 0.0000 2026-06-11 0.0000 2026-06-12 0.0000 2026-06-15 0.0000 2026-06-16 0.0000 2026-06-17 0.0000 2026-06-18 0.0000 2026-06-22 0.0000 2026-06-23 0.0000 2026-06-24 0.0000 2026-06-25 0.0000 2026-06-26 0.0000 2026-06-29 0.0000 2026-06-30 N N Single Class C000055942 50000000.00 15697287916.35 0.0000 0.0000 2026-06-01 0.0000 2026-06-02 0.0000 2026-06-03 0.0000 2026-06-04 0.0000 2026-06-05 0.0000 2026-06-08 0.0000 2026-06-09 0.0000 2026-06-10 0.0000 2026-06-11 0.0000 2026-06-12 0.0000 2026-06-15 0.0000 2026-06-16 0.0000 2026-06-17 0.0000 2026-06-18 0.0000 2026-06-22 0.0000 2026-06-23 0.0000 2026-06-24 0.0000 2026-06-25 0.0000 2026-06-26 0.0000 2026-06-29 0.0000 2026-06-30 0.00 0.00 2026-06-01 0.00 0.00 2026-06-02 0.00 0.00 2026-06-03 0.00 0.00 2026-06-04 0.00 0.00 2026-06-05 0.00 0.00 2026-06-08 0.00 0.00 2026-06-09 0.00 0.00 2026-06-10 0.00 0.00 2026-06-11 0.00 0.00 2026-06-12 0.00 0.00 2026-06-15 0.00 0.00 2026-06-16 0.00 0.00 2026-06-17 0.00 0.00 2026-06-18 0.00 0.00 2026-06-22 0.00 0.00 2026-06-23 0.00 0.00 2026-06-24 0.00 0.00 2026-06-25 0.00 0.00 2026-06-26 0.00 0.00 2026-06-29 0.00 0.00 2026-06-30 0.00 0.00 0.0000 2026-06-01 0.0000 2026-06-02 0.0000 2026-06-03 0.0000 2026-06-04 0.0000 2026-06-05 0.0000 2026-06-08 0.0000 2026-06-09 0.0000 2026-06-10 0.0000 2026-06-11 0.0000 2026-06-12 0.0000 2026-06-15 0.0000 2026-06-16 0.0000 2026-06-17 0.0000 2026-06-18 0.0000 2026-06-22 0.0000 2026-06-23 0.0000 2026-06-24 0.0000 2026-06-25 0.0000 2026-06-26 0.0000 2026-06-29 0.0000 2026-06-30 N 0.00 Registered investment company 0.9598 0.00 N U.S. Treasury Bill U.S. Treasury Bill 3.480000% 912797RF6 254900HROIFWPRGM1V77 US912797RF64 U.S. Treasury Debt Y 2026-07-09 2026-07-09 2026-07-09 N N N 0.0369 1355711549.89 1355711549.89 0.0864 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.531000% 912797RG4 254900HROIFWPRGM1V77 US912797RG48 U.S. Treasury Debt Y 2026-08-06 2026-08-06 2026-08-06 N N N 0.0368 109403073.00 109403073.00 0.0070 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.710000% 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y 2026-10-01 2026-10-01 2026-10-01 N N N 0.0382 346758295.50 346758295.50 0.0221 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.580000% 912797TF4 254900HROIFWPRGM1V77 US912797TF47 U.S. Treasury Debt Y 2026-07-02 2026-07-02 2026-07-02 N N N 0.0365 2169863035.41 2169863035.41 0.1382 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.625000% 912797TN7 254900HROIFWPRGM1V77 US912797TN70 U.S. Treasury Debt Y 2026-07-16 2026-07-16 2026-07-16 N N N 0.0365 249625105.00 249625105.00 0.0159 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797TP2 254900HROIFWPRGM1V77 US912797TP29 U.S. Treasury Debt Y 2026-07-23 2026-07-23 2026-07-23 N N N 0.0365 123728084.12 123728084.12 0.0079 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.525000% 912797TQ0 254900HROIFWPRGM1V77 US912797TQ02 U.S. Treasury Debt Y 2026-07-30 2026-07-30 2026-07-30 N N N 0.0366 68600757.26 68600757.26 0.0044 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.500000% 912797TW7 254900HROIFWPRGM1V77 US912797TW79 U.S. Treasury Debt Y 2026-08-13 2026-08-13 2026-08-13 N N N 0.0372 559658991.71 559658991.71 0.0357 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.500000% 912797TX5 254900HROIFWPRGM1V77 US912797TX52 U.S. Treasury Debt Y 2026-08-20 2026-08-20 2026-08-20 N N N 0.0375 159710404.46 159710404.46 0.0102 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.525000% 912797TY3 254900HROIFWPRGM1V77 US912797TY36 U.S. Treasury Debt Y 2026-08-27 2026-08-27 2026-08-27 N N N 0.0374 44738441.10 44738441.10 0.0029 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.615000% 912797UF2 254900HROIFWPRGM1V77 US912797UF28 U.S. Treasury Debt Y 2026-09-10 2026-09-10 2026-09-10 N N N 0.0372 248202812.50 248202812.50 0.0158 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.640000% 912797UG0 254900HROIFWPRGM1V77 US912797UG01 U.S. Treasury Debt Y 2026-09-17 2026-09-17 2026-09-17 N N N 0.0373 570458437.25 570458437.25 0.0363 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.630000% 912797UH8 254900HROIFWPRGM1V77 US912797UH83 U.S. Treasury Debt Y 2026-09-24 2026-09-24 2026-09-24 N N N 0.0374 268561274.25 268561274.25 0.0171 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.609000% 912797UJ4 254900HROIFWPRGM1V77 US912797UJ40 U.S. Treasury Debt Y 2026-10-08 2026-10-08 2026-10-08 N N N 0.0381 123820742.40 123820742.40 0.0079 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UK1 254900HROIFWPRGM1V77 US912797UK13 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0379 175469676.89 175469676.89 0.0112 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.590000% 912797UL9 254900HROIFWPRGM1V77 