Fact Sheet 31 January 2025 SPDR Bloomberg 0-3 ® Fixed Income Year Euro Corporate Bond GBP Hdg UCITS ETF (Dist) Fund Information Fund Objective ISINIE0005HG1US8 The objective of the Fund is to track the performance of the short- Index Name Bloomberg Euro 0-3 Year Corporate Bond Index (GBP Hedged) dated, fixed-rate, investment-grade Euro-denominated corporate bond market. Index TickerH29418GB Index Type Total Return Number of Constituents 1,738 Index Description Key Facts The Bloomberg EUR Corporate 0-3 Year Index (GBP Hedged) represents a close estimation of the performance that can be Inception Date 07-Mar-2024 achieved by hedging the currency exposure of its parent index, theShare Class CurrencyGBP Bloomberg EUR Corporate 0-3 Year Index, to GBP. The index is Fund — Base CurrencyEUR 100% hedged to the GBP by selling the forwards of all the currencies TER 0.25% in the parent index at the one-month Forward rate. The parent index Income TreatmentSemi-Annually Distribution is composed of corporate bonds that have a remaining maturity of Replication Method Stratified Sampling greater than 0 month and less than 3 years. UCITS Compliant Yes DomicileIreland Tax StatusInvestment Manager State Street Global Advisors Europe Limited Sub-Investment Manager(s) State Street Global Advisors Limited As standard, SSGA aims to meet all applicable tax reporting Fund Umbrella SSGA SPDR ETFs Europe I plc requirements for all of the SPDR ETFs in the following countries. Share Class Assets (millions) £0.13 Applications are made throughout the year depending on the time Total Fund Assets (millions)€885.07 scale required by each local tax authority: UK, Germany, Austria, ISA EligibleYes Switzerland. SIPP Eligible Yes PEA EligibleNo Countries of Registration United Kingdom, Switzerland, Sweden, Spain, Norway, Netherlands, Luxembourg, Italy, Ireland, Germany, France, Finland, Denmark, Austria Listings Exchange Exchange Ticker Trading CurrencyiNAV Ticker Bloomberg Code Reuters Code SEDOL Code CBOE NL Equities - Regulated SEGHx GBP INSEGHX SEGHX I2SEGHx.DXE BMWC869 Market* London Stock ExchangeSEEG GBP INSEGHX SEEG LN SEEG.L BMWC870 *Denotes Primary Listing 1 Country Weights Weight (%) Performance of the fund is not shown as the inception date of the fund is less than 12 months.United States 18.59 France 17.85 Characteristics Germany 14.63 Number of Holdings 1,545 Spain 7.84 Average Maturity in Years 1.52United Kingdom7.77 Effective Convexity 0.02% Italy 6.17 Effective Duration 1.45Netherlands 5.31 Yield to Maturity 2.84% Sweden3.97 Source: SSGA Characteristics, holdings, country allocations and sectors shown Switzerland 2.51 are as of date indicated at the top of this factsheet and are subject to change. AnyDenmark 1.93 reference to a specific company or security does not constitute a recommendation to buy, sell, hold or invest directly in such company or securities.Finland 1.76 Japan 1.56 Top 10 HoldingsWeight (%) Belgium 1.53 JPMORGAN CHASE & CO 1.638 05/18/20280.23Austria 1.51 GOLDMAN SACHS GROUP INC 1.625 07/27/20260.23Australia 1.45 VOLKSWAGEN INTL FIN NV 1.875 03/30/2027 0.21Norway0.90 DEUTSCHE BANK AG 4 06/24/2032 0.20Luxembourg0.83 SUMITOMO MITSUI FINL GRP 1.546 06/15/2026 0.20Ireland 0.64 HSBC HOLDINGS PLC 3.019 06/15/2027 0.20Portugal 0.57 BP CAPITAL MARKETS PLC 3.25 06/29/2049 0.20New Zealand 0.47 MORGAN STANLEY 0.406 10/29/2027 0.20Canada0.40 NATIONWIDE BLDG SOCIETY 4.5 11/01/2026 0.19Poland0.36 WELLS FARGO & COMPANY 1 02/02/2027 0.19Hungary 0.35 Other 1.10 Credit Quality Breakdown Weight (%) Aaa 0.35 Aa 7.40 Contact Us A 42.77 Visit our website at ssga.com/etfs or contact your local SPDR ETF Baa49.47 representative. Alternatively contact our SPDR ETF Sales and Credit quality rating is based on an average of Moody's, S&P, and Fitch.Support team at spdrseurope@ssga.com. Sector Breakdown Weight (%) France & LuxembourgGermany spdretf_france@ssga.comspdrsgermany@ssga.com Corporate - Finance49.38 +33 1 44 45 40 00 +49 69 66774 5016 Corporate - Industrial 43.94 Corporate - Utility 6.47Italy Netherlands Cash0.21 spdretf_italia@ssga.comspdr_nl@ssga.com +39 0232066 140+31 (0)20-7181071 NordicsSpain Maturity Breakdown Weight (%) spdrseurope@ssga.com spdrseurope@ssga.com 0 - 1 Year 27.20 +31 (0)20-7181071 +39 0232066 140 1 - 3 Years72.80 SwitzerlandUnited Kingdom spdrsswitzerland@ssga.com spdrseurope@ssga.com + 41 (0)44 245 70 00 +44 (0) 203 395 6888 Capital Risk: Investing involves risk including the risk of loss of capital. Past performance is not a reliable indicator of future performance. 