open/document-extraction
View Schema
This view of the annotation often reflects the precision of the extraction model or annotator, as well as the complexity of the document.
State Street AUT North America B
Index Equity Fund
Interim Report and Unaudited Financial Statements
For the period ended 30th June 2026
Page 2
Contents Page
Manager's Report* 1
Portfolio Statement* 3
Directors' Report to Unitholders* 22
Comparative Table* 23
Financial statements: 24
Statement of Total Return 24
Statement of Change in Net Assets Attributable to Unitholders 24
Balance Sheet 25
Notes to the Financial Statements 26
Directory* 31
* These collectively comprise the Manager’s Report.
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Page 3
Authorised Status The State Street AUT North America B Index Equity Fund (the “Fund”) is an Authorised Unit Trust Scheme as defined in section 243 of the Financial Services and Markets Act 2000 and it is a UCITS Retail Scheme within the meaning of the FCA Collective Investment Schemes sourcebook. The unitholders are not liable for the debts of the Fund.
Investment Objective and Policy The objective of the Fund is to replicate, as closely as possible, and on a “gross of fees” basis, the return of the NorthAmerican equity markets as represented by the MSCI North America Index (“the Index”) net of withholding taxes (or its recognised replacement or equivalent) while also seeking to screen out securities based on assessment of their adherence to certain criteria in relation to controversial weapons and controversial behaviours as defined by the Screen Provider (the “Excluded Securities”). The Index includes large and mid-cap stocks across the United States and Canada.
The Fund is passively managed, meaning that the objective of the Fund is to achieve an investment return that is as close as possible, and on a “gross of fees” basis, to the return of the Index minus the Excluded Securities. The Investment Adviser seeks to achieve the objective by screening out the Excluded Securities and then applying a replication strategy in respect of the remaining investable universe. This strategy seeks to hold all of the securities of the investable universe, with the approximate pro-rated weightings as per the Index after the removal of the Excluded Securities.
The Screen Provider deems anti-personnel mines, cluster munitions, chemical and biological weapons depleted uranium weapons and nuclear weapons to be controversial weapons. The Screen Provider considers international standards on responsible conduct in assessing controversial behaviour of companies including: the United Nations Global Compact (UNGC) Principles and the Organization for Economic Co-operation and Development (OECD) Guidelines for Multinational Enterprises. Whether a particular security is excluded will depend on whether i) the security meets specific ownership thresholds, set by the Screen Provider, relating to companies directly associated with an exclusion category and/or ii) the Screen Provider’s assessment of the effectiveness of any engagement aimed at eliminating a company’s breach of the UNGC and/ or OECD Guidelines.
The Fund may also invest in transferable securities, money market instruments, warrants, units in collective investment schemes, deposits and derivatives.
The Fund may invest in collective investment schemes managed or operated by companies in the same group as the Manager or the Investment Adviser. The Fund will seek to track the performance of the Index whilst seeking to minimise as far as possible the tracking error between the Fund’s performance and that of the Index.
Performance The Fund returned 12.76% for the Reporting Period ended 30 June 2026, compared to the Index return of 13.40%. The size of the Fund’s tracking difference for the Reporting Period was -0.64%.
Note: Performance returns presented above are in GBP.
Risk and Reward Profile Lower risk
Potentially lower reward
Higher risk
Potentially higher reward
1234 7 5 6 5 6
Risk Disclaimer The risk category above is not a measure of capital loss or gains but of how significant the rises and falls in the Fund’s return have been historically.
For example a fund whose return has experienced significant rises and falls will be in a higher risk category, whereas a fund whose return has experienced less significant rises and falls will be in a lower risk category.
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Manager’s Report
For the first Reporting Period from 6th October 2025 (launch date) to 30 June 2026.
1
Page 4
The lowest category (i.e. category 1) does not mean that a fund is a risk free investment.
As the Fund's risk category has been calculated using historical data, it may not be a reliable indication of the Fund's future risk profile.
The Fund’s risk category shown is not guaranteed and may change in the future.
Why is this Fund in this category? The Fund is in risk category 6 as its return has experienced very high rises and falls historically.
The following are material risks relevant to the Fund which are not adequately captured by the risk category.
Concentration Risk: When the Fund focuses its investments in a particular way, the issues affecting the investments will have a greater effect than if the Fund was more diversified. This concentration may also limit the Fund’s liquidity.
Screening Risk: The Fund may track an index that uses a screen to identify securities based on criteria including, but, not limited to environmental, social and governance (ESG) criteria. The screen may be fully or partially designed by the Manager or by a third party provider. There is a risk that errors are made in the screening process. There is an additional risk that a screen provider may amend or discontinue its screening services and/or that the Manager may change the screen or screen provider. In such circumstances, there is no guarantee that a replacement screen provided would result in a similar screening process or would be available.
Counterparty Risk: The Fund will be subject to credit risk with respect to the counterparties with which it enters into derivatives contracts and other transactions. There is a risk that these institutions may not be able to perform their obligations. This could reduce the value of the Fund's investments.
Currency Hedging Risk: There can be no assurance that the Fund's hedging transactions will be effective. By seeking to reduce or eliminate losses caused by exchange rate fluctuations, hedging may also reduce or eliminate gains.
Index Tracking Risk: The Fund's performance may not exactly track the Index. This can result from market fluctuations, changes in the composition of the Index, transaction costs, the costs of making changes to the Fund's portfolio and other Fund expenses. Liquidity Risk: It may be difficult for the Fund to buy or sell certain investments in difficult market conditions. Consequently, the price obtained when selling securities may be lower than under normal market conditions.
Please refer to the Prospectus for full details about the risks associated with this Fund.
Derivatives Usage Derivatives are used in the Fund for efficient portfolio management purposes. The Fund invests in index futures to manage client inflows and outflows and to hedge accrued income. At all times the futures exposure is covered entirely by cash or cash equivalents.
As at 30th June 2026, the Fund had a total notional exposure to futures of £2,559,211 (0.03% of the Fund).
Tracking Error The Tracking Error measures the standard deviation of the relative returns. It is the annualised standard deviation of the returns of a fund minus those of its benchmark (relative returns) and not the standard deviation of each fund’s unique returns. The lower the tracking error of a fund, the more the fund resembles its benchmark or the market regarding risk and return characteristics.
As the Fund has been in operation for less than one year as at 30 June 2026, a tracking error for the one-year period is not available.
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Manager's Report (continued)
For the first Reporting Period from 6th October 2025 (launch date) to 30 June 2026.
2
Page 5
Holdings
Market Value £'000
% of Total Net Assets
Australia — 0.04% Atlassian Corp. 26,700 1,599 0.02 IREN Ltd. 45,700 1,590 0.02
3,189 0.04
Bermuda — 0.08% Arch Capital Group Ltd. 52,000 3,855 0.05 Everest Group Ltd. 7,020 1,916 0.03
5,771 0.08
Canada — 4.42% Agnico Eagle Mines Ltd. 82,446 9,600 0.12 Alamos Gold, Inc. 59,900 1,396 0.02 Alimentation Couche-Tard, Inc. 105,400 5,132 0.07 AltaGas Ltd. 41,000 1,158 0.01 ARC Resources Ltd. 102,300 1,612 0.02 AtkinsRealis Group, Inc. 19,900 919 0.01 Bank of Montreal 103,500 13,770 0.18 Bank of Nova Scotia 189,500 12,387 0.16 Barrick Mining Corp. 261,958 7,330 0.09 BCE, Inc. 59,600 1,002 0.01 Bombardier, Inc. 16,600 2,916 0.04 Brookfield Corp. 317,450 10,133 0.13 CAE, Inc. 123,500 2,355 0.03 Cameco Corp. 65,000 5,072 0.06 Canadian Imperial Bank of Commerce 137,900 11,838 0.15 Canadian National Railway Co. 78,500 7,139 0.09 Canadian Natural Resources Ltd. 325,500 9,657 0.12 Canadian Pacific Kansas City Ltd. 134,300 8,821 0.11 Canadian Tire Corp. Ltd. 9,500 991 0.01 Canadian Utilities Ltd. 16,500 468 0.01 CCL Industries, Inc. 26,000 1,275 0.02 Celestica, Inc. 18,000 4,671 0.06 Cenovus Energy, Inc. 202,200 3,814 0.05 CGI, Inc. 27,300 1,315 0.02