US912797UL95 U.S. Treasury Debt Y 2026-10-22 2026-10-22 2026-10-22 N N N 0.0384 103765215.75 103765215.75 0.0066 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UM7 254900HROIFWPRGM1V77 US912797UM78 U.S. Treasury Debt Y 2026-11-05 2026-11-05 2026-11-05 N N N 0.0386 222019467.75 222019467.75 0.0141 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.615000% 912797UN5 254900HROIFWPRGM1V77 US912797UN51 U.S. Treasury Debt Y 2026-07-07 2026-07-07 2026-07-07 N N N 0.0362 908529557.89 908529557.89 0.0579 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UP0 254900HROIFWPRGM1V77 US912797UP00 U.S. Treasury Debt Y 2026-07-14 2026-07-14 2026-07-14 N N N 0.0363 1220856192.68 1220856192.68 0.0778 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UQ8 254900HROIFWPRGM1V77 US912797UQ82 U.S. Treasury Debt Y 2026-07-21 2026-07-21 2026-07-21 N N N 0.0366 364269697.05 364269697.05 0.0232 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UR6 254900HROIFWPRGM1V77 US912797UR65 U.S. Treasury Debt Y 2026-07-28 2026-07-28 2026-07-28 N N N 0.0367 498598969.67 498598969.67 0.0318 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.605630% 912797US4 254900HROIFWPRGM1V77 US912797US49 U.S. Treasury Debt Y 2026-08-04 2026-08-04 2026-08-04 N N N 0.0367 15945.46 15945.46 0.0000 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.625000% 912797UU9 254900HROIFWPRGM1V77 US912797UU94 U.S. Treasury Debt Y 2026-08-18 2026-08-18 2026-08-18 N N N 0.0373 600158277.22 600158277.22 0.0382 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.660000% 912797UV7 254900HROIFWPRGM1V77 US912797UV77 U.S. Treasury Debt Y 2026-08-25 2026-08-25 2026-08-25 N N N 0.0373 497207985.00 497207985.00 0.0317 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.620000% 912797UW5 254900HROIFWPRGM1V77 US912797UW50 U.S. Treasury Debt Y 2026-09-01 2026-09-01 2026-09-01 N N N 0.0371 90429923.22 90429923.22 0.0058 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.610000% 912797UY1 254900HROIFWPRGM1V77 US912797UY17 U.S. Treasury Debt Y 2026-11-12 2026-11-12 2026-11-12 N N N 0.0386 221459941.52 221459941.52 0.0141 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.615000% 912797UZ8 254900HROIFWPRGM1V77 US912797UZ81 U.S. Treasury Debt Y 2026-11-19 2026-11-19 2026-11-19 N N N 0.0388 192073310.00 192073310.00 0.0122 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.605000% 912797VB0 254900HROIFWPRGM1V77 US912797VB05 U.S. Treasury Debt Y 2026-09-08 2026-09-08 2026-09-08 N N N 0.0375 99296264.00 99296264.00 0.0063 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.615000% 912797VC8 254900HROIFWPRGM1V77 US912797VC87 U.S. Treasury Debt Y 2026-09-15 2026-09-15 2026-09-15 N N N 0.0373 76307848.47 76307848.47 0.0049 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.617400% 912828Y95 254900HROIFWPRGM1V77 US912828Y958 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0367 56015252.54 56015252.54 0.0036 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.691900% 912828YD6 254900HROIFWPRGM1V77 US912828YD60 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0380 7469824.20 7469824.20 0.0005 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.610200% 912828YG9 254900HROIFWPRGM1V77 US912828YG91 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0381 26983687.09 26983687.09 0.0017 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.004400% 912828YU8 254900HROIFWPRGM1V77 US912828YU85 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0388 15931746.74 15931746.74 0.0010 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.624400% 912828YX2 254900HROIFWPRGM1V77 US912828YX25 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0397 86405186.58 86405186.58 0.0055 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.572700% 912828Z78 254900HROIFWPRGM1V77 US912828Z781 U.S. Treasury Debt Y 2027-01-31 2027-01-31 2027-01-31 N N N 0.0402 41790500.00 41790500.00 0.0027 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.844600% 912828ZE3 254900HROIFWPRGM1V77 US912828ZE35 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0402 10922187.47 10922187.47 0.0007 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.722600% 91282CCP4 254900HROIFWPRGM1V77 US91282CCP41 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0367 436234583.80 436234583.80 0.0278 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.670500% 91282CCW9 254900HROIFWPRGM1V77 US91282CCW91 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0377 49889039.54 49889039.54 0.0032 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.553900% 91282CCZ2 254900HROIFWPRGM1V77 US91282CCZ23 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0381 147822026.55 147822026.55 