FACTSHEET
EMEA_INST2
State Street Global Advisors Luxembourg SICAV State Street UK Index Equity Fund
Equities 31 August 2021
Share Class Performance [I EUR] Institutional Investors Annualised Benchmark Fund Gross Difference Fund Net Difference 1 Year (%) 28.92 28.90 -0.02 28.53 -0.39 Fund Objective 3 Year (%) 3.17 3.16 0.00 2.86 -0.31 The objective of the Fund is to track the performance of 5 Year (%) 4.24 4.25 0.01 3.95 -0.29 the UK equity market. Since Inception (%) 4.94 4.98 0.04 4.67 -0.27 Investment Strategy Cumulative The investment policy of the Fund is to track the 1 Month (%) 1.31 1.30 0.00 1.28 -0.03 performance of the MSCI United Kingdom Index (or any 3 Month (%) 2.88 2.84 -0.03 2.77 -0.10 other index determined by the Directors from time to time to track substantially the same market as the Index) 1 Year (%) 28.92 28.90 -0.02 28.53 -0.39 as closely as possible while seeking to minimize as far 3 Year (%) 9.81 9.79 -0.01 8.82 -0.98 as possible the tracking difference between the Fund's 5 Year (%) 23.07 23.14 0.07 21.36 -1.71 performance and that of the Index. Since Inception (%) 49.92 50.38 0.46 46.70 -3.22 The Index measures the performance of UK equities. Securities are weighted by market capitalisation. Calendar 2021 (year to date) 18.69 18.70 0.00 18.47 -0.22 Benchmark 2020 -17.86 -17.87 -0.01 -18.12 -0.26 MSCI United Kingdom Index 2019 23.27 23.28 0.00 22.91 -0.37 2018 -9.83 -9.86 -0.04 -10.13 -0.30 Structure 2017 7.42 7.52 0.10 7.20 -0.22 Investment Company Past performance is not a guarantee of future results. Investing involves risk including the risk of loss of capital. UCITS Compliant The performance figures contained herein are provided on a gross and net of fees basis. Gross of fees do not reflect the deduction of advisory or other fees which could reduce the return. Index returns reflect capital Domicile gains and losses, income, and the reinvestment of dividends. The performance includes the reinvestment of dividends and other corporate earnings and is calculated in the currency stated in the Fund Facts. Luxembourg Calendar year inception performance returns will be partial for the year where the inception date for either the Fund in question or the historic performance-linked Fund (whichever is the earliest) falls within that period. French Investors only This fund has a new inception date of 28 September 2015 due to a merger from the French domiciled SSgA UK PEA Eligible Index Equity Fund. The performance table and graph shows historical data beginning from 08 April 2013. The calculation method for value added returns may show rounding differences. When the Fund is closed according to its official Net Asset Value (NAV) calendar but, nonetheless, a significant Fund Facts portion of the underlying security prices can be determined, a Technical NAV is calculated. Past Performance indicated herein has therefore been calculated using a Technical NAV when required, as well as the official NAV LU1159238978 ISIN of the Fund as at each other business day for the relevant period. NAV 12.11 EUR as of 31 August 2021 Source: SSGA. All data is as at 31/08/2021 Currency EUR Net Assets(millions) 188.98 GBP as of 31 Annualised Performance August 2021 Inception Date 28 September 2015 % Investment Style Index 35.00 -0.02 -0.39 Fund Gross Zone United Kingdom 30.00 Fund Net Settlement Redemption Settlement 25.00 Benchmark Cycle, DD+2; Subscription 20.00 Difference Settlement Cycle, DD+2 from Notification Deadline DD 11:00AM CET time 15.00 Benchmark 0.01 -0.29 0.04 -0.27 Valuation Daily market close 10.00 -0.31 0.00 Swing Factor1 5.00 0.00 Subscription 0.50% 1 Year (%) 3 Year (%) 5 Year (%) Since Inception (%)
Redemption 0.02% Minimum Initial EUR 3,000,000.00 Fund Characteristics Fund Benchmark Investment Weighted Av. Market Cap (m) £48,379 £48,612 Minimum Subsequent EUR 1,000.00 Av. Price/Book 1.82 1.82 Investment Price/Earnings (Forward 1yr) 11.91 11.86 Management Fees 0.2% Weighted Harmonic Av. Price/Cash flow 8.16 8.15 Actual TER 0.30% Dividend Yield (%) 3.68 3.69 Charge Subscription Redemption Number of Holdings* 86 86 Paid to the fund N/A Up to 2%
1 Indicative as at the date of this factsheet and is subject to change Ratios 3 Years Standard Deviation (%) 17.67 Tracking Error (%) 0.07 Beta 1.00
* Number of Holdings quoted for the Fund may include Cash related items.
State Street UK Index Equity Fund 31 August 2021 State Street Global Advisors
Top 10 Holdings Weight For More Information (%) % Visit our website www. 8 ASTRAZENECA PLC 7.31 7 ssga.com or contact your UNILEVER PLC 5.87 6 5 representative SSGA office. DIAGEO PLC 4.54 4 3 HSBC HOLDINGS PLC 4.37 2 SSGA Belgium 1 +32 (0) 2 663 2016 GLAXOSMITHKLINE PLC 4.08 0 PLC RIO TINTO PLC 3.35 PLC SSGA France BP PLC
BP PLC 3.33 BRITISH +33 (0) 1 44 45 40 48
BRITISH AMERICAN TOBACCO PLC 3.31 DIAGEO PLC SSGA Germany ROYAL DUTCH ROYAL DUTCH UNILEVER PLC RIO TINTO PLC
ROYAL DUTCH SHELL PLC-A SHS 3.27 HSBC HOLDINGS
SHELL PLC-A SHS SHELL PLC-B SHS +49 (0) 89 55878 999 GLAXOSMITHKLINE ROYAL DUTCH SHELL PLC-B SHS 2.95 ASTRAZENECA PLC SSGA Ireland
AMERICAN TOBACCO PLC +353 (1) 776 3188 / +353 (1)
Sector Allocation Fund Benchmark 776 3029 (%) (%) % SSGA Italy Consumer Staples 19.12 19.20 25 +39 02 3206 6121 Financials 17.80 17.76 20 SSGA Middle East & Africa Health Care 12.31 12.32 15 +971 2 245 9000 Materials 12.10 12.07 10 SSGA Netherlands Industrials 11.54 11.54 +31 (0) 20 718 1701 Energy 9.55 9.56 5 SSGA Switzerland Consumer Discretionary 6.80 6.83 0 +41 (0) 44 245 7099 Communication Services 4.49 4.43 Energy Utilities Utilities 3.58 3.57 Staples SSGA United Kingdom Services Materials Financials Industrials Consumer Consumer
Information +44 (0) 20 3395 2333 Real Estate Technology
Real Estate 1.36 1.39 Health Care Discretionary
Information Technology 1.34 1.35 Communication Total 100.00 100.00
Country Allocation Fund Benchmark (%) (%) % United Kingdom 100.00 100.00 100 Total 100.00 100.00 80 60 40 20 0 United Kingdom
Source: SSGA. Characteristics, holdings, country allocations and sectors shown are as of the date indicated at the top of this factsheet and are subject to change. Within Country Allocation, 'Other' denotes the consolidation of any countries which are not already included in the Fund’s top 10.
PLEASE NOTE THAT FULL DETAILS OF UNDERLYING FUND HOLDINGS CAN BE FOUND ON WWW.SSGA.COM
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