FACTSHEET

EMEA_INST2

State Street Global Advisors Luxembourg SICAV State Street Index Equity Fund

Equities 31 August 2021

Share Class Performance [P EUR] All Investors Annualised Benchmark Fund Gross Difference Fund Net Difference 1 Year (%) 23.54 23.60 0.06 22.76 -0.78 Fund Objective 3 Year (%) 14.91 15.00 0.09 14.20 -0.71 The objective of the Fund is to track the performance of 5 Year (%) 11.47 11.59 0.12 10.82 -0.65 the Swiss equity market. Since Inception (%) 8.05 8.30 0.26 7.57 -0.47 Investment Strategy Cumulative The investment policy of the Fund is to track the 1 Month (%) 1.68 1.68 0.00 1.62 -0.06 performance of the MSCI Switzerland Index (or any other 3 Month (%) 10.57 10.58 0.00 10.39 -0.18 index determined by the Directors from time to time to track substantially the same market as the Index) as 1 Year (%) 23.54 23.60 0.06 22.76 -0.78 closely as possible while seeking to minimize as far as 3 Year (%) 51.74 52.09 0.34 48.96 -2.79 possible the tracking difference between the Fund's 5 Year (%) 72.08 73.04 0.96 67.09 -4.98 performance and that of the Index. Since Inception (%) 193.61 203.52 9.91 176.22 -17.39 The Index measures the performance of Swiss equities. Securities are weighted by market capitalisation. Calendar 2021 (year to date) 18.55 18.53 -0.02 17.99 -0.56 Benchmark 2020 2.42 2.56 0.14 1.85 -0.58 MSCI Switzerland 2019 34.76 34.90 0.14 33.96 -0.79 2018 -4.50 -4.40 0.10 -5.06 -0.56 Structure 2017 7.61 7.84 0.23 7.10 -0.52 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. Fund Facts This fund has a new inception date of 28 September 2015 due to a merger from the French domiciled SSgA Switzerland Index Equity Fund. The performance table and graph shows historical data beginning from 30 ISIN LU1159239513 September 2007. NAV 16.71 EUR as of 31 August The calculation method for value added returns may show rounding differences. 2021 When the Fund is closed according to its official Net Asset Value (NAV) calendar but, nonetheless, a significant portion of the underlying security prices can be determined, a Technical NAV is calculated. Past Performance Currency EUR indicated herein has therefore been calculated using a Technical NAV when required, as well as the official NAV Net Assets(millions) 281.02 CHF as of 31 of the Fund as at each other business day for the relevant period. August 2021 Source: SSGA. Inception Date 28 September 2015 All data is as at 31/08/2021 Investment Style Index Zone Switzerland Annualised Performance Settlement Redemption Settlement % Cycle, DD+2; Subscription Settlement Cycle, DD+2 30.00 0.06 -0.78 Fund Gross Notification Deadline DD 11:00AM CET time 25.00 Fund Net Benchmark Valuation Daily market close 20.00 0.09 -0.71 Swing Factor1 0.12 -0.65 Difference from 15.00 0.26 Subscription 0.02% -0.47 Benchmark 10.00 Redemption 0.02% Minimum Initial EUR 50.00 5.00 Investment 0.00 1 Year (%) 3 Year (%) 5 Year (%) Since Inception (%)

Minimum Subsequent EUR 50.00 Investment Management Fees 0.6% Fund Characteristics Fund Benchmark Actual TER 0.70% Weighted Av. Market Cap (m) Fr152,353 Fr152,352 Charge Subscription Redemption Av. Price/Book 3.61 3.62 Paid to the fund N/A Up to 2% Price/Earnings (Forward 1yr) 20.94 20.96 Weighted Harmonic Av. Price/Cash flow 14.01 14.02 1 Indicative as at the date of this factsheet and is subject to change Dividend Yield (%) 2.41 2.41 Number of Holdings* 40 40

Ratios 3 Years Standard Deviation (%) 11.31 Tracking Error (%) 0.06 Beta 1.00

* Number of Holdings quoted for the Fund may include Cash related items.

