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State Street AUT Emerging Markets
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* 34
Comparative Table* 35
Financial statements: 36
Statement of Total Return 36
Statement of Change in Net Assets Attributable to Unitholders 36
Balance Sheet 37
Notes to the Financial Statements 38
Directory* 44
* These collectively comprise the Manager’s Report.
State Street AUT Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Page 3
Authorised Status The State Street AUT Emerging Markets 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 Emerging Markets equity market as represented by the MSCI Emerging Markets 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 24 Emerging Market countries.
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 27.41% (27.40% net of fees) for the Reporting Period ended 30 June 2026, compared to the Index return of 28.11%. The size of the Fund’s tracking difference for the Reporting Period was -0.70%.
Note: Performance returns presented above are in GBP.
Risk and Reward Profile Lower risk
Potentially lower reward
Higher risk
Potentially higher reward
1234 67 5 5
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 Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Manager’s Report
For the first Reporting Period from 20 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 5 as its return has experienced medium 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.
People's Republic of China (PRC) and Greater China Investments Risk: Risks of investing in PRC and Greater China Investments include, among others, trading suspensions, currency transfer/exposure restrictions, limits on holdings of PRC Investments and use of brokers, untested concepts regarding treatment of beneficial ownership, reliance on Access Programmes which may be discontinued or substantially changed, custody risks including lack of sufficient segregation of assets from those of the RQFII licence holder and Sub-Custodian and tax uncertainty.
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 £5,759,468.73 (1.15% 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 Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Manager's Report (continued)
For the first Reporting Period from 20 October 2025 (launch date) to 30 June 2026
2
Page 5
Holdings
Market Value £'000
% of Total Net Assets
Australia — 0.04% MMG Ltd. 284,000 191 0.04
Brazil — 3.56% Ambev SA 215,400 523 0.10 Axia Energia SA 72,910 588 0.12 Axia Energia SA 'C' Shares 17,315 137 0.03 Axia Energia SA Preference Shares~³ 16 0 0.00 B3 SA - Brasil Bolsa Balcao 254,126 548 0.11 Banco Bradesco SA 67,500 156 0.03 Banco Bradesco SA Preference Shares 273,600 728 0.14 Banco BTG Pactual SA 58,431 467 0.09 Banco do Brasil SA 87,600 260 0.05 BB Seguridade Participacoes SA 29,800 171 0.03 Caixa Seguridade Participacoes SA 25,600 74 0.02 Cia de Saneamento Basico do Estado de Sao Paulo SABESP 123,173 534 0.11 Cia Energetica de Minas Gerais 79,600 128 0.03 Cia Paranaense de Energia - Copel 92,900 207 0.04 CPFL Energia SA 8,600 57 0.01 Embraer SA 35,100 412 0.08 Energisa SA 12,930 91 0.02 Eneva SA 41,135 161 0.03 Engie Brasil Energia SA 11,680 58 0.01 Equatorial SA 56,700 330 0.07 Gerdau SA 68,700 214 0.04 Itau Unibanco Holding SA 22,800 148 0.03 Itau Unibanco Holding SA Preference Shares 282,524 1,755 0.35 Itausa SA 302,375 598 0.12 Klabin SA 31,835 79 0.02 Localiza Rent a Car SA 48,100 298 0.06 MBRF Global Foods Co. SA 25,500 66 0.01 Motiva Infraestrutura de Mobilidade SA 39,800 86 0.02 NU Holdings Ltd. 188,700 1,880 0.37 Petroleo Brasileiro SA - Petrobras 181,432 1,118 0.22 Petroleo Brasileiro SA - Petrobras Preference Shares 248,000 1,378 0.27 Porto Seguro SA 6,400 50 0.01 PRIO SA 48,700 377 0.08
State Street AUT Emerging Markets 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
Brazil — 3.56% (continued) Raia Drogasil SA 68,784 173 0.03 Rede D'Or Sao Luiz SA 33,200 169 0.03 Rumo SA 52,700 105 0.02 StoneCo Ltd. 7,800 64 0.01 Suzano SA 27,100 157 0.03 Telefonica Brasil SA 36,400 183 0.04 TIM SA 42,200 138 0.03 Ultrapar Participacoes SA 39,400 152 0.03 Vale SA 185,516 2,120 0.42 Vibra Energia SA 56,769 249 0.05 WEG SA 75,230 515 0.10 XP, Inc. 20,400 252 0.05
17,954 3.56
Canada — 0.03% China Gold International Resources Corp. Ltd. 11,200 133 0.03
Chile — 0.41% Banco de Chile 2,339,942 343 0.07 Banco de Credito e Inversiones SA 3,803 188 0.04 Banco Santander Chile 3,377,965 208 0.04 Cencosud SA 60,727 107 0.02 Empresas Copec SA 20,219 95 0.02 Enel Chile SA 1,300,642 87 0.02 Falabella SA 32,256 157 0.03 Latam Airlines Group SA 16,274,541 365 0.07 Plaza SA 40,014 124 0.02 Sociedad Quimica y Minera de Chile SA 7,107 387 0.08
2,061 0.41
China — 15.19% 360 Security Technology, Inc. 30,600 30 0.01 37 Interactive Entertainment Network Technology Group Co. Ltd. 1,800 4 0.00
State Street AUT Emerging Markets 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
China — 15.19% (continued) 3SBio, Inc. 90,500 147 0.03 AAC Technologies Holdings, Inc. 37,000 153 0.03 Accelink Technologies Co. Ltd. 2,500 72 0.01 ACM Research Shanghai, Inc. 1,132 55 0.01 Advanced Fiber Resources Zhuhai Ltd. 1,000 42 0.01 Advanced Micro-Fabrication Equipment, Inc. China 2,851 149 0.03 AECC Aviation Power Co. Ltd. 11,200 48 0.01 Agricultural Bank of China Ltd. 'A' Shares 223,400 151 0.03 Agricultural Bank of China Ltd. 'H' Shares 1,438,000 741 0.15 Aier Eye Hospital Group Co. Ltd. 10,700 10 0.00 Air China Ltd. 44,300 30 0.01 Akeso, Inc. 31,000 263 0.05 Aluminum Corp. of China Ltd. 'A' Shares 40,800 37 0.01 Aluminum Corp. of China Ltd. 'H' Shares 204,000 147 0.03 Anhui Conch Cement Co. Ltd. 'A' Shares 7,200 14 0.00 Anhui Conch Cement Co. Ltd. 'H' Shares 66,500 108 0.02 Anhui Jianghuai Automobile Group Corp. Ltd. 4,100 12 0.00 Anji Microelectronics Technology Shanghai Co. Ltd. 1,133 43 0.01 Anker Innovations Technology Co. Ltd. 2,200 26 0.01 ANTA Sports Products Ltd. 72,800 499 0.10 Avary Holding Shenzhen Co. Ltd. 6,600 77 0.02 Baidu, Inc. 105,450 1,118 0.22 Baiyin Nonferrous Group Co. Ltd. 21,500 12 0.00 Bank of Beijing Co. Ltd. 196,500 107 0.02 Bank of Chengdu Co. Ltd. 41,500 82 0.02 Bank of China Ltd. 'A' Shares 80,900 52 0.01 Bank of China Ltd. 'H' Shares 3,575,000 1,721 0.34 Bank of Communications Co. Ltd. 'A' Shares 125,100 90 0.02 Bank of Communications Co. Ltd. 'H' Shares 498,000 324 0.06 Bank of Hangzhou Co. Ltd. 13,900 22 0.00 Bank of Jiangsu Co. Ltd. 57,800 69 0.01 Bank of Nanjing Co. Ltd. 48,100 53 0.01 Bank of Ningbo Co. Ltd. 19,000 63 0.01 Bank of Shanghai Co. Ltd. 53,900 52 0.01 Baoshan Iron & Steel Co. Ltd. 74,200 45 0.01
State Street AUT Emerging Markets 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
China — 15.19% (continued) Beijing Compass Technology Development Co. Ltd. 400 4 0.00 Beijing Enlight Media Co. Ltd. 2,800 3 0.00 Beijing Kingsoft Office Software, Inc. 806 19 0.00 Beijing New Building Materials PLC 12,300 25 0.00 Beijing Tong Ren Tang Co. Ltd. 4,800 12 0.00 Beijing-Shanghai High Speed Railway Co. Ltd. 146,400 74 0.01 Bilibili, Inc. 11,880 151 0.03 Biwin Storage Technology Co. Ltd. 1,282 71 0.01 Bluefocus Intelligent Communications Group Co. Ltd. 14,400 22 0.00 BOE Technology Group Co. Ltd. 103,100 100 0.02 BYD Co. Ltd. 'A' Shares 12,300 109 0.02 BYD Co. Ltd. 'H' Shares 191,100 1,337 0.26 BYD Electronic International Co. Ltd. 33,000 67 0.01 Caitong Securities Co. Ltd. 20,900 20 0.00 Cambricon Technologies Corp. Ltd. 2,102 374 0.07 Canmax Technologies Co. Ltd. 2,900 30 0.01 CCOOP Group Co. Ltd. 13,800 2 0.00 CGN Power Co. Ltd. 499,000 129 0.03 Changjiang Securities Co. Ltd. 16,900 18 0.00 Chaozhou Three-Circle Group Co. Ltd. 5,700 106 0.02 Chifeng Jilong Gold Mining Group Ltd. 1,500 4 0.00 China CITIC Bank Corp. Ltd. 'A' Shares 11,800 9 0.00 China CITIC Bank Corp. Ltd. 'H' Shares 439,000 281 0.06 China Coal Energy Co. Ltd. 180,000 171 0.03 China Construction Bank Corp. 'A' Shares 56,500 61 0.01 China Construction Bank Corp. 'H' Shares 4,352,000 3,389 0.67 China CSSC Holdings Ltd. 23,100 87 0.02 China Eastern Airlines Corp. Ltd. 71,000 30 0.01 China Energy Engineering Corp. Ltd. 107,600 32 0.01 China Everbright Bank Co. Ltd. 152,600 49 0.01 China Feihe Ltd. 213,000 57 0.01 China Galaxy Securities Co. Ltd. 'A' Shares 8,700 12 0.00 China Galaxy Securities Co. Ltd. 'H' Shares 224,000 159 0.03 China Greatwall Technology Group Co. Ltd. 2,400 5 0.00 China Hongqiao Group Ltd. 164,500 319 0.06