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement
As at 30th June 2026
3
Page 6
Holdings
Market Value £'000
% of Total Net Assets
Canada — 4.42% (continued) Constellation Software, Inc. 2,900 4,262 0.05 Descartes Systems Group, Inc. 12,000 631 0.01 Dollarama, Inc. 44,100 4,478 0.06 Element Fleet Management Corp. 49,300 774 0.01 Emera, Inc. 46,400 1,867 0.02 Empire Co. Ltd. 23,800 633 0.01 Enbridge, Inc. 357,300 14,921 0.19 Equinox Gold Corp. 105,100 775 0.01 Fairfax Financial Holdings Ltd. 3,100 3,838 0.05 First Quantum Minerals Ltd. 114,800 2,264 0.03 FirstService Corp. 6,700 718 0.01 Fortis, Inc. 73,363 3,198 0.04 Franco-Nevada Corp. 30,500 4,780 0.06 George Weston Ltd. 22,000 1,199 0.02 GFL Environmental, Inc. 38,700 1,075 0.01 Gildan Activewear, Inc. 23,800 929 0.01 Great-West Lifeco, Inc. 43,200 2,036 0.03 Hydro One Ltd. 45,600 1,429 0.02 iA Financial Corp., Inc. 11,000 1,142 0.01 IGM Financial, Inc. 13,900 567 0.01 Imperial Oil Ltd. 20,100 1,715 0.02 Intact Financial Corp. 27,800 4,322 0.06 Ivanhoe Mines Ltd. 103,500 596 0.01 Keyera Corp. 36,400 1,110 0.01 Kinross Gold Corp. 173,500 3,124 0.04 Loblaw Cos. Ltd. 82,400 2,829 0.04 Lululemon Athletica, Inc. 15,100 1,308 0.02 Lundin Gold, Inc. 14,700 602 0.01 Lundin Mining Corp. 102,700 1,847 0.02 Magna International, Inc. 36,175 1,772 0.02 Manulife Financial Corp. 248,600 7,647 0.10 Metro, Inc. 26,400 1,277 0.02 National Bank of Canada 59,500 6,976 0.09 Nutrien Ltd. 69,600 3,212 0.04 Pan American Silver Corp. 60,300 2,040 0.03
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
4
Page 7
Holdings
Market Value £'000
% of Total Net Assets
Canada — 4.42% (continued) Pembina Pipeline Corp. 85,900 3,025 0.04 Power Corp. of Canada 85,100 3,911 0.05 Rogers Communications, Inc. 60,848 1,565 0.02 Royal Bank of Canada 219,300 33,904 0.43 Saputo, Inc. 38,200 865 0.01 Shopify, Inc. 185,700 16,092 0.21 Stantec, Inc. 14,500 756 0.01 Sun Life Financial, Inc. 79,800 4,704 0.06 Suncor Energy, Inc. 179,400 7,287 0.09 TC Energy Corp. 157,200 8,123 0.10 Teck Resources Ltd. 70,300 3,077 0.04 TELUS Corp. 88,300 719 0.01 TELUS Corp. (Non-Canadian Shares) 3,074 25 0.00 TFI International, Inc. 10,100 1,103 0.01 Thomson Reuters Corp. 23,857 1,491 0.02 TMX Group Ltd. 36,300 877 0.01 Toromont Industries Ltd. 15,200 1,860 0.02 Toronto-Dominion Bank 253,900 23,101 0.30 Tourmaline Oil Corp. 54,600 1,717 0.02 Waste Connections, Inc. 46,400 5,865 0.08 Wheaton Precious Metals Corp. 66,787 5,603 0.07 Whitecap Resources, Inc. 158,500 1,266 0.02 WSP Global, Inc. 18,400 1,717 0.02
345,317 4.42
Ireland — 0.80% Accenture PLC 93,000 8,765 0.11 Allegion PLC 10,100 1,069 0.01 Aptiv PLC 29,200 1,311 0.02 Eaton Corp. PLC 58,440 18,064 0.23 Medtronic PLC 196,100 11,999 0.15 Smurfit Westrock PLC 71,200 2,495 0.03
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
5
Page 8
Holdings
Market Value £'000
% of Total Net Assets
Ireland — 0.80% (continued) TE Connectivity PLC 44,700 6,716 0.09 Trane Technologies PLC 33,440 12,161 0.16
62,580 0.80
Netherlands — 0.10% NXP Semiconductors NV 37,400 7,892 0.10
Switzerland — 0.31% Amcor PLC 82,720 2,689 0.03 Amrize Ltd. 75,700 3,050 0.04 Chubb Ltd. 54,840 14,239 0.18 Garmin Ltd. 25,000 4,427 0.06
24,405 0.31
Thailand — 0.03% Fabrinet 5,440 2,179 0.03
United Kingdom — 0.21% Aon PLC 31,980 7,917 0.10 CNH Industrial NV 118,700 1,023 0.01 Pentair PLC 23,000 1,330 0.02 TechnipFMC PLC 57,300 2,829 0.04 Willis Towers Watson PLC 15,220 3,047 0.04
16,146 0.21
United States — 93.61% 3M Co. 85,000 10,379 0.13 Abbott Laboratories 269,800 18,913 0.24 AbbVie, Inc. 271,000 51,806 0.66 Adobe, Inc. 61,060 9,553 0.12 Advanced Micro Devices, Inc. 250,100 101,978 1.31 Affirm Holdings, Inc. 42,900 2,665 0.03
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
6
Page 9
Holdings
Market Value £'000
% of Total Net Assets
United States — 93.61% (continued) Aflac, Inc. 69,200 6,284 0.08 Agilent Technologies, Inc. 43,500 4,374 0.06 Air Products & Chemicals, Inc. 30,700 6,298 0.08 Airbnb, Inc. 61,900 6,905 0.09 Alliant Energy Corp. 33,600 1,960 0.03 Allstate Corp. 39,400 7,202 0.09 Alnylam Pharmaceuticals, Inc. 18,620 4,142 0.05 Alphabet, Inc. 'A' Shares 893,440 239,220 3.06 Alphabet, Inc. 'C' Shares 708,480 189,002 2.42 Altria Group, Inc. 253,300 14,175 0.18 Amazon.com, Inc. 1,483,400 270,374 3.46 Ameren Corp. 38,700 3,352 0.04 American Electric Power Co., Inc. 85,000 8,871 0.11 American Express Co. 80,100 20,697 0.26 American International Group, Inc. 79,500 4,519 0.06 American Tower Corp.* 72,600 9,254 0.12 American Water Works Co., Inc. 45,600 4,562 0.06 Ameriprise Financial, Inc. 13,080 4,430 0.06 AMETEK, Inc. 32,800 5,901 0.08 Amgen, Inc. 81,680 22,299 0.29 Amphenol Corp. 191,400 24,130 0.31 Analog Devices, Inc. 75,080 22,249 0.28 Annaly Capital Management, Inc.* 99,300 1,740 0.02 Apollo Global Management, Inc. 63,500 5,534 0.07 Apple, Inc. 2,250,120 480,157 6.15 Applied Materials, Inc. 121,080 65,625 0.84 AppLovin Corp. 34,900 13,232 0.17 Archer-Daniels-Midland Co. 70,700 4,102 0.05 ARES Management Corp. 28,400 2,319 0.03 Arista Networks, Inc. 162,400 20,135 0.26 Arthur J Gallagher & Co. 38,140 6,553 0.08 AST SpaceMobile, Inc. 36,400 2,436 0.03 Astera Labs, Inc. 20,300 7,032 0.09 AT&T, Inc. 1,083,400 17,897 0.23 Atmos Energy Corp. 25,500 3,369 0.04
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
7
Page 10
Holdings
Market Value £'000
% of Total Net Assets
United States — 93.61% (continued) Autodesk, Inc. 30,300 4,483 0.06 Automatic Data Processing, Inc. 70,220 11,959 0.15 AutoZone, Inc. 2,500 5,963 0.08 AvalonBay Communities, Inc.* 21,600 3,148 0.04 Avery Dennison Corp. 15,000 1,855 0.02 Axon Enterprise, Inc. 12,920 4,999 0.06 Baker Hughes Co. 158,300 6,734 0.09 Ball Corp. 42,500 1,994 0.03 Bank of America Corp. 1,033,600 44,892 0.57 Bank of New York Mellon Corp. 103,600 11,280 0.14 Becton Dickinson & Co. 41,000 4,810 0.06 Berkshire Hathaway, Inc. 213,760 80,174 1.03 Best Buy Co., Inc. 32,100 1,890 0.02 Biogen, Inc. 23,300 3,814 0.05 Blackrock, Inc. 22,360 16,109 0.21 Blackstone, Inc. 111,900 9,763 0.12 Block, Inc. 78,100 4,661 0.06 Bloom Energy Corp. 40,600 8,482 0.11 Boeing Co. 121,500 19,744 0.25 Booking Holdings, Inc. 119,250 16,489 0.21 Boston Scientific Corp. 227,400 7,489 0.10 Bristol-Myers Squibb Co. 319,600 14,122 0.18 Broadcom, Inc. 688,680 195,023 2.50 Broadridge Financial Solutions, Inc. 21,400 2,194 0.03 Brookfield Asset Management Ltd. 54,200 1,807 0.02 Brookfield Renewable Corp. 26,000 731 0.01 Brown & Brown, Inc. 43,400 2,101 0.03 Bunge Global SA 21,300 1,756 0.02 Burlington Stores, Inc. 9,500 2,260 0.03 Cadence Design Systems, Inc. 41,440 11,690 0.15 Capital One Financial Corp. 88,400 13,571 0.17 Cardinal Health, Inc. 36,400 6,503 0.08 Carlisle Cos., Inc. 6,580 1,885 0.02 Carlyle Group, Inc. 41,300 1,272 0.02 Carnival Corp. Ltd. 186,400 4,111 0.05
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
8
Page 11
Holdings
Market Value £'000
% of Total Net Assets
United States — 93.61% (continued) Carrier Global Corp. 119,400 6,645 0.09 Carvana Co. 94,500 4,576 0.06 Casey's General Stores, Inc. 5,800 3,423 0.04 Caterpillar, Inc. 71,020 55,803 0.71 Cboe Global Markets, Inc. 17,200 3,007 0.04 CBRE Group, Inc. 39,900 4,117 0.05 CDW Corp. 19,200 2,035 0.03 Cencora, Inc. 27,840 5,925 0.08 Centene Corp. 74,000 3,615 0.05 CenterPoint Energy, Inc. 102,800 3,479 0.04 CF Industries Holdings, Inc. 25,900 2,056 0.03 CH Robinson Worldwide, Inc. 17,900 2,506 0.03 Charles Schwab Corp. 265,200 18,189 0.23 Charter Communications, Inc. 12,920 1,430 0.02 Cheniere Energy, Inc. 30,600 5,637 0.07 Chevron Corp. 281,400 35,803 0.46 Chipotle Mexican Grill, Inc. 190,100 4,753 0.06 Church & Dwight Co., Inc. 38,600 2,858 0.04 Ciena Corp. 21,400 7,771 0.10 Cigna Group 41,480 8,738 0.11 Cincinnati Financial Corp. 23,200 3,268 0.04 Cintas Corp. 51,500 6,590 0.08 Circle Internet Group, Inc. 22,400 1,291 0.02 Cisco Systems, Inc. 610,200 54,377 0.70 Citigroup, Inc. 256,000 27,309 0.35 Citizens Financial Group, Inc. 73,900 3,947 0.05 Clorox Co. 13,500 991 0.01 Cloudflare, Inc. 48,500 8,974 0.11 CME Group, Inc. 55,660 9,179 0.12 CMS Energy Corp. 54,400 3,206 0.04 Coca-Cola Co. 590,500 36,897 0.47 Coeur Mining, Inc. 165,100 2,051 0.03 Cognizant Technology Solutions Corp. 73,100 2,146 0.03 Coherent Corp. 27,820 8,257 0.11 Coinbase Global, Inc. 30,280 3,480 0.04
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
9
Page 12
Holdings
Market Value £'000
% of Total Net Assets
United States — 93.61% (continued) Colgate-Palmolive Co. 113,100 7,904 0.10 Comcast Corp. 547,100 10,200 0.13 Comfort Systems USA, Inc. 5,880 8,686 0.11 ConocoPhillips 188,700 14,822 0.19 Consolidated Edison, Inc. 63,600 5,395 0.07 Constellation Brands, Inc. 20,800 2,200 0.03 Constellation Energy Corp. 48,935 9,588 0.12 Cooper Cos., Inc. 32,500 1,756 0.02 Copart, Inc. 137,900 2,935 0.04 Corebridge Financial, Inc. 38,100 833 0.01 CoreWeave, Inc. 40,900 2,975 0.04 Corning, Inc. 121,500 23,778 0.30 Corpay, Inc. 8,760 2,227 0.03 Corteva, Inc. 100,700 6,347 0.08 CoStar Group, Inc. 53,600 1,192 0.02 Costco Wholesale Corp. 67,800 48,505 0.62 Credo Technology Group Holding Ltd. 25,900 4,824 0.06 CRH PLC 98,800 8,171 0.10 Crowdstrike Holdings, Inc. 38,140 21,454 0.27 Crown Castle, Inc.* 65,300 3,881 0.05 CSX Corp. 274,900 9,999 0.13 Cummins, Inc. 20,760 10,867 0.14 Curtiss-Wright Corp. 7,560 4,224 0.05 CVS Health Corp. 194,500 15,241 0.20 Danaher Corp. 97,900 14,204 0.18 Darden Restaurants, Inc. 18,600 2,898 0.04 Datadog, Inc. 47,900 9,028 0.12 Deckers Outdoor Corp. 23,200 1,781 0.02 Deere & Co. 37,660 17,848 0.23 Dell Technologies, Inc. 46,700 14,631 0.19 Delta Air Lines, Inc. 26,900 1,902 0.02 Devon Energy Corp. 171,450 5,429 0.07 Dexcom, Inc. 61,400 3,253 0.04 Diamondback Energy, Inc. 28,300 3,849 0.05 Dick's Sporting Goods, Inc. 7,800 1,371 0.02
