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State Street AUT Global High Yield

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* 4

Directors' Report to Unitholders* 70

Comparative Table* 71

Financial statements: 72

Statement of Total Return 72

Statement of Change in Net Assets Attributable to Unitholders 72

Balance Sheet 73

Notes to the Financial Statements 74

Directory* 79

* These collectively comprise the Manager’s Report.

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Page 3

Authorised Status The State Street AUT Global High Yield 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 performance of the fixed rate global high yield corporate bond market hedged back to Pound Sterling as represented by the Bloomberg Global High Yield BB/B ex EM GBP Hedged Index , net of withholding taxes (or its recognised replacement or equivalent) while also seeking to screen out securities based on an assessment of their adherence to certain criteria in relation to controversial weapons and controversial behaviours as defined by the Screen Provider (the ”Excluded Securities”). The Index measures the performance of the global high yield corporate bond markets (excluding emerging markets) with currency exchange rate exposures hedged to Pound Sterling and consists of corporate bonds. Securities within the Index must have a below investment grade rating of BB or B and be fixed rate 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 minus the Excluded Securities. The Investment Adviser seeks to achieve the objective by screening out the Excluded Securities while applying a stratified sampling strategy. The Screen Provider deems anti-personnel mines, cluster munitions, chemical and biological weapons depleted uranium weapons and nuclear weapons to be controversial weapons. The Screen Provider considers international standards on responsible conduct in assessing controversial behaviour of companies including: the United Nations Global Compact (UNGC) Principles and the Organization for Economic Co-operation and Development (OECD) Guidelines for Multinational Enterprises. Whether a particular security is excluded will depend on whether i) the security meets specific ownership thresholds, set by the Screen Provider, relating to companies directly associated with an exclusion category and/or ii) the Screen Provider’s assessment of the effectiveness of any engagement aimed at eliminating a company’s breach of the UNGC and/ or OECD Guidelines.

The stratified sampling 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 that 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 invest in transferable securities, money market instruments, 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 3.87% (3.86% net of fees) for the Reporting Period ended 30 June 2026, compared to the Bloomberg Global High Yield BB/B ex EM ex USD Index return of 3.61%. The size of the Fund’s tracking difference for the Reporting Period was 0.25%. 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.

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Manager’s Report

For the first Reporting Period from 20th October 2025 (launch date) to 30th June 2026.

Page 4

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.

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 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. Liquidity Risk: It may be difficult for the Fund to buy or sell certain investments in difficult market conditions. Consequently the price obtained when selling securities may be lower than under normal market conditions.

Lower Rated Securities Risk: Lower-quality debt securities ("high yield" or "junk" bonds) can involve a substantially greater risk of default than higher quality debt securities. They can be illiquid, and their values can have significant volatility and may decline significantly over short periods of time. Lower-quality debt securities tend to be more sensitive to adverse news about the issuer, or the market or economy in general.

Please refer to the Prospectus for full details about the risks associated with this Fund.

Derivatives Usage Derivatives are used in the Fund for efficient portfolio management purposes. The Fund invests in index futures to manage client inflows and outflows and to hedge accrued income. At all times the futures exposure is covered entirely by cash or cash equivalents.

As at 30th June 2026, the Fund had no exposure to futures contracts.

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Manager's Report (continued)

For the first Reporting Period from 20th October 2025 (launch date) to 30th June 2026.

Page 5

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 30th June 2026, a tracking error for the one-year period is not available.

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Manager's Report (continued)

For the first Reporting Period from 20th October 2025 (launch date) to 30th June 2026.

Page 6

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21%

Australia — 0.45% Alumina Pty. Ltd. 6.125% 15/03/2030 USD 83,000 64 0.05 Alumina Pty. Ltd. 6.375% 15/09/2032 USD 37,000 28 0.02 APA Infrastructure Ltd. 7.125% 09/11/2083 EUR 100,000 92 0.07 Fortescue Treasury Pty. Ltd. 4.375% 01/04/2031 USD 100,000 72 0.05 Fortescue Treasury Pty. Ltd. 5.875% 15/04/2030 USD 38,000 29 0.02 Fortescue Treasury Pty. Ltd. 6.125% 15/04/2032 USD 40,000 31 0.02 Mineral Resources Ltd. 6.000% 01/05/2032 USD 45,000 34 0.02 Mineral Resources Ltd. 6.250% 01/05/2034 USD 65,000 49 0.04 Mineral Resources Ltd. 7.000% 01/04/2031 USD 36,000 28 0.02 Mineral Resources Ltd. 8.500% 01/05/2030 USD 110,000 86 0.06 Mineral Resources Ltd. 9.250% 01/10/2028 USD 39,000 30 0.02 Nufarm Australia Ltd./Nufarm Americas, Inc. 5.000% 27/01/2030 USD 25,000 18 0.01 PLS Group Ltd. 6.875% 01/05/2031 USD 86,000 67 0.05

628 0.45

Austria — 0.18% ams-OSRAM AG 7.250% 31/05/2032 EUR 100,000 89 0.06 ams-OSRAM AG 10.500% 30/03/2029 EUR 70,732 65 0.05 Benteler International Austria GmbH 7.250% 15/06/2031 EUR 100,000 91 0.07

245 0.18

Belgium — 0.18% Azelis Finance NV 4.750% 25/09/2029 EUR 100,000 88 0.06 Elia Group SA 5.850% 31/12/2099 EUR 100,000 89 0.06 Ontex Group NV 5.250% 15/04/2030 EUR 100,000 78 0.06

255 0.18

Bermuda — 0.30% Pelagos Insurance Capital Ltd. 7.750% 15/06/2055 USD 200,000 160 0.12 Seadrill Finance Ltd. 6.750% 15/07/2034 USD 75,000 55 0.04 Seadrill Finance Ltd. 8.375% 01/08/2030 USD 30,000 24 0.02

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement

As at 30th June 2026

Page 7

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

Bermuda — 0.30% (continued) Transocean Aquila Ltd. 8.000% 30/09/2028 USD 61,539 47 0.03 Transocean International Ltd. 7.875% 15/10/2032 USD 113,000 89 0.06 Transocean International Ltd. 8.750% 15/02/2030 USD 49,000 38 0.03

413 0.30

British Virgin Islands — 0.10% SJM International Ltd. 6.500% 15/01/2031 USD 200,000 143 0.10

Canada — 2.11% 1011778 BC ULC/New Red Finance, Inc. 4.000% 15/10/2030 USD 247,000 176 0.13 1011778 BC ULC/New Red Finance, Inc. 4.375% 15/01/2028 USD 50,000 37 0.03 Algoma Steel, Inc. 9.125% 15/04/2029 USD 25,000 18 0.01 AltaGas Ltd. 7.200% 15/10/2054 USD 98,000 78 0.06 Bausch & Lomb Corp. 8.375% 01/10/2028 USD 63,000 49 0.03 Bell Telephone Co. of Canada or Bell Canada 6.875% 15/09/2055 USD 98,000 76 0.05 Bell Telephone Co. of Canada or Bell Canada 7.000% 15/09/2055 USD 116,000 91 0.06 Bombardier, Inc. 5.875% 15/01/2035 USD 40,000 30 0.02 Bombardier, Inc. 6.750% 15/06/2033 USD 50,000 39 0.03 Bombardier, Inc. 7.000% 01/06/2032 USD 69,000 54 0.04 Bombardier, Inc. 7.250% 01/07/2031 USD 44,000 35 0.02 Bombardier, Inc. 7.450% 01/05/2034 USD 97,000 81 0.06 Bombardier, Inc. 8.750% 15/11/2030 USD 117,000 94 0.07 Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC 4.875% 15/02/2030 USD 58,000 41 0.03 Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC 5.000% 15/06/2029 USD 50,000 36 0.02 Capstone Copper Corp. 6.750% 31/03/2033 USD 83,000 63 0.04 Cascades, Inc./Cascades USA, Inc. 5.375% 15/01/2028 USD 22,000 17 0.01 Cascades, Inc./Cascades USA, Inc. 6.750% 15/07/2030 USD 70,000 54 0.04 Champion Iron Canada, Inc. 7.875% 15/07/2032 USD 65,000 51 0.04 Dye & Durham Ltd. 8.625% 15/04/2029 USD 43,000 22 0.01 Empire Communities Corp. 9.750% 01/05/2029 USD 50,000 39 0.03 Garda World Security Corp. 6.500% 15/01/2031 USD 108,000 83 0.06

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 8

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

Canada — 2.11% (continued) GFL Environmental, Inc. 4.000% 01/08/2028 USD 89,000 66 0.05 GFL Environmental, Inc. 4.375% 15/08/2029 USD 45,000 33 0.02 GFL Environmental, Inc. 4.750% 15/06/2029 USD 66,000 49 0.03 GFL Environmental, Inc. 6.750% 15/01/2031 USD 14,000 11 0.01 goeasy Ltd. 6.875% 15/05/2030 USD 17,000 11 0.01 goeasy Ltd. 6.875% 15/02/2031 USD 24,000 16 0.01 goeasy Ltd. 7.375% 01/10/2030 USD 9,000 6 0.00 goeasy Ltd. 7.625% 01/07/2029 USD 91,000 65 0.05 goeasy Ltd. 9.250% 01/12/2028 USD 102,000 76 0.05 Great Canadian Gaming Corp./Raptor LLC 8.750% 15/11/2029 USD 86,000 65 0.05 Hudbay Minerals, Inc. 6.125% 01/04/2029 USD 50,000 38 0.03 Jones Deslauriers Insurance Management, Inc. 8.500% 15/03/2030 USD 83,000 64 0.05 Mattamy Group Corp. 4.625% 01/03/2030 USD 74,000 54 0.04 Mattamy Group Corp. 6.000% 15/12/2033 USD 39,000 28 0.02 Methanex Corp. 5.125% 15/10/2027 USD 88,000 66 0.05 Methanex Corp. 5.650% 01/12/2044 USD 100,000 69 0.05 New Gold, Inc. 6.875% 01/04/2032 USD 50,000 39 0.03 Northriver Midstream Finance LP 6.750% 15/07/2032 USD 58,000 44 0.03 Ontario Gaming GTA LP/OTG Co-Issuer, Inc. 8.000% 01/08/2030 USD 75,000 56 0.04 Open Text Corp. 3.875% 15/02/2028 USD 4,000 3 0.00 Open Text Corp. 3.875% 01/12/2029 USD 107,000 74 0.05 Precision Drilling Corp. 6.875% 15/01/2029 USD 5,000 4 0.00 Rogers Communications, Inc. 6.875% 31/07/2056 USD 125,000 96 0.07 Rogers Communications, Inc. 7.000% 15/04/2055 USD 54,000 42 0.03 Rogers Communications, Inc. 7.125% 15/04/2055 USD 122,000 95 0.07 Saturn Oil & Gas, Inc. 9.625% 15/06/2029 USD 30,000 24 0.02 South Bow Canadian Infrastructure Holdings Ltd. 7.500% 01/03/2055 USD 63,000 51 0.04 South Bow Canadian Infrastructure Holdings Ltd. 7.625% 01/03/2055 USD 50,000 40 0.03 Superior Plus LP/Superior General Partner, Inc. 4.500% 15/03/2029 USD 12,000 9 0.01 TELUS Corp. 6.375% 09/06/2056 USD 100,000 75 0.05 TELUS Corp. 6.625% 15/10/2055 USD 50,000 38 0.03 TELUS Corp. 6.625% 09/06/2056 USD 50,000 38 0.03 TELUS Corp. 7.000% 15/10/2055 USD 50,000 39 0.03

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 9

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

Canada — 2.11% (continued) TransAlta Corp. 5.875% 01/02/2034 USD 4,000 3 0.00 TransAlta Corp. 6.500% 15/03/2040 USD 50,000 37 0.03 Trekor Metals Ltd. 8.250% 01/05/2030 USD 45,000 36 0.02 Vermilion Energy, Inc. 6.875% 01/05/2030 USD 76,000 57 0.04 Vermilion Energy, Inc. 7.250% 15/02/2033 USD 50,000 37 0.03 WestJet Airlines Ltd. 8.000% 14/02/2031 USD 30,000 23 0.02

2,941 2.11

Cayman Islands — 0.19% Azorra Finance Ltd. 6.250% 15/02/2034 USD 17,000 12 0.01 Azorra Finance Ltd. 7.250% 15/01/2031 USD 55,000 43 0.03 Azorra Finance Ltd. 7.750% 15/04/2030 USD 53,000 41 0.03 Global Aircraft Leasing Co. Ltd. 8.750% 01/09/2027 USD 178,000 137 0.10 Seagate HDD Cayman 5.750% 01/12/2034 USD 50,000 38 0.02

271 0.19

Cyprus — 0.06% Bank of Cyprus Holdings PLC 4.250% 18/09/2036 EUR 100,000 86 0.06

Denmark — 0.18% Genmab AS/Genmab Finance LLC 6.250% 15/12/2032 USD 200,000 154 0.11 Genmab AS/Genmab Finance LLC 7.250% 15/12/2033 USD 125,000 99 0.07

253 0.18

Finland — 0.06% Stora Enso OYJ 5.625% 31/12/2099 EUR 100,000 88 0.06

France — 4.78% Accor SA 7.250% 31/12/2099 EUR 100,000 93 0.07 Afflelou SAS 6.000% 25/07/2029 EUR 100,000 89 0.07

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 10

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

France — 4.78% (continued) Air France-KLM 3.750% 04/09/2030 EUR 100,000 85 0.06 Air France-KLM 3.875% 14/01/2031 EUR 100,000 85 0.06 Air France-KLM 8.500% 31/05/2028 EUR 100,000 93 0.07 Alstom SA 5.868% 31/12/2099 EUR 100,000 89 0.07 Atos Group 8.125% 21/05/2031 EUR 150,000 128 0.09 Banijay Entertainment SAS 7.000% 01/05/2029 EUR 100,000 89 0.07 Banijay Gaming SAS 5.125% 10/12/2031 EUR 100,000 87 0.06 CAB SELAS 7.750% 09/08/2031 EUR 100,000 86 0.06 Calderys Financing LLC 11.250% 01/06/2028 USD 20,000 16 0.01 Clariane SE 6.875% 15/04/2031 EUR 100,000 89 0.06 CMA CGM SA 5.000% 15/01/2031 EUR 100,000 88 0.06 CMA CGM SA 5.500% 15/07/2029 EUR 100,000 89 0.07 Constellium SE 3.750% 15/04/2029 USD 100,000 73 0.05 Crown European Holdings SACA 3.750% 30/09/2031 EUR 100,000 86 0.06 Crown European Holdings SACA 5.000% 15/05/2028 EUR 100,000 89 0.07 Derichebourg SA 2.250% 15/07/2028 EUR 100,000 84 0.06 Egis SA 5.125% 15/05/2031 EUR 100,000 88 0.06 Emeria SASU 3.375% 31/03/2028 EUR 100,000 71 0.05 Eramet SA 6.500% 30/11/2029 EUR 100,000 86 0.06 Eutelsat Communications SACA 5.750% 15/03/2031 EUR 100,000 88 0.06 Eutelsat Communications SACA 6.250% 15/03/2033 EUR 100,000 89 0.06 Fnac Darty SA 4.750% 01/04/2032 EUR 100,000 88 0.06 Forvia SE 3.750% 15/06/2028 EUR 71,429 61 0.04 Forvia SE 5.375% 15/03/2031 EUR 100,000 88 0.06 Forvia SE 5.500% 15/06/2031 EUR 100,000 88 0.06 Forvia SE 5.625% 15/06/2030 EUR 100,000 89 0.07 Forvia SE 6.750% 15/09/2033 USD 96,000 73 0.05 Forvia SE 8.000% 15/06/2030 USD 86,000 68 0.05 Goldstory SAS 6.750% 01/02/2030 EUR 100,000 88 0.06 Holding d'Infrastructures des Metiers de l'Environnement SAS 3.875% 31/01/2031 EUR 100,000 86 0.06 HomeVi SASU 6.625% 31/10/2031 EUR 100,000 88 0.06 Iliad Holding SAS 5.625% 15/10/2028 EUR 100,000 87 0.06 Iliad Holding SAS 6.875% 15/04/2031 EUR 100,000 91 0.07