State Street AUT Emerging Markets 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
China — 15.19% (continued) China International Capital Corp. Ltd. 'A' Shares 76,400 155 0.03 China International Capital Corp. Ltd. 'H' Shares 26,400 106 0.02 China Jushi Co. Ltd. 13,500 110 0.02 China Life Insurance Co. Ltd. 'A' Shares 3,300 13 0.00 China Life Insurance Co. Ltd. 'H' Shares 380,000 979 0.19 China Longyuan Power Group Corp. Ltd. 160,000 77 0.02 China Mengniu Dairy Co. Ltd. 158,000 245 0.05 China Merchants Bank Co. Ltd. 'A' Shares 56,100 222 0.04 China Merchants Bank Co. Ltd. 'H' Shares 211,500 916 0.18 China Merchants Energy Shipping Co. Ltd. 40,000 78 0.02 China Merchants Expressway Network & Technology Holdings Co. Ltd. 69,500 71 0.01 China Merchants Securities Co. Ltd. 17,200 40 0.01 China Merchants Shekou Industrial Zone Holdings Co. Ltd. 37,500 27 0.01 China Minsheng Banking Corp. Ltd. 'A' Shares 99,600 36 0.01 China Minsheng Banking Corp. Ltd. 'H' Shares 386,500 117 0.02 China National Building Material Co. Ltd. 148,000 76 0.01 China National Chemical Engineering Co. Ltd. 54,000 44 0.01 China National Nuclear Power Co. Ltd. 68,100 69 0.01 China Nonferrous Mining Corp. Ltd. 61,000 66 0.01 China Oilfield Services Ltd. 152,000 92 0.02 China Pacific Insurance Group Co. Ltd. 'A' Shares 18,900 60 0.01 China Pacific Insurance Group Co. Ltd. 'H' Shares 133,800 347 0.07 China Railway Group Ltd. 'A' Shares 77,200 36 0.01 China Railway Group Ltd. 'H' Shares 298,000 95 0.02 China Rare Earth Resources & Technology Co. Ltd. 1,000 6 0.00 China Resources Microelectronics Ltd. 6,757 74 0.01 China Resources Mixc Lifestyle Services Ltd. 37,200 132 0.03 China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. 6,000 15 0.00 China Shenhua Energy Co. Ltd. 'A' Shares 23,100 100 0.02 China Shenhua Energy Co. Ltd. 'H' Shares 204,000 789 0.16 China Southern Airlines Co. Ltd. 5,100 3 0.00 China State Construction Engineering Corp. Ltd. 273,200 132 0.03 China Three Gorges Renewables Group Co. Ltd. 105,000 43 0.01 China Tourism Group Duty Free Corp. Ltd. 3,800 23 0.00 China Tower Corp. Ltd. 246,000 209 0.04
State Street AUT Emerging Markets 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
China — 15.19% (continued) China Tungsten & Hightech Materials Co. Ltd. 7,100 76 0.01 China United Network Communications Ltd. 66,400 30 0.01 China Vanke Co. Ltd. 32,800 11 0.00 China XD Electric Co. Ltd. 18,800 31 0.01 China Yangtze Power Co. Ltd. 110,200 325 0.06 China Zheshang Bank Co. Ltd. 245,000 72 0.01 Chongqing Changan Automobile Co. Ltd. 31,000 25 0.00 Chongqing Rural Commercial Bank Co. Ltd. 174,000 97 0.02 CICT Mobile Communication Technology Co. Ltd. 18,433 41 0.01 CITIC Ltd. 216,000 221 0.04 CITIC Securities Co. Ltd. 'A' Shares 81,200 260 0.05 CITIC Securities Co. Ltd. 'H' Shares 81,500 214 0.04 CMOC Group Ltd. 'A' Shares 72,400 142 0.03 CMOC Group Ltd. 'H' Shares 171,000 252 0.05 CNGR Advanced Material Co. Ltd. 800 4 0.00 Contemporary Amperex Technology Co. Ltd. 'A' Shares 13,400 587 0.12 Contemporary Amperex Technology Co. Ltd. 'H' Shares 8,800 596 0.12 COSCO SHIPPING Energy Transportation Co. Ltd. 'A' Shares 16,000 32 0.01 COSCO SHIPPING Energy Transportation Co. Ltd. 'H' Shares 60,000 80 0.02 COSCO SHIPPING Holdings Co. Ltd. 'A' Shares 20,700 31 0.01 COSCO SHIPPING Holdings Co. Ltd. 'H' Shares 155,000 194 0.04 CRRC Corp. Ltd. 'A' Shares 28,300 16 0.00 CRRC Corp. Ltd. 'H' Shares 279,000 121 0.02 CSC Financial Co. Ltd. 7,700 25 0.00 CSI Solar Co. Ltd.* 263 0 0.00 CSPC Pharmaceutical Group Ltd. 420,000 283 0.06 Dajin Heavy Industry Co. Ltd. 3,700 24 0.00 Daqin Railway Co. Ltd. 76,200 39 0.01 Datang International Power Generation Co. Ltd. 42,000 33 0.01 Dazhong Mining Co. Ltd. 7,100 24 0.00 Delton Technology Guangzhou, Inc. 1,500 40 0.01 Dongfang Electric Corp. Ltd. 6,300 20 0.00 Dongxing Securities Co. Ltd. 10,700 16 0.00 Dosilicon Co. Ltd. 1,765 40 0.01 East Money Information Co. Ltd. 39,700 90 0.02
State Street AUT Emerging Markets 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
China — 15.19% (continued) Eastroc Beverage Group Co. Ltd. 1,170 16 0.00 Empyrean Technology Co. Ltd. 2,100 28 0.01 ENN Energy Holdings Ltd. 43,200 169 0.03 ENN Natural Gas Co. Ltd. 6,600 12 0.00 Eoptolink Technology, Inc. Ltd. 4,660 315 0.06 Eve Energy Co. Ltd. 6,200 45 0.01 Everbright Securities Co. Ltd. 14,700 24 0.00 EverProX Technologies Co. Ltd. 1,200 37 0.01 Fiberhome Telecommunication Technologies Co. Ltd. 5,400 44 0.01 Focus Media Information Technology Co. Ltd. 56,900 31 0.01 Foshan Haitian Flavouring & Food Co. Ltd. 13,500 50 0.01 Founder Securities Co. Ltd. 32,500 26 0.01 Founder Technology Group Corp. 21,700 34 0.01 Foxconn Industrial Internet Co. Ltd. 32,300 260 0.05 Full Truck Alliance Co. Ltd. ADR 37,400 229 0.05 Fuyao Glass Industry Group Co. Ltd. 'A' Shares 1,000 6 0.00 Fuyao Glass Industry Group Co. Ltd. 'H' Shares 39,200 194 0.04 Ganfeng Lithium Group Co. Ltd. 'A' Shares 9,700 71 0.01 Ganfeng Lithium Group Co. Ltd. 'H' Shares 19,400 94 0.02 GD Power Development Co. Ltd. 64,500 34 0.01 GDS Holdings Ltd. 57,600 158 0.03 GEM Co. Ltd. 21,600 16 0.00 Genscript Biotech Corp. 46,000 54 0.01 GF Securities Co. Ltd. 'A' Shares 10,500 27 0.01 GF Securities Co. Ltd. 'H' Shares 51,200 84 0.02 Giant Biogene Holding Co. Ltd. 17,000 43 0.01 Giant Network Group Co. Ltd. 1,300 4 0.00 GigaDevice Semiconductor, Inc. 2,300 210 0.04 GoerTek, Inc. 10,900 27 0.01 Goldwind Science & Technology Co. Ltd. 12,600 34 0.01 Gotion High-tech Co. Ltd. 1,000 3 0.00 Great Wall Motor Co. Ltd. 137,500 116 0.02 Gree Electric Appliances, Inc. of Zhuhai 8,000 33 0.01 Guangdong Haid Group Co. Ltd. 7,300 36 0.01 Guangdong HEC Technology Holding Co. Ltd. 11,500 43 0.01
State Street AUT Emerging Markets 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
China — 15.19% (continued) Guangzhou Tinci Materials Technology Co. Ltd. 6,900 40 0.01 Guocheng Mining Co. Ltd. 6,400 24 0.00 Guosen Securities Co. Ltd. 14,500 16 0.00 Guotai Haitong Securities Co. Ltd. 65,600 133 0.03 Guotai Haitong Securities Co. Ltd. 'H' Shares 127,600 183 0.04 Guoyuan Securities Co. Ltd. 15,700 13 0.00 H World Group Ltd. ADR 9,200 301 0.06 Haidilao International Holding Ltd. 84,000 86 0.02 Haier Smart Home Co. Ltd. 'A' Shares 12,700 29 0.01 Haier Smart Home Co. Ltd. 'H' Shares 126,200 244 0.05 Hainan Airlines Holding Co. Ltd. 41,800 6 0.00 Haitian International Holdings Ltd. 33,000 60 0.01 Hangzhou Chang Chuan Technology Co. Ltd. 2,200 84 0.02 Hangzhou Silan Microelectronics Co. Ltd. 3,400 21 0.00 Hansoh Pharmaceutical Group Co. Ltd. 62,000 177 0.03 Henan Shenhuo Coal Industry & Electricity Power Co. Ltd. 1,900 5 0.00 Henan Shijia Photons Technology Co. Ltd. 1,761 36 0.01 Henan Shuanghui Investment & Development Co. Ltd. 10,100 25 0.00 Hengan International Group Co. Ltd. 23,000 48 0.01 Hengli Petrochemical Co. Ltd. 22,800 45 0.01 Hengtong Optic-electric Co. Ltd. 8,400 103 0.02 Hesai Group 5,440 68 0.01 Hgtech Co. Ltd. 3,000 62 0.01 Hithink RoyalFlush Information Network Co. Ltd. 3,300 89 0.02 Horizon Robotics 267,000 105 0.02 Hoshine Silicon Industry Co. Ltd. 5,900 32 0.01 Hua Hong Grace Semiconductor Ltd. 37,000 770 0.15 Hua Hong Grace Semiconductor Ltd. 'A' Shares 903 34 0.01 Huadian Power International Corp. Ltd. 51,700 26 0.01 Huafon Chemical Co. Ltd. 26,100 28 0.01 Huaneng Power International, Inc. 'A' Shares 9,600 8 0.00 Huaneng Power International, Inc. 'H' Shares 240,000 127 0.03 Huaqin Co. Ltd. 4,340 36 0.01 Huatai Securities Co. Ltd. 'A' Shares 12,500 29 0.01 Huatai Securities Co. Ltd. 'H' Shares 78,600 127 0.03
State Street AUT Emerging Markets 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