2 ssga.com/etfs Marketing Communication SSGA SPDR ETFs Europe I plc and SPDR ETFs affiliates, including Bloomberg Index ServicesSPDR ETFs may not be available or suitable for Europe II plc issue ("the Company") issue SPDR Limited ("BISL"), the administrator of the indexyou. The information provided does not ETFs, and is an open-ended investment (collectively, "Bloomberg") and have been Glossary constitute investment advice as such term iscompany with variable capital having licensed for use for certain purposes by Statedefined under the Markets in Financial segregated liability between its sub-funds. TheStreet Bank and Trust Company, through its Effective Convexity A measure of the Instruments Directive (2014/65/EU) and it Company is organised as an Undertaking for State Street Global Advisors division ("SSGA"). curvature in the relationship between bond should not be relied on as such. It should not be Collective Investment in Transferable Securities Bloomberg is not affiliated with SSGA, and prices and bond yields that demonstrates how considered a solicitation to buy or an offer to (UCITS) under the laws of Ireland and Bloomberg does not approve, endorse, review, the duration of a bond changes as the interest sell any investment. It does not take into authorised as a UCITS by the Central Bank or recommend any SSGA product. Bloomberg rate changes. account any investor's or potential investor's of Ireland.does not guarantee the timeliness, Effective Duration A duration calculation for particular investment objectives, strategies, tax Additional Important Information: accurateness, or completeness of any data or bonds that have embedded options. This status, risk appetite or investment horizon. If For the UK, this document has been issued by information relating to any SSGA product. measure of duration takes into account the factyou require investment advice you shouldState Street Global Advisors Limited ("SSGA"). The S&P 500® Index is a product of S&P Dow that expected cash flows will fluctuate as consult your tax and financial or other Authorised and regulated by the Financial Jones Indices LLC or its affiliates (“S&P DJI”) interest rates change. Effective duration can be professional advisor. Conduct Authority, registered No. 2509928. and have been licensed for use by State Street estimated using modified duration if a bondTax treatment depends on the individual VAT No. 5776591 81. Registered office: 20 Global Advisors. S&P®, SPDR®, S&P 500®,US with embedded options behaves like an circumstances of each client and may be Churchill Place, Canary Wharf, London, E14 5HJ 500 and the 500 are trademarks of Standard & option-free bond. subject to change in the future.Telephone: 020 3395 6000 Facsimile: 020Poor’s Financial Services LLC (“S&P”); Dow Yield to Maturity The total return anticipated This document does not constitute an offer or 3395 6350 Web: www.ssga.com. Jones® is a registered trademark of Dow Jones on a bond if the bond is held until it matures.request to purchase shares in SPDR ETFs For the EU, this document has been issued by Trademark Holdings LLC (“Dow Jones”) and has Yield to maturity is considered a long-term bond Europe I plc and SPDR ETFs Europe II plc. State Street Global Advisors Europe Limitedbeen licensed for use by S&P Dow Jones yield, but is expressed as an annual rate. In Please refer to the Fund’s latest Key (“SSGA”), regulated by the Central Bank of Indices; and these trademarks have been other words, it is the internal rate of return (IRR) Information Document (KID)/Key Investor Ireland. Registered office address 78 Sir John licensed for use by S&P DJI and sublicensed for of an investment in a bond if the investor holds Information Document (KIID) and Rogerson’s Quay, Dublin 2. Registered number certain purposes by State Street Global the bond until maturity and if all payments areProspectus before making any final 49934. T: +353 (0)1 776 3000. Fax: +353 (0)1 Advisors. The fund is not sponsored, endorsed, made as scheduled. investment decision. The latest English 776 3300. Web: www.ssga.com. sold or promoted by S&P DJI, Dow Jones, S&P, Distribution Yield The Annual dividends perversion of the prospectus and the KID/KIID SPDR ETFs Local Representative/their respective affiliates, and none of such share (DPS) of the fund divided by the share can be found at www.ssga.com. A Paying Agents: parties make any representation regarding the price of the fund. summary of investor rights can be found France: State Street Bank International GmbH advisability of investing