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
10
Page 13
Holdings
Market Value £'000
% of Total Net Assets
United States — 93.61% (continued) Digital Realty Trust, Inc.* 51,500 7,425 0.10 Dollar General Corp. 32,100 2,849 0.04 Dollar Tree, Inc. 26,900 2,484 0.03 Dominion Energy, Inc. 129,600 6,777 0.09 Domino's Pizza, Inc. 3,940 876 0.01 DoorDash, Inc. 54,900 7,703 0.10 Dover Corp. 19,600 3,325 0.04 Dow, Inc. 111,400 2,348 0.03 Dr. Horton, Inc. 37,600 4,675 0.06 DTE Energy Co. 32,600 3,796 0.05 Duke Energy Corp. 116,200 11,273 0.14 DuPont de Nemours, Inc. 19,633 2,018 0.03 eBay, Inc. 68,700 5,761 0.07 EchoStar Corp. 17,700 1,353 0.02 Ecolab, Inc. 39,180 8,258 0.11 Edison International 56,200 3,210 0.04 Edwards Lifesciences Corp. 91,400 6,301 0.08 Electronic Arts, Inc. 36,800 5,704 0.07 Elevance Health, Inc. 34,020 9,969 0.13 Eli Lilly & Co. 122,980 114,044 1.46 EMCOR Group, Inc. 6,560 4,049 0.05 Emerson Electric Co. 87,200 9,440 0.12 Entegris, Inc. 22,700 2,938 0.04 Entergy Corp. 67,100 5,898 0.08 EOG Resources, Inc. 83,900 8,356 0.11 EQT Corp. 88,800 3,484 0.04 Equifax, Inc. 17,440 2,095 0.03 Equinix, Inc.* 15,100 12,392 0.16 Equity Residential* 55,100 2,849 0.04 Erie Indemnity Co. 3,960 711 0.01 Essex Property Trust, Inc.* 9,160 2,050 0.03 Estee Lauder Cos., Inc. 36,900 2,221 0.03 Evergy, Inc. 36,200 2,382 0.03 Everpure, Inc. 49,800 2,729 0.03 Eversource Energy 53,200 2,968 0.04
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
11
Page 14
Holdings
Market Value £'000
% of Total Net Assets
United States — 93.61% (continued) Exelon Corp. 158,400 5,646 0.07 Expand Energy Corp. 40,200 2,657 0.03 Expedia Group, Inc. 18,300 3,686 0.05 Expeditors International of Washington, Inc. 25,400 3,114 0.04 Extra Space Storage, Inc.* 33,200 3,722 0.05 Exxon Mobil Corp. 640,800 65,729 0.84 F5, Inc. 9,200 2,862 0.04 Fair Isaac Corp. 3,500 3,120 0.04 Fastenal Co. 182,900 6,564 0.08 FedEx Corp. 33,300 8,208 0.11 Fedex Freight Holding Co., Inc. 16,650 1,883 0.02 Ferguson Enterprises, Inc. 30,900 5,584 0.07 Fidelity National Financial, Inc. 46,300 1,669 0.02 Fidelity National Information Services, Inc. 82,400 2,415 0.03 Fifth Third Bancorp 177,400 7,634 0.10 First Citizens BancShares, Inc. 900 1,419 0.02 First Solar, Inc. 16,500 2,907 0.04 FirstEnergy Corp. 89,100 3,237 0.04 Fiserv, Inc. 79,200 2,931 0.04 Flex Ltd. 55,000 6,649 0.09 Flutter Entertainment PLC 20,240 1,600 0.02 Ford Motor Co. 614,000 6,519 0.08 Fortinet, Inc. 93,100 10,861 0.14 Fortive Corp. 50,500 2,321 0.03 Fox Corp. 'A' Shares 900 34 0.00 Fox Corp. 'B' Shares 54,800 1,896 0.02 Freeport-McMoRan, Inc. 215,800 10,082 0.13 FTAI Aviation Ltd. 16,800 3,362 0.04 Gaming & Leisure Properties, Inc.* 47,400 1,645 0.02 GE HealthCare Technologies, Inc. 62,500 3,070 0.04 GE Vernova, Inc. 41,500 34,561 0.44 Gen Digital, Inc. 91,200 1,732 0.02 General Electric Co. 165,000 46,744 0.60 General Mills, Inc. 95,300 2,621 0.03 General Motors Co. 133,900 7,828 0.10
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
12
Page 15
Holdings
Market Value £'000
% of Total Net Assets
United States — 93.61% (continued) Genuine Parts Co. 16,600 1,473 0.02 Gilead Sciences, Inc. 188,100 17,971 0.23 Global Payments, Inc. 29,200 1,574 0.02 Goldman Sachs Group, Inc. 45,300 34,657 0.44 Graco, Inc. 29,300 1,681 0.02 Halliburton Co. 143,400 3,692 0.05 Hartford Insurance Group, Inc. 42,800 4,325 0.06 HCA Healthcare, Inc. 23,320 6,920 0.09 HEICO Corp. 12,920 3,429 0.04 HEICO Corp. 'A' Shares 18,540 3,574 0.05 Hershey Co. 22,300 3,061 0.04 Hewlett Packard Enterprise Co. 195,900 6,586 0.08 Hilton Worldwide Holdings, Inc. 33,580 8,437 0.11 Hologic, Inc.~ 28,900 0 0.00 Home Depot, Inc. 152,280 40,345 0.52 Honeywell Aerospace, Inc. 51,100 8,501 0.11 Honeywell International, Inc. 51,100 8,795 0.11 Howmet Aerospace, Inc. 68,200 13,879 0.18 HP, Inc. 136,700 2,342 0.03 Hubbell, Inc. 7,340 2,860 0.04 Humana, Inc. 19,040 5,599 0.07 Huntington Bancshares, Inc. 300,900 4,049 0.05 Hyatt Hotels Corp. 6,200 926 0.01 IDEX Corp. 11,900 2,035 0.03 IDEXX Laboratories, Inc. 11,780 4,789 0.06 Illinois Tool Works, Inc. 43,300 8,764 0.11 Illumina, Inc. 22,900 3,142 0.04 Incyte Corp. 27,700 2,417 0.03 Ingersoll Rand, Inc. 63,300 3,885 0.05 Insmed, Inc. 30,000 2,378 0.03 Insulet Corp. 8,160 973 0.01 Intel Corp. 673,800 66,964 0.86 Interactive Brokers Group, Inc. 62,500 4,180 0.05 Intercontinental Exchange, Inc. 88,200 8,206 0.11 International Business Machines Corp. 145,500 30,625 0.39
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
13
Page 16
Holdings
Market Value £'000
% of Total Net Assets
United States — 93.61% (continued) International Flavors & Fragrances, Inc. 35,700 2,066 0.03 International Paper Co. 67,400 1,953 0.02 Intuit, Inc. 42,740 8,609 0.11 Intuitive Surgical, Inc. 52,920 16,264 0.21 Invitation Homes, Inc.* 94,100 2,179 0.03 IonQ, Inc. 50,600 2,069 0.03 IQVIA Holdings, Inc. 29,700 4,348 0.06 Iron Mountain, Inc.* 45,200 4,450 0.06 Jabil, Inc. 15,900 4,501 0.06 Jacobs Solutions, Inc. 17,600 1,652 0.02 JB Hunt Transport Services, Inc. 12,100 2,636 0.03 Johnson & Johnson 369,000 72,101 0.92 Johnson Controls International PLC 96,900 10,301 0.13 JPMorgan Chase & Co. 410,700 102,579 1.31 Kenvue, Inc. 282,500 4,074 0.05 Keurig Dr. Pepper, Inc. 202,400 5,125 0.07 KeyCorp 154,600 2,713 0.03 Keysight Technologies, Inc. 25,800 6,636 0.08 Kimberly-Clark Corp. 52,400 4,357 0.06 Kimco Realty Corp.* 102,200 1,997 0.03 Kinder Morgan, Inc. 280,700 6,846 0.09 KKR & Co., Inc. 106,500 7,123 0.09 KLA Corp. 199,930 42,822 0.55 Kraft Heinz Co. 126,400 2,313 0.03 Kroger Co. 81,300 3,437 0.04 Labcorp Holdings, Inc. 13,520 2,856 0.04 Lam Research Corp. 192,400 59,822 0.77 Las Vegas Sands Corp. 46,100 1,620 0.02 Leidos Holdings, Inc. 18,800 1,430 0.02 Lennar Corp. 27,300 1,879 0.02 Lennox International, Inc. 4,080 1,756 0.02 Liberty Media Corp.-Liberty Formula One 29,200 2,065 0.03 Linde PLC 70,660 27,298 0.35 Live Nation Entertainment, Inc. 21,800 3,010 0.04 Lockheed Martin Corp. 35,020 13,281 0.17
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
14
Page 17
Holdings
Market Value £'000
% of Total Net Assets
United States — 93.61% (continued) Loews Corp. 23,900 2,055 0.03 Lowe's Cos., Inc. 85,320 14,209 0.18 LPL Financial Holdings, Inc. 12,820 2,614 0.03 Lumentum Holdings, Inc. 10,600 6,855 0.09 LyondellBasell Industries NV 34,900 1,412 0.02 M&T Bank Corp. 21,500 3,897 0.05 Marathon Petroleum Corp. 43,400 8,489 0.11 Markel Group, Inc. 1,690 2,502 0.03 Marriott International, Inc. 33,300 9,468 0.12 Marsh & McLennan Cos., Inc. 76,100 9,589 0.12 Martin Marietta Materials, Inc. 8,520 3,750 0.05 Marvell Technology, Inc. 130,000 27,265 0.35 Masco Corp. 27,300 1,666 0.02 MasTec, Inc. 9,120 2,965 0.04 Mastercard, Inc. 124,300 47,966 0.61 McCormick & Co., Inc. 39,800 1,568 0.02 McDonald's Corp. 110,500 22,333 0.29 McKesson Corp. 18,840 10,648 0.14 Medline, Inc. 53,500 1,603 0.02 MercadoLibre, Inc. 6,890 8,796 0.11 Merck & Co., Inc. 378,300 36,590 0.47 Meta Platforms, Inc. 336,340 143,488 1.84 MetLife, Inc. 84,300 5,496 0.07 Mettler-Toledo International, Inc. 3,250 3,097 0.04 Microchip Technology, Inc. 81,000 5,471 0.07 Micron Technology, Inc. 173,020 150,053 1.92 Microsoft Corp. 1,079,580 302,107 3.87 Mid-America Apartment Communities, Inc.* 15,300 1,627 0.02 Mondelez International, Inc. 203,700 9,265 0.12 MongoDB, Inc. 11,780 3,021 0.04 Monolithic Power Systems, Inc. 7,850 7,805 0.10 Monster Beverage Corp. 110,700 8,181 0.10 Moody's Corp. 25,260 8,669 0.11 Morgan Stanley 181,300 28,696 0.37 Motorola Solutions, Inc. 25,820 8,059 0.10
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
15
Page 18
Holdings
Market Value £'000
% of Total Net Assets
United States — 93.61% (continued) MSCI, Inc. 11,100 4,691 0.06 Nasdaq, Inc. 69,600 4,052 0.05 Natera, Inc. 19,900 4,107 0.05 NetApp, Inc. 27,300 3,203 0.04 Netflix, Inc. 646,120 36,067 0.46 Neurocrine Biosciences, Inc. 16,100 2,071 0.03 Newmont Corp. 171,800 12,259 0.16 News Corp. 49,900 954 0.01 NextEra Energy, Inc. 320,800 21,509 0.28 NIKE, Inc. 187,400 5,899 0.08 NiSource, Inc. 62,200 2,265 0.03 Nordson Corp. 9,100 2,081 0.03 Norfolk Southern Corp. 33,580 8,049 0.10 Northern Trust Corp. 26,400 3,500 0.04 NRG Energy, Inc. 31,900 3,604 0.05 Nucor Corp. 33,100 5,727 0.07 NVIDIA Corp. 3,538,500 523,525 6.70 NVR, Inc. 450 2,323 0.03 Occidental Petroleum Corp. 119,800 4,434 0.06 Okta, Inc. 27,100 2,693 0.03 Old Dominion Freight Line, Inc. 29,200 4,856 0.06 Omnicom Group, Inc. 52,200 2,923 0.04 ON Semiconductor Corp. 61,300 4,103 0.05 ONEOK, Inc. 93,800 6,288 0.08 Oracle Corp. 264,380 29,967 0.38 O'Reilly Automotive, Inc. 131,100 8,945 0.11 Otis Worldwide Corp. 59,600 3,289 0.04 PACCAR, Inc. 78,300 7,093 0.09 Packaging Corp. of America 12,600 2,268 0.03 Palantir Technologies, Inc. 335,100 29,404 0.38 Palo Alto Networks, Inc. 125,200 31,271 0.40 Parker-Hannifin Corp. 19,260 14,064 0.18 Paychex, Inc. 54,400 4,110 0.05 PayPal Holdings, Inc. 133,000 4,472 0.06 PepsiCo, Inc. 210,900 22,068 0.28