China — 15.19% (continued) Huaxia Bank Co. Ltd. 46,400 33 0.01 Huayu Automotive Systems Co. Ltd. 1,800 3 0.00 Hubei Feilihua Quartz Glass Co. Ltd. 2,000 30 0.01 Huizhou Desay Sv Automotive Co. Ltd. 400 4 0.00 Hunan Yuneng New Energy Battery Material Co. Ltd. 3,100 26 0.01 Hundsun Technologies, Inc. 21,400 51 0.01 Hwatsing Technology Co. Ltd. 1,355 49 0.01 Hygon Information Technology Co. Ltd. 7,778 322 0.06 IEIT Systems Co. Ltd. 5,200 41 0.01 Iflytek Co. Ltd. 7,400 34 0.01 Industrial & Commercial Bank of China Ltd. 'A' Shares 148,900 117 0.02 Industrial & Commercial Bank of China Ltd. 'H' Shares 3,441,000 2,134 0.42 Industrial Bank Co. Ltd. 60,500 112 0.02 Industrial Securities Co. Ltd. 19,700 13 0.00 Ingenic Semiconductor Co. Ltd. 1,200 33 0.01 Inner Mongolia Dian Tou Energy Corp. Ltd. 26,300 68 0.01 Inner Mongolia Xingye Silver&Tin Mining Co. Ltd. 2,900 11 0.00 Inner Mongolia Yili Industrial Group Co. Ltd. 19,200 51 0.01 Inner Mongolia Yitai Coal Co. Ltd. 89,300 178 0.04 Innovent Biologics, Inc. 72,500 557 0.11 Isoftstone Information Technology Group Co. Ltd. 6,800 32 0.01 J&T Global Express Ltd. 99,600 80 0.02 JCET Group Co. Ltd. 4,600 53 0.01 JD Health International, Inc. 53,650 170 0.03 JD Logistics, Inc. 88,900 101 0.02 JD.com, Inc. 116,200 1,115 0.22 Jiangsu Eastern Shenghong Co. Ltd. 14,800 19 0.00 Jiangsu Etern Co. Ltd. 5,600 42 0.01 Jiangsu Hengli Hydraulic Co. Ltd. 4,200 50 0.01 Jiangsu Hengrui Pharmaceuticals Co. Ltd. 18,000 104 0.02 Jiangsu Yanghe Distillery Co. Ltd. 6,000 26 0.01 Jiangsu Zhongtian Technology Co. Ltd. 12,200 83 0.02 Jiangxi Copper Co. Ltd 'H' Shares. 53,000 159 0.03 Jiangxi Copper Co. Ltd. 'A' Shares 9,200 44 0.01 Jinduicheng Molybdenum Co. Ltd. 11,200 35 0.01
State Street AUT Emerging Markets 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
China — 15.19% (continued) Jinko Solar Co. Ltd. 47,250 25 0.00 Kanzhun Ltd. ADR 18,300 180 0.04 KE Holdings, Inc. 99,600 361 0.07 Kingdee International Software Group Co. Ltd. 129,000 74 0.01 Kingsoft Corp. Ltd. 56,600 121 0.02 Kuaishou Technology 131,500 529 0.10 Kuang-Chi Technologies Co. Ltd. 10,200 34 0.01 Kunlun Tech Co. Ltd. 1,800 8 0.00 Kweichow Moutai Co. Ltd. 4,100 542 0.11 Laopu Gold Co. Ltd. 2,000 67 0.01 Lenovo Group Ltd. 382,000 849 0.17 Lens Technology Co. Ltd. 12,900 77 0.02 Li Auto, Inc. 60,800 271 0.05 Li Ning Co. Ltd. 113,000 161 0.03 Lingyi iTech Guangdong Co. 23,800 46 0.01 Longfor Group Holdings Ltd. 88,685 51 0.01 LONGi Green Energy Technology Co. Ltd. 26,600 39 0.01 Loongson Technology Corp. Ltd. 160 3 0.00 Luxshare Precision Industry Co. Ltd. 21,200 166 0.03 Luzhou Laojiao Co. Ltd. 4,400 38 0.01 Mango Excellent Media Co. Ltd. 1,700 3 0.00 Maxscend Microelectronics Co. Ltd. 2,300 28 0.01 Meituan 264,300 1,749 0.35 Midea Group Co. Ltd. 'A' Shares 8,000 67 0.01 Midea Group Co. Ltd. 'H' Shares 25,200 201 0.04 MINISO Group Holding Ltd. 21,800 50 0.01 Montage Technology Co. Ltd. 4,228 146 0.03 Muyuan Foods Group Co. Ltd. 17,300 67 0.01 NARI Technology Co. Ltd. 52,400 134 0.03 National Silicon Industry Group Co. Ltd. 11,034 49 0.01 NAURA Technology Group Co. Ltd. 2,500 247 0.05 NetEase, Inc. 92,700 1,813 0.36 New China Life Insurance Co. Ltd. 'A' Shares 4,500 30 0.01 New China Life Insurance Co. Ltd. 'H' Shares 58,600 260 0.05 New Hope Liuhe Co. Ltd. 20,400 14 0.00
State Street AUT Emerging Markets 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
China — 15.19% (continued) New Oriental Education & Technology Group, Inc. 62,300 216 0.04 Nexchip Semiconductor Corp. 7,628 50 0.01 Ningbo Deye Technology Corp. 3,920 46 0.01 Ningbo Sanxing Medical Electric Co. Ltd. 1,400 2 0.00 Ningbo Tuopu Group Co. Ltd. 3,200 20 0.00 Ningxia Baofeng Energy Group Co. Ltd. 22,500 51 0.01 NIO, Inc. 96,590 362 0.07 Nongfu Spring Co. Ltd. 88,200 338 0.07 OmniVision Integrated Circuits Group, Inc. 6,800 72 0.01 Orient Securities Co. Ltd. 27,700 29 0.01 People's Insurance Co. Group of China Ltd. 491,000 222 0.04 PICC Property & Casualty Co. Ltd. 352,000 487 0.10 Ping An Bank Co. Ltd. 67,300 75 0.01 Ping An Insurance Group Co. of China Ltd. 'A' Shares 26,900 143 0.03 Ping An Insurance Group Co. of China Ltd. 'H' Shares 355,000 1,750 0.35 Piotech, Inc. 781 74 0.01 Poly Developments & Holdings Group Co. Ltd. 55,000 28 0.01 Pony AI, Inc. 10,500 56 0.01 Pop Mart International Group Ltd. 25,800 386 0.08 Postal Savings Bank of China Co. Ltd. 'A' Shares 82,700 45 0.01 Postal Savings Bank of China Co. Ltd. 'H' Shares 499,000 220 0.04 Power Construction Corp. of China Ltd. 95,000 50 0.01 Qinghai Salt Lake Industry Co. Ltd. 19,300 65 0.01 Range Intelligent Computing Technology Group Co. Ltd. 6,400 60 0.01 Remegen Co. Ltd. 11,000 79 0.02 RoboTechnik Intelligent Technology Co. Ltd. 600 41 0.01 Rockchip Electronics Co. Ltd. 1,600 34 0.01 Rongsheng Petrochemical Co. Ltd. 17,100 21 0.00 SAIC Motor Corp. Ltd. 15,400 17 0.00 Sailun Group Co. Ltd. 2,300 3 0.00 Sanan Optoelectronics Co. Ltd. 13,000 31 0.01 Sany Heavy Industry Co. Ltd. 32,700 63 0.01 Satellite Chemical Co. Ltd. 15,300 40 0.01 SDIC Capital Co. Ltd. 23,100 17 0.00 SDIC Power Holdings Co. Ltd. 25,300 38 0.01
State Street AUT Emerging Markets 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
China — 15.19% (continued) SenseTime Group, Inc. 1,301,000 168 0.03 Seres Group Co. Ltd. 3,200 22 0.00 SF Holding Co. Ltd. 13,700 48 0.01 SG Micro Corp. 1,500 24 0.00 Shaanxi Coal Industry Co. Ltd. 52,600 119 0.02 Shandong Gold Mining Co. Ltd. 'A' Shares 23,300 60 0.01 Shandong Gold Mining Co. Ltd. 'H' Shares 43,250 70 0.01 Shandong Himile Mechanical Science & Technology Co. Ltd. 5,525 29 0.01 Shandong Hongqiao Aluminum Industry Holding Co. Ltd. 11,600 19 0.00 Shandong Hualu Hengsheng Chemical Co. Ltd. 10,500 28 0.01 Shandong Nanshan Aluminum Co. Ltd. 17,700 8 0.00 Shanghai BOCHU Electronic Technology Corp. Ltd. 1,271 15 0.00 Shanghai Electric Group Co. Ltd. 47,900 37 0.01 Shanghai Electric Power Co. Ltd. 2,400 4 0.00 Shanghai Fosun Pharmaceutical Group Co. Ltd. 8,500 21 0.00 Shanghai International Airport Co. Ltd. 5,000 13 0.00 Shanghai Pharmaceuticals Holding Co. Ltd. 45,500 78 0.02 Shanghai Pudong Development Bank Co. Ltd. 87,800 84 0.02 Shanghai Putailai New Energy Technology Group Co. Ltd. 8,700 28 0.01 Shanghai RAAS Blood Products Co. Ltd. 258,500 125 0.02 Shanghai Rural Commercial Bank Co. Ltd. 36,700 31 0.01 Shanghai United Imaging Healthcare Co. Ltd. 1,868 21 0.00 Shanghai Zhangjiang High-Tech Park Development Co. Ltd. 1,200 5 0.00 Shanjin International Gold Co. Ltd. 13,000 25 0.00 Shannon Semiconductor Technology Co. Ltd. 1,600 54 0.01 Shanxi Coking Coal Energy Group Co. Ltd. 91,000 59 0.01 Shanxi Lu'an Environmental Energy Development Co. Ltd. 17,200 27 0.01 Shanxi Xinghuacun Fen Wine Factory Co. Ltd. 4,000 49 0.01 Sharetronic Data Technology Co. Ltd. 1,120 42 0.01 Shenergy Co. Ltd. 27,800 27 0.01 Shengyi Electronics Co. Ltd. 1,084 16 0.00 Shengyi Technology Co. Ltd. 8,700 168 0.03 Shennan Circuits Co. Ltd. 2,600 133 0.03 Shenwan Hongyuan Group Co. Ltd. 68,300 33 0.01 Shenzhen Envicool Technology Co. Ltd. 4,420 39 0.01
State Street AUT Emerging Markets 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
China — 15.19% (continued) Shenzhen Inovance Technology Co. Ltd. 2,600 19 0.00 Shenzhen Kinwong Electronic Co. Ltd. 3,300 27 0.01 Shenzhen Longsys Electronics Co. Ltd. 1,500 118 0.02 Shenzhen Megmeet Electrical Co. Ltd. 2,300 43 0.01 Shenzhen Mindray Bio-Medical Electronics Co. Ltd. 3,900 59 0.01 Shenzhen Sunway Communication Co. Ltd. 3,300 44 0.01 Shenzhen Techwinsemi Technology Co. Ltd. 700 74 0.01 Shenzhen Transsion Holdings Co. Ltd. 7,688 51 0.01 Shenzhou International Group Holdings Ltd. 42,900 163 0.03 Sichuan Biokin Pharmaceutical Co. Ltd. 1,158 38 0.01 Sichuan Chuantou Energy Co. Ltd. 18,200 29 0.01 Sichuan Huafeng Technology Co. Ltd. 1,888 40 0.01 Sichuan Kelun Pharmaceutical Co. Ltd. 7,700 33 0.01 Sichuan Kelun-Biotech Biopharmaceutical Co. Ltd. 2,600 109 0.02 Sichuan Road & Bridge Group Co. Ltd. 23,200 20 0.00 Sinoma Science & Technology Co. Ltd. 3,900 39 0.01 Sinomine Resource Group Co. Ltd. 3,100 20 0.00 Sinopharm Group Co. Ltd. 60,800 93 0.02 Sinotruk Hong Kong Ltd. 45,000 167 0.03 Skyverse Technology Co. Ltd. 1,118 54 0.01 Smoore International Holdings Ltd. 77,000 52 0.01 SooChow Securities Co. Ltd. 14,200 13 0.00 Sungrow Power Supply Co. Ltd. 6,300 112 0.02 Sunny Optical Technology Group Co. Ltd. 30,700 181 0.04 Sunwoda Electronic Co. Ltd. 1,200 3 0.00 SUPCON Technology Co. Ltd. 2,947 39 0.01 Suzhou Centec Communications Co. Ltd. 968 42 0.01 Suzhou Dongshan Precision Manufacturing Co. Ltd. 5,400 158 0.03 Suzhou Everbright Photonics Co. Ltd. 757 42 0.01 Suzhou Maxwell Technologies Co. Ltd. 800 25 0.00 Suzhou TFC Optical Communication Co. Ltd. 3,080 104 0.02 TAL Education Group ADR 18,700 134 0.03 TBEA Co. Ltd. 19,600 49 0.01 TCL Technology Group Corp. 74,200 48 0.01 Tencent Holdings Ltd. 317,300 13,170 2.61
