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State Street AUT Global Treasury
1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements
For the period ended 30th June 2026
Page 2
Contents Page
Manager's Report* 1
Portfolio Statement* 3
Directors' Report to Unitholders* 18
Comparative Table* 19
Financial statements: 20
Statement of Total Return 20
Statement of Change in Net Assets Attributable to Unitholders 20
Balance Sheet 21
Notes to the Financial Statements 22
Directory* 28
* These collectively comprise the Manager’s Report.
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Page 3
Authorised Status The State Street AUT Global Treasury 1-5 Year Bond Index Fund (the “Fund”) is an Authorised Unit Trust Scheme as defined in section 243 of the Financial Services and Markets Act 2000 and it is a UCITS Retail Scheme within the meaning of the FCA Collective Investment Schemes sourcebook. The unitholders are not liable for the debts of the Fund.
Investment Objective and Policy
The objective of the Fund is to replicate, as closely as possible and on a “gross of fees” basis, the return of the global government bond market with a maturity between 1 and 5 years hedged back to Pound Sterling as represented by the Bloomberg 1-5Y G7 Treasury GBP Hedged Index , net of withholding taxes (or its recognised replacement or equivalent). The Bloomberg 1-5Y G7 Treasury GBP Hedged Index measures the performance of the global government bond markets of the G7 countries, whose maturities range between 1-5 years with currency exchange rate exposures hedged to Pound Sterling and consists of G7 Treasury bonds with maturity between 1 to 5 years. Securities within the Index must be fixed rate and rated investment grade as defined by the Index methodology.
The Fund is passively managed, meaning that the objective of the Fund is to achieve an investment return that is as close as possible, and on a “gross of fees” basis, to the return of the Index. The Investment Adviser seeks to achieve the objective by applying a stratified sampling strategy. This strategy seeks to build a representative portfolio that matches the risk and return characteristics of the Index in the most efficient way, including, but not limited to, risks related to currencies, countries, sectors, quality, maturity duration and issuers. Stratified sampling is used because the Index contains too many securities to efficiently purchase and, at times, certain securities included in the Index may be difficult, or too costly, to purchase in the open markets. Consequently, the Fund will typically hold only a subset of the securities included in the Index.
The Investment Adviser also may, in exceptional circumstances, invest in securities not included in the Index but that it believes closely reflect the risk and distribution characteristics of securities of the Index. From time to time securities are added to or removed from the Index. The InvestmentAdviser may sell securities that are represented in the Index, or purchase securities that are not yet represented in the Index, in anticipation of their removal from or addition to the Index. Where such securities remain non-Index constituents, they will be sold or transferred as soon as reasonably practicable.
The Fund may also invest in transferable securities, money market instruments, warrants, units in collective investment schemes, deposits and derivatives.
The Fund may invest in collective investment schemes managed or operated by companies in the same group as the Manager or the Investment Adviser. The Fund will seek to track the performance of the Index whilst seeking to minimise as far as possible the tracking error between the Fund’s performance and that of the Index.
Performance
The Fund returned 1.87% (1.86% net of fees) for the Reporting Period ended 30 June 2026, compared to the Bloomberg G7 Treasury 1–5 Years Index return of 1.94%, resulting in a tracking difference of -0.07%. The tracking difference of the Fund primarily reflects timing and pricing methodology differences up until 31 May 2026. From 1 June 2026, the Index pricing moved to 12:00pm, bringing the benchmark valuations more closely in line.
Note: Performance returns presented above are in GBP.
Risk and Reward Profile Lower risk
Potentially lower reward
Higher risk
Potentially higher reward
123 67 4 5 4 5
Risk Disclaimer The risk category above is not a measure of capital loss or gains but of how significant the rises and falls in the Fund’s return have been historically.
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Manager’s Report
For the first Reporting Period from 6th October 2025 (launch date) to 30th June 2026
1
Page 4
For example a fund whose return has experienced significant rises and falls will be in a higher risk category, whereas a fund whose return has experienced less significant rises and falls will be in a lower risk category.
The lowest category (i.e. category 1) does not mean that a fund is a risk free investment.
As the Fund's risk category has been calculated using historical simulated proxy data, it may not be a reliable indication of the Fund's future risk profile.
The Fund’s risk category shown is not guaranteed and may change in the future.
Why is this Fund in this category?
The Fund is in risk category 4 as its return has experienced medium rises and falls historically.
The following are material risks relevant to the Fund which are not adequately captured by the risk category.
Screening Risk: The Fund may track an index that uses a screen to identify securities based on criteria including, but, not limited to environmental, social and governance (ESG) criteria. The screen may be fully or partially designed by the Manager or by a third party provider. There is a risk that errors are made in the screening process. There is an additional risk that a screen provider may amend or discontinue its screening services and/or that the Manager may change the screen or screen provider. In such circumstances, there is no guarantee that a replacement screen provided would result in a similar screening process or would be available.
Currency Hedging Risk: There can be no assurance that the Fund's hedging transactions will be effective. By seeking to reduce or eliminate losses caused by exchange rate fluctuations, hedging may also reduce or eliminate gains.
Index Tracking Risk: The Fund's performance may not exactly track the Index. This can result from market fluctuations, changes in the composition of the Index, transaction costs, the costs of making changes to the Fund's portfolio and other Fund expenses. Please refer to the Prospectus for full details about the risks associated with this Fund.
Derivatives Usage Derivatives are used in the Fund for efficient portfolio management purposes. The Fund invests in index futures to manage client inflows and outflows and to hedge accrued income. At all times the futures exposure is covered entirely by cash or cash equivalents.
As at 30 June 2026, the Fund had no exposure to futures contracts.
Tracking Error The Tracking Error measures the standard deviation of the relative returns. It is the annualised standard deviation of the returns of a fund minus those of its benchmark (relative returns) and not the standard deviation of each fund’s unique returns. The lower the tracking error of a fund, the more the fund resembles its benchmark or the market regarding risk and return characteristics.
As the Fund has been in operation for less than one year as at 30 June 2026, a tracking error for the one-year period is not available.