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
16
Page 19
Holdings
Market Value £'000
% of Total Net Assets
United States — 93.61% (continued) Pfizer, Inc. 875,700 16,146 0.21 PG&E Corp. 347,800 4,531 0.06 Philip Morris International, Inc. 237,900 32,921 0.42 Phillips 66 61,600 8,114 0.10 Pinnacle Financial Partners, Inc. 16,900 1,291 0.02 PNC Financial Services Group, Inc. 59,700 11,162 0.14 PPG Industries, Inc. 31,400 2,875 0.04 PPL Corp. 102,100 2,836 0.04 Principal Financial Group, Inc. 29,900 2,458 0.03 Procter & Gamble Co. 358,800 40,190 0.51 Progressive Corp. 91,000 15,138 0.19 Prologis, Inc.* 139,400 14,652 0.19 Prudential Financial, Inc. 52,000 4,302 0.06 PTC, Inc. 30,100 2,600 0.03 Public Service Enterprise Group, Inc. 73,800 4,598 0.06 Public Storage* 25,340 6,216 0.08 PulteGroup, Inc. 30,200 3,156 0.04 Qnity Electronics, Inc. 31,050 3,715 0.05 QUALCOMM, Inc. 163,600 23,386 0.30 Quanta Services, Inc. 22,760 12,323 0.16 Quest Diagnostics, Inc. 18,400 2,959 0.04 Raymond James Financial, Inc. 25,800 2,913 0.04 RB Global, Inc. 27,300 2,349 0.03 Realty Income Corp.* 145,000 6,912 0.09 Reddit, Inc. 17,400 2,305 0.03 Regency Centers Corp.* 29,100 1,790 0.02 Regeneron Pharmaceuticals, Inc. 15,300 7,314 0.09 Regions Financial Corp. 188,100 4,327 0.06 Reliance, Inc. 7,520 2,130 0.03 Republic Services, Inc. 31,400 5,095 0.07 ResMed, Inc. 20,220 3,034 0.04 Restaurant Brands International, Inc. 52,100 2,885 0.04 Revolution Medicines, Inc. 25,700 3,739 0.05 Rivian Automotive, Inc. 109,400 1,395 0.02 Robinhood Markets, Inc. 110,900 8,571 0.11
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
17
Page 20
Holdings
Market Value £'000
% of Total Net Assets
United States — 93.61% (continued) ROBLOX Corp. 83,700 3,457 0.04 Rocket Cos., Inc. 129,500 1,522 0.02 Rocket Lab Corp. 82,700 6,327 0.08 Rockwell Automation, Inc. 17,200 6,283 0.08 Rollins, Inc. 51,200 1,638 0.02 Roper Technologies, Inc. 15,560 3,943 0.05 Ross Stores, Inc. 49,000 7,671 0.10 Royal Caribbean Cruises Ltd. 40,500 9,910 0.13 Royalty Pharma PLC 65,900 2,844 0.04 RPM International, Inc. 19,700 1,651 0.02 RTX Corp. 214,000 30,326 0.39 S&P Global, Inc. 46,060 14,250 0.18 Salesforce, Inc. 119,300 14,272 0.18 Samsara, Inc. 81,200 1,977 0.03 SBA Communications Corp.* 17,100 2,320 0.03 Seagate Technology Holdings PLC 33,660 24,687 0.32 Sempra 98,000 6,965 0.09 ServiceNow, Inc. 156,820 11,876 0.15 SharkNinja, Inc. 11,400 1,267 0.02 Sherwin-Williams Co. 41,120 10,710 0.14 Simon Property Group, Inc.* 46,800 8,055 0.10 SLB Ltd. 231,200 8,102 0.10 Snap-on, Inc. 8,840 2,666 0.03 Snowflake, Inc. 49,300 9,359 0.12 SoFi Technologies, Inc. 205,500 2,839 0.04 Southern Co. 189,700 13,869 0.18 Space Exploration Technologies Corp. 72,000 8,932 0.11 SS&C Technologies Holdings, Inc. 32,000 1,525 0.02 Starbucks Corp. 172,200 13,523 0.17 State Street Corp. 42,100 5,431 0.07 Steel Dynamics, Inc. 20,900 3,707 0.05 STERIS PLC 16,400 2,646 0.03 Strategy, Inc. 38,260 2,612 0.03 Stryker Corp. 53,020 13,256 0.17 Sun Communities, Inc.* 17,000 1,557 0.02
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
18
Page 21
Holdings
Market Value £'000
% of Total Net Assets
United States — 93.61% (continued) Super Micro Computer, Inc. 80,100 1,734 0.02 Synchrony Financial 46,600 2,771 0.04 Synopsys, Inc. 27,060 9,180 0.12 Sysco Corp. 71,200 4,492 0.06 T. Rowe Price Group, Inc. 35,700 3,092 0.04 Take-Two Interactive Software, Inc. 26,600 4,971 0.06 Tapestry, Inc. 29,100 3,239 0.04 Targa Resources Corp. 30,900 6,337 0.08 Target Corp. 67,400 6,821 0.09 Teledyne Technologies, Inc. 6,500 3,154 0.04 Teradyne, Inc. 24,000 8,417 0.11 Tesla, Inc. 431,420 133,467 1.71 Texas Instruments, Inc. 140,800 30,355 0.39 Texas Pacific Land Corp. 8,100 2,565 0.03 Textron, Inc. 48,500 3,312 0.04 Thermo Fisher Scientific, Inc. 56,780 21,791 0.28 TJX Cos., Inc. 169,400 19,385 0.25 T-Mobile U.S., Inc. 73,600 9,676 0.12 Toast, Inc. 60,600 1,294 0.02 Tractor Supply Co. 83,500 1,970 0.03 Tradeweb Markets, Inc. 19,700 1,372 0.02 TransDigm Group, Inc. 10,010 10,029 0.13 TransUnion 30,300 1,651 0.02 Travelers Cos., Inc. 32,340 8,121 0.10 Trimble, Inc. 46,200 1,779 0.02 Truist Financial Corp. 205,000 7,862 0.10 Twilio, Inc. 20,000 3,014 0.04 Tyler Technologies, Inc. 5,640 1,241 0.02 Tyson Foods, Inc. 38,700 1,717 0.02 U.S. Bancorp 239,300 11,114 0.14 Uber Technologies, Inc. 276,900 15,851 0.20 Ulta Beauty, Inc. 6,220 2,162 0.03 Union Pacific Corp. 90,100 18,605 0.24 United Airlines Holdings, Inc. 17,400 1,788 0.02 United Parcel Service, Inc. 111,700 9,135 0.12
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
19
Page 22
Holdings
Market Value £'000
% of Total Net Assets
United States — 93.61% (continued) United Rentals, Inc. 9,760 8,296 0.11 United Therapeutics Corp. 6,440 2,651 0.03 UnitedHealth Group, Inc. 140,280 44,589 0.57 Valero Energy Corp. 46,500 9,339 0.12 Veeva Systems, Inc. 22,120 2,951 0.04 Ventas, Inc.* 74,000 4,994 0.06 Veralto Corp. 40,900 2,735 0.04 VeriSign, Inc. 12,480 2,386 0.03 Verisk Analytics, Inc. 21,180 2,869 0.04 Verizon Communications, Inc. 663,400 22,146 0.28 Vertex Pharmaceuticals, Inc. 39,320 14,855 0.19 Vertiv Holdings Co. 54,320 12,610 0.16 VICI Properties, Inc.* 174,400 3,584 0.05 Visa, Inc. 255,580 65,919 0.84 Vistra Corp. 49,100 6,030 0.08 Vulcan Materials Co. 23,420 5,390 0.07 W.R. Berkley Corp. 30,500 1,638 0.02 Walmart, Inc. 670,400 58,034 0.74 Walt Disney Co. 268,700 20,072 0.26 Warner Bros Discovery, Inc. 370,400 7,609 0.10 Waste Management, Inc. 62,300 10,519 0.13 Waters Corp. 14,727 4,114 0.05 Watsco, Inc. 5,720 1,778 0.02 WEC Energy Group, Inc. 51,900 4,645 0.06 Wells Fargo & Co. 472,600 29,925 0.38 Welltower, Inc.* 109,500 18,856 0.24 West Pharmaceutical Services, Inc. 11,340 3,043 0.04 Western Digital Corp. 53,340 26,329 0.34 Westinghouse Air Brake Technologies Corp. 33,400 6,788 0.09 Weyerhaeuser Co.* 101,300 1,887 0.02 Williams Cos., Inc. 190,200 10,787 0.14 Williams-Sonoma, Inc. 21,600 3,930 0.05 Workday, Inc. 32,100 3,007 0.04 WP Carey, Inc.* 36,000 2,001 0.03 WW Grainger, Inc. 6,970 7,138 0.09
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
20
Page 23
Holdings
Market Value £'000
% of Total Net Assets
United States — 93.61% (continued) Xcel Energy, Inc. 92,300 5,718 0.07 XPO, Inc. 16,300 2,547 0.03 Xylem, Inc. 38,200 3,374 0.04 Yum! Brands, Inc. 44,300 5,305 0.07 Zimmer Biomet Holdings, Inc. 27,400 1,890 0.02 Zoetis, Inc. 60,900 3,380 0.04 Zoom Communications, Inc. 39,400 2,572 0.03 Zscaler, Inc. 13,540 1,410 0.02
7,311,151 93.61
Derivatives — 0.00%
Futures — 0.00% S&P 500 E Mini Index Futures September 2026† 39 56 0.00
Portfolio of investments 7,778,686 99.60 Net other assets 31,510 0.40
Total net assets 7,810,196 100.00
All holdings are ordinary shares or common stock unless otherwise stated. * Real Estate Investment Trust. ~ Market value is less than £500, therefore rounded down to 0. † Goldman Sachs is the counterparty, total notional exposure is £2,559,211 and 0.03% as a percentage of the Fund’s value.
Fund was launched on 6th October 2025 therefore there are no comparatives.
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
21
Page 24
Bb UWWcfXUbWY k]h\ h\Y fYei]fYaYbhg cZ h\Y <c``YWh]jY BbjYghaYbh LW\YaYg gcifWYVcc_ cZ h\Y ?]bUbW]U` <cbXiWh :ih\cf]hmug \UbXVcc_ cZ fi`Yg UbX [i]XUbWY kY \YfYVm WYfh]Zm h\Y fYdcfh cb VY\U`Z cZ h\Y =]fYWhcfg cZ LhUhY LhfYYh Nb]h Mfigh FUbU[YaYbh E]a]hYX,
K, ;f]X[Yf q =]fYWhcf* LhUhY LhfYYh Nb]h Mfigh FUbU[YaYbh E]a]hYX
M, <c[\`Ub q =]fYWhcf* LhUhY LhfYYh Nb]h Mfigh FUbU[YaYbh E]a]hYX
0. :i[igh 0.04
IbObS Ib`SSb 7KJ D]`bV 7[S`WQO 8 ?\RSf ;_cWbg <c\R
BbhYf]a KYdcfh UbX NbUiX]hYX ?]bUbW]U` LhUhYaYbhg 0.04
:W`SQb]`a% HS^]`b b] K\WbV]ZRS`a
?cf h\Y dYf]cX YbXYX 1.h\ CibY 0.04
00
Page 25
Comparative Table For the period ended 30th June 2026
2026 (to 30.06) Closing net asset value (£'000) 7,810,196 Closing number of units 692,512,055 Closing net asset value per unit (£) 11.2781 Change in net asset value per unit 0.00% Operating charges 0.01%
Fund was launched on 6th October 2025 therefore there are no comparatives.
General risk factors The value of funds and the revenue from them is not guaranteed and may fall as well as rise. You may get back less than you originally invested. What you get back may depend on:
• Investment performance is not guaranteed. Past performance is no guarantee of future performance. There may also be variation in performance between funds with similar investment objectives.
• The effect of an initial charge. If you sell your investment after a short period you may not get back what you originally invested, even if the price of your investment has not fallen.
• The entire market of a particular asset class or geographical region may fall, having a greater effect on funds heavily invested in that asset class or region.
• If you make regular withdrawals from your investment be aware that if the level of withdrawal exceeds the rate of investment growth of the fund, your capital will be eroded.
• Governments may change the tax rules which affect you or the funds in which you have invested.
• Inflation will reduce what you could buy in the future, i.e. it will reduce the real value of your investment.
• There is no certainty that the investment objective of any fund will actually be achieved.
