SSGA INTERNATIONAL MARKETS SECURITIES LENDING FUND

[ EIN: 04-0025081 | Plan No. 191 ]

SSGA INTERNATIONAL MARKETS SECURITIES LENDING FUND is reported on Form 5500 as a DFE/Master Trust plan sponsored by STATE STREET BANK AND TRUST COMPANY. For the 2014 plan year, the plan had 0 participants and total assets of $0.

DFE/Master Trust plans are subject to ERISA disclosure requirements and annual reporting obligations.

Plan Sponsor: STATE STREET BANK AND TRUST COMPANY

Location: STATE STREET FINANCIAL CENTER, BOSTON, MA 02111

EIN: 040025081

Plan Number: 191

Plan Year: 2014

Plan Size: Large Plan

Plan Entity Type: DFE/Master Trust

Plan Type: DFE/Master Trust

Participants: 0

Total Assets: $0

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SSGA DAILY MSCI EUROPE INDEX NON-LENDING FUND
SSGA DAILY MSCI JAPAN INDEX SECURITIES LENDING FUND
SSGA DAILY MSCI JAPAN INDEX NON-LENDING FUND
SSGA DAILY MSCI PACIFIC EX-JAPAN INDEX SECURITIES LENDING FUND
SSGA DAILY MSCI PACIFIC EX-JAPAN INDEX NON-LENDING FUND
STATE STREET INTERNATIONAL ALPHA SECURITIES LENDING FUND

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STATE STREET TACTICAL BALANCED GROWTH SECURITIES LENDING FUND
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U.S. BOND MARKET INDX NL SF CL A (CMB1)
STATE STREET S&P 500(R) INDEX SECURITIES LENDING SERIES FUND CLASS I
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STATE STREET 3-10 YEAR U.S. TREASURY INDEX SECURITIES LENDING FUND
STATE STREET LONG U.S. AGENCY INDEX SECURITIES LENDING FUND
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