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Unaudited Semi-Annual Report

For the period ended 30 June 2026

STATE STREET GLOBAL ADVISORS

LUXEMBOURG SICAV

Société d'Investissement à Capital Variable

No subscriptions can be received on the basis of the financial report alone. Subscriptions are only valid if made on the basis of the current Prospectus supplemented by a copy of the latest available Annual Report and a copy of the latest available Semi-Annual Report, if published later than the Annual Report.

RCS Number B141816

Page 2

Directors and Administration 1 Combined Statement of Net Assets 3 Combined Statement of Operations 10 Combined Statement of Changes in Net Assets 17 Statistical Information 24 Schedules of Investments State Street Euro Core Treasury Bond Index Fund 34 State Street EMU Government Bond Index Fund 37 State Street Euro Inflation Linked Bond Index Fund 45 State Street Euro Corporate Bond Screened Index Fund 46 State Street SRI Euro Corporate Bond Index Fund 77 State Street Global Treasury Bond Index Fund 121 State Street Global Aggregate Bond Index Fund 159 State Street Japan Screened Index Equity Fund 274 State Street Switzerland Screened Index Equity Fund 276 State Street UK Screened Index Equity Fund 277 State Street US Screened Index Equity Fund 279 State Street EMU Screened Index Equity Fund 285 State Street Europe Screened Index Equity Fund 288 State Street Pacific Ex-Japan Screened Index Equity Fund 293 State Street World Screened Index Equity Fund 295 State Street World Universal Index Equity Fund 312 State Street Global Emerging Markets Screened Index Equity Fund 327 State Street Flexible Asset Allocation Plus Fund 341 State Street Europe Value Spotlight Fund 344 State Street Eurozone Value Spotlight Fund 345 State Street US Value Spotlight Fund 346 State Street Asia Pacific Value Spotlight Fund 347 State Street Global Value Spotlight Fund 348 State Street Multi-Factor Global Equity Fund 350 State Street Europe Screened Enhanced Equity Fund 353 State Street Global Screened Enhanced Equity Fund 356 State Street Climate Transition Emerging Markets Enhanced Equity Fund 362 State Street Emerging Markets Screened Enhanced Equity Fund 369 State Street EMU Screened Equity Fund 377 State Street Europe Small Cap Screened Equity Fund 380 State Street Emerging Markets Small Cap Screened Equity Fund 383 State Street Global Screened Managed Volatility Equity Fund 389 State Street Global Screened Defensive Equity Fund 393 State Street Global Treasury 1-10 Year Bond Index Fund 395 State Street Emerging Markets Local Currency Government Bond Index Fund 413 State Street Emerging Markets Opportunities Equity Fund 422

State Street Global Advisors Luxembourg SICAV Semi-Annual Report and Unaudited Financial Statements 2026

Table of Contents

Page

Page 3

Schedules of Investments (continued) State Street Climate Transition US Corporate Bond Beta Fund 424 State Street Climate Transition Euro Corporate Bond Beta Fund 447 State Street Global High Yield Bond Screened Index Fund 467 State Street Emerging Markets Tilted Local Currency Government Bond Index Fund 522 State Street Climate Transition World Equity Beta Fund 531 State Street Emerging Markets Hard Currency Government Bond Index Fund 538 State Street Emerging Markets Tilted Hard Currency Government Bond Index Fund 558 State Street Global Climate Transition Equity Fund 572 Notes to the Financial Statements 573 Appendix I - Index Tracking Difference 617 Appendix II - Note for investors in Switzerland 621 Appendix III - Securities Financing Transactions 627

State Street Global Advisors Luxembourg SICAV Semi-Annual Report and Unaudited Financial Statements 2026

Table of Contents (continued)

Page

Page 4

BOARD OF DIRECTORS OF THE COMPANY Eric Linnane, Chairman, Managing Director, State Street Global Advisors Europe Limited Jean-Francois Klein, Vice President, State Street Global Advisors Limited 1 Tracey McDermott, Independent non-executive Director 1 Vanessa Donegan, Independent non-executive Director 1 Lim Siong Kwong (Benjamin) Lam Thoun Mine, Independent non-executive Director Barbara Healy, Independent non-executive Director 2 Tom Coghlan, Independent non-executive Director 2 Rebecca Bridger, Managing Director, State Street Global Advisors Limited 2

THE COMPANY State Street Global Advisors Luxembourg SICAV 49, Avenue J.F. Kennedy (until June 30, 2026) L-1855 Luxembourg Luxembourg 17, Boulevard de Kockelscheuer (since July 1, 2026) L-1821 Luxembourg Grand Duchy of Luxembourg

MANAGEMENT COMPANY State Street Global Advisors Europe Limited 78 Sir John Rogerson's Quay Dublin 2 Ireland

INVESTMENT MANAGER State Street Global Advisors Europe Limited 78 Sir John Rogerson's Quay Dublin 2 Ireland

SUB-INVESTMENT MANAGERS State Street Global Advisors Limited 20 Churchill Place Canary Wharf London E14 5HJ United Kingdom

State Street Global Advisors Trust Company Channel Center 1 Iron Street Boston Massachusetts 02110 United States

State Street Global Advisors Singapore Ltd 168 Robinson Road #33-01 Capital Tower Singapore 068912

GLOBAL DISTRIBUTOR State Street Global Advisors Europe Limited 78 Sir John Rogerson's Quay Dublin 2 Ireland

AUDITOR PricewaterhouseCoopers Assurance, Société coopérative 2, rue Gerhard Mercator L-2182 Luxembourg Luxembourg

State Street Global Advisors Luxembourg SICAV Semi-Annual Report and Unaudited Financial Statements 2026

Directors and Administration

State Street Global Advisors Luxembourg SICAV 1

Page 5

CENTRAL ADMINISTRATION, DEPOSITARY, PRINCIPAL PAYING AGENT, TRANSFER AGENT AND DOMICILIARY AGENT State Street Bank International GmbH, Luxembourg Branch (until June 30, 2026) 49, Avenue J.F. Kennedy L-1855 Luxembourg Luxembourg 17, Boulevard de Kockelscheuer (since July 1, 2026) L-1821 Luxembourg Grand Duchy of Luxembourg

SECURITIES LENDING AGENTS State Street Bank and Trust Company Copley Place 100, Huntington Avenue Boston Massachusetts 02116 United States

State Street Bank International GmbH, London Branch 20 Churchill Place Canary Wharf London E14 5HJ United Kingdom

LEGAL ADVISOR Arendt & Medernach SA 41A, Avenue J.F. Kennedy L-2082 Luxembourg Luxembourg

REPRESENTATIVE AGENT IN SWITZERLAND* State Street Bank International GmbH Munich, Zurich Branch Kalanderplatz 5, 8045 Zürich Switzerland

PAYING AGENT IN SWITZERLAND State Street Bank International GmbH Munich, Zurich Branch Kalanderplatz 5, 8045 Zürich Switzerland

1 Resigned on 2 January 2026 2 Appointed on 2 January 2026

*The prospectus, the key information documents or the key investor information documents, the articles of association, the list of purchases and sales as well as the annual and semi-annual reports may be obtained free of charge from the representative.

State Street Global Advisors Luxembourg SICAV Semi-Annual Report and Unaudited Financial Statements 2026

State Street Global Advisors Luxembourg SICAV 2

Page 6

Combined

State Street Euro Core Treasury Bond Index Fund

State Street EMU Government Bond Index Fund

State Street Euro Inflation Linked Bond Index Fund State Street Euro Corporate Bond Screened Index Fund State Street SRI Euro Corporate Bond Index Fund State Street Global Treasury Bond Index Fund EUR EUR EUR EUR EUR EUR USD

As at 30 June 2026 Notes

ASSETS

Investments in securities, at market value 2c 33,947,021,838 92,969,662 517,549,493 40,915,673 772,085,257 528,279,622 4,486,657,675 Cash and liquid assets 542,978,768 47,533 811,258 11,756 3,950,350 3,337,952 284,155,747 Dividend and interest receivable 2h 234,743,939 1,088,790 6,073,718 247,552 11,388,804 7,100,982 41,096,224 Receivable for investment securities sold 67,889,315 – – 10,803 4,594 – – Receivable for fund shares sold 39,784,440 10,491 – – 123,319 1,999,903 1,207,575 Reimbursement receivable from Investment Manager 3b 276,967 20,916 4,255 – 8,265 3,343 2,431

Unrealised appreciation on forward foreign exchange contracts 2g 161,021

––––––

Unrealised appreciation on share class specific forward currency

contracts 2g 64,430,971 – – – – – 42, 557,623 Unrealised appreciation on futures contracts 2e 1,349,226 – – – – – –

Other assets

154,348 – – – – 74,568 – Total Assets 34,898,790,833 94,137,392 524,438,724 41,185,784 787,560,589 540,796,370 4,855,677,275

LIABILITIES

Bank overdraft 282,432,342

– – – – – 260,019,832 Payable for investment securities purchased 80,716,670 – – – – 1, 309,042 30,440 Payable for shares redeemed 15,821,534 221 – 20,000 94,562 15,913 707,720 Accrued expenses and other liabilities 12,309,626 103,547 146,590 67,737 223,679 108,526 600,667 Investment Manager fees payable 3b 4,928,866 12,901 4,746 8,982 58,746 27,139 504,312

Capital gain tax payable 6,818,165

– – – – – 19,497

Unrealised depreciation on forward foreign exchange contracts 2g 38,376

––––––

Unrealised depreciation on share class specific forward currency

contracts 2g 81,420,805 – – – – – 27, 641,745 Unrealised depreciation on futures contracts 2e 1,203,808 – – – – – – Total Liabilities 485,690,192 116,669 151,336 96,719 376,987 1,460,620 289,524,213 TOTAL NET ASSETS 34,413,100,642 94,020,723 524,287,388 41,089,065 787,183,602 539,335,750 4,566,153,062

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Combined Statement of Net Assets

The accompanying notes are an integral part of these financial statements.

State Street Global Advisors Luxembourg SICAV

Page 7

State Street Global Aggregate Bond Index Fund

State Street Japan Screened Index Equity Fund

State Street Switzerland Screened Index Equity Fund

State Street UK Screened Index Equity Fund State Street US Screened Index Equity Fund State Street EMU Screened Index Equity Fund State Street Europe Screened Index Equity Fund USD JPY CHF GBP USD EUR EUR

As at 30 June 2026 Notes

ASSETS

Investments in securities, at market value 2c 2,457,720,276 30,260,836,872 160,167,681 34,837,298 2,177,650,963 203,454,022 681,161,065 Cash and liquid assets 42,346,068 209,063,856 528,054 251,949 7,589,521 531,428 2,391,052 Dividend and interest receivable 2h 22,004,330 20,776,855 – 93,028 654,955 905,123 2,525,249 Receivable for investment securities sold 3,370,623 – – – – 5,986 509,191 Receivable for fund shares sold 110,267 3,014,686 50,539 843 245,807 308,207 17,664 Reimbursement receivable from Investment Manager 3b 5,461 2,254,972 7,483 8,420 1 15,986 20,218

Unrealised appreciation on forward foreign exchange contracts 2g –

––––––

Unrealised appreciation on share class specific forward currency

contracts 2g 13,286,455 – – – 62,193 – – Unrealised appreciation on futures contracts 2e – 5,196,665 11,870 2,145 – 15,435 31,745

Other assets

– 9,109,551 – 15 5,983 – 614 Total Assets 2,538,843,480 30,510,253,457 160,765,627 35,193,698 2,186,209,423 205,236,187 686,656,798

LIABILITIES

Bank overdraft 15,381,528 189 9,618 6 – 6 7,250 Payable for investment securities purchased 7,224,604 – – – – – 498,226 Payable for shares redeemed 7,026,083 4,190,623 49,134 583 240,530 621 25,309 Accrued expenses and other liabilities 694,590 15,087,008 140,030 84,344 393,363 219,611 405,871 Investment Manager fees payable 3b 314,649 2,889,059 27,550 8,090 318,232 28,158 86,514

Capital gain tax payable 6,438

––––––

Unrealised depreciation on forward foreign exchange contracts 2g –

––––––

Unrealised depreciation on share class specific forward currency

contracts 2g 14,467,922 – – – 10,457,847 – – Unrealised depreciation on futures contracts 2e – – – – 6,106 – – Total Liabilities 45,115,814 22,166,879 226,332 93,023 11,416,078 248,396 1,023,170 TOTAL NET ASSETS 2,493,727,666 30,488,086,578 160,539,295 35,100,675 2,174,793,345 204,987,791 685,633,628

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Combined Statement of Net Assets

(continued)

The accompanying notes are an integral part of these financial statements.

State Street Global Advisors Luxembourg SICAV

Page 8

State Street Pacific Ex-Japan Screened Index Equity Fund

State Street World Screened Index Equity Fund

State Street World Universal Index Equity Fund

State Street Global Emerging Markets Screened Index Equity Fund State Street Flexible Asset Allocation Plus Fund State Street Europe Value Spotlight Fund State Street Eurozone Value Spotlight Fund USD USD USD USD EUR EUR EUR

As at 30 June 2026 Notes

ASSETS

Investments in securities, at market value 2c 57,054,005 5,565,344,970 4,611,109,010 1,534,630,370 211,993,853 34,966,642 88,423,892 Cash and liquid assets 222,315 21,432,510 20,937,750 13,511,887 25,028,298 984,161 3,219,688 Dividend and interest receivable 2h 183,630 5,032,534 3,422,842 3,626,453 23,841 184,798 181,267 Receivable for investment securities sold – 166,179 9,045,282 41,571 24,287,661 – – Receivable for fund shares sold 6,204 1,188,657 3,634,246 78,303 100,000 83,627 97 Reimbursement receivable from Investment Manager 3b – 11,415 – 7,766 – 5,175 –

Unrealised appreciation on forward foreign exchange contracts 2g –

––––––

Unrealised appreciation on share class specific forward currency

contracts 2g – 5,407,633 387,501 – – – – Unrealised appreciation on futures contracts 2e – 3,568 – 14,340 1,119,372 – –

Other assets

–– – – – – –

Total Assets

57,466,154 5,598,587,466 4,648,536,631 1,551,910,690 262,553,025 36,224,403 91,824,944

LIABILITIES

Bank overdraft

– – – 6,581,567 25,901 – – Payable for investment securities purchased – – 10,088,318 – 5,980,302 – – Payable for shares redeemed 2,432 2,748,418 17,644 609,554 – – 23,821 Accrued expenses and other liabilities 132,307 1,839,574 1,916,758 593,900 111,452 77,390 130,390 Investment Manager fees payable 3b 13,368 716,413 425,250 217,633 19,264 734 28,180

Capital gain tax payable

– – – 2,435,740 – – –

Unrealised depreciation on forward foreign exchange contracts 2g –

––––––

Unrealised depreciation on share class specific forward currency

contracts 2g – 8,658,816 2,921,158 – – – – Unrealised depreciation on futures contracts 2e 1,940 10,174 42,230 – 969,891 – –

Total Liabilities

150,047 13,973,395 15,411,358 10,438,394 7,106,810 78,124 182,391 TOTAL NET ASSETS 57,316,107 5,584,614,071 4,633,125,273 1,541,472,296 255,446,215 36,146,279 91,642,553

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Combined Statement of Net Assets

(continued)

The accompanying notes are an integral part of these financial statements.

State Street Global Advisors Luxembourg SICAV

Page 9

State Street US Value Spotlight Fund

State Street Asia Pacific Value Spotlight Fund

State Street Global Value Spotlight Fund

State Street Multi-Factor Global Equity Fund State Street Europe Screened Enhanced Equity Fund State Street Global Screened Enhanced Equity Fund State Street Climate Transition Emerging Markets Enhanced Equity Fund USD USD EUR USD EUR USD USD

As at 30 June 2026 Notes

ASSETS

Investments in securities, at market value 2c 34,314,309 131,090,932 43,511,388 661,062,506 456,503,925 271,545,202 985,843,228 Cash and liquid assets 662,518 4,891,504 905,936 329,204 7,283,966 3,009,659 32,735,958 Dividend and interest receivable 2h 23,632 132,920 24,101 510,628 1,055,285 264,514 3,618,918 Receivable for investment securities sold – – – – – – 108,210 Receivable for fund shares sold – 63,675 – 36,152 – 161,976 – Reimbursement receivable from Investment Manager 3b 1,336 – 2,226 3 5,674 – – Unrealised appreciation on forward foreign exchange contracts 2g – – 104,112 – – – –

Unrealised appreciation on share class specific forward currency

contracts 2g – – – – – – – Unrealised appreciation on futures contracts 2e – – – 2,545 86,286 2,539 –

Other assets

– – – 282 – – –

Total Assets

35,001,795 136,179,031 44,547,763 661,941,320 464,935,136 274,983,890 1,022,306,314

LIABILITIES

Bank overdraft

– 4,168,116 – 9 10,970 – 8,171,983 Payable for investment securities purchased – – – – – – – Payable for shares redeemed 6,498 20,785 3,186 46,471 1,437 256,683 5,695,213 Accrued expenses and other liabilities 67,221 130,235 110,874 148,031 159,031 80,002 363,690 Investment Manager fees payable 3b 466 58,000 877 14,550 80,668 60,922 377,381

Capital gain tax payable

– – – – – – 1,790,351 Unrealised depreciation on forward foreign exchange contracts 2g – – 22,138 – – – –

Unrealised depreciation on share class specific forward currency

contracts 2g – – – – – – – Unrealised depreciation on futures contracts 2e – – – – – – 94,735

Total Liabilities

74,185 4,377,136 137,075 209,061 252,106 397,607 16,493,353 TOTAL NET ASSETS 34,927,610 131,801,895 44,410,688 661,732,259 464,683,030 274,586,283 1,005,812,961

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Combined Statement of Net Assets

(continued)

The accompanying notes are an integral part of these financial statements.

State Street Global Advisors Luxembourg SICAV

Page 10

State Street Emerging Markets Screened Enhanced Equity Fund

State Street EMU Screened Equity Fund

State Street Europe Small Cap Screened Equity Fund

State Street Emerging Markets Small Cap Screened Equity Fund State Street Global Screened Managed Volatility Equity Fund State Street Global Screened Defensive Equity Fund State Street Global Treasury 1-10 Year Bond Index Fund USD EUR EUR USD USD USD USD

As at 30 June 2026 Notes

ASSETS

Investments in securities, at market value 2c 1,240,445,829 41,484,886 35,650,958 169,693,128 395,076,919 189,500,382 711,622,709 Cash and liquid assets 48,863,658 641,467 698,379 2,572,107 1,123,751 1,668,195 4,446,023 Dividend and interest receivable 2h 4,092,312 89,100 88,319 997,447 316,088 305,596 7,204,884 Receivable for investment securities sold 117,981 2,488 3,794 37,029 774 – – Receivable for fund shares sold 19,586 – 1,146 5,070,033 11,422,525 – 13,209,628 Reimbursement receivable from Investment Manager 3b 3,820 6,839 – – – 596 134,567

Unrealised appreciation on forward foreign exchange contracts 2g –

––––––

Unrealised appreciation on share class specific forward currency

contracts 2g – – – – 637,953 – 3,754,433 Unrealised appreciation on futures contracts 2e – 5,740 – – 2,949 – –

Other assets

– 4,895 3,995 – – – – Total Assets 1,293,543,186 42,235,415 36,446,591 178,369,744 408,580,959 191,474,769 740,372,244

LIABILITIES

Bank overdraft 17,722,524 – 21,253 1,623,421 523,994 – – Payable for investment securities purchased – – – 4,027,750 9,983,791 – 12,937,656 Payable for shares redeemed 36,633 – 1,303 – – – – Accrued expenses and other liabilities 514,353 75,612 133,926 273,793 237,370 92,517 1,393,276 Investment Manager fees payable 3b 485,131 24,032 72,910 149,652 227,657 119,284 25,567 Capital gain tax payable 3,163,510 – – 158,581 – – 947

Unrealised depreciation on forward foreign exchange contracts 2g –

––––––

Unrealised depreciation on share class specific forward currency

contracts 2g – – – – 12,198 – 7,523,588 Unrealised depreciation on futures contracts 2e 77,589 – 18,505 – 671 – – Total Liabilities 21,999,740 99,644 247,897 6,233,197 10,985,681 211,801 21,881,034 TOTAL NET ASSETS 1,271,543,446 42,135,771 36,198,694 172,136,547 397,595,278 191,262,968 718,491,210

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Combined Statement of Net Assets

(continued)

The accompanying notes are an integral part of these financial statements.

State Street Global Advisors Luxembourg SICAV

Page 11

State Street Emerging Markets Local Currency Government Bond Index Fund

State Street Emerging Markets Opportunities Equity Fund

State Street Climate Transition US Corporate Bond Beta Fund

State Street Climate Transition Euro Corporate Bond Beta Fund State Street Global High Yield Bond Screened Index Fund State Street Emerging Markets Tilted Local Currency Government Bond Index Fund State Street Climate Transition World Equity Beta Fund USD USD USD EUR USD USD USD

As at 30 June 2026 Notes

ASSETS

Investments in securities, at market value 2c 3,508,339,133 34,970,347 235,619,557 252,486,214 1,343,282,081 592,334,548 1,019,238,511 Cash and liquid assets 27,053,968 2,292,226 2,166,443 1,050,476 16,204,964 12,451,285 8,333,249 Dividend and interest receivable 2h 70,691,443 100,094 2,987,606 3,412,423 24,601,710 11,942,215 749,493 Receivable for investment securities sold 4,271,995 – – – 405,107 4,234,022 – Receivable for fund shares sold 927,203 – 53,521 24,447 84,181 42,018 332,154 Reimbursement receivable from Investment Manager 3b – – 476 3,361 – – 1

Unrealised appreciation on forward foreign exchange contracts 2g 56,132

– – – – 8,932 –

Unrealised appreciation on share class specific forward currency

contracts 2g – – 253,808 – 6,186,122 – 833,389 Unrealised appreciation on futures contracts 2e – – – – – – 25,941

Other assets

– – – – 5,248 3,215 2,453 Total Assets 3,611,339,874 37,362,667 241,081,411 256,976,921 1,390,769,413 621,016,235 1,029,515,191

LIABILITIES

Bank overdraft

– 779,150 – – – 7,846,115 1 Payable for investment securities purchased 4,044,761 62,226 – – 4,057,267 – – Payable for shares redeemed 1,270 – 63,536 26,947 22,668 – 97,350 Accrued expenses and other liabilities 523,589 129,333 95,815 104,010 311,920 169,821 120,843 Investment Manager fees payable 3b 415,435 52,350 131,887 149,910 87,142 27,544 1,260 Capital gain tax payable 126,489 59,410 – – – 34,246 –

Unrealised depreciation on forward foreign exchange contracts 2g 17,629

– – – – 936 –

Unrealised depreciation on share class specific forward currency

contracts 2g – – 1,784,219 – 15,422,017 – 1,769,729 Unrealised depreciation on futures contracts 2e – 4,758 – – – – –

Total Liabilities

5,129,173 1,087,227 2,075,457 280,867 19,901,014 8,078,662 1,989,183 TOTAL NET ASSETS 3,606,210,701 36,275,440 239,005,954 256,696,054 1,370,868,399 612,937,573 1,027,526,008

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Combined Statement of Net Assets

(continued)

The accompanying notes are an integral part of these financial statements.

State Street Global Advisors Luxembourg SICAV

Page 12

State Street Emerging Markets Hard Currency Government Bond Index Fund

State Street Emerging Markets Tilted Hard Currency Government Bond Index Fund

State Street Global Climate Transition Equity Fund USD USD USD

As at 30 June 2026 Notes

ASSETS

Investments in securities, at market value 2c 1,093,423,851 285,053,885 13,177,290 Cash and liquid assets 865,647 223,648 235,724 Dividend and interest receivable 2h 19,277,600 4,974,091 1,949 Receivable for investment securities sold 17,564,757 9,872,457 – Receivable for fund shares sold 41,329 4,416,838 – Reimbursement receivable from Investment Manager 3b – – 4,405 Unrealised appreciation on forward foreign exchange contracts 2g – – –

Unrealised appreciation on share class specific forward currency

contracts 2g 192,486 104,339 – Unrealised appreciation on futures contracts 2e – 2,219 –

Other assets

4,079 700 2,317 Total Assets 1,131,369,749 304,648,177 13,421,685

LIABILITIES

Bank overdraft

–– – Payable for investment securities purchased 18,094,174 12,828,857 – Payable for shares redeemed 157,915 – – Accrued expenses and other liabilities 318,436 46,489 16,946 Investment Manager fees payable 3b 121,383 11,554 5,204

Capital gain tax payable

–– – Unrealised depreciation on forward foreign exchange contracts 2g – – –

Unrealised depreciation on share class specific forward currency

contracts 2g 697,198 1,731,977 – Unrealised depreciation on futures contracts 2e 8,078 – – Total Liabilities 19,397,184 14,618,877 22,150 TOTAL NET ASSETS 1,111,972,565 290,029,300 13,399,535

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Combined Statement of Net Assets

(continued)

The accompanying notes are an integral part of these financial statements.

State Street Global Advisors Luxembourg SICAV

Page 13

Combined

State Street Euro Core Treasury Bond Index Fund

State Street EMU Government Bond Index Fund

For the period ended 30 June 2026 Notes

INCOME

Interest 2h 342,483,809 1,233,386 5,570,520 1,147,448 11,910,882 7,747,522 72,340,882

Dividends (net of withholding tax) 2h 164,288,475

–––––– Securities lending income 10 6,771,019 39,411 98,253 7,103 82,499 41,045 1,970,021

Other income

11,293 – 22 3 673 1,268 368

Total income

513,554,596 1,272,797 5,668,795 1,154,554 11,994,054 7,789,835 74,311,271

EXPENSES

Investment Manager Fees 3b 24,759,938 68,389 66,450 44,785 345,538 189,710 2,903,986 Depositary, Administration and Transfer Agent fees 3a 7,772,454 19,701 70,681 15,214 116,099 85,538 685,041 Professional fees 3e 829,841 16,287 14,664 11,838 19,273 15,703 36,272

Taxe d'abonnement 4 298,818

–––––– Securities lending expenses 10 1,692,756 9,853 24,563 1,776 20,625 10,261 492,505 Other expenses 3c 2,192,648 19,871 20,445 10,458 30,318 45,743 57,576 Waiver fee 3b (1,608,519) (19,707) (4,617) (7,651) (24,596) (3,220) – Total expenses 35,937,936 114,394 192,186 76,420 507,257 343,735 4,175,380 NET INVESTMENT INCOME / (LOSS) 477,616,659 1,158,403 5,476,609 1,078,134 11,486,797 7,446,100 70,135,891

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Combined Statement of Operations

The accompanying notes are an integral part of these financial statements.

State Street Global Advisors Luxembourg SICAV

Page 14

State Street Global Aggregate Bond Index Fund

State Street Japan Screened Index Equity Fund

State Street Switzerland Screened Index Equity Fund

For the period ended 30 June 2026 Notes

INCOME

Interest 2h 39,398,919 151,666 1,048 5,933 136,082 7,175 26,102 Dividends (net of withholding tax) 2h – 258,286,116 2,663,493 1,045,396 7,601,302 4,072,731 13,292,362 Securities lending income 10 679,975 9,364,353 34,653 739 5,379 9,323 48,155

Other income

768 – 7 – – 23 1,416

Total income

40,079,662 267,802,135 2,699,201 1,052,068 7,742,763 4,089,252 13,368,035

EXPENSES

Investment Manager Fees 3b 1,871,256 19,228,941 161,962 71,598 1,668,775 164,091 503,734 Depositary, Administration and Transfer Agent fees 3a 544,859 11,063,071 46,398 33,222 249,325 52,728 158,939 Professional fees 3e 56,426 5,811,274 13,013 10,538 28,292 17,340 18,499

Taxe d'abonnement 4 –

–––––– Securities lending expenses 10 169,994 2,341,088 8,663 185 1,345 2,331 12,039 Other expenses 3c 82,715 4,274,477 26,136 15,710 68,134 40,549 72,697 Waiver fee 3b (18,884) (5,036,092) (17,057) (30,685) – (47,001) (89,394)

Total expenses

2,706,366 37,682,759 239,115 100,568 2,015,871 230,038 676,514 NET INVESTMENT INCOME / (LOSS) 37,373,296 230,119,376 2,460,086 951,500 5,726,892 3,859,214 12,691,521

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Combined Statement of Operations

(continued)

The accompanying notes are an integral part of these financial statements.