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
23
Page 26
Statement of Total Return For the period ended 30th June 2026
Period ended 30.06.26 £'000 £'000 Income Net capital gains 748,063 Revenue 48,245 Expenses (294)
Net revenue before taxation 47,951 Taxation (7,222)
Net revenue after taxation 40,729
Total return before distributions 788,792 Distributions 12,827
Change in net assets attributable to unitholders from investment activities 801,619
Statement of Change in Net Assets Attributable to Unitholders For the period ended 30th June 2026
Period ended 30.06.26 £’000 £’000 Opening net assets Issue of units 7,006,241 Cancellation of units (371)
7,005,870 Dilution adjustment 2,707 Change in unitholders' funds from investment activities 801,619
Closing net assets 7,810,196
Fund was launched on 6th October 2025 therefore there are no comparatives.
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
24
Page 27
Balance Sheet As at 30th June 2026
30.06.26 £'000 Assets Investments 7,778,686 Amounts receivable 27,808 Cash and Cash equivalents 3,751
Total assets 7,810,245
Liabilities Other amounts payable 49
Total liabilities 49
Net assets attributable to unitholders 7,810,196
All items within the Balance Sheet are deemed current.
Notes to the Financial Statements are on pages 26 to 30.
Fund was launched on 6th October 2025 therefore there are no comparatives.
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
25
Page 28
1. Accounting policies The Fund was launched on 6th October 2025. As this is the Fund's first accounting period, there are no comparative figures presented in these financial statements.
(a) Basis of accounting The financial statements have been prepared under the historical cost convention by the revaluation of the investments, and in accordance with the United Kingdom Generally Accepted Accounting Practice ("UK GAAP") which comprises the UK Financial Reporting Standard 104 ("FRS 104") and the Statement of Recommended Practice ("SORP") for Authorised Funds issued by the Investment Association ("IA") in October 2025 (the "IA SORP 2025").
At the reporting date, investments are measured using market prices from approved pricing sources. EMEA listed securities and Fixed Income securities use 12:00 GMT mid-market prices. American listed securities use Official Close/Last Trade prices Prior Day, while Asian Pacific listed securities use Official Close/Last Trade prices. This approach is applied consistently across the portfolio and uses the most appropriate pricing source available for each asset class and market.
(b) Going Concern The financial statements are prepared on the going concern basis.
The Authorised Corporate Director ("ACD") has undertaken a detailed assessment of each of the remaining Funds ability to meet its liabilities as they fall due, including liquidity, declines in global capital markets and investor redemption levels. Based on this assessment, the Funds continue to be open for trading and the ACD is satisfied the Funds have adequate financial resources to continue in operation for the foreseeable future, being at least 12 months from the date of approval, and accordingly it is appropriate to adopt the going concern basis in preparing the financial statements.
2. Related party transactions The Manager exercises governance and oversight over the Fund and is a related party by virtue of the Trust Deed constituting the Fund.
Amounts paid during the Reporting Period to the Manager were £292,649.
At the Reporting Period end £47,128 was due to the Manager in relation to accrued manager’s periodic charges.
Transactions relating to the creation and cancellation of units and the purchases and sales of investments which pass through the Manager, but are not for the benefit of, either related party are disclosed in the Statement of Change in Net Assets Attributable to Unitholders.
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements
For the period ended 30th June 2026
26
Page 29
3. Securities Financing Transactions ("SFT")
1) Global Data
Proportion of securities and commodities on loan as at 30th June 2026 £'000 %
Total lendable assets excluding cash and cash equivalents: 7,399,587
Securities and commodities on loan 106,056 1.43%
Assets engaged in SFTs and total return swaps as at 30th June 2026 £'000 %
Fund assets under management ("AUM") 7,810,196
Absolute value of assets engaged in:
Securities lending 106,056 1.36%
2) Concentration Data
Top 10 Collateral Issuers Name and value of collateral and commodities received as at 30th June 2026 £'000
United Kingdom Inflation-Linked Gilt 11,913
United Kingdom Gilt 9,895
Kingdom of Netherlands 8,525
Amazon.com 1,249
Intel Corp 975
ASML Holding 773
Berkshire Hathaway 747
Toronto-Dominion Bank 738
Microsoft 709
United States of America Treasury Inflation Indexed Bonds 668
Top 10 Counterparties Name and value of outstanding transactions as at 30th June 2026 £'000
Barclays Capital Securities 58,138
UBS 25,796
HSBC Bank 12,388
Barclays Bank 9,416
Morgan Stanley International 318
The table includes a full list of counterparties.
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
27
Page 30
3. Securities Financing Transactions ("SFT") (continued)
3) Aggregate Transaction Data
Type, Quality and Currency of Collateral as at 30th June 2026
Type Quality Currency £'000
Securities lending
Equity Traded on recognised exchange Sterling 2,275
Equity Traded on recognised exchange Australian Dollar 45
Equity Traded on recognised exchange Canadian Dollar 1,934
Equity Traded on recognised exchange Danish Krone 829
Equity Traded on recognised exchange Euro 6,379
Equity Traded on recognised exchange Hong Kong Dollar 372
Equity Traded on recognised exchange Norwegian Krone 478
Equity Traded on recognised exchange Singapore Dollar 1,515
Equity Traded on recognised exchange Swedish Krona 81
Equity Traded on recognised exchange Swiss Franc 714
Equity Traded on recognised exchange US Dollar 24,620
Fixed Income Investment Grade Sterling 21,808
Fixed Income Investment Grade Canadian Dollar 7,962
Fixed Income Investment Grade Euro 32,718
Fixed Income Investment Grade Swedish Krona 8
Fixed Income Investment Grade US Dollar 11,736
Total Collateral held 113,474
Maturity Tenor of Collateral (remaining period to maturity) as at 30th June 2026
Less than one day
One day to one week
One week to one month
One to three months
Three months to one year
Above one year
Open maturity Total
Type £'000 £'000 £'000 £'000 £'000 £'000 £'000 £'000
Securities lending - - - - - 74,232 39,242 113,474
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
28
Page 31
3. Securities Financing Transactions ("SFT") (continued)
Counterparty details as at 30th June 2026
Type
Country of counterparty establishment Settlement and clearing £'000
Securities lending Switzerland Tri-party 28,441
Securities lending United Kingdom Tri-party 85,033
Total collateral held 113,474
Maturity Tenor of SFTs and Total Return Swaps (remaining period to maturity) as at 30th June 2026
Less than one day
One day to one week
One week to one month
One to three months
Three months to one year
Above one year
Open maturity Total
Type £'000 £'000 £'000 £'000 £'000 £'000 £'000 £'000
Securities lending - - - - -- 106,056 106,056
4) Re-use of Collateral
The Fund does not engage in re-use of collateral.
5) Safekeeping of Collateral Received
Names and value of custodians safekeeping collateral as at 30th June 2026 £'000
Bank of New York 100,144
JP Morgan 13,330
6) Safekeeping of Collateral Granted
The Fund does not borrow stock from counterparties; therefore, no collateral has been granted.
4. Fair value For financial instruments held at fair value in the balance sheet, the Fund is required to disclose for each class of financial instrument, an analysis of the level in the fair value:
Level 1 – The unadjusted quoted price in an active market for identical assets or liabilities that the entity can access at the measurement date;
Level 2 – Inputs other than quoted prices included within Level 1 that are observable (i.e. developed using market data) for the asset or liability, either directly or indirectly;
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
29
Page 32
4. Fair value (continued)
Level 3 – Inputs are unobservable (i.e. for which market data is unavailable) for the asset or liability.
30.06.26 Level 1 £'000
30.06.26 Level 2 £'000
30.06.26 Level 3 £'000
30.06.26 Total £'000 Assets: Equities 7,778,630 - - 7,778,630 Derivatives 56 - - 56 7,778,686 - - 7,778,686
5. Subsequent events since the financial year The anti-dilution mechanism shall change from dilution levy to dilution adjustment on 1 September 2026.There have been no other significant events affecting the Fund after the financial year ended 30 June 2026 that require amendment to or disclosure in the financial statements.
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
30
Page 33
THE MANAGER State Street Unit Trust Management Limited 20 Churchill Place, Canary Wharf London E14 5HJ
Regulated by The Financial Conduct Authority.
DIRECTORS V. Parry* (resigned 2 January 2026) C. Fernandes (resigned 2 January 2026) N. Wightman* (resigned 2 January 2026) R. Bridger B. Healy* (appointed 2 January 2026) B. Lim Siong Kwong Lam Thuon Mine* (appointed 2 January 2026) E. Linnane (appointed 2 January 2026) T. Coghlan* (appointed 2 January 2026) * Independent non-executive Director
INVESTMENT MANAGER, REGISTRAR & TRANSFER AGENT State Street Global Advisors Limited 20 Churchill Place London E14 5HJ
Regulated by The Financial Conduct Authority.
INDEPENDENT AUDITORS PricewaterhouseCoopers LLP Chartered Accountants and Statutory Auditors 120 Bothwell Street Glasgow G2 7JS
DEPOSITARY HSBC Bank plc 8 Canada Square Canary Wharf London E14 5HQ
HSBC Bank plc is authorised by the Prudential Regulation Authority and regulated by the Prudential Regulation Authority and the Financial Conduct Authority.
CONSTITUTION State Street AUT North America B Index Equity Fund is an authorised unit trust scheme within the meaning of, and governed by section 243 of the Financial Services and Markets Act 2000. The Fund is a ‘wider range’ investment scheme under the Trustee Investments Act 1961.
PROSPECTUS Copies of the Prospectus are available from the Manager upon request.
Please remember that the price of units and the income from them can go down as well as up. Past performance is not necessarily a guide to the future. Changes in exchange rates may also affect the value.
ASSESSMENT OF VALUE Assessment of Value ("AoV") was introduced by the FCA to ensure UK authorised fund managers (“AFMs”) demonstrate the delivery of value for underlying investors, objectively assessing ourselves against a range of criteria. Our annual assessment of value statement can be found in a composite report on www.ssga.com.
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Directory
31
Page 34
TASK FORCE ON CLIMATE-RELATED FINANCIAL DISCLOSURES ("TCFD") The Manager’s entity and product disclosure reports have been published separately and can be found using the fund finder page on www.ssga.com.
State Street AUT North America B Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Directory (continued)
32
Truncated: This annotation is too large to fit.
View the raw JSON.