in such product(s) nor Delta A measure of equity sensitivity showing here: https://www.ssga.com/library- Paris Branch, Cœur Défense -Tour A, 100, do they have any liability for any errors, the relationship between a percent change in content/products/fund-docs/summary-of- Esplanade du Général de Gaulle, 92931 Paris La omissions, or interruptions of these indices. stock price and corresponding expected investor-rights/ssga-spdr-investors-rights- Defense Cedex; Switzerland: State Street Bank The trademarks and service marks referenced percent change in convertible price; it is alsosummary.pdf Note that the ManagementGmbH Munich, Zurich Branch,herein are the property of their respective known as price elasticity. Company may decide to terminate the Beethovenstrasse 19, 8027 Zurich and the main owners. Third party data providers make no TER Total Expense Ratio is a fee charged toarrangements made for marketing and distributor in Switzerland, State Street Globalwarranties or representations of any kind the fund, as a percentage of the Net Asset proceed with de-notification in compliance Advisors AG, Beethovenstrasse 19, 8027 Zurich; relating to the accuracy, completeness or Value, to cover costs associated with operationwith Article 93a of Directive 2009/65/EC. Germany: State Street Global Advisors Europe timeliness of the data and have no liability for and management of the portfolio of assets. All fund related documents are available for free Limited, Brienner Strasse 59, D-80333 Munich; damages of any kind relating to the use ofof charge from the offices of the Local Spain: Cecabank, S.A. Alcalá 27, 28014 Madrid such data.Representative/Agent or by visiting the www.(Spain); Denmark: Nordea Bank Denmark A/S, The whole or any part of this work may not be For Professional Clients / Qualified ssga.com or by contacting State Street Issuer Services, Securities Services Hermesreproduced, copied or transmitted or any of its Investors Use Only. Not for public Custodial Services (Ireland) Limited, 78 Sir John Hus, Helgeshøj Allé 33 Postbox 850 DK-0900 contents disclosed to third parties without distribution. Rogerson's Quay, Dublin 2, Ireland. Copenhagen C; Austria: Erste Bank, Graben 21, SSGA’s express written consent. ETFs trade like stocks, are subject to SPDR ETFs is the exchange traded funds ("ETF") 1010 Wien, Österreich; Sweden: investment risk, fluctuate in market value and platform of State Street Global Advisors and is SKANDINAVISKA ENSKILDA BANKEN AB, Global may trade at prices above or below the ETFs netcomprised of funds that have been authorisedTransaction Services ST MH1, SE-106 40 asset value. Brokerage commissions and ETF by Central Bank of Ireland as open-ended UCITS Stockholm, Sweden. expenses will reduce returns. investment companies. "Bloomberg®" and all Bloomberg Indices areThe funds are not available to U.S. investors. service marks of Bloomberg Finance L.P. and its3 The Sustainability information presented below intend to provide transparency to investors around sustainability characteristics of the fund. Presenting this information should not be construed as a representation of the fund’s current or future investment objective, nor should it be viewed as an indicator of the fund manager’s current or future investment decision-making. For information regarding the fund’s SFDR category, investors are encouraged to review the fund’s [prospectus/KIID]. Note with respect to Article 6 funds: the fund does not seek to follow a sustainable investing or impact strategy and any information presented below with respect to the fund’s sustainability characteristics are presented for informational purposes only. Investors should not evaluate an investment in the fund based solely on the information below, rather investors should consider other factors, including the fund’s overall investment objective and risk profile. Investors are encouraged to review the fund’s [ https://www.ssga.com/fund- finder?tab=documents ] for more information regarding the fund. The third-party information below has been obtained from sources believed to be reliable as of the date indicated, but its accuracy is not guaranteed. SSGA is not liable for investment decisions based on this information and it should not be relied on as such. There is no representation or warranty as to the current accuracy, reliability or completeness of this information. Climate Metrics Climate MetricsFund Weighted Average Carbon Intensity (WACI) Weighted average CO2 emissions per $1 m revenue97.85 WACI Coverage Weighted market