State Street Switzerland Index Equity Fund 31 August 2021 State Street Global Advisors

Top 10 Holdings Weight For More Information (%) % Visit our website www. 25 NESTLE SA-REG 20.94 ssga.com or contact your 20 ROCHE HOLDING AG-GENUSSCHEIN 16.22 representative SSGA office. 15 AG-REG 11.82 10 AG 3.80 SSGA Belgium 5 ABB LTD-REG 3.69 +32 (0) 2 663 2016 0 AG-REG 3.62 SSGA UBS GROUP AG-REG 3.52 +33 (0) 1 44 45 40 48 ZURICH AG-REG AG-REG CIE FINANCIERE RICHEMO-A REG 3.31 SSGA Germany UBS GROUP SIKA AG-REG ABB LTD-REG

SIKA AG-REG 2.94 LONZA GROUP -REG +49 (0) 89 55878 999 CIE FINANCIERE NESTLE SA-REG RICHEMO-A REG ROCHE HOLDING AG-GENUSSCHEIN GIVAUDAN-REG 2.66 NOVARTIS AG-REG SSGA Ireland

INSURANCE GROUP AG +353 (1) 776 3188 / +353 (1)

Sector Allocation Fund Benchmark 776 3029 (%) (%) % SSGA Health Care 37.62 37.66 50 +39 02 3206 6121 Consumer Staples 22.93 22.94 40 SSGA & Financials 15.20 15.14 30 +971 2 245 9000 Industrials 9.31 9.32 20 SSGA Netherlands Materials 8.01 8.02 +31 (0) 20 718 1701 Consumer Discretionary 3.95 3.95 10 SSGA Switzerland Information Technology 1.63 1.63 0 +41 (0) 44 245 7099 Communication Services 0.88 0.87

Real Estate 0.47 0.47 Staples SSGA United Kingdom Services Materials Financials Industrials Consumer Consumer

Information +44 (0) 20 3395 2333 Real Estate Technology

Total 100.00 100.00 Health Care Discretionary Communication

Country Allocation Fund Benchmark (%) (%) % Switzerland 100.00 100.00 100 Total 100.00 100.00 80

60

40

20

0 Switzerland

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

Marketing Communication – General Access. Professional Clients Only. This material is for your private information. The information provided does not constitute investment advice as such term is defined under the Markets in Financial Instruments Directive (2014/65/EU) or applicable Swiss regulation and it should not be relied on as such. There is no representation or warranty as to the accuracy of the information and State Street shall have no liability for decisions based on such information. The funds are not available to U.S. investors. This document should be read in conjunction with its prospectus and Key Investor Information Document (KIID). All transactions should be based on the latest available prospectus and KIID which contains more information regarding the charges, expenses and risks involved in your investment. This communication is directed at professional clients (this includes Eligible Counterparties) who are deemed both Knowledgeable and Experienced in matters relating to investments. The information contained in this communication is not a research recommendation or ‘investment research’ and is classified as a ‘Marketing Communication’ in accordance with the Markets in Financial Instruments Directive (2014/65/EU) or applicable Swiss regulation. This means that this marketing communication (a) has not been prepared in accordance with legal requirements designed to promote the independence of investment research (b) is not subject to any prohibition on dealing ahead of the dissemination of investment research. This collective investment scheme and its distributor are authorized by the Swiss Financial Market Supervisory Authority (FINMA) in accordance with the Swiss Collective Investment Schemes Act (CISA) and the Swiss Ordinance on Collective Investment Schemes (CISO). The collective investment scheme is organized as an Undertaking for Collective Investment in Transferable Securities (UCITS) under the laws of Luxembourg and authorized as a UCITS by the Commission de Surveillance du Secteur Financier (CSSF). Prospective investors may obtain the current prospectus, the articles of incorporation, the KIID as well as the latest annual and semi-annual report free of charge from the Swiss Representative and Paying Agent, State Street Bank International GmbH, Munich, Zurich Branch, Beethovenstrasse 19, 8027 Zurich. The MSCI Switzerland Index is a trademark of MSCI Inc. The whole or any part of this work may not be reproduced, copied or transmitted or any of its contents disclosed to third parties without SSGA's express written consent. © 2021 STATE STREET CORPORATION. ALL RIGHTS RESERVED. 07/09/2021 Expiration Date:20/10/2021