{
"annotation_id": "1dc92f6a-3cba-4d81-826f-3b3a9fa870a5",
"date_created": "2026-10-05T20:49:52.713000Z",
"date_modified": "2026-10-05T20:49:52.713000Z",
"file_hash": "e326552cbc917ee074afb256f3c9ef7172d8d1d65b7c899969ea89f0c48b709a",
"private": false,
"record": {
"attributes": {
"chunk_type": "page_range",
"end_page": 34,
"start_page": 1
},
"blocks": [
{
"block_type": "box",
"box": {
"height": 27,
"width": 799,
"x": 67,
"y": 177
},
"id": "4699a0c8-83e7-4ebc-8b10-8b04cad0d74f",
"page_number": 1,
"text": "State Street AUT North America B"
},
{
"block_type": "box",
"box": {
"height": 33,
"width": 429,
"x": 68,
"y": 216
},
"id": "49b70759-05be-4121-ae40-557108e84d5b",
"page_number": 1,
"text": "Index Equity Fund"
},
{
"block_type": "box",
"box": {
"height": 22,
"width": 812,
"x": 67,
"y": 44
},
"id": "8b1df55e-099a-44c6-853f-9d603190aa88",
"page_number": 1,
"text": "Interim Report and Unaudited Financial Statements"
},
{
"block_type": "box",
"box": {
"height": 13,
"width": 328,
"x": 67,
"y": 69
},
"id": "81c390a4-2e01-4508-bb74-1d5f5db0cc8d",
"page_number": 1,
"text": "For the period ended 30th June 2026"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 86,
"x": 52,
"y": 102
},
"id": "7379eab5-057a-49e5-9124-7eefcd182700",
"page_number": 2,
"text": "Contents"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 36,
"x": 910,
"y": 117
},
"id": "f56be61a-c6c3-4330-99c6-49d207747d86",
"page_number": 2,
"text": "Page"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 130,
"x": 53,
"y": 141
},
"id": "1de8526b-d0a7-4303-b0e3-022bc7e65076",
"page_number": 2,
"text": "Manager\u0027s Report*"
},
{
"block_type": "box",
"box": {
"height": 8,
"width": 4,
"x": 939,
"y": 141
},
"id": "4d29a6f7-972b-4519-8ed5-fce86b5e5ca2",
"page_number": 2,
"text": "1"
},
{
"block_type": "box",
"box": {
"height": 9,
"width": 139,
"x": 53,
"y": 164
},
"id": "92257ed6-2507-4b76-b788-6cd200e80b0c",
"page_number": 2,
"text": "Portfolio Statement*"
},
{
"block_type": "box",
"box": {
"height": 9,
"width": 8,
"x": 938,
"y": 164
},
"id": "7c7b475d-7d42-4e7d-be00-7514b99a89bb",
"page_number": 2,
"text": "3"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 226,
"x": 53,
"y": 188
},
"id": "78c22f06-0e95-4f5a-b8f4-1397d742a2f9",
"page_number": 2,
"text": "Directors\u0027 Report to Unitholders*"
},
{
"block_type": "box",
"box": {
"height": 8,
"width": 16,
"x": 929,
"y": 188
},
"id": "714db7ab-b936-4bb9-84f7-956bb13368ce",
"page_number": 2,
"text": "22"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 138,
"x": 52,
"y": 212
},
"id": "c21a4059-7e45-4a24-b85b-fcb83554724e",
"page_number": 2,
"text": "Comparative Table*"
},
{
"block_type": "box",
"box": {
"height": 8,
"width": 17,
"x": 929,
"y": 212
},
"id": "16e45603-1765-439b-a197-daa97fc24b86",
"page_number": 2,
"text": "23"
},
{
"block_type": "box",
"box": {
"height": 8,
"width": 147,
"x": 53,
"y": 236
},
"id": "9b32c0f4-3b7f-49cf-b2b5-30999d3d67c8",
"page_number": 2,
"text": "Financial statements:"
},
{
"block_type": "box",
"box": {
"height": 8,
"width": 17,
"x": 929,
"y": 236
},
"id": "903fe9ae-cde7-488c-ab9a-c289cef52199",
"page_number": 2,
"text": "24"
},
{
"block_type": "box",
"box": {
"height": 9,
"width": 179,
"x": 92,
"y": 259
},
"id": "2761086d-6248-4910-8b67-c3b600a0c04a",
"page_number": 2,
"text": "Statement of Total Return"
},
{
"block_type": "box",
"box": {
"height": 8,
"width": 17,
"x": 929,
"y": 259
},
"id": "b87e925f-8eb3-4582-97d1-c9bf76d67921",
"page_number": 2,
"text": "24"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 854,
"x": 92,
"y": 283
},
"id": "ab1a75ea-c016-4a58-9d22-ca248f66bfc6",
"page_number": 2,
"text": "Statement of Change in Net Assets Attributable to Unitholders 24"
},
{
"block_type": "box",
"box": {
"height": 8,
"width": 102,
"x": 93,
"y": 307
},
"id": "1db1aab2-34f2-46b5-b70d-87c3b02b008e",
"page_number": 2,
"text": "Balance Sheet"
},
{
"block_type": "box",
"box": {
"height": 8,
"width": 17,
"x": 929,
"y": 307
},
"id": "887d1d56-8576-4306-bb3f-bf0697c7c192",
"page_number": 2,
"text": "25"
},
{
"block_type": "box",
"box": {
"height": 9,
"width": 237,
"x": 93,
"y": 330
},
"id": "15c9b739-13b5-4333-a77b-cf8d6447609b",
"page_number": 2,
"text": "Notes to the Financial Statements"
},
{
"block_type": "box",
"box": {
"height": 9,
"width": 17,
"x": 929,
"y": 330
},
"id": "f7084e92-033c-4ed1-9fad-9e4759ee59fd",
"page_number": 2,
"text": "26"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 68,
"x": 53,
"y": 354
},
"id": "7c19b448-401d-460f-930d-0b15bee086a0",
"page_number": 2,
"text": "Directory*"
},
{
"block_type": "box",
"box": {
"height": 8,
"width": 14,
"x": 929,
"y": 354
},
"id": "8a024bf3-6965-4073-8600-5327f2ec71e9",
"page_number": 2,
"text": "31"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 365,
"x": 47,
"y": 382
},
"id": "2ddbf0eb-80d3-44de-9da4-ec50843b23f0",
"page_number": 2,
"text": "* These collectively comprise the Manager\u2019s Report."
},
{
"block_type": "box",
"box": {
"height": 13,
"width": 499,
"x": 47,
"y": 44
},
"id": "89cd26cf-06d2-44fd-b854-68f9eaa2070f",
"page_number": 2,
"text": "State Street AUT North America B Index Equity Fund"
},
{
"block_type": "box",
"box": {
"height": 13,
"width": 505,
"x": 48,
"y": 65
},
"id": "e44f0ec3-24a8-41d3-8f0d-fbea9e18e146",
"page_number": 2,
"text": "Interim Report and Unaudited Financial Statements 2026"
},
{
"block_type": "box",
"box": {
"height": 8,
"width": 144,
"x": 46,
"y": 175
},
"id": "40d08a22-3f35-4951-8d33-3bd47460c66a",
"page_number": 3,
"text": "Authorised Status"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 903,
"x": 47,
"y": 194
},
"id": "ae0366f8-1fdd-47aa-b653-f60ba2f9d635",
"page_number": 3,
"text": "The State Street AUT North America B Index Equity Fund (the \u201cFund\u201d) is an Authorised Unit Trust Scheme as defined in"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 905,
"x": 47,
"y": 208
},
"id": "aafb7732-a1d7-4052-a8ea-4eaa4c9c015b",
"page_number": 3,
"text": "section 243 of the Financial Services and Markets Act 2000 and it is a UCITS Retail Scheme within the meaning of the FCA"
},
{
"block_type": "box",
"box": {
"height": 9,
"width": 740,
"x": 47,
"y": 222
},
"id": "a5c88d9e-8534-44ce-88d1-b40d7f7cbbb1",
"page_number": 3,
"text": "Collective Investment Schemes sourcebook. The unitholders are not liable for the debts of the Fund."
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 255,
"x": 48,
"y": 258
},
"id": "58d575ec-725b-40b2-89e1-1018f0e76d18",
"page_number": 3,
"text": "Investment Objective and Policy"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 903,
"x": 47,
"y": 277
},
"id": "c1bd82e5-fbe3-463a-a3b0-ce9157d0dd40",
"page_number": 3,
"text": "The objective of the Fund is to replicate, as closely as possible, and on a \u201cgross of fees\u201d basis, the return of the NorthAmerican"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 903,
"x": 47,
"y": 291
},
"id": "62014ddd-8e4a-40e1-9fea-184124ff11ce",
"page_number": 3,
"text": "equity markets as represented by the MSCI North America Index (\u201cthe Index\u201d) net of withholding taxes (or its recognised"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 902,
"x": 48,
"y": 305
},
"id": "bee57cbf-20fb-42f1-9a32-dcda6dac2cf6",
"page_number": 3,
"text": "replacement or equivalent) while also seeking to screen out securities based on assessment of their adherence to certain"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 903,
"x": 47,
"y": 319
},
"id": "334c6360-0b80-4830-acfa-1d1fc660578c",
"page_number": 3,
"text": "criteria in relation to controversial weapons and controversial behaviours as defined by the Screen Provider (the \u201cExcluded"
},
{
"block_type": "box",
"box": {
"height": 12,
"width": 711,
"x": 47,
"y": 333
},
"id": "a980bcd8-2298-411d-b4bf-52b4ab379d9b",
"page_number": 3,
"text": "Securities\u201d). The Index includes large and mid-cap stocks across the United States and Canada."
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 47,
"y": 355
},
"id": "3c423371-0c34-4a88-9bbc-d1ae9a716cc6",
"page_number": 3,
"text": "The Fund is passively managed, meaning that the objective of the Fund is to achieve an investment return that is as close as"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 48,
"y": 369
},
"id": "68b4a9df-8be7-4724-8606-5438e17c4570",
"page_number": 3,
"text": "possible, and on a \u201cgross of fees\u201d basis, to the return of the Index minus the Excluded Securities. The Investment Adviser"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 905,
"x": 47,
"y": 383
},
"id": "a03c4892-d756-4415-8672-ac6ff012dcfb",
"page_number": 3,
"text": "seeks to achieve the objective by screening out the Excluded Securities and then applying a replication strategy in respect of"
},
{
"block_type": "box",
"box": {
"height": 12,
"width": 904,
"x": 47,
"y": 397
},
"id": "191659ca-2ac8-40b7-a66e-740ef6da4273",
"page_number": 3,
"text": "the remaining investable universe. This strategy seeks to hold all of the securities of the investable universe, with the"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 705,
"x": 47,
"y": 412
},
"id": "1e995abd-1398-46bd-8b4a-f4ebc7a86ce6",
"page_number": 3,
"text": "approximate pro-rated weightings as per the Index after the removal of the Excluded Securities."
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 47,
"y": 433
},
"id": "4d08a66c-1892-4f78-b0a6-4cc63cf57c36",
"page_number": 3,
"text": "The Screen Provider deems anti-personnel mines, cluster munitions, chemical and biological weapons depleted uranium"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 46,
"y": 447
},
"id": "0d2a2551-f5ec-4c41-9de3-b28c2fb508ff",
"page_number": 3,
"text": "weapons and nuclear weapons to be controversial weapons. The Screen Provider considers international standards on"
},
{
"block_type": "box",
"box": {
"height": 12,
"width": 903,
"x": 48,
"y": 461
},
"id": "81514657-0f67-44e9-b659-825e92555c84",
"page_number": 3,
"text": "responsible conduct in assessing controversial behaviour of companies including: the United Nations Global Compact"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 903,
"x": 47,
"y": 476
},
"id": "3a228b4f-8ef2-49c2-82ad-a3a47829eae5",
"page_number": 3,
"text": "(UNGC) Principles and the Organization for Economic Co-operation and Development (OECD) Guidelines for Multinational"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 903,
"x": 48,
"y": 490
},
"id": "5ddf1704-9255-41a6-a7f3-7dd715bad995",
"page_number": 3,
"text": "Enterprises. Whether a particular security is excluded will depend on whether i) the security meets specific ownership"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 47,
"y": 504
},
"id": "794eb0d2-3716-4b77-b91e-bd0ac2070962",
"page_number": 3,
"text": "thresholds, set by the Screen Provider, relating to companies directly associated with an exclusion category and/or ii) the"
},
{
"block_type": "box",
"box": {
"height": 12,
"width": 904,
"x": 47,
"y": 518
},
"id": "94150532-4dc8-404a-b970-6dccc8e3a4c5",
"page_number": 3,
"text": "Screen Provider\u2019s assessment of the effectiveness of any engagement aimed at eliminating a company\u2019s breach of the UNGC"
},
{
"block_type": "box",
"box": {
"height": 8,
"width": 192,
"x": 47,
"y": 533
},
"id": "4838093c-0e63-40f6-8d15-0d69f73536a2",
"page_number": 3,
"text": "and/ or OECD Guidelines."
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 47,
"y": 554
},
"id": "21181155-1bd6-42ec-b0c6-0d81d860525c",
"page_number": 3,
"text": "The Fund may also invest in transferable securities, money market instruments, warrants, units in collective investment"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 259,
"x": 47,
"y": 568
},
"id": "a9ebbc8f-cdd7-4ed4-9ecd-de7471044c09",
"page_number": 3,
"text": "schemes, deposits and derivatives."