State Street Global Advisors Luxembourg SICAV

Page 15

State Street Pacific Ex-Japan Screened Index Equity Fund

State Street World Screened Index Equity Fund

State Street World Universal Index Equity Fund

For the period ended 30 June 2026 Notes

INCOME

Interest 2h 3,826 386,299 245,610 176,076 2,627,596 6,126 14,028 Dividends (net of withholding tax) 2h 1,334,361 40,200,315 36,558,247 13,937,761 65,342 825,426 1,612,572 Securities lending income 10 5,592 502,795 500,745 161,795 1,208 – –

Other income

– 1,388 112 – 321 46 58

Total income

1,343,779 41,090,797 37,304,714 14,275,632 2,694,467 831,598 1,626,658

EXPENSES

Investment Manager Fees 3b 65,848 4,123,032 1,458,862 868,343 104,673 198 34,756 Depositary, Administration and Transfer Agent fees 3a 47,912 890,931 562,002 557,447 60,021 20,406 37,310 Professional fees 3e 12,467 61,333 31,506 27,806 15,000 10,610 11,794 Taxe d'abonnement 4 – – – – 14,161 1,690 4,968 Securities lending expenses 10 1,398 125,699 125,186 40,449 302 – – Other expenses 3c 31,884 353,796 734,956 70,757 14,258 15,087 22,047 Waiver fee 3b (51,392) (267,416) – – – (31,521) (38,689)

Total expenses

108,117 5,287,375 2,912,512 1,564,802 208,415 16,470 72,186 NET INVESTMENT INCOME / (LOSS) 1,235,662 35,803,422 34,392,202 12,710,830 2,486,052 815,128 1,554,472

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Combined Statement of Operations

(continued)

The accompanying notes are an integral part of these financial statements.

State Street Global Advisors Luxembourg SICAV

Page 16

State Street US Value Spotlight Fund

State Street Asia Pacific Value Spotlight Fund

State Street Global Value Spotlight Fund

For the period ended 30 June 2026 Notes

INCOME

Interest 2h 10,236 10,455 14,077 10,924 22,591 52,668 391,072 Dividends (net of withholding tax) 2h 177,122 1,694,057 533,790 4,131,806 8,811,968 2,147,922 10,096,766 Securities lending income 10 – – – 27,552 22,176 24,705 383,303

Other income

– – – 58 138 56 –

Total income

187,358 1,704,512 547,867 4,170,340 8,856,873 2,225,351 10,871,141

EXPENSES

Investment Manager Fees 3b 2,651 245,840 5,126 82,689 379,786 291,285 2,227,906 Depositary, Administration and Transfer Agent fees 3a 13,487 42,869 21,848 82,799 95,814 62,714 290,114 Professional fees 3e 10,881 22,200 26,246 17,706 17,033 14,393 27,149 Taxe d'abonnement 4 1,651 6,210 2,228 23,734 24,055 13,010 46,539 Securities lending expenses 10 – – – 6,888 5,544 6,176 95,826 Other expenses 3c 12,472 13,811 16,081 47,110 22,249 12,745 34,913 Waiver fee 3b (21,572) (25,105) (44,192) – – – –

Total expenses

19,570 305,825 27,337 260,926 544,481 400,323 2,722,447 NET INVESTMENT INCOME / (LOSS) 167,788 1,398,687 520,530 3,909,414 8,312,392 1,825,028 8,148,694

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Combined Statement of Operations

(continued)

The accompanying notes are an integral part of these financial statements.

State Street Global Advisors Luxembourg SICAV

Page 17

State Street Emerging Markets Screened Enhanced Equity Fund

State Street EMU Screened Equity Fund

State Street Europe Small Cap Screened Equity Fund

For the period ended 30 June 2026 Notes

INCOME

Interest 2h 478,238 6,832 5,026 40,588 43,347 48,232 25,730,295 Dividends (net of withholding tax) 2h 13,129,672 930,965 893,933 2,780,016 4,363,475 2,459,025 – Securities lending income 10 408,625 5,567 5,416 49,593 50,539 16,847 2,136,337

Other income

16 241 67 1 – – 39

Total income

14,016,551 943,605 904,442 2,870,198 4,457,361 2,524,104 27,866,671

EXPENSES

Investment Manager Fees 3b 2,543,959 129,002 233,859 1,045,111 471,694 721,352 697,255 Depositary, Administration and Transfer Agent fees 3a 423,921 25,359 36,637 140,003 146,946 33,087 1,261,544 Professional fees 3e 25,586 15,610 11,069 26,931 16,597 13,092 51,557 Taxe d'abonnement 4 56,914 4,554 7,579 7,751 20,106 9,866 – Securities lending expenses 10 102,156 1,392 1,354 12,398 12,635 4,212 534,084 Other expenses 3c 39,682 19,988 23,705 30,082 24,809 12,167 128,717 Waiver fee 3b – (43,682) (56,638) – (13,977) – (830,946)

Total expenses

3,192,218 152,223 257,565 1,262,276 678,810 793,776 1,842,211 NET INVESTMENT INCOME / (LOSS) 10,824,333 791,382 646,877 1,607,922 3,778,551 1,730,328 26,024,460

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Combined Statement of Operations

(continued)

The accompanying notes are an integral part of these financial statements.

State Street Global Advisors Luxembourg SICAV

Page 18

State Street Emerging Markets Local Currency Government Bond Index Fund

State Street Emerging Markets Opportunities Equity Fund

State Street Climate Transition US Corporate Bond Beta Fund

For the period ended 30 June 2026 Notes

INCOME

Interest 2h 105,754,591 13,486 8,232,314 5,519,876 39,682,050 18,201,197 92,626

Dividends (net of withholding tax) 2h – 284,288

– – – – 8,053,105 Securities lending income 10 28,105 – 5,036 47,819 183,613 7,312 71,648

Other income

995 27 – 339 1,696 1,385 53

Total income

105,783,691 297,801 8,237,350 5,568,034 39,867,359 18,209,894 8,217,432

EXPENSES

Investment Manager Fees 3b 2,345,560 216,422 213,376 261,409 500,569 154,239 7,337 Depositary, Administration and Transfer Agent fees 3a 590,476 38,742 54,298 64,668 346,110 168,337 153,446 Professional fees 3e 28,843 21,207 16,176 15,143 21,947 10,565 11,125 Taxe d'abonnement 4 – 7,994 15,124 17,931 – – 49,039 Securities lending expenses 10 7,026 – 1,259 11,955 45,903 1,828 17,912 Other expenses 3c 56,403 28,452 17,724 20,973 29,683 19,310 34,232 Waiver fee 3b – (49,825) – – – – –

Total expenses

3,028,308 262,992 317,957 392,079 944,212 354,279 273,091 NET INVESTMENT INCOME / (LOSS) 102,755,383 34,809 7,919,393 5,175,955 38,923,147 17,855,615 7,944,341

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Combined Statement of Operations

(continued)

The accompanying notes are an integral part of these financial statements.

State Street Global Advisors Luxembourg SICAV

Page 19

State Street Emerging Markets Hard Currency Government Bond Index Fund

State Street Emerging Markets Tilted Hard Currency Government Bond Index Fund

State Street Global Climate Transition Equity Fund USD USD USD

For the period ended 30 June 2026 Notes

INCOME

Interest 2h 37,929,586 8,268,313 1,427 Dividends (net of withholding tax) 2h – – 66,845 Securities lending income 10 85,432 13,537 –

Other income

153 92 574

Total income

38,015,171 8,281,942 68,846

EXPENSES

Investment Manager Fees 3b 703,132 44,883 31,230 Depositary, Administration and Transfer Agent fees 3a 423,993 48,791 6,383 Professional fees 3e 16,214 10,853 8,024 Taxe d'abonnement 4 – – 628 Securities lending expenses 10 21,358 3,384 – Other expenses 3c 36,967 22,244 14,926 Waiver fee 3b (1) – (23,141)

Total expenses

1,201,663 130,155 38,050 NET INVESTMENT INCOME / (LOSS) 36,813,508 8,151,787 30,796

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Combined Statement of Operations

(continued)

The accompanying notes are an integral part of these financial statements.

State Street Global Advisors Luxembourg SICAV

Page 20

Combined

State Street Euro Core Treasury Bond Index Fund

State Street EMU Government Bond Index Fund

For the period ended 30 June 2026 Notes

Net assets at the beginning of the period 36,219,895,009 115,809,307 333,568,162 72,721,709 643,804,965 451,290,453 4,203,118,467 Net investment income/(loss) 477,616,659 1,158,403 5,476,609 1,078,134 11,486,797 7,446,100 70,135,891

Net realised gain/(loss) from:

Investments 2c 695,485,436 (2,595,289) (6,710,430) (2,965,951) 10,452,929 (772,551) (42,257,908) Futures contracts 2e 142,073,490 – – – – – – Currencies 2d 149,966,599 – – – (10,348,018) – 13,173,470

Net change in unrealised appreciation/(depreciation) on

Investments 2c 843,129,742 2,562,468 2,357,988 3,677,921 (2,124,465) (202,203) (73,584,018) Futures contracts 2e 479,232 – – – – – – Currencies 2d (61,638) 37 21 51 1,206 1,060 1,770,519 Forward foreign exchange contracts 2g (136,250,773) – – – – – 3,039,564 Total Net increase/(decrease) in net assets resulting from operations 2,172,438,747 1,125,619 1,124,188 1,790,155 9,468,449 6,472,406 (27,722, 482) Subscriptions 7,098,547,346 2,330,088 366,265,086 2,198,815 184,696,245 186,200,165 1,792,685,665 Redemptions (11,794,564,135) (24,934,998) (176,547,287) (35,621,614) (50,259,790) (93,079,264) (1,381,387,315) Distributions 7 (98,138,894) (309,293) (122,761) – (526,267) (11,548,010) (20,541,273)

Total Net increase/(decrease) in net assets from fund shares

transaction (4,794,155,683) (22,914,203) 189,595,038 (33,422,799) 133,910,188 81,572,891 390,757,077 Total Increase/(decrease) in net assets (2,621,716,936) (21,788,584) 190,719,226 (31,632,644) 143,378,637 88,045,297 363,034,595 Currency Adjustment 8 814,922,569 – – – – – – Total Net Assets at the end of the period 34,413,100,642 94,020,723 524,287,388 41,089,065 787,183,602 539,335,750 4,566,153,062

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Combined Statement of Changes in Net Assets

The accompanying notes are an integral part of these financial statements.

State Street Global Advisors Luxembourg SICAV

Page 21

State Street Global Aggregate Bond Index Fund

State Street Japan Screened Index Equity Fund

State Street Switzerland Screened Index Equity Fund

For the period ended 30 June 2026 Notes

Net assets at the beginning of the period 2,469,816,203 35,221,302,965 150,113,668 91,924,469 1,845,486,793 188,323,136 623,546,177 Net investment income/(loss) 37,373,296 230,119,376 2,460,086 951,500 5,726,892 3,859,214 12,691,521

Net realised gain/(loss) from:

Investments 2c (11,596,164) 5,000,777,753 919,462 14,543,270 107,112,610 2,228,221 6,018,826 Futures contracts 2e – 370,261,405 632,360 607,130 500,685 833,565 3,082,850 Currencies 2d 10,270,903 2,494,289 (2,320) 47,020 (2,160,712) (3,060) 74,966

Net change in unrealised appreciation/(depreciation) on

Investments 2c (33,989,846) 225,851,139 9,762,392 (12,065,072) 56,078,807 16,055,103 43,138,591 Futures contracts 2e – 2,616,261 8,020 (5,660) 24,896 7,215 (23,170) Currencies 2d (473,577) (91,442) 1,398 350 1,628 844 (10,198) Forward foreign exchange contracts 2g (3,032,121) – – – (16,623,835) – – Total Net increase/(decrease) in net assets resulting from operations (1,447,509) 5,832,028,781 13,781,398 4,078,538 150,660,971 22,981,102 64 ,973,386 Subscriptions 292,563,371 917,295,395 12,056,598 4,733,820 438,901,048 14,288,199 38,415,828 Redemptions (257,625,336) (11,273,617,303) (15,412,369) (65,636,152) (258,820,082) (20,382,402) (34,748,736) Distributions 7 (9,579,063) (208,923,260) – – (1,435,385) (222,244) (6,553,027)

Total Net increase/(decrease) in net assets from fund shares

transaction

25,358,972 (10,565,245,168) (3,355,771) (60,902,332) 178,645,581 (6,316,447) (2,885,935) Total Increase/(decrease) in net assets 23,911,463 (4,733,216,387) 10,425,627 (56,823,794) 329,306,552 16,664,655 62,087,451 Currency Adjustment 8 – – – – – – – Total Net Assets at the end of the period 2,493,727,666 30,488,086,578 160,539,295 35,100,675 2,174,793,345 204,987,791 685,633,628

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Combined Statement of Changes in Net Assets

(continued)

The accompanying notes are an integral part of these financial statements.

State Street Global Advisors Luxembourg SICAV

Page 22

State Street Pacific Ex-Japan Screened Index Equity Fund

State Street World Screened Index Equity Fund

State Street World Universal Index Equity Fund

For the period ended 30 June 2026 Notes

Net assets at the beginning of the period 88,134,172 5,412,378,850 4,046,015,917 1,328,318,132 231,931,121 28,097,814 63,757,493 Net investment income/(loss) 1,235,662 35,803,422 34,392,202 12,710,830 2,486,052 815,128 1,554,472

Net realised gain/(loss) from:

Investments 2c 8,064,145 192,063,162 48,878,993 63,896,553 (59,256,458) 2,670,820 3,866,286 Futures contracts 2e 388,454 40,565,955 6,475,638 5,539,338 69,607,208 – – Currencies 2d 1,089,073 (1,681,344) 95,175 (9,449,437) 198,622 (31,156) (2,168)

Net change in unrealised appreciation/(depreciation) on

Investments 2c (4,516,115) 225,541,154 358,094,720 240,336,380 68,509 304,905 4,161,590 Futures contracts 2e (4,095) 48,836 (129,056) (138,270) 884,047 – – Currencies 2d (12,884) (148,656) (119,919) (17,344) 197,196 472 435 Forward foreign exchange contracts 2g – (9,056,472) (4,621,590) – – – – Total Net increase/(decrease) in net assets resulting from operations 6,244,240 483,136,057 443,066,163 312,878,050 14,185,176 3,760,169 9,580 ,615

Subscriptions

2,383,288 563,947,441 268,339,263 296,545,216 19,749,102 7,018,536 25,589,713 Redemptions (38,603,496) (869,686,689) (124,296,070) (391,288,380) (10,419,184) (2,730,240) (7,285,268) Distributions 7 (842,097) (5,161,588) – (4,980,722) – – –

Total Net increase/(decrease) in net assets from fund shares

transaction

(37,062,305) (310,900,836) 144,043,193 (99,723,886) 9,329,918 4,288,296 18,304,445 Total Increase/(decrease) in net assets (30,818,065) 172,235,221 587,109,356 213,154,164 23,515,094 8,048,465 27,885,060 Currency Adjustment 8 – – – – – – – Total Net Assets at the end of the period 57,316,107 5,584,614,071 4,633,125,273 1,541,472,296 255,446,215 36,146,279 91,642,553

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Combined Statement of Changes in Net Assets

(continued)

The accompanying notes are an integral part of these financial statements.

State Street Global Advisors Luxembourg SICAV

Page 23

State Street US Value Spotlight Fund

State Street Asia Pacific Value Spotlight Fund

State Street Global Value Spotlight Fund

For the period ended 30 June 2026 Notes

Net assets at the beginning of the period 36,931,184 95,791,389 46,564,988 285,583,411 418,769,720 243,020,002 1,059,391,579 Net investment income/(loss) 167,788 1,398,687 520,530 3,909,414 8,312,392 1,825,028 8,148,694

Net realised gain/(loss) from:

Investments 2c 2,404,334 12,741,447 756,003 38,408,597 9,995,590 9,505,606 178,790,031 Futures contracts 2e – – – 3,514,388 2,145,468 1,054,369 4,742,107 Currencies 2d 6,622 (1,139,611) (681,255) (1,036,558) 352,571 214,631 (9,836,337)

Net change in unrealised appreciation/(depreciation) on

Investments 2c 340,480 5,963,407 4,112,136 15,013,879 25,036,374 13,379,012 79,367,081 Futures contracts 2e – – – 2,217 76,693 5,024 (286,450) Currencies 2d 538 5,141 447 (8,047) (3,257) (5,447) (26,416) Forward foreign exchange contracts 2g – – 138,503 – – – – Total Net increase/(decrease) in net assets resulting from operations 2,919,762 18,969,071 4,846,364 59,803,890 45,915,831 25,978,223 260,898, 710

Subscriptions

2,741,212 38,200,682 1,507,572 353,065,536 3,022,720 35,302,777 1,082,780 Redemptions (7,664,548) (21,159,247) (8,508,236) (34,242,840) (3,025,241) (29,710,342) (315,560,108) Distributions 7 – – – (2,477,738) – (4,377) –

Total Net increase/(decrease) in net assets from fund shares

transaction

(4,923,336) 17,041,435 (7,000,664) 316,344,958 (2,521) 5,588,058 (314,477,328) Total Increase/(decrease) in net assets (2,003,574) 36,010,506 (2,154,300) 376,148,848 45,913,310 31,566,281 (53,578,618) Currency Adjustment 8 – – – – – – – Total Net Assets at the end of the period 34,927,610 131,801,895 44,410,688 661,732,259 464,683,030 274,586,283 1,005,812,961

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Combined Statement of Changes in Net Assets

(continued)

The accompanying notes are an integral part of these financial statements.

State Street Global Advisors Luxembourg SICAV

Page 24

State Street Emerging Markets Screened Enhanced Equity Fund

State Street EMU Screened Equity Fund

State Street Europe Small Cap Screened Equity Fund

For the period ended 30 June 2026 Notes

Net assets at the beginning of the period 972,794,356 36,202,344 27,008,495 257,502,373 372,848,061 217,363,296 7,977,283,692 Net investment income/(loss) 10,824,333 791,382 646,877 1,607,922 3,778,551 1,730,328 26,024,460

Net realised gain/(loss) from:

Investments 2c 110,748,219 3,257,806 1,901,765 49,868,808 1,307,799 12,389,652 (33,747,328) Futures contracts 2e 7,806,671 237,196 21,030 (169,140) 1,594,374 – – Currencies 2d (10,376,022) 50 63,754 (6,168,036) (6,063,214) 699,157 182,068,135

Net change in unrealised appreciation/(depreciation) on

Investments 2c 160,888,617 450,987 (568,527) (24,274,230) 8,065,596 (7,694,880) (58,730,661) Futures contracts 2e (195,229) (2,466) (20,760) – 26,004 – – Currencies 2d 125,419 127 451 (3,750) (13,032) (21,808) (121,144) Forward foreign exchange contracts 2g – – – – 1,143,005 – (92,427,279) Total Net increase/(decrease) in net assets resulting from operations 279,822,008 4,735,082 2,044,590 20,861,574 9,839,083 7,102,449 23,066,18 3 Subscriptions 215,535,205 3,116,639 11,402,900 65,163,393 24,851,414 1,903,901 289,535,687 Redemptions (196,608,123) (1,887,209) (4,238,486) (171,390,793) (9,481,671) (35,106,678) (7,563,386,549) Distributions 7 – (31,085) (18,805) – (461,609) – (8,007,803)

Total Net increase/(decrease) in net assets from fund shares

transaction

18,927,082 1,198,345 7,145,609 (106,227,400) 14,908,134 (33,202,777) (7,281,858,665) Total Increase/(decrease) in net assets 298,749,090 5,933,427 9,190,199 (85,365,826) 24,747,217 (26,100,328) (7,258,792,482) Currency Adjustment 8 – – – – – – – Total Net Assets at the end of the period 1,271,543,446 42,135,771 36,198,694 172,136,547 397,595,278 191,262,968 718,491,210

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Combined Statement of Changes in Net Assets

(continued)

The accompanying notes are an integral part of these financial statements.

State Street Global Advisors Luxembourg SICAV

Page 25

State Street Emerging Markets Local Currency Government Bond Index Fund

State Street Emerging Markets Opportunities Equity Fund

State Street Climate Transition US Corporate Bond Beta Fund

For the period ended 30 June 2026 Notes

Net assets at the beginning of the period 2,334,018,523 29,126,706 331,971,838 353,688,479 1,068,569,581 542,065,145 1,012,055,934 Net investment income/(loss) 102,755,383 34,809 7,919,393 5,175,955 38,923,147 17,855,615 7,944,341

Net realised gain/(loss) from:

Investments 2c 3,008,762 2,916,424 (5,475,383) (2,459,219) (3,919,479) (237,980) 36,756,197 Futures contracts 2e – 499,221 – – – – 1,374,137 Currencies 2d 4,070,614 (211,956) (991,755) 128,498 7,397,062 3,742,563 7,915,552

Net change in unrealised appreciation/(depreciation) on

Investments 2c (75,990,125) 5,353,708 (90,498) 1,276,877 (19,014,973) (12,744,078) 25,468,766 Futures contracts 2e – (19,453) – – – – 51,678 Currencies 2d (843,164) 3,056 52 506 (147,665) (216,616) (20,087) Forward foreign exchange contracts 2g 18,132 – (2,619,724) – (19,360,527) 11,127 (6,644,608) Total Net increase/(decrease) in net assets resulting from operations 33,019,602 8,575,809 (1,257,915) 4,122,617 3,877,565 8,410,631 72,845,97 6 Subscriptions 1,645,024,313 81,174 53,756,304 35,429,473 405,712,379 86,663,441 213,282,547 Redemptions (404,721,552) (1,508,249) (145,464,273) (136,395,561) (84,900,370) (24,201,644) (267,791,239) Distributions 7 (1,130,185) – – (148,954) (22,390,756) – (2,867,210)

Total Net increase/(decrease) in net assets from fund shares

transaction 1,239,172,576 (1,427,075) (91,707,969) (101,115,042) 298,421,253 62,461,797 (57,375,902) Total Increase/(decrease) in net assets 1,272,192,178 7,148,734 (92,965,884) (96,992,425) 302,298,818 70,872,428 15,470,074 Currency Adjustment 8 – – – – – – – Total Net Assets at the end of the period 3,606,210,701 36,275,440 239,005,954 256,696,054 1,370,868,399 612,937,573 1,027,526,008

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Combined Statement of Changes in Net Assets

(continued)

The accompanying notes are an integral part of these financial statements.

State Street Global Advisors Luxembourg SICAV

Page 26

State Street Emerging Markets Hard Currency Government Bond Index Fund

State Street Emerging Markets Tilted Hard Currency Government Bond Index Fund

State Street Global Climate Transition Equity Fund USD USD USD

For the period ended 30 June 2026 Notes

Net assets at the beginning of the period 1,237,352,306 252,183,038 12,302,186 Net investment income/(loss) 36,813,508 8,151,787 30,796

Net realised gain/(loss) from:

Investments 2c 15,068,301 1,267,509 201,344 Futures contracts 2e (648,843) (34,913) (2,192) Currencies 2d 4,783,884 312,230 95,494

Net change in unrealised appreciation/(depreciation) on

Investments 2c (12,142,125) (2,967,659) 771,975 Futures contracts 2e 60,324 18,458 – Currencies 2d (681) (560) (68) Forward foreign exchange contracts 2g (6,515,554) (2,413,541) – Total Net increase/(decrease) in net assets resulting from operations 37,418,814 4,333,311 1,097,349 Subscriptions 79,275,461 35,377,359 – Redemptions (231,516,900) (1,864,408) – Distributions 7 (10,557,116) – –

Total Net increase/(decrease) in net assets from fund shares

transaction (162,798,555) 33,512,951 – Total Increase/(decrease) in net assets (125,379,741) 37,846,262 1,097,349 Currency Adjustment 8 – – – Total Net Assets at the end of the period 1,111,972,565 290,029,300 13,399,535

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Combined Statement of Changes in Net Assets

(continued)

The accompanying notes are an integral part of these financial statements.

State Street Global Advisors Luxembourg SICAV

Page 27

31 December 2024 31 December 2025 30 June 2026 Total NAV NAV per Share Total NAV NAV per Share Total NAV NAV per Share Shares Outstanding

State Street Euro Core Treasury Bond Index Fund

Class B (EUR) EUR 13,322,295 10.78 12,451,875 10.68 12,806,262 10.82 1,183,254 Class I Distributing (EUR) EUR 14,538,292 9.66 14,956,243 9.39 15,320,547 9.31 1,646,381 Class I (EUR) EUR 101,304,096 11.61 87,560,242 11.50 65,118,757 11.64 5,595,261 Class P (EUR) EUR 952,728 10.47 840,947 10.35 775,158 10.47 74,047 Total Net Assets EUR 130,117,411 115,809,307 94,020,723

State Street EMU Government Bond Index Fund

Class B (EUR) EUR 139,422,887 12.13 145,379,158 12.20 498,646,311 12.36 40,352,654 Class I (EUR) EUR 93,005,658 12.36 93,006,566 12.41 12,832,378 12.56 1,021,629 Class P Distributing (EUR) EUR 8,468,312 10.05 6,490,439 9.93 5,284,917 9.85 536,679 Class P (EUR) EUR 89,374,239 13.03 88,691,999 13.07 7,523,783 13.21 569,460 Total Net Assets EUR 330,271,096 333,568,162 524,287,388

State Street Euro Inflation Linked Bond Index Fund

Class I (EUR) EUR 69,796,400 12.26 72,721,709 12.35 41,089,065 12.75 3,222,752 Total Net Assets EUR 69,796,400 72,721,709 41,089,065

State Street Euro Corporate Bond Screened Index Fund

Class B (EUR) EUR 241,587,344 13.45 244,687,450 13.89 311,183,391 14.08 22,096,698 Class I Distributing (EUR) EUR 100,995,165 9.76 7,497,851 9.77 6,955,796 9.59 725,652 Class I (EUR) EUR 354,337,894 15.38 378,813,698 15.87 463,467,797 16.07 28,834,714 Class P Distributing (EUR) EUR 11,477,012 9.50 10,880,911 9.51 3,851,884 9.34 412,626 Class P (EUR) EUR 2,639,076 11.89 1,925,055 12.25 1,724,733 12.40 139,118 Total Net Assets EUR 1,427,543,029 643,804,965 787,183,602

State Street SRI Euro Corporate Bond Index Fund

Class A2 Distributing (EUR) EUR 258,508,654 10.01 357,729,960 10.04 434,078,218 9.88 43,937,500 Class B (EUR) EUR - - - - 77, 293,439 10.20 7,577,608 Class I Distributing (EUR) EUR 1,703,942 11.24 193,998 11.27 190,943 11.10 17,208 Class I (EUR) EUR 98,558,142 13.38 88,972,844 13.76 15,968,411 13.94 1,145,722 Class S (EUR) EUR 4,853,280 9.67 4,393,651 9.95 11,804,739 10.09 1,170,131 Total Net Assets EUR 363,624,018 451,290,453 539,335,750

State Street Global Treasury Bond Index Fund

Class B Distributing (GBP-Portfolio Hedged) GBP 99,546,504 10.58 249,176,878 10.68 147,086,781 10.45 14,073,270 Class B (USD) USD 26,339,160 9.10 18,908,750 9.73 27,585,074 9.64 2,862,382 Class I (CHF-Portfolio Hedged) CHF 17,023,286 8.84 22,994,919 8.74 14,786,414 8.63 1,713,969

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State Street Global Treasury Bond Index Fund

(continued)

Class I Distributing (EUR-Portfolio Hedged) EUR 6,749,354 8.86 54,106,196 8.75 47,621,710 8.51 5,596,102 Class I (EUR-Portfolio Hedged) EUR 1,005,542,280 10.50 490,340,200 10.62 498,335,096 10.60 47,002,990 Class I Distributing (GBP-Portfolio Hedged) GBP 15,937,451 9.57 140,982,031 9.66 112,409,480 9.47 11,868,557 Class I (GBP-Portfolio Hedged) GBP 431,341,296 10.30 339,673,126 10.63 110,735,779 10.70 10,344,981 Class I (SGD-Portfolio Hedged) SGD 187,181,287 9.21 278,354,947 9.31 187,543,712 9.25 20,276,969 Class I (USD) USD 88,459,843 9.92 75,576,884 10.59 86,099,261 10.49 8,210,148 Class I (USD-Portfolio Hedged) USD 623,553,384 13.50 1,238,395,675 13.96 1,703,037,700 14.05 121,230,030 Class P (USD) USD 97,741 9.71 105,380 10.35 114,729 10.24 11,203 Class S (EUR-Portfolio Hedged) EUR - - 438,170,400 10.02 766,872,669 10.01 76,579,290 Class S Distributing (EUR-Portfolio Hedged) EUR - - 17,608,951 10.02 13,359,442 10.00 1,336,145 Class S (USD-Portfolio Hedged) USD - - 401,038,533 10.01 449,609,857 10.09 44,562,226 Class S Distributing (USD-Portfolio Hedged) USD - - 67,237,939 10.01 128,762,515 10.08 12,773,671 Total Net Assets USD 2,627,513,471 4,203,118,467 4,566,153,062

