State Street Gl. Screened Man.Vol.Eq. P Cap $

Objectives Investment objective The objective of the Fund is to generate lower volatility returns than, and performance comparable to, global equity markets over the long term. Investment policies The investment policy of the Fund is to generate returns that exhibit lower volatility than the performance of the MSCI World Index (Net) (or any other index determined by the Directors from time to time to track substantially the same market as the Index) while remaining comparable to the Index over the long term. 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, anticorruption) 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 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 and/or Sub-Investment Manager, on behalf of the Fund, will invest actively using the Managed Volatility Equity Strategy as further described in the "Investment Strategies" section of the Prospectus and also employs a negative and norms-based ESG screen prior to the construction of the portfolio of the Fund and on an ongoing basis, as further described in the "ESG Screening" subsection of the "ESG Investing" section of the Prospectus. The securities in the portfolio are selected primarily from the securities in the in

PIR compliant

No

PEA compliant

No

PEA-PME compliant

No