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 47,
"y": 590
},
"id": "b55c6a86-7784-42d8-8e7e-bb95a06a64c5",
"page_number": 3,
"text": "The Fund may invest in collective investment schemes managed or operated by companies in the same group as the"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 903,
"x": 48,
"y": 604
},
"id": "69ea672e-977a-4985-8699-fb670c8ff76a",
"page_number": 3,
"text": "Manager or the Investment Adviser. The Fund will seek to track the performance of the Index whilst seeking to minimise as"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 649,
"x": 47,
"y": 618
},
"id": "f087be28-2436-4f3f-b357-2b374f73b17c",
"page_number": 3,
"text": "far as possible the tracking error between the Fund\u2019s performance and that of the Index."
},
{
"block_type": "box",
"box": {
"height": 8,
"width": 100,
"x": 48,
"y": 654
},
"id": "f24b242f-4d0a-4d46-98fa-ae41699f1516",
"page_number": 3,
"text": "Performance"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 47,
"y": 673
},
"id": "5d5b37a1-72f5-4201-9f50-4d7ed0b52ed7",
"page_number": 3,
"text": "The Fund returned 12.76% for the Reporting Period ended 30 June 2026, compared to the Index return of 13.40%. The size"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 515,
"x": 47,
"y": 687
},
"id": "ed273b00-e9ba-4ce6-ae15-2085766e263d",
"page_number": 3,
"text": "of the Fund\u2019s tracking difference for the Reporting Period was -0.64%."
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 414,
"x": 47,
"y": 708
},
"id": "ac6460bb-4b0f-43de-afbb-5eff4ab65c42",
"page_number": 3,
"text": "Note: Performance returns presented above are in GBP."
},
{
"block_type": "box",
"box": {
"height": 8,
"width": 190,
"x": 48,
"y": 744
},
"id": "b54d0a4f-a9aa-4ab1-9724-d42910fcaf2f",
"page_number": 3,
"text": "Risk and Reward Profile"
},
{
"block_type": "box",
"box": {
"height": 8,
"width": 70,
"x": 59,
"y": 763
},
"id": "71979d16-a699-4d59-aa5c-080c20237688",
"page_number": 3,
"text": "Lower risk"
},
{
"block_type": "box",
"box": {
"height": 9,
"width": 149,
"x": 59,
"y": 789
},
"id": "d2e14922-6244-49c1-90f1-79f9640988b1",
"page_number": 3,
"text": "Potentially lower reward"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 74,
"x": 452,
"y": 763
},
"id": "877aee0e-82a6-4748-b3a9-1ddaa9fe025e",
"page_number": 3,
"text": "Higher risk"
},
{
"block_type": "box",
"box": {
"height": 9,
"width": 154,
"x": 372,
"y": 789
},
"id": "94030327-2e50-46dd-ab9f-205e8947b804",
"page_number": 3,
"text": "Potentially higher reward"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 432,
"x": 77,
"y": 816
},
"id": "03b949b4-f7d8-4ba6-92fa-1a2e463bdc27",
"page_number": 3,
"text": "1234 7 5 6"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 8,
"x": 359,
"y": 816
},
"id": "b9891439-03e9-4034-8275-3457360da1de",
"page_number": 3,
"text": "5"
},
{
"block_type": "box",
"box": {
"height": 14,
"width": 12,
"x": 428,
"y": 813
},
"id": "287ed31f-a065-4ba5-a2c8-a9dcc5cf321c",
"page_number": 3,
"text": "6"
},
{
"block_type": "box",
"box": {
"height": 9,
"width": 123,
"x": 48,
"y": 854
},
"id": "10f5036b-7b71-4108-8d2d-9343d42e1e3c",
"page_number": 3,
"text": "Risk Disclaimer"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 903,
"x": 47,
"y": 872
},
"id": "b0b04b2f-f995-4085-bc31-ae6ac7a59beb",
"page_number": 3,
"text": "The risk category above is not a measure of capital loss or gains but of how significant the rises and falls in the Fund\u2019s return"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 161,
"x": 48,
"y": 886
},
"id": "49373990-bbbf-4efa-9d58-228fca97a625",
"page_number": 3,
"text": "have been historically."
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 902,
"x": 48,
"y": 907
},
"id": "eb520c82-c95d-41c3-a0b8-a2e686ed248a",
"page_number": 3,
"text": "For example a fund whose return has experienced significant rises and falls will be in a higher risk category, whereas a fund"
},
{
"block_type": "box",
"box": {
"height": 12,
"width": 675,
"x": 46,
"y": 921
},
"id": "c0c9f374-c697-43c1-aa51-cff4c5c9178d",
"page_number": 3,
"text": "whose return has experienced less significant rises and falls will be in a lower risk category."
},
{
"block_type": "box",
"box": {
"height": 13,
"width": 499,
"x": 47,
"y": 44
},
"id": "ef5819f9-0068-45ec-a85d-272926a44851",
"page_number": 3,
"text": "State Street AUT North America B Index Equity Fund"
},
{
"block_type": "box",
"box": {
"height": 13,
"width": 505,
"x": 48,
"y": 65
},
"id": "fa91b09c-92ee-4ab2-863c-275ab8f2f266",
"page_number": 3,
"text": "Interim Report and Unaudited Financial Statements 2026"
},
{
"block_type": "box",
"box": {
"height": 13,
"width": 168,
"x": 48,
"y": 123
},
"id": "bf22ac5c-4593-430c-aa61-11881994ad98",
"page_number": 3,
"text": "Manager\u2019s Report"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 616,
"x": 48,
"y": 147
},
"id": "bf3a59c4-6892-4750-b1a8-4ddf705385cd",
"page_number": 3,
"text": "For the first Reporting Period from 6th October 2025 (launch date) to 30 June 2026."
},
{
"block_type": "box",
"box": {
"height": 7,
"width": 3,
"x": 497,
"y": 956
},
"id": "ec6a26f1-7ab4-4417-91b6-3b5574a9ec50",
"page_number": 3,
"text": "1"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 654,
"x": 47,
"y": 175
},
"id": "ccc57b97-44ac-4c32-849c-aae720a0f699",
"page_number": 4,
"text": "The lowest category (i.e. category 1) does not mean that a fund is a risk free investment."
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 905,
"x": 46,
"y": 196
},
"id": "90f09d05-8c3a-495c-a975-94f5f2de0e32",
"page_number": 4,
"text": "As the Fund\u0027s risk category has been calculated using historical data, it may not be a reliable indication of the Fund\u0027s future"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 78,
"x": 48,
"y": 210
},
"id": "b478cb98-3ec1-4c73-9b40-ec75bed706a7",
"page_number": 4,
"text": "risk profile."
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 595,
"x": 47,
"y": 232
},
"id": "fac3b845-7492-4dfa-b630-c6abc863c67e",
"page_number": 4,
"text": "The Fund\u2019s risk category shown is not guaranteed and may change in the future."
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 272,
"x": 46,
"y": 260
},
"id": "b98e4179-8c85-4a08-8ce8-90c64b0f335e",
"page_number": 4,
"text": "Why is this Fund in this category?"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 703,
"x": 47,
"y": 278
},
"id": "8b638126-2f34-4c0b-a4f0-a434f8de1efa",
"page_number": 4,
"text": "The Fund is in risk category 6 as its return has experienced very high rises and falls historically."
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 797,
"x": 47,
"y": 299
},
"id": "a2bccf2d-e05c-4e21-bd68-779d56e891d8",
"page_number": 4,
"text": "The following are material risks relevant to the Fund which are not adequately captured by the risk category."
},
{
"block_type": "box",
"box": {
"height": 9,
"width": 157,
"x": 47,
"y": 320
},
"id": "fd3ee95e-b8c1-42dd-ba61-b3b3701e20eb",
"page_number": 4,
"text": "Concentration Risk:"
},
{
"block_type": "box",
"box": {
"height": 12,
"width": 739,
"x": 211,
"y": 320
},
"id": "df122a8c-3a61-403c-a79a-543733157f18",
"page_number": 4,
"text": "When the Fund focuses its investments in a particular way, the issues affecting the investments will"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 827,
"x": 48,
"y": 335
},
"id": "a961d38c-cd08-4a0e-97bb-8152c3189adf",
"page_number": 4,
"text": "have a greater effect than if the Fund was more diversified. This concentration may also limit the Fund\u2019s liquidity."
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 124,
"x": 47,
"y": 356
},
"id": "96c094a6-28ae-4d41-aa21-daee81409f12",
"page_number": 4,
"text": "Screening Risk:"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 773,
"x": 178,
"y": 356
},
"id": "ebbeb93c-dec1-4afc-8b7b-417b5ee65906",
"page_number": 4,
"text": "The Fund may track an index that uses a screen to identify securities based on criteria including, but, not"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 905,
"x": 47,
"y": 370
},
"id": "104edae1-9ca8-4dd7-8d3c-186cd10c7847",
"page_number": 4,
"text": "limited to environmental, social and governance (ESG) criteria. The screen may be fully or partially designed by the Manager"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 47,
"y": 385
},
"id": "72dbef82-59d2-4a34-8794-965249c6a1d7",
"page_number": 4,
"text": "or by a third party provider. There is a risk that errors are made in the screening process. There is an additional risk that a"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 903,
"x": 47,
"y": 399
},
"id": "0d18d9d1-cf15-49ac-be58-578795575374",
"page_number": 4,
"text": "screen provider may amend or discontinue its screening services and/or that the Manager may change the screen or screen"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 902,
"x": 48,
"y": 413
},
"id": "d11a72f7-d9cf-4c08-845a-3b3c543afaa0",
"page_number": 4,
"text": "provider. In such circumstances, there is no guarantee that a replacement screen provided would result in a similar screening"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 222,
"x": 48,
"y": 427
},
"id": "2dcd68ae-fa3f-4e74-979a-ba929ba79e9a",
"page_number": 4,
"text": "process or would be available."
},
{
"block_type": "box",
"box": {
"height": 12,
"width": 151,
"x": 47,
"y": 448
},
"id": "a6fef59a-3652-4deb-af8d-b0f992efd536",
"page_number": 4,
"text": "Counterparty Risk:"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 744,
"x": 207,
"y": 449
},
"id": "15646b13-b1b6-49e1-9c09-caed2e3cbe18",
"page_number": 4,
"text": "The Fund will be subject to credit risk with respect to the counterparties with which it enters into"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 903,
"x": 47,
"y": 463
},
"id": "f0e8afbf-0a2e-4404-9106-7d6a97c83e7e",
"page_number": 4,
"text": "derivatives contracts and other transactions. There is a risk that these institutions may not be able to perform their obligations."
},
{
"block_type": "box",
"box": {
"height": 9,
"width": 403,
"x": 47,
"y": 477
},
"id": "bbabfd76-13e0-4744-949c-297ac7e54f00",
"page_number": 4,
"text": "This could reduce the value of the Fund\u0027s investments."
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 189,
"x": 47,
"y": 498
},
"id": "073c1b01-80dc-4ed6-932e-46bd66c43d9e",
"page_number": 4,
"text": "Currency Hedging Risk:"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 708,
"x": 243,
"y": 498
},
"id": "79190d08-2151-4752-bca5-76a5f3f5521d",
"page_number": 4,
"text": "There can be no assurance that the Fund\u0027s hedging transactions will be effective. By seeking to"
},
{
"block_type": "box",
"box": {
"height": 12,
"width": 810,
"x": 48,
"y": 512
},
"id": "9fe89cf6-476f-4d40-bf4a-f8b4655fdd42",
"page_number": 4,
"text": "reduce or eliminate losses caused by exchange rate fluctuations, hedging may also reduce or eliminate gains."