State Street Global Aggregate Bond Index Fund

Class B Distributing (GBP-Portfolio Hedged) GBP 165,035,602 10.62 179,895,023 10.81 185,501,908 10.62 17,470,513 Class B (GBP-Portfolio Hedged) GBP 55,830,810 10.61 4,778,986 11.13 - - - Class I (CHF-Portfolio Hedged) CHF 3,305,125 9.49 4,048,424 9.50 4,057,748 9.42 430,983 Class I (EUR-Portfolio Hedged) EUR 417,584,758 10.41 407,211,724 10.67 399,568,618 10.69 37,386,188 Class I Distributing (USD-Portfolio Hedged) USD 19,069,841 10.51 1,051,233 10.72 3,162,394 10.08 313,804 Class I (GBP-Portfolio Hedged) GBP 20,694,800 11.34 23,225,248 11.86 25,308,945 11.98 2,111,842 Class I (NOK-Portfolio Hedged) NOK 675,171,780 99.85 989,505,016 104.38 893,236,260 105.51 8,465,675 Class I (USD) USD 612,759,891 10.02 719,503,484 10.83 726,937,074 10.80 67,326,313 Class I (USD-Portfolio Hedged) USD 789,801,373 12.40 888,170,704 12.98 931,706,754 13.11 71,051,787 Total Net Assets USD 2,219,666,367 2,469,816,203 2,493,727,666

State Street Japan Screened Index Equity Fund

Class B Distributing (GBP) GBP 53,948,844 12.04 65,186,885 13.71 62,484,594 15.83 3,946,005 Class I (EUR) EUR 41,867,752 19.03 45,066,317 20.86 6,722,185 24.79 271,182 Class I (JPY) JPY 13,792,291,932 22.94 12,597,170,220 28.44 15,060,012,878 34.11 441,468,096 Class P (JPY) JPY 471,658,866 22.11 584,593,526 27.30 700,395,531 32.72 21,408,200 Total Net Assets JPY 31,696,133,680 35,221,302,965 30,488,086,578

State Street Switzerland Screened Index Equity Fund

Class A (CHF) CHF 291,523 10.12 3,065,198 11.71 3,354,062 12.80 262,119 Class I (CHF) CHF 70,029,745 16.06 99,049,068 18.61 107,479,146 20.34 5,285,310 Class P (CHF) CHF 14,822,230 15.48 18,141,651 17.86 19,879,002 19.50 1,019,594

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31 December 2024 31 December 2025 30 June 2026 Total NAV NAV per Share Total NAV NAV per Share Total NAV NAV per Share Shares Outstanding

State Street Switzerland Screened Index Equity

Fund

(continued)

Class P (EUR) EUR 1,923,940 18.00 2,067,567 20.95 2,899,104 23.08 125,625 Class S (CHF) CHF 53,598,002 14.39 27,933,967 16.69 27,153,397 18.25 1,487,778 Total Net Assets CHF 140,546,974 150,113,668 160,539,295

State Street UK Screened Index Equity Fund

Class I (EUR) EUR 89,292,403 16.48 84,732,319 19.44 21,007,245 20.97 1,001,556 Class I (GBP) GBP 5,682,804 18.50 4,376,074 23.05 2,757,209 24.53 112,385 Class P (GBP) GBP 11,488,773 17.83 13,562,817 22.12 14,247,767 23.53 605,523 Total Net Assets GBP 90,999,809 91,924,469 35,100,675

State Street US Screened Index Equity Fund

Class B Distributing (GBP) GBP 111,196,010 15.11 127,508,756 16.40 163,861,763 18.11 9,046,638 Class B (USD) USD 125,441,283 34.33 136,518,663 40.36 137,042,457 44.33 3,091,160 Class I Distributing (EUR-NAV Hedged) EUR - - 300,848,816 9.90 369,556,082 10.72 34,458,407 Class I (EUR-Hedged) EUR 342,164,302 27.65 80,777,616 31.75 95,037,442 34.40 2,762,668 Class I (EUR) EUR 329,818,434 36.37 346,372,562 37.63 466,388,298 42.42 10,995,341 Class I (USD) USD 736,233,065 33.70 610,112,669 39.54 677,525,387 43.39 15,615,687 Class P (USD) USD 66,291,093 32.47 72,351,070 37.95 78,349,772 41.60 1,883,305 Total Net Assets USD 1,763,098,608 1,845,486,793 2,174,793,345

State Street EMU Screened Index Equity Fund

Class A (EUR) EUR 121,888 14.01 150,063 17.25 168,862 19.41 8,699 Class B (EUR) EUR 38,381,106 19.82 56,215,639 24.48 62,817,770 27.59 2,276,734 Class I Distributing (EUR) EUR 8,310,246 13.75 9,066,410 16.52 9,951,890 18.14 548,683 Class I (EUR) EUR 85,302,098 19.45 93,648,128 23.98 99,437,843 27.00 3,683,190 Class P (EUR) EUR 24,111,837 18.70 29,242,896 22.95 32,611,426 25.81 1,263,350 Total Net Assets EUR 156,227,175 188,323,136 204,987,791

State Street Europe Screened Index Equity Fund

Class B Distributing (GBP) GBP 23,704,827 11.36 30,748,919 13.86 44,469,735 14.73 3,019,216 Class B (EUR) EUR 7,426,189 17.61 8,116,412 20.91 - - - Class I Distributing (EUR) EUR 186,867,761 15.14 216,969,872 17.49 233,977,589 18.86 12,402,794 Class I (EUR) EUR 412,279,712 18.32 332,382,109 21.71 371,280,921 24.01 15,466,842 Class P (EUR) EUR 38,478,786 17.63 30,862,311 20.80 28,750,388 22.98 1,251,172 Total Net Assets EUR 673,722,444 623,546,177 685,633,628

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31 December 2024 31 December 2025 30 June 2026 Total NAV NAV per Share Total NAV NAV per Share Total NAV NAV per Share Shares Outstanding

State Street Pacific Ex-Japan Screened Index Equity Fund

Class B Distributing (GBP) GBP 16,627,953 10.69 20,123,380 11.63 18,751,628 12.18 1,539,909 Class I (EUR) EUR 24,816,004 14.80 26,553,715 15.81 - - - Class I Distributing (GBP) GBP 553 10.34 54,906 11.66 54,437 12.30 4,427 Class I (USD) USD 11,438,975 17.65 9,904,014 21.39 11,645,987 22.80 510,888 Class P (USD) USD 17,149,843 17.01 19,903,286 20.53 20,709,868 21.86 947,515 Total Net Assets USD 75,111,188 88,134,172 57,316,107

State Street World Screened Index Equity Fund

Class B Distributing (GBP) GBP 120,033,014 13.44 146,973,681 14.95 172,255,176 16.41 10,494,278 Class B (GBP-Distributing Hedged) GBP 131,296,353 14.79 146,364,620 17.35 204,115,389 18.92 10,790,678 Class B (USD) USD 517,971,873 27.56 606,701,908 33.39 787,621,220 36.62 21,507,984 Class B (USD-Portfolio Hedged) USD 512,604,528 27.94 589,581,677 33.28 579,942,871 36.84 15,740,425 Class I Distributing (CHF-Portfolio Hedged) CHF 3,678,422 11.67 4,974,259 13.08 4,634,044 13.99 331,280 Class I (EUR-Portfolio Hedged) EUR 152,131,326 17.55 289,821,064 20.39 285,418,188 22.28 12,809,189 Class I Distributing (GBP-Portfolio Hedged) GBP 1,444,570 12.81 7,873,478 15.01 8,535,412 16.38 521,154 Class I Distributing (USD-Portfolio Hedged) USD 3,800,774 13.29 4,422,716 15.61 3,881,143 17.09 227,052 Class I (EUR) EUR 729,078,048 29.19 783,654,735 31.12 841,722,481 35.02 24,033,214 Class I (GBP) GBP 110,501,254 20.92 120,188,703 23.55 131,267,972 26.15 5,019,021 Class I (SEK) SEK 595,651,948 158.58 700,533,918 159.97 806,189,903 184.01 4,381,329 Class I (SEK-Portfolio Hedged) SEK 412,527,660 133.32 29,284,921 155.07 - - - Class I (USD) USD 2,323,551,785 27.04 1,919,438,095 32.69 1,743,884,484 35.82 48,681,306 Class P (EUR-Portfolio Hedged) EUR 28,291,460 23.68 27,003,645 27.39 27,495,143 29.90 919,447 Class P (SEK) SEK 161,659,191 161.29 189,270,487 162.03 170,463,222 186.18 915,566 Class P (SEK-Portfolio Hedged) USD 253,078,078 124.53 328,196,193 144.21 291,577,528 156.74 1,860,233 Class P (USD) USD 251,752,476 26.05 289,712,366 31.36 325,488,969 34.33 9,481,551 Class S Distributing (USD) USD 7,630,499 17.18 1,683,176 20.53 1,823,920 22.24 82,000 Total Net Assets USD 5,146,905,101 5,412,378,850 5,584,614,071

State Street World Universal Index Equity Fund

Class B (USD) USD 1,852,326,408 28.86 2,632,519,304 34.97 3,102,846,982 38.78 80,021,161 Class I (EUR-Portfolio Hedged) EUR 162,151,446 17.24 181,447,359 19.97 193,009,866 22.12 8,725,858 Class I (GBP) GBP - - 15,142,987 9.98 16,999,395 11.20 1,517,790 Class I (USD) USD 1,068,425,974 26.99 1,180,027,142 32.63 1,287,047,480 36.15 35,602,151 Total Net Assets USD 3,088,660,404 4,046,015,917 4,633,125,273

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31 December 2024 31 December 2025 30 June 2026 Total NAV NAV per Share Total NAV NAV per Share Total NAV NAV per Share Shares Outstanding

State Street Global Emerging Markets Screened Index Equity

Fund

Class B (EUR) EUR 197,923,005 9.89 206,024,915 11.62 259,765,987 14.89 17,441,450 Class B Distributing (GBP) GBP 165,281,331 11.34 204,548,901 13.76 222,956,583 17.06 13,070,346 Class B (USD) USD 355,483,233 17.02 391,251,770 22.69 342,435,269 28.31 12,094,896 Class I (GBP) GBP 13,243,726 10.23 16,535,231 12.66 20,830,641 15.99 1,303,023 Class I (NOK) NOK - - 561,810,903 107.01 615,639,384 130.80 4,706,734 Class I (USD) USD 52,063,358 16.55 310,021,404 22.00 442,067,592 27.42 16,124,778 Class P (USD) USD 23,389,403 15.19 32,012,965 20.00 74,197,328 24.88 2,981,851 Total Net Assets USD 859,472,776 1,328,318,132 1,541,472,296

State Street Flexible Asset Allocation Plus Fund

Class B (EUR) EUR 183,591,478 14.34 205,108,243 15.47 226,025,324 16.42 13,761,436 Class I (EUR) EUR 15,100,687 13.56 17,021,902 14.54 19,300,747 15.39 1,253,778 Class P (EUR) EUR 9,503,030 12.86 9,800,976 13.71 10,120,144 14.47 699,341 Total Net Assets EUR 208,195,195 231,931,121 255,446,215

State Street Europe Value Spotlight Fund

Class B (EUR) EUR 18,489,835 20.92 28,013,389 26.00 36,126,098 29.26 1,234,476 Class I (EUR) EUR 144,078 14.20 79,548 17.50 13,084 19.62 667 Class P (EUR) EUR 4,772 17.48 4,877 21.39 7,096 23.90 297 Total Net Assets EUR 18,638,685 28,097,814 36,146,279

State Street Eurozone Value Spotlight Fund

Class B (EUR) EUR 37,836,738 26.10 60,433,766 32.79 76,247,334 37.21 2,049,302 Class I (EUR) EUR 1,307,266 21.58 1,938,934 26.91 7,296,990 30.42 239,904 Class P (EUR) EUR 414,954 21.16 1,384,793 26.19 8,098,229 29.49 274,619 Total Net Assets EUR 39,558,958 63,757,493 91,642,553

State Street US Value Spotlight Fund

Class B (EUR) EUR 32,727,555 27.42 30,843,824 27.62 29,877,109 31.00 963,771 Class I (USD) USD 623,080 21.51 706,643 24.39 769,107 26.55 28,972 Total Net Assets USD 34,512,346 36,931,184 34,927,610

State Street Asia Pacific Value Spotlight Fund

Class B (EUR) EUR 27,749,819 23.85 36,045,602 28.06 53,545,052 34.25 1,563,373 Class I (USD) USD 38,399,847 18.92 53,457,644 25.07 70,583,800 29.67 2,378,636 Total Net Assets USD 67,134,772 95,791,389 131,801,895

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31 December 2024 31 December 2025 30 June 2026 Total NAV NAV per Share Total NAV NAV per Share Total NAV NAV per Share Shares Outstanding

State Street Global Value Spotlight Fund

Class B (EUR) EUR 47,780,496 31.69 45,702,472 34.48 43,517,927 38.53 1,129,420 Class I (EUR) EUR 329,346 25.40 358,171 27.43 328,954 30.54 10,772 Class P (EUR) EUR 634,613 23.89 504,345 25.59 563,807 28.38 19,868 Total Net Assets EUR 48,744,456 46,564,988 44,410,688

State Street Multi-Factor Global Equity Fund

Class B Distributing (GBP) GBP 271,787,980 13.25 127,902,404 15.29 143,523,631 17.89 8,021,037 Class B (USD) USD 102,469,923 19.01 68,563,775 23.96 421,312,906 28.06 15,013,672 Class I Distributing (GBP) GBP 90,967 10.92 17,244 12.66 20,201 14.83 1,363 Class I (NOK) NOK - - 452,652,654 107.83 492,939,030 123.65 3,986,464 Class I (USD) USD 68,855 20.44 85,461 25.68 86,047 30.02 2,866 Total Net Assets USD 443,039,086 285,583,411 661,732,259

State Street Europe Screened Enhanced Equity Fund

Class I (EUR) EUR 322,542,793 18.40 407,812,627 22.27 452,801,603 24.72 18,319,340 Class P (EUR) EUR 9,053,889 15.92 10,435,242 19.22 11,302,277 21.31 530,411 Class UCITS ETF (EUR) EUR - - 521,851 10.44 579,150 11.58 50,000 Total Net Assets EUR 331,596,682 418,769,720 464,683,030

State Street Global Screened Enhanced Equity Fund

Class B (GBP) GBP - - 68,411,725 11.66 65,426,166 13.09 4,998,026 Class B (USD) USD - - - - 409,065 11.40 35 ,873 Class I Distributing (USD) USD 373,743 21.94 453,369 26.61 496,578 29.15 17,035 Class I (USD) USD 111,077,752 25.06 150,036,838 30.76 182,875,430 34.03 5,374,398 Class UCITS ETF (USD) USD - - 512,415 10.25 3,968,417 11.34 350,000 Total Net Assets USD 111,451,495 243,020,002 274,586,283

State Street Climate Transition Emerging Markets Enhanced

Equity Fund

Class I (EUR) EUR 216,120,544 12.94 257,455,619 15.32 199,019,991 20.38 9,767,325 Class I (USD) USD 662,078,211 15.11 756,501,546 20.29 777,599,575 26.27 29,601,351 Class UCITS ETF (USD) USD - - 520,550 10.41 673,891 13.48 50,000 Total Net Assets USD 885,871,070 1,059,391,579 1,005,812,961

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31 December 2024 31 December 2025 30 June 2026 Total NAV NAV per Share Total NAV NAV per Share Total NAV NAV per Share Shares Outstanding

State Street Emerging Markets Screened Enhanced Equity

Fund

Class B (GBP) GBP 16,455,613 12.87 8,224,556 16.05 8,690,364 20.90 415,902 Class B (USD) USD - - 276,195 19.99 256,501 25.67 9,992 Class I (EUR) EUR 45,235,554 18.98 74,273,752 22.32 107,417,171 29.38 3,655,697 Class I (USD) USD 592,607,956 17.85 867,400,757 23.81 1,022,524,448 30.52 33,507,012 Class P (EUR) EUR 7,134,154 13.72 4,822,607 16.05 9,212,820 21.10 436,656 Class P (USD) USD 645,130 16.81 638,878 22.31 1,014,951 28.55 35,548 Class UCITS ETF (USD) USD - - 521,180 10.42 102,869,840 13.36 7,700,000 Total Net Assets USD 668,091,103 972,794,356 1,271,543,446

State Street EMU Screened Equity Fund

Class I (EUR) EUR 17,098,337 42.08 22,282,247 54.84 27,479,135 61.97 443,412 Class P Distributing (EUR) EUR 2,422,443 14.72 3,072,584 18.68 2,718,522 20.78 130,827 Class P (EUR) EUR 8,583,914 15.80 10,320,855 20.38 11,342,968 22.97 493,753 Class UCITS ETF (EUR) EUR - - 526,658 10.53 595,146 11.90 50,000 Total Net Assets EUR 28,104,694 36,202,344 42,135,771

State Street Europe Small Cap Screened Equity Fund

Class P Distributing (EUR) EUR 1,197,393 13.09 1,459,552 16.02 1,430,329 16.99 84,205 Class P (EUR) EUR 21,358,175 16.04 25,015,348 20.18 30,738,315 21.69 1,417,164 Class UCITS ETF (EUR) EUR - - 533,595 10.67 4,030,050 11.51 350,000 Total Net Assets EUR 22,555,568 27,008,495 36,198,694

State Street Emerging Markets Small Cap Screened Equity

Fund

Class A (USD) USD 33,668,011 17.07 966,166 20.10 1,198,813 22.93 52,274 Class I (EUR) EUR 24,640,391 18.58 16,800,396 19.31 21,518,355 22.65 950,000 Class I (USD) USD 222,364,675 21.34 236,250,952 25.14 146,080,676 28.71 5,088,275 Class P (USD) USD 26,178,325 16.25 554,030 18.94 255,106 21.52 11,852 Total Net Assets USD 307,735,715 257,502,373 172,136,547

State Street Global Screened Managed Volatility Equity Fund

Class A (USD) USD 790,970 17.23 912,938 19.88 948,524 20.66 45,918 Class B (USD) USD 15,796,848 26.56 124,301,054 30.80 141,042,931 32.08 4,396,752 Class I Distributing (EUR) EUR 23,816,010 15.50 24,901,520 15.54 26,190,372 16.35 1,602,054 Class I (EUR) EUR 37,201,484 21.68 36,090,671 22.10 31,334,235 23.60 1,327,784 Class I (EUR-Portfolio Hedged) USD 132,939,156 11.23 146,704,206 12.54 162,492,878 13.02 12,477,664

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31 December 2024 31 December 2025 30 June 2026 Total NAV NAV per Share Total NAV NAV per Share Total NAV NAV per Share Shares Outstanding

State Street Global Screened Managed Volatility Equity

Fund

(continued)

Class I (USD) USD 2,570,782 31.10 2,844,058 35.94 3,201,566 37.37 85,676 Class P (USD) USD 790,907 20.56 860,871 23.63 857,256 24.52 34,962 Total Net Assets USD 220,791,577 372,848,061 397,595,278

State Street Global Screened Defensive Equity Fund

Class B (EUR) EUR 22,767,220 15.41 14,735,533 16.89 741,781 18.00 41,203 Class I (USD) USD 94,209,841 17.99 200,057,093 22.20 190,414,891 22.95 8,296,782 Total Net Assets USD 117,785,361 217,363,296 191,262,968

State Street Global Treasury 1-10 Year Bond Index Fund

Class I (CHF-Portfolio Hedged) CHF 168,376,353 9.04 29,440,714 9.06 15,897,127 9.00 1,766,524 Class I Distributing (EUR-Portfolio Hedged) EUR 30,145,223 9.26 2,279,212 9.23 217,308,840 9.00 24,154,552 Class I (EUR-Portfolio Hedged) EUR 976,627,957 9.59 585,893,347 9.84 284,499,678 9.88 28,789,103 Class I Distributing (GBP-Portfolio Hedged) GBP 6,551,296,802 9.83 5,285,621,610 10.01 16,538,930 9.86 1,676,866 Class I Distributing (USD-Portfolio Hedged) USD 107,083,024 10.15 11,993,258 10.34 8,642,127 10.17 849,867 Class I (USD) USD 34,968 8.98 14,641,238 9.72 10,718,126 9.69 1,106,350 Class I (USD-Portfolio Hedged) USD 406,149,697 10.47 113,297,299 10.98 83,754,789 11.12 7,531,202 Total Net Assets USD 9,946,462,796 7,977,283,692 718,491,210

State Street Emerging Markets Local Currency Government

Bond Index Fund

Class B Distributing (GBP) GBP 146,858 9.93 11,820,757 10.30 11,007,588 9.93 1,108,329 Class B (USD) USD 124,482,435 9.37 208,208,362 11.15 231,018,975 11.31 20,422,737 Class I Distributing (USD) USD 2,398,689 7.72 2,270,707 8.60 4,151,462 8.19 507,094 Class I (EUR) EUR 758,470,106 10.02 800,888,429 10.49 761,582,229 10.93 69,680,067 Class I (GBP) GBP - - 9,375,934 10.06 994,032,623 10.34 96,132,824 Class I (USD) USD 1,298,179,332 9.47 1,154,430,225 11.25 1,166,386,341 11.40 102,281,887 Total Net Assets USD 2,210,635,174 2,334,018,523 3,606,210,701

State Street Emerging Markets Opportunities Equity Fund

Class I (USD) USD 116,498 11.28 153,818 15.14 201,071 19.79 10,163 Class P (EUR) EUR 22,500,750 9.52 23,413,042 11.19 29,997,952 14.98 2,002,146 Class P (USD) USD 1,133,333 8.72 1,475,382 11.62 1,777,560 15.15 117,368 Total Net Assets USD 24,549,250 29,126,706 36,275,440

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Statistical Information

(continued) State Street Global Advisors Luxembourg SICAV

Page 35

31 December 2024 31 December 2025 30 June 2026 Total NAV NAV per Share Total NAV NAV per Share Total NAV NAV per Share Shares Outstanding

State Street Climate Transition US Corporate Bond Beta Fund

Class B (GBP) GBP - - 70,078,235 10.05 99,985,892 10.27 9,737,716 Class I (USD) USD 16,486,581 9.53 17,934,816 10.25 17,214,037 10.32 1,667,521 Class I (EUR-Hedged) EUR 120,235,385 8.67 77,360,864 9.13 77,898,083 9.11 8,552,428 Class S (USD) USD 119,657,885 9.55 128,921,818 10.28 25,813 10.35 2,494 Total Net Assets USD 260,648,947 331,971,838 239,005,954

State Street Climate Transition Euro Corporate Bond Beta

Fund

Class B (GBP) GBP - - 35,795,294 10.03 53,922,253 10.03 5,374,704 Class B (EUR) EUR 34,615,543 10.25 37,380,512 10.56 34,649,820 10.71 3,235,045 Class I Distributing (EUR) EUR 5,898,839 10.01 5,920,415 10.07 5,944,513 9.94 597,915 Class I (EUR) EUR 124,612,884 9.71 132,198,996 9.98 141,673,656 10.11 14,015,127 Class P (EUR) EUR 11,790,140 9.57 11,758,309 9.82 11,807,713 9.93 1,188,806 Class S (EUR) EUR 121,811,940 9.72 125,435,241 10.00 22,012 10.13 2,172 Total Net Assets EUR 298,729,346 353,688,479 256,696,054

State Street Global High Yield Bond Screened Index Fund

Class B (EUR-Portfolio Hedged) USD 75,922,613 10.28 55,980,617 10.90 89,652,810 11.07 8,096,451 Class B (GBP-Portfolio Hedged) GBP 258,136,937 10.69 276,675,924 11.58 428,489,688 11.86 36,136,596 Class B (USD) USD 117,220,649 10.63 88,245,910 11.76 88,970,528 11.96 7,438,260 Class I (CHF-Portfolio Hedged) CHF 13,675,723 9.71 37,257,854 10.06 41,495,727 10.09 4,111,500 Class I Distributing (CHF-Portfolio Hedged) CHF - - 5,984,169 10.28 6,325,424 9.89 639,345 Class I (EUR-Portfolio Hedged) EUR 31,660,158 10.21 61,852,654 10.81 91,642,731 10.97 8,353,103 Class I Distributing (GBP-Portfolio Hedged) GBP 142,337,072 9.15 206,979,827 9.21 229,554,714 8.79 26,102,967 Class I (NOK-Portfolio Hedged) USD 505,702,459 105.19 79,805,115 113.66 52,718,578 116.35 453,087 Class I (USD) USD 92,135,330 10.45 102,422,293 11.55 104,165,473 11.74 8,875,097 Class I (USD-Portfolio Hedged) USD 4,115,237 10.95 26,480,378 11.84 32,454,106 12.12 2,676,924 Total Net Assets USD 886,043,689 1,068,569,581 1,370,868,399

State Street Emerging Markets Tilted Local Currency

Government Bond Index Fund

Class B (USD) USD 143,623,867 11.18 184,964,125 13.47 203,480,040 13.68 14,873,624 Class B (EUR) EUR 122,998,257 10.20 143,614,154 10.83 162,296,527 11.30 14,357,950 Class I (USD) USD 249,254,702 9.84 188,433,295 11.84 223,903,679 12.02 18,630,557 Total Net Assets USD 520,243,031 542,065,145 612,937,573

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Statistical Information

(continued) State Street Global Advisors Luxembourg SICAV

Page 36

31 December 2024 31 December 2025 30 June 2026 Total NAV NAV per Share Total NAV NAV per Share Total NAV NAV per Share Shares Outstanding

State Street Climate Transition World Equity Beta Fund

Class B (GBP) GBP - - 464,294,407 10.39 598,766,697 11.31 52,957,741 Class B Distributing (GBP-Portfolio Hedged) GBP 268,598,747 14.75 284,518,543 17.15 171,543,510 18.31 9,368,996 Class I Distributing (GBP) GBP 90,299 11.26 16,619 12.50 - - - Class I (USD) USD 4,080,994 12.67 4,842,958 15.22 5,134,469 16.32 314,651 Total Net Assets USD 340,586,870 1,012,055,934 1,027,526,008

State Street Emerging Markets Hard Currency Government

Bond Index Fund

Class A (GBP) GBP 291,475 10.51 300,566 11.18 134,931 11.69 11,539 Class B Distributing (GBP-Portfolio Hedged) GBP 128,397,439 10.82 150,069,313 11.56 1,555,037 11.16 139,295 Class B NAV Hedged (GBP) GBP 224,451,298 10.49 29,363,747 12.01 26,809,749 12.39 2,163,315 Class B (USD) USD 73,927,164 13.05 75,413,223 14.95 84,328,052 15.44 5,461,547 Class I Distributing (GBP) GBP - - 3,192,704 10.38 4,838,505 10.21 473,824 Class I (GBP) GBP 116,305 10.01 157,578,693 10.66 192,595,381 11.15 17,267,863 Class I (USD) USD 665,270,446 13.01 703,943,357 14.88 727,772,605 15.36 47,373,151 Total Net Assets USD 1,181,618,367 1,237,352,306 1,111,972,565

State Street Emerging Markets Tilted Hard Currency

Government Bond Index Fund

Class B (USD) USD 160,513,960 10.11 203,875,988 11.46 226,106,991 11.75 19,249,593 Class I (CHF-Portfolio Hedged) CHF 36,767,928 10.10 38,176,503 10.94 43,813,704 10.98 3,989,919 Class I (USD) USD 105,769 10.58 119,806 11.98 9,606,817 12.27 783,160 Total Net Assets USD 201,191,084 252,183,038 290,029,300

State Street Global Climate Transition Equity Fund

Class I (USD) USD 10,623,208 10.62 12,302,186 12.30 13,399,535 13.40 1,000,000 Total Net Assets USD 10,623,208 12,302,186 13,399,535

State Street Global Advisors Luxembourg SICAV

Semi-Annual Report and Unaudited Financial Statements 2026

Statistical Information

(continued) State Street Global Advisors Luxembourg SICAV

Page 37

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market Government Bonds - 98.88% France EUR 855,000 French Republic Government Bonds OAT, 2.500%, 24/09/27