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 11

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

France — 4.78% (continued) Iliad Holding SAS 7.000% 15/10/2028 USD 69,000 52 0.04 Iliad Holding SAS 7.000% 15/04/2032 USD 57,000 44 0.03 Iliad Holding SAS 8.500% 15/04/2031 USD 102,000 82 0.06 iliad SA 1.875% 11/02/2028 EUR 100,000 84 0.06 iliad SA 4.250% 09/01/2032 EUR 100,000 87 0.06 iliad SA 5.375% 15/02/2029 EUR 100,000 89 0.07 iliad SA 5.375% 02/05/2031 EUR 100,000 92 0.07 Kapla Holding SAS 5.000% 30/04/2031 EUR 100,000 87 0.06 Loxam SAS 4.250% 15/02/2030 EUR 100,000 86 0.06 Loxam SAS 6.375% 31/05/2029 EUR 90,000 80 0.06 Mobilux Finance SAS 4.250% 15/07/2028 EUR 100,000 86 0.06 New Immo Holding SA 3.250% 23/07/2027 EUR 100,000 86 0.06 New Immo Holding SA 4.875% 08/12/2028 EUR 100,000 87 0.06 New Immo Holding SA 5.500% 23/04/2031 EUR 100,000 87 0.06 New Immo Holding SA 5.875% 17/04/2028 EUR 100,000 88 0.06 Nexans SA 5.500% 05/04/2028 EUR 100,000 89 0.07 Opal Bidco SAS 5.500% 31/03/2032 EUR 100,000 89 0.07 Opal Bidco SAS 6.500% 31/03/2032 USD 57,000 44 0.03 Opmobility 4.875% 13/03/2029 EUR 100,000 88 0.06 OVH Groupe SA 4.750% 05/02/2031 EUR 100,000 87 0.06 Paprec Holding SA 3.500% 01/07/2028 EUR 100,000 86 0.06 Picard Groupe SAS 6.375% 01/07/2029 EUR 100,000 89 0.07 RCI Banque SA 4.750% 24/03/2037 EUR 100,000 87 0.06 RCI Banque SA 5.500% 09/10/2034 EUR 100,000 89 0.07 Renault SA 3.875% 30/09/2030 EUR 100,000 86 0.06 Renault SA 4.125% 09/06/2031 EUR 100,000 86 0.06 Rexel SA 4.000% 15/09/2030 EUR 100,000 87 0.06 Roquette Freres SA 5.494% 31/12/2099 EUR 100,000 87 0.06 Seche Environnement SACA 4.500% 25/03/2030 EUR 100,000 87 0.06 SPIE SA 3.750% 28/05/2030 EUR 100,000 86 0.06 Tereos Finance Groupe I SA 5.875% 30/04/2030 EUR 100,000 83 0.06 Unibail-Rodamco-Westfield SE 4.750% 31/12/2099 EUR 100,000 87 0.06 Valeo SE 1.000% 03/08/2028 EUR 100,000 82 0.06

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 12

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

France — 4.78% (continued) Valeo SE 4.500% 11/04/2030 EUR 100,000 87 0.06 Valeo SE 4.625% 23/03/2032 EUR 100,000 86 0.06 Valeo SE 5.125% 20/05/2031 EUR 100,000 89 0.07 Veolia Environnement SA 2.000% 31/12/2099 EUR 100,000 84 0.06 Veolia Environnement SA 2.500% 20/01/2029 EUR 100,000 83 0.06 Veolia Environnement SA 4.371% 31/12/2099 EUR 100,000 87 0.06 Verallia SA 3.500% 14/11/2029 EUR 100,000 85 0.06 Verallia SA 3.875% 04/11/2032 EUR 100,000 83 0.06 Viridien 8.500% 15/10/2030 EUR 90,421 83 0.06 Viridien 10.000% 15/10/2030 USD 75,000 60 0.04 Worldline SA 4.125% 12/09/2028 EUR 100,000 81 0.06 Worldline SA 5.250% 27/11/2029 EUR 100,000 78 0.06

6,677 4.78

Germany — 2.53% Aareal Bank AG 5.625% 12/12/2034 EUR 100,000 90 0.07 APCOA GmbH 6.000% 15/04/2031 EUR 100,000 88 0.06 Bayer AG 3.125% 12/11/2079 EUR 100,000 85 0.06 Bayer AG 4.500% 25/03/2082 EUR 100,000 87 0.06 Bayer AG 5.375% 25/03/2082 EUR 100,000 89 0.06 Bayer AG 5.500% 13/09/2054 EUR 100,000 89 0.07 Bayer AG 6.625% 25/09/2083 EUR 100,000 91 0.07 Birkenstock Group BV & Co. KG 4.500% 15/06/2033 EUR 100,000 87 0.06 Cerdia Finanz GmbH 9.375% 03/10/2031 USD 91,000 62 0.05 Cheplapharm Arzneimittel GmbH 6.750% 15/02/2032 EUR 100,000 87 0.06 Cheplapharm Arzneimittel GmbH 7.125% 15/06/2031 EUR 100,000 88 0.06 CT Investment GmbH 6.375% 15/04/2030 EUR 100,000 89 0.07 Deutsche Lufthansa AG 5.250% 15/01/2055 EUR 100,000 88 0.06 Dynamo Newco II GmbH 6.250% 15/10/2031 EUR 100,000 82 0.06 Fressnapf Holding SE 5.250% 31/10/2031 EUR 100,000 88 0.06 Gruenenthal GmbH 4.625% 15/11/2031 EUR 100,000 87 0.06 IHO Verwaltungs GmbH 6.375% 15/05/2029 USD 57,000 43 0.03

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 13

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

Germany — 2.53% (continued) IHO Verwaltungs GmbH 6.750% 15/11/2029 EUR 100,000 90 0.07 IHO Verwaltungs GmbH 7.000% 15/11/2031 EUR 200,000 184 0.13 IHO Verwaltungs GmbH 7.375% 15/05/2033 USD 75,000 59 0.04 IHO Verwaltungs GmbH 7.750% 15/11/2030 USD 76,000 59 0.04 KION Group AG 4.125% 24/03/2031 EUR 100,000 87 0.06 Lanxess AG 1.750% 22/03/2028 EUR 100,000 84 0.06 Lanxess AG 4.375% 24/06/2031 EUR 200,000 170 0.12 Mahle GmbH 6.500% 02/05/2031 EUR 100,000 90 0.07 METRO AG 5.250% 05/03/2030 EUR 100,000 90 0.07 Motel One GmbH 7.750% 02/04/2031 EUR 80,000 73 0.05 Nidda Healthcare Holding GmbH 5.375% 23/10/2030 EUR 100,000 87 0.06 Progroup AG 5.375% 15/04/2031 EUR 100,000 88 0.06 Schaeffler AG 3.375% 12/10/2028 EUR 200,000 171 0.12 Schaeffler AG 4.125% 13/05/2029 EUR 100,000 87 0.06 Schaeffler AG 4.250% 01/04/2028 EUR 100,000 87 0.06 Schaeffler AG 4.500% 12/05/2032 EUR 100,000 86 0.06 Techem Verwaltungsgesellschaft 675 GmbH 4.625% 15/07/2032 EUR 100,000 87 0.06 TUI AG 5.875% 15/03/2029 EUR 100,000 89 0.07 TUI Cruises GmbH 6.250% 15/04/2029 EUR 100,000 89 0.07 WEPA Hygieneprodukte GmbH 4.500% 30/11/2032 EUR 100,000 84 0.06 ZF Finance GmbH 2.250% 03/05/2028 EUR 100,000 83 0.06 ZF Finance GmbH 3.750% 21/09/2028 EUR 100,000 85 0.06

3,529 2.53

Gibraltar — 0.07% 888 Acquisitions Ltd. 10.750% 15/05/2030 GBP 100,000 105 0.07

Greece — 0.46% Alpha Bank SA 6.000% 13/09/2034 EUR 100,000 91 0.07 Danaos Corp. 6.875% 15/10/2032 USD 28,000 22 0.02 Eurobank SA 4.250% 30/04/2035 EUR 100,000 86 0.06 Eurobank SA 10.000% 06/12/2032 EUR 100,000 94 0.07

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 14

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

Greece — 0.46% (continued) Metlen Energy & Metals SA 3.875% 26/05/2031 EUR 100,000 83 0.06 Piraeus Bank SA 5.375% 18/09/2035 EUR 100,000 90 0.06 Public Power Corp. SA 4.250% 31/10/2030 EUR 100,000 87 0.06 Public Power Corp. SA 4.625% 31/10/2031 EUR 100,000 87 0.06

640 0.46

Hong Kong — 0.37% Melco Resorts Finance Ltd. 5.375% 04/12/2029 USD 275,000 203 0.14 Melco Resorts Finance Ltd. 6.500% 24/09/2033 USD 50,000 37 0.03 Melco Resorts Finance Ltd. 7.625% 17/04/2032 USD 39,000 30 0.02 Seaspan Corp. Pte. Ltd. 5.500% 01/08/2029 USD 75,000 56 0.04 Studio City Finance Ltd. 5.000% 15/01/2029 USD 60,000 43 0.03 Studio City Finance Ltd. 6.500% 15/01/2028 USD 200,000 151 0.11

520 0.37

Ireland — 0.60% Adient Global Holdings Ltd. 7.000% 15/04/2028 USD 17,000 13 0.01 Adient Global Holdings Ltd. 7.500% 15/02/2033 USD 57,000 45 0.03 Adient Global Holdings Ltd. 8.250% 15/04/2031 USD 28,000 22 0.02 Cimpress PLC 7.375% 15/09/2032 USD 50,000 38 0.03 eircom Finance DAC 5.000% 30/04/2031 EUR 100,000 87 0.06 Energia Group Roi Financeco DAC 6.875% 31/07/2028 EUR 100,000 88 0.06 GGAM Finance Ltd. 8.000% 15/06/2028 USD 93,000 73 0.05 Jazz Securities DAC 4.375% 15/01/2029 USD 152,000 113 0.08 Perrigo Finance Unlimited Co. 5.150% 15/06/2030 USD 200,000 146 0.11 Perrigo Finance Unlimited Co. 6.125% 30/09/2032 USD 4,000 3 0.00 Phoenix Aviation Capital Ltd. 9.250% 15/07/2030 USD 71,000 55 0.04 Virgin Media O2 Vendor Financing Notes V DAC 7.875% 15/03/2032 GBP 100,000 83 0.06 Virgin Media O2 Vendor Financing Notes VII DAC 7.500% 15/07/2033 EUR 100,000 70 0.05

836 0.60

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 15

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

Israel — 0.04% Playtika Holding Corp. 4.250% 15/03/2029 USD 75,000 51 0.04

Italy — 3.20% Almaviva-The Italian Innovation Co. SpA 5.000% 30/10/2030 EUR 100,000 84 0.06 Banca IFIS SpA 6.875% 13/09/2028 EUR 100,000 90 0.07 Banca Monte dei Paschi di Siena SpA 4.375% 02/10/2035 EUR 200,000 177 0.13 Banco BPM SpA 5.000% 18/06/2034 EUR 200,000 178 0.13 BPER Banca SpA 3.875% 25/07/2032 EUR 200,000 173 0.12 Cesar SpA 6.500% 30/09/2031 EUR 100,000 88 0.06 Efesto Bidco SpA Efesto U.S. LLC 7.500% 15/02/2032 USD 57,000 43 0.03 Engineering - Ingegneria Informatica - SpA 8.625% 15/02/2030 EUR 100,000 90 0.07 Fedrigoni SpA 6.125% 15/06/2031 EUR 100,000 88 0.06 Fibercop SpA 1.625% 18/01/2029 EUR 200,000 164 0.12 Fibercop SpA 4.750% 30/06/2030 EUR 100,000 88 0.06 Fibercop SpA 5.125% 30/06/2032 EUR 100,000 89 0.06 Fibercop SpA 5.375% 15/04/2031 EUR 100,000 89 0.06 Fibercop SpA 6.000% 30/09/2034 USD 24,000 18 0.01 Fibercop SpA 6.375% 15/11/2033 USD 120,000 91 0.07 Fibercop SpA 6.875% 15/02/2028 EUR 100,000 90 0.07 Fibercop SpA 7.200% 18/07/2036 USD 46,000 36 0.03 Fibercop SpA 7.721% 04/06/2038 USD 33,000 26 0.02 Fibercop SpA 7.750% 24/01/2033 EUR 100,000 100 0.07 FIS Fabbrica Italiana Sintetici SpA 5.250% 05/02/2031 EUR 100,000 87 0.06 Flos B&b Italia SpA 10.000% 15/11/2028 EUR 80,000 72 0.05 Gruppo San Donato SpA 6.500% 31/10/2031 EUR 100,000 85 0.06 Guala Closures SpA 3.250% 15/06/2028 EUR 100,000 85 0.06 IMA Industria Macchine Automatiche SpA 3.750% 15/01/2028 EUR 100,000 86 0.06 Infrastrutture Wireless Italiane SpA 1.625% 21/10/2028 EUR 100,000 83 0.06 Infrastrutture Wireless Italiane SpA 3.625% 13/10/2032 EUR 100,000 83 0.06 Infrastrutture Wireless Italiane SpA 3.750% 01/04/2030 EUR 100,000 86 0.06 Iren SpA 4.500% 31/12/2099 EUR 100,000 87 0.06 Italmatch Chemicals SpA 6.250% 05/02/2031 EUR 100,000 88 0.06 Itelyum Regeneration SpA 5.750% 15/04/2030 EUR 100,000 87 0.06

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 16

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

Italy — 3.20% (continued) Kedrion SpA 6.500% 01/09/2029 USD 54,000 40 0.03 Lottomatica Group SpA 4.875% 31/01/2031 EUR 100,000 88 0.06 Lottomatica Group SpA 5.375% 01/06/2030 EUR 100,000 89 0.06 Mediobanca Banca di Credito Finanziario SpA 3.875% 04/07/2030 EUR 150,000 131 0.09 Multiversity SpA 7.125% 17/05/2031 EUR 100,000 90 0.07 Mundys SpA 3.700% 29/09/2031 EUR 100,000 85 0.06 Mundys SpA 4.375% 12/01/2032 EUR 200,000 174 0.13 Mundys SpA 4.750% 24/01/2029 EUR 100,000 88 0.06 Prysmian SpA 5.250% 31/12/2099 EUR 100,000 89 0.06 TeamSystem SpA 5.000% 01/07/2031 EUR 100,000 83 0.06 Telecom Italia SpA 1.625% 18/01/2029 EUR 100,000 83 0.06 Telecom Italia SpA 3.625% 30/09/2030 EUR 200,000 173 0.12 Telecom Italia SpA 6.875% 15/02/2028 EUR 100,000 90 0.07 Telecom Italia SpA 7.875% 31/07/2028 EUR 100,000 93 0.07 Webuild SpA 4.500% 08/05/2032 EUR 100,000 86 0.06 Webuild SpA 4.875% 30/04/2030 EUR 100,000 89 0.06 Webuild SpA 5.375% 20/06/2029 EUR 100,000 90 0.07 X3G Mergeco SpA 7.000% 15/05/2030 EUR 100,000 76 0.06