State Street AUT Emerging Markets 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
China — 15.19% (continued) Tencent Music Entertainment Group ADR 29,500 189 0.04 Tianqi Lithium Corp. 5,500 38 0.01 Tianshan Aluminum Group Co. Ltd. 18,500 22 0.00 Tianshui Huatian Technology Co. Ltd. 7,700 19 0.00 Tingyi Cayman Islands Holding Corp. 106,000 100 0.02 Tongcheng Travel Holdings Ltd. 64,400 75 0.01 TongFu Microelectronics Co. Ltd. 3,300 28 0.01 Tongling Nonferrous Metals Group Co. Ltd. 51,100 36 0.01 Tongwei Co. Ltd. 19,700 27 0.01 Tsingtao Brewery Co. Ltd. 'H' Shares 30,000 124 0.02 UBTech Robotics Corp. Ltd. 10,300 102 0.02 Unigroup Guoxin Microelectronics Co. Ltd. 12,800 127 0.03 Unisplendour Corp. Ltd. 8,500 27 0.01 United Nova Technology Co. Ltd. 31,915 38 0.01 Universal Scientific Industrial Shanghai Co. Ltd. 7,800 28 0.01 Verisilicon Microelectronics Shanghai Co. Ltd. 1,867 77 0.02 Victory Giant Technology Huizhou Co. Ltd. 2,400 93 0.02 Vipshop Holdings Ltd. ADR 13,600 133 0.03 Wanhua Chemical Group Co. Ltd. 9,600 73 0.01 Wanxiang Qianchao Co. Ltd. 17,300 25 0.00 Weichai Power Co. Ltd. 'A' Shares 23,400 71 0.01 Weichai Power Co. Ltd. 'H' Shares 100,000 330 0.07 Wens Foodstuff Group Co. Ltd. 24,700 34 0.01 Western Mining Co. Ltd. 10,500 32 0.01 Wolong Electric Group Co. Ltd. 1,400 5 0.00 Wuliangye Yibin Co. Ltd. 11,400 94 0.02 WUS Printed Circuit Kunshan Co. Ltd. 6,000 102 0.02 WuXi AppTec Co. Ltd. 'A' Shares 5,100 71 0.01 WuXi AppTec Co. Ltd. 'H' Shares 22,700 337 0.07 Wuxi Biologics Cayman, Inc. 183,500 614 0.12 WuXi XDC Cayman, Inc. 21,000 116 0.02 XCMG Construction Machinery Co. Ltd. 34,200 31 0.01 Xiamen Tungsten Co. Ltd. 6,500 62 0.01 Xiaomi Corp. 902,600 1,886 0.37 Xinjiang Daqo New Energy Co. Ltd. 1,220 2 0.00
State Street AUT Emerging Markets 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
China — 15.19% (continued) Xinyi Solar Holdings Ltd. 180,000 36 0.01 XPeng, Inc. 62,100 304 0.06 XtalPi Holdings Ltd. 79,000 58 0.01 Yadea Group Holdings Ltd. 62,000 53 0.01 Yangtze Optical Fibre & Cable Joint Stock Ltd. Co. 'A' Shares 700 43 0.01 Yangtze Optical Fibre & Cable Joint Stock Ltd. Co. 'H' Shares 20,500 508 0.10 Yankuang Energy Group Co. Ltd. 'A' Shares 16,700 33 0.01 Yankuang Energy Group Co. Ltd. 'H' Shares 212,000 226 0.04 Yantai Jereh Oilfield Services Group Co. Ltd. 3,600 61 0.01 YTO Express Group Co. Ltd. 14,800 26 0.01 Yuanjie Semiconductor Technology Co. Ltd. 381 80 0.02 Yum China Holdings, Inc. 18,400 568 0.11 Yunnan Aluminium Co. Ltd. 5,500 14 0.00 Yunnan Baiyao Group Co. Ltd. 4,300 23 0.00 Yunnan Energy New Material Group Co. Ltd. 3,800 28 0.01 Yunnan Tin Co. Ltd. 7,000 33 0.01 Yunnan Yuntianhua Co. Ltd. 8,700 30 0.01 Yutong Bus Co. Ltd. 9,300 28 0.01 Zangge Mining Co. Ltd. 3,100 24 0.00 Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. 6,300 77 0.02 Zhaojin Mining Industry Co. Ltd. 94,000 149 0.03 Zhejiang Century Huatong Group Co. Ltd. 21,300 33 0.01 Zhejiang China Commodities City Group Co. Ltd. 23,500 27 0.01 Zhejiang Chint Electrics Co. Ltd. 10,500 29 0.01 Zhejiang Dahua Technology Co. Ltd. 5,800 11 0.00 Zhejiang Huayou Cobalt Co. Ltd. 3,400 18 0.00 Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. 2,800 19 0.00 Zhejiang Juhua Co. Ltd. 11,200 66 0.01 Zhejiang Leapmotor Technology Co. Ltd. 28,600 95 0.02 Zhejiang Longsheng Group Co. Ltd. 43,200 58 0.01 Zhejiang NHU Co. Ltd. 11,700 37 0.01 Zhejiang Sanhua Intelligent Controls Co. Ltd. 6,300 31 0.01 Zhejiang Zheneng Electric Power Co. Ltd. 45,500 27 0.01 Zheshang Securities Co. Ltd. 19,200 20 0.00 Zhongji Innolight Co. Ltd. 3,600 510 0.10
State Street AUT Emerging Markets 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
China — 15.19% (continued) Zhongjin Gold Corp. Ltd. 9,100 18 0.00 Zhongtai Securities Co. Ltd. 15,100 9 0.00 Zhuzhou CRRC Times Electric Co. Ltd. 'A' Shares 1,052 8 0.00 Zhuzhou CRRC Times Electric Co. Ltd. 'H' Shares 22,400 86 0.02 Zijin Mining Group Co. Ltd. 'A' Shares 56,200 158 0.03 Zijin Mining Group Co. Ltd. 'H' Shares 342,000 907 0.18 Zoomlion Heavy Industry Science & Technology Co. Ltd. 37,500 29 0.01 ZTE Corp. 'A' Shares 12,400 50 0.01 ZTE Corp. 'H' Shares 42,200 93 0.02 ZTO Express Cayman, Inc. 20,100 333 0.07
76,622 15.19
Colombia — 0.13% Grupo Cibest SA 10,609 182 0.03 Grupo Cibest SA Preference Shares 23,331 344 0.07 Interconexion Electrica SA ESP 20,835 134 0.03
660 0.13
Czech Republic — 0.11% CEZ AS 7,818 347 0.07 Komercni Banka AS 3,530 123 0.03 Moneta Money Bank AS 10,545 70 0.01
540 0.11
Egypt — 0.07% Commercial International Bank - Egypt (CIB) 131,459 260 0.05 Eastern Co. SAE 41,169 23 0.01 Talaat Moustafa Group 38,470 56 0.01
339 0.07
Greece — 0.47% Alpha Bank SA 77,910 270 0.05
State Street AUT Emerging Markets 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
Greece — 0.47% (continued) Eurobank SA 124,518 449 0.09 GEK Terna SA 3,557 140 0.03 Hellenic Telecommunications Organization SA 7,777 130 0.03 Jumbo SA 5,540 108 0.02 National Bank of Greece SA 44,612 590 0.12 Piraeus Bank SA 51,170 399 0.08 Public Power Corp. SA 14,040 278 0.05
2,364 0.47
Hong Kong — 2.29% Alibaba Group Holding Ltd. 859,800 7,721 1.53 Alibaba Health Information Technology Ltd. 292,000 87 0.02 Beijing Enterprises Holdings Ltd. 30,500 79 0.02 Bosideng International Holdings Ltd. 268,000 111 0.02 C&D International Investment Group Ltd. 37,000 48 0.01 China Gas Holdings Ltd. 162,800 81 0.02 China Merchants Port Holdings Co. Ltd. 60,000 71 0.01 China Overseas Land & Investment Ltd. 193,000 225 0.04 China Power International Development Ltd. 171,000 45 0.01 China Resources Beer Holdings Co. Ltd. 75,500 155 0.03 China Resources Gas Group Ltd. 69,400 98 0.02 China Resources Land Ltd. 161,000 466 0.09 China Resources Power Holdings Co. Ltd. 102,000 167 0.03 China Ruyi Holdings Ltd. 520,000 75 0.02 China Taiping Insurance Holdings Co. Ltd. 68,000 118 0.02 Chow Tai Fook Jewellery Group Ltd. 73,600 77 0.02 Far East Horizon Ltd. 140,000 72 0.01 GCL Technology Holdings Ltd. 1,067,000 71 0.01 Geely Automobile Holdings Ltd. 333,000 542 0.11 Guangdong Investment Ltd. 126,000 94 0.02 Kingboard Laminates Holdings Ltd. 51,000 489 0.10 Kunlun Energy Co. Ltd. 240,000 149 0.03 Orient Overseas International Ltd. 6,500 77 0.02 Sino Biopharmaceutical Ltd. 500,000 213 0.04
State Street AUT Emerging Markets 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
Hong Kong — 2.29% (continued) Want Want China Holdings Ltd. 196,000 64 0.01 Zijin Gold International Co. Ltd. 18,400 157 0.03
11,552 2.29
Hungary — 0.32% MOL Hungarian Oil & Gas PLC 26,801 240 0.05 OTP Bank Nyrt 11,032 1,223 0.24 Richter Gedeon Nyrt 5,141 152 0.03
1,615 0.32
Indonesia — 0.42% Astra International Tbk. PT 856,600 164 0.03 Bank Central Asia Tbk. PT 2,592,700 609 0.12 Bank Mandiri Persero Tbk. PT 1,973,400 322 0.06 Bank Negara Indonesia Persero Tbk. PT 565,600 76 0.02 Bank Rakyat Indonesia Persero Tbk. PT 3,146,400 364 0.07 Barito Pacific Tbk. PT 963,400 52 0.01 Bumi Resources Minerals Tbk. PT 3,257,600 65 0.01 Charoen Pokphand Indonesia Tbk. PT 195,100 28 0.01 GoTo Gojek Tokopedia Tbk. PT 49,228,200 104 0.02 Telkom Indonesia Persero Tbk. PT 2,485,100 247 0.05 United Tractors Tbk. PT 116,800 113 0.02
2,144 0.42
Ireland — 10.74% iShares MSCI India UCITS ETF 7,908,707 52,443 10.40 PDD Holdings, Inc. ADR 29,600 1,715 0.34
54,158 10.74
Kuwait — 0.52% Boubyan Bank KSCP 88,214 136 0.03 Gulf Bank KSCP 124,854 108 0.02
State Street AUT Emerging Markets 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
Kuwait — 0.52% (continued) Kuwait Finance House KSCP 611,524 1,144 0.23 Mabanee Co. KPSC 34,008 77 0.01 Mobile Telecommunications Co. KSCP 91,949 137 0.03 National Bank of Kuwait SAKP 474,505 933 0.18 Warba Bank KSCP 115,895 79 0.02
