N-MFP3 0001094885 XXXXXXXX 2026-10-31 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 38 69 14452552722.29 14452552722.29 0.9985 0.9985 2026-10-01 14602090923.03 14602090923.03 0.9985 0.9985 2026-10-02 14589253906.90 14589253906.90 0.9985 0.9985 2026-10-05 15436462622.02 15436462622.02 0.9985 0.9985 2026-10-06 14888508190.47 14888508190.47 0.9984 0.9984 2026-10-07 14114235128.22 14114235128.22 0.9983 0.9983 2026-10-08 13898240212.40 13898240212.40 0.9982 0.9982 2026-10-09 0.00 0.00 0.0000 0.0000 2026-10-12 13507697967.43 13507697967.43 0.9981 0.9981 2026-10-13 13782507046.17 13782507046.17 0.9980 0.9980 2026-10-14 14713938701.50 14713938701.50 0.9983 0.9983 2026-10-15 14752361538.59 14752361538.59 0.9983 0.9983 2026-10-16 15703212523.98 15703212523.98 0.9984 0.9984 2026-10-19 14888475352.58 14888475352.58 0.9983 0.9983 2026-10-20 14953043238.36 14953043238.36 0.9983 0.9983 2026-10-21 16646575956.67 16646575956.67 0.9984 0.9984 2026-10-22 16660772360.42 16660772360.42 0.9984 0.9984 2026-10-23 16082081193.53 16082081193.53 0.9983 0.9983 2026-10-26 15765347768.22 15765347768.22 0.9983 0.9983 2026-10-27 15335775031.64 15335775031.64 0.9982 0.9982 2026-10-28 15755687598.44 15755687598.44 0.9983 0.9983 2026-10-29 15678950693.68 15678950693.68 0.9982 0.9982 2026-10-30 580352.35 15678370341.33 15676943087.22 28443014.24 1203179037.93 14502787415.88 0.0000 N 0.0000 0.0000 2026-10-01 0.0000 2026-10-02 0.0000 2026-10-05 0.0000 2026-10-06 0.0000 2026-10-07 0.0000 2026-10-08 0.0000 2026-10-09 0.0000 2026-10-12 0.0000 2026-10-13 0.0000 2026-10-14 0.0000 2026-10-15 0.0000 2026-10-16 0.0000 2026-10-19 0.0000 2026-10-20 0.0000 2026-10-21 0.0000 2026-10-22 0.0000 2026-10-23 0.0000 2026-10-26 0.0000 2026-10-27 0.0000 2026-10-28 0.0000 2026-10-29 0.0000 2026-10-30 0.0000 2026-10-01 0.0000 2026-10-02 0.0000 2026-10-05 0.0000 2026-10-06 0.0000 2026-10-07 0.0000 2026-10-08 0.0000 2026-10-09 0.0000 2026-10-12 0.0000 2026-10-13 0.0000 2026-10-14 0.0000 2026-10-15 0.0000 2026-10-16 0.0000 2026-10-19 0.0000 2026-10-20 0.0000 2026-10-21 0.0000 2026-10-22 0.0000 2026-10-23 0.0000 2026-10-26 0.0000 2026-10-27 0.0000 2026-10-28 0.0000 2026-10-29 0.0000 2026-10-30 N N Single Class C000055942 50000000.00 14502787415.88 0.0000 0.0000 2026-10-01 0.0000 2026-10-02 0.0000 2026-10-05 0.0000 2026-10-06 0.0000 2026-10-07 0.0000 2026-10-08 0.0000 2026-10-09 0.0000 2026-10-12 0.0000 2026-10-13 0.0000 2026-10-14 0.0000 2026-10-15 0.0000 2026-10-16 0.0000 2026-10-19 0.0000 2026-10-20 0.0000 2026-10-21 0.0000 2026-10-22 0.0000 2026-10-23 0.0000 2026-10-26 0.0000 2026-10-27 0.0000 2026-10-28 0.0000 2026-10-29 0.0000 2026-10-30 0.00 0.00 2026-10-01 0.00 0.00 2026-10-02 0.00 0.00 2026-10-05 0.00 0.00 2026-10-06 0.00 0.00 2026-10-07 0.00 0.00 2026-10-08 0.00 0.00 2026-10-09 0.00 0.00 2026-10-12 0.00 0.00 2026-10-13 0.00 0.00 2026-10-14 0.00 0.00 2026-10-15 0.00 0.00 2026-10-16 0.00 0.00 2026-10-19 0.00 0.00 2026-10-20 0.00 0.00 2026-10-21 0.00 0.00 2026-10-22 0.00 0.00 2026-10-23 0.00 0.00 2026-10-26 0.00 0.00 2026-10-27 0.00 0.00 2026-10-28 0.00 0.00 2026-10-29 0.00 0.00 2026-10-30 0.00 0.00 0.0000 2026-10-01 0.0000 2026-10-02 0.0000 2026-10-05 0.0000 2026-10-06 0.0000 2026-10-07 0.0000 2026-10-08 0.0000 2026-10-09 0.0000 2026-10-12 0.0000 2026-10-13 0.0000 2026-10-14 0.0000 2026-10-15 0.0000 2026-10-16 0.0000 2026-10-19 0.0000 2026-10-20 0.0000 2026-10-21 0.0000 2026-10-22 0.0000 2026-10-23 0.0000 2026-10-26 0.0000 2026-10-27 0.0000 2026-10-28 0.0000 2026-10-29 0.0000 2026-10-30 N 0.00 Registered investment company 0.9568 0.00 N U.S. Treasury Bill U.S. Treasury Bill 3.727500% 912797SU2 254900HROIFWPRGM1V77 US912797SU23 U.S. Treasury Debt Y 2026-11-27 2026-11-27 2026-11-27 N N N 0.0397 23835257.53 23835257.53 0.0016 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 4.200000% 