4,468 3.20

Japan — 1.70% Nissan Motor Co. Ltd. 4.345% 17/09/2027 USD 250,000 186 0.13 Nissan Motor Co. Ltd. 4.810% 17/09/2030 USD 392,000 276 0.20 Nissan Motor Co. Ltd. 5.250% 17/07/2029 EUR 100,000 87 0.06 Nissan Motor Co. Ltd. 6.375% 17/07/2033 EUR 100,000 88 0.06 Nissan Motor Co. Ltd. 7.500% 17/07/2030 USD 238,000 186 0.13 Nissan Motor Co. Ltd. 7.750% 17/07/2032 USD 104,000 82 0.06 Nissan Motor Co. Ltd. 8.125% 17/07/2035 USD 57,000 45 0.03 Rakuten Group, Inc. 6.250% 31/12/2099 USD 30,000 22 0.02 Rakuten Group, Inc. 8.125% 31/12/2099 USD 32,000 25 0.02 Rakuten Group, Inc. 9.750% 15/04/2029 USD 286,000 235 0.17 SoftBank Group Corp. 5.000% 15/04/2028 EUR 100,000 87 0.06

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 17

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

Japan — 1.70% (continued) SoftBank Group Corp. 5.125% 19/09/2027 USD 200,000 150 0.11 SoftBank Group Corp. 5.375% 08/01/2029 EUR 100,000 88 0.06 SoftBank Group Corp. 5.750% 08/07/2032 EUR 100,000 86 0.06 SoftBank Group Corp. 5.875% 10/07/2031 EUR 100,000 86 0.06 SoftBank Group Corp. 6.375% 22/04/2030 EUR 100,000 88 0.06 SoftBank Group Corp. 6.375% 10/07/2033 EUR 100,000 87 0.06 SoftBank Group Corp. 6.500% 29/10/2062 EUR 100,000 80 0.06 SoftBank Group Corp. 6.875% 10/01/2031 USD 200,000 150 0.11 SoftBank Group Corp. 7.000% 22/04/2032 EUR 100,000 90 0.07 SoftBank Group Corp. 8.250% 22/10/2031 USD 200,000 156 0.11

2,380 1.70

Jersey — 0.35% A&K Travel Group Holdings Ltd. 7.500% 15/05/2033 USD 200,000 153 0.11 Biffa Group Holdings Ltd. 5.250% 15/06/2031 EUR 100,000 86 0.06 CPUK Finance Ltd. 6.875% 28/08/2032 GBP 100,000 101 0.07 Toucan FinCo Ltd./Toucan FinCo Can, Inc./Toucan FinCo U.S. LLC 9.500% 15/05/2030 USD 215,000 153 0.11

493 0.35

Luxembourg — 3.41% Aegis Lux 1a SARL 5.625% 29/10/2031 EUR 100,000 87 0.06 Albion Financing 1 SARL/Aggreko Holdings, Inc. 5.375% 21/05/2030 EUR 100,000 89 0.06 Albion Financing 1 SARL/Aggreko Holdings, Inc. 7.000% 21/05/2030 USD 96,000 75 0.05 alstria SARL 4.250% 15/10/2029 EUR 100,000 84 0.06 Ardagh Group SA 9.500% 01/12/2030 USD 150,000 121 0.09 Aroundtown Finance SARL 5.000% 16/04/2029 EUR 100,000 84 0.06 Aroundtown Finance SARL 5.250% 31/12/2099 EUR 100,000 83 0.06 Breakwater Energy Holdings SARL 9.250% 15/11/2030 USD 250,000 200 0.14 Cidron Aida Finco SARL 7.000% 27/10/2031 EUR 100,000 84 0.06 Cirsa Finance International SARL 4.875% 15/10/2031 EUR 100,000 88 0.06 Cirsa Finance International SARL 6.500% 15/03/2029 EUR 100,000 89 0.06

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 18

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

Luxembourg — 3.41% (continued) Connect Finco SARL/Connect U.S. Finco LLC 9.000% 15/09/2029 USD 182,000 145 0.10 Consolidated Energy Finance SA 5.625% 15/10/2028 USD 150,000 109 0.08 ContourGlobal Power Holdings SA 4.375% 31/07/2031 EUR 100,000 84 0.06 ContourGlobal Power Holdings SA 6.750% 28/02/2030 USD 30,000 23 0.02 Currenta Group Holdings SARL 5.500% 15/05/2030 EUR 100,000 87 0.06 Ephios Subco 3 SARL 7.875% 31/01/2031 EUR 100,000 91 0.07 Essendi SA 5.375% 15/05/2030 EUR 100,000 88 0.06 Essendi SA 6.375% 15/10/2029 EUR 100,000 90 0.07 Eurofins Scientific SE 6.750% 31/12/2099 EUR 100,000 90 0.07 FORESEA Holding SA 7.000% 15/06/2030 USD 50,000 37 0.03 Froneri Lux FinCo SARL 4.750% 01/08/2032 EUR 100,000 84 0.06 Froneri Lux FinCo SARL 6.000% 01/08/2032 USD 33,000 24 0.02 Grand City Properties Finance SARL 4.750% 31/12/2099 EUR 100,000 84 0.06 Intralot Capital Luxembourg SA 6.750% 15/10/2031 EUR 100,000 88 0.06 ION Platform Finance SARL 6.500% 30/09/2030 EUR 100,000 70 0.05 J&F Luxembourg Finance SARL 8.000% 23/04/2033 USD 200,000 148 0.11 J&F Luxembourg Finance SARL 8.500% 01/12/2032 USD 100,000 76 0.06 Luna 1.5 SARL 10.500% 01/07/2032 EUR 100,000 92 0.07 Luna 1.5 SARL 12.000% 01/07/2032 USD 200,000 162 0.12 Luna 2 5 SARL 5. 500% 01/07/2032 EUR 100,000 87 0.06 Maxam Prill SARL 6.000% 15/07/2030 EUR 100,000 88 0.06 Maxam Prill SARL 7.750% 15/07/2030 USD 36,000 28 0.02 Monitchem HoldCo 3 SA 8.000% 15/07/2031 EUR 145,000 125 0.09 Monitchem HoldCo 3 SA 8.750% 01/05/2028 EUR 100,000 88 0.06 Motion Finco SARL 7.375% 15/06/2030 EUR 100,000 75 0.05 NJJ Continental SA 3.875% 15/10/2030 EUR 100,000 86 0.06 Puma International Financing SA 7.750% 25/04/2029 USD 236,000 183 0.13 Rossini SARL 6.750% 31/12/2029 EUR 100,000 89 0.06 Samsonite Finco SARL 4.375% 15/02/2033 EUR 100,000 85 0.06 SES Financing SARL 7.375% 31/12/2099 EUR 100,000 86 0.06 SES SA 3.500% 14/01/2029 EUR 100,000 85 0.06 SES SA 4.125% 24/06/2030 EUR 100,000 86 0.06 SES SA 4.875% 24/06/2033 EUR 100,000 87 0.06

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 19

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

Luxembourg — 3.41% (continued) SK Invictus Intermediate II SARL 5.000% 30/10/2029 USD 127,000 94 0.07 Stena International SA 7.250% 15/01/2031 USD 51,000 39 0.03 Stena International SA 7.625% 15/02/2031 USD 112,000 87 0.06 Summer BC Holdco B SARL 5.875% 15/02/2030 EUR 100,000 76 0.06 Telecom Italia Capital SA 6.375% 15/11/2033 USD 25,000 20 0.02 Telecom Italia Capital SA 7.721% 04/06/2038 USD 100,000 87 0.06 Telenet Finance Luxembourg Notes SARL 3.500% 01/03/2028 EUR 100,000 86 0.06 Telenet Finance Luxembourg Notes SARL 5.500% 01/03/2028 USD 200,000 150 0.11 Vivion Investments SARL 5.625% 08/06/2030 EUR 100,000 83 0.06

4,756 3.41

Macau — 0.36% MGM China Holdings Ltd. 6.250% 15/05/2033 USD 200,000 148 0.10 MGM China Holdings Ltd. 7.125% 26/06/2031 USD 51,000 40 0.03 Wynn Macau Ltd. 5.125% 15/12/2029 USD 100,000 74 0.05 Wynn Macau Ltd. 5.500% 01/10/2027 USD 200,000 151 0.11 Wynn Macau Ltd. 5.625% 26/08/2028 USD 87,000 65 0.05 Wynn Macau Ltd. 6.750% 15/02/2034 USD 36,000 27 0.02

505 0.36

Malta — 0.09% VistaJet Malta Finance PLC/Vista Management Holding, Inc. 6.375% 01/02/2030 USD 89,000 64 0.05 VistaJet Malta Finance PLC/Vista Management Holding, Inc. 8.750% 15/01/2032 USD 49,000 37 0.03 VistaJet Malta Finance PLC/Vista Management Holding, Inc. 9.500% 01/06/2028 USD 29,000 22 0.01

123 0.09

Netherlands — 3.60% Abertis Infraestructuras Finance BV 4.744% 31/12/2099 EUR 100,000 87 0.06 Abertis Infraestructuras Finance BV 4.746% 31/12/2099 EUR 100,000 87 0.06

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 20

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

Netherlands — 3.60% (continued) Adecco International Financial Services BV 4.875% 23/04/2056 EUR 100,000 85 0.06 Alcoa Nederland Holding BV 4.125% 31/03/2029 USD 81,000 60 0.04 Alcoa Nederland Holding BV 7.125% 15/03/2031 USD 7,000 6 0.00 Ashland Services BV 2.000% 30/01/2028 EUR 100,000 85 0.06 Axalta Coating Systems Dutch Holding B BV 7.250% 15/02/2031 USD 61,000 48 0.04 Boels Topholding BV 5.750% 15/05/2030 EUR 100,000 89 0.06 Brightstar Lottery Holdings BV 4.250% 15/03/2030 EUR 100,000 87 0.06 Centrient Holding BV 6.750% 30/05/2030 EUR 100,000 73 0.05 Citycon Treasury BV 1.625% 12/03/2028 EUR 100,000 82 0.06 Citycon Treasury BV 5.000% 11/03/2030 EUR 100,000 83 0.06 Darling Global Finance BV 4.500% 15/07/2032 EUR 100,000 87 0.06 Dufry One BV 3.375% 15/04/2028 EUR 100,000 86 0.06 Energizer Gamma Acquisition BV 3.500% 30/06/2029 EUR 100,000 84 0.06 Flora Food Management BV 6.875% 02/07/2029 EUR 100,000 84 0.06 Goodyear Europe BV 2.750% 15/08/2028 EUR 100,000 84 0.06 IPD 3 BV 5.500% 15/06/2031 EUR 100,000 84 0.06 Koninklijke KPN NV 4.875% 31/12/2099 EUR 100,000 89 0.06 Odido Holding BV 3.750% 15/01/2029 EUR 100,000 86 0.06 OI European Group BV 4.750% 15/02/2030 USD 180,000 129 0.09 OI European Group BV 5.250% 01/06/2029 EUR 100,000 88 0.06 Phoenix PIB Dutch Finance BV 4.875% 10/07/2029 EUR 100,000 89 0.06 Q-Park Holding I BV 5.125% 01/03/2029 EUR 100,000 88 0.06 Q-Park Holding I BV 5.125% 15/02/2030 EUR 100,000 88 0.06 Saipem Finance International BV 3.125% 31/03/2028 EUR 100,000 86 0.06 Stellantis NV 6.250% 31/12/2099 EUR 250,000 212 0.15 Stellantis NV 6.875% 31/12/2099 EUR 150,000 127 0.09 Stellantis NV 8.250% 16/06/2032 GBP 100,000 98 0.07 Sudzucker International Finance BV 5.950% 31/12/2099 EUR 100,000 85 0.06 Sunrise FinCo I BV 4.625% 15/05/2032 EUR 100,000 86 0.06 Sunrise FinCo I BV 4.875% 15/07/2031 USD 284,000 203 0.15 Telefonica Europe BV 2.376% 12/02/2029 EUR 100,000 82 0.06 Telefonica Europe BV 2.502% 31/12/2099 EUR 100,000 85 0.06 Telefonica Europe BV 2.875% 31/12/2099 EUR 100,000 85 0.06

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 21

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

Netherlands — 3.60% (continued) Telefonica Europe BV 5.752% 31/12/2099 EUR 100,000 91 0.07 Telefonica Europe BV 6.135% 31/12/2099 EUR 100,000 92 0.07 Telefonica Europe BV 6.750% 31/12/2099 EUR 100,000 95 0.07 Trivium Packaging Finance BV 6.625% 15/07/2030 EUR 100,000 90 0.07 Trivium Packaging Finance BV 8.250% 15/07/2030 USD 52,000 42 0.03 United Group BV 4.625% 15/08/2028 EUR 100,000 86 0.06 United Group BV 5.250% 01/02/2030 EUR 100,000 87 0.06 United Group BV 6.750% 15/02/2031 EUR 100,000 90 0.07 VZ Secured Financing BV 3.500% 15/01/2032 EUR 100,000 80 0.06 VZ Secured Financing BV 5.000% 15/01/2032 USD 156,000 104 0.08 VZ Secured Financing BV 5.250% 15/01/2033 EUR 100,000 82 0.06 VZ Secured Financing BV 7.500% 15/01/2033 USD 107,000 78 0.06 Wintershall Dea Finance 2 BV 3.000% 31/12/2099 EUR 100,000 84 0.06 Wintershall Dea Finance 2 BV 6.117% 31/12/2099 EUR 100,000 89 0.06 ZF Europe Finance BV 2.500% 23/10/2027 EUR 100,000 85 0.06 ZF Europe Finance BV 3.000% 23/10/2029 EUR 100,000 82 0.06 ZF Europe Finance BV 5.500% 17/02/2032 EUR 100,000 85 0.06 ZF Europe Finance BV 7.000% 12/06/2030 EUR 100,000 92 0.07 Ziggo Bond Co. BV 3.375% 28/02/2030 EUR 100,000 77 0.06 Ziggo Bond Co. BV 5.125% 28/02/2030 USD 94,000 62 0.05 Ziggo BV 2.875% 15/01/2030 EUR 100,000 82 0.06 Ziggo BV 4.875% 15/01/2030 USD 116,000 83 0.06

5,025 3.60

Norway — 0.14% NES Fircroft Bondco AS 8.000% 30/09/2029 USD 125,000 97 0.07 TGS ASA 8.500% 15/01/2030 USD 24,000 19 0.01 Var Energi ASA 4.950% 29/04/2086 EUR 100,000 86 0.06

