N-MFP2 0000855630 XXXXXXXX 2022-06-30 0000855630 S000011834 1 N N 033-31205 SSGA Funds Management, Inc. 801-60103 Ernst & Young LLP Boston MA SSGA Funds Management, Inc. US Bancorp Fund Services LLC 0001094770 085-11357 N N N Exempt Government Government/Agency Y 12 60 131430526.16 129502752.64 130808850.25 127170605.55 133029381.35 131201699.96 131707619.44 128667618.99 0.00 0.8741 0.8759 0.8534 0.8304 0.8847 0.8874 0.8592 0.8402 0.0000 882.97 153614517.45 153637683.44 55938.25 186014.90 153508489.76 153508327.5300 1.0000 0.0115 1.0000 0.9999 0.9998 0.9998 0.0000 C000032336 25.00 153508489.76 153508327.5300 1.0000 0.9999 0.9998 0.9998 0.0000 4589581.62 2140889.64 1021747.63 3557074.12 5725866.25 334039.97 276862.16 447360.16 0.00 0.00 12440065.07 6647734.61 0.0115 N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.600000% 3130AJYL7 2549001DPIFGXC1TOL40 US3130AJYL76 U.S. Government Agency Debt Y 2022-07-01 2022-08-12 2022-08-12 N N N 0.0152 1500136.59 1500136.59 0.0098 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.520000% 3130ANA26 2549001DPIFGXC1TOL40 US3130ANA265 U.S. Government Agency Debt Y 2022-07-01 2022-08-05 2022-08-05 N N N 0.0154 510000.02 510000.02 0.0033 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.520000% 3130ANZT0 2549001DPIFGXC1TOL40 US3130ANZT06 U.S. Government Agency Debt Y 2022-07-01 2022-10-07 2022-10-07 N N N 0.0152 1079999.56 1079999.56 0.0070 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.520000% 3130AP3L7 2549001DPIFGXC1TOL40 US3130AP3L73 U.S. Government Agency Debt Y 2022-07-01 2022-10-17 2022-10-17 N N N 0.0152 999997.60 999997.60 0.0065 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.125000% 3130AQ3V3 2549001DPIFGXC1TOL40 US3130AQ3V38 U.S. Government Agency Debt Y 2022-11-29 2022-11-29 2022-11-29 N N N 0.0219 297420.73 297420.73 0.0019 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.515000% 3130ASGM5 2549001DPIFGXC1TOL40 US3130ASGM50 U.S. Government Agency Debt Y 2022-07-01 2022-09-15 2022-09-15 N N N 0.0152 4900021.51 4900021.51 0.0319 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.100000% 313384FM6 2549001DPIFGXC1TOL40 US313384FM69 U.S. Government Agency Debt Y 2023-05-12 2023-05-12 2023-05-12 N N N 0.0290 487831.08 487831.08 0.0032 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 2.160000% 313384FT1 2549001DPIFGXC1TOL40 US313384FT13 U.S. Government Agency Debt Y 2023-05-18 2023-05-18 2023-05-18 N N N 0.0290 195039.99 195039.99 0.0013 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.160000% 313385F76 2549001DPIFGXC1TOL40 US313385F763 U.S. Government Agency Debt Y 2022-09-14 2022-09-14 2022-09-14 N N N 0.0192 498022.88 498022.88 0.0032 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.935010% 313385F92 2549001DPIFGXC1TOL40 US313385F920 U.S. Government Agency Debt Y 2022-09-16 2022-09-16 2022-09-16 N N N 0.0192 329656.31 329656.31 0.0021 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.190000% 313385U87 2549001DPIFGXC1TOL40 US313385U879 U.S. Government Agency Debt Y 2022-12-28 2022-12-28 2022-12-28 N N N 0.0269 493407.71 493407.71 0.0032 N N N N FEDERAL HOME LOAN BANK DISCOUNT NOTES FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.760020% 313385ZN9 US313385ZN97 U.S. Government Agency Debt Y 2022-07-19 