N-MFP2 0000855630 XXXXXXXX 2021-06-30 0000855630 S000011834 1 N N 033-31205 SSGA Funds Management, Inc. 801-60103 Ernst & Young LLP Boston MA SSGA Funds Management, Inc. 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1501355.09 1501355.09 0.0110 N Y Y N UNITED STATES TREASURY NOTE UNITED STATES TREASURY NOTE 0.164000% 912828ZK9 254900HROIFWPRGM1V77 US912828ZK94 U.S. Treasury Debt Y 2021-07-01 2022-04-30 2022-04-30 N N N 0.0005 2557364.93 2557364.93 0.0188 N Y Y N UNITED STATES TREASURY NOTE UNITED STATES TREASURY NOTE 0.105000% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y 2021-07-01 2022-07-31 2022-07-31 N N N 0.0005 2126181.04 2126181.04 0.0156 N Y Y N UNITED STATES TREASURY NOTE UNITED STATES TREASURY NOTE 0.105000% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y 2021-07-01 2022-10-31 2022-10-31 N N N 0.0006 1680923.32 1680923.32 0.0123 N Y Y N UNITED STATES TREASURY NOTE UNITED STATES TREASURY NOTE 0.099000% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y 2021-07-01 2023-01-31 2023-01-31 N N N 0.0008 579203.37 579203.37 0.0043 N Y Y N UNITED STATES TREASURY NOTE UNITED STATES TREASURY NOTE 0.084000% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y 2021-07-01 2023-04-30 2023-04-30 N N N 0.0008 1000028.30 1000028.30 0.0073 N N N N BNP Paribas SA BNP Paribas SA 0.050000% 927NEC009_0.05_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N STRIPS 2043-05-15 N/A 29.09 17.96 U.S. Treasuries (including strips) STRIPS 2044-05-15 N/A 39.53 23.92 U.S. Treasuries (including strips) STRIPS 2049-05-15 N/A 363232.97 197515.56 U.S. Treasuries (including strips) STRIPS 2048-11-15 N/A 473.69 260.11 U.S. Treasuries (including strips) STRIPS 2047-11-15 N/A 215.58 120.45 U.S. Treasuries (including strips) STRIP PRINC 2039-11-15 N/A 2297400.00 1613275.63 U.S. Treasuries (including strips) STRIP PRINC 2036-02-15 N/A 244900.00 192065.03 U.S. Treasuries (including strips) STRIPS 2027-02-15 N/A 18.29 17.18 U.S. Treasuries (including strips) STRIPS 2026-02-15 N/A 55.75 53.47 U.S. Treasuries (including strips) STRIPS 2025-11-15 N/A 110.44 106.41 U.S. Treasuries (including strips) STRIPS 2025-05-15 N/A 23.77 23.11 U.S. Treasuries (including strips) STRIPS 2034-11-15 N/A 259.65 202.60 U.S. Treasuries (including strips) STRIPS 2034-05-15 N/A 660041.09 520944.03 U.S. Treasuries (including strips) STRIPS 2033-05-15 N/A 183.38 148.43 U.S. Treasuries (including strips) STRIPS 2032-11-15 N/A 310.49 254.36 U.S. Treasuries (including strips) STRIPS 2037-02-15 N/A 4915.60 3621.80 U.S. Treasuries (including strips) STRIPS 2033-02-15 N/A 104.63 85.22 U.S. Treasuries (including strips) TSY INFL IX N/B 2044-02-15 1.375000 100.00 158.66 U.S. Treasuries (including strips) US TREASURY N/B 2042-11-15 2.750000 400.00 452.15 U.S. Treasuries (including strips) TSY INFL IX N/B 2026-01-15 2.000000 5904800.00 9412420.15 U.S. Treasuries (including strips) STRIP PRINC 2040-05-15 N/A 300.00 207.83 U.S. Treasuries (including strips) STRIPS 2047-05-15 N/A 526626.15 297995.62 U.S. Treasuries (including strips) STRIPS 2046-08-15 N/A 0.01 0.01 U.S. Treasuries (including strips) STRIPS 2044-11-15 N/A 50.73 30.32 U.S. Treasuries (including strips) Y 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 12000000.00 12000000.00 0.0881 N Y Y N Banco Santander SA Banco Santander SA 0.050000% 5493006QMFDDMYWIAM13 0000891478 938TMH003_0.05_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N STRIPS 2028-05-15 N/A 4526410.91 4134822.05 U.S. Treasuries (including strips) STRIPS 2028-08-15 N/A 3223704.49 2930963.11 U.S. Treasuries (including strips) STRIPS 2028-02-15 N/A 215.70 198.34 U.S. Treasuries (including strips) STRIPS 2027-02-15 N/A 592580.80 556515.74 U.S. Treasuries (including strips) US TREASURY N/B 2024-04-15 0.375000 1962500.00 1961596.64 U.S. Treasuries (including strips) US TREASURY N/B 2030-11-15 0.875000 100.00 95.33 U.S. Treasuries (including strips) US TREASURY N/B 2025-09-30 0.250000 519000.00 508720.99 U.S. Treasuries (including strips) FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-09-01 5.000000 19012.00 1482.40 Agency Mortgage-Backed Securities FANNIE MAE 2046-06-01 4.000000 155904.00 105613.98 Agency Mortgage-Backed Securities Y 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 10000000.00 10000000.00 0.0735 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 0.050000% MBNUM2BPBDO7JBLYG310 0000315030 985SRR000_0.05_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY N/B 2029-02-15 5.250000 3100.00 4057.72 U.S. Treasuries (including strips) TSY INFL IX N/B 2029-04-15 3.875000 85500.00 196398.65 U.S. Treasuries (including strips) US TREASURY N/B 2029-05-15 2.375000 9254800.00 10024963.63 U.S. Treasuries (including strips) US TREASURY N/B 2029-02-15 2.625000 100.00 110.73 U.S. Treasuries (including strips) Y 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 10000000.00 10000000.00 0.0735 N Y Y N Merrill Lynch & Co., Inc. Merrill Lynch & Co., Inc. 0.050000% 0000065100 99VDMN006_0.05_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY N/B 2041-05-15 2.250000 4161900.00 4347339.70 U.S. Treasuries (including strips) US TREASURY N/B 2041-05-15 2.250000 7812000.00 8160075.38 U.S. Treasuries (including strips) Y 2021-07-01 2021-07-01 2021-07-01 N N N 0.0005 12262000.00 12262000.00 0.0901 N Y Y N Elfun Government Money Market Fund 2021-07-08 /s/ Arthur A. Jensen Arthur A. Jensen Deputy Treasurer