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Manager's Report (continued)
For the first Reporting Period from 6th October 2025 (launch date) to 30th June 2026
2
Page 5
Nominal
Market Value £'000
% of Total Net Assets
Government Bonds — 99.54%
Canada — 2.40% Canada Government Bonds 0.500% 01/12/2030 CAD 18,580,000 8,871 0.15 Canada Government Bonds 1.250% 01/06/2030 CAD 9,880,000 4,921 0.08 Canada Government Bonds 2.000% 01/06/2028 CAD 1,680,000 880 0.02 Canada Government Bonds 2.250% 01/02/2028 CAD 7,700,000 4,060 0.07 Canada Government Bonds 2.500% 01/08/2027 CAD 11,350,000 6,021 0.10 Canada Government Bonds 2.500% 01/11/2027 CAD 28,210,000 14,950 0.25 Canada Government Bonds 2.500% 01/05/2028 CAD 4,900,000 2,591 0.04 Canada Government Bonds 2.750% 01/09/2027 CAD 4,860,000 2,585 0.04 Canada Government Bonds 2.750% 01/03/2030 CAD 30,120,000 15,900 0.27 Canada Government Bonds 2.750% 01/09/2030 CAD 40,720,000 21,443 0.36 Canada Government Bonds 2.750% 01/03/2031 CAD 19,100,000 10,033 0.17 Canada Government Bonds 3.250% 01/09/2028 CAD 18,770,000 10,066 0.17 Canada Government Bonds 3.500% 01/03/2028 CAD 8,200,000 4,410 0.07 Canada Government Bonds 3.500% 01/09/2029 CAD 30,220,000 16,347 0.28 Canada Government Bonds 4.000% 01/03/2029 CAD 33,380,000 18,252 0.31 Canada Government Bonds 5.750% 01/06/2029 CAD 2,000,000 1,148 0.02
142,478 2.40
France — 6.90% French Republic Government Bonds OAT 0.010% 25/11/2029 EUR 12,240,000 9,606 0.16 French Republic Government Bonds OAT 0.010% 25/11/2030 EUR 30,750,000 23,378 0.39 French Republic Government Bonds OAT 0.500% 25/05/2029 EUR 38,500,000 31,130 0.53 French Republic Government Bonds OAT 0.750% 25/02/2028 EUR 29,880,000 24,956 0.42 French Republic Government Bonds OAT 0.750% 25/05/2028 EUR 36,000,000 29,923 0.51 French Republic Government Bonds OAT 0.750% 25/11/2028 EUR 20,100,000 16,541 0.28 French Republic Government Bonds OAT 1.500% 25/05/2031 EUR 33,600,000 27,070 0.46 French Republic Government Bonds OAT 2.400% 24/09/2028 EUR 36,980,000 31,655 0.53 French Republic Government Bonds OAT 2.400% 24/09/2029 EUR 2,500,000 2,129 0.04 French Republic Government Bonds OAT 2.500% 24/09/2027 EUR 18,550,000 15,956 0.27 French Republic Government Bonds OAT 2.500% 25/05/2030 EUR 45,630,000 38,844 0.66 French Republic Government Bonds OAT 2.700% 25/02/2031 EUR 43,800,000 37,368 0.63 French Republic Government Bonds OAT 2.750% 25/10/2027 EUR 43,420,000 37,461 0.63
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement
As at 30th June 2026
3
Page 6
Nominal
Market Value £'000
% of Total Net Assets
Government Bonds — 99.54% (continued)
France — 6.90% (continued) French Republic Government Bonds OAT 2.750% 25/02/2029 EUR 46,960,000 40,478 0.68 French Republic Government Bonds OAT 2.750% 25/02/2030 EUR 43,370,000 37,277 0.63 French Republic Government Bonds OAT 5.500% 25/04/2029 EUR 5,230,000 4,841 0.08
408,613 6.90
Germany — 5.99% Bundesobligation 1.300% 15/10/2027 EUR 10,390,000 8,818 0.15 Bundesobligation 1.300% 15/10/2027 EUR 5,780,000 4,907 0.08 Bundesobligation 2.100% 12/04/2029 EUR 22,950,000 19,553 0.33 Bundesobligation 2.100% 12/04/2029 EUR 12,990,000 11,070 0.19 Bundesobligation 2.200% 13/04/2028 EUR 22,450,000 19,237 0.33 Bundesobligation 2.200% 10/10/2030 EUR 27,190,000 23,086 0.39 Bundesobligation 2.400% 19/10/2028 EUR 26,300,000 22,604 0.38 Bundesobligation 2.400% 18/04/2030 EUR 30,210,000 25,893 0.44 Bundesobligation 2.500% 11/10/2029 EUR 22,080,000 19,006 0.32 Bundesobligation 2.500% 16/04/2031 EUR 18,350,000 15,749 0.27 Bundesrepublik Deutschland Bundesanleihe 0.010% 15/11/2027 EUR 930,000 775 0.01 Bundesrepublik Deutschland Bundesanleihe 0.010% 15/11/2028 EUR 580,000 471 0.01 Bundesrepublik Deutschland Bundesanleihe 0.010% 15/08/2029 EUR 1,660,000 1,324 0.02 Bundesrepublik Deutschland Bundesanleihe 0.010% 15/02/2030 EUR 1,740,000 1,370 0.02 Bundesrepublik Deutschland Bundesanleihe 0.010% 15/08/2030 EUR 3,320,000 2,581 0.04 Bundesrepublik Deutschland Bundesanleihe 0.010% 15/02/2031 EUR 18,210,000 13,968 0.24 Bundesrepublik Deutschland Bundesanleihe 0.250% 15/08/2028 EUR 14,360,000 11,810 0.20 Bundesrepublik Deutschland Bundesanleihe 0.250% 15/02/2029 EUR 1,950,000 1,586 0.03 Bundesrepublik Deutschland Bundesanleihe 0.500% 15/08/2027 EUR 26,680,000 22,488 0.38 Bundesrepublik Deutschland Bundesanleihe 0.500% 15/02/2028 EUR 5,410,000 4,515 0.08 Bundesrepublik Deutschland Bundesanleihe 2.100% 15/11/2029 EUR 22,540,000 19,151 0.32 Bundesrepublik Deutschland Bundesanleihe 2.400% 15/11/2030 EUR 24,060,000 20,587 0.35 Bundesrepublik Deutschland Bundesanleihe 4.750% 04/07/2028 EUR 280,000 252 0.00 Bundesrepublik Deutschland Bundesanleihe 5.625% 04/01/2028 EUR 1,400,000 1,261 0.02 Bundesrepublik Deutschland Bundesanleihe 6.250% 04/01/2030 EUR 2,040,000 1,974 0.03 Bundesrepublik Deutschland Bundesanleihe 6.500% 04/07/2027 EUR 1,430,000 1,281 0.02
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
4
Page 7
Nominal
Market Value £'000
% of Total Net Assets
Government Bonds — 99.54% (continued)
Germany — 5.99% (continued) Bundesschatzanweisungen 1.700% 10/06/2027 EUR 20,810,000 17,800 0.30 Bundesschatzanweisungen 1.900% 16/09/2027 EUR 20,210,000 17,287 0.29 Bundesschatzanweisungen 2.000% 16/12/2027 EUR 23,440,000 20,047 0.34 Bundesschatzanweisungen 2.100% 15/03/2028 EUR 21,500,000 18,393 0.31 Bundesschatzanweisungen 2.500% 14/06/2028 EUR 6,900,000 5,942 0.10
354,786 5.99
Italy — 6.44% Italy Buoni Poliennali Del Tesoro 0.900% 01/04/2031 EUR 16,000,000 12,543 0.21 Italy Buoni Poliennali Del Tesoro 0.950% 15/09/2027 EUR 1,000,000 845 0.01 Italy Buoni Poliennali Del Tesoro 0.950% 01/08/2030 EUR 16,980,000 13,552 0.23 Italy Buoni Poliennali Del Tesoro 2.000% 01/02/2028 EUR 4,170,000 3,558 0.06 Italy Buoni Poliennali Del Tesoro 2.050% 01/08/2027 EUR 1,610,000 1,379 0.02 Italy Buoni Poliennali Del Tesoro 2.100% 26/08/2027 EUR 20,650,000 17,683 0.30 Italy Buoni Poliennali Del Tesoro 2.200% 01/06/2027 EUR 4,450,000 3,822 0.06 Italy Buoni Poliennali Del Tesoro 2.200% 28/02/2028 EUR 1,800,000 1,539 0.03 Italy Buoni Poliennali Del Tesoro 2.350% 15/01/2029 EUR 21,190,000 18,082 0.31 Italy Buoni Poliennali Del Tesoro 2.400% 15/03/2029 EUR 1,000,000 854 0.01 Italy Buoni Poliennali Del Tesoro 2.650% 01/12/2027 EUR 5,430,000 4,679 0.08 Italy Buoni Poliennali Del Tesoro 2.650% 15/06/2028 EUR 19,550,000 16,833 0.28 Italy Buoni Poliennali Del Tesoro 2.700% 15/10/2027 EUR 20,960,000 18,069 0.30 Italy Buoni Poliennali Del Tesoro 2.700% 01/10/2030 EUR 12,090,000 10,324 0.17 Italy Buoni Poliennali Del Tesoro 2.800% 15/06/2029 EUR 3,640,000 3,139 0.05 Italy Buoni Poliennali Del Tesoro 2.850% 01/02/2031 EUR 24,200,000 20,751 0.35 Italy Buoni Poliennali Del Tesoro 2.950% 01/07/2030 EUR 19,890,000 17,174 0.29 Italy Buoni Poliennali Del Tesoro 3.000% 01/10/2029 EUR 23,080,000 19,999 0.34 Italy Buoni Poliennali Del Tesoro 3.350% 01/07/2029 EUR 23,940,000 20,956 0.35 Italy Buoni Poliennali Del Tesoro 3.400% 01/04/2028 EUR 20,850,000 18,188 0.31 Italy Buoni Poliennali Del Tesoro 3.450% 15/07/2027 EUR 18,280,000 15,881 0.27 Italy Buoni Poliennali Del Tesoro 3.500% 01/03/2030 EUR 5,360,000 4,727 0.08 Italy Buoni Poliennali Del Tesoro 3.500% 15/02/2031 EUR 13,800,000 12,165 0.21 Italy Buoni Poliennali Del Tesoro 3.700% 15/06/2030 EUR 22,190,000 19,693 0.33
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
5
Page 8
Nominal
Market Value £'000
% of Total Net Assets
Government Bonds — 99.54% (continued)