202 0.14

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 22

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

Portugal — 0.31% EDP SA 1.875% 14/03/2082 EUR 100,000 81 0.06 EDP SA 4.375% 02/12/2055 EUR 100,000 85 0.06 EDP SA 4.500% 27/05/2055 EUR 100,000 87 0.06 EDP SA 4.625% 16/09/2054 EUR 100,000 87 0.06 EDP SA 4.750% 29/05/2054 EUR 100,000 88 0.07

428 0.31

Singapore — 0.37% Avation Group S Pte. Ltd. 8.500% 15/05/2031 USD 200,000 143 0.10 JAPFA Pte. Ltd. 7.950% 12/05/2031 USD 200,000 151 0.11 Seagate Data Storage Technology Pte. Ltd. 4.091% 01/06/2029 USD 2,000 2 0.00 Seagate Data Storage Technology Pte. Ltd. 5.750% 01/12/2034 USD 17,000 13 0.01 Seagate Data Storage Technology Pte. Ltd. 5.875% 15/07/2030 USD 37,000 29 0.02 Seagate Data Storage Technology Pte. Ltd. 8.250% 15/12/2029 USD 100,000 79 0.06 Seagate Data Storage Technology Pte. Ltd. 8.500% 15/07/2031 USD 50,000 40 0.03 Seagate Data Storage Technology Pte. Ltd. 9.625% 01/12/2032 USD 72,000 60 0.04

517 0.37

Spain — 0.75% ACS Actividades de Construccion y Servicios SA 3.750% 11/06/2030 EUR 100,000 86 0.06 Audax Renovables SA 7.500% 22/05/2031 EUR 100,000 87 0.06 Banco de Credito Social Cooperativo SA 4.250% 13/10/2037 EUR 100,000 86 0.06 Celsa Opco SA 8.250% 15/12/2030 EUR 100,000 92 0.07 eDreams ODIGEO SA 4.875% 30/12/2030 EUR 100,000 80 0.06 Eroski S Coop 5.750% 15/05/2031 EUR 100,000 90 0.07 Grifols SA 3.875% 15/10/2028 EUR 100,000 86 0.06 Grifols SA 4.750% 15/10/2028 USD 120,000 89 0.06 Molins Finance SA 5.500% 15/06/2033 EUR 100,000 90 0.07 Neinor Homes SA 5.875% 15/02/2030 EUR 100,000 89 0.06

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 23

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

Spain — 0.75% (continued) Telefonica Emisiones SA 4.381% 31/12/2099 EUR 100,000 86 0.06 Via Celere Desarrollos Inmobiliarios SA 4.875% 15/04/2031 EUR 100,000 84 0.06

1,045 0.75

Sweden — 0.63% Dometic Group AB 2.000% 29/09/2028 EUR 100,000 83 0.06 Dometic Group AB 5.000% 11/09/2030 EUR 100,000 86 0.06 Heimstaden AB 7.361% 24/01/2031 EUR 100,000 88 0.06 Heimstaden Bostad AB 3.000% 29/10/2027 EUR 100,000 84 0.06 Intrum Investments & Financing AB 8.000% 11/09/2027 EUR 100,000 87 0.06 Samhallsbyggnadsbolaget I Norden Holding AB 2.250% 12/07/2027 EUR 150,000 125 0.09 Verisure Holding AB 5.500% 15/05/2030 EUR 100,000 89 0.07 Verisure Midholding AB 5.250% 15/02/2029 EUR 85,106 73 0.05 Volvo Car AB 2.500% 07/10/2027 EUR 100,000 85 0.06 Volvo Car AB 4.250% 31/05/2028 EUR 100,000 87 0.06

887 0.63

Switzerland — 0.13% Aptiv Swiss Holdings Ltd. 6.875% 15/12/2054 USD 230,000 178 0.13

United Kingdom — 5.49% Alexandrite Monnet U.K. Holdco PLC 6.875% 31/05/2031 EUR 100,000 87 0.06 Allwyn Entertainment Financing U.K. PLC 4.125% 15/02/2031 EUR 100,000 85 0.06 Allwyn Entertainment Financing U.K. PLC 4.625% 15/08/2031 EUR 100,000 86 0.06 Amber Finco PLC 6.625% 15/07/2029 EUR 100,000 89 0.06 Ardonagh Finco Ltd. 6.875% 15/02/2031 EUR 100,000 87 0.06 Ardonagh Finco Ltd. 7.750% 15/02/2031 USD 299,000 229 0.17 Arqiva Broadcast Finance PLC 8.625% 01/07/2030 GBP 100,000 88 0.06 Atlantica Sustainable Infrastructure PLC 4.125% 15/06/2028 USD 50,000 37 0.03 Avianca Midco 2 PLC 9.000% 01/12/2028 USD 23,828 18 0.01 Avianca Midco 2 PLC 9.500% 28/01/2031 USD 203,000 151 0.11

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 24

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United Kingdom — 5.49% (continued) Avianca Midco 2 PLC 9.625% 14/02/2030 USD 60,000 45 0.03 Avis Budget Finance PLC 7.250% 31/07/2030 EUR 100,000 88 0.06 BCP V Modular Services Finance II PLC 4.750% 30/11/2028 EUR 200,000 163 0.12 Bellis Acquisition Co. PLC 8.000% 01/07/2031 EUR 100,000 84 0.06 Bellis Acquisition Co. PLC 8.125% 14/05/2030 GBP 100,000 94 0.07 Belron U.K. Finance PLC 4.625% 15/10/2029 EUR 100,000 88 0.06 Belron U.K. Finance PLC 5.750% 15/10/2029 USD 56,000 43 0.03 Boparan Finance PLC 9.375% 07/11/2029 GBP 90,000 95 0.07 Brightstar Lottery PLC/Brightstar Global Solutions Corp. 5.750% 15/01/2033 USD 231,000 171 0.12 British Telecommunications Ltd. 6.375% 03/12/2055 GBP 150,000 152 0.11 California Buyer Ltd./Atlantica Sustainable Infrastructure PLC 6.375% 15/02/2032 USD 208,000 158 0.11 Carnival U.K. Ltd. 1.000% 28/10/2029 EUR 100,000 81 0.06 Centrica PLC 6.500% 21/05/2055 GBP 100,000 102 0.07 Deuce Finco PLC 7.000% 20/11/2031 GBP 100,000 102 0.07 Drax Finco PLC 5.875% 15/04/2029 EUR 100,000 89 0.06 Edge Finco PLC 8.125% 15/08/2031 GBP 100,000 105 0.08 EG Global Finance PLC 12.000% 30/11/2028 USD 45,000 36 0.03 EnQuest PLC 9.875% 30/04/2031 USD 200,000 154 0.11 Gatwick Airport Finance PLC 6.000% 21/11/2030 GBP 100,000 100 0.07 Global Auto Holdings Ltd./AAG FH U.K. Ltd. 8.375% 15/01/2029 USD 42,000 31 0.02 Global Auto Holdings Ltd./AAG FH U.K. Ltd. 8.750% 15/01/2032 USD 41,000 30 0.02 Global Auto Holdings Ltd./AAG FH U.K. Ltd. 11.500% 15/08/2029 USD 35,000 28 0.02 Heathrow Finance PLC 6.625% 01/03/2031 GBP 100,000 100 0.07 Howden U.K. Refinance PLC/Howden U.K. Refinance 2 PLC/Howden U.S. Refinance LLC 7.250% 15/02/2031 USD 127,000 93 0.07 Iceland Bondco PLC 4.375% 15/05/2028 GBP 100,000 99 0.07 INEOS Finance PLC 5.625% 15/08/2030 EUR 100,000 81 0.06 INEOS Finance PLC 6.625% 15/05/2028 EUR 100,000 87 0.06 INEOS Finance PLC 7.500% 15/04/2029 USD 60,000 44 0.03 INEOS Finance PLC 7.875% 15/11/2031 EUR 100,000 83 0.06 INEOS Quattro Finance 2 PLC 8.500% 15/03/2029 EUR 100,000 79 0.06 International Personal Finance PLC 10.750% 14/12/2029 EUR 100,000 91 0.07

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 25

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United Kingdom — 5.49% (continued) Ithaca Energy North Sea PLC 5.500% 01/10/2031 EUR 100,000 86 0.06 Ithaca Energy North Sea PLC 8.125% 15/10/2029 USD 92,000 72 0.05 Jaguar Land Rover Automotive PLC 4.500% 01/10/2027 USD 110,000 82 0.06 Jaguar Land Rover Automotive PLC 4.500% 15/07/2028 EUR 100,000 86 0.06 Jerrold Finco PLC 7.875% 15/04/2030 GBP 100,000 102 0.07 Kane Bidco Ltd. 7.750% 15/07/2031 GBP 100,000 101 0.07 Marex Group PLC 7.700% 31/12/2099 USD 200,000 152 0.11 Market Bidco Finco PLC 8.750% 31/01/2031 GBP 100,000 98 0.07 Metro Bank Holdings PLC 12.000% 30/04/2029 GBP 100,000 110 0.08 Nomad Foods Bondco PLC 2.500% 24/06/2028 EUR 100,000 85 0.06 Ocado Group PLC 10.500% 08/08/2029 GBP 100,000 103 0.07 Paysafe Finance PLC/Paysafe Holdings U.S. Corp. 4.000% 15/06/2029 USD 50,000 33 0.02 PCC Global PLC 8.250% 15/11/2030 EUR 100,000 69 0.05 PeopleCert Wisdom Issuer PLC 5.500% 15/06/2031 EUR 100,000 84 0.06 Pinewood Finco PLC 6.000% 27/03/2030 GBP 100,000 101 0.07 Pinnacle Bidco PLC 10.000% 11/10/2028 GBP 100,000 104 0.08 Project Grand U.K. PLC 9.000% 01/06/2029 EUR 100,000 86 0.06 Punch Finance PLC 7.875% 30/12/2030 GBP 100,000 104 0.08 Sherwood Financing PLC 7.625% 15/12/2029 EUR 100,000 88 0.06 Trident Energy Finance PLC 12.500% 30/11/2029 USD 93,000 74 0.05 Virgin Media Finance PLC 3.750% 15/07/2030 EUR 100,000 70 0.05 Virgin Media Finance PLC 5.000% 15/07/2030 USD 100,000 58 0.04 Virgin Media Secured Finance PLC 4.500% 15/08/2030 USD 255,000 165 0.12 Virgin Media Secured Finance PLC 5.250% 15/05/2029 GBP 100,000 96 0.07 Virgin Media Secured Finance PLC 5.500% 15/05/2029 USD 100,000 72 0.05 Vmed O2 U.K. Financing I PLC 3.250% 31/01/2031 EUR 100,000 76 0.06 Vmed O2 U.K. Financing I PLC 4.000% 31/01/2029 GBP 100,000 95 0.07 Vmed O2 U.K. Financing I PLC 4.250% 31/01/2031 USD 236,000 148 0.11 Vmed O2 U.K. Financing I PLC 4.500% 15/07/2031 GBP 100,000 82 0.06 Vmed O2 U.K. Financing I PLC 4.750% 15/07/2031 USD 82,000 51 0.04 Vmed O2 U.K. Financing I PLC 5.625% 15/04/2032 EUR 100,000 76 0.06 Vmed O2 U.K. Financing I PLC 6.750% 15/01/2033 USD 203,000 131 0.10 Vmed O2 U.K. Financing I PLC 7.750% 15/04/2032 USD 94,000 65 0.05

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 26

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United Kingdom — 5.49% (continued) Vodafone Group PLC 3.000% 27/08/2080 EUR 100,000 83 0.06 Vodafone Group PLC 4.125% 04/06/2081 USD 36,000 25 0.02 Vodafone Group PLC 4.625% 12/09/2055 EUR 100,000 85 0.06 Vodafone Group PLC 5.125% 04/06/2081 USD 112,000 66 0.05 Vodafone Group PLC 6.500% 30/08/2084 EUR 200,000 185 0.13 Vodafone Group PLC 7.000% 04/04/2079 USD 200,000 157 0.11 Wolseley Group Finco PLC 9.750% 31/01/2031 GBP 100,000 94 0.07 Zegona Finance PLC 4.250% 15/01/2032 EUR 100,000 86 0.06 Zegona Finance PLC 6.750% 15/07/2029 EUR 100,000 89 0.06 Zegona Finance PLC 8.625% 15/07/2029 USD 42,000 33 0.02

7,661 5.49

United States — 64.02% AAR Escrow Issuer LLC 6.750% 15/03/2029 USD 87,000 67 0.05 Academy Ltd. 5.875% 15/05/2031 USD 47,000 36 0.03 Acadia Healthcare Co., Inc. 5.000% 15/04/2029 USD 50,000 37 0.03 Acadia Healthcare Co., Inc. 5.500% 01/07/2028 USD 50,000 38 0.03 ACCO Brands Corp. 4.250% 15/03/2029 USD 39,000 27 0.02 Acrisure LLC/Acrisure Finance, Inc. 4.250% 15/02/2029 USD 93,000 65 0.05 Acrisure LLC/Acrisure Finance, Inc. 6.750% 01/07/2032 USD 59,000 40 0.03 Acrisure LLC/Acrisure Finance, Inc. 7.500% 06/11/2030 USD 107,000 77 0.06 Acushnet Co. 5.625% 01/12/2033 USD 20,000 15 0.01 Adams Homes, Inc. 9.250% 15/10/2028 USD 50,000 39 0.03 Adapthealth LLC 4.625% 01/08/2029 USD 90,000 66 0.05 Adapthealth LLC 5.125% 01/03/2030 USD 70,000 51 0.04 ADI Escrow Issuer LLC 7.125% 15/07/2034 USD 50,000 39 0.03 ADT Security Corp. 4.125% 01/08/2029 USD 96,000 70 0.05 ADT Security Corp. 4.875% 15/07/2032 USD 61,000 44 0.03 ADT Security Corp. 5.875% 15/10/2033 USD 66,000 49 0.04 Advance Auto Parts, Inc. 1.750% 01/10/2027 USD 100,000 73 0.05 Advance Auto Parts, Inc. 3.500% 15/03/2032 USD 50,000 33 0.02 Advance Auto Parts, Inc. 3.900% 15/04/2030 USD 68,000 48 0.03

