N-MFP3 0001094885 XXXXXXXX 2026-07-31 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 37 76 16642553128.99 16642553128.99 0.9981 0.9981 2026-07-01 16169372444.19 16169372444.19 0.9979 0.9979 2026-07-02 16405363317.92 16405363317.92 0.9979 0.9979 2026-07-06 16031355854.13 16031355854.13 0.9978 0.9978 2026-07-07 17147220243.56 17147220243.56 0.9976 0.9976 2026-07-08 17555323051.72 17555323051.72 0.9977 0.9977 2026-07-09 19190792037.95 19190792037.95 0.9978 0.9978 2026-07-10 20081908159.46 20081908159.46 0.9978 0.9978 2026-07-13 18766165498.63 18766165498.63 0.9977 0.9977 2026-07-14 19498945943.47 19498945943.47 0.9982 0.9982 2026-07-15 17113896343.15 17113896343.15 0.9979 0.9979 2026-07-16 17208530562.38 17208530562.38 0.9979 0.9979 2026-07-17 17693258583.68 17693258583.68 0.9979 0.9979 2026-07-20 17507196439.36 17507196439.36 0.9978 0.9978 2026-07-21 17478513668.72 17478513668.72 0.9978 0.9978 2026-07-22 17847405922.56 17847405922.56 0.9975 0.9975 2026-07-23 17789715217.15 17789715217.15 0.9974 0.9974 2026-07-24 17852752796.48 17852752796.48 0.9974 0.9974 2026-07-27 17454163379.05 17454163379.05 0.9974 0.9974 2026-07-28 17054394070.61 17054394070.61 0.9973 0.9973 2026-07-29 16557120718.50 16557120718.50 0.9973 0.9973 2026-07-30 16457898132.17 16457898132.17 0.9994 0.9994 2026-07-31 536506.74 16457361625.43 16457293989.20 10387611.08 1416021.77 16466802085.25 0.0000 N 0.0000 0.0000 2026-07-01 0.0000 2026-07-02 0.0000 2026-07-06 0.0000 2026-07-07 0.0000 2026-07-08 0.0000 2026-07-09 0.0000 2026-07-10 0.0000 2026-07-13 0.0000 2026-07-14 0.0000 2026-07-15 0.0000 2026-07-16 0.0000 2026-07-17 0.0000 2026-07-20 0.0000 2026-07-21 0.0000 2026-07-22 0.0000 2026-07-23 0.0000 2026-07-24 0.0000 2026-07-27 0.0000 2026-07-28 0.0000 2026-07-29 0.0000 2026-07-30 0.0000 2026-07-31 0.0000 2026-07-01 0.0000 2026-07-02 0.0000 2026-07-06 0.0000 2026-07-07 0.0000 2026-07-08 0.0000 2026-07-09 0.0000 2026-07-10 0.0000 2026-07-13 0.0000 2026-07-14 0.0000 2026-07-15 0.0000 2026-07-16 0.0000 2026-07-17 0.0000 2026-07-20 0.0000 2026-07-21 0.0000 2026-07-22 0.0000 2026-07-23 0.0000 2026-07-24 0.0000 2026-07-27 0.0000 2026-07-28 0.0000 2026-07-29 0.0000 2026-07-30 0.0000 2026-07-31 N N Single Class C000055942 50000000.00 16466802085.25 0.0000 0.0000 2026-07-01 0.0000 2026-07-02 0.0000 2026-07-06 0.0000 2026-07-07 0.0000 2026-07-08 0.0000 2026-07-09 0.0000 2026-07-10 0.0000 2026-07-13 0.0000 2026-07-14 0.0000 2026-07-15 0.0000 2026-07-16 0.0000 2026-07-17 0.0000 2026-07-20 0.0000 2026-07-21 0.0000 2026-07-22 0.0000 2026-07-23 0.0000 2026-07-24 0.0000 2026-07-27 0.0000 2026-07-28 0.0000 2026-07-29 0.0000 2026-07-30 0.0000 2026-07-31 0.00 0.00 2026-07-01 0.00 0.00 2026-07-02 0.00 0.00 2026-07-06 0.00 0.00 2026-07-07 0.00 0.00 2026-07-08 0.00 0.00 2026-07-09 0.00 0.00 2026-07-10 0.00 0.00 2026-07-13 0.00 0.00 2026-07-14 0.00 0.00 2026-07-15 0.00 0.00 2026-07-16 0.00 0.00 2026-07-17 0.00 0.00 2026-07-20 0.00 0.00 2026-07-21 0.00 0.00 2026-07-22 0.00 0.00 2026-07-23 0.00 0.00 2026-07-24 0.00 0.00 2026-07-27 0.00 0.00 2026-07-28 0.00 0.00 2026-07-29 0.00 0.00 2026-07-30 0.00 0.00 2026-07-31 0.00 0.00 0.0000 2026-07-01 0.0000 2026-07-02 0.0000 2026-07-06 0.0000 2026-07-07 0.0000 2026-07-08 0.0000 2026-07-09 0.0000 2026-07-10 0.0000 2026-07-13 0.0000 2026-07-14 0.0000 2026-07-15 0.0000 2026-07-16 0.0000 2026-07-17 0.0000 2026-07-20 0.0000 2026-07-21 0.0000 2026-07-22 0.0000 2026-07-23 0.0000 2026-07-24 0.0000 2026-07-27 0.0000 2026-07-28 0.0000 2026-07-29 0.0000 2026-07-30 0.0000 2026-07-31 N 0.00 Registered investment company 0.9622 0.00 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 0.0365 918524360.00 918524360.00 0.0558 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.656000% 912797RS8 254900HROIFWPRGM1V77 US912797RS85 U.S. Treasury Debt Y 2026-09-03 2026-09-03 2026-09-03 N N N 0.0370 415493815.48 415493815.48 0.0252 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 0.0375 347991949.87 347991949.87 0.0211 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 0.0366 561546109.67 561546109.67 0.0341 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 0.0367 728502985.70 728502985.70 0.0442 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 0.0366 976746899.60 976746899.60 0.0593 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 0.0369 249042082.50 249042082.50 0.0151 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 572371100.00 572371100.00 0.0348 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 0.0377 269453012.04 269453012.04 0.0164 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 0.0375 273246092.84 273246092.84 0.0166 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 0.0376 400784954.62 400784954.62 0.0243 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 0.0376 104141083.20 104141083.20 0.0063 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 0.0380 222820139.25 222820139.25 0.0135 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 0.0366 1109504883.06 1109504883.06 0.0674 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.630000% 912797UT2 254900HROIFWPRGM1V77 US912797UT22 