853,589 0.91

EUR 1,090,000 French Republic Government Bonds OAT, 2.750%, 25/10/27

1,091,504 1.16

EUR 875,000 French Republic Government Bonds OAT, 0.750%, 25/02/28

848,137 0.90

EUR 1,190,000 French Republic Government Bonds OAT, 0.750%, 25/05/28

1,147,922 1.22

EUR 1,010,000 French Republic Government Bonds OAT, 2.400%, 24/09/28

1,003,263 1.07

EUR 1,040,000 French Republic Government Bonds OAT, 0.750%, 25/11/28

993,034 1.06

EUR 1,265,000 French Republic Government Bonds OAT, 2.750%, 25/02/29

1,265,139 1.35

EUR 1,015,000 French Republic Government Bonds OAT, 5.500%, 25/04/29

1,089,917 1.16

EUR 980,000 French Republic Government Bonds OAT, 0.500%, 25/05/29

919,299 0.98

EUR 390,000 French Republic Government Bonds OAT, 2.400%, 24/09/29

385,322 0.41

EUR 835,000 French Republic Government Bonds OAT, 0.010%, 25/11/29

760,167 0.81

EUR 1,240,000 French Republic Government Bonds OAT, 2.750%, 25/02/30

1,236,156 1.31

EUR 1,310,000 French Republic Government Bonds OAT, 2.500%, 25/05/30

1,293,402 1.38

EUR 1,005,000 French Republic Government Bonds OAT, 0.010%, 25/11/30

885,958 0.94

EUR 1,020,000 French Republic Government Bonds OAT, 2.700%, 25/02/31

1,008,986 1.07

EUR 1,400,000 French Republic Government Bonds OAT, 1.500%, 25/05/31

1,307,670 1.39

EUR 1,020,000 French Republic Government Bonds OAT, 0.010%, 25/11/31

867,877 0.92

EUR 935,000 French Republic Government Bonds OAT, 0.010%, 25/05/32

780,491 0.83

EUR 815,000 French Republic Government Bonds OAT, 5.750%, 25/10/32

935,009 0.99

EUR 1,200,000 French Republic Government Bonds OAT, 2.000%, 25/11/32

1,119,300 1.19

EUR 1,000,000 French Republic Government Bonds OAT, 3.000%, 25/05/33

984,930 1.05

EUR 1,200,000 French Republic Government Bonds OAT, 3.500%, 25/11/33

1,214,784 1.29

EUR 1,165,000 French Republic Government Bonds OAT, 1.250%, 25/05/34

995,551 1.06

EUR 935,000 French Republic Government Bonds OAT, 3.000%, 25/11/34

906,226 0.96

EUR 855,000 French Republic Government Bonds OAT, 4.750%, 25/04/35

937,713 1.00

EUR 1,195,000 French Republic Government Bonds OAT, 3.200%, 25/05/35

1,169,292 1.24

EUR 1,215,000 French Republic Government Bonds OAT, 3.500%, 25/11/35

1,210,605 1.29

EUR 1,040,000 French Republic Government Bonds OAT, 1.250%, 25/05/36

838,718 0.89

EUR 85,000 French Republic Government Bonds OAT, 3.800%, 25/06/37

85,781 0.09

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Government Bonds - 98.88% (continued) France (continued) EUR 615,000 French Republic Government Bonds OAT, 1.250%, 25/05/38

466,195 0.50

EUR 670,000 French Republic Government Bonds OAT, 4.000%, 25/10/38

682,784 0.73

EUR 540,000 French Republic Government Bonds OAT, 1.750%, 25/06/39

425,077 0.45

EUR 540,000 French Republic Government Bonds OAT, 0.500%, 25/05/40

342,673 0.36

EUR 915,000 French Republic Government Bonds OAT, 4.500%, 25/04/41

969,744 1.03

EUR 440,000 French Republic Government Bonds OAT, 3.600%, 25/05/42

417,051 0.44

EUR 570,000 French Republic Government Bonds OAT, 2.500%, 25/05/43

460,486 0.49

EUR 280,000 French Republic Government Bonds OAT, 0.500%, 25/06/44

152,552 0.16

EUR 775,000 French Republic Government Bonds OAT, 3.250%, 25/05/45

684,681 0.73

EUR 135,000 French Republic Government Bonds OAT, 4.100%, 25/05/46

133,230 0.14

EUR 815,000 French Republic Government Bonds OAT, 2.000%, 25/05/48

554,420 0.59

EUR 265,000 French Republic Government Bonds OAT, 3.000%, 25/06/49

215,903 0.23

EUR 710,000 French Republic Government Bonds OAT, 1.500%, 25/05/50

414,335 0.44

EUR 330,000 French Republic Government Bonds OAT, 0.750%, 25/05/52

146,992 0.16

EUR 747,000 French Republic Government Bonds OAT, 0.750%, 25/05/53

322,540 0.34

EUR 680,000 French Republic Government Bonds OAT, 3.000%, 25/05/54

527,102 0.56

EUR 610,000 French Republic Government Bonds OAT, 4.000%, 25/04/55

569,215 0.61

EUR 540,000 French Republic Government Bonds OAT, 3.250%, 25/05/55

437,384 0.47

EUR 565,000 French Republic Government Bonds OAT, 3.750%, 25/05/56

500,607 0.53

EUR 60,000 French Republic Government Bonds OAT, 4.400%, 25/05/57

59,356 0.06

EUR 590,000 French Republic Government Bonds OAT, 4.000%, 25/04/60

541,360 0.58

EUR 70,000 French Republic Government Bonds OAT, 1.750%, 25/05/66

35,319 0.04

Total France 37,194,748 39.56 Germany EUR 780,000 Bundesobligation, 1.300%, 15/10/27

768,394 0.82

EUR 110,000 Bundesobligation, 1.300%, 15/10/27

108,384 0.12

EUR 750,000 Bundesobligation, 2.200%, 13/04/28

745,852 0.79

EUR 860,000 Bundesobligation, 2.400%, 19/10/28

857,755 0.91

EUR 755,000 Bundesobligation, 2.100%, 12/04/29

746,423 0.79

State Street Global Advisors Luxembourg SICAV State Street Euro Core Treasury Bond Index Fund

Schedule of Investments as at 30 June 2026 (Expressed in Euro)

The accompanying notes are an integral part of these financial statements. 34

Page 38

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Government Bonds - 98.88% (continued) Germany (continued) EUR 50,000 Bundesobligation, 2.100%, 12/04/29

49,444 0.05

EUR 680,000 Bundesobligation, 2.500%, 11/10/29

679,132 0.72

EUR 895,000 Bundesobligation, 2.400%, 18/04/30

889,965 0.95

EUR 775,000 Bundesobligation, 2.200%, 10/10/30

763,296 0.81

EUR 660,000 Bundesobligation, 2.500%, 16/04/31

657,034 0.70

EUR 440,000 Bundesrepublik Deutschland Bundesanleihe, 6.500%, 04/07/27

457,437 0.49

EUR 835,000 Bundesrepublik Deutschland Bundesanleihe, 0.500%, 15/08/27

816,939 0.87

EUR 405,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/11/27

391,623 0.42

EUR 535,000 Bundesrepublik Deutschland Bundesanleihe, 5.625%, 04/01/28

559,407 0.60

EUR 645,000 Bundesrepublik Deutschland Bundesanleihe, 0.500%, 15/02/28

624,760 0.66

EUR 435,000 Bundesrepublik Deutschland Bundesanleihe, 4.750%, 04/07/28

453,957 0.48

EUR 565,000 Bundesrepublik Deutschland Bundesanleihe, 0.250%, 15/08/28

539,247 0.57

EUR 525,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/11/28

495,280 0.53

EUR 590,000 Bundesrepublik Deutschland Bundesanleihe, 0.250%, 15/02/29

556,842 0.59

EUR 584,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/08/29

540,527 0.58

EUR 710,000 Bundesrepublik Deutschland Bundesanleihe, 2.100%, 15/11/29

699,918 0.74

EUR 445,000 Bundesrepublik Deutschland Bundesanleihe, 6.250%, 04/01/30

499,717 0.53

EUR 545,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/02/30

497,770 0.53

EUR 680,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/08/30

613,299 0.65

EUR 125,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/08/30

112,766 0.12

EUR 725,000 Bundesrepublik Deutschland Bundesanleihe, 2.400%, 15/11/30

719,628 0.77

EUR 630,000 Bundesrepublik Deutschland Bundesanleihe, 5.500%, 04/01/31

707,458 0.75

EUR 540,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/02/31

480,422 0.51

EUR 640,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/08/31

561,312 0.60

EUR 75,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/08/31

65,791 0.07

EUR 610,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/02/32

527,308 0.56

EUR 550,000 Bundesrepublik Deutschland Bundesanleihe, 1.700%, 15/08/32

521,031 0.55

EUR 405,000 Bundesrepublik Deutschland Bundesanleihe, 2.500%, 15/11/32

400,806 0.43

EUR 1,060,000 Bundesrepublik Deutschland Bundesanleihe, 2.300%, 15/02/33

1,034,889 1.10

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Government Bonds - 98.88% (continued) Germany (continued) EUR 310,000 Bundesrepublik Deutschland Bundesanleihe, 2.300%, 15/02/33

302,675 0.32

EUR 885,000 Bundesrepublik Deutschland Bundesanleihe, 2.600%, 15/08/33

877,911 0.93

EUR 985,000 Bundesrepublik Deutschland Bundesanleihe, 2.200%, 15/02/34

947,688 1.01

EUR 720,000 Bundesrepublik Deutschland Bundesanleihe, 4.750%, 04/07/34

822,780 0.88

EUR 975,000 Bundesrepublik Deutschland Bundesanleihe, 2.600%, 15/08/34

962,256 1.02

EUR 940,000 Bundesrepublik Deutschland Bundesanleihe, 2.500%, 15/02/35

918,109 0.98

EUR 155,000 Bundesrepublik Deutschland Bundesanleihe, 2.500%, 15/02/35

151,429 0.16

EUR 385,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/05/35

300,385 0.32

EUR 695,000 Bundesrepublik Deutschland Bundesanleihe, 2.600%, 15/08/35

682,036 0.73

EUR 775,000 Bundesrepublik Deutschland Bundesanleihe, 2.900%, 15/02/36

777,384 0.83

EUR 495,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/05/36

373,146 0.40

EUR 645,000 Bundesrepublik Deutschland Bundesanleihe, 4.000%, 04/01/37

707,404 0.75

EUR 771,000 Bundesrepublik Deutschland Bundesanleihe, 1.000%, 15/05/38

615,273 0.65

EUR 595,000 Bundesrepublik Deutschland Bundesanleihe, 4.250%, 04/07/39

668,524 0.71

EUR 640,000 Bundesrepublik Deutschland Bundesanleihe, 4.750%, 04/07/40

755,655 0.80

EUR 420,000 Bundesrepublik Deutschland Bundesanleihe, 2.600%, 15/05/41

390,302 0.42

EUR 620,000 Bundesrepublik Deutschland Bundesanleihe, 3.250%, 04/07/42

620,893 0.66

EUR 915,000 Bundesrepublik Deutschland Bundesanleihe, 2.500%, 04/07/44

816,336 0.87

EUR 1,045,000 Bundesrepublik Deutschland Bundesanleihe, 2.500%, 15/08/46

917,416 0.98

EUR 125,000 Bundesrepublik Deutschland Bundesanleihe, 3.400%, 15/05/47

125,912 0.13

EUR 970,000 Bundesrepublik Deutschland Bundesanleihe, 1.250%, 15/08/48

650,366 0.69

EUR 760,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/08/50

337,341 0.36

EUR 1,230,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/08/52

510,106 0.54

EUR 935,000 Bundesrepublik Deutschland Bundesanleihe, 1.800%, 15/08/53

669,366 0.71

EUR 330,000 Bundesrepublik Deutschland Bundesanleihe, 1.800%, 15/08/53

236,993 0.25

EUR 745,000 Bundesrepublik Deutschland Bundesanleihe, 2.500%, 15/08/54

622,582 0.66

EUR 560,000 Bundesrepublik Deutschland Bundesanleihe, 2.900%, 15/08/56

505,432 0.54

EUR 280,000 Bundesschatzanweisungen, 1.700%, 10/06/27

278,000 0.30

EUR 495,000 Bundesschatzanweisungen, 1.900%, 16/09/27

491,456 0.52

State Street Global Advisors Luxembourg SICAV State Street Euro Core Treasury Bond Index Fund (continued)

Schedule of Investments (continued) as at 30 June 2026 (Expressed in Euro)

The accompanying notes are an integral part of these financial statements. 35

Page 39

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Government Bonds - 98.88% (continued) Germany (continued) EUR 415,000 Bundesschatzanweisungen, 2.000%, 16/12/27

411,944 0.44

EUR 400,000 Bundesschatzanweisungen, 2.100%, 15/03/28

397,134 0.42

EUR 145,000 Bundesschatzanweisungen, 2.500%, 14/06/28

144,907 0.15

Total Germany 37,132,954 39.49 Netherlands EUR 910,000 Netherlands Government Bonds, 0.750%, 15/07/27

894,075 0.95

EUR 680,000 Netherlands Government Bonds, 5.500%, 15/01/28

710,444 0.76

EUR 1,085,000 Netherlands Government Bonds, 0.750%, 15/07/28

1,047,361 1.12

EUR 830,000 Netherlands Government Bonds, 0.010%, 15/01/29

778,822 0.83

EUR 870,000 Netherlands Government Bonds, 0.250%, 15/07/29

811,849 0.86

EUR 905,000 Netherlands Government Bonds, 2.500%, 15/01/30

901,905 0.96

EUR 830,000 Netherlands Government Bonds, 0.010%, 15/07/30

747,739 0.80

EUR 370,000 Netherlands Government Bonds, 2.500%, 15/01/31

367,537 0.39

EUR 825,000 Netherlands Government Bonds, 0.010%, 15/07/31

722,288 0.77

EUR 815,000 Netherlands Government Bonds, 0.500%, 15/07/32

714,633 0.76

EUR 995,000 Netherlands Government Bonds, 2.500%, 15/01/33

979,438 1.04

EUR 810,000 Netherlands Government Bonds, 2.500%, 15/07/33

794,464 0.85

EUR 880,000 Netherlands Government Bonds, 2.500%, 15/07/34

857,384 0.91

EUR 830,000 Netherlands Government Bonds, 2.500%, 15/07/35

802,769 0.85

EUR 405,000 Netherlands Government Bonds, 2.750%, 15/07/36

397,028 0.42

EUR 1,180,000 Netherlands Government Bonds, 4.000%, 15/01/37

1,282,200 1.36

EUR 605,000 Netherlands Government Bonds, 0.010%, 15/01/38

423,185 0.45

EUR 700,000 Netherlands Government Bonds, 0.500%, 15/01/40

492,436 0.52

EUR 1,210,000 Netherlands Government Bonds, 3.750%, 15/01/42

1,276,683 1.36

EUR 768,000 Netherlands Government Bonds, 3.250%, 15/01/44

758,331 0.81

EUR 1,320,000 Netherlands Government Bonds, 2.750%, 15/01/47

1,195,287 1.27

EUR 790,000 Netherlands Government Bonds, 0.010%, 15/01/52

331,610 0.35

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Government Bonds - 98.88% (continued) Netherlands (continued) EUR 1,160,000 Netherlands Government Bonds, 2.000%, 15/01/54

865,198 0.92

EUR 485,000 Netherlands Government Bonds, 3.500%, 15/01/56

489,294 0.52

Total Netherlands 18,641,960 19.83 Total Government Bonds 92,969,662 98.88 Total Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market 92,969,662 98.88 TOTAL INVESTMENTS 92,969,662 98.88 Other Net Assets/(Liabilities) 1,051,061 1.12 TOTAL NET ASSETS 94,020,723 100.00

State Street Global Advisors Luxembourg SICAV State Street Euro Core Treasury Bond Index Fund (continued)

Schedule of Investments (continued) as at 30 June 2026 (Expressed in Euro)

The accompanying notes are an integral part of these financial statements. 36

Page 40

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market Government Bonds - 98.71% Austria EUR 647,050 Republic of Austria Government Bonds, 6.250%, 15/07/27

671,308 0.13

EUR 140,000 Republic of Austria Government Bonds, 0.750%, 20/02/28

135,948 0.03

EUR 1,220,000 Republic of Austria Government Bonds, 0.500%, 20/02/29

1,154,510 0.22

EUR 1,140,000 Republic of Austria Government Bonds, 2.900%, 23/05/29

1,148,983 0.22

EUR 1,330,000 Republic of Austria Government Bonds, 2.500%, 20/10/29

1,323,018 0.25

EUR 620,000 Republic of Austria Government Bonds, 0.010%, 20/02/30

563,351 0.11

EUR 1,500,000 Republic of Austria Government Bonds, 3.450%, 20/10/30

1,544,835 0.29

EUR 315,000 Republic of Austria Government Bonds, 0.010%, 20/02/31

277,956 0.05

EUR 850,000 Republic of Austria Government Bonds, 0.900%, 20/02/32

766,105 0.15

EUR 1,030,000 Republic of Austria Government Bonds, 2.800%, 20/09/32

1,026,879 0.20

EUR 1,325,000 Republic of Austria Government Bonds, 2.900%, 20/02/33

1,325,450 0.25

EUR 800,000 Republic of Austria Government Bonds, 2.900%, 20/02/34

796,336 0.15

EUR 275,000 Republic of Austria Government Bonds, 2.400%, 23/05/34

263,854 0.05

EUR 400,000 Republic of Austria Government Bonds, 2.950%, 20/02/35

397,064 0.07

EUR 100,000 Republic of Austria Government Bonds, 3.200%, 20/02/36

100,593 0.02

EUR 130,000 Republic of Austria Government Bonds, 0.250%, 20/10/36

96,993 0.02

EUR 1,701,000 Republic of Austria Government Bonds, 4.150%, 15/03/37

1,847,286 0.35

EUR 1,060,000 Republic of Austria Government Bonds, 3.200%, 15/07/39

1,043,464 0.20

EUR 340,000 Republic of Austria Government Bonds, 0.010%, 20/10/40

209,168 0.04

EUR 750,000 Republic of Austria Government Bonds, 3.150%, 20/06/44

712,200 0.14

EUR 470,000 Republic of Austria Government Bonds, 1.500%, 20/02/47

326,509 0.06

EUR 130,000 Republic of Austria Government Bonds, 1.850%, 23/05/49

94,523 0.02

EUR 755,000 Republic of Austria Government Bonds, 0.750%, 20/03/51

399,697 0.08

EUR 1,450,000 Republic of Austria Government Bonds, 3.150%, 20/10/53

1,315,875 0.25

EUR 80,000 Republic of Austria Government Bonds, 3.750%, 20/03/56

80,264 0.01

EUR 655,000 Republic of Austria Government Bonds, 3.800%, 26/01/62

661,419 0.13

EUR 60,000 Republic of Austria Government Bonds, 0.700%, 20/04/71

21,036 0.00

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Government Bonds - 98.71% (continued) Austria (continued) EUR 245,000 Republic of Austria Government Bonds, 2.100%, 20/09/17

144,036 0.03

EUR 350,000 Republic of Austria Government Bonds, 0.850%, 30/06/20

105,105 0.02

Total Austria 18,553,765 3.54 Belgium EUR 1,715,000 Kingdom of Belgium Government Bonds, 0.800%, 22/06/27

1,686,342 0.32

EUR 750,000 Kingdom of Belgium Government Bonds, 0.010%, 22/10/27

725,603 0.14

EUR 972,360 Kingdom of Belgium Government Bonds, 5.500%, 28/03/28

1,019,539 0.19

EUR 520,000 Kingdom of Belgium Government Bonds, 0.800%, 22/06/28

502,273 0.10

EUR 1,075,000 Kingdom of Belgium Government Bonds, 0.900%, 22/06/29

1,021,250 0.20

EUR 900,000 Kingdom of Belgium Government Bonds, 2.700%, 22/10/29

899,622 0.17

EUR 320,000 Kingdom of Belgium Government Bonds, 0.100%, 22/06/30

288,234 0.06

EUR 1,350,000 Kingdom of Belgium Government Bonds, 2.600%, 22/10/30

1,337,998 0.26

EUR 635,000 Kingdom of Belgium Government Bonds, 1.000%, 22/06/31

580,460 0.11

EUR 510,000 Kingdom of Belgium Government Bonds, 0.010%, 22/10/31

437,906 0.08

EUR 1,304,000 Kingdom of Belgium Government Bonds, 4.000%, 28/03/32

1,376,059 0.26

EUR 1,010,000 Kingdom of Belgium Government Bonds, 0.350%, 22/06/32

866,287 0.17

EUR 2,105,000 Kingdom of Belgium Government Bonds, 3.000%, 22/06/33

2,093,801 0.40

EUR 515,000 Kingdom of Belgium Government Bonds, 3.000%, 22/06/34

508,243 0.10

EUR 990,000 Kingdom of Belgium Government Bonds, 2.850%, 22/10/34

961,993 0.18

EUR 2,002,435 Kingdom of Belgium Government Bonds, 5.000%, 28/03/35

2,259,428 0.43

EUR 1,615,000 Kingdom of Belgium Government Bonds, 3.100%, 22/06/35

1,586,366 0.30

EUR 190,000 Kingdom of Belgium Government Bonds, 3.400%, 22/06/36

189,402 0.04

EUR 200,000 Kingdom of Belgium Government Bonds, 1.450%, 22/06/37

162,800 0.03

EUR 185,000 Kingdom of Belgium Government Bonds, 1.900%, 22/06/38

154,346 0.03

EUR 370,000 Kingdom of Belgium Government Bonds, 2.750%, 22/04/39

335,516 0.06

EUR 200,000 Kingdom of Belgium Government Bonds, 0.400%, 22/06/40

127,180 0.02

EUR 1,825,000 Kingdom of Belgium Government Bonds, 4.250%, 28/03/41

1,914,607 0.37

EUR 1,120,000 Kingdom of Belgium Government Bonds, 3.450%, 22/06/42

1,057,952 0.20

EUR 720,000 Kingdom of Belgium Government Bonds, 3.450%, 22/06/43

675,288 0.13

State Street Global Advisors Luxembourg SICAV State Street EMU Government Bond Index Fund

Schedule of Investments as at 30 June 2026 (Expressed in Euro)

The accompanying notes are an integral part of these financial statements. 37

Page 41

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Government Bonds - 98.71% (continued) Belgium (continued) EUR 355,000 Kingdom of Belgium Government Bonds, 3.750%, 22/06/45

342,256 0.07

EUR 340,000 Kingdom of Belgium Government Bonds, 1.600%, 22/06/47

221,034 0.04

EUR 640,000 Kingdom of Belgium Government Bonds, 1.700%, 22/06/50

400,064 0.08

EUR 130,000 Kingdom of Belgium Government Bonds, 1.400%, 22/06/53

70,863 0.01

EUR 830,000 Kingdom of Belgium Government Bonds, 3.300%, 22/06/54

699,358 0.13

EUR 1,525,000 Kingdom of Belgium Government Bonds, 3.500%, 22/06/55

1,323,700 0.25

EUR 1,190,000 Kingdom of Belgium Government Bonds, 4.350%, 22/06/56

1,194,760 0.23

EUR 440,000 Kingdom of Belgium Government Bonds, 2.250%, 22/06/57

285,516 0.05

Total Belgium 27,306,046 5.21 Finland EUR 445,000 Finland Government Bonds, 0.500%, 15/09/27

434,133 0.08

EUR 135,000 Finland Government Bonds, 0.500%, 15/09/28

129,052 0.02

EUR 1,130,000 Finland Government Bonds, 2.875%, 15/04/29

1,137,447 0.22

EUR 585,000 Finland Government Bonds, 0.500%, 15/09/29

546,647 0.10

EUR 1,100,000 Finland Government Bonds, 2.500%, 15/04/30

1,092,047 0.21

EUR 140,000 Finland Government Bonds, 0.010%, 15/09/30

125,037 0.02

EUR 165,000 Finland Government Bonds, 0.750%, 15/04/31

150,234 0.03

EUR 150,000 Finland Government Bonds, 0.125%, 15/09/31

130,704 0.03

EUR 1,050,000 Finland Government Bonds, 2.625%, 15/04/32

1,037,179 0.20

EUR 445,000 Finland Government Bonds, 1.500%, 15/09/32

409,881 0.08

EUR 330,000 Finland Government Bonds, 3.000%, 15/09/33

331,056 0.06

EUR 90,000 Finland Government Bonds, 1.125%, 15/04/34

78,323 0.02

EUR 750,000 Finland Government Bonds, 3.000%, 15/09/34

747,075 0.14

EUR 335,000 Finland Government Bonds, 3.000%, 15/09/35

331,392 0.06

EUR 290,000 Finland Government Bonds, 0.125%, 15/04/36

215,786 0.04

EUR 70,000 Finland Government Bonds, 2.750%, 15/04/38

65,954 0.01

EUR 390,000 Finland Government Bonds, 0.250%, 15/09/40

248,157 0.05

EUR 1,000,000 Finland Government Bonds, 3.550%, 15/04/41

999,900 0.19

EUR 240,000 Finland Government Bonds, 2.625%, 04/07/42

212,544 0.04

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Government Bonds - 98.71% (continued) Finland (continued) EUR 625,000 Finland Government Bonds, 3.200%, 15/04/45

587,312 0.11

EUR 120,000 Finland Government Bonds, 1.375%, 15/04/47

79,500 0.02

EUR 105,000 Finland Government Bonds, 0.125%, 15/04/52

42,168 0.01

EUR 410,000 Finland Government Bonds, 2.950%, 15/04/55

349,279 0.07

Total Finland 9,480,807 1.81 France EUR 3,095,000 French Republic Government Bonds OAT, 2.500%, 24/09/27

3,089,212 0.59

EUR 4,580,000 French Republic Government Bonds OAT, 2.750%, 25/10/27

4,585,313 0.88

EUR 2,615,000 French Republic Government Bonds OAT, 0.750%, 25/02/28

2,534,536 0.48

EUR 3,585,000 French Republic Government Bonds OAT, 0.750%, 25/05/28

3,457,661 0.66

EUR 3,810,000 French Republic Government Bonds OAT, 2.400%, 24/09/28

3,784,168 0.72

EUR 3,520,000 French Republic Government Bonds OAT, 0.750%, 25/11/28

3,360,474 0.64

EUR 4,835,000 French Republic Government Bonds OAT, 2.750%, 25/02/29

4,834,952 0.92

EUR 2,010,781 French Republic Government Bonds OAT, 5.500%, 25/04/29

2,158,855 0.41

EUR 3,015,000 French Republic Government Bonds OAT, 0.500%, 25/05/29

2,827,829 0.54

EUR 1,150,000 French Republic Government Bonds OAT, 2.400%, 24/09/29

1,136,085 0.22

EUR 3,090,000 French Republic Government Bonds OAT, 0.010%, 25/11/29

2,812,518 0.54

EUR 4,395,000 French Republic Government Bonds OAT, 2.750%, 25/02/30

4,380,892 0.84

EUR 5,325,000 French Republic Government Bonds OAT, 2.500%, 25/05/30

5,256,680 1.00

EUR 2,960,000 French Republic Government Bonds OAT, 0.010%, 25/11/30

2,608,885 0.50

EUR 3,280,000 French Republic Government Bonds OAT, 2.700%, 25/02/31

3,243,625 0.62

EUR 3,735,000 French Republic Government Bonds OAT, 1.500%, 25/05/31

3,488,116 0.67

EUR 3,040,000 French Republic Government Bonds OAT, 0.010%, 25/11/31

2,586,250 0.49

EUR 4,220,000 French Republic Government Bonds OAT, 0.010%, 25/05/32

3,521,885 0.67

EUR 1,418,385 French Republic Government Bonds OAT, 5.750%, 25/10/32

1,626,902 0.31

EUR 4,615,000 French Republic Government Bonds OAT, 2.000%, 25/11/32

4,303,857 0.82

EUR 3,830,000 French Republic Government Bonds OAT, 3.000%, 25/05/33

3,771,592 0.72

EUR 4,450,000 French Republic Government Bonds OAT, 3.500%, 25/11/33

4,503,756 0.86

EUR 3,875,000 French Republic Government Bonds OAT, 1.250%, 25/05/34

3,310,451 0.63

State Street Global Advisors Luxembourg SICAV State Street EMU Government Bond Index Fund (continued)

Schedule of Investments (continued) as at 30 June 2026 (Expressed in Euro)

The accompanying notes are an integral part of these financial statements. 38

Page 42

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Government Bonds - 98.71% (continued) France (continued) EUR 3,595,000 French Republic Government Bonds OAT, 3.000%, 25/11/34