Italy — 6.44% (continued) Italy Buoni Poliennali Del Tesoro 3.800% 01/08/2028 EUR 20,160,000 17,757 0.30 Italy Buoni Poliennali Del Tesoro 3.850% 15/12/2029 EUR 23,990,000 21,357 0.36 Italy Buoni Poliennali Del Tesoro 4.000% 15/11/2030 EUR 22,170,000 19,929 0.34 Italy Buoni Poliennali Del Tesoro 4.100% 01/02/2029 EUR 22,440,000 19,981 0.34 Italy Buoni Poliennali Del Tesoro 4.750% 01/09/2028 EUR 24,760,000 22,254 0.38 Italy Buoni Poliennali Del Tesoro 5.250% 01/11/2029 EUR 2,500,000 2,322 0.04 Italy Buoni Poliennali Del Tesoro 6.500% 01/11/2027 EUR 1,640,000 1,483 0.03
381,518 6.44
Japan — 15.31%
Japan Government Five Year Bonds 0.005% 20/06/2027
JPY 4,653,000,000 21,423 0.36
Japan Government Five Year Bonds 0.100% 20/09/2027
JPY 5,582,000,000 25,637 0.43
Japan Government Five Year Bonds 0.100% 20/03/2028
JPY 1,790,000,000 8,160 0.14
Japan Government Five Year Bonds 0.100% 20/06/2028
JPY 218,000,000 990 0.02
Japan Government Five Year Bonds 0.200% 20/12/2027
JPY 4,478,000,000 20,519 0.35
Japan Government Five Year Bonds 0.200% 20/03/2028
JPY 562,000,000 2,566 0.04 Japan Government Five Year Bonds 0.200% 20/06/2028 JPY 86,000,000 391 0.01
Japan Government Five Year Bonds 0.200% 20/12/2028
JPY 383,000,000 1,729 0.03
Japan Government Five Year Bonds 0.300% 20/12/2027
JPY 3,216,000,000 14,758 0.25
Japan Government Five Year Bonds 0.300% 20/06/2028
JPY 621,000,000 2,831 0.05
Japan Government Five Year Bonds 0.300% 20/09/2028
JPY 211,000,000 958 0.02
Japan Government Five Year Bonds 0.300% 20/12/2028
JPY 266,000,000 1,204 0.02 Japan Government Five Year Bonds 0.300% 20/12/2028 JPY 53,000,000 240 0.00
Japan Government Five Year Bonds 0.400% 20/09/2028
JPY 2,625,000,000 11,949 0.20
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
6
Page 9
Nominal
Market Value £'000
% of Total Net Assets
Government Bonds — 99.54% (continued)
Japan — 15.31% (continued)
Japan Government Five Year Bonds 0.400% 20/12/2028
JPY 312,000,000 1,415 0.02
Japan Government Five Year Bonds 0.400% 20/03/2029
JPY 2,739,000,000 12,381 0.21
Japan Government Five Year Bonds 0.400% 20/06/2029
JPY 2,843,000,000 12,805 0.22
Japan Government Five Year Bonds 0.500% 20/03/2029
JPY 3,646,000,000 16,524 0.28
Japan Government Five Year Bonds 0.500% 20/06/2029
JPY 3,792,000,000 17,126 0.29
Japan Government Five Year Bonds 0.600% 20/03/2029
JPY 2,780,000,000 12,636 0.21
Japan Government Five Year Bonds 0.600% 20/06/2029
JPY 3,628,000,000 16,439 0.28
Japan Government Five Year Bonds 0.600% 20/09/2029
JPY 2,698,000,000 12,175 0.21
Japan Government Five Year Bonds 0.700% 20/09/2029
JPY 4,012,000,000 18,159 0.31
Japan Government Five Year Bonds 0.900% 20/12/2029
JPY 3,746,000,000 17,001 0.29
Japan Government Five Year Bonds 1.000% 20/12/2029
JPY 2,659,000,000 12,114 0.20
Japan Government Five Year Bonds 1.000% 20/03/2030
JPY 6,756,000,000 30,662 0.52
Japan Government Five Year Bonds 1.000% 20/06/2030
JPY 5,277,000,000 23,855 0.40
Japan Government Five Year Bonds 1.100% 20/12/2029
JPY 3,565,000,000 16,292 0.27
Japan Government Five Year Bonds 1.100% 20/06/2030
JPY 3,968,000,000 18,011 0.30
Japan Government Five Year Bonds 1.300% 20/09/2030
JPY 3,956,000,000 18,037 0.30
Japan Government Five Year Bonds 1.400% 20/09/2030
JPY 2,640,000,000 12,088 0.20
Japan Government Five Year Bonds 1.600% 20/12/2030
JPY 6,005,000,000 27,647 0.47
Japan Government Five Year Bonds 1.600% 20/12/2030
JPY 200,000,000 922 0.02 Japan Government Five Year Bonds 1.800% 20/03/2031 JPY 65,000,000 301 0.00
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
7
Page 10
Nominal
Market Value £'000
% of Total Net Assets
Government Bonds — 99.54% (continued)
Japan — 15.31% (continued)
Japan Government Five Year Bonds 2.000% 20/03/2031
JPY 2,145,000,000 10,031 0.17
Japan Government Ten Year Bonds 0.100% 20/06/2027
JPY 373,000,000 1,719 0.03
Japan Government Ten Year Bonds 0.100% 20/09/2027
JPY 5,805,000,000 26,660 0.45
Japan Government Ten Year Bonds 0.100% 20/12/2027
JPY 5,810,000,000 26,582 0.45
Japan Government Ten Year Bonds 0.100% 20/03/2028
JPY 4,518,000,000 20,596 0.35
Japan Government Ten Year Bonds 0.100% 20/06/2028
JPY 4,454,000,000 20,223 0.34
Japan Government Ten Year Bonds 0.100% 20/09/2028
JPY 3,456,000,000 15,629 0.26
Japan Government Ten Year Bonds 0.100% 20/12/2028
JPY 3,859,000,000 17,380 0.29
Japan Government Ten Year Bonds 0.100% 20/03/2029
JPY 2,554,000,000 11,452 0.19
Japan Government Ten Year Bonds 0.100% 20/06/2029
JPY 3,933,000,000 17,556 0.30
Japan Government Ten Year Bonds 0.100% 20/09/2029
JPY 5,507,000,000 24,451 0.41
Japan Government Ten Year Bonds 0.100% 20/12/2029
JPY 5,639,000,000 24,896 0.42
Japan Government Ten Year Bonds 0.100% 20/03/2030
JPY 4,756,000,000 20,879 0.35
Japan Government Ten Year Bonds 0.100% 20/06/2030
JPY 3,338,000,000 14,561 0.25
Japan Government Ten Year Bonds 0.100% 20/09/2030
JPY 2,808,000,000 12,175 0.21
Japan Government Ten Year Bonds 0.100% 20/12/2030
JPY 5,858,000,000 25,233 0.43
Japan Government Ten Year Bonds 0.100% 20/03/2031
JPY 5,818,000,000 24,904 0.42
Japan Government Twenty Year Bonds 1.900% 20/12/2028
JPY 895,000,000 4,212 0.07
Japan Government Twenty Year Bonds 1.900% 20/03/2029
JPY 768,000,000 3,614 0.06 Japan Government Twenty Year Bonds 1.900% 20/09/2030 JPY 68,000,000 318 0.00 Japan Government Twenty Year Bonds 2.000% 20/06/2030 JPY 84,000,000 395 0.01
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
8
Page 11
Nominal
Market Value £'000
% of Total Net Assets
Government Bonds — 99.54% (continued)
Japan — 15.31% (continued)
Japan Government Twenty Year Bonds 2.100% 20/09/2027
JPY 320,000,000 1,506 0.02
Japan Government Twenty Year Bonds 2.100% 20/12/2027
JPY 107,000,000 504 0.01
Japan Government Twenty Year Bonds 2.100% 20/09/2028
JPY 228,000,000 1,077 0.02
Japan Government Twenty Year Bonds 2.100% 20/12/2028
JPY 344,000,000 1,626 0.03
Japan Government Twenty Year Bonds 2.100% 20/03/2029
JPY 831,000,000 3,931 0.07
Japan Government Twenty Year Bonds 2.100% 20/06/2029
JPY 1,132,000,000 5,357 0.09
Japan Government Twenty Year Bonds 2.100% 20/09/2029
JPY 1,452,000,000 6,871 0.12
Japan Government Twenty Year Bonds 2.100% 20/12/2029
JPY 1,137,000,000 5,377 0.09
Japan Government Twenty Year Bonds 2.100% 20/03/2030
JPY 1,111,000,000 5,250 0.09
Japan Government Twenty Year Bonds 2.200% 20/09/2027
JPY 373,000,000 1,757 0.03 Japan Government Twenty Year Bonds 2.200% 20/03/2028 JPY 4,000,000 19 0.00
Japan Government Twenty Year Bonds 2.200% 20/09/2028
JPY 298,000,000 1,411 0.02
Japan Government Twenty Year Bonds 2.200% 20/06/2029
JPY 339,000,000 1,609 0.03
Japan Government Twenty Year Bonds 2.200% 20/12/2029
JPY 930,000,000 4,413 0.07
Japan Government Twenty Year Bonds 2.200% 20/03/2030
JPY 1,044,000,000 4,950 0.08
Japan Government Twenty Year Bonds 2.300% 20/06/2027
JPY 423,000,000 1,991 0.03
Japan Government Twenty Year Bonds 2.300% 20/06/2028
JPY 311,000,000 1,474 0.02
Japan Government Twenty Year Bonds 2.400% 20/06/2028
JPY 328,000,000 1,557 0.03
Japan Government Two Year Bonds 0.700% 01/07/2027
JPY 2,943,000,000 13,637 0.23
Japan Government Two Year Bonds 0.900% 01/08/2027
JPY 3,053,000,000 14,167 0.24
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
9
Page 12
Nominal
Market Value £'000
% of Total Net Assets
Government Bonds — 99.54% (continued)
Japan — 15.31% (continued)
Japan Government Two Year Bonds 0.900% 01/09/2027
JPY 2,989,000,000 13,863 0.23
Japan Government Two Year Bonds 1.000% 01/10/2027
JPY 3,047,000,000 14,142 0.24
Japan Government Two Year Bonds 1.000% 01/11/2027
JPY 3,166,000,000 14,688 0.25
Japan Government Two Year Bonds 1.000% 01/12/2027
JPY 3,140,000,000 14,560 0.25
Japan Government Two Year Bonds 1.100% 01/01/2028