2022-07-19 2022-07-19 N N N 0.0140 99930.51 99930.51 0.0007 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.785010% 313385ZP4 2549001DPIFGXC1TOL40 US313385ZP46 U.S. Government Agency Debt Y 2022-07-20 2022-07-20 2022-07-20 N N N 0.0140 799413.20 799413.20 0.0052 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 1.530000% 3133EM2J0 US3133EM2J06 U.S. Government Agency Debt Y 2022-07-01 2023-06-12 2023-06-12 N N N 0.0152 300034.31 300034.31 0.0020 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 1.515000% 3133EM4Y5 US3133EM4Y54 U.S. Government Agency Debt Y 2022-07-01 2022-09-13 2022-09-13 N N N 0.0154 419979.30 419979.30 0.0027 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 1.527500% 3133EM4Z2 US3133EM4Z20 U.S. Government Agency Debt Y 2022-07-01 2023-07-14 2023-07-14 N N N 0.0154 199987.08 199987.08 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 1.530000% 3133EM5N8 US3133EM5N80 U.S. Government Agency Debt Y 2022-07-01 2023-08-21 2023-08-21 N N N 0.0154 549955.19 549955.19 0.0036 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 1.595000% 3133EMCF7 US3133EMCF78 U.S. Government Agency Debt Y 2022-07-01 2022-10-07 2022-10-07 N N N 0.0152 500101.63 500101.63 0.0033 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 1.575000% 3133EMGS5 US3133EMGS53 U.S. Government Agency Debt Y 2022-07-01 2022-11-18 2022-11-18 N N N 0.0152 750178.34 750178.34 0.0049 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 1.540000% 3133EMH70 US3133EMH706 U.S. Government Agency Debt Y 2022-07-01 2023-06-14 2023-06-14 N N N 0.0152 300056.92 300056.92 0.0020 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 1.550000% 3133EMKE1 US3133EMKE12 U.S. Government Agency Debt Y 2022-07-01 2022-07-11 2022-07-11 N N N 0.0151 500005.53 500005.53 0.0033 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 1.550000% 3133EMMM1 US3133EMMM10 U.S. Government Agency Debt Y 2022-07-01 2022-07-08 2022-07-08 N N N 0.0152 1000005.85 1000005.85 0.0065 N N Y N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 1.522500% 3133EMTC6 US3133EMTC64 U.S. Government Agency Debt Y 2022-07-01 2022-09-07 2022-09-07 N N N 0.0152 500005.99 500005.99 0.0033 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 1.535000% 3133EMVQ2 US3133EMVQ23 U.S. Government Agency Debt Y 2022-07-01 2023-01-12 2023-01-12 N N N 0.0152 750052.52 750052.52 0.0049 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 1.530000% 3133EMXK3 US3133EMXK35 U.S. Government Agency Debt Y 2022-07-01 2022-10-27 2022-10-27 N N N 0.0152 500015.96 500015.96 0.0033 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 1.792800% 3133EMXZ0 US3133EMXZ04 U.S. Government Agency Debt Y 2022-07-01 2023-05-03 2023-05-03 N N N 0.0174 520117.46 520117.46 0.0034 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 1.570000% 3133EMZD7 US3133EMZD73 U.S. Government Agency Debt Y 2022-07-01 2024-05-13 2024-05-13 N N N 0.0156 80021.75 80021.75 0.0005 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 1.530000% 3133EMZK1 US3133EMZK17 U.S. Government Agency Debt Y 2022-07-01 2022-12-14 2022-12-14 N N N 0.0153 591020.21 591020.21 0.0039 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 0.210000% 3133ENFY1 US3133ENFY14 U.S. Government Agency Debt Y 2022-12-02 2022-12-02 2022-12-02 