value (%)88.97%Number of Securities (%) 88.02% Fossil Fuel Reserves Weighted average embedded CO2 (millions of tons) 73.34 Brown Revenues % of Revenue 0.94% Adaptation Score (0-1) Weighted average Score from 0 (low) to 1 (high) 0.67 Green & Climate Aligned Bonds Weighted market value (%)10.08% Green Bonds Weighted market value (%)10.08% Climate Aligned Bonds Weighted market value (%) 0.00% TCFD Carbon MetricsFund TCFD Weighted Average Carbon Intensity (WACI) 82.47 TCFD Total Carbon Emissions** 51,675.85* TCFD Carbon Footprint 57.90 TCFD Carbon Intensity 151.96 Source: State Street Global Advisors, S&P Trucost, FactSet, Task Force on Climate-related Financial Disclosures (TCFD). The results are estimates based on assumptions and analysis made by State Street Global Advisors. They are not intended to represent actual results of any offering. Actual results may differ. * The TCFD Total Carbon Emission metric allocates emissions to investors based on an equity ownership approach. In the case of commingled funds, the results represent the environmental responsibility of the entire fund's assets under management. For individual unitholder's responsibility, an apportioned responsibility can be calculated based on the individual holding percentage. ** The metric is not used to compare portfolios and benchmarks because the data is not normalised.ESG Risk Rating Score Fund ESG Risk Rating Score 18.98 Coverage (Market Value Percent) 96.22 Coverage (Number of Securities Percent) 95.51 Source: Sustainalytics/SSGA as of 31 Dec 2024. 4 ssga.com/etfsin this context and its commitment to includes also bonds that are labelled asSustainalytics Sections Portfolio contribute to the reduction of greenhouse gas "Climate-Aligned" Bonds. Climate-aligned bonds Controversies Profile and ESG Risk Rating Score Weighted Average Carbon emissions. The Disclosure of Climate Changeare bonds which CBI identify as financing assets- Part of this publication may contain Intensity Measured in Metric tons CO2e/USD Risks and Mitigation Strategy indicatorand activities for climate change solutions. TheSustainalytics proprietary information that may millions revenues. The weighted average of evaluates whether the company assesses mostclimate-aligned bond universe is composed of: not be reproduced, used, disseminated, individual company intensities (operational and important industry risks with regard to climatea) Unlabeled bonds from issuers that derive modified nor published in any manner without first-tier supply chain emissions over revenues),change, and whether it has respective >95% of revenues from "green" business lines. the express written consent of Sustainalytics. weighted by the proportion of each constituent adaptation and mitigation strategies in place. Such issuers are defined as "fully-aligned" Nothing contained in this publication shall be in the index.The company shall disclose and quantify allissuers b) unlabeled bonds from issuers thatconstrued as to make a representation or Fossil Fuel Reserves (also referred to as Total relevant industry-specific risks (as defined byderive 75 -95% of revenues from "green" warranty, express or implied, regarding the Reserves CO2 Emissions) Measured in Metric the analyst in charge of the industry) withbusiness lines. Such issuers are defined as advisability to invest in or include companies in tons of CO2.The carbon footprint that could be regard to climate change (e.g. physical, "strongly-aligned" issuers c) labelled greeninvestable universes and/or portfolios. The generated if the proven and probable fossil fuel regulatory, market, cost or legal risks), and bonds issued by green bond issuers. For moreinformation is provided "as is" and, therefore reserves owned by index constituents wereprovide comprehensive information on its information on the CBI Taxonomy please visit: Sustainalytics assumes no responsibility for burned per USD million invested. Unlike carbon respective adaptation and mitigation strategies. https://www.climatebonds.net/ errors or omissions. Sustainalytics accepts no intensity and carbon emissions, the S&P Each company receive a rating between (1 - 4) standard/taxonomy. liability for damage arising from the use of this Trucost Total Reserves Emissions metric is a for each of the indicator. If either rating Position TCFD Weighted Average Carbon Intensity publication or information contained herein in very specific indicator that is only applicable to on Climate or Greenhouse gas emission - Portfolio’s exposure to carbon-intensive any manner