JPY 3,057,000,000 14,188 0.24
Japan Government Two Year Bonds 1.300% 01/02/2028
JPY 750,000,000 3,490 0.06
Japan Government Two Year Bonds 1.300% 01/03/2028
JPY 600,000,000 2,792 0.05
Japan Government Two Year Bonds 1.400% 01/04/2028
JPY 3,695,000,000 17,217 0.29
906,835 15.31
United Kingdom — 5.11% U.K. Gilts 0.125% 31/01/2028 GBP 18,580,000 17,520 0.30 U.K. Gilts 0.375% 22/10/2030 GBP 18,550,000 15,816 0.27 U.K. Gilts 0.500% 31/01/2029 GBP 9,020,000 8,242 0.14 U.K. Gilts 0.875% 22/10/2029 GBP 11,190,000 10,083 0.17 U.K. Gilts 1.250% 22/07/2027 GBP 20,500,000 19,917 0.34 U.K. Gilts 1.625% 22/10/2028 GBP 13,390,000 12,678 0.21 U.K. Gilts 4.000% 22/05/2029 GBP 28,210,000 28,078 0.47 U.K. Gilts 4.125% 22/07/2029 GBP 27,660,000 27,623 0.47 U.K. Gilts 4.125% 07/03/2031 GBP 22,650,000 22,515 0.38 U.K. Gilts 4.250% 07/12/2027 GBP 14,640,000 14,681 0.25 U.K. Gilts 4.375% 07/03/2028 GBP 36,750,000 36,895 0.62 U.K. Gilts 4.375% 07/03/2030 GBP 31,270,000 31,451 0.53 U.K. Gilts 4.500% 07/06/2028 GBP 30,660,000 30,870 0.52 U.K. Gilts 4.750% 07/12/2030 GBP 22,800,000 23,348 0.39 U.K. Gilts 6.000% 07/12/2028 GBP 2,850,000 2,979 0.05
302,696 5.11
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
10
Page 13
Nominal
Market Value £'000
% of Total Net Assets
Government Bonds — 99.54% (continued)
United States — 57.39% U.S. Treasury Notes 0.375% 31/07/2027 USD 8,290,000 6,019 0.10 U.S. Treasury Notes 0.375% 30/09/2027 USD 14,700,000 10,608 0.18 U.S. Treasury Notes 0.500% 30/06/2027 USD 15,800,000 11,525 0.19 U.S. Treasury Notes 0.500% 31/08/2027 USD 12,960,000 9,395 0.16 U.S. Treasury Notes 0.500% 31/10/2027 USD 44,360,000 31,963 0.54 U.S. Treasury Notes 0.625% 30/11/2027 USD 21,890,000 15,754 0.27 U.S. Treasury Notes 0.625% 31/12/2027 USD 36,210,000 25,984 0.44 U.S. Treasury Notes 0.625% 15/05/2030 USD 40,500,000 26,804 0.45 U.S. Treasury Notes 0.625% 15/08/2030 USD 37,910,000 24,875 0.42 U.S. Treasury Notes 0.750% 31/01/2028 USD 34,440,000 24,689 0.42 U.S. Treasury Notes 0.875% 15/11/2030 USD 65,000,000 42,776 0.72 U.S. Treasury Notes 1.000% 31/07/2028 USD 26,930,000 19,097 0.32 U.S. Treasury Notes 1.125% 29/02/2028 USD 24,920,000 17,932 0.30 U.S. Treasury Notes 1.125% 31/08/2028 USD 56,020,000 39,731 0.67 U.S. Treasury Notes 1.125% 15/02/2031 USD 67,080,000 44,366 0.75 U.S. Treasury Notes 1.250% 31/03/2028 USD 51,640,000 37,147 0.63 U.S. Treasury Notes 1.250% 30/04/2028 USD 44,590,000 32,005 0.54 U.S. Treasury Notes 1.250% 31/05/2028 USD 62,340,000 44,639 0.75 U.S. Treasury Notes 1.250% 30/06/2028 USD 16,040,000 11,459 0.19 U.S. Treasury Notes 1.250% 30/09/2028 USD 13,010,000 9,231 0.16 U.S. Treasury Notes 1.375% 31/10/2028 USD 22,490,000 15,967 0.27 U.S. Treasury Notes 1.375% 31/12/2028 USD 10,040,000 7,098 0.12 U.S. Treasury Notes 1.500% 30/11/2028 USD 26,040,000 18,505 0.31 U.S. Treasury Notes 1.500% 15/02/2030 USD 52,930,000 36,514 0.62 U.S. Treasury Notes 1.625% 15/08/2029 USD 31,030,000 21,768 0.37 U.S. Treasury Notes 1.625% 15/05/2031 USD 61,000,000 41,022 0.69 U.S. Treasury Notes 1.750% 31/01/2029 USD 37,460,000 26,677 0.45 U.S. Treasury Notes 1.750% 15/11/2029 USD 14,720,000 10,307 0.17 U.S. Treasury Notes 1.875% 28/02/2029 USD 16,650,000 11,877 0.20 U.S. Treasury Notes 2.250% 15/08/2027 USD 37,270,000 27,594 0.47 U.S. Treasury Notes 2.250% 15/11/2027 USD 34,650,000 25,536 0.43 U.S. Treasury Notes 2.375% 31/03/2029 USD 7,560,000 5,457 0.09 U.S. Treasury Notes 2.375% 15/05/2029 USD 14,700,000 10,592 0.18
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
11
Page 14
Nominal
Market Value £'000
% of Total Net Assets
Government Bonds — 99.54% (continued)
United States — 57.39% (continued) U.S. Treasury Notes 2.625% 15/02/2029 USD 14,500,000 10,554 0.18 U.S. Treasury Notes 2.625% 31/07/2029 USD 14,090,000 10,194 0.17 U.S. Treasury Notes 2.750% 31/07/2027 USD 14,030,000 10,450 0.18 U.S. Treasury Notes 2.750% 15/02/2028 USD 53,030,000 39,211 0.66 U.S. Treasury Notes 2.750% 31/05/2029 USD 13,240,000 9,635 0.16 U.S. Treasury Notes 2.875% 15/05/2028 USD 54,150,000 40,010 0.68 U.S. Treasury Notes 2.875% 15/08/2028 USD 17,350,000 12,782 0.22 U.S. Treasury Notes 2.875% 30/04/2029 USD 13,590,000 9,932 0.17 U.S. Treasury Notes 3.125% 31/08/2027 USD 37,620,000 28,113 0.47 U.S. Treasury Notes 3.125% 15/11/2028 USD 37,890,000 27,996 0.47 U.S. Treasury Notes 3.125% 31/08/2029 USD 39,150,000 28,720 0.48 U.S. Treasury Notes 3.250% 30/06/2027 USD 31,470,000 23,588 0.40 U.S. Treasury Notes 3.250% 30/06/2029 USD 18,810,000 13,872 0.23 U.S. Treasury Notes 3.375% 15/09/2027 USD 44,900,000 33,637 0.57 U.S. Treasury Notes 3.375% 30/11/2027 USD 23,370,000 17,479 0.30 U.S. Treasury Notes 3.375% 31/12/2027 USD 18,870,000 14,104 0.24 U.S. Treasury Notes 3.375% 29/02/2028 USD 27,750,000 20,721 0.35 U.S. Treasury Notes 3.375% 15/09/2028 USD 30,620,000 22,775 0.38 U.S. Treasury Notes 3.500% 30/09/2027 USD 24,860,000 18,647 0.31 U.S. Treasury Notes 3.500% 31/10/2027 USD 47,540,000 35,633 0.60 U.S. Treasury Notes 3.500% 31/01/2028 USD 61,750,000 46,214 0.78 U.S. Treasury Notes 3.500% 30/04/2028 USD 43,440,000 32,466 0.55 U.S. Treasury Notes 3.500% 15/10/2028 USD 51,900,000 38,686 0.65 U.S. Treasury Notes 3.500% 15/11/2028 USD 17,800,000 13,263 0.22 U.S. Treasury Notes 3.500% 15/12/2028 USD 16,400,000 12,216 0.21 U.S. Treasury Notes 3.500% 15/01/2029 USD 21,340,000 15,886 0.27 U.S. Treasury Notes 3.500% 15/02/2029 USD 13,790,000 10,261 0.17 U.S. Treasury Notes 3.500% 15/03/2029 USD 12,200,000 9,076 0.15 U.S. Treasury Notes 3.500% 30/09/2029 USD 42,920,000 31,830 0.54 U.S. Treasury Notes 3.500% 31/01/2030 USD 38,450,000 28,459 0.48 U.S. Treasury Notes 3.500% 30/04/2030 USD 12,130,000 8,965 0.15 U.S. Treasury Notes 3.500% 30/11/2030 USD 23,000,000 16,938 0.29 U.S. Treasury Notes 3.500% 28/02/2031 USD 26,500,000 19,493 0.33
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
12
Page 15
Nominal
Market Value £'000
% of Total Net Assets
Government Bonds — 99.54% (continued)
United States — 57.39% (continued) U.S. Treasury Notes 3.625% 31/08/2027 USD 50,240,000 37,757 0.64 U.S. Treasury Notes 3.625% 31/03/2028 USD 18,800,000 14,087 0.24 U.S. Treasury Notes 3.625% 31/05/2028 USD 23,170,000 17,351 0.29 U.S. Treasury Notes 3.625% 15/08/2028 USD 21,230,000 15,882 0.27 U.S. Treasury Notes 3.625% 31/08/2029 USD 57,870,000 43,100 0.73 U.S. Treasury Notes 3.625% 31/03/2030 USD 18,420,000 13,680 0.23 U.S. Treasury Notes 3.625% 31/08/2030 USD 42,720,000 31,658 0.53 U.S. Treasury Notes 3.625% 30/09/2030 USD 20,850,000 15,447 0.26 U.S. Treasury Notes 3.625% 31/10/2030 USD 20,310,000 15,039 0.25 U.S. Treasury Notes 3.625% 31/12/2030 USD 18,590,000 13,754 0.23 U.S. Treasury Notes 3.750% 15/08/2027 USD 43,930,000 33,066 0.56 U.S. Treasury Notes 3.750% 15/04/2028 USD 51,760,000 38,863 0.66 U.S. Treasury Notes 3.750% 30/04/2028 USD 22,200,000 16,668 0.28 U.S. Treasury Notes 3.750% 15/05/2028 USD 40,880,000 30,686 0.52 U.S. Treasury Notes 3.750% 31/12/2028 USD 20,240,000 15,161 0.26 U.S. Treasury Notes 3.750% 31/05/2030 USD 34,920,000 26,031 0.44 U.S. Treasury Notes 3.750% 30/06/2030 USD 4,570,000 3,405 0.06 U.S. Treasury Notes 3.750% 31/12/2030 USD 6,500,000 4,834 0.08 U.S. Treasury Notes 3.750% 31/01/2031 USD 25,620,000 19,049 0.32 U.S. Treasury Notes 3.875% 31/07/2027 USD 18,730,000 14,118 0.24 U.S. Treasury Notes 3.875% 15/10/2027 USD 18,820,000 14,178 0.24 U.S. Treasury Notes 3.875% 30/11/2027 USD 27,790,000 20,928 0.35 U.S. Treasury Notes 3.875% 31/12/2027 USD 43,450,000 32,712 0.55 U.S. Treasury Notes 3.875% 15/03/2028 USD 23,540,000 17,716 0.30 U.S. Treasury Notes 3.875% 31/03/2028 USD 18,300,000 13,771 0.23 U.S. Treasury Notes 3.875% 15/06/2028 USD 12,850,000 9,666 0.16 U.S. Treasury Notes 3.875% 15/07/2028 USD 61,840,000 46,500 0.79 U.S. Treasury Notes 3.875% 15/04/2029 USD 40,000,000 30,038 0.51 U.S. Treasury Notes 3.875% 15/05/2029 USD 15,600,000 11,714 0.20 U.S. Treasury Notes 3.875% 30/09/2029 USD 39,320,000 29,498 0.50 U.S. Treasury Notes 3.875% 30/11/2029 USD 38,290,000 28,709 0.48 U.S. Treasury Notes 3.875% 31/12/2029 USD 16,080,000 12,055 0.20 U.S. Treasury Notes 3.875% 30/04/2030 USD 57,350,000 42,960 0.73