U.S. Treasury Debt Y 2026-08-11 2026-08-11 2026-08-11 N N N 0.0366 2065757508.63 2065757508.63 0.1254 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 0.0366 1363846874.75 1363846874.75 0.0828 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 0.0366 872334632.40 872334632.40 0.0530 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 0.0369 861992489.34 861992489.34 0.0523 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 0.0381 222254349.47 222254349.47 0.0135 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 0.0381 192774591.94 192774591.94 0.0117 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 0.0369 99637480.00 99637480.00 0.0061 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 0.0369 76566803.84 76566803.84 0.0046 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.795000% 912797VP9 254900HROIFWPRGM1V77 US912797VP90 U.S. Treasury Debt Y 2026-11-03 2026-11-03 2026-11-03 N N N 0.0377 272212411.75 272212411.75 0.0165 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.830000% 912797VS3 254900HROIFWPRGM1V77 US912797VS30 U.S. Treasury Debt Y 2027-01-07 2027-01-07 2027-01-07 N N N 0.0389 12490769.79 12490769.79 0.0008 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.860000% 912797VT1 254900HROIFWPRGM1V77 US912797VT13 U.S. Treasury Debt Y 2027-01-14 2027-01-14 2027-01-14 N N N 0.0390 25355822.04 25355822.04 0.0015 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.736500% 912797VX2 254900HROIFWPRGM1V77 US912797VX25 U.S. Treasury Debt Y 2026-11-17 2026-11-17 2026-11-17 N N N 0.0383 87327620.97 87327620.97 0.0053 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.845000% 912797VY0 254900HROIFWPRGM1V77 US912797VY08 U.S. Treasury Debt Y 2026-11-24 2026-11-24 2026-11-24 N N N 0.0387 39526237.20 39526237.20 0.0024 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 0.0403 7484765.63 7484765.63 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 0.0382 27036465.29 27036465.29 0.0016 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 0.0389 15962331.22 15962331.22 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 86570901.76 86570901.76 0.0053 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 0.0400 41889322.95 41889322.95 0.0025 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 0.0401 10955700.00 10955700.00 0.0007 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 0.0393 50017569.36 50017569.36 0.0030 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 0.0380 148210755.31 148210755.31 0.0090 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 0.0386 35093138.07 35093138.07 0.0021 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 0.0389 25551223.52 25551223.52 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 0.0398 144684239.04 144684239.04 0.0088 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 0.0404 122424729.90 122424729.90 0.0074 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 0.0382 50875406.50 50875406.50 0.0031 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 41122396.21 41122396.21 0.0025 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 0.0389 23496328.14 23496328.14 0.0014 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 0.0384 162461701.59 162461701.59 0.0099 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 0.0392 56597657.86 56597657.86 0.0034 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.057000% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-08-01 2026-10-31 2026-10-31 N N N 0.0385 270773157.59 270773157.59 0.0164 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 0.0389 209270482.93 209270482.93 0.0127 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 0.0395 117463828.94 117463828.94 0.0071 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.950000% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-08-01 2027-01-31 2027-01-31 N N N 0.0384 257954976.51 257954976.51 0.0157 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 0.0404 12705816.73 12705816.73 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 0.0403 59139875.30 59139875.30 0.0036 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.012000% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-08-01 2027-04-30 2027-04-30 N N N 0.0384 113072623.81 113072623.81 0.0069 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.011000% 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y 2026-08-01 2027-07-31 2027-07-31 N N N 0.0387 221303775.55 221303775.55 0.0134 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.042000% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y 2026-08-01 2027-10-31 2027-10-31 N N N 0.0388 34166966.26 34166966.26 0.0021 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.951000% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y 2026-08-01 2028-01-31 2028-01-31 N N N 0.0388 487521956.86 487521956.86 0.0296 N Y Y N U.S. Treasury Note U.S. Treasury Note 3.955000% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y 2026-08-01 2028-04-30 2028-04-30 N N N 0.0389 281306472.65 281306472.65 0.0171 N Y Y N STATE STREET MASTER FUNDS 2026-08-07 /s/ Chad Hallett Chad Hallett Deputy Treasurer