State Street Multi-Factor Global Equity B Cap $

Objectives Investment objective The objective of the Fund is to provide a return in excess of the performance of global equity securities. Investment policies The investment policy of the Fund is to generate a return in excess of the performance of the MSCI World Index (or any other index determined by the Directors from time to time to track substantially the same market as the Index) over the medium to long term while screening out securities based on an assessment of their adherence to certain ESG criteria. The Fund promotes environmental or social characteristics in accordance with SFDR Article 8. These environmental and social characteristics are detailed in the SFDR Annex of the Fund's Supplement. The Investment Manager applies a negative and norms-based screen to the Fund to screen out securities based on an assessment of their adherence to ESG criteria including securities of companies identified as being non-compliant with UNGC Principles (relating to environmental protection, human rights, labour standards, anti-corruption),and securities of companies associated with Severe ESG Controversies, controversial weapons civilian firearms, tobacco, thermal coal, arctic oil & gas exploration, and oil sands extraction. By applying the relevant negative and norms-based screen, the Investment Manager deems the Fund's sustainable investments not to cause significant harm to any environmental or social sustainable investment objective. The Investment Manager, on behalf of the Fund, will invest actively using the Multi-Factor Equity Strategy as further described in the ""Investment Strategies"" section of the Prospectus. The securities in the portfolio are selected primarily from the securities in the index. Non-index securities may be held in the portfolio. The portfolio incorporates defined risk parameters that include limits on country, sector and security weights on an absolute basis and relative to the respective index. In order to achieve its investment objective,

PIR compliant

No

PEA compliant

No

PEA-PME compliant

No