912797UE5 254900HROIFWPRGM1V77 US912797UE52 U.S. Treasury Debt Y 2027-04-15 2027-04-15 2027-04-15 N N N 0.0425 212920799.55 212920799.55 0.0147 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 0.0393 2532181790.34 2532181790.34 0.1746 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 0.0394 415152074.63 415152074.63 0.0286 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 0.0394 1857141063.08 1857141063.08 0.1281 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.767500% 912797VA2 254900HROIFWPRGM1V77 US912797VA22 U.S. Treasury Debt Y 2026-12-03 2026-12-03 2026-12-03 N N N 0.0398 161713357.42 161713357.42 0.0112 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.950000% 912797VG9 254900HROIFWPRGM1V77 US912797VG91 U.S. Treasury Debt Y 2026-12-10 2026-12-10 2026-12-10 N N N 0.0398 470051952.16 470051952.16 0.0324 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 0.0388 1928406372.88 1928406372.88 0.1330 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 0.0408 12606983.04 12606983.04 0.0009 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 0.0407 25591779.55 25591779.55 0.0018 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.945000% 912797VW4 254900HROIFWPRGM1V77 US912797VW42 U.S. Treasury Debt Y 2026-11-10 2026-11-10 2026-11-10 N N N 0.0394 790320846.92 790320846.92 0.0545 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 0.0394 594338423.82 594338423.82 0.0410 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 0.0396 428476531.57 428476531.57 0.0295 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.910000% 912797VZ7 254900HROIFWPRGM1V77 US912797VZ72 U.S. Treasury Debt Y 2026-12-01 2026-12-01 2026-12-01 N N N 0.0397 720724205.67 720724205.67 0.0497 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.801000% 912797WC7 254900HROIFWPRGM1V77 US912797WC78 U.S. Treasury Debt Y 2027-02-25 2027-02-25 2027-02-25 N N N 0.0418 164039381.71 164039381.71 0.0113 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.862500% 912797WD5 254900HROIFWPRGM1V77 US912797WD51 U.S. Treasury Debt Y 2027-03-04 2027-03-04 2027-03-04 N N N 0.0420 160153502.94 160153502.94 0.0110 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.741000% 912797WF0 254900HROIFWPRGM1V77 US912797WF00 U.S. Treasury Debt Y 2026-12-15 2026-12-15 2026-12-15 N N N 0.0400 657351726.04 657351726.04 0.0453 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.745000% 912797WG8 254900HROIFWPRGM1V77 US912797WG82 U.S. Treasury Debt Y 2026-12-22 2026-12-22 2026-12-22 N N N 0.0406 299135156.22 299135156.22 0.0206 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 3.750000% 912797WH6 254900HROIFWPRGM1V77 US912797WH65 U.S. Treasury Debt Y 2026-12-29 2026-12-29 2026-12-29 N N N 0.0409 803076989.07 803076989.07 0.0554 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 4.220000% 912797WV5 254900HROIFWPRGM1V77 US912797WV59 U.S. Treasury Debt Y 2027-04-22 2027-04-22 2027-04-22 N N N 0.0426 134320275.89 134320275.89 0.0093 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 4.207500% 912797WW3 254900HROIFWPRGM1V77 US912797WW33 U.S. Treasury Debt Y 2027-04-29 2027-04-29 2027-04-29 N N N 0.0426 148613002.09 148613002.09 0.0102 N Y Y N U.S. Treasury Bill U.S. Treasury Bill 4.140000% 912797WZ6 254900HROIFWPRGM1V77 US912797WZ63 U.S. Treasury Debt Y 2027-02-16 2027-02-16 2027-02-16 N N N 0.0415 65213217.30 65213217.30 0.0045 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 0.0410 16049269.03 16049269.03 0.0011 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 0.0411 87018342.53 87018342.53 0.0060 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 0.0415 42126387.29 42126387.29 0.0029 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 0.0417 11040115.63 11040115.63 0.0008 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.503700% 