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 27

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Advance Auto Parts, Inc. 7.000% 01/08/2030 USD 131,000 102 0.07 Advance Auto Parts, Inc. 7.375% 01/08/2033 USD 25,000 20 0.01 Advanced Drainage Systems, Inc. 5.375% 01/03/2034 USD 36,000 27 0.02 Advanced Drainage Systems, Inc. 6.375% 15/06/2030 USD 38,000 29 0.02 Advantage Sales & Marketing, Inc. 9.000% 15/11/2030 USD 26,827 18 0.01 AECOM 6.000% 01/08/2033 USD 118,000 89 0.06 AES Corp. 6.950% 15/07/2055 USD 50,000 37 0.03 AES Corp. 7.600% 15/01/2055 USD 98,000 76 0.05 Aethon United BR LP/Aethon United Finance Corp. 7.500% 01/10/2029 USD 124,000 98 0.07 AHP Health Partners, Inc. 5.750% 15/07/2029 USD 50,000 37 0.03 Alaska Airlines, Inc. 6.500% 01/06/2031 USD 25,000 19 0.01 Albertsons Cos., Inc./Safeway, Inc./New Albert sons LP/Albertsons LLC 3.500% 15/03/2029 USD 101,000 73 0.05 Albertsons Cos., Inc./Safeway, Inc./New Albert sons LP/Albertsons LLC 4.875% 15/02/2030 USD 100,000 73 0.05 Albertsons Cos., Inc./Safeway, Inc./New Albert sons LP/Albertsons LLC 5.500% 31/03/2031 USD 82,000 61 0.04 Albertsons Cos., Inc./Safeway, Inc./New Albert sons LP/Albertsons LLC 5.625% 31/03/2032 USD 111,000 81 0.06 Albertsons Cos., Inc./Safeway, Inc./New Albert sons LP/Albertsons LLC 5.750% 31/03/2034 USD 200,000 144 0.10 Albertsons Cos., Inc./Safeway, Inc./New Albert sons LP/Albertsons LLC 6.250% 15/03/2033 USD 25,000 19 0.01 Albertsons Cos., Inc./Safeway, Inc./New Albert sons LP/Albertsons LLC 6.500% 15/02/2028 USD 80,000 61 0.04 Allegiant Travel Co. 7.125% 01/07/2031 USD 40,000 31 0.02 Allegiant Travel Co. 7.250% 15/08/2027 USD 71,000 54 0.04 Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer 4.250% 15/10/2027 USD 65,000 49 0.04 Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer 6.500% 01/10/2031 USD 112,000 84 0.06 Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer 6.750% 15/04/2028 USD 113,000 86 0.06 Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer 7.000% 15/01/2031 USD 124,000 95 0.07 Allied Universal Holdco LLC 7.875% 15/02/2031 USD 196,000 155 0.11

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 28

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Allied Universal Holdco LLC/Allied Universal Finance Corp. 6.875% 15/06/2030 USD 81,000 63 0.05 Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL 3.625% 01/06/2028 EUR 100,000 86 0.06 Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL 4.625% 01/06/2028 USD 48,000 36 0.03 Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL 4.625% 01/06/2028 USD 236,000 176 0.13 Allison Transmission, Inc. 3.750% 30/01/2031 USD 107,000 76 0.05 Allison Transmission, Inc. 5.875% 01/12/2033 USD 63,000 47 0.03 Ally Financial, Inc. 6.646% 17/01/2040 USD 92,000 69 0.05 Ally Financial, Inc. 6.700% 14/02/2033 USD 21,000 16 0.01 Alpha Generation LLC 6.250% 15/01/2034 USD 77,000 57 0.04 Alpha Generation LLC 6.750% 15/10/2032 USD 40,000 31 0.02 AMC Global Media, Inc. 10.500% 15/07/2032 USD 188,000 146 0.10 Amentum Holdings, Inc. 7.250% 01/08/2032 USD 100,000 78 0.06 American Airlines, Inc. 7.250% 15/02/2028 USD 81,000 62 0.04 American Airlines, Inc./AAdvantage Loyalty IP Ltd. 5.750% 20/04/2029 USD 298,000 226 0.16 American Axle & Manufacturing, Inc. 5.000% 01/10/2029 USD 71,000 52 0.04 American Axle & Manufacturing, Inc. 6.375% 15/10/2032 USD 100,000 75 0.05 American Axle & Manufacturing, Inc. 7.750% 15/10/2033 USD 90,000 67 0.05 American Builders & Contractors Supply Co., Inc. 3.875% 15/11/2029 USD 101,000 73 0.05 American Builders & Contractors Supply Co., Inc. 4.000% 15/01/2028 USD 56,000 42 0.03 American National Group, Inc. 7.000% 01/12/2055 USD 39,000 29 0.02 AmeriGas Partners LP/AmeriGas Finance Corp. 6.875% 01/06/2031 USD 55,000 42 0.03 AmeriGas Partners LP/AmeriGas Finance Corp. 9.375% 01/06/2028 USD 76,000 59 0.04 AmeriGas Partners LP/AmeriGas Finance Corp. 9.500% 01/06/2030 USD 16,000 13 0.01 Ameritex Holdco Intermediate LLC 7.625% 15/08/2033 USD 122,000 96 0.07 Amkor Technology, Inc. 5.875% 01/10/2033 USD 101,000 77 0.06 AMN Healthcare, Inc. 4.000% 15/04/2029 USD 24,000 18 0.01 AMN Healthcare, Inc. 6.500% 15/01/2031 USD 91,000 69 0.05 Amneal Pharmaceuticals LLC 6.875% 01/08/2032 USD 74,000 58 0.04 Amsted Industries, Inc. 4.625% 15/05/2030 USD 50,000 37 0.03 Amsted Industries, Inc. 6.375% 15/03/2033 USD 45,000 34 0.02

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 29

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) AmWINS Group, Inc. 4.875% 30/06/2029 USD 70,000 51 0.04 AmWINS Group, Inc. 6.375% 15/02/2029 USD 119,000 90 0.06 Angi Group LLC 3.875% 15/08/2028 USD 40,000 26 0.02 Antero Midstream Partners LP/Antero Midstream Finance Corp. 5.375% 15/06/2029 USD 86,000 65 0.05 Antero Midstream Partners LP/Antero Midstream Finance Corp. 5.750% 15/10/2033 USD 22,000 16 0.01 Antero Midstream Partners LP/Antero Midstream Finance Corp. 5.750% 01/07/2034 USD 64,000 48 0.03 Antero Midstream Partners LP/Antero Midstream Finance Corp. 6.625% 01/02/2032 USD 75,000 58 0.04 Anywhere Real Estate Group LLC/Anywhere Co-Issuer Corp. 7.000% 15/04/2030 USD 100,000 76 0.05 Anywhere Real Estate Group LLC/Realogy Co-Issuer Corp. 5.750% 15/01/2029 USD 100,000 74 0.05 Anywhere Real Estate Group LLC/Realogy Co-Issuer Corp. 9.750% 15/04/2030 USD 20,000 16 0.01 AP Core Holdings II LLC 11.000% 15/05/2031 USD 110,000 87 0.06 APH Somerset Investor 2 LLC/APH2 Somerset Investor 2 LLC/APH3 Somerset Investor 2 LLC 7.875% 01/11/2029 USD 126,000 96 0.07 APi Group DE, Inc. 4.125% 15/07/2029 USD 50,000 36 0.03 APi Group DE, Inc. 5.750% 01/06/2034 USD 34,000 25 0.02 APLD ComputeCo 2 LLC 6.750% 15/03/2031 USD 235,000 178 0.13 APLD ComputeCo 3 LLC 7.000% 15/06/2031 USD 195,000 147 0.11 APLD ComputeCo LLC 9.250% 15/12/2030 USD 228,000 186 0.13 Aramark Services, Inc. 5.000% 01/02/2028 USD 46,000 35 0.02 Arbor Realty SR, Inc. 7.875% 15/07/2030 USD 77,000 55 0.04 Arbor Realty SR, Inc. 8.500% 15/12/2028 USD 69,000 52 0.04 Arches Buyer, Inc. 4.250% 01/06/2028 USD 54,000 40 0.03 Archrock Partners LP/Archrock Partners Finance Corp. 6.625% 01/09/2032 USD 5,000 4 0.00 Archrock Services LP/Archrock Partners Finance Corp. 6.000% 01/02/2034 USD 50,000 38 0.03 Arcosa, Inc. 6.875% 15/08/2032 USD 48,000 38 0.03 Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC 3.250% 01/09/2028 USD 53,000 38 0.03

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 30

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC 5.000% 30/01/2031 EUR 100,000 87 0.06 Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC 6.250% 30/01/2031 USD 200,000 153 0.11 Aretec Group, Inc. 10.000% 15/08/2030 USD 41,000 33 0.02 Arsenal AIC Parent LLC 8.000% 01/10/2030 USD 50,000 39 0.03 Arsenal AIC Parent LLC 11.500% 01/10/2031 USD 78,000 63 0.05 Asbury Automotive Group, Inc. 4.500% 01/03/2028 USD 30,000 22 0.02 Asbury Automotive Group, Inc. 4.625% 15/11/2029 USD 48,000 35 0.02 Asbury Automotive Group, Inc. 5.000% 15/02/2032 USD 78,000 56 0.04 Ascent Resources Utica Holdings LLC/ARU Finance Corp. 5.875% 30/06/2029 USD 14,000 11 0.01 Ascent Resources Utica Holdings LLC/ARU Finance Corp. 6.625% 15/10/2032 USD 48,000 37 0.03 Ascent Resources Utica Holdings LLC/ARU Finance Corp. 6.625% 15/07/2033 USD 50,000 38 0.03 Ashland, Inc. 3.375% 01/09/2031 USD 18,000 13 0.01 Ashland, Inc. 6.875% 15/05/2043 USD 70,000 54 0.04 Ashton Woods USA LLC/Ashton Woods Finance Co. 4.625% 01/04/2030 USD 31,000 22 0.02 Ashton Woods USA LLC/Ashton Woods Finance Co. 6.875% 01/08/2033 USD 89,000 67 0.05 Assurant, Inc. 7.000% 27/03/2048 USD 40,000 31 0.02 Asurion LLC/Asurion Co-Issuer, Inc. 8.000% 31/12/2032 USD 323,000 247 0.18 Asurion LLC/Asurion Co-Issuer, Inc. 8.375% 01/02/2034 USD 323,000 221 0.16 ATI, Inc. 4.875% 01/10/2029 USD 69,000 52 0.04 ATI, Inc. 5.875% 01/12/2027 USD 100,000 76 0.05 ATI, Inc. 5.875% 15/06/2033 USD 70,000 54 0.04 Atkore, Inc. 4.250% 01/06/2031 USD 50,000 36 0.03 Atlanticus Holdings Corp. 9.750% 01/09/2030 USD 75,000 57 0.04 Avantor Funding, Inc. 3.875% 15/07/2028 EUR 100,000 86 0.06 Avantor Funding, Inc. 3.875% 01/11/2029 USD 42,000 30 0.02 Avantor Funding, Inc. 4.625% 15/07/2028 USD 175,000 131 0.09 Avient Corp. 6.250% 01/11/2031 USD 87,000 67 0.05 Avient Corp. 7.125% 01/08/2030 USD 46,000 35 0.02

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 31

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Avis Budget Car Rental LLC/Avis Budget Finance, Inc. 4.750% 01/04/2028 USD 130,000 97 0.07 Avis Budget Car Rental LLC/Avis Budget Finance, Inc. 5.375% 01/03/2029 USD 56,000 41 0.03 Avis Budget Car Rental LLC/Avis Budget Finance, Inc. 8.000% 15/02/2031 USD 64,000 49 0.04 Avis Budget Car Rental LLC/Avis Budget Finance, Inc. 8.250% 15/01/2030 USD 36,000 28 0.02 Avis Budget Car Rental LLC/Avis Budget Finance, Inc. 8.375% 15/06/2032 USD 68,000 52 0.04 Axalta Coating Systems LLC 3.375% 15/02/2029 USD 50,000 36 0.03 Axon Enterprise, Inc. 6.125% 15/03/2030 USD 102,000 79 0.06 Axon Enterprise, Inc. 6.250% 15/03/2033 USD 39,000 30 0.02 B&G Foods, Inc. 8.000% 15/09/2028 USD 46,000 35 0.02 Baldwin Insurance Group Holdings LLC/Baldwin Insurance Group Holdings Finance 7.125% 15/05/2031 USD 49,000 37 0.03 Ball Corp. 2.875% 15/08/2030 USD 201,000 139 0.10 Ball Corp. 3.125% 15/09/2031 USD 56,000 38 0.03 Ball Corp. 4.250% 01/07/2032 EUR 100,000 87 0.06 Ball Corp. 5.500% 15/09/2033 USD 70,000 53 0.04 Ball Corp. 6.000% 15/06/2029 USD 71,000 55 0.04 Bath & Body Works, Inc. 5.250% 01/02/2028 USD 42,000 32 0.02 Bath & Body Works, Inc. 6.625% 01/10/2030 USD 100,000 77 0.06 Bath & Body Works, Inc. 6.750% 01/07/2036 USD 50,000 38 0.03 Bath & Body Works, Inc. 6.875% 01/11/2035 USD 72,000 56 0.04 Bath & Body Works, Inc. 6.950% 01/03/2033 USD 50,000 38 0.03 Bath & Body Works, Inc. 7.500% 15/06/2029 USD 50,000 38 0.03 Bath & Body Works, Inc. 7.600% 15/07/2037 USD 50,000 38 0.03 BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc. 9.500% 01/07/2032 USD 55,000 40 0.03 Beach Acquisition Bidco LLC 5.250% 15/07/2032 EUR 100,000 88 0.06 Beach Acquisition Bidco LLC 10.000% 15/07/2033 USD 241,511 207 0.15 Beacon Mobility Corp. 7.250% 01/08/2030 USD 14,000 11 0.01 Beazer Homes USA, Inc. 7.500% 15/03/2031 USD 100,000 75 0.05 Beazer Homes USA, Inc. 8.000% 15/01/2032 USD 65,000 49 0.04 Belden, Inc. 4.250% 01/02/2033 EUR 100,000 85 0.06

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 32

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) BellRing Brands, Inc. 7.000% 15/03/2030 USD 92,000 70 0.05 Belo Corp. 7.250% 15/09/2027 USD 47,000 36 0.03 BKV Upstream Midstream LLC 7.500% 15/10/2030 USD 34,000 26 0.02 Black Pearl Compute LLC 6.125% 15/02/2031 USD 155,000 119 0.09 BlackRock TCP Capital Corp. 6.950% 30/05/2029 USD 50,000 38 0.03 Blackstone Mortgage Trust, Inc. 6.250% 01/06/2031 USD 105,000 77 0.06 Blackstone Mortgage Trust, Inc. 7.750% 01/12/2029 USD 56,000 44 0.03 Block Communications, Inc. 10.250% 01/03/2031 USD 30,000 21 0.01 Block, Inc. 3.500% 01/06/2031 USD 75,000 52 0.04 Block, Inc. 5.625% 15/08/2030 USD 160,000 121 0.09 Block, Inc. 6.000% 15/08/2033 USD 94,000 71 0.05 Block, Inc. 6.500% 15/05/2032 USD 189,000 146 0.10 Bloomin' Brands, Inc./OSI Restaurant Partners LLC 5.125% 15/04/2029 USD 25,000 18 0.01 Blue Racer Midstream LLC/Blue Racer Finance Corp. 7.000% 15/07/2029 USD 38,000 29 0.02 Blue Racer Midstream LLC/Blue Racer Finance Corp. 7.250% 15/07/2032 USD 1,000 1 0.00 BlueLinx Holdings, Inc. 6.000% 15/11/2029 USD 21,000 16 0.01 Boise Cascade Co. 4.875% 01/07/2030 USD 50,000 37 0.03 Bond U.S. Bidco 1, Inc./Bidco 2/Bidco 3/German Bidco 1 GmbH/German Bidco 2 6.500% 15/06/2033 EUR 100,000 87 0.06 Bond U.S. Bidco 1, Inc./Bidco 2/Bidco 3/German Bidco 1 GmbH/German Bidco 2 7.125% 15/06/2033 USD 200,000 153 0.11 Boots Group Finco LP 5.375% 31/08/2032 EUR 100,000 88 0.06 Boyd Gaming Corp. 4.750% 15/06/2031 USD 160,000 117 0.08 Boyne USA, Inc. 4.750% 15/05/2029 USD 41,000 30 0.02 Brandywine Operating Partnership LP 3.950% 15/11/2027 USD 50,000 37 0.03 Brandywine Operating Partnership LP 4.550% 01/10/2029 USD 50,000 35 0.02 Brandywine Operating Partnership LP 6.125% 15/01/2031 USD 32,000 23 0.02 Brandywine Operating Partnership LP 8.300% 15/03/2028 USD 10,000 8 0.01 Brandywine Operating Partnership LP 8.875% 12/04/2029 USD 75,000 60 0.04 Bread Financial Holdings, Inc. 6.750% 15/05/2031 USD 74,000 57 0.04 Bread Financial Holdings, Inc. 8.375% 15/06/2035 USD 16,000 13 0.01 Brinker International, Inc. 8.250% 15/07/2030 USD 14,000 11 0.01