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 161,
"x": 48,
"y": 534
},
"id": "a9bca3f7-29b9-4f71-a997-12d5721ab2d6",
"page_number": 4,
"text": "Index Tracking Risk:"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 733,
"x": 217,
"y": 534
},
"id": "537d751b-c351-4d7c-94b3-bf5e3491c15d",
"page_number": 4,
"text": "The Fund\u0027s performance may not exactly track the Index. This can result from market fluctuations,"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 903,
"x": 47,
"y": 548
},
"id": "63b66261-079c-4747-a358-ffebc8f92108",
"page_number": 4,
"text": "changes in the composition of the Index, transaction costs, the costs of making changes to the Fund\u0027s portfolio and other Fund"
},
{
"block_type": "box",
"box": {
"height": 8,
"width": 74,
"x": 47,
"y": 565
},
"id": "0735a152-2207-44de-8b4b-beeec4833dbe",
"page_number": 4,
"text": "expenses."
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 112,
"x": 48,
"y": 584
},
"id": "a4300b3d-1f43-438a-b542-3173fb1c70b6",
"page_number": 4,
"text": "Liquidity Risk:"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 783,
"x": 167,
"y": 584
},
"id": "ff7e75c4-6077-402b-9251-a93349605dfe",
"page_number": 4,
"text": "It may be difficult for the Fund to buy or sell certain investments in difficult market conditions. Consequently,"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 689,
"x": 47,
"y": 598
},
"id": "af3467bf-d38d-495c-8145-d1c0152d4ad4",
"page_number": 4,
"text": "the price obtained when selling securities may be lower than under normal market conditions."
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 637,
"x": 48,
"y": 619
},
"id": "669c3537-8b3e-4664-a866-5070bbf7900a",
"page_number": 4,
"text": "Please refer to the Prospectus for full details about the risks associated with this Fund."
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 142,
"x": 48,
"y": 655
},
"id": "b594f837-ee99-432d-a42d-a5cdecc680cf",
"page_number": 4,
"text": "Derivatives Usage"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 903,
"x": 48,
"y": 674
},
"id": "37d27369-ea4a-45c3-8521-2325b04d6b55",
"page_number": 4,
"text": "Derivatives are used in the Fund for efficient portfolio management purposes. The Fund invests in index futures to manage"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 903,
"x": 47,
"y": 688
},
"id": "7f2432d9-4944-4d7c-8560-509a5cd33f59",
"page_number": 4,
"text": "client inflows and outflows and to hedge accrued income. At all times the futures exposure is covered entirely by cash or cash"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 87,
"x": 47,
"y": 702
},
"id": "829b2146-9fe9-45df-8106-98143ac69b97",
"page_number": 4,
"text": "equivalents."
},
{
"block_type": "box",
"box": {
"height": 12,
"width": 790,
"x": 46,
"y": 723
},
"id": "58bf2b34-5c48-474a-b19c-2fb589b6fe3d",
"page_number": 4,
"text": "As at 30th June 2026, the Fund had a total notional exposure to futures of \u00a32,559,211 (0.03% of the Fund)."
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 114,
"x": 47,
"y": 752
},
"id": "f0ac7a09-8acd-4ddd-a57c-e970c90be497",
"page_number": 4,
"text": "Tracking Error"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 47,
"y": 770
},
"id": "c576f28f-bba0-4c1d-ae0c-a237609be629",
"page_number": 4,
"text": "The Tracking Error measures the standard deviation of the relative returns. It is the annualised standard deviation of the"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 902,
"x": 48,
"y": 784
},
"id": "032918a5-9cfe-4786-a1f8-a9a5c829ed85",
"page_number": 4,
"text": "returns of a fund minus those of its benchmark (relative returns) and not the standard deviation of each fund\u2019s unique returns."
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 903,
"x": 47,
"y": 798
},
"id": "2e5f0c62-3bd9-4641-b9f2-3e4331a69c40",
"page_number": 4,
"text": "The lower the tracking error of a fund, the more the fund resembles its benchmark or the market regarding risk and return"
},
{
"block_type": "box",
"box": {
"height": 8,
"width": 110,
"x": 47,
"y": 813
},
"id": "6d3a4b53-0e1a-490f-97f6-172e6857bae3",
"page_number": 4,
"text": "characteristics."
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 905,
"x": 46,
"y": 834
},
"id": "14d6e181-a673-426c-95c6-b236ec6ce739",
"page_number": 4,
"text": "As the Fund has been in operation for less than one year as at 30 June 2026, a tracking error for the one-year period is"
},
{
"block_type": "box",
"box": {
"height": 9,
"width": 96,
"x": 48,
"y": 848
},
"id": "4b5476df-3e51-4133-9c6c-2a92995c846b",
"page_number": 4,
"text": "not available."
},
{
"block_type": "box",
"box": {
"height": 13,
"width": 499,
"x": 47,
"y": 44
},
"id": "d11b5079-f8fa-49bd-ba6d-e192da8cedcd",
"page_number": 4,
"text": "State Street AUT North America B Index Equity Fund"
},
{
"block_type": "box",
"box": {
"height": 13,
"width": 505,
"x": 48,
"y": 65
},
"id": "5e498799-6734-465b-8c14-8892b9086ce4",
"page_number": 4,
"text": "Interim Report and Unaudited Financial Statements 2026"
},
{
"block_type": "box",
"box": {
"height": 13,
"width": 281,
"x": 48,
"y": 123
},
"id": "110bba33-3cbc-427f-9a62-147f7a9c4ec2",
"page_number": 4,
"text": "Manager\u0027s Report (continued)"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 616,
"x": 48,
"y": 147
},
"id": "6da07de5-c8a0-4e57-8200-17876aac0d08",
"page_number": 4,
"text": "For the first Reporting Period from 6th October 2025 (launch date) to 30 June 2026."
},
{
"block_type": "box",
"box": {
"height": 7,
"width": 6,
"x": 496,
"y": 956
},
"id": "5df392d6-5b92-4c45-97d6-37308cbc6cb5",
"page_number": 4,
"text": "2"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 70,
"x": 621,
"y": 174
},
"id": "f12e66b8-faa9-440a-9137-fec91ab51e42",
"page_number": 5,
"text": "Holdings"
},
{
"block_type": "box",
"box": {
"height": 9,
"width": 101,
"x": 724,
"y": 159
},
"id": "07456e68-a4d8-4caa-b538-0d60743de3b7",
"page_number": 5,
"text": "Market Value"
},
{
"block_type": "box",
"box": {
"height": 9,
"width": 40,
"x": 785,
"y": 173
},
"id": "50e408a4-099b-49c5-a6d9-97068f664526",
"page_number": 5,
"text": "\u00a3\u0027000"
},
{
"block_type": "box",
"box": {
"height": 9,
"width": 77,
"x": 873,
"y": 159
},
"id": "36aa8ffa-f36e-47e6-9648-5a863e7b5073",
"page_number": 5,
"text": "% of Total"
},
{
"block_type": "box",
"box": {
"height": 8,
"width": 84,
"x": 867,
"y": 174
},
"id": "6da2eff1-7f23-4eac-81f0-7d082db488a4",
"page_number": 5,
"text": "Net Assets"
},
{
"block_type": "box",
"box": {
"height": 9,
"width": 145,
"x": 46,
"y": 208
},
"id": "5d067b5e-dc93-49f8-8fad-4fcf3e255fff",
"page_number": 5,
"text": "Australia \u2014 0.04%"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 46,
"y": 228
},
"id": "0bf9439d-8761-4236-9c52-5c697296c3f9",
"page_number": 5,
"text": "Atlassian Corp. 26,700 1,599 0.02"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 902,
"x": 48,
"y": 247
},
"id": "1d751696-3a71-4ac0-82a1-56ea5e6f7dd6",
"page_number": 5,
"text": "IREN Ltd. 45,700 1,590 0.02"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 167,
"x": 784,
"y": 275
},
"id": "576ba58b-5a37-469e-bcaa-fad986df83f1",
"page_number": 5,
"text": "3,189 0.04"
},
{
"block_type": "box",
"box": {
"height": 9,
"width": 144,
"x": 48,
"y": 323
},
"id": "dc6a4778-a0b5-419d-81cf-d6a2c467456c",
"page_number": 5,
"text": "Bermuda \u2014 0.08%"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 905,
"x": 46,
"y": 343
},
"id": "9ed38076-e759-4374-99b1-a31c329d3eb3",
"page_number": 5,
"text": "Arch Capital Group Ltd. 52,000 3,855 0.05"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 903,
"x": 48,
"y": 363
},
"id": "29f0c98f-17d9-4fb7-9e15-f5ad8561279b",
"page_number": 5,
"text": "Everest Group Ltd. 7,020 1,916 0.03"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 167,
"x": 784,
"y": 390
},
"id": "b2f39e93-bbd1-46c9-b4cf-9ee302de1cdd",
"page_number": 5,
"text": "5,771 0.08"
},
{
"block_type": "box",
"box": {
"height": 9,
"width": 133,
"x": 47,
"y": 439
},
"id": "1e6ec5d7-4d0b-49b4-a547-92e286ac809e",
"page_number": 5,
"text": "Canada \u2014 4.42%"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 46,
"y": 459
},
"id": "ba0923cb-fe4f-4608-936c-6c1d17ad1c21",
"page_number": 5,
"text": "Agnico Eagle Mines Ltd. 82,446 9,600 0.12"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 46,
"y": 478
},
"id": "2ed11608-ed43-4d0a-a607-6e6d2c1e3672",
"page_number": 5,
"text": "Alamos Gold, Inc. 59,900 1,396 0.02"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 905,
"x": 46,
"y": 498
},
"id": "5dc66fcd-2806-489e-93d8-2da7251f7d62",
"page_number": 5,
"text": "Alimentation Couche-Tard, Inc. 105,400 5,132 0.07"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 902,
"x": 46,
"y": 518
},
"id": "cd311f4e-b919-43aa-9474-c8191ee342e5",
"page_number": 5,
"text": "AltaGas Ltd. 41,000 1,158 0.01"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 46,
"y": 537
},
"id": "be5f0760-a62b-4da7-b458-6728c8bc3c26",
"page_number": 5,
"text": "ARC Resources Ltd. 102,300 1,612 0.02"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 902,
"x": 46,
"y": 557
},
"id": "329276ad-9e98-4acb-8276-df8224f9decb",
"page_number": 5,
"text": "AtkinsRealis Group, Inc. 19,900 919 0.01"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 903,
"x": 48,
"y": 577
},
"id": "674bdd20-75de-4134-834c-c7144fd82b8a",
"page_number": 5,
"text": "Bank of Montreal 103,500 13,770 0.18"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 903,
"x": 48,
"y": 596
},
"id": "760ae944-863f-48fa-a63d-fcb554bb23bf",
"page_number": 5,
"text": "Bank of Nova Scotia 189,500 12,387 0.16"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 903,
"x": 48,
"y": 616
},
"id": "99ba9612-5312-4d0e-8400-6b86e9869ff2",
"page_number": 5,
"text": "Barrick Mining Corp. 261,958 7,330 0.09"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 900,
"x": 48,
"y": 636
},
"id": "52509d32-1525-4a1a-962f-514c3c3f3e30",
"page_number": 5,
"text": "BCE, Inc. 59,600 1,002 0.01"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 903,
"x": 48,
"y": 655
},
"id": "af41d659-28e5-47ad-aa9f-c6d947a32eae",
"page_number": 5,
"text": "Bombardier, Inc. 16,600 2,916 0.04"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 903,
"x": 48,
"y": 675
},
"id": "b67958a0-de28-45bd-bab6-5f2c90f096ec",
"page_number": 5,
"text": "Brookfield Corp. 317,450 10,133 0.13"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 904,
"x": 47,
"y": 695
},
"id": "4c773a16-29fa-42f3-9091-b8a88337e408",
"page_number": 5,
"text": "CAE, Inc. 123,500 2,355 0.03"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 47,
"y": 714
},
"id": "fca9cc9f-f21c-4046-8000-99a98dd5f58d",
"page_number": 5,
"text": "Cameco Corp. 65,000 5,072 0.06"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 47,
"y": 734
},
"id": "73be1835-7e4e-41a8-aa11-a328006950e0",
"page_number": 5,
"text": "Canadian Imperial Bank of Commerce 137,900 11,838 0.15"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 47,
"y": 754
},
"id": "d76e7aa3-91c8-47a7-8e39-3703f8732011",
...