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
13
Page 16
Nominal
Market Value £'000
% of Total Net Assets
Government Bonds — 99.54% (continued)
United States — 57.39% (continued) U.S. Treasury Notes 3.875% 30/06/2030 USD 69,830,000 52,275 0.88 U.S. Treasury Notes 3.875% 31/07/2030 USD 35,050,000 26,237 0.44 U.S. Treasury Notes 3.875% 31/03/2031 USD 57,450,000 42,921 0.72 U.S. Treasury Notes 3.875% 30/04/2031 USD 27,000,000 20,169 0.34 U.S. Treasury Notes 4.000% 15/12/2027 USD 12,850,000 9,693 0.16 U.S. Treasury Notes 4.000% 29/02/2028 USD 43,160,000 32,551 0.55 U.S. Treasury Notes 4.000% 31/05/2028 USD 15,000,000 11,311 0.19 U.S. Treasury Notes 4.000% 30/06/2028 USD 13,820,000 10,420 0.18 U.S. Treasury Notes 4.000% 31/01/2029 USD 17,010,000 12,815 0.22 U.S. Treasury Notes 4.000% 31/07/2029 USD 57,410,000 43,245 0.73 U.S. Treasury Notes 4.000% 31/10/2029 USD 38,460,000 28,955 0.49 U.S. Treasury Notes 4.000% 28/02/2030 USD 76,180,000 57,335 0.97 U.S. Treasury Notes 4.000% 31/03/2030 USD 57,570,000 43,318 0.73 U.S. Treasury Notes 4.000% 31/05/2030 USD 47,800,000 35,960 0.61 U.S. Treasury Notes 4.000% 31/07/2030 USD 12,550,000 9,437 0.16 U.S. Treasury Notes 4.000% 31/01/2031 USD 13,000,000 9,766 0.16 U.S. Treasury Notes 4.125% 30/09/2027 USD 15,610,000 11,798 0.20 U.S. Treasury Notes 4.125% 31/10/2027 USD 38,040,000 28,743 0.49 U.S. Treasury Notes 4.125% 15/11/2027 USD 50,880,000 38,445 0.65 U.S. Treasury Notes 4.125% 31/07/2028 USD 4,520,000 3,416 0.06 U.S. Treasury Notes 4.125% 31/03/2029 USD 17,300,000 13,075 0.22 U.S. Treasury Notes 4.125% 31/10/2029 USD 57,990,000 43,828 0.74 U.S. Treasury Notes 4.125% 30/11/2029 USD 57,310,000 43,319 0.73 U.S. Treasury Notes 4.125% 31/08/2030 USD 43,190,000 32,626 0.55 U.S. Treasury Notes 4.125% 31/03/2031 USD 37,000,000 27,935 0.47 U.S. Treasury Notes 4.125% 31/05/2031 USD 44,400,000 33,532 0.57 U.S. Treasury Notes 4.250% 15/01/2028 USD 53,430,000 40,444 0.68 U.S. Treasury Notes 4.250% 15/02/2028 USD 60,520,000 45,814 0.77 U.S. Treasury Notes 4.250% 28/02/2029 USD 19,870,000 15,066 0.25 U.S. Treasury Notes 4.250% 30/06/2029 USD 21,660,000 16,428 0.28 U.S. Treasury Notes 4.250% 31/01/2030 USD 57,300,000 43,479 0.73 U.S. Treasury Notes 4.250% 28/02/2031 USD 3,500,000 2,657 0.05 U.S. Treasury Notes 4.375% 15/07/2027 USD 18,750,000 14,208 0.24
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
14
Page 17
Nominal
Market Value £'000
% of Total Net Assets
Government Bonds — 99.54% (continued)
United States — 57.39% (continued) U.S. Treasury Notes 4.375% 31/08/2028 USD 52,770,000 40,082 0.68 U.S. Treasury Notes 4.375% 30/11/2028 USD 25,280,000 19,213 0.32 U.S. Treasury Notes 4.375% 31/12/2029 USD 57,040,000 43,463 0.73 U.S. Treasury Notes 4.375% 30/11/2030 USD 40,160,000 30,635 0.52 U.S. Treasury Notes 4.500% 31/05/2029 USD 20,490,000 15,646 0.26 U.S. Treasury Notes 4.625% 15/06/2027 USD 13,400,000 10,176 0.17 U.S. Treasury Notes 4.625% 30/09/2028 USD 9,900,000 7,561 0.13 U.S. Treasury Notes 4.625% 30/04/2029 USD 39,590,000 30,320 0.51 U.S. Treasury Notes 4.625% 30/09/2030 USD 39,110,000 30,111 0.51 U.S. Treasury Notes 4.625% 30/04/2031 USD 6,600,000 5,091 0.09 U.S. Treasury Notes 4.625% 31/05/2031 USD 12,500,000 9,645 0.16 U.S. Treasury Notes 4.875% 31/10/2028 USD 52,350,000 40,212 0.68 U.S. Treasury Notes 4.875% 31/10/2030 USD 38,790,000 30,160 0.51
3,400,336 57.39
5,897,262 99.54
Derivatives — (0.38)%
Forward Currency Contracts — (0.38)% Bought USD 43,551,000 for GBP 32,311,627 Settlement 02/07/2026 593 0.01 Bought CAD 275,328,000 for GBP 146,820,458 Settlement 02/07/2026 (650) (0.01) Bought JPY 96,094,858,000 for GBP 449,503,499 Settlement 02/07/2026 (2,229) (0.04) Bought JPY 96,094,858,000 for GBP 449,568,690 Settlement 02/07/2026 (2,294) (0.04) Bought USD 1,509,250,999 for GBP 1,142,852,491 Settlement 02/07/2026 (2,547) (0.04) Bought USD 1,509,250,999 for GBP 1,142,852,491 Settlement 02/07/2026 (2,547) (0.04) Bought EUR 1,293,911,000 for GBP 1,117,208,044 Settlement 02/07/2026 (2,590) (0.05) Bought USD 1,509,251,002 for GBP 1,143,373,877 Settlement 02/07/2026 (3,068) (0.05) Sold EUR 1,233,767,000 for GBP 1,071,018,328 Settlement 02/07/2026 8,211 0.14 Sold JPY 93,458,911,000 for GBP 438,688,073 Settlement 02/07/2026 3,682 0.06 Sold JPY 93,389,064,000 for GBP 438,046,521 Settlement 02/07/2026 3,366 0.06 Sold USD 1,509,251,002 for GBP 1,143,408,526 Settlement 04/08/2026 3,076 0.05 Sold EUR 1,293,911,000 for GBP 1,118,742,623 Settlement 04/08/2026 2,601 0.05 Sold USD 1,509,250,999 for GBP 1,142,888,839 Settlement 04/08/2026 2,557 0.04
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
15
Page 18
Market Value £'000
% of Total Net Assets
Derivatives — (0.38)% (continued)
Forward Currency Contracts — (0.38)% (continued) Sold USD 1,509,250,999 for GBP 1,142,886,242 Settlement 04/08/2026 2,554 0.04 Sold JPY 96,094,858,000 for GBP 450,757,853 Settlement 04/08/2026 2,307 0.04 Sold JPY 96,094,858,000 for GBP 450,690,414 Settlement 04/08/2026 2,240 0.04 Sold CAD 260,361,000 for GBP 140,396,629 Settlement 02/07/2026 2,172 0.04 Sold CAD 275,328,000 for GBP 147,032,617 Settlement 04/08/2026 652 0.01 Sold EUR 24,728,000 for GBP 21,436,654 Settlement 02/07/2026 135 0.00 Sold CAD 14,967,000 for GBP 8,070,870 Settlement 02/07/2026 125 0.00 Sold EUR 16,867,000 for GBP 14,593,600 Settlement 02/07/2026 64 0.00 Sold JPY 2,758,558,000 for GBP 12,887,842 Settlement 02/07/2026 48 0.00 Sold EUR 4,806,000 for GBP 4,173,852 Settlement 02/07/2026 34 0.00 Sold USD 12,368,000 for GBP 9,370,072 Settlement 04/08/2026 25 0.00 Sold EUR 4,382,000 for GBP 3,799,629 Settlement 02/07/2026 25 0.00 Sold JPY 915,812,000 for GBP 4,283,279 Settlement 02/07/2026 21 0.00 Sold EUR 5,266,000 for GBP 4,554,795 Settlement 02/07/2026 18 0.00 Sold EUR 4,095,000 for GBP 3,544,767 Settlement 02/07/2026 17 0.00 Sold EUR 3,537,000 for GBP 3,057,920 Settlement 04/08/2026 7 0.00 Sold JPY 880,834,000 for GBP 4,100,541 Settlement 02/07/2026 1 0.00 Sold JPY 786,537,000 for GBP 3,655,885 Settlement 02/07/2026 (5) 0.00 Sold USD 7,612,000 for GBP 5,647,542 Settlement 02/07/2026 (104) 0.00 Sold USD 21,924,000 for GBP 16,349,166 Settlement 02/07/2026 (215) 0.00 Sold USD 26,078,000 for GBP 19,414,186 Settlement 02/07/2026 (289) 0.00 Sold USD 50,896,000 for GBP 38,068,308 Settlement 02/07/2026 (386) (0.01) Sold USD 1,499,306,666 for GBP 1,119,708,734 Settlement 02/07/2026 (13,083) (0.22)
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
16
Page 19
Market Value £'000
% of Total Net Assets
Derivatives — (0.38)% (continued)
Forward Currency Contracts — (0.38)% (continued) Sold USD 1,491,924,666 for GBP 1,113,815,702 Settlement 02/07/2026 (13,399) (0.23) Sold USD 1,473,562,668 for GBP 1,099,649,834 Settlement 02/07/2026 (13,692) (0.23)
(22,567) (0.38)
Portfolio of investments^ 5,874,695 99.16 Net other assets 49,902 0.84
Total net assets 5,924,597 100.00
All holdings are ordinary shares or common stock unless otherwise stated. ^Including investment liabilities. Fund was launched on 6th October 2025 therefore there are no comparatives.
