LU0773064638 State Street SRI Euro Corporate Bond Index Fund - B

The objective of the Fund is to track the performance of the fixed-rate, investment grade, Euro-denominated sustainable corporate bond market.

The investment policy of the Fund is to track the performance of the Index (or any other index determined by the Directors from time to time to track substantially the same market as the Index) as closely as possible while seeking to minimise as far as possible the tracking difference between the Fund’s performance and that of the Index.

The Index measures the performance of the Euro corporate bond market, screened based on sustainability criteria. Securities must be fixed rate, Euro-denominated and rated investment grade as defined by the Index methodology. Inclusion is based on the currency of the issue, not the domicile of the issuer. Please refer to the “Negative Sustainable Investing Screening” and “Positive Sustainable Investing Screening” sub sections of the “Sustainable Investing” section of the Prospectus for further details.

The Investment Manager, on behalf of the Fund, will invest using the Stratified Sampling Strategy as further described in the “Investment Techniques” section of the Prospectus, primarily in the securities of the Index, at all times in accordance with the investment restrictions set forth in the Prospectus. The Investment Manager also may, in exceptional circumstances, invest in securities not included in the Index but that it believes closely reflect the risk and distribution characteristics of securities of the Index. From time to time securities are added to or removed from the Index. The Investment Manager may sell securities that are represented in the Index, or purchase securities that are not yet represented in the Index, in anticipation of their removal from or addition to the Index. Where such securities remain non-Index constituents, they will be sold or transferred as soon as reasonably practicable. The Investment Manager integrates Sustainability Risk into its investment decisions as further described in the “Sustainable Investing Integration” subsection of the “Sustainable Investing” section of the Prospectus.