2,614 0.52
Luxembourg — 0.05% Reinet Investments SCA 6,962 145 0.03 Zabka Group SA 20,222 111 0.02
256 0.05
Malaysia — 0.90% AMMB Holdings Bhd. 123,100 145 0.03 CelcomDigi Bhd. 138,200 68 0.01 CIMB Group Holdings Bhd. 432,800 595 0.12 Gamuda Bhd. 296,200 240 0.05 Hong Leong Bank Bhd. 39,300 156 0.03 IHH Healthcare Bhd. 93,100 145 0.03 IOI Corp. Bhd. 121,500 95 0.02 Kuala Lumpur Kepong Bhd. 33,500 132 0.03 Malayan Banking Bhd. 311,400 622 0.12 Maxis Bhd. 100,500 63 0.01 MISC Bhd. 75,500 109 0.02 Petronas Chemicals Group Bhd. 119,200 89 0.02 Petronas Gas Bhd. 42,100 136 0.03 Press Metal Aluminium Holdings Bhd. 186,400 265 0.05 Public Bank Bhd. 779,600 694 0.14 RHB Bank Bhd. 89,800 138 0.03 SD Guthrie Bhd. 103,200 114 0.02 Sunway Bhd. 135,100 129 0.03 Telekom Malaysia Bhd. 48,500 67 0.01
State Street AUT Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
21
Page 24
Holdings
Market Value £'000
% of Total Net Assets
Malaysia — 0.90% (continued) Tenaga Nasional Bhd. 147,100 390 0.08 YTL Power International Bhd. 158,200 123 0.02
4,515 0.90
Mexico — 1.60% America Movil SAB de CV 796,000 804 0.16 Arca Continental SAB de CV 24,400 223 0.04 Cemex SAB de CV 797,600 735 0.15 Coca-Cola Femsa SAB de CV 25,500 206 0.04 Fibra Uno Administracion SA de CV* 135,500 177 0.03 Fomento Economico Mexicano SAB de CV 85,600 846 0.17 Gruma SAB de CV 8,245 101 0.02 Grupo Aeroportuario del Centro Norte SAB de CV 14,900 159 0.03 Grupo Aeroportuario del Pacifico SAB de CV 19,651 379 0.08 Grupo Aeroportuario del Sureste SAB de CV 8,135 189 0.04 Grupo Bimbo SAB de CV 68,600 169 0.03 Grupo Carso SAB de CV 26,200 151 0.03 Grupo Financiero Banorte SAB de CV 124,800 1,000 0.20 Grupo Financiero Inbursa SAB de CV 79,400 143 0.03 Grupo Mexico SAB de CV 154,800 1,349 0.27 Industrias Penoles SAB de CV 9,695 328 0.06 Kimberly-Clark de Mexico SAB de CV 75,800 127 0.03 Prologis Property Mexico SA de CV* 57,966 188 0.04 Promotora y Operadora de Infraestructura SAB de CV 7,635 93 0.02 Sigma Foods SAB de CV 177,600 125 0.02 Wal-Mart de Mexico SAB de CV 260,056 576 0.11
8,068 1.60
Netherlands — 0.07% JBS NV 17,200 159 0.03 NEPI Rockcastle NV 26,948 182 0.04
341 0.07
State Street AUT Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
22
Page 25
Holdings
Market Value £'000
% of Total Net Assets
Peru — 0.23% Cia de Minas Buenaventura SAA ADR 8,077 174 0.03 Credicorp Ltd. 3,460 1,008 0.20
1,182 0.23
Philippines — 0.26% Ayala Corp. 12,200 63 0.01 Ayala Land, Inc. 342,600 62 0.01 Bank of the Philippine Islands 94,870 112 0.02 BDO Unibank, Inc. 120,660 176 0.04 International Container Terminal Services, Inc. 50,690 556 0.11 Manila Electric Co. 7,950 56 0.01 Metropolitan Bank & Trust Co. 83,490 67 0.01 PLDT, Inc. 3,640 51 0.01 SM Investments Corp. 12,050 87 0.02 SM Prime Holdings, Inc. 395,100 88 0.02
1,318 0.26
Poland — 0.93% Allegro.eu SA 48,020 359 0.07 Asseco Poland SA 2,574 87 0.02 Bank Millennium SA 30,101 117 0.02 Bank Polska Kasa Opieki SA 8,885 407 0.08 Budimex SA 761 110 0.02 CD Projekt SA 3,497 157 0.03 Dino Polska SA 22,130 126 0.03 Erste Bank Polska SA 1,914 249 0.05 KGHM Polska Miedz SA 7,093 471 0.09 LPP SA 52 191 0.04 mBank SA 612 168 0.03 ORLEN SA 33,151 835 0.17 PGE Polska Grupa Energetyczna SA 49,059 94 0.02
State Street AUT Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
23
Page 26
Holdings
Market Value £'000
% of Total Net Assets
Poland — 0.93% (continued) Powszechna Kasa Oszczednosci Bank Polski SA 45,466 943 0.19 Powszechny Zaklad Ubezpieczen SA 27,328 359 0.07
4,673 0.93
Qatar — 0.46% Al Rayan Bank 165,645 71 0.01 Commercial Bank PSQC 147,226 124 0.02 Dukhan Bank 29,498 20 0.00 Industries Qatar QSC 81,603 186 0.04 Mesaieed Petrochemical Holding Co. 208,286 50 0.01 Nebras Energy 3,846 11 0.00 Ooredoo QPSC 37,144 102 0.02 Qatar Fuel QSC 84,639 248 0.05 Qatar Gas Transport Co. Ltd. 230,359 205 0.04 Qatar International Islamic Bank QSC 40,753 94 0.02 Qatar Islamic Bank QPSC 85,324 387 0.08 Qatar National Bank QPSC 234,945 841 0.17
2,339 0.46
Saudi Arabia — 2.29% ACWA Power Co. 11,271 440 0.09 Ades Holding Co. 20,681 78 0.02 Al Rajhi Bank 152,331 2,020 0.40 Alinma Bank 74,820 368 0.07 Almarai Co. JSC 22,794 206 0.04 Arab National Bank 43,586 184 0.04 Arabian Internet & Communications Services Co. 1,303 54 0.01 Bank AlBilad 36,173 176 0.03 Bank Al-Jazira 20,679 48 0.01 Banque Saudi Fransi 61,223 236 0.05 Bupa Arabia for Cooperative Insurance Co. 4,094 144 0.03 Co. for Cooperative Insurance 3,758 111 0.02 Dar Al Arkan Real Estate Development Co. 21,965 80 0.02 Dr. Sulaiman Al Habib Medical Services Group Co. 5,028 215 0.04
State Street AUT Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
24
Page 27
Holdings
Market Value £'000
% of Total Net Assets
Saudi Arabia — 2.29% (continued) Elm Co. 1,254 173 0.03 Etihad Etisalat Co. 19,532 236 0.05 Jabal Omar Development Co. 23,957 73 0.01 Jarir Marketing Co. 29,079 98 0.02 Makkah Construction & Development Co. 3,689 62 0.01 Mouwasat Medical Services Co. 3,578 45 0.01 Riyad Bank 96,051 386 0.08 SABIC Agri-Nutrients Co. 12,620 312 0.06 SAL Saudi Logistics Services 1,704 61 0.01 Saudi Arabian Mining Co. 59,423 704 0.14 Saudi Arabian Oil Co. 329,073 1,724 0.34 Saudi Awwal Bank 49,567 323 0.06 Saudi Basic Industries Corp. 51,576 536 0.11 Saudi Energy Co. 39,957 143 0.03 Saudi Investment Bank 29,758 79 0.02 Saudi National Bank 153,482 1,195 0.24 Saudi Tadawul Group Holding Co. 1,766 47 0.01 Saudi Telecom Co. 101,326 884 0.17 Yanbu National Petrochemical Co. 15,815 94 0.02
11,535 2.29
Singapore — 0.20% BOC Aviation Ltd. 15,900 125 0.02 Trip.com Group Ltd. 29,650 892 0.18
1,017 0.20
South Africa — 2.38% Absa Group Ltd. 41,878 432 0.09 Bid Corp. Ltd. 16,081 332 0.07 Bidvest Group Ltd. 14,235 159 0.03 Capitec Bank Holdings Ltd. 4,381 955 0.19 Clicks Group Ltd. 10,943 115 0.02 Discovery Ltd. 27,934 340 0.07 FirstRand Ltd. 269,787 1,204 0.24
State Street AUT Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
25
Page 28
Holdings
Market Value £'000
% of Total Net Assets
South Africa — 2.38% (continued) Gold Fields Ltd. 44,962 1,144 0.23 Harmony Gold Mining Co. Ltd. 27,680 320 0.06 Impala Platinum Holdings Ltd. 44,548 358 0.07 MTN Group Ltd. 91,900 965 0.19 Naspers Ltd. 39,791 1,519 0.30 Nedbank Group Ltd. 21,238 265 0.05 Northam Platinum Holdings Ltd. 18,653 204 0.04 OUTsurance Group Ltd. 46,964 170 0.04 Pepkor Holdings Ltd. 167,013 172 0.04 Remgro Ltd. 26,591 242 0.05 Sanlam Ltd. 91,006 368 0.07 Sasol Ltd. 29,543 219 0.04 Shoprite Holdings Ltd. 22,886 311 0.06 Sibanye Stillwater Ltd. 134,809 219 0.04 Standard Bank Group Ltd. 69,025 1,022 0.20 Valterra Platinum Ltd. 14,200 723 0.14 Vodacom Group Ltd. 32,142 223 0.05
11,981 2.38
South Korea — 23.42% Alteogen, Inc. 2,046 360 0.07 Amorepacific Corp. 1,662 86 0.02 APR Corp. 1,230 231 0.05 Celltrion, Inc. 8,382 709 0.14 DB Insurance Co. Ltd. 2,105 137 0.03 Doosan Co. Ltd. 379 275 0.05 Doosan Enerbility Co. Ltd. 23,605 1,000 0.20 Ecopro BM Co. Ltd. 2,615 182 0.04 Ecopro Co. Ltd. 5,156 268 0.05 Hana Financial Group, Inc. 14,337 802 0.16 Hankook Tire & Technology Co. Ltd. 3,750 113 0.02 Hanmi Semiconductor Co. Ltd. 2,292 287 0.06 Hanwha Aerospace Co. Ltd. 1,840 893 0.18 Hanwha Ocean Co. Ltd. 7,243 354 0.07
State Street AUT Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
26
Page 29
Holdings
Market Value £'000
% of Total Net Assets
South Korea — 23.42% (continued) Hanwha Systems Co. Ltd. 4,212 150 0.03 HD Hyundai Co. Ltd. 2,646 258 0.05 HD Hyundai Electric Co. Ltd. 1,288 612 0.12 HD Hyundai Heavy Industries Co. Ltd. 1,743 504 0.10 HD Korea Shipbuilding & Offshore Engineering Co. Ltd. 2,397 409 0.08 HLB, Inc. 5,959 151 0.03 HMM Co. Ltd. 13,016 118 0.02 HYBE Co. Ltd. 1,338 125 0.02 Hyosung Heavy Industries Corp. 263 441 0.09 Hyundai Engineering & Construction Co. Ltd. 3,581 200 0.04 Hyundai Glovis Co. Ltd. 1,960 175 0.03 Hyundai Mobis Co. Ltd. 3,076 750 0.15 Hyundai Motor Co. 6,962 1,680 0.33 Hyundai Motor Co. Preference Shares 1,158 123 0.02 Hyundai Motor Co. Second Preference Shares 2,419 254 0.05 Hyundai Rotem Co. Ltd. 3,623 306 0.06 Industrial Bank of Korea 14,180 138 0.03 Kakao Corp. 16,443 277 0.05 KakaoBank Corp. 8,826 90 0.02 KB Financial Group, Inc. 19,063 1,478 0.29 Kia Corp. 12,419 836 0.17 Korea Aerospace Industries Ltd. 3,762 269 0.05 Korea Electric Power Corp. 13,630 246 0.05 Korea Investment Holdings Co. Ltd. 2,024 218 0.04 Korean Air Lines Co. Ltd. 10,462 141 0.03 Krafton, Inc. 1,773 204 0.04 KT&G Corp. 5,037 417 0.08 LG Chem Ltd. 2,582 353 0.07 LG Corp. 4,222 200 0.04 LG Display Co. Ltd. 12,945 73 0.01 LG Electronics, Inc. 5,747 569 0.11 LG Energy Solution Ltd. 2,621 463 0.09 LG Uplus Corp. 5,180 35 0.01 LS Electric Co. Ltd. 3,736 434 0.09 Meritz Financial Group, Inc. 3,458 178 0.03