3,483,519 0.66

EUR 3,138,303 French Republic Government Bonds OAT, 4.750%, 25/04/35

3,440,961 0.66

EUR 4,120,000 French Republic Government Bonds OAT, 3.200%, 25/05/35

4,030,884 0.77

EUR 3,160,000 French Republic Government Bonds OAT, 3.500%, 25/11/35

3,148,087 0.60

EUR 3,245,000 French Republic Government Bonds OAT, 1.250%, 25/05/36

2,616,346 0.50

EUR 450,000 French Republic Government Bonds OAT, 3.800%, 25/06/37

454,050 0.09

EUR 1,200,000 French Republic Government Bonds OAT, 1.250%, 25/05/38

909,360 0.17

EUR 2,536,663 French Republic Government Bonds OAT, 4.000%, 25/10/38

2,583,591 0.49

EUR 1,405,000 French Republic Government Bonds OAT, 1.750%, 25/06/39

1,105,454 0.21

EUR 2,050,000 French Republic Government Bonds OAT, 0.500%, 25/05/40

1,300,315 0.25

EUR 3,424,000 French Republic Government Bonds OAT, 4.500%, 25/04/41

3,627,386 0.69

EUR 2,210,000 French Republic Government Bonds OAT, 3.600%, 25/05/42

2,093,754 0.40

EUR 1,120,000 French Republic Government Bonds OAT, 2.500%, 25/05/43

904,288 0.17

EUR 590,000 French Republic Government Bonds OAT, 0.500%, 25/06/44

321,432 0.06

EUR 2,930,000 French Republic Government Bonds OAT, 3.250%, 25/05/45

2,587,776 0.49

EUR 1,690,000 French Republic Government Bonds OAT, 4.100%, 25/05/46

1,667,016 0.32

EUR 1,485,000 French Republic Government Bonds OAT, 2.000%, 25/05/48

1,009,800 0.19

EUR 2,070,000 French Republic Government Bonds OAT, 3.000%, 25/06/49

1,685,808 0.32

EUR 1,155,000 French Republic Government Bonds OAT, 1.500%, 25/05/50

673,711 0.13

EUR 550,000 French Republic Government Bonds OAT, 0.750%, 25/05/52

244,860 0.05

EUR 365,000 French Republic Government Bonds OAT, 0.750%, 25/05/53

157,498 0.03

EUR 1,945,000 French Republic Government Bonds OAT, 3.000%, 25/05/54

1,506,986 0.29

EUR 2,308,340 French Republic Government Bonds OAT, 4.000%, 25/04/55

2,153,220 0.41

EUR 2,520,000 French Republic Government Bonds OAT, 3.250%, 25/05/55

2,040,444 0.39

EUR 2,170,000 French Republic Government Bonds OAT, 3.750%, 25/05/56

1,922,186 0.37

EUR 1,400,000 French Republic Government Bonds OAT, 4.400%, 25/05/57

1,384,460 0.26

EUR 2,214,000 French Republic Government Bonds OAT, 4.000%, 25/04/60

2,027,803 0.39

EUR 50,000 French Republic Government Bonds OAT, 0.500%, 25/05/72

12,655 0.00

Total France 126,278,144 24.09

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Government Bonds - 98.71% (continued) Germany EUR 2,710,000 Bundesobligation, 1.300%, 15/10/27

2,669,025 0.51

EUR 2,110,000 Bundesobligation, 2.200%, 13/04/28

2,097,994 0.40

EUR 1,275,000 Bundesobligation, 2.400%, 19/10/28

1,271,506 0.24

EUR 2,350,000 Bundesobligation, 2.100%, 12/04/29

2,322,951 0.44

EUR 1,170,000 Bundesobligation, 2.100%, 12/04/29

1,156,756 0.22

EUR 2,290,000 Bundesobligation, 2.500%, 11/10/29

2,286,725 0.44

EUR 2,810,000 Bundesobligation, 2.400%, 18/04/30

2,793,702 0.53

EUR 2,750,000 Bundesobligation, 2.200%, 10/10/30

2,708,090 0.52

EUR 1,900,000 Bundesobligation, 2.500%, 16/04/31

1,891,222 0.36

EUR 926,580 Bundesrepublik Deutschland Bundesanleihe, 6.500%, 04/07/27

962,865 0.18

EUR 2,415,000 Bundesrepublik Deutschland Bundesanleihe, 0.500%, 15/08/27

2,362,256 0.45

EUR 630,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/11/27

609,071 0.12

EUR 899,388 Bundesrepublik Deutschland Bundesanleihe, 5.625%, 04/01/28

939,959 0.18

EUR 1,070,000 Bundesrepublik Deutschland Bundesanleihe, 0.500%, 15/02/28

1,036,199 0.20

EUR 945,827 Bundesrepublik Deutschland Bundesanleihe, 4.750%, 04/07/28

986,706 0.19

EUR 1,055,000 Bundesrepublik Deutschland Bundesanleihe, 0.250%, 15/08/28

1,006,787 0.19

EUR 950,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/11/28

896,135 0.17

EUR 1,080,000 Bundesrepublik Deutschland Bundesanleihe, 0.250%, 15/02/29

1,019,142 0.19

EUR 1,160,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/08/29

1,073,476 0.21

EUR 2,430,000 Bundesrepublik Deutschland Bundesanleihe, 2.100%, 15/11/29

2,395,081 0.46

EUR 714,558 Bundesrepublik Deutschland Bundesanleihe, 6.250%, 04/01/30

802,077 0.15

EUR 1,015,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/02/30

926,908 0.18

EUR 1,320,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/08/30

1,190,323 0.23

EUR 2,570,000 Bundesrepublik Deutschland Bundesanleihe, 2.400%, 15/11/30

2,550,494 0.49

EUR 1,038,806 Bundesrepublik Deutschland Bundesanleihe, 5.500%, 04/01/31

1,166,060 0.22

EUR 1,055,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/02/31

938,444 0.18

EUR 1,210,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/08/31

1,060,928 0.20

EUR 50,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/08/31

43,848 0.01

EUR 2,505,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/02/32

2,164,871 0.41

State Street Global Advisors Luxembourg SICAV State Street EMU Government Bond Index Fund (continued)

Schedule of Investments (continued) as at 30 June 2026 (Expressed in Euro)

The accompanying notes are an integral part of these financial statements. 39

Page 43

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Government Bonds - 98.71% (continued) Germany (continued) EUR 1,020,000 Bundesrepublik Deutschland Bundesanleihe, 1.700%, 15/08/32

966,052 0.18

EUR 1,730,000 Bundesrepublik Deutschland Bundesanleihe, 2.500%, 15/11/32

1,711,783 0.33

EUR 3,280,000 Bundesrepublik Deutschland Bundesanleihe, 2.300%, 15/02/33

3,201,510 0.61

EUR 1,525,000 Bundesrepublik Deutschland Bundesanleihe, 2.300%, 15/02/33

1,488,552 0.28

EUR 2,720,000 Bundesrepublik Deutschland Bundesanleihe, 2.600%, 15/08/33

2,697,587 0.51

EUR 2,260,000 Bundesrepublik Deutschland Bundesanleihe, 2.200%, 15/02/34

2,173,962 0.42

EUR 2,205,320 Bundesrepublik Deutschland Bundesanleihe, 4.750%, 04/07/34

2,519,159 0.48

EUR 2,980,000 Bundesrepublik Deutschland Bundesanleihe, 2.600%, 15/08/34

2,940,426 0.56

EUR 1,490,000 Bundesrepublik Deutschland Bundesanleihe, 2.500%, 15/02/35

1,454,940 0.28

EUR 825,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/05/35

643,434 0.12

EUR 1,415,000 Bundesrepublik Deutschland Bundesanleihe, 2.600%, 15/08/35

1,388,285 0.27

EUR 1,660,000 Bundesrepublik Deutschland Bundesanleihe, 2.900%, 15/02/36

1,664,764 0.32

EUR 720,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/05/36

542,513 0.10

EUR 2,465,395 Bundesrepublik Deutschland Bundesanleihe, 4.000%, 04/01/37

2,702,813 0.52

EUR 1,130,000 Bundesrepublik Deutschland Bundesanleihe, 1.000%, 15/05/38

901,288 0.17

EUR 1,909,074 Bundesrepublik Deutschland Bundesanleihe, 4.250%, 04/07/39

2,144,463 0.41

EUR 2,117,000 Bundesrepublik Deutschland Bundesanleihe, 4.750%, 04/07/40

2,498,907 0.47

EUR 2,005,000 Bundesrepublik Deutschland Bundesanleihe, 2.600%, 15/05/41

1,862,645 0.36

EUR 2,206,000 Bundesrepublik Deutschland Bundesanleihe, 3.250%, 04/07/42

2,208,206 0.42

EUR 3,042,000 Bundesrepublik Deutschland Bundesanleihe, 2.500%, 04/07/44

2,713,160 0.52

EUR 2,155,000 Bundesrepublik Deutschland Bundesanleihe, 2.500%, 15/08/46

1,891,443 0.36

EUR 1,250,000 Bundesrepublik Deutschland Bundesanleihe, 3.400%, 15/05/47

1,258,750 0.24

EUR 1,665,000 Bundesrepublik Deutschland Bundesanleihe, 1.250%, 15/08/48

1,116,049 0.21

EUR 1,290,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/08/50

572,115 0.11

EUR 2,675,000 Bundesrepublik Deutschland Bundesanleihe, 0.010%, 15/08/52

1,108,520 0.21

EUR 2,410,000 Bundesrepublik Deutschland Bundesanleihe, 1.800%, 15/08/53

1,724,596 0.33

EUR 250,000 Bundesrepublik Deutschland Bundesanleihe, 1.800%, 15/08/53

179,475 0.03

EUR 2,655,000 Bundesrepublik Deutschland Bundesanleihe, 2.500%, 15/08/54

2,217,987 0.42

EUR 2,355,000 Bundesrepublik Deutschland Bundesanleihe, 2.900%, 15/08/56

2,124,916 0.41

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Government Bonds - 98.71% (continued) Germany (continued) EUR 1,390,000 Bundesschatzanweisungen, 1.700%, 10/06/27

1,379,839 0.26

EUR 2,020,000 Bundesschatzanweisungen, 1.900%, 16/09/27

2,005,315 0.38

EUR 2,160,000 Bundesschatzanweisungen, 2.000%, 16/12/27

2,143,692 0.41

EUR 2,060,000 Bundesschatzanweisungen, 2.100%, 15/03/28

2,044,900 0.39

Total Germany 101,521,647 19.36 Ireland EUR 255,000 Ireland Government Bonds, 0.900%, 15/05/28

247,595 0.04

EUR 1,430,000 Ireland Government Bonds, 1.100%, 15/05/29

1,372,013 0.26

EUR 1,415,000 Ireland Government Bonds, 2.400%, 15/05/30

1,403,284 0.27

EUR 450,000 Ireland Government Bonds, 0.200%, 18/10/30

406,008 0.08

EUR 75,000 Ireland Government Bonds, 0.010%, 18/10/31

65,153 0.01

EUR 220,000 Ireland Government Bonds, 1.300%, 15/05/33

199,624 0.04

EUR 1,250,000 Ireland Government Bonds, 2.600%, 18/10/34

1,221,350 0.23

EUR 180,000 Ireland Government Bonds, 0.400%, 15/05/35

144,400 0.03

EUR 200,000 Ireland Government Bonds, 3.100%, 18/06/36

200,894 0.04

EUR 305,000 Ireland Government Bonds, 1.700%, 15/05/37

265,441 0.05

EUR 60,000 Ireland Government Bonds, 0.550%, 22/04/41

40,650 0.01

EUR 750,000 Ireland Government Bonds, 3.000%, 18/10/43

710,550 0.13

EUR 650,000 Ireland Government Bonds, 2.000%, 18/02/45

522,730 0.10

EUR 215,000 Ireland Government Bonds, 1.500%, 15/05/50

145,576 0.03

EUR 450,000 Ireland Government Bonds, 3.150%, 18/10/55

412,290 0.08

Total Ireland 7,357,558 1.40 Italy EUR 500,000 Italy Buoni Poliennali Del Tesoro, 2.200%, 01/06/27

498,480 0.09

EUR 1,630,000 Italy Buoni Poliennali Del Tesoro, 3.450%, 15/07/27

1,643,643 0.31

EUR 470,000 Italy Buoni Poliennali Del Tesoro, 2.050%, 01/08/27

467,429 0.09

EUR 1,840,000 Italy Buoni Poliennali Del Tesoro, 2.100%, 26/08/27

1,828,666 0.35

EUR 735,000 Italy Buoni Poliennali Del Tesoro, 0.950%, 15/09/27

720,792 0.14

EUR 1,730,000 Italy Buoni Poliennali Del Tesoro, 2.700%, 15/10/27

1,730,900 0.33

EUR 1,259,705 Italy Buoni Poliennali Del Tesoro, 6.500%, 01/11/27

1,322,489 0.25

State Street Global Advisors Luxembourg SICAV State Street EMU Government Bond Index Fund (continued)

Schedule of Investments (continued) as at 30 June 2026 (Expressed in Euro)

The accompanying notes are an integral part of these financial statements. 40

Page 44

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Government Bonds - 98.71% (continued) Italy (continued) EUR 720,000 Italy Buoni Poliennali Del Tesoro, 2.650%, 01/12/27

720,058 0.14

EUR 895,000 Italy Buoni Poliennali Del Tesoro, 2.000%, 01/02/28

886,265 0.17

EUR 820,000 Italy Buoni Poliennali Del Tesoro, 2.200%, 28/02/28

813,506 0.16

EUR 460,000 Italy Buoni Poliennali Del Tesoro, 0.250%, 15/03/28

441,816 0.08

EUR 1,200,000 Italy Buoni Poliennali Del Tesoro, 3.400%, 01/04/28

1,214,760 0.23

EUR 1,810,000 Italy Buoni Poliennali Del Tesoro, 2.650%, 15/06/28

1,808,425 0.34

EUR 270,000 Italy Buoni Poliennali Del Tesoro, 0.500%, 15/07/28

258,539 0.05

EUR 1,210,000 Italy Buoni Poliennali Del Tesoro, 3.800%, 01/08/28

1,236,693 0.24

EUR 2,425,000 Italy Buoni Poliennali Del Tesoro, 4.750%, 01/09/28

2,529,105 0.48

EUR 840,000 Italy Buoni Poliennali Del Tesoro, 2.800%, 01/12/28

842,302 0.16

EUR 1,750,000 Italy Buoni Poliennali Del Tesoro, 2.350%, 15/01/29

1,732,657 0.33

EUR 1,860,000 Italy Buoni Poliennali Del Tesoro, 4.100%, 01/02/29

1,921,640 0.37

EUR 650,000 Italy Buoni Poliennali Del Tesoro, 0.450%, 15/02/29

612,930 0.12

EUR 1,350,000 Italy Buoni Poliennali Del Tesoro, 2.400%, 15/03/29

1,337,148 0.25

EUR 920,000 Italy Buoni Poliennali Del Tesoro, 2.800%, 15/06/29

920,552 0.18

EUR 1,910,000 Italy Buoni Poliennali Del Tesoro, 3.350%, 01/07/29

1,939,700 0.37

EUR 1,100,000 Italy Buoni Poliennali Del Tesoro, 3.000%, 01/08/29

1,107,590 0.21

EUR 1,850,000 Italy Buoni Poliennali Del Tesoro, 3.000%, 01/10/29

1,859,675 0.35

EUR 1,541,000 Italy Buoni Poliennali Del Tesoro, 5.250%, 01/11/29

1,660,104 0.32

EUR 2,230,000 Italy Buoni Poliennali Del Tesoro, 3.850%, 15/12/29

2,303,010 0.44

EUR 1,320,000 Italy Buoni Poliennali Del Tesoro, 3.500%, 01/03/30

1,350,518 0.26

EUR 830,000 Italy Buoni Poliennali Del Tesoro, 1.350%, 01/04/30

786,367 0.15

EUR 1,760,000 Italy Buoni Poliennali Del Tesoro, 3.700%, 15/06/30

1,811,762 0.35

EUR 740,000 Italy Buoni Poliennali Del Tesoro, 2.950%, 01/07/30

741,140 0.14

EUR 405,000 Italy Buoni Poliennali Del Tesoro, 0.950%, 01/08/30

374,917 0.07

EUR 1,990,000 Italy Buoni Poliennali Del Tesoro, 2.700%, 01/10/30

1,970,956 0.38

EUR 1,820,000 Italy Buoni Poliennali Del Tesoro, 4.000%, 15/11/30

1,897,386 0.36

EUR 780,000 Italy Buoni Poliennali Del Tesoro, 1.650%, 01/12/30

738,816 0.14

EUR 560,000 Italy Buoni Poliennali Del Tesoro, 2.850%, 01/02/31

556,853 0.11

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Government Bonds - 98.71% (continued) Italy (continued) EUR 1,960,000 Italy Buoni Poliennali Del Tesoro, 3.500%, 15/02/31

2,003,669 0.38

EUR 850,000 Italy Buoni Poliennali Del Tesoro, 0.900%, 01/04/31

772,692 0.15

EUR 2,730,000 Italy Buoni Poliennali Del Tesoro, 6.000%, 01/05/31

3,099,478 0.59

EUR 610,000 Italy Buoni Poliennali Del Tesoro, 3.150%, 01/06/31

613,562 0.12

EUR 1,990,000 Italy Buoni Poliennali Del Tesoro, 3.450%, 15/07/31

2,029,860 0.39

EUR 460,000 Italy Buoni Poliennali Del Tesoro, 0.600%, 01/08/31

408,287 0.08

EUR 260,000 Italy Buoni Poliennali Del Tesoro, 4.000%, 30/10/31

272,298 0.05

EUR 2,080,000 Italy Buoni Poliennali Del Tesoro, 3.150%, 15/11/31

2,089,194 0.40

EUR 430,000 Italy Buoni Poliennali Del Tesoro, 0.950%, 01/12/31

385,418 0.07

EUR 960,000 Italy Buoni Poliennali Del Tesoro, 1.650%, 01/03/32

889,680 0.17

EUR 550,000 Italy Buoni Poliennali Del Tesoro, 0.950%, 01/06/32

486,596 0.09

EUR 2,030,000 Italy Buoni Poliennali Del Tesoro, 3.250%, 15/07/32

2,040,860 0.39

EUR 1,970,000 Italy Buoni Poliennali Del Tesoro, 3.250%, 15/11/32

1,976,107 0.38

EUR 1,270,000 Italy Buoni Poliennali Del Tesoro, 2.500%, 01/12/32

1,221,410 0.23

EUR 1,177,000 Italy Buoni Poliennali Del Tesoro, 5.750%, 01/02/33

1,353,268 0.26

EUR 1,845,000 Italy Buoni Poliennali Del Tesoro, 3.150%, 15/03/33

1,835,351 0.35

EUR 2,060,000 Italy Buoni Poliennali Del Tesoro, 4.400%, 01/05/33

2,206,651 0.42

EUR 800,000 Italy Buoni Poliennali Del Tesoro, 2.450%, 01/09/33

759,584 0.14

EUR 2,040,000 Italy Buoni Poliennali Del Tesoro, 4.350%, 01/11/33

2,177,476 0.42

EUR 1,900,000 Italy Buoni Poliennali Del Tesoro, 4.200%, 01/03/34

2,008,737 0.38

EUR 1,985,000 Italy Buoni Poliennali Del Tesoro, 3.850%, 01/07/34

2,048,321 0.39

EUR 1,738,000 Italy Buoni Poliennali Del Tesoro, 5.000%, 01/08/34

1,935,663 0.37

EUR 2,090,000 Italy Buoni Poliennali Del Tesoro, 3.850%, 01/02/35

2,150,735 0.41

EUR 860,000 Italy Buoni Poliennali Del Tesoro, 3.350%, 01/03/35

854,694 0.16

EUR 1,320,000 Italy Buoni Poliennali Del Tesoro, 4.000%, 30/04/35

1,374,318 0.26

EUR 2,130,000 Italy Buoni Poliennali Del Tesoro, 3.650%, 01/08/35

2,153,558 0.41

EUR 1,920,000 Italy Buoni Poliennali Del Tesoro, 3.600%, 01/10/35

1,931,078 0.37

EUR 640,000 Italy Buoni Poliennali Del Tesoro, 3.450%, 01/02/36

634,496 0.12

EUR 180,000 Italy Buoni Poliennali Del Tesoro, 1.450%, 01/03/36

149,229 0.03

State Street Global Advisors Luxembourg SICAV State Street EMU Government Bond Index Fund (continued)

Schedule of Investments (continued) as at 30 June 2026 (Expressed in Euro)

The accompanying notes are an integral part of these financial statements. 41

Page 45

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Government Bonds - 98.71% (continued) Italy (continued) EUR 360,000 Italy Buoni Poliennali Del Tesoro, 3.800%, 01/07/36

365,904 0.07

EUR 285,000 Italy Buoni Poliennali Del Tesoro, 2.250%, 01/09/36

252,795 0.05

EUR 1,499,000 Italy Buoni Poliennali Del Tesoro, 4.000%, 01/02/37

1,550,416 0.30

EUR 445,000 Italy Buoni Poliennali Del Tesoro, 0.950%, 01/03/37

339,580 0.06

EUR 1,630,000 Italy Buoni Poliennali Del Tesoro, 4.050%, 30/10/37

1,683,301 0.32

EUR 380,000 Italy Buoni Poliennali Del Tesoro, 3.250%, 01/03/38

362,482 0.07

EUR 320,000 Italy Buoni Poliennali Del Tesoro, 2.950%, 01/09/38

294,752 0.06

EUR 2,399,000 Italy Buoni Poliennali Del Tesoro, 5.000%, 01/08/39

2,686,400 0.51

EUR 1,815,000 Italy Buoni Poliennali Del Tesoro, 4.150%, 01/10/39

1,868,724 0.36

EUR 670,000 Italy Buoni Poliennali Del Tesoro, 3.100%, 01/03/40

614,993 0.12

EUR 2,313,000 Italy Buoni Poliennali Del Tesoro, 5.000%, 01/09/40

2,589,866 0.49

EUR 1,865,000 Italy Buoni Poliennali Del Tesoro, 3.850%, 01/10/40

1,846,909 0.35

EUR 100,000 Italy Buoni Poliennali Del Tesoro, 1.800%, 01/03/41

76,140 0.01

EUR 1,800,000 Italy Buoni Poliennali Del Tesoro, 3.950%, 01/10/41

1,788,660 0.34

EUR 1,695,000 Italy Buoni Poliennali Del Tesoro, 4.450%, 01/09/43

1,770,766 0.34

EUR 2,045,000 Italy Buoni Poliennali Del Tesoro, 4.750%, 01/09/44

2,217,189 0.42

EUR 1,320,000 Italy Buoni Poliennali Del Tesoro, 4.100%, 30/04/46

1,306,404 0.25

EUR 570,000 Italy Buoni Poliennali Del Tesoro, 3.250%, 01/09/46

498,009 0.09

EUR 300,000 Italy Buoni Poliennali Del Tesoro, 2.700%, 01/03/47

238,500 0.05

EUR 960,000 Italy Buoni Poliennali Del Tesoro, 3.450%, 01/03/48

856,416 0.16

EUR 1,590,000 Italy Buoni Poliennali Del Tesoro, 3.850%, 01/09/49

1,498,734 0.29

EUR 575,000 Italy Buoni Poliennali Del Tesoro, 2.450%, 01/09/50

416,817 0.08

EUR 180,000 Italy Buoni Poliennali Del Tesoro, 1.700%, 01/09/51

108,342 0.02

EUR 570,000 Italy Buoni Poliennali Del Tesoro, 2.150%, 01/09/52

377,511 0.07

EUR 1,700,000 Italy Buoni Poliennali Del Tesoro, 4.500%, 01/10/53

1,739,270 0.33

EUR 1,800,000 Italy Buoni Poliennali Del Tesoro, 4.300%, 01/10/54

1,780,200 0.34

EUR 1,200,000 Italy Buoni Poliennali Del Tesoro, 4.650%, 01/10/55

1,249,080 0.24

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Government Bonds - 98.71% (continued) Italy (continued) EUR 15,000 Italy Buoni Poliennali Del Tesoro, 2.800%, 01/03/67

10,689 0.00

EUR 70,000 Italy Buoni Poliennali Del Tesoro, 2.150%, 01/03/72

41,797 0.01

Total Italy 116,880,505 22.29 Netherlands EUR 1,375,000 Netherlands Government Bonds, 0.750%, 15/07/27

1,350,690 0.26

EUR 463,436 Netherlands Government Bonds, 5.500%, 15/01/28

484,105 0.09

EUR 1,120,000 Netherlands Government Bonds, 0.750%, 15/07/28

1,080,979 0.21

EUR 520,000 Netherlands Government Bonds, 0.010%, 15/01/29

487,859 0.09

EUR 1,120,000 Netherlands Government Bonds, 0.250%, 15/07/29

1,044,971 0.20

EUR 1,730,000 Netherlands Government Bonds, 2.500%, 15/01/30

1,723,755 0.33

EUR 700,000 Netherlands Government Bonds, 0.010%, 15/07/30

630,483 0.12

EUR 1,270,000 Netherlands Government Bonds, 2.500%, 15/01/31

1,261,262 0.24

EUR 600,000 Netherlands Government Bonds, 0.010%, 15/07/31

525,144 0.10

EUR 190,000 Netherlands Government Bonds, 0.500%, 15/07/32

166,541 0.03

EUR 882,000 Netherlands Government Bonds, 2.500%, 15/01/33

867,950 0.17

EUR 1,530,000 Netherlands Government Bonds, 2.500%, 15/07/33

1,500,241 0.29

EUR 1,150,000 Netherlands Government Bonds, 2.500%, 15/07/34

1,120,089 0.21

EUR 200,000 Netherlands Government Bonds, 2.500%, 15/07/35

193,344 0.04

EUR 1,978,092 Netherlands Government Bonds, 4.000%, 15/01/37

2,148,208 0.41

EUR 630,000 Netherlands Government Bonds, 0.010%, 15/01/38

440,496 0.08

EUR 400,000 Netherlands Government Bonds, 0.500%, 15/01/40

281,200 0.05

EUR 1,931,000 Netherlands Government Bonds, 3.750%, 15/01/42

2,036,046 0.39

EUR 1,210,000 Netherlands Government Bonds, 3.250%, 15/01/44

1,194,149 0.23

EUR 1,480,000 Netherlands Government Bonds, 2.750%, 15/01/47

1,339,400 0.25

EUR 15,000 Netherlands Government Bonds, 0.010%, 15/01/52

6,288 0.00

EUR 960,000 Netherlands Government Bonds, 2.000%, 15/01/54

715,584 0.14

EUR 1,220,000 Netherlands Government Bonds, 3.500%, 15/01/56

1,230,126 0.23

Total Netherlands 21,828,910 4.16

State Street Global Advisors Luxembourg SICAV State Street EMU Government Bond Index Fund (continued)

Schedule of Investments (continued) as at 30 June 2026 (Expressed in Euro)

The accompanying notes are an integral part of these financial statements. 42

Page 46

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Government Bonds - 98.71% (continued) Portugal EUR 860,000 Portugal Obrigacoes do Tesouro OT, 0.700%, 15/10/27

840,246 0.16

EUR 990,000 Portugal Obrigacoes do Tesouro OT, 2.125%, 17/10/28

981,119 0.19

EUR 560,000 Portugal Obrigacoes do Tesouro OT, 1.950%, 15/06/29

549,875 0.10

EUR 300,000 Portugal Obrigacoes do Tesouro OT, 3.875%, 15/02/30

312,660 0.06

EUR 700,000 Portugal Obrigacoes do Tesouro OT, 0.475%, 18/10/30

637,861 0.12

EUR 160,000 Portugal Obrigacoes do Tesouro OT, 0.300%, 17/10/31

140,736 0.03

EUR 700,000 Portugal Obrigacoes do Tesouro OT, 1.650%, 16/07/32

653,814 0.12

EUR 990,000 Portugal Obrigacoes do Tesouro OT, 2.875%, 14/10/33

982,268 0.19

EUR 600,000 Portugal Obrigacoes do Tesouro OT, 2.250%, 18/04/34

567,684 0.11

EUR 260,000 Portugal Obrigacoes do Tesouro OT, 2.875%, 20/10/34

256,160 0.05

EUR 305,000 Portugal Obrigacoes do Tesouro OT, 3.000%, 15/06/35

301,627 0.06

EUR 1,010,000 Portugal Obrigacoes do Tesouro OT, 4.100%, 15/04/37

1,082,518 0.21

EUR 495,000 Portugal Obrigacoes do Tesouro OT, 3.500%, 18/06/38

499,059 0.10

EUR 1,000,000 Portugal Obrigacoes do Tesouro OT, 3.375%, 15/06/40

980,200 0.19

EUR 100,000 Portugal Obrigacoes do Tesouro OT, 1.150%, 11/04/42

70,560 0.01

EUR 420,000 Portugal Obrigacoes do Tesouro OT, 4.100%, 15/02/45

440,202 0.08

EUR 725,000 Portugal Obrigacoes do Tesouro OT, 3.625%, 12/06/54

689,765 0.13

Total Portugal 9,986,354 1.91 Slovakia EUR 770,000 Slovakia Government Bonds, 1.000%, 12/06/28

744,944 0.14

EUR 250,000 Slovakia Government Bonds, 0.750%, 09/04/30

231,318 0.05

EUR 1,280,000 Slovakia Government Bonds, 3.000%, 06/11/31

1,277,645 0.24

EUR 500,000 Slovakia Government Bonds, 0.375%, 21/04/36

368,890 0.07

EUR 980,000 Slovakia Government Bonds, 3.750%, 27/02/40

962,360 0.18

Total Slovakia 3,585,157 0.68 Spain EUR 1,100,000 Spain Government Bond, 3.200%, 31/10/35