N N N 0.0208 595224.43 595224.43 0.0039 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 1.560000% 3133ENWG1 US3133ENWG15 U.S. Government Agency Debt Y 2022-07-01 2024-05-09 2024-05-09 N N N 0.0156 200017.43 200017.43 0.0013 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 1.555000% 3133ENXG0 US3133ENXG06 U.S. Government Agency Debt Y 2022-07-01 2024-05-24 2024-05-24 N N N 0.0155 300037.71 300037.71 0.0020 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 2.100000% 3133ENXP0 US3133ENXP05 U.S. Government Agency Debt Y 2023-05-25 2023-05-25 2023-05-25 N N N 0.0289 496515.97 496515.97 0.0032 N N N N FEDERAL FARM CREDIT BANKS FEDERAL FARM CREDIT BANKS 1.555000% 3133ENXZ8 US3133ENXZ86 U.S. Government Agency Debt Y 2022-07-01 2024-06-03 2024-06-03 N N N 0.0155 200021.01 200021.01 0.0013 N N N N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 1.132500% 912796T33 254900HROIFWPRGM1V77 US912796T338 U.S. Treasury Debt Y 2023-02-23 2023-02-23 2023-02-23 N N N 0.0245 492137.03 492137.03 0.0032 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 0.816000% 912796U49 254900HROIFWPRGM1V77 US912796U492 U.S. Treasury Debt Y 2022-09-15 2022-09-15 2022-09-15 N N N 0.0161 538198.80 538198.80 0.0035 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 0.856000% 912796U56 254900HROIFWPRGM1V77 US912796U567 U.S. Treasury Debt Y 2022-09-22 2022-09-22 2022-09-22 N N N 0.0165 1643815.05 1643815.05 0.0107 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 1.870000% 912796V48 254900HROIFWPRGM1V77 US912796V482 U.S. Treasury Debt Y 2023-04-20 2023-04-20 2023-04-20 N N N 0.0261 489678.88 489678.88 0.0032 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 2.100000% 912796W47 254900HROIFWPRGM1V77 US912796W472 U.S. Treasury Debt Y 2023-05-18 2023-05-18 2023-05-18 N N N 0.0268 976867.19 976867.19 0.0064 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 0.660000% 912796X20 254900HROIFWPRGM1V77 US912796X207 U.S. Treasury Debt Y 2022-07-19 2022-07-19 2022-07-19 N N N 0.0104 99948.88 99948.88 0.0007 N Y Y N UNITED STATES TREASURY BILL UNITED STATES TREASURY BILL 0.850000% 912796XW4 254900HROIFWPRGM1V77 US912796XW41 U.S. Treasury Debt Y 2022-09-20 2022-09-20 2022-09-20 N N N 0.0160 358724.25 358724.25 0.0023 N Y Y N UNITED STATES TREASURY NOTE UNITED STATES TREASURY NOTE 1.812800% 91282CAA9 254900HROIFWPRGM1V77 US91282CAA99 U.S. Treasury Debt Y 2022-07-01 2022-07-31 2022-07-31 N N N 0.0150 2125545.62 2125545.62 0.0138 N Y Y N UNITED STATES TREASURY NOTE UNITED STATES TREASURY NOTE 1.812800% 91282CAS0 254900HROIFWPRGM1V77 US91282CAS08 U.S. Treasury Debt Y 2022-07-01 2022-10-31 2022-10-31 N N N 0.0151 1681689.33 1681689.33 0.0110 N Y Y N UNITED STATES TREASURY NOTE UNITED STATES TREASURY NOTE 1.806800% 91282CBK6 254900HROIFWPRGM1V77 US91282CBK62 U.S. Treasury Debt Y 2022-07-01 2023-01-31 2023-01-31 N N N 0.0153 1358197.19 1358197.19 0.0088 N Y Y N UNITED STATES TREASURY NOTE UNITED STATES TREASURY NOTE 1.446900% 91282CBU4 254900HROIFWPRGM1V77 US91282CBU45 U.S. Treasury Debt Y 2023-03-31 2023-03-31 2023-03-31 N N N 0.0276 796235.78 796235.78 0.0052 N Y Y N UNITED STATES TREASURY NOTE UNITED STATES TREASURY NOTE 1.791800% 91282CBY6 254900HROIFWPRGM1V77 US91282CBY66 U.S. Treasury Debt Y 2022-07-01 2023-04-30 