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 33

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Brink's Co. 6.500% 15/06/2029 USD 91,000 70 0.05 Brink's Co. 6.750% 15/06/2032 USD 50,000 39 0.03 Bristow Group, Inc. 6.750% 01/02/2033 USD 40,000 30 0.02 Brundage-Bone Concrete Pumping Holdings, Inc. 7.500% 01/02/2032 USD 21,000 16 0.01 Buckeye Partners LP 4.125% 01/12/2027 USD 50,000 37 0.03 Buckeye Partners LP 4.500% 01/03/2028 USD 7,000 5 0.00 Buckeye Partners LP 5.600% 15/10/2044 USD 75,000 51 0.04 Buckeye Partners LP 5.850% 15/11/2043 USD 23,000 16 0.01 Buckeye Partners LP 6.750% 01/02/2030 USD 75,000 59 0.04 Buckeye Partners LP 6.875% 01/07/2029 USD 67,000 52 0.04 Builders FirstSource, Inc. 4.250% 01/02/2032 USD 100,000 71 0.05 Builders FirstSource, Inc. 5.000% 01/03/2030 USD 50,000 37 0.03 Builders FirstSource, Inc. 6.375% 01/03/2034 USD 119,000 91 0.07 Builders FirstSource, Inc. 6.750% 15/05/2035 USD 236,000 182 0.13 Burford Capital Global Finance LLC 7.500% 15/07/2033 USD 20,000 13 0.01 Burford Capital Global Finance LLC 8.500% 15/01/2034 USD 200,000 132 0.09 Burford Capital Global Finance LLC 9.250% 01/07/2031 USD 214,000 157 0.11 BWX Technologies, Inc. 4.125% 15/04/2029 USD 100,000 73 0.05 Cable One, Inc. 4.000% 15/11/2030 USD 86,000 36 0.03 CACI International, Inc. 6.375% 15/06/2033 USD 114,000 87 0.06 Caesars Entertainment, Inc. 4.625% 15/10/2029 USD 49,000 36 0.03 Caesars Entertainment, Inc. 6.000% 15/10/2032 USD 116,000 80 0.06 Caesars Entertainment, Inc. 6.500% 15/02/2032 USD 129,000 95 0.07 Caesars Entertainment, Inc. 7.000% 15/02/2030 USD 233,000 177 0.13 California Resources Corp. 7.000% 15/01/2034 USD 69,000 52 0.04 California Resources Corp. 7.250% 15/01/2035 USD 30,000 22 0.02 Calumet Specialty Products Partners LP/Calumet Finance Corp. 9.250% 15/07/2029 USD 15,000 12 0.01 Canpack Group, Inc./CANPACK SA 4.875% 15/01/2032 EUR 100,000 88 0.06 Capstone Borrower, Inc. 8.000% 15/06/2030 USD 51,000 37 0.03 Carnival Corp. Ltd. 5.750% 15/01/2030 EUR 100,000 92 0.07 Carnival Corp. Ltd. 5.750% 01/08/2032 USD 27,000 21 0.01 Carnival Corp. Ltd. 6.125% 15/02/2033 USD 29,000 22 0.02 Carpenter Technology Corp. 5.625% 01/03/2034 USD 82,000 62 0.04

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 34

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Carvana Co. 9.000% 01/06/2030 USD 155,000 121 0.09 Carvana Co. 9.000% 01/06/2031 USD 255,000 213 0.15 Caturus Energy LLC 7.125% 15/05/2031 USD 25,000 19 0.01 Caturus Energy LLC 8.500% 15/02/2030 USD 47,000 37 0.03 CCO Holdings LLC/CCO Holdings Capital Corp. 4.250% 01/02/2031 USD 350,000 239 0.17 CCO Holdings LLC/CCO Holdings Capital Corp. 4.250% 01/02/2031 USD 100,000 68 0.05 CCO Holdings LLC/CCO Holdings Capital Corp. 4.250% 15/01/2034 USD 204,000 131 0.09 CCO Holdings LLC/CCO Holdings Capital Corp. 4.500% 15/08/2030 USD 267,000 188 0.13 CCO Holdings LLC/CCO Holdings Capital Corp. 4.500% 01/05/2032 USD 287,000 192 0.14 CCO Holdings LLC/CCO Holdings Capital Corp. 4.500% 01/06/2033 USD 87,000 57 0.04 CCO Holdings LLC/CCO Holdings Capital Corp. 4.750% 01/03/2030 USD 319,000 229 0.16 CCO Holdings LLC/CCO Holdings Capital Corp. 4.750% 01/02/2032 USD 143,000 97 0.07 CCO Holdings LLC/CCO Holdings Capital Corp. 5.000% 01/02/2028 USD 179,000 134 0.10 CCO Holdings LLC/CCO Holdings Capital Corp. 5.375% 01/06/2029 USD 420,000 311 0.22 CCO Holdings LLC/CCO Holdings Capital Corp. 6.375% 01/09/2029 USD 133,000 101 0.07 CCO Holdings LLC/CCO Holdings Capital Corp. 7.000% 01/02/2033 USD 234,000 175 0.13 CCO Holdings LLC/CCO Holdings Capital Corp. 7.375% 01/03/2031 USD 36,000 27 0.02 CCO Holdings LLC/CCO Holdings Capital Corp. 7.375% 01/02/2036 USD 104,000 78 0.06 CD&R Smokey Buyer, Inc./Radio Systems Corp. 9.500% 15/10/2029 USD 54,000 21 0.01 Celanese U.S. Holdings LLC 6.337% 19/01/2029 EUR 100,000 91 0.07 Celanese U.S. Holdings LLC 6.500% 15/04/2030 USD 51,000 39 0.03 Celanese U.S. Holdings LLC 6.750% 15/04/2033 USD 30,000 23 0.02 Celanese U.S. Holdings LLC 7.000% 15/02/2031 USD 70,000 55 0.04 Celanese U.S. Holdings LLC 7.330% 15/07/2029 USD 104,000 82 0.06 Celanese U.S. Holdings LLC 7.350% 15/11/2028 USD 92,000 72 0.05 Celanese U.S. Holdings LLC 7.375% 15/02/2034 USD 93,000 73 0.05 Celanese U.S. Holdings LLC 7.379% 15/07/2032 USD 131,000 104 0.07 Celanese U.S. Holdings LLC 7.550% 15/11/2030 USD 147,000 118 0.08 Celanese U.S. Holdings LLC 7.700% 15/11/2033 USD 69,000 56 0.04 Centene Corp. 2.450% 15/07/2028 USD 225,000 162 0.12 Centene Corp. 2.500% 01/03/2031 USD 225,000 149 0.11 Centene Corp. 2.625% 01/08/2031 USD 119,000 79 0.06 Centene Corp. 3.000% 15/10/2030 USD 300,000 205 0.15

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 35

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Centene Corp. 3.375% 15/02/2030 USD 200,000 141 0.10 Centene Corp. 4.250% 15/12/2027 USD 100,000 75 0.05 Centene Corp. 4.625% 15/12/2029 USD 385,000 283 0.20 Central Garden & Pet Co. 4.125% 15/10/2030 USD 84,000 60 0.04 Central Garden & Pet Co. 5.125% 01/02/2028 USD 46,000 35 0.02 Central Parent LLC/CDK Global II LLC/CDK Financing Co., Inc. 8.000% 15/06/2029 USD 42,000 18 0.01 Central Parent, Inc./CDK Global, Inc. 7.250% 15/06/2029 USD 89,000 36 0.03 Century Aluminum Co. 6.875% 01/08/2032 USD 67,000 52 0.04 Century Communities, Inc. 3.875% 15/08/2029 USD 46,000 33 0.02 Century Communities, Inc. 6.625% 15/09/2033 USD 39,000 30 0.02 Champ Acquisition Corp. 8.375% 01/12/2031 USD 27,000 21 0.01 Charles River Laboratories International, Inc. 3.750% 15/03/2029 USD 100,000 73 0.05 Charles River Laboratories International, Inc. 4.000% 15/03/2031 USD 50,000 35 0.02 Charlotte Buyer, Inc. 8.000% 30/06/2031 USD 67,000 51 0.04 Chart Industries, Inc. 7.500% 01/01/2030 USD 98,000 77 0.06 Chart Industries, Inc. 9.500% 01/01/2031 USD 20,000 16 0.01 CHC Group LLC 11.750% 01/09/2030 USD 52,000 33 0.02 Chemours Co. 4.625% 15/11/2029 USD 36,000 26 0.02 Chemours Co. 5.750% 15/11/2028 USD 88,000 66 0.05 Chemours Co. 7.875% 15/03/2034 USD 61,000 46 0.03 Chemours Co. 8.000% 15/01/2033 USD 121,000 93 0.07 Chord Energy Corp. 6.000% 01/10/2030 USD 48,000 37 0.03 Chord Energy Corp. 6.750% 15/03/2033 USD 68,000 52 0.04 CHS/Community Health Systems, Inc. 4.750% 15/02/2031 USD 134,000 93 0.07 CHS/Community Health Systems, Inc. 5.250% 15/05/2030 USD 131,000 93 0.07 CHS/Community Health Systems, Inc. 6.000% 15/01/2029 USD 80,000 60 0.04 CHS/Community Health Systems, Inc. 9.750% 15/01/2034 USD 109,000 86 0.06 CHS/Community Health Systems, Inc. 10.875% 15/01/2032 USD 195,000 159 0.11 Churchill Downs, Inc. 4.750% 15/01/2028 USD 143,000 107 0.08 Churchill Downs, Inc. 5.750% 01/04/2030 USD 50,000 38 0.03 Ciena Corp. 4.000% 31/01/2030 USD 61,000 44 0.03 Cinemark USA, Inc. 5.250% 15/07/2028 USD 39,000 29 0.02 Cinemark USA, Inc. 7.000% 01/08/2032 USD 51,000 40 0.03

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 36

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Cipher Compute LLC 7.125% 15/11/2030 USD 134,000 105 0.08 Clarios Global LP/Clarios U.S. Finance Co. 4.750% 15/06/2031 EUR 100,000 87 0.06 Clarios Global LP/Clarios U.S. Finance Co. 6.750% 15/05/2028 USD 36,000 28 0.02 Clarios Global LP/Clarios U.S. Finance Co. 6.750% 15/02/2030 USD 60,000 47 0.03 Clarivate Science Holdings Corp. 3.875% 01/07/2028 USD 106,000 77 0.06 Clarivate Science Holdings Corp. 4.875% 01/07/2029 USD 67,000 45 0.03 Clean Harbors, Inc. 5.125% 15/07/2029 USD 100,000 75 0.05 Clean Harbors, Inc. 5.750% 15/10/2033 USD 40,000 30 0.02 Clean Harbors, Inc. 6.375% 01/02/2031 USD 43,000 33 0.02 Clear Channel Outdoor Holdings, Inc. 7.125% 15/02/2031 USD 107,000 84 0.06 Clear Channel Outdoor Holdings, Inc. 7.500% 15/03/2033 USD 50,000 40 0.03 Clear Channel Outdoor Holdings, Inc. 7.875% 01/04/2030 USD 119,000 94 0.07 Clearway Energy Operating LLC 3.750% 15/02/2031 USD 54,000 38 0.03 Clearway Energy Operating LLC 4.750% 15/03/2028 USD 159,000 119 0.09 Clearway Energy Operating LLC 5.750% 15/01/2034 USD 52,000 39 0.03 Cleveland-Cliffs, Inc. 4.625% 01/03/2029 USD 56,000 41 0.03 Cleveland-Cliffs, Inc. 4.875% 01/03/2031 USD 66,000 46 0.03 Cleveland-Cliffs, Inc. 6.250% 01/10/2040 USD 50,000 30 0.02 Cleveland-Cliffs, Inc. 6.750% 15/04/2030 USD 79,000 60 0.04 Cleveland-Cliffs, Inc. 6.875% 01/11/2029 USD 94,000 72 0.05 Cleveland-Cliffs, Inc. 7.000% 15/03/2032 USD 139,000 105 0.08 Cleveland-Cliffs, Inc. 7.375% 01/05/2033 USD 65,000 49 0.04 Cleveland-Cliffs, Inc. 7.500% 15/09/2031 USD 104,000 79 0.06 Cleveland-Cliffs, Inc. 7.625% 15/01/2034 USD 60,000 45 0.03 Cloud Software Group, Inc. 6.500% 31/03/2029 USD 386,000 282 0.20 Cloud Software Group, Inc. 6.625% 15/08/2033 USD 50,000 33 0.02 Cloud Software Group, Inc. 8.250% 30/06/2032 USD 248,000 175 0.13 Cloud Software Group, Inc. 9.000% 30/09/2029 USD 410,000 300 0.21 Clue Opco LLC 9.500% 15/10/2031 USD 83,000 61 0.04 Clydesdale Acquisition Holdings, Inc. 6.625% 15/04/2029 USD 62,000 47 0.03 Clydesdale Acquisition Holdings, Inc. 6.750% 15/04/2032 USD 125,000 92 0.07 Clydesdale Acquisition Holdings, Inc. 6.875% 15/01/2030 USD 90,000 68 0.05 Clydesdale Acquisition Holdings, Inc. 8.750% 15/04/2030 USD 165,000 123 0.09