1,095,347 0.21

EUR 1,550,000 Spain Government Bonds, 2.500%, 31/05/27

1,548,217 0.30

EUR 2,205,000 Spain Government Bonds, 0.800%, 30/07/27

2,163,855 0.41

EUR 1,450,000 Spain Government Bonds, 1.450%, 31/10/27

1,429,019 0.27

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Government Bonds - 98.71% (continued) Spain (continued) EUR 1,050,000 Spain Government Bonds, 0.010%, 31/01/28

1,008,882 0.19

EUR 1,050,000 Spain Government Bonds, 1.400%, 30/04/28

1,028,255 0.20

EUR 2,180,000 Spain Government Bonds, 2.400%, 31/05/28

2,171,912 0.41

EUR 970,000 Spain Government Bonds, 1.400%, 30/07/28

947,098 0.18

EUR 2,270,000 Spain Government Bonds, 5.150%, 31/10/28

2,398,641 0.46

EUR 1,241,338 Spain Government Bonds, 6.000%, 31/01/29

1,345,300 0.26

EUR 1,210,000 Spain Government Bonds, 2.350%, 31/03/29

1,199,630 0.23

EUR 830,000 Spain Government Bonds, 1.450%, 30/04/29

803,780 0.15

EUR 2,510,000 Spain Government Bonds, 3.500%, 31/05/29

2,568,834 0.49

EUR 2,565,000 Spain Government Bonds, 0.800%, 30/07/29

2,424,592 0.46

EUR 1,140,000 Spain Government Bonds, 0.600%, 31/10/29

1,065,729 0.20

EUR 2,225,000 Spain Government Bonds, 2.700%, 31/01/30

2,223,687 0.42

EUR 965,000 Spain Government Bonds, 0.500%, 30/04/30

888,688 0.17

EUR 1,115,000 Spain Government Bonds, 1.950%, 30/07/30

1,082,620 0.21

EUR 1,330,000 Spain Government Bonds, 1.250%, 31/10/30

1,250,001 0.24

EUR 1,140,000 Spain Government Bonds, 0.100%, 30/04/31

1,003,622 0.19

EUR 1,050,000 Spain Government Bonds, 2.600%, 31/05/31

1,039,868 0.20

EUR 2,320,000 Spain Government Bonds, 3.100%, 30/07/31

2,350,369 0.45

EUR 895,000 Spain Government Bonds, 0.500%, 31/10/31

793,024 0.15

EUR 1,280,000 Spain Government Bonds, 0.700%, 30/04/32

1,131,533 0.22

EUR 1,169,000 Spain Government Bonds, 5.750%, 30/07/32

1,352,954 0.26

EUR 2,390,000 Spain Government Bonds, 2.550%, 31/10/32

2,336,536 0.45

EUR 1,500,000 Spain Government Bonds, 3.000%, 31/01/33

1,500,630 0.29

EUR 2,260,000 Spain Government Bonds, 3.150%, 30/04/33

2,279,730 0.43

EUR 985,000 Spain Government Bonds, 2.350%, 30/07/33

943,423 0.18

EUR 2,460,000 Spain Government Bonds, 3.550%, 31/10/33

2,537,736 0.48

EUR 2,320,000 Spain Government Bonds, 3.250%, 30/04/34

2,340,323 0.45

EUR 2,320,000 Spain Government Bonds, 3.450%, 31/10/34

2,368,024 0.45

EUR 1,090,000 Spain Government Bonds, 3.150%, 30/04/35

1,084,964 0.21

State Street Global Advisors Luxembourg SICAV State Street EMU Government Bond Index Fund (continued)

Schedule of Investments (continued) as at 30 June 2026 (Expressed in Euro)

The accompanying notes are an integral part of these financial statements. 43

Page 47

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Government Bonds - 98.71% (continued) Spain (continued) EUR 800,000 Spain Government Bonds, 1.850%, 30/07/35

715,280 0.14

EUR 710,000 Spain Government Bonds, 3.300%, 30/04/36

709,993 0.14

EUR 1,947,000 Spain Government Bonds, 4.200%, 31/01/37

2,088,936 0.40

EUR 620,000 Spain Government Bonds, 0.850%, 30/07/37

473,742 0.09

EUR 1,940,000 Spain Government Bonds, 3.900%, 30/07/39

2,006,154 0.38

EUR 2,000,000 Spain Government Bonds, 4.900%, 30/07/40

2,281,600 0.44

EUR 225,000 Spain Government Bonds, 1.200%, 31/10/40

164,318 0.03

EUR 1,770,000 Spain Government Bonds, 3.500%, 31/01/41

1,734,423 0.33

EUR 2,115,000 Spain Government Bonds, 4.700%, 30/07/41

2,365,204 0.45

EUR 140,000 Spain Government Bonds, 1.000%, 30/07/42

94,150 0.02

EUR 2,120,000 Spain Government Bonds, 3.450%, 30/07/43

2,032,656 0.39

EUR 1,870,000 Spain Government Bonds, 5.150%, 31/10/44

2,204,356 0.42

EUR 1,600,000 Spain Government Bonds, 2.900%, 31/10/46

1,386,720 0.26

EUR 585,000 Spain Government Bonds, 2.700%, 31/10/48

481,806 0.09

EUR 205,000 Spain Government Bonds, 1.000%, 31/10/50

111,520 0.02

EUR 650,000 Spain Government Bonds, 1.900%, 31/10/52

431,600 0.08

EUR 1,805,000 Spain Government Bonds, 4.000%, 31/10/54

1,800,126 0.34

EUR 130,000 Spain Government Bonds, 3.950%, 31/10/56

127,439 0.02

EUR 1,840,000 Spain Government Bonds, 3.450%, 30/07/66

1,621,592 0.31

EUR 490,000 Spain Government Bonds, 1.450%, 31/10/71

232,162 0.04

Total Spain 74,770,600 14.26 Total Government Bonds 517,549,493 98.71 Total Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market 517,549,493 98.71 TOTAL INVESTMENTS 517,549,493 98.71 Other Net Assets/(Liabilities) 6,737,895 1.29 TOTAL NET ASSETS 524,287,388 100.00

State Street Global Advisors Luxembourg SICAV State Street EMU Government Bond Index Fund (continued)

Schedule of Investments (continued) as at 30 June 2026 (Expressed in Euro)

The accompanying notes are an integral part of these financial statements. 44

Page 48

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market Government Bonds - 99.58% France EUR 2,184,657 French Republic Government Bonds OAT, 1.850%, 25/07/27

2,209,040 5.38

EUR 1,362,457 French Republic Government Bonds OAT, 0.100%, 01/03/28

1,323,985 3.22

EUR 1,850,346 French Republic Government Bonds OAT, 0.100%, 01/03/29

1,807,287 4.40

EUR 992,213 French Republic Government Bonds OAT, 3.400%, 25/07/29

1,049,009 2.55

EUR 1,370,627 French Republic Government Bonds OAT, 0.700%, 25/07/30

1,359,321 3.31

EUR 1,080,925 French Republic Government Bonds OAT, 0.100%, 25/07/31

1,031,493 2.51

EUR 700,017 French Republic Government Bonds OAT, 0.100%, 01/03/32

640,926 1.56

EUR 1,595,460 French Republic Government Bonds OAT, 3.150%, 25/07/32

1,782,983 4.34

EUR 914,774 French Republic Government Bonds OAT, 0.600%, 25/07/34

858,664 2.09

EUR 973,690 French Republic Government Bonds OAT, 0.100%, 01/03/36

819,092 1.99

EUR 1,249,810 French Republic Government Bonds OAT, 0.100%, 25/07/36

1,076,196 2.62

EUR 639,259 French Republic Government Bonds OAT, 0.100%, 25/07/38

524,501 1.28

EUR 496,671 French Republic Government Bonds OAT, 0.550%, 01/03/39

415,011 1.01

EUR 1,660,374 French Republic Government Bonds OAT, 1.800%, 25/07/40

1,651,826 4.02

EUR 537,160 French Republic Government Bonds OAT, 0.950%, 25/07/43

459,297 1.12

EUR 1,101,308 French Republic Government Bonds OAT, 0.100%, 25/07/47

735,435 1.79

EUR 878,672 French Republic Government Bonds OAT, 0.100%, 25/07/53

519,589 1.26

Total France 18,263,655 44.45 Germany EUR 1,909,339 Deutsche Bundesrepublik Bonds Inflation-Linked, 0.500%, 15/04/30

1,886,457 4.59

EUR 782,942 Deutsche Bundesrepublik Bonds Inflation-Linked, 0.100%, 15/04/33

744,738 1.81

EUR 1,195,278 Deutsche Bundesrepublik Bonds Inflation-Linked, 0.100%, 15/04/46

947,543 2.31

Total Germany 3,578,738 8.71 Italy EUR 1,274,264 Italy Buoni Poliennali Del Tesoro, 1.300%, 15/05/28

1,277,697 3.11

EUR 1,309,740 Italy Buoni Poliennali Del Tesoro, 1.500%, 15/05/29

1,324,121 3.22

EUR 1,205,583 Italy Buoni Poliennali Del Tesoro, 0.400%, 15/05/30

1,175,582 2.86

EUR 829,327 Italy Buoni Poliennali Del Tesoro, 1.100%, 15/08/31

828,703 2.02

EUR 1,292,989 Italy Buoni Poliennali Del Tesoro, 1.250%, 15/09/32

1,300,712 3.17

EUR 1,554,556 Italy Buoni Poliennali Del Tesoro, 0.100%, 15/05/33

1,426,263 3.47

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Government Bonds - 99.58% (continued) Italy (continued) EUR 1,234,118 Italy Buoni Poliennali Del Tesoro, 2.350%, 15/09/35

1,325,711 3.23

EUR 996,046 Italy Buoni Poliennali Del Tesoro, 1.800%, 15/05/36

1,000,038 2.43

EUR 836,674 Italy Buoni Poliennali Del Tesoro, 2.400%, 15/05/39

877,062 2.13

EUR 1,479,303 Italy Buoni Poliennali Del Tesoro, 2.550%, 15/09/41

1,597,252 3.89

EUR 307,332 Italy Buoni Poliennali Del Tesoro, 2.250%, 15/02/46

308,330 0.75

EUR 426,762 Italy Buoni Poliennali Del Tesoro, 0.150%, 15/05/51

258,427 0.63

EUR 329,518 Italy Buoni Poliennali Del Tesoro, 2.550%, 15/05/56

340,932 0.83

Total Italy 13,040,830 31.74 Spain EUR 1,479,086 Spain Government Bonds Inflation-Linked, 0.650%, 30/11/27

1,476,429 3.59

EUR 1,617,376 Spain Government Bonds Inflation-Linked, 1.000%, 30/11/30

1,624,593 3.95

EUR 1,819,434 Spain Government Bonds Inflation-Linked, 0.700%, 30/11/33

1,764,361 4.30

EUR 590,282 Spain Government Bonds Inflation-Linked, 1.150%, 30/11/36

576,219 1.40

EUR 560,151 Spain Government Bonds Inflation-Linked, 2.050%, 30/11/39

590,848 1.44

Total Spain 6,032,450 14.68 Total Government Bonds 40,915,673 99.58 Total Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market 40,915,673 99.58 TOTAL INVESTMENTS 40,915,673 99.58 Other Net Assets/(Liabilities) 173,392 0.42 TOTAL NET ASSETS 41,089,065 100.00

State Street Global Advisors Luxembourg SICAV State Street Euro Inflation Linked Bond Index Fund

Schedule of Investments as at 30 June 2026 (Expressed in Euro)

The accompanying notes are an integral part of these financial statements. 45

Page 49

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market Corporate Bonds - 98.08% Australia EUR 500,000 APA Infrastructure Ltd., 0.750%, 15/03/29

468,260 0.06

EUR 200,000 APA Infrastructure Ltd., 2.000%, 15/07/30

189,730 0.02

EUR 500,000 AusNet Services Holdings Pty. Ltd., 0.625%, 25/08/30

450,040 0.06

EUR 200,000 AusNet Services Holdings Pty. Ltd., 3.750%, 08/05/35

197,972 0.03

EUR 400,000 Australia & New Zealand Banking Group Ltd., 3.706%, 31/07/35

399,916 0.05

EUR 200,000 Australia & New Zealand Banking Group Ltd., 4.145%, 14/05/38

201,698 0.03

EUR 300,000 Australia Pacific Airports Melbourne Pty. Ltd., 4.375%, 24/05/33

312,237 0.04

EUR 200,000 Australia Pacific Airports Melbourne Pty. Ltd., 4.250%, 24/03/36

202,744 0.03

EUR 600,000 BHP Billiton Finance Ltd., 3.180%, 04/09/31

593,604 0.08

EUR 200,000 BHP Billiton Finance Ltd., 3.125%, 29/04/33

195,696 0.02

EUR 400,000 BHP Billiton Finance Ltd., 3.643%, 04/09/35

396,144 0.05

EUR 300,000 Brisbane Airport Corp. Pty. Ltd., 3.856%, 13/11/35

295,866 0.04

EUR 300,000 Commonwealth Bank of Australia, 4.266%, 04/06/34

306,645 0.04

EUR 500,000 Commonwealth Bank of Australia, 4.454%, 21/05/37

511,830 0.07

EUR 400,000 Goodman Australia Finance Pty. Ltd., 4.250%, 03/05/30

410,956 0.05

EUR 600,000 Macquarie Group Ltd., 0.943%, 19/01/29

568,086 0.07

EUR 600,000 Macquarie Group Ltd., 4.747%, 23/01/30

629,196 0.08

EUR 300,000 National Australia Bank Ltd., 2.125%, 24/05/28

295,467 0.04

EUR 370,000 National Australia Bank Ltd., 1.375%, 30/08/28

358,060 0.05

EUR 300,000 National Australia Bank Ltd., 3.125%, 28/02/30

300,612 0.04

EUR 100,000 National Australia Bank Ltd., 1.125%, 20/05/31

91,205 0.01

EUR 200,000 National Australia Bank Ltd., 3.612%, 22/01/36

198,274 0.03

EUR 300,000 Scentre Management Ltd., 3.450%, 07/10/33

295,434 0.04

EUR 400,000 Sydney Airport Finance Co. Pty. Ltd., 1.750%, 26/04/28

391,276 0.05

EUR 245,000 Sydney Airport Finance Co. Pty. Ltd., 3.750%, 30/04/32

247,090 0.03

EUR 400,000 Sydney Airport Finance Co. Pty. Ltd., 4.375%, 03/05/33

414,804 0.05

EUR 600,000 Telstra Group Ltd., 3.750%, 04/05/31

613,860 0.08

EUR 400,000 Telstra Group Ltd., 3.375%, 02/03/35

394,068 0.05

Nominal Value Description

Market Value

188,541 0.02

EUR 200,000 Toyota Finance Australia Ltd., 2.676%, 16/01/29

197,844 0.02

EUR 200,000 Transurban Finance Co. Pty. Ltd., 1.450%, 16/05/29

190,844 0.02

EUR 200,000 Transurban Finance Co. Pty. Ltd., 3.000%, 08/04/30

197,392 0.02

EUR 800,000 Transurban Finance Co. Pty. Ltd., 4.033%, 26/11/37

798,848 0.10

EUR 200,000 Wesfarmers Ltd., 3.277%, 10/06/32

197,936 0.02

EUR 200,000 Wesfarmers Ltd., 0.954%, 21/10/33

167,322 0.02

EUR 1,000,000 Westpac Banking Corp., 1.450%, 17/07/28

971,540 0.12

EUR 100,000 Westpac Banking Corp., 3.799%, 17/01/30

102,688 0.01

EUR 500,000 Woolworths Group Ltd., 0.375%, 15/11/28

470,295 0.06

Total Australia 13,414,020 1.70 Austria EUR 400,000 A1 Towers Holding GmbH, 5.250%, 13/07/28

414,036 0.05

EUR 100,000 BAWAG Group AG, 6.750%, 24/02/34

106,987 0.01

EUR 300,000 BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG, 3.125%, 03/10/29

300,573 0.04

EUR 200,000 BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG, 3.375%, 02/09/33

198,152 0.03

EUR 500,000 CA Immobilien Anlagen AG, 4.250%, 30/04/30

506,390 0.06

EUR 600,000 Erste Group Bank AG, 0.100%, 16/11/28

577,674 0.07

EUR 700,000 Erste Group Bank AG, 4.250%, 30/05/30

721,294 0.09

EUR 500,000 Erste Group Bank AG, 4.000%, 16/01/31

513,220 0.07

EUR 800,000 Erste Group Bank AG, 3.250%, 27/08/32

794,232 0.10

EUR 100,000 Erste Group Bank AG, 3.750%, 21/04/36

99,277 0.01

EUR 700,000 Kommunalkredit Austria AG, 4.250%, 01/04/31

708,736 0.09

EUR 200,000 Mondi Finance Europe GmbH, 2.375%, 01/04/28

197,312 0.02

EUR 200,000 OMV AG, 3.500%, 27/09/27 201,546 0.03 EUR 100,000 OMV AG, 3.250%, 04/09/31 101,006 0.01 EUR 140,000 OMV AG, 3.125%, 10/11/33 137,287 0.02 EUR 600,000 OMV AG, 1.000%, 03/07/34 495,342 0.06 EUR 100,000 OMV AG, 3.875%, 10/11/40 96,451 0.01 EUR 200,000 OMV AG, 4.370%, perpetual 200,918 0.03 EUR 100,000 OMV AG, 4.375%, perpetual 99,498 0.01

State Street Global Advisors Luxembourg SICAV State Street Euro Corporate Bond Screened Index Fund

Schedule of Investments as at 30 June 2026 (Expressed in Euro)

The accompanying notes are an integral part of these financial statements. 46

Page 50

Nominal Value Description

Market Value

521,390 0.07

EUR 200,000 Raiffeisen Bank International AG, 6.000%, 15/09/28

206,412 0.03

EUR 500,000 Raiffeisen Bank International AG, 4.625%, 21/08/29

513,475 0.07

EUR 200,000 Raiffeisen Bank International AG, 4.500%, 31/05/30

206,322 0.03

EUR 400,000 Raiffeisen Bank International AG, 3.500%, 18/02/32

399,516 0.05

EUR 100,000 Raiffeisen Bank International AG, 3.625%, 13/11/33

99,584 0.01

EUR 600,000 Raiffeisen Bank International AG, 3.500%, 16/02/34

589,488 0.07

EUR 300,000 Supernova Invest GmbH, 5.000%, 24/06/30

307,215 0.04

EUR 300,000 UNIQA Insurance Group AG, 2.375%, 09/12/41

279,957 0.04

EUR 700,000 Vienna Insurance Group AG Wiener Versicherung Gruppe, 4.875%, 15/06/42

734,713 0.09

EUR 300,000 Vienna Insurance Group AG Wiener Versicherung Gruppe, 4.625%, 02/04/45

309,204 0.04

EUR 100,000 Volksbank Wien AG, 3.625%, 09/09/31

99,944 0.01

EUR 600,000 Volksbank Wien AG, 5.750%, 21/06/34

620,376 0.08

Total Austria 11,357,527 1.44 Belgium EUR 200,000 AG Insurance SA, 3.500%, 30/06/47

200,314 0.03

EUR 500,000 Anheuser-Busch InBev SA, 1.125%, 01/07/27

491,835 0.06

EUR 1,100,000 Anheuser-Busch InBev SA, 2.125%, 02/12/27

1,089,814 0.14

EUR 400,000 Anheuser-Busch InBev SA, 2.000%, 17/03/28

394,660 0.05

EUR 300,000 Anheuser-Busch InBev SA, 1.500%, 18/04/30

284,403 0.04

EUR 600,000 Anheuser-Busch InBev SA, 3.450%, 22/09/31

607,614 0.08

EUR 780,000 Anheuser-Busch InBev SA, 2.750%, 17/03/36

724,932 0.09

EUR 400,000 Anheuser-Busch InBev SA, 3.750%, 22/03/37

399,324 0.05

EUR 1,000,000 Anheuser-Busch InBev SA, 3.875%, 19/05/38

999,800 0.13

EUR 800,000 Anheuser-Busch InBev SA, 3.950%, 22/03/44

766,248 0.10

EUR 400,000 Anheuser-Busch InBev SA, 4.125%, 19/05/45

390,156 0.05

EUR 200,000 Argenta Spaarbank NV, 1.375%, 08/02/29

194,196 0.02

EUR 500,000 Barry Callebaut Services NV, 3.750%, 19/02/28

503,090 0.06

Nominal Value Description

Market Value

406,200 0.05

EUR 200,000 Cofinimmo SA, 1.000%, 24/01/28 193,580 0.02 EUR 100,000 Cofinimmo SA, 0.875%, 02/12/30 89,273 0.01 EUR 300,000 Crelan SA, 5.750%, 26/01/28 311,622 0.04 EUR 300,000 Elia Transmission Belgium SA, 3.625%, 18/01/33

304,041 0.04

EUR 900,000 Elia Transmission Belgium SA, 3.500%, 08/10/35

885,978 0.11

EUR 200,000 Euroclear Bank SA, 3.625%, 13/10/27

201,744 0.03

EUR 100,000 Euroclear Holding NV, 2.625%, 11/04/48

98,582 0.01

EUR 500,000 Euroclear Holding NV, 1.375%, 16/06/51

442,970 0.06

EUR 200,000 Groupe Bruxelles Lambert NV, 0.125%, 28/01/31

173,094 0.02

EUR 500,000 Groupe Bruxelles Lambert NV, 4.000%, 15/05/33

512,390 0.06

EUR 300,000 Groupe Bruxelles Lambert NV, 3.750%, 21/01/36

299,775 0.04

EUR 700,000 KBC Group NV, 4.250%, 28/11/29 716,947 0.09 EUR 200,000 KBC Group NV, 3.500%, 21/01/32 201,098 0.03 EUR 500,000 KBC Group NV, 3.750%, 27/03/32 508,125 0.06 EUR 600,000 KBC Group NV, 4.875%, 25/04/33 612,972 0.08 EUR 400,000 KBC Group NV, 3.375%, 24/11/33 394,012 0.05 EUR 100,000 KBC Group NV, 3.625%, 26/08/36 98,921 0.01 EUR 500,000 Lonza Finance International NV, 3.250%, 04/09/30

499,995 0.06

EUR 200,000 Silfin NV, 4.250%, 25/05/32 201,132 0.03 EUR 700,000 Sofina SA, 3.707%, 13/11/33 693,490 0.09 EUR 300,000 Solvay SA, 4.250%, 03/10/31 306,723 0.04 EUR 800,000 Syensqo SA, 4.000%, 28/05/35 798,728 0.10 EUR 600,000 VGP NV, 4.250%, 29/01/31 605,256 0.08 EUR 300,000 VGP NV, 4.000%, 16/01/32 297,399 0.04 Total Belgium 16,900,433 2.15 Canada EUR 700,000 Alimentation Couche-Tard, Inc., 3.647%, 12/05/31

709,513 0.09

EUR 700,000 Bank of Montreal, 3.750%, 10/07/30

709,737 0.09

EUR 200,000 Bank of Montreal, 3.625%, 24/03/32

201,838 0.03

EUR 200,000 Bank of Nova Scotia, 3.500%, 17/04/29

202,484 0.03

EUR 200,000 Canadian Imperial Bank of Commerce, 3.807%, 09/07/29

203,918 0.03

EUR 1,000,000 Canadian Imperial Bank of Commerce, 3.000%, 30/07/30

991,300 0.13

EUR 100,000 Canadian Imperial Bank of Commerce, 3.250%, 16/07/31

99,398 0.01

EUR 200,000 Federation des Caisses Desjardins du Quebec, 3.250%, 28/03/31

198,450 0.02

EUR 400,000 Great-West Lifeco, Inc., 4.700%, 16/11/29

418,656 0.05

State Street Global Advisors Luxembourg SICAV State Street Euro Corporate Bond Screened Index Fund (continued)

Schedule of Investments (continued) as at 30 June 2026 (Expressed in Euro)

The accompanying notes are an integral part of these financial statements. 47

Page 51

Nominal Value Description

Market Value

294,966 0.04

EUR 100,000 Magna International, Inc., 4.375%, 17/03/32

104,330 0.01

EUR 900,000 National Bank of Canada, 3.750%, 25/01/28

910,341 0.12

EUR 500,000 Royal Bank of Canada, 4.125%, 05/07/28

510,875 0.06

EUR 850,000 Royal Bank of Canada, 2.125%, 26/04/29

829,405 0.10

EUR 800,000 Royal Bank of Canada, 3.125%, 03/02/32

791,840 0.10

EUR 600,000 Toronto-Dominion Bank, 3.631%, 13/12/29

608,064 0.08

EUR 700,000 Toronto-Dominion Bank, 1.952%, 08/04/30

667,086 0.08

EUR 200,000 Toronto-Dominion Bank, 4.030%, 23/01/36

201,552 0.03

EUR 900,000 TotalEnergies Capital Canada Ltd., 2.125%, 18/09/29

874,602 0.11

Total Canada 9,528,355 1.21 Cayman Islands EUR 500,000 CK Hutchison Europe Finance 21 Ltd., 0.750%, 02/11/29

461,090 0.06

EUR 380,000 CK Hutchison Finance 16 Ltd., 2.000%, 06/04/28

372,943 0.05

Total Cayman Islands 834,033 0.11 Cyprus EUR 500,000 Bank of Cyprus PCL, 7.375%, 25/07/28

520,080 0.07

Total Cyprus 520,080 0.07 Czech Republic EUR 200,000 Ceska sporitelna AS, 3.743%, 09/09/32

199,794 0.03

EUR 900,000 Ceska sporitelna AS, 3.657%, 11/02/33

890,649 0.11

EUR 100,000 EP Infrastructure AS, 2.045%, 09/10/28

97,031 0.01

EUR 300,000 EP Infrastructure AS, 4.125%, 27/02/33

296,541 0.04

EUR 200,000 EP Infrastructure AS, 4.375%, 29/01/34

199,258 0.03

EUR 600,000 EPH Financing International AS, 5.875%, 30/11/29

636,954 0.08

EUR 800,000 Moneta Money Bank AS, 4.414%, 11/09/30

815,488 0.10

Total Czech Republic 3,135,715 0.40 Denmark EUR 300,000 AL Sydbank, 5.125%, 06/09/28 306,819 0.04 EUR 400,000 AL Sydbank, 3.000%, 11/12/29 397,612 0.05 EUR 300,000 AP Moller - Maersk AS, 3.750%, 05/03/32

304,374 0.04

EUR 200,000 AP Moller - Maersk AS, 3.500%, 17/09/34

197,166 0.02

Nominal Value Description

Market Value

409,972 0.05

EUR 135,000 Carlsberg Breweries AS, 0.375%, 30/06/27

131,891 0.02

EUR 200,000 Carlsberg Breweries AS, 4.000%, 05/10/28

204,070 0.03

EUR 200,000 Carlsberg Breweries AS, 3.000%, 28/08/29

199,138 0.03

EUR 700,000 Carlsberg Breweries AS, 4.250%, 05/10/33

733,222 0.09

EUR 300,000 Carlsberg Breweries AS, 4.370%, perpetual

302,343 0.04

EUR 200,000 Danske Bank AS, 4.500%, 09/11/28

203,996 0.03

EUR 1,100,000 Danske Bank AS, 4.125%, 10/01/31

1,133,209 0.14

EUR 800,000 Danske Bank AS, 3.875%, 09/01/32

816,816 0.10

EUR 100,000 Danske Bank AS, 3.500%, 26/05/33

100,109 0.01

EUR 200,000 Danske Bank AS, 3.375%, 02/12/33

197,900 0.02

EUR 300,000 Danske Bank AS, 3.750%, 19/11/36

299,571 0.04

EUR 500,000 H Lundbeck AS, 0.875%, 14/10/27 486,275 0.06 EUR 100,000 ISS Global AS, 3.875%, 05/06/29 101,686 0.01 EUR 200,000 Jyske Bank AS, 4.875%, 10/11/29 207,020 0.03 EUR 200,000 Jyske Bank AS, 3.500%, 19/11/31 200,014 0.03 EUR 700,000 Jyske Bank AS, 3.625%, 30/06/32 702,380 0.09 EUR 700,000 Jyske Bank AS, 5.125%, 01/05/35 729,988 0.09 EUR 200,000 Jyske Bank AS, 3.875%, 04/03/37 198,832 0.03 EUR 400,000 Novo Nordisk Finance Netherlands BV, 2.375%, 27/05/28

396,304 0.05

EUR 400,000 Novo Nordisk Finance Netherlands BV, 2.875%, 27/08/30

397,056 0.05

EUR 100,000 Novo Nordisk Finance Netherlands BV, 3.125%, 27/05/33

98,705 0.01

EUR 200,000 Novonesis Novozymes B, 3.250%, 19/03/30

200,482 0.03

EUR 200,000 Novonesis Novozymes B, 3.625%, 19/03/33

201,354 0.03

EUR 200,000 Novonesis Novozymes B, 4.000%, 19/03/37

203,020 0.03

EUR 500,000 Nykredit Realkredit AS, 3.875%, 05/07/27

505,085 0.06

EUR 300,000 Nykredit Realkredit AS, 1.375%, 12/07/27

295,662 0.04

EUR 700,000 Nykredit Realkredit AS, 4.625%, 19/01/29

724,206 0.09

EUR 200,000 Nykredit Realkredit AS, 3.625%, 24/07/30

201,300 0.03

EUR 200,000 Nykredit Realkredit AS, 3.500%, 12/01/33

197,726 0.02

EUR 100,000 Nykredit Realkredit AS, 3.750%, 26/09/33

99,782 0.01

EUR 200,000 Nykredit Realkredit AS, 4.000%, 24/04/35

201,252 0.03

State Street Global Advisors Luxembourg SICAV State Street Euro Corporate Bond Screened Index Fund (continued)