0.0094 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.747700% 91282CDG3 254900HROIFWPRGM1V77 US91282CDG33 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N 0.0392 35002077.18 35002077.18 0.0022 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.654200% 91282CDK4 254900HROIFWPRGM1V77 US91282CDK45 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0398 25482302.17 25482302.17 0.0016 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.633700% 91282CDQ1 254900HROIFWPRGM1V77 US91282CDQ15 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0397 144351999.83 144351999.83 0.0092 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.581400% 91282CEF4 254900HROIFWPRGM1V77 US91282CEF41 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0401 122278257.83 122278257.83 0.0078 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.720500% 91282CHM6 254900HROIFWPRGM1V77 US91282CHM64 U.S. Treasury Debt Y 2026-07-15 2026-07-15 2026-07-15 N N N 0.0368 136039042.88 136039042.88 0.0087 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.577900% 91282CJC6 254900HROIFWPRGM1V77 US91282CJC64 U.S. Treasury Debt Y 2026-10-15 2026-10-15 2026-10-15 N N N 0.0378 50917435.38 50917435.38 0.0032 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.575200% 91282CKA8 254900HROIFWPRGM1V77 US91282CKA89 U.S. Treasury Debt Y 2027-02-15 2027-02-15 2027-02-15 N N N 0.0402 41123841.29 41123841.29 0.0026 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.958000% 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y 2026-07-01 2026-07-31 2026-07-31 N N N 0.0377 652389323.60 652389323.60 0.0416 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.723200% 91282CLB5 254900HROIFWPRGM1V77 US91282CLB53 U.S. Treasury Debt Y 2026-07-31 2026-07-31 2026-07-31 N N N 0.0367 235053920.61 235053920.61 0.0150 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.673400% 91282CLH2 254900HROIFWPRGM1V77 US91282CLH24 U.S. Treasury Debt Y 2026-08-31 2026-08-31 2026-08-31 N N N 0.0379 23496768.75 23496768.75 0.0015 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.613600% 91282CLP4 254900HROIFWPRGM1V77 US91282CLP40 U.S. Treasury Debt Y 2026-09-30 2026-09-30 2026-09-30 N N N 0.0383 162413949.59 162413949.59 0.0103 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.652700% 91282CLS8 254900HROIFWPRGM1V77 US91282CLS88 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N 0.0393 56607824.01 56607824.01 0.0036 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.981000% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-07-01 2026-10-31 2026-10-31 N N N 0.0378 270789861.49 270789861.49 0.0173 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.658600% 91282CLY5 254900HROIFWPRGM1V77 US91282CLY56 U.S. Treasury Debt Y 2026-11-30 2026-11-30 2026-11-30 N N N 0.0391 209326010.82 209326010.82 0.0133 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.633700% 91282CME8 254900HROIFWPRGM1V77 US91282CME83 U.S. Treasury Debt Y 2026-12-31 2026-12-31 2026-12-31 N N N 0.0398 117485828.32 117485828.32 0.0075 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.874000% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-07-01 2027-01-31 2027-01-31 N N N 0.0380 257894940.55 257894940.55 0.0164 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.576200% 91282CMP3 254900HROIFWPRGM1V77 US91282CMP31 U.S. Treasury Debt Y 2027-02-28 2027-02-28 2027-02-28 N N N 0.0401 12708545.20 12708545.20 0.0008 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.581100% 91282CMV0 254900HROIFWPRGM1V77 US91282CMV09 U.S. Treasury Debt Y 2027-03-31 2027-03-31 2027-03-31 N N N 0.0401 59138140.74 59138140.74 0.0038 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.936000% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-07-01 2027-04-30 2027-04-30 N N N 0.0379 113050121.38 113050121.38 0.0072 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.935000% 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y 2026-07-01 2027-07-31 2027-07-31 N N N 0.0382 221244297.82 221244297.82 0.0141 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.966000% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y 2026-07-01 2027-10-31 2027-10-31 N N N 0.0385 34147769.33 34147769.33 0.0022 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.875000% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y 2026-07-01 2028-01-31 2028-01-31 N N N 0.0386 487092895.25 487092895.25 0.0310 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.879000% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y 2026-07-01 2028-04-30 2028-04-30 N N N 0.0388 280984019.53 280984019.53 0.0179 N Y Y N STATE STREET MASTER FUNDS 2026-07-08 /s/ Chad Hallett Chad Hallett Deputy Treasurer