State Street AUT Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
27
Page 30
Holdings
Market Value £'000
% of Total Net Assets
South Korea — 23.42% (continued) Mirae Asset Securities Co. Ltd. 11,134 233 0.05 NAVER Corp. 7,636 741 0.15 NH Investment & Securities Co. Ltd. 7,683 110 0.02 POSCO Future M Co. Ltd. 1,624 139 0.03 POSCO Holdings, Inc. 3,975 615 0.12 Posco International Corp. 2,182 52 0.01 Samsung Biologics Co. Ltd. 641 435 0.09 Samsung C&T Corp. 4,358 996 0.20 Samsung Electro-Mechanics Co. Ltd. 2,998 3,198 0.63 Samsung Electronics Co. Ltd. 249,762 40,675 8.07 Samsung Electronics Co. Ltd. Preference Shares 42,869 4,431 0.88 Samsung Episholdings Co. Ltd. 286 60 0.01 Samsung Fire & Marine Insurance Co. Ltd. 1,601 483 0.09 Samsung Heavy Industries Co. Ltd. 33,993 387 0.08 Samsung Life Insurance Co. Ltd. 4,357 852 0.17 Samsung SDI Co. Ltd. 3,172 754 0.15 Samsung SDS Co. Ltd. 2,294 213 0.04 Samyang Foods Co. Ltd. 258 141 0.03 Shinhan Financial Group Co. Ltd. 21,877 1,023 0.20 SK Hynix, Inc. 29,496 38,131 7.56 SK Innovation Co. Ltd. 3,946 183 0.04 SK Square Co. Ltd. 4,737 3,923 0.78 SK Telecom Co. Ltd. 5,403 233 0.05 SK, Inc. 1,954 795 0.16 S-Oil Corp. 2,741 142 0.03 Woori Financial Group, Inc. 35,847 507 0.10 Yuhan Corp. 2,711 93 0.02
118,117 23.42
Switzerland — 0.02% Allwyn AG 7,126 86 0.02
Taiwan — 27.06% Accton Technology Corp. 27,000 1,601 0.32
State Street AUT Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
28
Page 31
Holdings
Market Value £'000
% of Total Net Assets
Taiwan — 27.06% (continued) Advantech Co. Ltd. 24,000 281 0.06 Airtac International Group 7,000 222 0.04 Alchip Technologies Ltd. 4,000 398 0.08 ASE Technology Holding Co. Ltd. 178,000 2,885 0.57 Asia Vital Components Co. Ltd. 17,000 1,020 0.20 ASPEED Technology, Inc. 2,000 786 0.16 Asustek Computer, Inc. 36,000 599 0.12 Bizlink Holding, Inc. 9,000 410 0.08 Caliway Biopharmaceuticals Co. Ltd. 46,000 109 0.02 Cathay Financial Holding Co. Ltd. 504,000 1,175 0.23 Chailease Holding Co. Ltd. 86,000 240 0.05 Chang Hwa Commercial Bank Ltd. 405,000 231 0.05 China Steel Corp. 621,000 277 0.06 Chroma ATE, Inc. 19,000 974 0.19 Chunghwa Telecom Co. Ltd. 209,000 701 0.14 CTBC Financial Holding Co. Ltd. 887,000 1,494 0.30 Delta Electronics, Inc. 104,000 4,826 0.96 E Ink Holdings, Inc. 44,000 224 0.04 E.Sun Financial Holding Co. Ltd. 749,000 612 0.12 Elite Material Co. Ltd. 15,000 1,922 0.38 eMemory Technology, Inc. 4,000 279 0.06 Eva Airways Corp. 129,000 138 0.03 Evergreen Marine Corp. Taiwan Ltd. 56,000 245 0.05 Far EasTone Telecommunications Co. Ltd. 91,000 227 0.05 First Financial Holding Co. Ltd. 621,000 483 0.10 Formosa Chemicals & Fibre Corp. 193,000 250 0.05 Formosa Plastics Corp. 199,000 257 0.05 Fortune Electric Co. Ltd. 8,000 147 0.03 Fubon Financial Holding Co. Ltd. 446,000 1,370 0.27 Gigabyte Technology Co. Ltd. 25,000 204 0.04 Global Unichip Corp. 5,000 575 0.11 Globalwafers Co. Ltd. 13,000 311 0.06 Gold Circuit Electronics Ltd. 17,000 484 0.10 Hon Hai Precision Industry Co. Ltd. 654,000 3,900 0.77 Hon Precision, Inc. 4,000 615 0.12
State Street AUT Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
29
Page 32
Holdings
Market Value £'000
% of Total Net Assets
Taiwan — 27.06% (continued) Hotai Motor Co. Ltd. 17,000 188 0.04 Hua Nan Financial Holdings Co. Ltd. 497,000 448 0.09 Innolux Corp. 398,000 651 0.13 International Games System Co. Ltd. 12,000 225 0.04 Inventec Corp. 140,000 221 0.04 Jentech Precision Industrial Co. Ltd. 5,000 407 0.08 KGI Financial Holding Co. Ltd. 820,000 559 0.11 King Slide Works Co. Ltd. 3,000 525 0.10 King Yuan Electronics Co. Ltd. 56,000 450 0.09 Largan Precision Co. Ltd. 5,000 510 0.10 Lite-On Technology Corp. 107,000 565 0.11 Lotes Co. Ltd. 5,000 251 0.05 MediaTek, Inc. 77,000 7,802 1.55 Mega Financial Holding Co. Ltd. 609,000 666 0.13 MPI Corp. 5,000 726 0.14 Nan Ya Plastics Corp. 243,000 960 0.19 Novatek Microelectronics Corp. 29,000 368 0.07 Pegatron Corp. 112,000 223 0.04 PharmaEssentia Corp. 16,000 509 0.10 President Chain Store Corp. 31,000 164 0.03 Quanta Computer, Inc. 144,000 1,258 0.25 Realtek Semiconductor Corp. 25,000 478 0.10 Shanghai Commercial & Savings Bank Ltd. 194,000 197 0.04 SinoPac Financial Holdings Co. Ltd. 636,000 602 0.12 Taiwan Business Bank 318,000 134 0.03 Taiwan Cooperative Financial Holding Co. Ltd. 570,000 336 0.07 Taiwan Mobile Co. Ltd. 102,000 282 0.06 Taiwan Semiconductor Manufacturing Co. Ltd. 1,315,000 75,342 14.94 TCC Group Holdings Co. Ltd. 318,000 181 0.04 TS Financial Holding Co. Ltd. 1,109,000 875 0.17 Unimicron Technology Corp. 69,112 1,759 0.35 Uni-President Enterprises Corp. 265,000 468 0.09 United Microelectronics Corp. 605,000 2,370 0.47 Vanguard International Semiconductor Corp. 63,000 324 0.06 Wan Hai Lines Ltd. 28,000 53 0.01
State Street AUT Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
30
Page 33
Holdings
Market Value £'000
% of Total Net Assets
Taiwan — 27.06% (continued) Wistron Corp. 161,000 606 0.12 Wiwynn Corp. 5,000 551 0.11 Yageo Corp. 80,000 2,168 0.43 Yang Ming Marine Transport Corp. 117,000 144 0.03 Yuanta Financial Holding Co. Ltd. 556,000 867 0.17 Zhen Ding Technology Holding Ltd. 37,000 554 0.11
136,439 27.06
Thailand — 0.93% Advanced Info Service PCL NVDR 55,500 463 0.09 Airports of Thailand PCL NVDR 227,000 332 0.07 Bangkok Dusit Medical Services PCL NVDR 724,700 318 0.06 Bumrungrad Hospital PCL NVDR 33,100 142 0.03 Central Pattana PCL NVDR 138,300 211 0.04 Charoen Pokphand Foods PCL NVDR 249,600 111 0.02 CP ALL PCL NVDR 294,729 313 0.06 Delta Electronics Thailand PCL NVDR 163,024 1,205 0.24 Gulf Development PCL NVDR 215,828 302 0.06 Kasikornbank PCL NVDR 44,066 218 0.04 Krung Thai Bank PCL NVDR 256,900 222 0.05 Minor International PCL NVDR 204,376 115 0.02 SCB X PCL NVDR 67,600 228 0.05 Siam Cement PCL NVDR 38,975 216 0.04 TMBThanachart Bank PCL NVDR 2,018,400 113 0.02 True Corp. PCL NVDR 583,300 171 0.04
4,680 0.93
Turkey — 0.34% Akbank TAS 158,124 197 0.04 Aselsan Elektronik Sanayi Ve Ticaret AS 62,559 358 0.07 BIM Birlesik Magazalar AS 45,861 274 0.05 Eregli Demir ve Celik Fabrikalari TAS 145,743 99 0.02 Haci Omer Sabanci Holding AS 47,580 75 0.01 KOC Holding AS 30,340 95 0.02
State Street AUT Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
31
Page 34
Holdings
Market Value £'000
% of Total Net Assets
Turkey — 0.34% (continued) Turk Hava Yollari AO 27,160 144 0.03 Turkcell Iletisim Hizmetleri AS 44,316 78 0.02 Turkiye Is Bankasi AS 377,580 91 0.02 Turkiye Petrol Rafinerileri AS 57,839 208 0.04 Yapi ve Kredi Bankasi AS 175,007 113 0.02
1,732 0.34
United Arab Emirates — 1.11% Abu Dhabi Commercial Bank PJSC 167,016 497 0.10 Abu Dhabi Islamic Bank PJSC 72,052 306 0.06 Abu Dhabi National Oil Co. for Distribution PJSC 113,838 92 0.02 ADNOC Drilling Co. PJSC 170,762 201 0.04 Adnoc Gas PLC 553,306 392 0.08 ADNOC Logistics & Services 128,585 159 0.03 Air Arabia PJSC 106,474 119 0.02 Aldar Properties PJSC 201,509 343 0.07 Dubai Electricity & Water Authority PJSC 276,226 158 0.03 Dubai Islamic Bank PJSC 146,753 225 0.04 Emaar Development PJSC 38,890 111 0.02 Emaar Properties PJSC 319,289 783 0.16 Emirates NBD Bank PJSC 100,173 609 0.12 Emirates Telecommunications Group Co. PJSC 183,435 725 0.14 First Abu Dhabi Bank PJSC 226,207 791 0.16 Salik Co. PJSC 68,437 83 0.02
5,594 1.11
United States — 0.59% Anglogold Ashanti PLC 25,460 1,565 0.31 Aura Minerals, Inc. 1,700 82 0.02 BeOne Medicines Ltd. 40,500 667 0.13 Legend Biotech Corp. ADR 3,500 78 0.01 Southern Copper Corp. 4,754 608 0.12
3,000 0.59
