State Street Global Equity Diversified Index Fund - I EUR ACC H Fonds

The investment objective of the Fund is to track the performance of developed and emerging equity markets. The Fund invests primarily in securities included in the Index. The Index is designed to exhibit lower greenhouse emission exposure than the MSCI ACWI (the 'Parent Index'). The Index uses an optimisation process that aims to: reduce the weighted average greenhouse gas emissions intensity by 50% compared to the Parent Index by time of the November 2030 Index Review when compared to the Parent Index levels as computed in November 2019 Index Review, reduce the weighted average greenhouse gas emissions intensity by 10% compared to the Parent Index at the time of Index Review, and on an annualized basis, reducing the weighted average WTW Climate Transition Value-at-Risk (or 'CTVaR') (which is calculated by Willis Limited ('Willis') and is a measure of the risk of a reduction in an asset's value due to the global transition to net-zero emissions of the Index to 75% of CTVaR of the Parent Index.