2023-04-30 N N N 0.0155 1228460.50 1228460.50 0.0080 N Y Y N UNITED STATES TREASURY NOTE UNITED STATES TREASURY NOTE 1.786800% 91282CCQ2 254900HROIFWPRGM1V77 US91282CCQ24 U.S. Treasury Debt Y 2022-07-01 2023-07-31 2023-07-31 N N N 0.0158 3729383.69 3729383.69 0.0243 N Y Y N UNITED STATES TREASURY NOTE UNITED STATES TREASURY NOTE 1.792800% 91282CDE8 254900HROIFWPRGM1V77 US91282CDE84 U.S. Treasury Debt Y 2022-07-01 2023-10-31 2023-10-31 N N N 0.0161 1102696.75 1102696.75 0.0072 N Y Y N UNITED STATES TREASURY NOTE UNITED STATES TREASURY NOTE 1.742800% 91282CDU2 254900HROIFWPRGM1V77 US91282CDU27 U.S. Treasury Debt Y 2022-07-01 2024-01-31 2024-01-31 N N N 0.0167 60065.18 60065.18 0.0004 N Y Y N United States Treasury Floating Rate Note United States Treasury Floating Rate Note 1.682800% 91282CEL1 254900HROIFWPRGM1V77 US91282CEL19 U.S. Government Agency Debt Y 2022-07-01 2024-04-30 2024-04-30 N N N 0.0173 3047641.05 3047641.05 0.0199 N Y Y N BNP Paribas SA BNP Paribas SA Tri Party Repo 1.470000% 927NEC009_1.47_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N STRIP PRINC 2048-11-15 N/A 7335600.00 3172478.28 U.S. Treasuries (including strips) STRIP PRINC 2047-05-15 N/A 11371900.00 4945844.00 U.S. Treasuries (including strips) STRIP PRINC 2040-05-15 N/A 100.00 56.22 U.S. Treasuries (including strips) STRIPS 2043-05-15 N/A 26.41 12.46 U.S. Treasuries (including strips) STRIPS 2040-02-15 N/A 4162443.27 2309236.11 U.S. Treasuries (including strips) TSY INFL IX N/B 2048-02-15 1.000000 7705000.00 8900780.88 U.S. Treasuries (including strips) STRIPS 2029-05-15 N/A 628184.96 507530.73 U.S. Treasuries (including strips) STRIPS 2027-05-15 N/A 5.12 4.40 U.S. Treasuries (including strips) US TREASURY N/B 2029-02-28 1.875000 111200.00 104082.76 U.S. Treasuries (including strips) TSY INFL IX N/B 2024-01-15 0.625000 363900.00 460075.41 U.S. Treasuries (including strips) STRIPS 2030-05-15 N/A 17.08 13.38 U.S. Treasuries (including strips) Y 2022-07-01 2022-07-01 2022-07-01 N N N 0.0147 20000000.00 20000000.00 0.1303 N Y Y N Standard Chartered Bank Standard Chartered Bank Tri Party Repo 1.480000% 935MKJ009_1.48_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FANNIE MAE 2050-12-01 2.000000 2129691.00 1518494.31 Agency Mortgage-Backed Securities FANNIE MAE 2051-01-01 2.000000 2272384.00 1658783.07 Agency Mortgage-Backed Securities FANNIE MAE 2050-11-01 2.000000 332240.00 232290.76 Agency Mortgage-Backed Securities US TREASURY N/B 2024-08-31 1.875000 12096200.00 11886911.94 U.S. Treasuries (including strips) US TREASURY N/B 2052-05-15 2.875000 3200.00 3054.00 U.S. Treasuries (including strips) US TREASURY N/B 2051-05-15 2.375000 300.00 255.53 U.S. Treasuries (including strips) US TREASURY N/B 2049-08-15 2.250000 300.00 250.42 U.S. Treasuries (including strips) Y 2022-07-01 2022-07-01 2022-07-01 N N N 0.0148 15000000.00 15000000.00 0.0977 N Y Y N MUFG Securities (Canada) Ltd. MUFG Securities (Canada) Ltd. Tri Party Repo 1.430000% 937KFE008_1.43_0701 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY N/B 2025-10-31 0.250000 1000000.00 911685.40 U.S. Treasuries (including strips) US TREASURY N/B 2023-07-31 0.125000 100.00 97.05 U.S. Treasuries (including strips) US TREASURY N/B 2027-02-28 1.875000 268800.00 256863.94 U.S. Treasuries (including strips) US TREASURY N/B 2025-04-15 2.625000 100.00 99.47 U.S. Treasuries (including strips) FANNIE MAE 2041-07-01 4.500000 11331057.00 977495.