State Street AUT Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
32
Page 35
Market Value £'000
% of Total Net Assets
Derivatives — (0.05)%
Futures — (0.05)% MSCI Emerging Markets Index Futures September 2026† 383 (237) (0.05)
Portfolio of investments^ 489,583 97.09 Net other assets 14,677 2.91
Total net assets 504,260 100.00
^ Includes investment liabilities.
* Real Estate Investment Trust.
~ Delisted. 3 Level 3 Security.
† Goldman Sachs is the counterparty, total notional exposure is £5,759,469 and 1.15% as a percentage of the Fund’s value.
Fund was launched on 20th October 2025 therefore there are no comparatives.
State Street AUT Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
33
Page 36
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01
Page 37
Comparative Table For the period ended 30th June 2026
2026 (to 30.06) Closing net asset value (£'000) 504,260 Closing number of units 39,572,750 Closing net asset value per unit (£) 12.7426 Change in net asset value per unit 0.00% Operating charges 0.01%
Fund was launched on 20th 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 Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
35
Page 38
Statement of Total Return For the period ended 30th June 2026
Period ended 30.06.26 £'000 £'000 Income Net capital gains 58,247 Revenue 3,478 Expenses (13)
Net revenue before taxation 3,465 Taxation (362)
Net revenue after taxation 3,103
Total return before distributions 61,350 Distributions 2,449
Change in net assets attributable to unitholders from investment activities 63,799
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 442,567 Cancellation of units (2,185)
440,382 Dilution adjustment 79 Change in unitholders' funds from investment activities 63,799
Closing net assets 504,260
Fund was launched on 20th October 2025 therefore there are no comparatives.
State Street AUT Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
36
Page 39
Balance Sheet As at 30th June 2026
30.06.26 £'000 Assets Investments 489,820 Amounts receivable 8,128 Cash and Cash equivalents 19,076
Total assets 517,024
Liabilities Investments 237 Other amounts payable 12,527
Total liabilities 12,764
Net assets attributable to unitholders 504,260
All items within the Balance Sheet are deemed current.
Notes to the Financial Statements are on pages 38 to 43.
Fund was launched on 20th October 2025 therefore there are no comparatives.
State Street AUT Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
37
Page 40
1. Accounting policies The Fund was launched on 20th 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 £10,922.
At the Reporting Period end £2,836 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 Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements
For the period ended 30th June 2026
38
Page 41
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: 154,382
Securities and commodities on loan 33,150 21.47%
Assets engaged in SFTs and total return swaps as at 30th June 2026 £'000 %
Fund assets under management ("AUM") 504,260
Absolute value of assets engaged in:
Securities lending 33,150 6.57%
2) Concentration Data
Top 10 Collateral Issuers Name and value of collateral and commodities received as at 30th June 2026 £'000
United Kingdom Gilt 4,836
United Kingdom Inflation-Linked Gilt 3,612
Kingdom of Netherlands 3,474
Australia Government Bond 1,425
Finland Government Bond 1,333
Republic of Austria 390
United States of America Treasury Inflation Indexed Bonds 310
Berkshire Hathaway 234
Amazon.com 155
Wells Fargo & Company 149
State Street AUT Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
39
Page 42
3. Securities Financing Transactions ("SFT") (continued)
Top 10 Counterparties Name and value of outstanding transactions as at 30th June 2026 £'000
Barclays Capital Securities 26,420
UBS 2,752
BNP Paribas Financial Markets 1,593
Morgan Stanley International 901
Citigroup Global Markets (UK) 691
Jefferies International 418
HSBC Bank 269
Barclays Bank 106
The table includes a full list of counterparties.
State Street AUT Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
40
Page 43
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 55
Equity Traded on recognised exchange Australian Dollar 11
Equity Traded on recognised exchange Canadian Dollar 137
Equity Traded on recognised exchange Danish Krone 75
Equity Traded on recognised exchange Euro 959
Equity Traded on recognised exchange Hong Kong Dollar 40
Equity Traded on recognised exchange Japanese Yen 24
Equity Traded on recognised exchange Norwegian Krone 43
Equity Traded on recognised exchange Singapore Dollar 183
Equity Traded on recognised exchange Swedish Krona 20
Equity Traded on recognised exchange Swiss Franc 251
Equity Traded on recognised exchange US Dollar 2,875
Fixed Income Investment Grade Sterling 8,448
Fixed Income Investment Grade Australian Dollar 1,425
Fixed Income Investment Grade Canadian Dollar 2,969
Fixed Income Investment Grade Euro 13,840
Fixed Income Investment Grade New Zealand Dollar 32
Fixed Income Investment Grade Norwegian Krone 197
Fixed Income Investment Grade Swedish Krona 5
Fixed Income Investment Grade US Dollar 3,518
Total Collateral held 35,107
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 - - - - - 30,434 4,673 35,107
State Street AUT Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
41
Page 44
3. Securities Financing Transactions ("SFT") (continued)
Counterparty details as at 30th June 2026
Type
Country of counterparty establishment Settlement and clearing £'000
Securities lending France Tri-party 1,717
Securities lending Switzerland Tri-party 2,966
Securities lending United Kingdom Tri-party 30,424
Total collateral held 35,107
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 - - - - - - 33,150 33,150
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 32,235
JP Morgan 2,872
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 Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
42
Page 45
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 489,820 - - 489,820 489,820 - - 489,820 Liabilities: Derivatives (237) - - (237) (237) - - (237)
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 Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
43
Page 46
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 Emerging Markets 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 Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Directory
44
Page 47
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 Emerging Markets Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Directory (continued)
45
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"text": "Statement of Change in Net Assets Attributable to Unitholders 36"
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"text": "section 243 of the Financial Services and Markets Act 2000 and it is a UCITS Retail Scheme within the meaning of the FCA"
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"text": "Markets equity market as represented by the MSCI Emerging Markets Index (\u201cthe Index\u201d) net of withholding taxes (or its"
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"text": "approximate pro-rated weightings as per the Index after the removal of the Excluded Securities."
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"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"
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"text": "For the first Reporting Period from 20 October 2025 (launch date) to 30 June 2026"
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"text": "1"
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"text": "The lowest category (i.e. category 1) does not mean that a fund is a risk free investment."
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"id": "1c7b2b4b-ce00-466f-b2ba-22b35dad6cd8",
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"text": "As the Fund\u2019s risk category has been calculated using historical data, it may not be a reliable indication of the Fund\u2019s future"
},
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"id": "28a20ec2-b62c-4600-b045-5295f4fc0f8a",
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"text": "risk profile."