Schedule of Investments (continued) as at 30 June 2026 (Expressed in Euro)

The accompanying notes are an integral part of these financial statements. 48

Page 52

Nominal Value Description

Market Value

99,529 0.01

EUR 100,000 Pandora AS, 4.500%, 10/04/28 102,073 0.01 EUR 100,000 Pandora AS, 3.875%, 31/05/30 101,364 0.01 EUR 400,000 TDC Net AS, 5.056%, 31/05/28 411,500 0.05 EUR 400,000 TDC Net AS, 5.186%, 02/08/29 416,452 0.05 EUR 600,000 Vestas Wind Systems AS, 4.125%, 15/06/31

616,848 0.08

EUR 200,000 Vestas Wind Systems AS, 3.750%, 15/06/33

199,924 0.03

Total Denmark 14,234,027 1.81 Finland EUR 100,000 Balder Finland OYJ, 1.375%, 24/05/30

91,563 0.01

EUR 300,000 Elenia Verkko OYJ, 3.375%, 09/06/33

292,680 0.04

EUR 85,000 Elisa OYJ, 0.250%, 15/09/27 82,453 0.01 EUR 300,000 Huhtamaki OYJ, 3.500%, 04/09/31

298,254 0.04

EUR 900,000 Metso OYJ, 0.875%, 26/05/28 862,938 0.11 EUR 200,000 Neste OYJ, 3.750%, 20/03/30 202,992 0.03 EUR 200,000 Neste OYJ, 3.875%, 21/05/31 204,416 0.03 EUR 300,000 Nokia OYJ, 4.375%, 21/08/31 312,597 0.04 EUR 300,000 Nordea Bank Abp, 1.125%, 27/09/27

293,763 0.04

EUR 200,000 Nordea Bank Abp, 2.750%, 02/05/30

197,810 0.03

EUR 100,000 Nordea Bank Abp, 3.125%, 04/02/33

98,909 0.01

EUR 300,000 Nordea Bank Abp, 3.625%, 15/03/34

303,468 0.04

EUR 300,000 Nordea Bank Abp, 4.125%, 29/05/35

305,550 0.04

EUR 900,000 Nordea Bank Abp, 3.500%, 17/09/35

898,731 0.11

EUR 800,000 Nordea Bank Abp, 3.250%, 19/11/35

788,832 0.10

EUR 500,000 OP Corporate Bank PLC, 0.100%, 16/11/27

481,775 0.06

EUR 200,000 OP Corporate Bank PLC, 4.000%, 13/06/28

203,788 0.03

EUR 705,000 OP Corporate Bank PLC, 0.375%, 08/12/28

659,069 0.08

EUR 200,000 OP Corporate Bank PLC, 3.250%, 30/01/32

197,802 0.02

EUR 500,000 Sampo OYJ, 2.250%, 27/09/30 486,065 0.06 EUR 350,000 Sampo OYJ, 3.375%, 23/05/49 348,232 0.04 EUR 400,000 Sampo OYJ, 2.500%, 03/09/52 371,024 0.05 EUR 300,000 Teollisuuden Voima OYJ, 3.625%, 18/03/33

297,678 0.04

EUR 200,000 UPM-Kymmene OYJ, 2.250%, 23/05/29

195,132 0.02

Total Finland 8,475,521 1.08

Nominal Value Description

Market Value

473,670 0.06

EUR 100,000 Abertis France SAS, 3.375%, 21/04/29

100,235 0.01

EUR 700,000 Abertis France SAS, 1.625%, 18/09/29

665,791 0.08

EUR 300,000 Accor SA, 2.375%, 29/11/28 295,485 0.04 EUR 600,000 Accor SA, 3.625%, 03/09/32 594,708 0.08 EUR 400,000 Air Liquide Finance SA, 2.625%, 05/11/29

395,092 0.05

EUR 200,000 Air Liquide Finance SA, 3.000%, 05/05/33

195,260 0.02

EUR 300,000 Air Liquide Finance SA, 0.375%, 20/09/33

243,459 0.03

EUR 200,000 Air Liquide Finance SA, 3.500%, 05/11/37

196,326 0.02

EUR 300,000 Alstom SA, 0.125%, 27/07/27 290,973 0.04 EUR 300,000 Altarea SCA, 1.875%, 17/01/28 292,677 0.04 EUR 300,000 Altarea SCA, 1.750%, 16/01/30 279,873 0.04 EUR 300,000 APRR SA, 1.500%, 25/01/30 283,545 0.04 EUR 600,000 APRR SA, 1.625%, 13/01/32 546,192 0.07 EUR 400,000 APRR SA, 3.125%, 20/01/32 394,708 0.05 EUR 700,000 APRR SA, 3.125%, 06/01/34 681,478 0.09 EUR 200,000 Arkema SA, 4.250%, 20/05/30 206,320 0.03 EUR 600,000 Arkema SA, 3.500%, 23/01/31 602,370 0.08 EUR 200,000 Arkema SA, 3.500%, 09/09/33 196,736 0.02 EUR 100,000 Arkema SA, 3.500%, 12/09/34 97,666 0.01 EUR 300,000 Autoroutes du Sud de la France SA, 1.375%, 22/01/30

282,081 0.04

EUR 700,000 Autoroutes du Sud de la France SA, 3.250%, 19/01/33

689,038 0.09

EUR 100,000 Autoroutes du Sud de la France SA, 3.375%, 19/01/34

98,789 0.01

EUR 550,000 AXA SA, 3.750%, 12/10/30 565,439 0.07 EUR 300,000 AXA SA, 3.625%, 10/01/33 305,649 0.04 EUR 200,000 AXA SA, 3.375%, 31/05/34 199,874 0.03 EUR 200,000 AXA SA, 1.375%, 07/10/41 179,866 0.02 EUR 800,000 AXA SA, 1.875%, 10/07/42 720,680 0.09 EUR 300,000 AXA SA, 4.250%, 10/03/43 306,063 0.04 EUR 100,000 AXA SA, 3.250%, 28/05/49 99,276 0.01 EUR 500,000 AXA SA, 4.375%, 29/05/56 504,245 0.06 EUR 300,000 AXA SA, 4.125%, 24/07/56 297,237 0.04 EUR 300,000 Ayvens SA, 3.875%, 24/01/28 303,735 0.04 EUR 700,000 Ayvens SA, 4.875%, 06/10/28 725,886 0.09 EUR 100,000 Ayvens SA, 3.000%, 18/04/30 98,900 0.01 EUR 700,000 Ayvens SA, 4.000%, 24/01/31 718,508 0.09 EUR 200,000 Banque Federative du Credit Mutuel SA, 0.100%, 08/10/27

193,306 0.02

EUR 300,000 Banque Federative du Credit Mutuel SA, 3.875%, 26/01/28

303,966 0.04

EUR 800,000 Banque Federative du Credit Mutuel SA, 3.875%, 14/02/28

812,928 0.10

EUR 500,000 Banque Federative du Credit Mutuel SA, 1.375%, 16/07/28

485,310 0.06

State Street Global Advisors Luxembourg SICAV State Street Euro Corporate Bond Screened Index Fund (continued)

Schedule of Investments (continued) as at 30 June 2026 (Expressed in Euro)

The accompanying notes are an integral part of these financial statements. 49

Page 53

Nominal Value Description

Market Value

472,200 0.06

EUR 300,000 Banque Federative du Credit Mutuel SA, 1.750%, 15/03/29

289,236 0.04

EUR 600,000 Banque Federative du Credit Mutuel SA, 3.000%, 07/05/30

594,198 0.08

EUR 500,000 Banque Federative du Credit Mutuel SA, 3.125%, 11/03/31

494,225 0.06

EUR 500,000 Banque Federative du Credit Mutuel SA, 3.250%, 17/10/31

495,585 0.06

EUR 800,000 Banque Federative du Credit Mutuel SA, 4.750%, 10/11/31

846,240 0.11

EUR 200,000 Banque Federative du Credit Mutuel SA, 3.375%, 10/06/32

198,998 0.03

EUR 300,000 Banque Federative du Credit Mutuel SA, 3.625%, 14/09/32

302,292 0.04

EUR 600,000 Banque Federative du Credit Mutuel SA, 4.000%, 26/01/33

611,166 0.08

EUR 800,000 Banque Federative du Credit Mutuel SA, 4.125%, 14/06/33

826,360 0.10

EUR 500,000 Banque Federative du Credit Mutuel SA, 3.500%, 21/07/33

494,130 0.06

EUR 200,000 Banque Federative du Credit Mutuel SA, 3.750%, 03/02/34

201,722 0.03

EUR 900,000 Banque Federative du Credit Mutuel SA, 3.625%, 07/03/35

888,192 0.11

EUR 200,000 Banque Federative du Credit Mutuel SA, 3.500%, 07/05/35

197,422 0.02

EUR 1,000,000 Banque Federative du Credit Mutuel SA, 4.125%, 26/05/35

1,016,390 0.13

EUR 700,000 Banque Federative du Credit Mutuel SA, 3.750%, 14/05/36

693,420 0.09

EUR 200,000 Banque Stellantis France SACA, 3.125%, 20/01/28

199,810 0.03

EUR 150,000 BNP Paribas SA, 1.500%, 23/05/28

145,896 0.02

EUR 800,000 BNP Paribas SA, 3.875%, 23/02/29

810,880 0.10

EUR 500,000 BNP Paribas SA, 1.125%, 17/04/29

482,815 0.06

EUR 200,000 BNP Paribas SA, 1.375%, 28/05/29

190,226 0.02

EUR 900,000 BNP Paribas SA, 3.625%, 01/09/29

909,981 0.12

EUR 1,000,000 BNP Paribas SA, 0.500%, 19/01/30

933,560 0.12

EUR 900,000 BNP Paribas SA, 2.880%, 06/05/30

892,386 0.11

EUR 700,000 BNP Paribas SA, 4.250%, 13/04/31

720,748 0.09

EUR 700,000 BNP Paribas SA, 4.042%, 10/01/32

716,450 0.09

EUR 1,000,000 BNP Paribas SA, 2.100%, 07/04/32

923,460 0.12

EUR 500,000 BNP Paribas SA, 4.750%, 13/11/32

527,710 0.07

EUR 1,100,000 BNP Paribas SA, 3.494%, 17/09/33

1,086,932 0.14

Nominal Value Description

Market Value

1,196,184 0.15

EUR 900,000 BNP Paribas SA, 4.159%, 28/08/34

912,069 0.12

EUR 100,000 BNP Paribas SA, 3.780%, 19/01/36

99,409 0.01

EUR 400,000 Bouygues SA, 1.125%, 24/07/28 385,768 0.05 EUR 800,000 Bouygues SA, 4.625%, 07/06/32 850,712 0.11 EUR 300,000 Bouygues SA, 5.375%, 30/06/42 335,196 0.04 EUR 300,000 BPCE Assurances SA, 4.125%, 22/10/35

301,131 0.04

EUR 300,000 BPCE SA, 1.000%, 05/10/28 287,400 0.04 EUR 800,000 BPCE SA, 3.875%, 11/01/29 813,392 0.10 EUR 800,000 BPCE SA, 4.625%, 02/03/30 826,840 0.10 EUR 300,000 BPCE SA, 3.125%, 05/09/30 298,563 0.04 EUR 900,000 BPCE SA, 3.375%, 19/12/31 891,891 0.11 EUR 400,000 BPCE SA, 4.000%, 29/11/32 412,408 0.05 EUR 400,000 BPCE SA, 4.500%, 13/01/33 416,956 0.05 EUR 800,000 BPCE SA, 4.125%, 08/03/33 815,168 0.10 EUR 300,000 BPCE SA, 3.625%, 01/10/33 297,204 0.04 EUR 400,000 BPCE SA, 5.125%, 25/01/35 417,108 0.05 EUR 200,000 BPCE SA, 4.250%, 16/07/35 203,022 0.03 EUR 500,000 BPCE SA, 4.125%, 27/02/39 495,620 0.06 EUR 1,000,000 BPCE SA, 2.125%, 13/10/46 899,710 0.11 EUR 300,000 Bureau Veritas SA, 3.375%, 01/10/33

295,944 0.04

EUR 600,000 Bureau Veritas SA, 3.500%, 22/05/36

590,328 0.07

EUR 400,000 Caisse Nationale de Reassurance Mutuelle Agricole Groupama, 4.375%, 26/05/35

406,272 0.05

EUR 500,000 Capgemini SE, 2.500%, 25/09/28 494,385 0.06 EUR 300,000 Capgemini SE, 1.125%, 23/06/30 275,172 0.03 EUR 300,000 Capgemini SE, 3.125%, 25/09/31 293,307 0.04 EUR 400,000 Capgemini SE, 2.375%, 15/04/32 373,640 0.05 EUR 200,000 Carmila SA, 3.875%, 25/01/32 198,692 0.02 EUR 700,000 Carrefour SA, 2.625%, 15/12/27 698,278 0.09 EUR 500,000 Carrefour SA, 3.250%, 24/06/30 497,705 0.06 EUR 100,000 Carrefour SA, 3.750%, 10/10/30 101,534 0.01 EUR 700,000 Carrefour SA, 4.375%, 14/11/31 729,484 0.09 EUR 200,000 Carrefour SA, 3.875%, 05/12/35 197,222 0.02 EUR 100,000 Cie de Saint-Gobain SA, 1.375%, 14/06/27

98,683 0.01

EUR 700,000 Cie de Saint-Gobain SA, 3.375%, 08/04/30

704,039 0.09

EUR 400,000 Cie de Saint-Gobain SA, 2.625%, 10/08/32

382,784 0.05

EUR 700,000 Cie de Saint-Gobain SA, 3.625%, 08/04/34

701,806 0.09

EUR 400,000 Cie de Saint-Gobain SA, 3.625%, 09/08/36

392,912 0.05

EUR 1,000,000 Cie Generale des Etablissements Michelin SCA, 1.750%, 03/09/30

942,160 0.12

EUR 300,000 Cie Generale des Etablissements Michelin SCA, 3.125%, 16/05/31

297,654 0.04

State Street Global Advisors Luxembourg SICAV State Street Euro Corporate Bond Screened Index Fund (continued)

Schedule of Investments (continued) as at 30 June 2026 (Expressed in Euro)

The accompanying notes are an integral part of these financial statements. 50

Page 54

Nominal Value Description

Market Value

174,164 0.02

EUR 200,000 Cie Generale des Etablissements Michelin SCA, 0.625%, 02/11/40

128,546 0.02

EUR 400,000 Coface SA, 6.000%, 22/09/32 439,596 0.06 EUR 400,000 Coface SA, 5.750%, 28/11/33 440,292 0.06 EUR 100,000 Cofiroute SA, 1.125%, 13/10/27 97,918 0.01 EUR 300,000 Cofiroute SA, 0.750%, 09/09/28 285,333 0.04 EUR 700,000 Cofiroute SA, 3.125%, 06/03/33 682,759 0.09 EUR 600,000 Colonial SFL Socimi SA, 0.500%, 21/04/28

574,506 0.07

EUR 80,000 Covivio SA, 2.375%, 20/02/28 79,190 0.01 EUR 200,000 Covivio SA, 1.125%, 17/09/31 176,956 0.02 EUR 500,000 Covivio SA, 4.625%, 05/06/32 523,785 0.07 EUR 500,000 Covivio SA, 3.625%, 17/06/34 490,005 0.06 EUR 400,000 Credit Agricole Assurances SA, 2.000%, 17/07/30

376,540 0.05

EUR 200,000 Credit Agricole Assurances SA, 5.875%, 25/10/33

223,118 0.03

EUR 800,000 Credit Agricole Assurances SA, 4.125%, 17/12/36

795,896 0.10

EUR 200,000 Credit Agricole Assurances SA, 4.750%, 27/09/48

205,264 0.03

EUR 200,000 Credit Agricole SA, 3.375%, 28/07/27

201,294 0.03

EUR 300,000 Credit Agricole SA, 0.375%, 20/04/28

286,266 0.04

EUR 400,000 Credit Agricole SA, 1.000%, 03/07/29

377,372 0.05

EUR 100,000 Credit Agricole SA, 4.250%, 11/07/29

102,131 0.01

EUR 1,300,000 Credit Agricole SA, 2.500%, 29/08/29

1,280,604 0.16

EUR 300,000 Credit Agricole SA, 3.125%, 03/07/31

296,514 0.04

EUR 1,000,000 Credit Agricole SA, 0.875%, 14/01/32

871,400 0.11

EUR 200,000 Credit Agricole SA, 1.125%, 12/07/32

174,694 0.02

EUR 700,000 Credit Agricole SA, 4.000%, 18/01/33

726,460 0.09

EUR 500,000 Credit Agricole SA, 5.500%, 28/08/33

520,650 0.07

EUR 200,000 Credit Agricole SA, 4.375%, 27/11/33

209,268 0.03

EUR 600,000 Credit Agricole SA, 3.500%, 26/09/34

591,240 0.07

EUR 500,000 Credit Agricole SA, 4.125%, 18/03/35

505,385 0.06

EUR 400,000 Credit Agricole SA, 3.750%, 27/05/35

399,012 0.05

EUR 800,000 Credit Agricole SA, 4.125%, 26/02/36

817,784 0.10

EUR 700,000 Credit Agricole SA, 4.375%, 15/04/36

714,154 0.09

EUR 200,000 Credit Agricole SA, 3.875%, 16/02/38

197,778 0.02

Nominal Value Description

Market Value

377,980 0.05

EUR 300,000 Credit Mutuel Arkea SA, 3.375%, 19/09/27

301,665 0.04

EUR 100,000 Credit Mutuel Arkea SA, 3.875%, 22/05/28

101,648 0.01

EUR 600,000 Credit Mutuel Arkea SA, 3.500%, 09/02/29

601,188 0.08

EUR 600,000 Credit Mutuel Arkea SA, 1.250%, 11/06/29

578,940 0.07

EUR 200,000 Credit Mutuel Arkea SA, 0.750%, 18/01/30

183,758 0.02

EUR 500,000 Credit Mutuel Arkea SA, 3.375%, 11/03/31

493,290 0.06

EUR 300,000 Credit Mutuel Arkea SA, 0.875%, 11/03/33

251,631 0.03

EUR 100,000 Credit Mutuel Arkea SA, 3.625%, 03/10/33

100,538 0.01

EUR 400,000 Danone SA, 3.706%, 13/11/29 407,088 0.05 EUR 200,000 Danone SA, 3.379%, 01/04/30 201,336 0.03 EUR 500,000 Danone SA, 3.481%, 03/05/30 504,955 0.06 EUR 300,000 Danone SA, 3.200%, 12/09/31 299,190 0.04 EUR 300,000 Danone SA, 3.071%, 07/09/32 295,584 0.04 EUR 200,000 Danone SA, 3.785%, 01/04/34 202,972 0.03 EUR 300,000 Danone SA, 3.950%, perpetual 298,215 0.04 EUR 200,000 Edenred SE, 3.625%, 13/06/31 201,742 0.03 EUR 400,000 Edenred SE, 3.625%, 05/08/32 400,152 0.05 EUR 100,000 Edenred SE, 3.750%, 15/01/33 100,101 0.01 EUR 700,000 Elis SA, 3.750%, 21/03/30 708,029 0.09 EUR 400,000 Elis SA, 3.375%, 02/09/31 395,212 0.05 EUR 200,000 Elis SA, 3.875%, 23/03/32 201,156 0.03 EUR 600,000 Engie SA, 3.750%, 06/09/27 604,884 0.08 EUR 500,000 Engie SA, 1.750%, 27/03/28 490,475 0.06 EUR 700,000 Engie SA, 1.375%, 22/06/28 679,308 0.09 EUR 500,000 Engie SA, 0.500%, 24/10/30 445,660 0.06 EUR 400,000 Engie SA, 3.625%, 06/03/31 405,400 0.05 EUR 200,000 Engie SA, 3.250%, 11/01/32 198,754 0.02 EUR 200,000 Engie SA, 4.250%, 06/09/34 207,604 0.03 EUR 800,000 Engie SA, 4.000%, 11/01/35 815,472 0.10 EUR 200,000 Engie SA, 3.875%, 11/09/37 199,094 0.03 EUR 200,000 Engie SA, 1.250%, 24/10/41 132,014 0.02 EUR 400,000 Engie SA, 4.500%, 06/09/42 404,564 0.05 EUR 400,000 Engie SA, 4.250%, 11/01/43 392,116 0.05 EUR 300,000 Engie SA, 4.250%, 06/03/44 293,562 0.04 EUR 1,000,000 Engie SA, 5.125%, 31/12/99 1,042,470 0.13 EUR 500,000 Engie SA, 4.371%, perpetual 503,735 0.06 EUR 100,000 Engie SA, 4.500%, perpetual 99,025 0.01 EUR 1,200,000 EssilorLuxottica SA, 3.000%, 05/03/32

1,184,712 0.15

EUR 300,000 FDJ UNITED, 3.000%, 21/11/30 295,080 0.04 EUR 300,000 FDJ UNITED, 3.625%, 21/11/36 294,012 0.04 EUR 300,000 Firmenich Productions Participations SAS, 1.750%, 30/04/30

284,451 0.04

EUR 500,000 Gecina SA, 1.375%, 26/01/28 487,135 0.06

State Street Global Advisors Luxembourg SICAV State Street Euro Corporate Bond Screened Index Fund (continued)

Schedule of Investments (continued) as at 30 June 2026 (Expressed in Euro)

The accompanying notes are an integral part of these financial statements. 51

Page 55

Nominal Value Description

Market Value

506,015 0.06

EUR 300,000 ICADE, 1.500%, 13/09/27 294,498 0.04 EUR 100,000 ICADE, 4.375%, 22/05/35 98,495 0.01 EUR 500,000 Imerys SA, 4.750%, 29/11/29 519,005 0.07 EUR 200,000 Imerys SA, 4.000%, 21/11/32 199,054 0.03 EUR 400,000 In'li SA, 1.125%, 02/07/29 375,876 0.05 EUR 500,000 IPSOS SA, 3.750%, 22/01/30 502,310 0.06 EUR 300,000 JCDecaux SE, 5.000%, 11/01/29 311,529 0.04 EUR 300,000 JCDecaux SE, 1.625%, 07/02/30 282,834 0.04 EUR 500,000 Kering SA, 3.625%, 05/09/27 503,705 0.06 EUR 100,000 Kering SA, 0.750%, 13/05/28 96,074 0.01 EUR 100,000 Kering SA, 3.125%, 27/11/29 99,682 0.01 EUR 1,000,000 Kering SA, 1.875%, 05/05/30 952,810 0.12 EUR 300,000 Kering SA, 3.375%, 11/03/32 297,666 0.04 EUR 200,000 Kering SA, 3.625%, 21/11/34 198,002 0.02 EUR 200,000 Kering SA, 3.625%, 11/03/36 194,824 0.02 EUR 700,000 Klepierre SA, 3.875%, 23/09/33 709,695 0.09 EUR 100,000 Klepierre SA, 3.750%, 30/09/37 98,737 0.01 EUR 300,000 La Mondiale SAM, 4.375%, 20/10/35

303,456 0.04

EUR 600,000 Legrand SA, 3.625%, 29/05/29 609,516 0.08 EUR 800,000 Legrand SA, 3.625%, 19/03/35 803,392 0.10 EUR 800,000 L'Oreal SA, 2.875%, 19/05/28 801,704 0.10 EUR 600,000 L'Oreal SA, 2.500%, 12/01/29 594,870 0.08 EUR 600,000 L'Oreal SA, 3.375%, 23/11/29 608,766 0.08 EUR 400,000 L'Oreal SA, 2.875%, 12/01/32 394,404 0.05 EUR 400,000 LVMH Moet Hennessy Louis Vuitton SE, 2.750%, 07/11/27

399,780 0.05

EUR 200,000 LVMH Moet Hennessy Louis Vuitton SE, 2.625%, 07/03/29

198,496 0.02

EUR 600,000 LVMH Moet Hennessy Louis Vuitton SE, 3.250%, 07/09/29

605,130 0.08

EUR 600,000 LVMH Moet Hennessy Louis Vuitton SE, 0.375%, 11/02/31

532,716 0.07

EUR 900,000 LVMH Moet Hennessy Louis Vuitton SE, 3.500%, 07/09/33

910,062 0.12

EUR 200,000 LVMH Moet Hennessy Louis Vuitton SE, 3.375%, 25/02/36

197,458 0.02

EUR 300,000 Malakoff Humanis Prevoyance, 4.500%, 20/06/35

307,206 0.04

EUR 700,000 Mercialys SA, 4.000%, 10/09/31 706,993 0.09 EUR 200,000 Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal, 0.625%, 21/06/27

195,006 0.02

EUR 500,000 Mutuelle Epargne Retraite Prevoyance Carac, 4.375%, 05/02/46

495,145 0.06

EUR 500,000 Nerval SAS, 3.625%, 20/07/28 503,860 0.06 EUR 200,000 Orange SA, 1.250%, 07/07/27 197,060 0.02 EUR 800,000 Orange SA, 2.000%, 15/01/29 781,304 0.10 EUR 400,000 Orange SA, 2.750%, 19/05/29 396,528 0.05

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Corporate Bonds - 98.08% (continued) France (continued) EUR 400,000 Orange SA, 3.125%, 13/11/31 396,144 0.05 EUR 300,000 Orange SA, 3.625%, 16/11/31 304,635 0.04 EUR 1,200,000 Orange SA, 0.500%, 04/09/32 1,008,528 0.13 EUR 857,000 Orange SA, 8.125%, 28/01/33 1,090,970 0.14 EUR 400,000 Orange SA, 3.500%, 13/11/34 395,656 0.05 EUR 300,000 Orange SA, 3.250%, 17/01/35 290,250 0.04 EUR 200,000 Orange SA, 3.500%, 19/05/35 197,214 0.02 EUR 400,000 Orange SA, 3.750%, 04/09/37 395,980 0.05 EUR 300,000 Orange SA, 3.750%, 13/05/38 295,035 0.04 EUR 200,000 Orange SA, 4.125%, 13/11/45 193,754 0.02 EUR 200,000 Orange SA, 1.375%, 04/09/49 118,832 0.01 EUR 400,000 Orange SA, 1.375%, perpetual 376,496 0.05 EUR 500,000 Orange SA, 1.750%, perpetual 480,625 0.06 EUR 200,000 Pernod Ricard SA, 3.250%, 02/11/28

201,248 0.03

EUR 500,000 Pernod Ricard SA, 3.375%, 07/11/30

502,460 0.06

EUR 300,000 Pernod Ricard SA, 3.750%, 02/11/32

304,440 0.04

EUR 200,000 Pernod Ricard SA, 3.250%, 04/02/33

196,028 0.02

EUR 600,000 Pernod Ricard SA, 3.750%, 15/09/33

604,470 0.08

EUR 200,000 Pernod Ricard SA, 3.750%, 04/02/37

196,456 0.02

EUR 400,000 Praemia Healthcare SACA, 3.875%, 05/06/32

396,124 0.05

EUR 300,000 Publicis Groupe SA, 2.875%, 12/06/29

297,894 0.04

EUR 300,000 Publicis Groupe SA, 3.375%, 12/06/32

297,750 0.04

EUR 900,000 RCI Banque SA, 3.500%, 17/01/28

903,267 0.11

EUR 400,000 RCI Banque SA, 4.875%, 14/06/28

410,872 0.05

EUR 300,000 RCI Banque SA, 3.875%, 12/01/29

304,029 0.04

EUR 500,000 RCI Banque SA, 3.625%, 22/02/30

500,370 0.06

EUR 100,000 RCI Banque SA, 4.000%, 19/08/31

100,649 0.01

EUR 300,000 RCI Banque SA, 3.625%, 03/11/32 293,265 0.04 EUR 100,000 RCI Banque SA, 4.250%, 23/05/34

100,162 0.01

EUR 400,000 Roquette Freres SA, 3.774%, 25/11/31

399,032 0.05

EUR 300,000 Sanofi SA, 1.250%, 06/04/29 287,286 0.04 EUR 900,000 Sanofi SA, 2.625%, 23/06/29 892,332 0.11 EUR 500,000 Sanofi SA, 2.750%, 11/03/31 493,195 0.06 EUR 200,000 Sanofi SA, 3.375%, 05/05/33 201,516 0.03 EUR 700,000 Sanofi SA, 1.250%, 21/03/34 602,105 0.08 EUR 200,000 Sanofi SA, 3.750%, 05/05/37 202,440 0.03 EUR 300,000 Schneider Electric SE, 3.250%, 12/06/28