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 37

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) CNX Midstream Partners LP 4.750% 15/04/2030 USD 46,000 33 0.02 CNX Resources Corp. 5.875% 01/03/2034 USD 39,000 29 0.02 CNX Resources Corp. 7.250% 01/03/2032 USD 48,000 37 0.03 CNX Resources Corp. 7.375% 15/01/2031 USD 21,000 16 0.01 Cobra AcquisitionCo LLC 6.375% 01/11/2029 USD 50,000 32 0.02 Coeur Mining, Inc. 5.125% 15/02/2029 USD 50,000 37 0.03 Cogent Communications Group LLC/Cogent Finance, Inc. 6.500% 01/07/2032 USD 51,000 35 0.02 Cogent Communications Group LLC/Cogent Finance, Inc. 7.000% 15/06/2027 USD 24,000 18 0.01 Coherent Corp. 5.000% 15/12/2029 USD 135,000 100 0.07 Coinbase Global, Inc. 3.375% 01/10/2028 USD 79,000 57 0.04 Coinbase Global, Inc. 3.625% 01/10/2031 USD 75,000 49 0.04 Columbus McKinnon Corp. 7.125% 01/02/2033 USD 143,000 108 0.08 Commercial Metals Co. 4.125% 15/01/2030 USD 50,000 37 0.03 Commercial Metals Co. 4.375% 15/03/2032 USD 67,000 48 0.03 Commercial Metals Co. 5.750% 15/11/2033 USD 67,000 50 0.04 Commercial Metals Co. 6.000% 15/12/2035 USD 64,000 48 0.03 Compass Minerals International, Inc. 8.000% 01/07/2030 USD 87,000 69 0.05 CompoSecure Holdings LLC 5.625% 01/02/2033 USD 69,000 51 0.04 Comstock Resources, Inc. 5.875% 15/01/2030 USD 126,000 90 0.06 Comstock Resources, Inc. 6.750% 01/03/2029 USD 107,000 80 0.06 Comstock Resources, Inc. 6.750% 01/03/2029 USD 50,000 37 0.03 Concentra Health Services, Inc. 6.875% 15/07/2032 USD 20,000 16 0.01 Conduent Business Services LLC/Conduent State & Local Solutions, Inc. 6.000% 01/11/2029 USD 32,000 20 0.01 Consensus Cloud Solutions, Inc. 6.500% 15/10/2028 USD 39,000 29 0.02 Constellation Insurance, Inc. 6.625% 01/05/2031 USD 50,000 37 0.03 Constellation Insurance, Inc. 6.800% 24/01/2030 USD 28,000 21 0.01 Cooper-Standard Automotive, Inc. 9.250% 01/03/2031 USD 125,000 96 0.07 Core & Main LP 6.000% 01/07/2034 USD 20,000 15 0.01 Core Scientific Finance I LLC 7.750% 15/05/2031 USD 328,000 251 0.18 CoreCivic, Inc. 4.750% 15/10/2027 USD 50,000 38 0.03 CoreCivic, Inc. 8.250% 15/04/2029 USD 50,000 39 0.03

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 38

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) CoreLogic, Inc. 4.500% 01/05/2028 USD 36,000 27 0.02 CoreWeave, Inc. 9.000% 01/02/2031 USD 138,000 103 0.07 CoreWeave, Inc. 9.250% 01/06/2030 USD 228,000 173 0.12 CoreWeave, Inc. 9.625% 15/07/2032 USD 120,000 90 0.06 CoreWeave, Inc. 9.750% 01/10/2031 USD 293,000 221 0.16 Cougar JV Subsidiary LLC 8.000% 15/05/2032 USD 50,000 40 0.03 CPI CG, Inc. 10.000% 15/07/2029 USD 25,000 20 0.01 CQP Holdco LP/BIP-V Chinook Holdco LLC 5.500% 15/06/2031 USD 79,000 59 0.04 CQP Holdco LP/BIP-V Chinook Holdco LLC 7.500% 15/12/2033 USD 60,000 48 0.03 Crane NXT Co. 4.200% 15/03/2048 USD 50,000 24 0.02 CRC Insurance Group LLC 7.125% 01/06/2031 USD 329,000 248 0.18 Credit Acceptance Corp. 6.625% 15/03/2030 USD 36,000 27 0.02 Credit Acceptance Corp. 9.250% 15/12/2028 USD 77,000 61 0.04 Crescent Energy Finance LLC 7.375% 15/01/2033 USD 98,000 74 0.05 Crescent Energy Finance LLC 7.625% 01/04/2032 USD 93,000 71 0.05 Crescent Energy Finance LLC 7.750% 31/07/2029 USD 56,000 42 0.03 Crescent Energy Finance LLC 7.875% 15/04/2032 USD 129,000 99 0.07 Crescent Energy Finance LLC 8.375% 15/01/2034 USD 84,000 65 0.05 Crescent Energy Finance LLC 9.750% 15/10/2030 USD 4,000 3 0.00 Crocs, Inc. 4.125% 15/08/2031 USD 50,000 35 0.02 CrossCountry Intermediate HoldCo LLC 6.500% 01/10/2030 USD 42,000 31 0.02 CrossCountry Intermediate HoldCo LLC 6.750% 01/12/2032 USD 108,000 79 0.06 Crown Americas LLC 5.250% 01/04/2030 USD 50,000 38 0.03 Crown Americas LLC 5.875% 01/06/2033 USD 51,000 39 0.03 Cushman & Wakefield U.S. Borrower LLC 6.750% 15/05/2028 USD 18,000 14 0.01 Cushman & Wakefield U.S. Borrower LLC 8.875% 01/09/2031 USD 37,000 29 0.02 CVR Energy, Inc. 7.500% 15/02/2031 USD 25,000 19 0.01 CVR Energy, Inc. 7.875% 15/02/2034 USD 68,000 51 0.04 CVR Partners LP/CVR Nitrogen Finance Corp. 6.125% 15/06/2028 USD 89,000 67 0.05 CVS Health Corp. 6.750% 10/12/2054 USD 92,000 72 0.05 CVS Health Corp. 7.000% 10/03/2055 USD 225,000 176 0.13 Cyprium Corp./Cyprium Holdings Luxembourg SARL 6.125% 15/04/2031 USD 80,000 61 0.04

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 39

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Cyprium Corp./Cyprium Holdings Luxembourg SARL 6.375% 15/04/2034 USD 88,000 66 0.05 Dana, Inc. 4.250% 01/09/2030 USD 15,000 11 0.01 DaVita, Inc. 3.750% 15/02/2031 USD 152,000 107 0.08 DaVita, Inc. 4.625% 01/06/2030 USD 283,000 208 0.15 DaVita, Inc. 6.750% 15/07/2033 USD 59,000 46 0.03 DaVita, Inc. 6.875% 01/09/2032 USD 54,000 42 0.03 DBR Land Holdings LLC 6.250% 01/12/2030 USD 56,000 43 0.03 Dcli Bidco LLC 7.750% 15/11/2029 USD 86,000 67 0.05 Delek Logistics Partners LP/Delek Logistics Finance Corp. 6.875% 01/06/2034 USD 50,000 38 0.03 Delek Logistics Partners LP/Delek Logistics Finance Corp. 7.375% 30/06/2033 USD 49,000 38 0.03 Delek Logistics Partners LP/Delek Logistics Finance Corp. 8.625% 15/03/2029 USD 86,000 68 0.05 Deluxe Corp. 8.000% 01/06/2029 USD 50,000 38 0.03 Deluxe Corp. 8.125% 15/09/2029 USD 30,000 24 0.02 Dentsply Sirona, Inc. 8.375% 12/09/2055 USD 66,000 50 0.04 Diebold Nixdorf, Inc. 7.750% 31/03/2030 USD 60,000 47 0.03 Directv Financing LLC 8.875% 01/02/2030 USD 66,000 51 0.04 Directv Financing LLC 8.875% 01/02/2030 USD 183,000 141 0.10 Directv Financing LLC/Directv Financing Co-Obligor, Inc. 5.875% 15/08/2027 USD 26,000 20 0.01 Directv Financing LLC/Directv Financing Co-Obligor, Inc. 9.250% 01/06/2032 USD 175,000 135 0.10 Directv Financing LLC/Directv Financing Co-Obligor, Inc. 10.000% 15/02/2031 USD 159,000 125 0.09 Discovery Communications LLC 3.625% 15/05/2030 USD 77,000 54 0.04 Discovery Communications LLC 3.950% 20/03/2028 USD 75,000 56 0.04 Discovery Communications LLC 4.125% 15/05/2029 USD 44,000 33 0.02 Discovery Communications LLC 5.000% 20/09/2037 USD 50,000 30 0.02 Discovery Communications LLC 5.300% 15/05/2049 USD 50,000 25 0.02 Discovery Communications LLC 6.350% 01/06/2040 USD 50,000 31 0.02 Discovery Global Holdings, Inc. 4.054% 15/03/2029 USD 140,000 105 0.08 Discovery Global Holdings, Inc. 4.279% 15/03/2032 USD 114,000 71 0.05 Discovery Global Holdings, Inc. 4.279% 15/03/2032 USD 265,000 181 0.13

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 40

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Discovery Global Holdings, Inc. 4.302% 17/01/2030 EUR 100,000 87 0.06 Discovery Global Holdings, Inc. 5.050% 15/03/2042 USD 401,000 223 0.16 Discovery Global Holdings, Inc. 5.141% 15/03/2052 USD 99,000 51 0.04 DISH Network Corp. 11.750% 15/11/2027 USD 300,000 233 0.17 Diversified Healthcare Trust 7.250% 15/10/2030 USD 50,000 39 0.03 Domtar Corp. 6.750% 01/10/2028 USD 48,000 25 0.02 Dorman Products, Inc. 6.250% 15/06/2034 USD 20,000 15 0.01 Dotdash Meredith, Inc. 7.625% 15/06/2032 USD 50,000 36 0.03 DPL LLC 4.350% 15/04/2029 USD 100,000 73 0.05 Dream Finders Homes, Inc. 6.875% 15/09/2030 USD 17,000 13 0.01 Dream Finders Homes, Inc. 8.250% 15/08/2028 USD 100,000 78 0.06 Dresdner Funding Trust I 8.151% 30/06/2031 USD 100,000 81 0.06 Dycom Industries, Inc. 4.500% 15/04/2029 USD 27,000 20 0.01 EchoStar Corp. 6.750% 30/11/2030 USD 250,000 193 0.14 EchoStar Corp. 10.750% 30/11/2029 USD 525,000 429 0.31 Edged Compute LLC 7.500% 30/04/2031 USD 179,000 132 0.09 Edgewell Personal Care Co. 4.125% 01/04/2029 USD 150,000 110 0.08 Edgewell Personal Care Co. 5.500% 01/06/2028 USD 63,000 47 0.03 Edison International 7.875% 15/06/2054 USD 105,000 82 0.06 Edison International 8.125% 15/06/2053 USD 27,000 21 0.01 EF Holdco/EF Cayman Holdings/Ellington Financial REIT Cayman/TRS/EF Cayman Non-MTM 7.375% 30/09/2030 USD 50,000 38 0.03 Elanco Animal Health, Inc. 6.400% 28/08/2028 USD 75,000 58 0.04 Elastic NV 4.125% 15/07/2029 USD 45,000 33 0.02 Element Solutions, Inc. 3.875% 01/09/2028 USD 63,000 46 0.03 ELK Grove Village Property LLC 7.500% 15/06/2031 USD 120,000 92 0.07 Ellucian Holdings, Inc. 6.500% 01/12/2029 USD 60,000 44 0.03 Embecta Corp. 5.000% 15/02/2030 USD 46,000 27 0.02 Embecta Corp. 6.750% 15/02/2030 USD 25,000 15 0.01 Emera U.S. Finance LLC 6.650% 01/10/2056 USD 67,000 51 0.04 Emera U.S. Finance LLC 6.850% 01/10/2056 USD 75,000 58 0.04 EMRLD Borrower LP/Emerald Co-Issuer, Inc. 6.375% 15/12/2030 EUR 100,000 89 0.06 EMRLD Borrower LP/Emerald Co-Issuer, Inc. 6.625% 15/12/2030 USD 265,000 205 0.15 EMRLD Borrower LP/Emerald Co-Issuer, Inc. 6.750% 15/07/2031 USD 43,000 34 0.02

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 41

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Encompass Health Corp. 4.750% 01/02/2030 USD 100,000 74 0.05 Encompass Health Corp. 5.875% 01/06/2034 USD 40,000 30 0.02 Encore Capital Group, Inc. 6.625% 15/04/2031 USD 220,000 168 0.12 Encore Capital Group, Inc. 6.625% 01/06/2032 USD 200,000 151 0.11 Encore Capital Group, Inc. 8.500% 15/05/2030 USD 86,000 69 0.05 Endo Finance Holdings LP 8.500% 15/04/2031 USD 95,000 76 0.05 Enerflex, Inc. 6.875% 15/01/2031 USD 91,000 71 0.05 Energizer Holdings, Inc. 4.375% 31/03/2029 USD 150,000 110 0.08 Energizer Holdings, Inc. 6.000% 15/09/2033 USD 6,000 4 0.00 Energy Transfer LP 6.500% 15/02/2056 USD 92,000 70 0.05 Energy Transfer LP 6.750% 15/02/2056 USD 74,000 57 0.04 Energy Transfer LP 7.125% 01/10/2054 USD 109,000 85 0.06 Energy Transfer LP 8.000% 15/05/2054 USD 54,000 43 0.03 EnerSys 4.375% 15/12/2027 USD 69,000 52 0.04 EnerSys 6.625% 15/01/2032 USD 8,000 6 0.00 Enova International, Inc. 9.125% 01/08/2029 USD 57,000 45 0.03 Entegris, Inc. 3.625% 01/05/2029 USD 100,000 72 0.05 Entegris, Inc. 5.950% 15/06/2030 USD 54,000 41 0.03 EquipmentShare.com, Inc. 7.125% 01/07/2034 USD 101,000 75 0.05 EquipmentShare.com, Inc. 8.000% 15/03/2033 USD 50,000 39 0.03 EquipmentShare.com, Inc. 8.625% 15/05/2032 USD 129,000 101 0.07 EquipmentShare.com, Inc. 9.000% 15/05/2028 USD 42,000 32 0.02 Esab Corp. 5.625% 01/04/2031 USD 88,000 67 0.05 Esab Corp. 6.250% 15/04/2029 USD 15,000 12 0.01 EUSHI Finance, Inc. 6.250% 01/04/2056 USD 75,000 56 0.04 EUSHI Finance, Inc. 7.625% 15/12/2054 USD 30,000 24 0.02 Everforth, Inc. 4.625% 15/05/2028 USD 80,000 56 0.04 Excelerate Energy LP 8.000% 15/05/2030 USD 113,000 90 0.06 EZCORP, Inc. 7.375% 01/04/2032 USD 25,000 20 0.01 Fair Isaac Corp. 4.000% 15/06/2028 USD 52,000 38 0.03 Fair Isaac Corp. 6.000% 15/05/2033 USD 163,000 121 0.09 Fair Isaac Corp. 6.250% 15/09/2034 USD 88,000 66 0.05 Ferrellgas LP/Ferrellgas Finance Corp. 5.875% 01/04/2029 USD 110,000 81 0.06