},
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},
"id": "8a9584e9-5b9e-44c5-8206-6ec3dfe07b0c",
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"text": "The Fund\u2019s risk category shown is not guaranteed and may change in the future."
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"text": "Why is this Fund in this category?"
},
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"text": "The Fund is in risk category 5 as its return has experienced medium rises and falls historically."
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"text": "The following are material risks relevant to the Fund which are not adequately captured by the risk category."
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"text": "Concentration Risk:"
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"text": "When the Fund focuses its investments in a particular way, the issues affecting the investments will"
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"text": "have a greater effect than if the Fund was more diversified. This concentration may also limit the Fund\u2019s liquidity."
},
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"text": "Screening Risk:"
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"id": "fb1aa393-13e7-4706-a63a-3a6b12c2d38d",
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"text": "The Fund may track an index that uses a screen to identify securities based on criteria including, but, not"
},
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"id": "50ceeaa0-dec4-4a45-9d73-866550ed6abf",
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"text": "limited to environmental, social and governance (ESG) criteria. The screen may be fully or partially designed by the Manager"
},
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},
"id": "c4f983e9-b3cc-4b71-b0d2-0a18a6c26c80",
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"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"
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"id": "49da2eff-794c-4517-9689-4ac927d34411",
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"text": "screen provider may amend or discontinue its screening services and/or that the Manager may change the screen or screen"
},
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"id": "de727dfb-0354-4e26-bc7c-0a47b62f3f0c",
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"text": "provider. In such circumstances, there is no guarantee that a replacement screen provided would result in a similar screening"
},
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"id": "1d47a8fb-4e93-412c-ae53-2cd04a54c690",
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"text": "process or would be available."
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"id": "3c0f12f5-a8a8-478a-b0b4-a363e440d025",
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"text": "Counterparty Risk:"
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"id": "71e64bcc-8d0d-4aa4-a747-875c379f9338",
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"text": "The Fund will be subject to credit risk with respect to the counterparties with which it enters into"
},
{
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"id": "0452a7d3-fcc2-49c9-8c09-e3bf4f1630fa",
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"text": "derivatives contracts and other transactions. There is a risk that these institutions may not be able to perform their obligations."
},
{
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"id": "cc4b6e74-d31d-417d-8eee-6ad9e9db65a5",
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"text": "This could reduce the value of the Fund\u0027s investments."
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"text": "Currency Hedging Risk:"
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"text": "There can be no assurance that the Fund\u0027s hedging transactions will be effective. By seeking to"
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"text": "reduce or eliminate losses caused by exchange rate fluctuations, hedging may also reduce or eliminate gains."
},
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"text": "Index Tracking Risk:"
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"id": "500f7424-12a0-4803-9a90-dd397820f558",
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"text": "The Fund\u0027s performance may not exactly track the Index. This can result from market fluctuations,"
},
{
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},
"id": "a3a8570f-40bc-4a3a-80b0-639cf7a8a41e",
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"text": "changes in the composition of the Index, transaction costs, the costs of making changes to the Fund\u0027s portfolio and other Fund"
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"id": "445f3683-f09a-4e72-988e-43d43a7187a6",
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"text": "expenses."
},
{
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},
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"text": "Liquidity Risk"
},
{
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},
"id": "9146e6a8-12f2-4615-8699-7af69767d856",
"page_number": 4,
"text": ": It may be difficult for the Fund to buy or sell certain investments in difficult market conditions. Consequently"
},
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},
"id": "8a95686b-d68a-4a0b-96f8-3b9688101e27",
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"text": "the price obtained when selling securities may be lower than under normal market conditions."
},
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"id": "52992c31-d100-499e-955a-0b7433849603",
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"text": "People\u0027s Republic of China (PRC) and Greater China Investments Risk:"
},
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"id": "7429039d-1776-4012-85a8-1a0d39d67d0c",
"page_number": 4,
"text": "Risks of investing in PRC and Greater China"
},
{
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"x": 48,
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},
"id": "8bb888fd-86d7-45e4-a08f-7eace8660804",
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"text": "Investments include, among others, trading suspensions, currency transfer/exposure restrictions, limits on holdings of PRC"
},
{
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"id": "ca8a3ae4-46e0-46ed-bc6f-9a35c24f333a",
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"text": "Investments and use of brokers, untested concepts regarding treatment of beneficial ownership, reliance on Access"
},
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"id": "2df0cfd2-8b56-4c72-86db-99609e16e24e",
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"text": "Programmes which may be discontinued or substantially changed, custody risks including lack of sufficient segregation of"
},
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"id": "605d1755-c05c-4fdd-9526-046598cb916a",
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"text": "assets from those of the RQFII licence holder and Sub-Custodian and tax uncertainty."
},
{
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"id": "5ec74a96-ed2b-4ce6-a965-8ccf117da2fb",
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"text": "Please refer to the Prospectus for full details about the risks associated with this Fund."
},
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"text": "Derivatives Usage"
},
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"id": "9feae788-790d-4d04-adbe-bfea2bb45ca0",
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"text": "Derivatives are used in the Fund for efficient portfolio management purposes. The Fund invests in index futures to manage"
},
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"id": "c0461ae9-60ad-4e6b-ad96-aeefa1f4c5af",
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"text": "client inflows and outflows and to hedge accrued income. At all times the futures exposure is covered entirely by cash or cash"
},
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"id": "535e229b-fa68-4e70-be78-750cdd5b7083",
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"text": "equivalents."
},
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"id": "33405a53-1107-4325-8f46-add9b7d20c27",
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"text": "As at 30th June 2026, the Fund had a total notional exposure to futures of \u00a35,759,468.73 (1.15% of the Fund)."
},
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"text": "Tracking Error"
},
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"id": "a33f7e4b-7a55-488e-86d5-d969fa6fdde9",
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"text": "The Tracking Error measures the standard deviation of the relative returns. It is the annualised standard deviation of the"
},
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"id": "dea64bc8-208b-4d4e-8f37-4fd7d86cb348",
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"text": "returns of a fund minus those of its benchmark (relative returns) and not the standard deviation of each fund\u2019s unique returns."
},
{
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"id": "f09e8afb-be20-4595-b94e-e6b1d1752ac5",
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"text": "The lower the tracking error of a fund, the more the fund resembles its benchmark or the market regarding risk and return"
},
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"id": "6e5dc13b-72a7-4eb4-8cc9-c058b7ba67a4",
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"text": "characteristics."
},
{
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"id": "166170dc-992f-4c04-a111-72fb1fd9adfd",
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"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 not"
},
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"id": "d5f24837-7c67-4644-8ac9-3a7df0d3a6a8",
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"text": "available."
},
{
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},
"id": "87ecf0a5-c687-49f0-a173-dbec5d14635c",
"page_number": 4,
"text": "State Street AUT Emerging Markets Index Equity Fund"
},
{
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},
"id": "278a2899-36bd-42ba-9d51-95e514a4a829",
"page_number": 4,
"text": "Interim Report and Unaudited Financial Statements 2026"
},
{
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},
"id": "da45aa46-b76a-4df7-8c7b-08168429b661",
"page_number": 4,
"text": "Manager\u0027s Report (continued)"
},
{
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"x": 48,
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},
"id": "fba0559a-170d-43e7-aeae-0c1c25f628e0",
"page_number": 4,
"text": "For the first Reporting Period from 20 October 2025 (launch date) to 30 June 2026"
},
{
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},
"id": "aea16552-11c1-4301-a988-d8619b07b1a7",
"page_number": 4,
"text": "2"
},
{
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},
"id": "f2322587-ef81-41f9-98a1-16c4ce097153",
"page_number": 5,
"text": "Holdings"
},
{
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"x": 724,
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},
"id": "74881c21-b769-40d3-a4c2-70ebc9800257",
"page_number": 5,
"text": "Market Value"
},
{
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"width": 40,
"x": 785,
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},
"id": "fc01d3ff-f087-4b18-bc26-87572576d3d2",
"page_number": 5,
"text": "\u00a3\u0027000"
},
{
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"x": 873,
"y": 159
},
"id": "43c18e96-d324-4b78-a0b6-318205761276",
"page_number": 5,
"text": "% of Total"
},
{
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"box": {
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"width": 84,
"x": 867,
"y": 174
},
"id": "d32c7c1d-bdd2-4c93-9b36-98431bf1418b",
"page_number": 5,
"text": "Net Assets"
},
{
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"width": 145,
"x": 46,
"y": 208
},
"id": "bcb35b6c-2d76-4eb0-ab82-b61687499480",
"page_number": 5,
"text": "Australia \u2014 0.04%"
},
{
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"width": 643,
"x": 48,
"y": 228
},
"id": "e524850b-743c-48fe-815d-9832d175ad18",
"page_number": 5,
"text": "MMG Ltd. 284,000"
},
{
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"width": 152,
"x": 799,
"y": 228
},
"id": "e8cbc69f-3240-4442-9c32-c64ffdc0b84e",
"page_number": 5,
"text": "191 0.04"
},
{
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"width": 117,
"x": 48,
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},
"id": "6f87c09d-3ab7-4a32-94a0-a4e6e1ba7264",
"page_number": 5,
"text": "Brazil \u2014 3.56%"
},
{
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"width": 905,
"x": 46,
"y": 282
},
"id": "c49de0bb-6834-4c62-9378-48cbcd6a1065",
"page_number": 5,
"text": "Ambev SA 215,400 523 0.10"
},
{
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"width": 904,
"x": 46,
"y": 301
},
"id": "611c262b-6e62-4fcc-bd58-63581594b31c",
"page_number": 5,
"text": "Axia Energia SA 72,910 588 0.12"
},
{
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"width": 905,
"x": 46,
"y": 321
},
"id": "c85978c8-e842-4b92-8583-f4459b338820",
"page_number": 5,
"text": "Axia Energia SA \u0027C\u0027 Shares 17,315 137 0.03"
},
{
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"width": 905,
"x": 46,
"y": 341
},
"id": "f4391705-e4dd-418b-a52d-6c9f3137f2d5",
"page_number": 5,
"text": "Axia Energia SA Preference Shares~\u00b3 16 0 0.00"
},
{
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"box": {
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"width": 900,
"x": 48,
"y": 360
},
"id": "21532a93-06d4-4e7c-8960-5313dc7077a8",
"page_number": 5,
"text": "B3 SA - Brasil Bolsa Balcao 254,126 548 0.11"
},
{
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"box": {
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"width": 903,
"x": 48,
"y": 380
},
"id": "33634c39-f5e6-44f9-a7f7-143bef93e45d",
"page_number": 5,
"text": "Banco Bradesco SA 67,500 156 0.03"
},
{
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"x": 48,
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