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
17
Page 20
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-4
Page 21
Comparative Table For the period ended 30th June 2026
2026 (to 30.06) Closing net asset value (£'000) 5,924,597 Closing number of units 581,555,982 Closing net asset value per unit (£) 10.1875 Change in net asset value per unit 0.00% Operating charges 0.01%
Fund was launched on 6th October 2025 therefore there are no comparatives.
General risk factors The value of funds and the revenue from them is not guaranteed and may fall as well as rise. You may get back less than you originally invested. What you get back may depend on:
• Investment performance is not guaranteed. Past performance is no guarantee of future performance. There may also be variation in performance between funds with similar investment objectives.
• The effect of an initial charge. If you sell your investment after a short period you may not get back what you originally invested, even if the price of your investment has not fallen.
• The entire market of a particular asset class or geographical region may fall, having a greater effect on funds heavily invested in that asset class or region.
• If you make regular withdrawals from your investment be aware that if the level of withdrawal exceeds the rate of investment growth of the fund, your capital will be eroded.
• Governments may change the tax rules which affect you or the funds in which you have invested.
• Inflation will reduce what you could buy in the future, i.e. it will reduce the real value of your investment.
• There is no certainty that the investment objective of any fund will actually be achieved.
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
19
Page 22
Statement of Total Return For the period ended 30th June 2026
Period ended 30.06.26 £'000 £'000 Income Net capital losses (21,550) Revenue 93,528 Expenses (246)
Net revenue before taxation 93,282
Net revenue after taxation 93,282
Total return before distributions 71,732 Distributions 23,519
Change in net assets attributable to unitholders from investment activities 95,251
Statement of Change in Net Assets Attributable to Unitholders For the period ended 30th June 2026
Period ended 30.06.26 £’000 £’000 Opening net assets Issue of units 7,260,203 Cancellation of units (1,431,214)
5,828,989 Dilution adjustment 357 Change in unitholders' funds from investment activities 95,251
Closing net assets 5,924,597
Fund was launched on 6th October 2025 therefore there are no comparatives.
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
20
Page 23
Balance Sheet As at 30th June 2026
30.06.26 £'000 Assets Investments 5,931,793 Amounts receivable 71,639 Cash and Cash equivalents 10,962
Total assets 6,014,394
Liabilities Investments 57,098 Other amounts payable 32,699
Total liabilities 89,797
Net assets attributable to unitholders 5,924,597
All items within the Balance Sheet are deemed current.
Notes to the Financial Statements are on pages 22 to 27.
Fund was launched on 6th October 2025 therefore there are no comparatives.
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
21
Page 24
1. Accounting policies The Fund was launched on 6th October 2025. As this is the Fund's first accounting period, there are no comparative figures presented in these financial statements.
(a) Basis of accounting The financial statements have been prepared under the historical cost convention by the revaluation of the investments, and in accordance with the United Kingdom Generally Accepted Accounting Practice ("UK GAAP") which comprises the UK Financial Reporting Standard 104 ("FRS 104") and the Statement of Recommended Practice ("SORP") for Authorised Funds issued by the Investment Association ("IA") in October 2025 (the "IA SORP 2025").
At the reporting date, investments are measured using market prices from approved pricing sources. EMEA listed securities and Fixed Income securities use 12:00 GMT mid-market prices. American listed securities use Official Close/Last Trade prices Prior Day, while Asian Pacific listed securities use Official Close/Last Trade prices. This approach is applied consistently across the portfolio and uses the most appropriate pricing source available for each asset class and market.
(b) Going Concern The financial statements are prepared on the going concern basis.
The Authorised Corporate Director the ("ACD") has undertaken a detailed assessment of each of the remaining Funds ability to meet its liabilities as they fall due, including liquidity, declines in global capital markets and investor redemption levels. Based on this assessment, the Funds continue to be open for trading and the ACD is satisfied the Funds have adequate financial resources to continue in operation for the foreseeable future, being at least 12 months from the date of approval, and accordingly it is appropriate to adopt the going concern basis in preparing the financial statements.
2. Related party transactions The Manager exercises governance and oversight over the Fund and is a related party by virtue of the Trust Deed constituting the Fund.
Amounts paid during the Reporting Period to the Manager were £244,445.
At the Reporting Period end £35,828 was due to the Manager in relation to accrued manager’s periodic charges.
Transactions relating to the creation and cancellation of units and the purchases and sales of investments which pass through the Manager, but are not for the benefit of, either related party are disclosed in the Statement of Change in Net Assets Attributable to Unitholders.
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements
For the period ended 30th June 2026
22
Page 25
3. Securities Financing Transactions ("SFT")
1) Global Data
Proportion of securities and commodities on loan as at 30th June 2026 £'000 %
Total lendable assets excluding cash and cash equivalents: 4,293,512
Securities and commodities on loan 2,799,830 65.21%
Assets engaged in SFTs and total return swaps as at 30th June 2026 £'000 %
Fund assets under management ("AUM") 5,924,597
Absolute value of assets engaged in:
Securities lending 2,799,830 47.26%
2) Concentration Data
Top 10 Collateral Issuers Name and value of collateral and commodities received as at 30th June 2026 £'000
Microsoft 64,540
NVIDIA 42,210
United States of America Treasury Inflation Indexed Bonds 40,048
Tencent 39,269
Apple 37,987
UniCredit 35,599
Sumitomo Mitsui Financial 26,169
Airbus 24,584
British American Tobacco 24,442
Banco Bilbao Vizcaya Argentaria 24,010
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
23
Page 26
3. Securities Financing Transactions ("SFT") (continued)
Top 10 Counterparties Name and value of outstanding transactions as at 30th June 2026 £'000
Natixis 1,010,276
HSBC Bank 346,617
Morgan Stanley International 305,852
Societe Generale 228,562
NBC Global Finance 225,741
Barclays Capital Securities 205,142
RBC Europe 186,298
Goldman Sachs 72,456
Merrill Lynch 63,410
Citigroup Global Markets (UK) 63,183
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
24
Page 27
3. Securities Financing Transactions ("SFT") (continued)
3) Aggregate Transaction Data
Type, Quality and Currency of Collateral as at 30th June 2026
Type Quality Currency £'000
Securities lending
Equity Traded on recognised exchange Sterling 206,715
Equity Traded on recognised exchange Australian Dollar 292,101
Equity Traded on recognised exchange Canadian Dollar 5,970
Equity Traded on recognised exchange Danish Krone 20,688
Equity Traded on recognised exchange Euro 352,573
Equity Traded on recognised exchange Hong Kong Dollar 224,887
Equity Traded on recognised exchange Japanese Yen 381,805
Equity Traded on recognised exchange Norwegian Krone 24,488
Equity Traded on recognised exchange Singapore Dollar 5,084
Equity Traded on recognised exchange Swedish Krona 24,689
Equity Traded on recognised exchange Swiss Franc 85,976
Equity Traded on recognised exchange US Dollar 1,163,434
Fixed Income Investment Grade Sterling 31,741
Fixed Income Investment Grade Australian Dollar 89
Fixed Income Investment Grade Canadian Dollar 1,259
Fixed Income Investment Grade Danish Krone 257
Fixed Income Investment Grade Euro 41,280
Fixed Income Investment Grade Norwegian Krone 29,604
Fixed Income Investment Grade Singapore Dollar 37,027
Fixed Income Investment Grade Swedish Krona 8,054
Fixed Income Investment Grade US dollar 127,195
Total Collateral held 3,064,916
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
25
Page 28
3. Securities Financing Transactions ("SFT") (continued)
Maturity Tenor of Collateral (remaining period to maturity) as at 30th June 2026
Less than one day
One day to one week
One week to one month
One to three months
Three months to one year
Above one year
Open maturity Total
Type £'000 £'000 £'000 £'000 £'000 £'000 £'000 £'000
Securities lending ----- 274,486 2,790,430 3,064,916
Counterparty details as at 30th June 2026
Type
Country of counterparty establishment Settlement and clearing £'000
Securities lending Australia Tri-party 15,025
Securities lending Canada 8,074
Securities lending France 1,366,336
Securities lending Ireland 248,316
Securities lending Switzerland 17,254
Securities lending United Kingdom 1,409,911
Total collateral held 3,064,916
Maturity Tenor of SFTs and Total Return Swaps (remaining period to maturity) as at 30th June 2026
Less than one day
One day to one week
One week to one month
One to three months
Three months to one year
Above one year
Open maturity Total
Type £'000 £'000 £'000 £'000 £'000 £'000 £'000 £'000
Securities lending - - - - - - 2, 799,830 2,799,830
4) Re-use of Collateral
The Fund does not engage in re-use of collateral.