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2052-04-01 4.000000 1019.00 991.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2047-04-01 4.000000 893970.00 373841.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2040-11-01 4.000000 36371000.00 1751937.79 Agency Mortgage-Backed Securities FANNIE MAE 2040-04-01 2.202000 30246.00 1478.58 Agency Mortgage-Backed Securities FANNIE MAE 2042-02-01 4.000000 5450997.00 548184.94 Agency Mortgage-Backed Securities FANNIE MAE 2050-09-01 3.000000 2854900.00 2219292.71 Agency Mortgage-Backed Securities FANNIE MAE 2052-03-01 3.000000 21176448.00 19379291.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2051-06-20 3.000000 3178112.00 2377548.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2044-07-20 4.000000 2001700.00 386457.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE A 2042-06-15 4.000000 853000.00 55157.88 Agency Mortgage-Backed Securities STRIP PRINC 2022-08-15 N/A 100.00 99.83 U.S. Treasuries (including strips) US TREASURY N/B 2024-12-31 2.250000 2100.00 2061.16 U.S. Treasuries (including strips) US TREASURY N/B 2030-05-15 0.625000 100.00 83.51 U.S. Treasuries (including strips) US TREASURY N/B 2023-10-15 0.125000 1406900.00 1357331.48 U.S. Treasuries (including strips) Y 2022-07-01 2022-07-01 2022-07-01 N N N 0.0143 30000000.00 30000000.00 0.1954 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. Tri Party Repo 1.500000% MBNUM2BPBDO7JBLYG310 0000315030 985SRR000_1.50_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY N/B 2029-06-30 3.250000 7700.00 7791.65 U.S. Treasuries (including strips) US TREASURY N/B 2029-05-15 2.375000 100.00 96.08 U.S. Treasuries (including strips) TSY INFL IX N/B 2029-07-15 0.250000 358800.00 395172.13 U.S. Treasuries (including strips) TSY INFL IX N/B 2030-07-15 0.125000 18676800.00 20186404.25 U.S. Treasuries (including strips) US TREASURY N/B 2029-05-31 2.750000 100.00 98.29 U.S. Treasuries (including strips) Y 2022-07-01 2022-07-01 2022-07-01 N N N 0.0150 20000000.00 20000000.00 0.1303 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. Tri Party Repo 1.500000% CYYGQCGNHMHPSMRL3R97 0000083246 99VDKG003_1.50_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N STRIP PRINC 2025-08-15 N/A 982000.00 892681.21 U.S. Treasuries (including strips) US TREASURY N/B 2025-02-28 1.125000 3698000.00 3533855.47 U.S. Treasuries (including strips) TSY INFL IX N/B 2025-01-15 0.250000 8832000.00 10873513.17 U.S. Treasuries (including strips) Y 2022-07-01 2022-07-01 2022-07-01 N N N 0.0150 15000000.00 15000000.00 0.0977 N Y Y N Merrill Lynch & Co., Inc. Merrill Lynch & Co., Inc. Tri Party Repo 1.460000% 0000065100 99VDMN006_1.46_0701 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY N/B 2031-05-15 1.625000 2778800.00 2489836.06 U.S. Treasuries (including strips) US TREASURY N/B 2031-05-15 1.625000 11383800.00 10200012.87 U.S. Treasuries (including strips) Y 2022-07-01 2022-07-01 2022-07-01 N N N 0.0146 12441000.00 12441000.00 0.0810 N Y Y N Elfun Government Money Market Fund 2022-07-08 /s/ Arthur A. Jensen Arthur A. Jensen Deputy Treasurer