whatsoever. a very selected number of companies in reduction target or action plan was missing, the companies, expressed in tonnes CO2e / $MTrucost Sections Carbon Intensity extractive and carbon-intensive industries. company would not be rated for the revenue. Scope 1 and Scope 2 GHG emissions (Direct+Indirect), Weighted Average Carbon Those companies are assigned Total Reserves adaptation score. are allocated based on portfolio weights (the Intensity (Direct+Indirect), Total Carbon Emissions numerical results by Trucost, Green Bonds & Climate Aligned current value of the investment relative to the Emissions, Carbon Footprint. Trucost® is a whereas the rest of the holdings in otherIssuers State Street Global Advisors (SSGA)current portfolio value). registered trademark of S&P Trucost Limited industries do not have numerical scores and are seeks to identify qualifying securities according TCFD Total Carbon Emissions - The absolute ("Trucost") and is used under license. The ESG instead displaying "MARKET", blank values. Into the Climate Bonds Initiative Taxonomy (CBI).greenhouse gas emissions associated with a Report is/are not in any way sponsored, order to present a more comprehensiveFor historical back-testing, Green bonds are portfolio, expressed in tonnes CO2e. Scope 1endorsed, sold or promoted by Trucost or its overview of a portfolio's overall weighted identified using Thomson Reuters Data and and Scope 2 GHG emissions are allocated to affiliates (together the "Licensor Parties") and average fossil fuel reserves, State Street Globalswitched to CBI data when available. The Green investors based on an equitynone of the Licensor Parties make any claim, Advisors replaces blank results with "zeros".Bond market aims to enable and develop the ownership approach. prediction, warranty or representation While that might slightly underestimate the finalkey role that debt market can play in funding TCFD Carbon Footprint - Total carbonwhatsoever, expressly or impliedly, either as to weighted average volume, it provides a more projects that contribute to environmental emissions for a portfolio normalized by the (i) the results to be obtained from the use of realistic result, given that most companies in sustainability. Even though some data providersmarket value of the portfolio, expressed in Trucost data with the report, or (ii) the suitability broad market indices have no ownership ofpropose a Green Bond label, there is no market tonnes CO2e / $M invested. Scope 1 and Scopeof the Trucost data for the purpose to which it is fossil fuel reserves.consensus regarding the definition of Green2 GHG emissions are allocated to investors being put in connection with the report. None of Brown Revenue (%) Percentage of revenues bond. The International Capital Market based on an equity ownership approach. the Licensor Parties provide any financial or from "brown" sectors, extractive sectors as Association proposed a set of guidelines with TCFD Carbon Intensity - Volume of carboninvestment advice or recommendation in classified by S&P Trucostfour components: 1.Use of proceeds, 2.Process emissions per million dollars of revenue (carbonrelation to the report. None of the Licensor ISS ESG Adaptation Score The score uses for project evaluation and Selection, 3. efficiency of a portfolio), expressed in tonnes Parties shall be liable (whether in negligence or the Position on Climate Change and DisclosureManagement of Proceeds 4.Reporting. On 17thCO2e / $M revenue. Scope 1 and Scope 2 GHG otherwise) to any person for any error in the of Climate Change Risks and Mitigation Strategy June 2020, SSGA partnered with CBI and joined emissions are allocated to investors based on Trucost data or under any obligation to advise metrics. The Position on Climate Change CBI's partners network. The use of a 3rd party an equity ownership approach. any person of any error therein. indicator evaluates the company's position onto assess the suitability of the Green-labeled Data and metrics have been sourced as follows climate change. The company shall have a clear bond label give us more confident in the use offrom the following contributors as of the date of © 2025 State Street Corporation. position, which refers to the scientific evidenceproceeds. Due to the fairly concentrated naturethis report, and are subject to their disclosures All Rights Reserved. of climate change, the company's responsibility of the Green bond market, the Climate strategy below. All other data has been sourced by SSGA. Expiration Date: 31/01/2026 5