5) Safekeeping of Collateral Received
Names and value of custodians safekeeping collateral as at 30th June 2026 £'000
Bank of New York 2,539,991
JP Morgan 263,452
Euroclear 218,059
Clearstream 43,414
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
26
Page 29
3. Securities Financing Transactions ("SFT") (continued)
6) Safekeeping of Collateral Granted
The Fund does not borrow stock from counterparties; therefore, no collateral has been granted.
4. Fair value For financial instruments held at fair value in the balance sheet, the Fund is required to disclose for each class of financial instrument, an analysis of the level in the fair value:
Level 1 – The unadjusted quoted price in an active market for identical assets or liabilities that the entity can access at the measurement date;
Level 2 – Inputs other than quoted prices included within Level 1 that are observable (i.e. developed using market data) for the asset or liability, either directly or indirectly;
Level 3 – Inputs are unobservable (i.e. for which market data is unavailable) for the asset or liability.
30.06.26 Level 1 £'000
30.06.26 Level 2 £'000
30.06.26 Level 3 £'000
30.06.26 Total £'000 Assets: Debt instruments 5,897,262 - - 5,897,262 Derivatives - 34,531 - 34,531 5,897,262 34,531 - 5,931,793 Liabilities: Derivatives - (57,098) - (57,098) - (57,098) - (57,098)
5. Subsequent events since the financial year The anti-dilution mechanism shall change from dilution levy to dilution adjustment on 1 September 2026. There have been no other significant events affecting the Fund after the financial year ended 30 June 2026 that require amendment to or disclosure in the financial statements.
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
27
Page 30
THE MANAGER State Street Unit Trust Management Limited 20 Churchill Place, Canary Wharf London E14 5HJ
Regulated by The Financial Conduct Authority.
DIRECTORS V. Parry* (resigned 2 January 2026) C. Fernandes (resigned 2 January 2026) N. Wightman* (resigned 2 January 2026) R. Bridger B. Healy* (appointed 2 January 2026) B. Lim Siong Kwong Lam Thuon Mine* (appointed 2 January 2026) E. Linnane (appointed 2 January 2026) T. Coghlan* (appointed 2 January 2026) * Independent non-executive Director
INVESTMENT MANAGER, REGISTRAR & TRANSFER AGENT State Street Global Advisors Limited 20 Churchill Place London E14 5HJ
Regulated by The Financial Conduct Authority.
INDEPENDENT AUDITORS PricewaterhouseCoopers LLP Chartered Accountants and Statutory Auditors 120 Bothwell Street Glasgow G2 7JS
DEPOSITARY HSBC Bank plc 8 Canada Square Canary Wharf London E14 5HQ
HSBC Bank plc is authorised by the Prudential Regulation Authority and regulated by the Prudential Regulation Authority and the Financial Conduct Authority.
CONSTITUTION State Street AUT Global Treasury 1-5 Year Bond Index Fund is an authorised unit trust scheme within the meaning of, and governed by section 243 of the Financial Services and Markets Act 2000. The Fund is a ‘wider range’ investment scheme under the Trustee Investments Act 1961.
PROSPECTUS Copies of the Prospectus are available from the Manager upon request.
Please remember that the price of units and the income from them can go down as well as up. Past performance is not necessarily a guide to the future. Changes in exchange rates may also affect the value.
ASSESSMENT OF VALUE Assessment of Value ("AoV") was introduced by the FCA to ensure UK authorised fund managers (“AFMs”) demonstrate the delivery of value for underlying investors, objectively assessing ourselves against a range of criteria. Our annual assessment of value statement can be found in a composite report on www.ssga.com.
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Directory
28
Page 31
TASK FORCE ON CLIMATE-RELATED FINANCIAL DISCLOSURES ("TCFD") The Manager’s entity and product disclosure reports have been published separately and can be found using the fund finder page on www.ssga.com.
State Street AUT Global Treasury 1-5 Year Bond Index Fund
Interim Report and Unaudited Financial Statements 2026
Directory (continued)
29
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"text": "purchase and, at times, certain securities included in the Index may be difficult, or too costly, to purchase in the open markets."
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"text": "Consequently, the Fund will typically hold only a subset of the securities included in the Index."
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"text": "The Investment Adviser also may, in exceptional circumstances, invest in securities not included in the Index but that it"
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"text": "believes closely reflect the risk and distribution characteristics of securities of the Index. From time to time securities are"
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"id": "bf544175-bfee-4fbc-afd2-3983bd1a534f",
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"text": "added to or removed from the Index. The InvestmentAdviser may sell securities that are represented in the Index, or purchase"
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"text": "securities that are not yet represented in the Index, in anticipation of their removal from or addition to the Index. Where such"
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"text": "securities remain non-Index constituents, they will be sold or transferred as soon as reasonably practicable."
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"text": "The Fund may also invest in transferable securities, money market instruments, warrants, units in collective investment"
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"text": "schemes, deposits and derivatives."
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"text": "The Fund may invest in collective investment schemes managed or operated by companies in the same group as the"
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"text": "Manager or the Investment Adviser. The Fund will seek to track the performance of the Index whilst seeking to minimise as"
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"text": "far as possible the tracking error between the Fund\u2019s performance and that of the Index."
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"text": "Performance"
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"text": "The Fund returned 1.87% (1.86% net of fees) for the Reporting Period ended 30 June 2026, compared to the Bloomberg G7"
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"text": "Treasury 1\u20135 Years Index return of 1.94%, resulting in a tracking difference of -0.07%. The tracking difference of the Fund"
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"id": "6ae4f2f3-fa70-4166-a8ba-a0a6bc30b267",
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"text": "primarily reflects timing and pricing methodology differences up until 31 May 2026. From 1 June 2026, the Index pricing"
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"text": "moved to 12:00pm, bringing the benchmark valuations more closely in line."
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"text": "Note: Performance returns presented above are in GBP."
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"text": "Risk and Reward Profile"
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"text": "Lower risk"
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"text": "Potentially lower reward"
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"text": "Higher risk"
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"id": "a6cfcf0e-8cf2-4afe-bb31-9b47bfcbacd2",
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"text": "Potentially higher reward"
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"text": "123 67 4 5"
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"text": "4"
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"text": "5"
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"text": "Risk Disclaimer"
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"text": "The risk category above is not a measure of capital loss or gains but of how significant the rises and falls in the Fund\u2019s return"
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"text": "have been historically."
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"text": "State Street AUT Global Treasury 1-5 Year Bond Index Fund"
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"text": "Interim Report and Unaudited Financial Statements 2026"
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"text": "Manager\u2019s Report"
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"id": "74d62824-df27-4870-80a7-4dc558edf207",
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"text": "For the first Reporting Period from 6th October 2025 (launch date) to 30th June 2026"
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"text": "1"
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"text": "For example a fund whose return has experienced significant rises and falls will be in a higher risk category, whereas a fund"
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"text": "whose return has experienced less significant rises and falls will be in a lower risk category."
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"text": "The lowest category (i.e. category 1) does not mean that a fund is a risk free investment."
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"text": "As the Fund\u0027s risk category has been calculated using historical simulated proxy data, it may not be a reliable indication of"
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"text": "the Fund\u0027s future risk profile."
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"text": "The Fund\u2019s risk category shown is not guaranteed and may change in the future."
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"text": "Why is this Fund in this category?"
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"text": "The Fund is in risk category 4 as its return has experienced medium rises and falls historically."
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"text": "The following are material risks relevant to the Fund which are not adequately captured by the risk category."
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"text": "Screening Risk:"
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"id": "f474e854-8eb6-4f86-b25e-4f454f35bfed",
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"text": "The Fund may track an index that uses a screen to identify securities based on criteria including, but, not"
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"id": "1896ddd4-f82a-4aa3-806b-a1b83682b013",
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"text": "limited to environmental, social and governance (ESG) criteria. The screen may be fully or partially designed by the Manager"
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"text": "or by a third party provider. There is a risk that errors are made in the screening process. There is an additional risk that a"
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"text": "screen provider may amend or discontinue its screening services and/or that the Manager may change the screen or screen"
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"text": "provider. In such circumstances, there is no guarantee that a replacement screen provided would result in a similar screening"
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"text": "process or would be available."
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"text": "Currency Hedging Risk:"
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"text": "There can be no assurance that the Fund\u0027s hedging transactions will be effective. By seeking to"
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"text": "reduce or eliminate losses caused by exchange rate fluctuations, hedging may also reduce or eliminate gains."
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"id": "799b06ac-d6ee-4928-b3ee-5941a4a2c68c",
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"text": "Index Tracking Risk:"
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"id": "311845a9-4c66-4090-916b-b195fed3082b",
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"text": "The Fund\u0027s performance may not exactly track the Index. This can result from market fluctuations,"
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"id": "09262721-065e-4125-a014-03c48d5b85bd",
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"text": "changes in the composition of the Index, transaction costs, the costs of making changes to the Fund\u0027s portfolio and other Fund"
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"text": "expenses."
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"text": "Please refer to the Prospectus for full details about the risks associated with this Fund."
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"text": "Derivatives Usage"
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"id": "d8670c6a-c6b6-45bf-afd1-d52789a249b9",
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"text": "Derivatives are used in the Fund for efficient portfolio management purposes. The Fund invests in index futures to manage"
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"text": "client inflows and outflows and to hedge accrued income. At all times the futures exposure is covered entirely by cash or cash"
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"text": "equivalents."
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"id": "f8983080-4d1d-457f-a75d-05b01e0c0c7a",
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"text": "As at 30 June 2026, the Fund had no exposure to futures contracts."
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"text": "Tracking Error"
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"text": "The Tracking Error measures the standard deviation of the relative returns. It is the annualised standard deviation of the"
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"text": "returns of a fund minus those of its benchmark (relative returns) and not the standard deviation of each fund\u2019s unique returns."
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"text": "The lower the tracking error of a fund, the more the fund resembles its benchmark or the market regarding risk and return"
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"text": "characteristics."