91282CAL5 254900HROIFWPRGM1V77 US91282CAL54 U.S. Treasury Debt Y 2027-09-30 2027-09-30 2027-09-30 N N N 0.0441 87473772.88 87473772.88 0.0060 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 0.0113 35326000.00 35326000.00 0.0024 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 0.0412 25713124.84 25713124.84 0.0018 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 0.0416 145607694.67 145607694.67 0.0100 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 0.0421 122796404.48 122796404.48 0.0085 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.615300% 91282CFM8 254900HROIFWPRGM1V77 US91282CFM82 U.S. Treasury Debt Y 2027-09-30 2027-09-30 2027-09-30 N N N 0.0438 25939739.54 25939739.54 0.0018 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 0.0418 41088761.62 41088761.62 0.0028 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.507200% 91282CLL3 254900HROIFWPRGM1V77 US91282CLL36 U.S. Treasury Debt Y 2027-09-15 2027-09-15 2027-09-15 N N N 0.0441 6542265.44 6542265.44 0.0005 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.513000% 91282CLQ2 254900HROIFWPRGM1V77 US91282CLQ23 U.S. Treasury Debt Y 2027-10-15 2027-10-15 2027-10-15 N N N 0.0443 70137517.20 70137517.20 0.0048 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 0.0413 56576000.00 56576000.00 0.0039 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.297000% 91282CLT6 254900HROIFWPRGM1V77 US91282CLT61 U.S. Treasury Debt Y 2026-10-31 2026-10-31 2026-10-31 N N N 0.0430 270640000.01 270640000.01 0.0187 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.712300% 91282CLX7 254900HROIFWPRGM1V77 US91282CLX73 U.S. Treasury Debt Y 2027-11-15 2027-11-15 2027-11-15 N N N 0.0447 17936942.76 17936942.76 0.0012 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 0.0420 209045917.25 209045917.25 0.0144 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 0.0421 117325874.67 117325874.67 0.0081 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.190000% 91282CMJ7 254900HROIFWPRGM1V77 US91282CMJ70 U.S. Treasury Debt Y 2026-10-31 2027-01-31 2027-01-31 N N N 0.0406 257921431.54 257921431.54 0.0178 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 0.0420 12695717.05 12695717.05 0.0009 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 0.0424 59108656.19 59108656.19 0.0041 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.252000% 91282CMX6 254900HROIFWPRGM1V77 US91282CMX64 U.S. Treasury Debt Y 2026-10-31 2027-04-30 2027-04-30 N N N 0.0404 113064982.97 113064982.97 0.0078 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.251000% 91282CNQ0 254900HROIFWPRGM1V77 US91282CNQ05 U.S. Treasury Debt Y 2026-10-31 2027-07-31 2027-07-31 N N N 0.0406 221361719.54 221361719.54 0.0153 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.498500% 91282CNV9 254900HROIFWPRGM1V77 US91282CNV99 U.S. Treasury Debt Y 2027-08-31 2027-08-31 2027-08-31 N N N 0.0442 44712509.85 44712509.85 0.0031 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.620300% 91282CPB1 254900HROIFWPRGM1V77 US91282CPB18 U.S. Treasury Debt Y 2027-09-30 2027-09-30 2027-09-30 N N N 0.0441 171999252.26 171999252.26 0.0119 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.282000% 91282CPG0 254900HROIFWPRGM1V77 US91282CPG05 U.S. Treasury Debt Y 2026-10-31 2027-10-31 2027-10-31 N N N 0.0406 34184895.02 34184895.02 0.0024 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.191000% 91282CPX3 254900HROIFWPRGM1V77 US91282CPX38 U.S. Treasury Debt Y 2026-10-31 2028-01-31 2028-01-31 N N N 0.0406 487998656.81 487998656.81 0.0336 N Y Y N U.S. Treasury Note U.S. Treasury Note 4.195000% 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y 2026-10-31 2028-04-30 2028-04-30 N N N 0.0409 281573700.84 281573700.84 0.0194 N Y Y N STATE STREET MASTER FUNDS 2026-11-06 /s/ Chad Hallett Chad Hallett Deputy Treasurer