301,890 0.04

EUR 300,000 Schneider Electric SE, 2.625%, 02/09/29

296,313 0.04

State Street Global Advisors Luxembourg SICAV State Street Euro Corporate Bond Screened Index Fund (continued)

Schedule of Investments (continued) as at 30 June 2026 (Expressed in Euro)

The accompanying notes are an integral part of these financial statements. 52

Page 56

Nominal Value Description

Market Value

602,034 0.08

EUR 100,000 Schneider Electric SE, 3.000%, 10/01/31

99,633 0.01

EUR 300,000 Schneider Electric SE, 3.000%, 02/03/32

296,085 0.04

EUR 600,000 Schneider Electric SE, 3.500%, 12/06/33

605,916 0.08

EUR 600,000 Schneider Electric SE, 3.375%, 13/04/34

598,296 0.08

EUR 600,000 SCOR SE, 4.522%, 10/09/55 617,022 0.08 EUR 100,000 SNF Group SACA, 2.625%, 01/02/29

97,895 0.01

EUR 700,000 Societe Generale SA, 4.000%, 16/11/27

710,647 0.09

EUR 300,000 Societe Generale SA, 1.375%, 13/01/28

292,926 0.04

EUR 900,000 Societe Generale SA, 1.750%, 22/03/29

866,106 0.11

EUR 200,000 Societe Generale SA, 4.750%, 28/09/29

206,468 0.03

EUR 300,000 Societe Generale SA, 3.375%, 14/05/30

299,997 0.04

EUR 200,000 Societe Generale SA, 3.625%, 13/11/30

201,086 0.03

EUR 900,000 Societe Generale SA, 4.250%, 06/12/30

922,689 0.12

EUR 900,000 Societe Generale SA, 3.750%, 15/07/31

907,641 0.12

EUR 300,000 Societe Generale SA, 3.500%, 01/03/32

297,933 0.04

EUR 900,000 Societe Generale SA, 5.250%, 06/09/32

919,593 0.12

EUR 300,000 Societe Generale SA, 4.250%, 16/11/32

316,290 0.04

EUR 400,000 Societe Generale SA, 3.875%, 14/04/34

398,736 0.05

EUR 800,000 Societe Generale SA, 3.750%, 17/05/35

796,320 0.10

EUR 300,000 Societe Generale SA, 3.875%, 20/11/35

298,503 0.04

EUR 500,000 Societe Generale SA, 4.000%, 04/02/37

496,175 0.06

EUR 100,000 Sogecap SA, 6.500%, 16/05/44 113,346 0.01 EUR 300,000 Suez SACA, 5.000%, 03/11/32 320,607 0.04 EUR 500,000 Suez SACA, 4.500%, 13/11/33 521,155 0.07 EUR 100,000 Suez SACA, 4.000%, 30/06/36 99,091 0.01 EUR 200,000 TDF Infrastructure SAS, 5.625%, 21/07/28

207,446 0.03

EUR 200,000 TDF Infrastructure SAS, 4.125%, 23/10/31

201,544 0.03

EUR 200,000 TDF Infrastructure SASU, 3.625%, 16/12/30

198,804 0.03

EUR 100,000 Teleperformance SE, 5.250%, 22/11/28

103,860 0.01

EUR 600,000 Teleperformance SE, 4.250%, 21/01/30

605,406 0.08

Nominal Value Description

Market Value

421,168 0.05

EUR 500,000 Terega SA, 4.000%, 17/09/34 503,055 0.06 EUR 200,000 Tikehau Capital SCA, 1.625%, 31/03/29

188,688 0.02

EUR 300,000 Tikehau Capital SCA, 4.250%, 08/04/31

303,792 0.04

EUR 500,000 TotalEnergies Capital International SA, 1.491%, 04/09/30

469,110 0.06

EUR 100,000 TotalEnergies Capital International SA, 3.075%, 01/07/31

99,383 0.01

EUR 1,000,000 TotalEnergies Capital International SA, 1.994%, 08/04/32

932,930 0.12

EUR 100,000 TotalEnergies Capital International SA, 3.647%, 01/07/35

99,865 0.01

EUR 800,000 TotalEnergies Capital International SA, 1.535%, 31/05/39

602,544 0.08

EUR 400,000 TotalEnergies Capital International SA, 3.852%, 03/03/45

373,184 0.05

EUR 900,000 TotalEnergies SE, 2.000%, 31/12/99

834,651 0.11

EUR 300,000 TotalEnergies SE, 1.625%, perpetual

292,041 0.04

EUR 700,000 TotalEnergies SE, 3.250%, perpetual

626,934 0.08

EUR 1,200,000 TotalEnergies SE, 3.790%, perpetual

1,185,072 0.15

EUR 200,000 TotalEnergies SE, 4.500%, perpetual

201,000 0.03

EUR 100,000 Unibail-Rodamco-Westfield SE, 1.375%, 15/04/30

92,908 0.01

EUR 500,000 Unibail-Rodamco-Westfield SE, 4.125%, 11/12/30

514,205 0.07

EUR 600,000 Unibail-Rodamco-Westfield SE, 1.375%, 04/12/31

535,584 0.07

EUR 600,000 Unibail-Rodamco-Westfield SE, 0.875%, 29/03/32

516,828 0.07

EUR 600,000 Unibail-Rodamco-Westfield SE, 2.000%, 29/06/32

549,546 0.07

EUR 500,000 Unibail-Rodamco-Westfield SE, 3.875%, 21/04/33

501,455 0.06

EUR 300,000 Unibail-Rodamco-Westfield SE, 3.875%, 11/09/34

299,877 0.04

EUR 1,000,000 Veolia Environnement SA, 1.625%, 17/09/30

935,480 0.12

EUR 200,000 Veolia Environnement SA, 3.209%, 14/01/31

198,628 0.02

EUR 500,000 Veolia Environnement SA, 0.664%, 15/01/31

444,235 0.06

EUR 200,000 Veolia Environnement SA, 3.690%, 10/04/31

202,440 0.03

EUR 500,000 Veolia Environnement SA, 3.324%, 17/06/32

496,695 0.06

EUR 300,000 Veolia Environnement SA, 1.625%, 21/09/32

268,455 0.03

EUR 410,000 Veolia Environnement SA, 6.125%, 25/11/33

477,256 0.06

State Street Global Advisors Luxembourg SICAV State Street Euro Corporate Bond Screened Index Fund (continued)

Schedule of Investments (continued) as at 30 June 2026 (Expressed in Euro)

The accompanying notes are an integral part of these financial statements. 53

Page 57

Nominal Value Description

Market Value

99,766 0.01

EUR 200,000 Veolia Environnement SA, 4.122%, 10/04/36

203,158 0.03

EUR 500,000 Veolia Environnement SA, 3.795%, 17/06/37

492,330 0.06

EUR 100,000 Veolia Environnement SA, 4.052%, 14/01/38

100,289 0.01

EUR 200,000 Vinci SA, 0.500%, 09/01/32 171,506 0.02 EUR 700,000 Vinci SA, 3.375%, 17/10/32 696,451 0.09 EUR 500,000 Wendel SE, 4.500%, 19/06/30 515,640 0.07 EUR 568,000 WPP Finance SA, 4.125%, 30/05/28

575,844 0.07

Total France 143,864,553 18.28 Germany EUR 300,000 Aareal Bank AG, 0.250%, 23/11/27

287,976 0.04

EUR 100,000 Aareal Bank AG, 0.750%, 18/04/28

95,887 0.01

EUR 100,000 adidas AG, 3.125%, 21/11/29 100,676 0.01 EUR 400,000 adidas AG, 2.750%, 06/11/30 393,792 0.05 EUR 100,000 Albemarle New Holding GmbH, 1.625%, 25/11/28

96,895 0.01

EUR 500,000 Allianz SE, 3.099%, 06/07/47 498,245 0.06 EUR 200,000 Allianz SE, 2.121%, 08/07/50 188,664 0.02 EUR 800,000 Allianz SE, 4.252%, 05/07/52 816,320 0.10 EUR 300,000 Allianz SE, 4.851%, 26/07/54 316,059 0.04 EUR 900,000 Allianz SE, 4.431%, 25/07/55 923,418 0.12 EUR 100,000 Amphenol Technologies Holding GmbH, 3.625%, 30/03/31

101,275 0.01

EUR 100,000 Amprion GmbH, 3.000%, 05/12/29 99,350 0.01 EUR 200,000 Amprion GmbH, 3.125%, 27/08/30 198,858 0.03 EUR 100,000 Amprion GmbH, 3.162%, 15/01/31 99,147 0.01 EUR 400,000 Amprion GmbH, 3.625%, 21/05/31 404,580 0.05 EUR 500,000 Amprion GmbH, 4.125%, 07/09/34 513,890 0.07 EUR 100,000 Amprion GmbH, 4.072%, 15/01/38 100,524 0.01 EUR 400,000 Amprion GmbH, 3.850%, 27/08/39 387,688 0.05 EUR 300,000 Amprion GmbH, 4.000%, 21/05/44 286,296 0.04 EUR 500,000 Amprion GmbH, 4.580%, 15/01/46 503,485 0.06 EUR 200,000 BASF SE, 3.125%, 29/06/28 200,922 0.03 EUR 600,000 BASF SE, 4.000%, 08/03/29 615,408 0.08 EUR 700,000 BASF SE, 3.750%, 29/06/32 715,841 0.09 EUR 200,000 BASF SE, 1.450%, 13/12/32 184,960 0.02 EUR 700,000 Bayer AG, 1.125%, 06/01/30 651,770 0.08 EUR 600,000 Bayer AG, 1.000%, 12/01/36 463,302 0.06 EUR 300,000 Bayer AG, 0.625%, perpetual 261,342 0.03 EUR 700,000 Bertelsmann SE & Co. KGaA, 3.500%, 29/05/29

707,168 0.09

EUR 600,000 Bertelsmann SE & Co. KGaA, 3.750%, 23/07/34

594,750 0.08

EUR 500,000 Commerzbank AG, 2.625%, 08/12/28

497,820 0.06

EUR 200,000 Commerzbank AG, 5.250%, 25/03/29

207,084 0.03

Nominal Value Description

Market Value

298,269 0.04

EUR 700,000 Commerzbank AG, 4.625%, 17/01/31

728,357 0.09

EUR 100,000 Commerzbank AG, 3.125%, 03/09/31

98,644 0.01

EUR 500,000 Commerzbank AG, 3.375%, 15/04/32

499,890 0.06

EUR 300,000 Commerzbank AG, 4.000%, 16/07/32

306,468 0.04

EUR 200,000 Commerzbank AG, 6.500%, 06/12/32

207,156 0.03

EUR 200,000 Commerzbank AG, 4.875%, 16/10/34

206,744 0.03

EUR 300,000 Commerzbank AG, 3.875%, 15/10/35

301,254 0.04

EUR 100,000 Commerzbank AG, 4.000%, 21/01/38

99,589 0.01

EUR 320,000 Continental AG, 4.000%, 01/06/28 325,242 0.04 EUR 800,000 Continental AG, 2.875%, 22/11/28 794,672 0.10 EUR 500,000 Continental AG, 2.875%, 09/06/29 495,345 0.06 EUR 500,000 Deutsche Bank AG, 1.750%, 17/01/28

490,245 0.06

EUR 800,000 Deutsche Bank AG, 4.000%, 12/07/28

807,536 0.10

EUR 300,000 Deutsche Bank AG, 3.000%, 16/06/29

298,551 0.04

EUR 600,000 Deutsche Bank AG, 3.750%, 15/01/30

608,400 0.08

EUR 1,000,000 Deutsche Bank AG, 5.000%, 05/09/30

1,047,290 0.13

EUR 400,000 Deutsche Bank AG, 1.750%, 19/11/30

378,512 0.05

EUR 1,000,000 Deutsche Bank AG, 3.000%, 07/02/31

990,070 0.13

EUR 900,000 Deutsche Bank AG, 4.000%, 24/06/32

902,970 0.11

EUR 500,000 Deutsche Boerse AG, 1.125%, 26/03/28

485,955 0.06

EUR 700,000 Deutsche Boerse AG, 3.750%, 28/09/29

714,875 0.09

EUR 200,000 Deutsche Boerse AG, 3.250%, 24/03/31

201,498 0.03

EUR 400,000 Deutsche Boerse AG, 3.875%, 28/09/33

412,544 0.05

EUR 200,000 Deutsche EuroShop AG, 4.500%, 15/10/30

202,162 0.03

EUR 200,000 Deutsche Lufthansa AG, 3.750%, 11/02/28

201,346 0.03

EUR 200,000 Deutsche Lufthansa AG, 3.625%, 03/09/28

202,294 0.03

EUR 500,000 Deutsche Lufthansa AG, 4.125%, 03/09/32

513,870 0.07

EUR 200,000 Deutsche Pfandbriefbank AG, 3.250%, 01/09/28

197,506 0.03

EUR 100,000 Deutsche Post AG, 0.750%, 20/05/29

94,519 0.01

State Street Global Advisors Luxembourg SICAV State Street Euro Corporate Bond Screened Index Fund (continued)

Schedule of Investments (continued) as at 30 June 2026 (Expressed in Euro)

The accompanying notes are an integral part of these financial statements. 54

Page 58

Nominal Value Description

Market Value

502,575 0.06

EUR 200,000 Deutsche Post AG, 3.000%, 25/11/31

198,610 0.03

EUR 300,000 Deutsche Post AG, 3.375%, 03/07/33

302,931 0.04

EUR 300,000 Deutsche Post AG, 3.750%, 23/12/34

303,318 0.04

EUR 200,000 Deutsche Post AG, 3.750%, 25/11/37

199,026 0.03

EUR 400,000 Deutsche Post AG, 4.000%, 24/03/40

403,896 0.05

EUR 600,000 Deutsche Telekom AG, 2.625%, 04/12/29

592,620 0.07

EUR 700,000 Deutsche Telekom AG, 3.000%, 03/02/32

694,701 0.09

EUR 600,000 Deutsche Telekom AG, 3.375%, 28/04/33

599,544 0.08

EUR 300,000 Deutsche Telekom AG, 1.375%, 05/07/34

258,555 0.03

EUR 200,000 Deutsche Telekom AG, 3.250%, 20/03/36

194,696 0.02

EUR 200,000 Deutsche Telekom AG, 3.875%, 28/04/38

200,868 0.03

EUR 800,000 Deutsche Wohnen SE, 0.500%, 07/04/31

688,616 0.09

EUR 100,000 DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt Am Main, 3.129%, 27/11/31

98,772 0.01

EUR 300,000 DZ Bank AG Deutsche Zentral-Genossenschaftsbank Frankfurt Am Main, 3.920%, 02/01/36

300,324 0.04

EUR 400,000 E.ON SE, 3.500%, 12/01/28 403,560 0.05 EUR 50,000 E.ON SE, 0.750%, 20/02/28 48,361 0.01 EUR 100,000 E.ON SE, 2.875%, 26/08/28 100,190 0.01 EUR 500,000 E.ON SE, 0.100%, 19/12/28 467,505 0.06 EUR 790,000 E.ON SE, 1.625%, 22/05/29 760,636 0.10 EUR 200,000 E.ON SE, 3.375%, 15/01/31 201,794 0.03 EUR 300,000 E.ON SE, 0.625%, 07/11/31 262,317 0.03 EUR 700,000 E.ON SE, 3.500%, 16/04/33 702,198 0.09 EUR 200,000 E.ON SE, 3.448%, 19/01/34 198,478 0.03 EUR 1,215,000 E.ON SE, 0.875%, 18/10/34 987,795 0.12 EUR 300,000 E.ON SE, 3.750%, 15/01/36 302,211 0.04 EUR 100,000 E.ON SE, 3.895%, 19/01/38 99,670 0.01 EUR 300,000 E.ON SE, 4.125%, 25/03/44 299,052 0.04 EUR 200,000 Eurogrid GmbH, 3.075%, 18/10/27 200,476 0.03 EUR 700,000 Eurogrid GmbH, 2.886%, 16/10/29 692,433 0.09 EUR 700,000 Eurogrid GmbH, 3.722%, 27/04/30 710,724 0.09 EUR 800,000 Eurogrid GmbH, 1.113%, 15/05/32 700,016 0.09 EUR 400,000 Eurogrid GmbH, 3.915%, 01/02/34 406,072 0.05 EUR 300,000 Eurogrid GmbH, 4.165%, 16/10/40 297,357 0.04 EUR 200,000 Evonik Industries AG, 2.250%, 25/09/27

198,222 0.03

Nominal Value Description

Market Value

398,128 0.05

EUR 100,000 Fresenius Medical Care AG, 1.250%, 29/11/29

93,736 0.01

EUR 200,000 Fresenius Medical Care AG, 1.500%, 29/05/30

186,950 0.02

EUR 200,000 Fresenius Medical Care AG, 3.250%, 24/11/30

198,996 0.03

EUR 105,000 Fresenius SE & Co. KGaA, 2.750%, 15/09/29

103,489 0.01

EUR 500,000 Fresenius SE & Co. KGaA, 5.125%, 05/10/30

534,965 0.07

EUR 325,000 Fresenius SE & Co. KGaA, 3.500%, 15/03/34

320,248 0.04

EUR 200,000 Hamburg Commercial Bank AG, 4.750%, 02/05/29

207,586 0.03

EUR 200,000 Hamburg Commercial Bank AG, 3.250%, 03/02/31

197,526 0.03

EUR 700,000 Hamburger Sparkasse AG, 2.875%, 17/02/31

686,280 0.09

EUR 800,000 Hannover Rueck SE, 1.125%, 09/10/39

743,912 0.09

EUR 300,000 Heidelberg Materials AG, 3.500%, 10/10/29

302,289 0.04

EUR 240,000 Heidelberg Materials AG, 3.375%, 17/10/31

241,222 0.03

EUR 415,000 Heidelberg Materials AG, 4.000%, 18/07/35

417,664 0.05

EUR 200,000 Henkel AG & Co. KGaA, 2.625%, 13/09/27

200,530 0.03

EUR 200,000 HOCHTIEF AG, 0.500%, 03/09/27 194,322 0.02 EUR 300,000 HOCHTIEF AG, 4.250%, 31/05/30 309,135 0.04 EUR 200,000 Infineon Technologies AG, 1.625%, 24/06/29

191,668 0.02

EUR 200,000 Infineon Technologies AG, 2.875%, 13/02/30

197,708 0.03

EUR 100,000 Infineon Technologies AG, 3.000%, 16/02/31

98,652 0.01

EUR 200,000 Infineon Technologies AG, 3.500%, 16/02/34

198,804 0.03

EUR 100,000 Infineon Technologies AG, 3.750%, 16/02/37

99,067 0.01

EUR 600,000 Infineon Technologies AG, 3.625%, 31/12/99

600,726 0.08

EUR 300,000 LEG Immobilien SE, 1.000%, 19/11/32

253,008 0.03

EUR 200,000 LEG Immobilien SE, 1.500%, 17/01/34

166,934 0.02

EUR 400,000 LEG Immobilien SE, 3.875%, 20/01/35

391,824 0.05

EUR 1,000,000 Mercedes-Benz Group AG, 1.375%, 11/05/28

974,150 0.12

EUR 570,000 Mercedes-Benz Group AG, 1.500%, 03/07/29

544,675 0.07

EUR 500,000 Mercedes-Benz Group AG, 2.000%, 27/02/31

473,595 0.06

State Street Global Advisors Luxembourg SICAV State Street Euro Corporate Bond Screened Index Fund (continued)

Schedule of Investments (continued) as at 30 June 2026 (Expressed in Euro)

The accompanying notes are an integral part of these financial statements. 55

Page 59

Nominal Value Description

Market Value

653,422 0.08

EUR 800,000 Mercedes-Benz Group AG, 1.125%, 08/08/34

661,552 0.08

EUR 200,000 Merck Financial Services GmbH, 0.375%, 05/07/27

195,254 0.02

EUR 200,000 Merck Financial Services GmbH, 2.375%, 15/06/30

195,396 0.02

EUR 800,000 Merck KGaA, 3.875%, 27/08/54 801,728 0.10 EUR 800,000 Merck KGaA, 2.875%, 25/06/79 785,040 0.10 EUR 200,000 Muenchener Hypothekenbank eG, 0.375%, 09/03/29

186,162 0.02

EUR 700,000 Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen, 1.250%, 26/05/41

631,869 0.08

EUR 200,000 Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen, 4.125%, 26/05/46

199,846 0.03

EUR 800,000 Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen, 3.250%, 26/05/49

797,064 0.10

EUR 700,000 Robert Bosch GmbH, 3.625%, 02/06/30

709,058 0.09

EUR 900,000 Robert Bosch GmbH, 4.000%, 02/06/35

913,176 0.12

EUR 200,000 Robert Bosch GmbH, 4.375%, 02/06/43

198,456 0.03

EUR 400,000 SAP SE, 1.375%, 13/03/30 377,120 0.05 EUR 500,000 Sixt SE, 5.125%, 09/10/27 511,430 0.06 EUR 200,000 Sixt SE, 3.250%, 22/01/30 199,310 0.03 EUR 200,000 TAG Immobilien AG, 3.625%, 03/03/32

197,722 0.03

EUR 300,000 Talanx AG, 1.750%, 01/12/42 266,976 0.03 EUR 800,000 Talanx AG, 2.250%, 05/12/47 786,784 0.10 EUR 500,000 Vier Gas Transport GmbH, 4.000%, 26/09/27

505,375 0.06

EUR 300,000 Vier Gas Transport GmbH, 3.625%, 08/09/33

298,554 0.04

EUR 400,000 Volkswagen Bank GmbH, 2.750%, 19/06/28

396,200 0.05

EUR 300,000 Volkswagen Bank GmbH, 3.125%, 10/12/29

296,586 0.04

EUR 200,000 Volkswagen Bank GmbH, 3.500%, 19/06/31

197,346 0.02

EUR 100,000 Volkswagen Bank GmbH, 3.625%, 02/10/32

98,524 0.01

EUR 200,000 Volkswagen Bank GmbH, 3.750%, 10/12/32

197,492 0.03

EUR 200,000 Volkswagen Financial Services AG, 2.250%, 01/10/27

198,176 0.03

EUR 275,000 Volkswagen Financial Services AG, 0.875%, 31/01/28

265,482 0.03

EUR 900,000 Volkswagen Financial Services AG, 3.375%, 06/04/28

904,338 0.11

Nominal Value Description

Market Value

179,524 0.02

EUR 700,000 Volkswagen Leasing GmbH, 3.875%, 11/10/28

710,031 0.09

EUR 200,000 Volkswagen Leasing GmbH, 0.500%, 12/01/29

187,036 0.02

EUR 680,000 Volkswagen Leasing GmbH, 4.625%, 25/03/29

703,766 0.09

EUR 800,000 Volkswagen Leasing GmbH, 4.000%, 11/04/31

813,664 0.10

EUR 800,000 Vonovia SE, 0.375%, 16/06/27 780,704 0.10 EUR 100,000 Vonovia SE, 5.000%, 23/11/30 106,022 0.01 EUR 200,000 Vonovia SE, 3.500%, 12/11/32 197,096 0.02 EUR 600,000 Vonovia SE, 1.000%, 16/06/33 495,594 0.06 EUR 600,000 Vonovia SE, 4.250%, 10/04/34 610,824 0.08 EUR 500,000 Vonovia SE, 4.000%, 12/11/36 492,535 0.06 EUR 700,000 Vonovia SE, 4.500%, 12/11/40 692,377 0.09 EUR 200,000 Vonovia SE, 1.500%, 14/06/41 134,308 0.02 EUR 200,000 Wuestenrot Bausparkasse AG, 3.375%, 20/05/30

199,432 0.03

Total Germany 66,659,424 8.47 Greece EUR 200,000 Alpha Bank SA, 6.875%, 27/06/29 213,466 0.03 EUR 200,000 Alpha Bank SA, 5.000%, 12/05/30 208,854 0.03 EUR 500,000 Eurobank SA, 2.875%, 07/07/28 498,555 0.06 EUR 500,000 Eurobank SA, 3.250%, 12/03/30 497,995 0.06 EUR 400,000 Eurobank SA, 4.000%, 24/09/30 406,792 0.05 EUR 600,000 Eurobank SA, 4.000%, 07/02/36 596,166 0.08 EUR 200,000 National Bank of Greece SA, 2.750%, 21/07/29

197,904 0.02

EUR 800,000 National Bank of Greece SA, 3.125%, 04/02/31

791,776 0.10

EUR 100,000 National Bank of Greece SA, 3.375%, 27/11/32

98,908 0.01

EUR 300,000 Piraeus Bank SA, 4.625%, 17/07/29

307,248 0.04

Total Greece 3,817,664 0.48 Hungary EUR 500,000 Erste Bank Hungary Zrt, 3.375%, 29/01/31

491,385 0.06

EUR 400,000 OTP Bank Nyrt, 4.750%, 12/06/28 405,188 0.05 EUR 200,000 OTP Bank Nyrt, 5.000%, 31/01/29 204,978 0.03 EUR 300,000 OTP Bank Nyrt, 4.250%, 16/10/30 305,394 0.04 EUR 500,000 OTP Bank Nyrt, 3.625%, 03/02/32 494,560 0.06 EUR 300,000 Raiffeisen Bank zrt, 4.191%, 01/07/31

301,368 0.04

Total Hungary 2,202,873 0.28 Iceland EUR 200,000 Arion Banki Hf., 4.625%, 21/11/28 206,358 0.02 EUR 800,000 Arion Banki Hf., 3.500%, 02/09/31 791,592 0.10 EUR 300,000 Islandsbanki Hf., 3.750%, 11/11/32 298,056 0.04 Total Iceland 1,296,006 0.16

State Street Global Advisors Luxembourg SICAV State Street Euro Corporate Bond Screened Index Fund (continued)

Schedule of Investments (continued) as at 30 June 2026 (Expressed in Euro)

The accompanying notes are an integral part of these financial statements. 56

Page 60

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Corporate Bonds - 98.08% (continued) Ireland EUR 500,000 AIB Group PLC, 4.625%, 23/07/29 514,060 0.07 EUR 100,000 AIB Group PLC, 3.750%, 20/03/33 101,423 0.01 EUR 800,000 AIB Group PLC, 3.750%, 02/12/36 791,520 0.10 EUR 700,000 Atlas Copco Finance DAC, 3.500%, 01/04/35

697,060 0.09

EUR 700,000 Bank of Ireland Group PLC, 4.875%, 16/07/28

713,545 0.09

EUR 200,000 Bank of Ireland Group PLC, 3.875%, 02/04/34

202,670 0.03

EUR 400,000 Bank of Ireland Group PLC, 4.750%, 10/08/34

411,696 0.05

EUR 200,000 Bank of Ireland Group PLC, 3.625%, 10/11/36

197,826 0.03

EUR 300,000 BMS Ireland Capital Funding DAC, 2.973%, 10/11/30

297,882 0.04

EUR 300,000 BMS Ireland Capital Funding DAC, 3.857%, 10/11/38

299,481 0.04

EUR 300,000 BMS Ireland Capital Funding DAC, 4.289%, 10/11/45

296,607 0.04

EUR 500,000 BMS Ireland Capital Funding DAC, 4.581%, 10/11/55

494,595 0.06

EUR 200,000 CCEP Finance Ireland DAC, 0.875%, 06/05/33

168,942 0.02

EUR 100,000 CRH SMW Finance DAC, 4.000%, 11/07/31

102,997 0.01

EUR 700,000 CRH SMW Finance DAC, 4.250%, 11/07/35

722,743 0.09

EUR 400,000 DCC Group Finance Ireland DAC, 4.375%, 27/06/31

402,396 0.05

EUR 400,000 Dell Bank International DAC, 4.500%, 18/10/27

406,456 0.05

EUR 300,000 Dell Bank International DAC, 3.625%, 24/06/29

303,210 0.04

EUR 400,000 DXC Capital Funding DAC, 4.250%, 09/12/30

395,824 0.05

EUR 100,000 Eaton Capital ULC, 0.577%, 08/03/30

91,374 0.01

EUR 600,000 Eaton Capital ULC, 3.601%, 21/05/31

608,970 0.08

EUR 100,000 Eaton Capital ULC, 3.550%, 10/03/34

100,027 0.01

EUR 100,000 Eaton Capital ULC, 4.000%, 10/03/38

101,192 0.01

EUR 300,000 Fiserv Funding ULC, 4.000%, 15/06/36

290,475 0.04

EUR 200,000 Flutter Treasury DAC, 4.000%, 04/06/31

196,710 0.02

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        "text": "Appendix II - Note for investors in Switzerland 621"
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        "text": "Appendix III - Securities Financing Transactions 627"
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