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"text": "As the Fund has been in operation for less than one year as at 30 June 2026, a tracking error for the one-year period is not"
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"text": "available."
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"text": "State Street AUT Global Treasury 1-5 Year Bond Index Fund"
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},
"id": "14b68503-b0ef-4af8-9385-6a4f895c80a8",
"page_number": 4,
"text": "Interim Report and Unaudited Financial Statements 2026"
},
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},
"id": "d0172e01-5269-4126-97c4-03d34993e1e3",
"page_number": 4,
"text": "Manager\u0027s Report (continued)"
},
{
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"box": {
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},
"id": "c68eebdf-b0e4-44f8-8e83-8c733be058fb",
"page_number": 4,
"text": "For the first Reporting Period from 6th October 2025 (launch date) to 30th June 2026"
},
{
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"x": 496,
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},
"id": "22594de6-a668-4c62-98e1-218da7d3d006",
"page_number": 4,
"text": "2"
},
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"x": 627,
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},
"id": "099c597f-4ce2-4381-8e3d-8fa785586619",
"page_number": 5,
"text": "Nominal"
},
{
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"box": {
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"width": 101,
"x": 724,
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},
"id": "a4f022ba-1100-421e-95cf-934742c70e5d",
"page_number": 5,
"text": "Market Value"
},
{
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"box": {
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"width": 40,
"x": 785,
"y": 173
},
"id": "e47dd4d6-1c51-434a-8443-f6715553bae8",
"page_number": 5,
"text": "\u00a3\u0027000"
},
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"box": {
"height": 9,
"width": 77,
"x": 873,
"y": 159
},
"id": "b7bf99da-cebb-48b7-b879-e9c2fdcfc31b",
"page_number": 5,
"text": "% of Total"
},
{
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"box": {
"height": 8,
"width": 84,
"x": 867,
"y": 174
},
"id": "21d3f289-75a5-491d-ae92-f93825cac09d",
"page_number": 5,
"text": "Net Assets"
},
{
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"box": {
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"width": 237,
"x": 47,
"y": 222
},
"id": "a4894259-8b23-4eec-8927-1a43837c5e4f",
"page_number": 5,
"text": "Government Bonds \u2014 99.54%"
},
{
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"box": {
"height": 9,
"width": 133,
"x": 47,
"y": 249
},
"id": "f83b8cfb-4f83-4431-8490-da2f67a2340a",
"page_number": 5,
"text": "Canada \u2014 2.40%"
},
{
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"width": 904,
"x": 47,
"y": 269
},
"id": "1e874256-325d-4842-a262-cb0b2ca333d9",
"page_number": 5,
"text": "Canada Government Bonds 0.500% 01/12/2030 CAD 18,580,000 8,871 0.15"
},
{
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"box": {
"height": 11,
"width": 904,
"x": 47,
"y": 288
},
"id": "ac8a5308-3993-4705-8fe5-0a3a321d43dc",
"page_number": 5,
"text": "Canada Government Bonds 1.250% 01/06/2030 CAD 9,880,000 4,921 0.08"
},
{
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"box": {
"height": 10,
"width": 903,
"x": 47,
"y": 308
},
"id": "26a01e88-2402-493b-b43e-6b6fd1c7fa2f",
"page_number": 5,
"text": "Canada Government Bonds 2.000% 01/06/2028 CAD 1,680,000 880 0.02"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 904,
"x": 47,
"y": 328
},
"id": "b4a3b2db-3a5a-46a1-9a04-4a2bfa7ef2a2",
"page_number": 5,
"text": "Canada Government Bonds 2.250% 01/02/2028 CAD 7,700,000 4,060 0.07"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 47,
"y": 347
},
"id": "f490bde4-cd68-4a01-972b-eb76308890a1",
"page_number": 5,
"text": "Canada Government Bonds 2.500% 01/08/2027 CAD 11,350,000 6,021 0.10"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 904,
"x": 47,
"y": 367
},
"id": "c3893a55-bca3-4666-aafc-8c34836e48c6",
"page_number": 5,
"text": "Canada Government Bonds 2.500% 01/11/2027 CAD 28,210,000 14,950 0.25"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 904,
"x": 47,
"y": 387
},
"id": "c55d903b-939d-4060-aa85-532b51dd905a",
"page_number": 5,
"text": "Canada Government Bonds 2.500% 01/05/2028 CAD 4,900,000 2,591 0.04"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 47,
"y": 406
},
"id": "844c311f-3d8a-4054-ae09-2c97daf333cf",
"page_number": 5,
"text": "Canada Government Bonds 2.750% 01/09/2027 CAD 4,860,000 2,585 0.04"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 904,
"x": 47,
"y": 426
},
"id": "b750405c-80bf-441b-9ecd-877569b54ff5",
"page_number": 5,
"text": "Canada Government Bonds 2.750% 01/03/2030 CAD 30,120,000 15,900 0.27"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 904,
"x": 47,
"y": 446
},
"id": "3b3fd7da-211d-4bf0-90bc-d873c5894f27",
"page_number": 5,
"text": "Canada Government Bonds 2.750% 01/09/2030 CAD 40,720,000 21,443 0.36"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 47,
"y": 465
},
"id": "902081a7-5f03-4aad-be13-9aee89b9a645",
"page_number": 5,
"text": "Canada Government Bonds 2.750% 01/03/2031 CAD 19,100,000 10,033 0.17"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 904,
"x": 47,
"y": 485
},
"id": "d320d093-0e2f-42c9-8e0f-a94786019c1e",
"page_number": 5,
"text": "Canada Government Bonds 3.250% 01/09/2028 CAD 18,770,000 10,066 0.17"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 904,
"x": 47,
"y": 505
},
"id": "0177c655-db5e-4352-9f46-964d203fd4ef",
"page_number": 5,
"text": "Canada Government Bonds 3.500% 01/03/2028 CAD 8,200,000 4,410 0.07"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 47,
"y": 524
},
"id": "fada8419-5c6d-412c-a62f-da4cd10c302f",
"page_number": 5,
"text": "Canada Government Bonds 3.500% 01/09/2029 CAD 30,220,000 16,347 0.28"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 901,
"x": 47,
"y": 544
},
"id": "8dcc002b-e8f6-4d32-b4b7-9e52d38aa618",
"page_number": 5,
"text": "Canada Government Bonds 4.000% 01/03/2029 CAD 33,380,000 18,252 0.31"
},
{
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"box": {
"height": 10,
"width": 903,
"x": 47,
"y": 564
},
"id": "cf60adce-3d01-4bec-9fd0-4626ba195e97",
"page_number": 5,
"text": "Canada Government Bonds 5.750% 01/06/2029 CAD 2,000,000 1,148 0.02"
},
{
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"box": {
"height": 11,
"width": 185,
"x": 766,
"y": 591
},
"id": "e32e98f9-e949-4b17-9ab2-a4d516cdd9cd",
"page_number": 5,
"text": "142,478 2.40"
},
{
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"box": {
"height": 9,
"width": 126,
"x": 48,
"y": 640
},
"id": "09f760e6-f3ce-4cb1-8a3a-163d4579493e",
"page_number": 5,
"text": "France \u2014 6.90%"
},
{
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"box": {
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"width": 903,
"x": 48,
"y": 660
},
"id": "d1d2d9c7-422b-40cc-969e-02704197b620",
"page_number": 5,
"text": "French Republic Government Bonds OAT 0.010% 25/11/2029 EUR 12,240,000 9,606 0.16"
},
{
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"box": {
"height": 11,
"width": 903,
"x": 48,
"y": 679
},
"id": "ddd1123b-f2db-44b6-b524-b9558bb0fa00",
"page_number": 5,
"text": "French Republic Government Bonds OAT 0.010% 25/11/2030 EUR 30,750,000 23,378 0.39"
},
{
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"box": {
"height": 11,
"width": 903,
"x": 48,
"y": 699
},
"id": "6996305e-40cb-43c1-a69c-67500b729f7a",
"page_number": 5,
"text": "French Republic Government Bonds OAT 0.500% 25/05/2029 EUR 38,500,000 31,130 0.53"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 902,
"x": 48,
"y": 719
},
"id": "6424b6ed-8aac-48af-be6b-b2b2f33f1cb8",
"page_number": 5,
"text": "French Republic Government Bonds OAT 0.750% 25/02/2028 EUR 29,880,000 24,956 0.42"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 900,
"x": 48,
"y": 738
},
"id": "e76bd57e-2240-4713-8d3d-af217da9ce4b",
"page_number": 5,
"text": "French Republic Government Bonds OAT 0.750% 25/05/2028 EUR 36,000,000 29,923 0.51"
},
{
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"box": {
"height": 11,
"width": 903,
"x": 48,
"y": 758
},
"id": "be75f8d7-2760-4931-9057-aa964bc195c1",
"page_number": 5,
"text": "French Republic Government Bonds OAT 0.750% 25/11/2028 EUR 20,100,000 16,541 0.28"
},
{
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"box": {
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"width": 903,
"x": 48,
"y": 778
},
"id": "982ed7a7-90e9-46cb-92ad-515f316b85c4",
"page_number": 5,
"text": "French Republic Government Bonds OAT 1.500% 25/05/2031 EUR 33,600,000 27,070 0.46"
},
{
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"box": {
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"x": 48,
"y": 797
},
"id": "5b10f783-0ba4-476a-b9bc-67611f1b8ac2",
"page_number": 5,
"text": "French Republic Government Bonds OAT 2.400% 24/09/2028 EUR 36,980,000 31,655 0.53"
},
{
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"x": 48,
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},
"id": "4c423eb6-9235-4462-83ec-45c1786cadaf",
"page_number": 5,
"text": "French Republic Government Bonds OAT 2.400%...