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

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Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Ferrellgas LP/Ferrellgas Finance Corp. 9.250% 15/01/2031 USD 180,000 143 0.10 Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc. 4.625% 15/01/2029 USD 75,000 55 0.04 Fiesta Purchaser, Inc. 7.875% 01/03/2031 USD 80,000 61 0.04 First Eagle Holdings, Inc. 7.250% 15/08/2032 USD 65,000 50 0.04 First Student Bidco, Inc./First Transit Parent, Inc. 4.000% 31/07/2029 USD 21,000 15 0.01 FirstCash, Inc. 4.625% 01/09/2028 USD 22,000 16 0.01 FirstCash, Inc. 5.625% 01/01/2030 USD 71,000 53 0.04 FirstCash, Inc. 6.125% 01/05/2034 USD 30,000 23 0.02 FirstCash, Inc. 6.875% 01/03/2032 USD 50,000 39 0.03 Five Point Operating Co. LP 8.000% 01/10/2030 USD 73,000 57 0.04 Flash Compute LLC 7.250% 31/12/2030 USD 175,000 136 0.10 FMC Corp. 3.450% 01/10/2029 USD 45,000 32 0.02 FMC Corp. 4.500% 01/10/2049 USD 50,000 24 0.02 FMC Corp. 5.650% 18/05/2033 USD 53,000 36 0.03 FMC Corp. 6.375% 18/05/2053 USD 50,000 30 0.02 FMC Corp. 8.450% 01/11/2055 USD 70,000 39 0.03 Focus Financial Partners LLC 6.750% 15/09/2031 USD 47,000 36 0.03 Forestar Group, Inc. 6.500% 15/03/2033 USD 32,000 25 0.02 Fortrea Holdings, Inc. 7.500% 01/07/2030 USD 91,000 70 0.05 Fortress Intermediate 3, Inc. 7.500% 01/06/2031 USD 80,000 62 0.04 Freedom Mortgage Corp. 12.250% 01/10/2030 USD 68,000 55 0.04 Freedom Mortgage Holdings LLC 6.875% 01/05/2031 USD 53,000 39 0.03 Freedom Mortgage Holdings LLC 7.875% 01/04/2033 USD 29,000 21 0.01 Freedom Mortgage Holdings LLC 8.375% 01/04/2032 USD 68,000 52 0.04 Freedom Mortgage Holdings LLC 9.125% 15/05/2031 USD 80,000 63 0.05 Freedom Mortgage Holdings LLC 9.250% 01/02/2029 USD 89,000 70 0.05 FS KKR Capital Corp. 3.125% 12/10/2028 USD 75,000 53 0.04 FS KKR Capital Corp. 3.250% 15/07/2027 USD 64,000 47 0.03 FS KKR Capital Corp. 6.125% 15/01/2030 USD 35,000 26 0.02 FS KKR Capital Corp. 6.875% 15/08/2029 USD 104,000 79 0.06 FS KKR Capital Corp. 7.500% 01/08/2031 USD 145,000 110 0.08 FS KKR Capital Corp. 7.875% 15/01/2029 USD 66,000 51 0.04 FTAI Aviation Investors LLC 5.500% 01/05/2028 USD 56,000 42 0.03

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 43

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) FTAI Aviation Investors LLC 5.875% 15/04/2033 USD 40,000 30 0.02 FTAI Aviation Investors LLC 7.000% 01/05/2031 USD 109,000 85 0.06 FTAI Aviation Investors LLC 7.000% 15/06/2032 USD 69,000 54 0.04 FTAI Aviation Investors LLC 7.875% 01/12/2030 USD 27,000 21 0.01 Gaia Purchaser, Inc. 7.625% 15/07/2033 USD 75,000 57 0.04 Gap, Inc. 3.625% 01/10/2029 USD 18,000 13 0.01 Gap, Inc. 3.875% 01/10/2031 USD 76,000 53 0.04 Garrett Motion Holdings, Inc./Garrett LX I SARL 7.750% 31/05/2032 USD 73,000 58 0.04 Gates Corp. 6.875% 01/07/2029 USD 41,000 32 0.02 GCI LLC 4.750% 15/10/2028 USD 52,000 38 0.03 Gee Automotive Holdings LLC 7.250% 01/03/2031 USD 25,000 19 0.01 Gen Digital, Inc. 6.250% 01/04/2033 USD 113,000 84 0.06 Gen Digital, Inc. 6.750% 30/09/2027 USD 75,000 57 0.04 Gen Digital, Inc. 7.125% 30/09/2030 USD 20,000 15 0.01 General Mills, Inc. 5.250% 16/07/2056 EUR 100,000 85 0.06 Genesee & Wyoming, Inc. 6.250% 15/04/2032 USD 20,000 15 0.01 Genesis Energy LP/Genesis Energy Finance Corp. 6.750% 15/03/2034 USD 66,000 49 0.04 Genesis Energy LP/Genesis Energy Finance Corp. 7.875% 15/05/2032 USD 98,000 76 0.05 Genesis Energy LP/Genesis Energy Finance Corp. 8.000% 15/05/2033 USD 30,000 24 0.02 Genesis Energy LP/Genesis Energy Finance Corp. 8.250% 15/01/2029 USD 34,000 27 0.02 Genesis Energy LP/Genesis Energy Finance Corp. 8.875% 15/04/2030 USD 75,000 59 0.04 Genting New York LLC/GENNY Capital, Inc. 7.250% 01/10/2029 USD 83,000 64 0.05 GEO Group, Inc. 8.625% 15/04/2029 USD 53,000 42 0.03 GEO Group, Inc. 10.250% 15/04/2031 USD 79,000 65 0.05 Getty Images, Inc. 10.500% 15/11/2030 USD 58,000 37 0.03 Getty Images, Inc. 11.250% 21/02/2030 USD 39,000 25 0.02 GFL Environmental Holdings U.S., Inc. 5.500% 01/02/2034 USD 105,000 78 0.06 GFL Environmental Holdings U.S., Inc. 5.625% 01/07/2031 USD 55,000 42 0.03 Global Atlantic Fin Co. 7.250% 01/03/2056 USD 67,000 50 0.04 Global Atlantic Fin Co. 7.950% 15/10/2054 USD 80,000 61 0.04

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 44

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Global Infrastructure Solutions, Inc. 5.625% 01/06/2029 USD 100,000 76 0.05 Global Infrastructure Solutions, Inc. 6.375% 15/07/2034 USD 30,000 23 0.02 Global Infrastructure Solutions, Inc. 7.500% 15/04/2032 USD 13,000 10 0.01 Global Medical Response, Inc. 7.375% 01/10/2032 USD 97,000 76 0.05 Global Partners LP/GLP Finance Corp. 8.250% 15/01/2032 USD 115,000 91 0.07 Go Daddy Operating Co. LLC/GD Finance Co., Inc. 3.500% 01/03/2029 USD 128,000 91 0.07 Goat Holdco LLC 6.750% 01/02/2032 USD 78,000 60 0.04 Goodyear Tire & Rubber Co. 5.000% 15/07/2029 USD 85,000 61 0.04 Goodyear Tire & Rubber Co. 5.250% 30/04/2031 USD 50,000 34 0.02 Goodyear Tire & Rubber Co. 5.250% 15/07/2031 USD 96,000 65 0.05 Goodyear Tire & Rubber Co. 6.625% 15/07/2030 USD 71,000 52 0.04 Goodyear Tire & Rubber Co. 7.000% 15/03/2028 USD 6,000 5 0.00 Goodyear Tire & Rubber Co. 8.875% 15/07/2032 USD 115,000 88 0.06 GoTo Group, Inc. 5.500% 01/05/2028 USD 50,000 29 0.02 Graham Holdings Co. 5.625% 01/12/2033 USD 25,000 19 0.01 Grand Canyon University 5.125% 01/10/2028 USD 70,000 52 0.04 Granite Construction, Inc. 6.375% 15/06/2034 USD 55,000 42 0.03 Graphic Packaging International LLC 3.500% 15/03/2028 USD 69,000 51 0.04 Graphic Packaging International LLC 3.500% 01/03/2029 USD 74,000 53 0.04 Graphic Packaging International LLC 6.375% 15/07/2032 USD 44,000 34 0.02 Gray Media, Inc. 7.250% 15/08/2033 USD 76,000 57 0.04 Gray Media, Inc. 10.500% 15/07/2029 USD 89,000 71 0.05 Greystar Real Estate Partners LLC 7.750% 01/09/2030 USD 1,000 1 0.00 Griffon Corp. 5.750% 01/03/2028 USD 94,000 71 0.05 Group 1 Automotive, Inc. 6.375% 15/01/2030 USD 89,000 68 0.05 Gulfport Energy Operating Corp. 6.750% 01/09/2029 USD 89,000 69 0.05 HA Sustainable Infrastructure Capital, Inc. 7.125% 15/11/2056 USD 48,000 37 0.03 HA Sustainable Infrastructure Capital, Inc. 8.000% 01/06/2056 USD 50,000 40 0.03 HAH Group Holding Co. LLC 9.750% 01/10/2031 USD 86,000 58 0.04 Harrow, Inc. 8.625% 15/09/2030 USD 28,000 22 0.02 Harvest Midstream I LP 6.750% 15/05/2034 USD 125,000 96 0.07 Harvest Midstream I LP 7.500% 15/05/2032 USD 15,000 12 0.01 Hawaiian Electric Co., Inc. 6.000% 01/10/2033 USD 34,000 25 0.02

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 45

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) HealthEquity, Inc. 4.500% 01/10/2029 USD 29,000 21 0.01 Herc Holdings, Inc. 5.750% 15/03/2031 USD 17,000 13 0.01 Herc Holdings, Inc. 6.000% 15/03/2034 USD 81,000 61 0.04 Herc Holdings, Inc. 6.625% 15/06/2029 USD 89,000 69 0.05 Herc Holdings, Inc. 7.000% 15/06/2030 USD 193,000 151 0.11 Herc Holdings, Inc. 7.250% 15/06/2033 USD 72,000 57 0.04 Hertz Corp. 12.625% 15/07/2029 USD 87,000 54 0.04 Hess Midstream Operations LP 4.250% 15/02/2030 USD 56,000 41 0.03 Hess Midstream Operations LP 5.125% 15/06/2028 USD 50,000 38 0.03 Hess Midstream Operations LP 5.500% 15/10/2030 USD 9,000 7 0.00 Hess Midstream Operations LP 5.875% 01/03/2028 USD 48,000 37 0.03 Hess Midstream Operations LP 6.500% 01/06/2029 USD 93,000 72 0.05 Hilcorp Energy I LP/Hilcorp Finance Co. 5.750% 01/02/2029 USD 43,000 32 0.02 Hilcorp Energy I LP/Hilcorp Finance Co. 6.000% 15/04/2030 USD 95,000 71 0.05 Hilcorp Energy I LP/Hilcorp Finance Co. 6.000% 01/02/2031 USD 89,000 65 0.05 Hilcorp Energy I LP/Hilcorp Finance Co. 6.250% 01/11/2028 USD 20,000 15 0.01 Hilcorp Energy I LP/Hilcorp Finance Co. 6.250% 15/04/2032 USD 22,000 16 0.01 Hilcorp Energy I LP/Hilcorp Finance Co. 6.875% 15/05/2034 USD 82,000 60 0.04 Hilcorp Energy I LP/Hilcorp Finance Co. 7.250% 15/02/2035 USD 138,000 103 0.07 Hilcorp Energy I LP/Hilcorp Finance Co. 8.375% 01/11/2033 USD 44,000 35 0.02 Hilton Domestic Operating Co., Inc. 3.625% 15/02/2032 USD 200,000 139 0.10 Hilton Domestic Operating Co., Inc. 3.750% 01/05/2029 USD 45,000 33 0.02 Hilton Domestic Operating Co., Inc. 4.000% 01/05/2031 USD 100,000 72 0.05 Hilton Domestic Operating Co., Inc. 4.875% 15/01/2030 USD 11,000 8 0.01 Hilton Domestic Operating Co., Inc. 5.500% 15/09/2031 USD 125,000 95 0.07 Hilton Domestic Operating Co., Inc. 5.500% 31/03/2034 USD 78,000 59 0.04 Hilton Domestic Operating Co., Inc. 5.750% 15/09/2033 USD 66,000 50 0.04 Hilton Domestic Operating Co., Inc. 5.875% 01/04/2029 USD 75,000 57 0.04 Hilton Domestic Operating Co., Inc. 5.875% 15/03/2033 USD 166,000 127 0.09 Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Bor rower, Inc. 4.875% 01/07/2031 USD 25,000 18 0.01 Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Bor rower, Inc. 5.000% 01/06/2029 USD 80,000 59 0.04

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 46

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Bor rower, Inc. 6.625% 15/01/2032 USD 101,000 78 0.06 HLF Financing SARL LLC/Herbalife International, Inc. 4.875% 01/06/2029 USD 40,000 28 0.02 HLF Financing SARL LLC/Herbalife International, Inc. 7.750% 01/05/2033 USD 90,000 69 0.05 HNI Corp. 5.125% 18/01/2029 USD 100,000 75 0.05 HNI Corp. 5.125% 18/01/2029 USD 48,000 35 0.02 Horizon Mutual Holdings, Inc. 6.200% 15/11/2034 USD 21,000 16 0.01 Howard Hughes Corp. 4.125% 01/02/2029 USD 100,000 73 0.05 Howard Hughes Corp. 4.375% 01/02/2031 USD 20,000 14 0.01 Howard Hughes Corp. 5.875% 01/03/2032 USD 37,000 28 0.02 Howard Hughes Corp. 6.125% 01/03/2034 USD 38,000 28 0.02 Howard Midstream Energy Partners LLC 6.625% 15/01/2034 USD 133,000 102 0.07 Howard Midstream Energy Partners LLC 7.375% 15/07/2032 USD 50,000 39 0.03 HUB International Ltd. 7.250% 15/06/2030 USD 320,000 248 0.18 Hudson Pacific Properties LP 3.250% 15/01/2030 USD 30,000 20 0.01 Hudson Pacific Properties LP 3.950% 01/11/2027 USD 50,000 37 0.03 Hudson Pacific Properties LP 4.650% 01/04/2029 USD 50,000 36 0.03 Hudson Pacific Properties LP 5.950% 15/02/2028 USD 100,000 75 0.05 Humana, Inc. 6.625% 15/09/2056 USD 125,000 94 0.07 Hunt Cos., Inc. 5.250% 15/04/2029 USD 95,000 71 0.05 Huntsman International LLC 4.500% 01/05/2029 USD 125,000 92 0.07 Huntsman International LLC 5.700% 15/10/2034 USD 50,000 36 0.03 Hybar LLC 7.375% 01/07/2034 USD 22,000 17 0.01 Icahn Enterprises LP/Icahn Enterprises Finance Corp. 4.375% 01/02/2029 USD 100,000 65 0.05 Icahn Enterprises LP/Icahn Enterprises Finance Corp. 9.000% 15/06/2030 USD 50,000 35 0.02 Icahn Enterprises LP/Icahn Enterprises Finance Corp. 9.750% 15/01/2029 USD 154,000 114 0.08 Icahn Enterprises LP/Icahn Enterprises Finance Corp. 10.000% 15/11/2029 USD 62,000 46 0.03 Industrial F&B Investments III, Inc. 7.750% 11/02/2033 USD 92,000 71 0.05 Infinity Natural Resources LLC 7.625% 01/04/2031 USD 100,000 75 0.05 Ingevity Corp. 3.875% 01/11/2028 USD 45,000 33 0.02

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 47

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Ingram Micro, Inc. 4.750% 15/05/2029 USD 186,000 138 0.10 Insight Enterprises, Inc. 6.625% 15/05/2032 USD 133,000 102 0.07 Installed Building Products, Inc. 5.625% 01/02/2034 USD 59,000 44 0.03 ION Platform Finance U.S., Inc. 7.875% 30/09/2032 USD 215,000 118 0.08 ION Platform Finance U.S., Inc./ION Platform Finance SARL 4.625% 01/05/2028 USD 50,000 35 0.02 ION Platform Finance U.S., Inc./ION Platform Finance SARL 5.000% 01/05/2028 USD 62,000 43 0.03 ION Platform Finance U.S., Inc./ION Platform Finance SARL 5.750% 15/05/2028 USD 75,000 52 0.04 ION Platform Finance U.S., Inc./ION Platform Finance SARL 8.750% 01/05/2029 USD 62,000 42 0.03 ION Platform Finance U.S., Inc./ION Platform Finance SARL 9.000% 01/08/2029 USD 50,000 34 0.02 ION Platform Finance U.S., Inc./ION Platform Finance SARL 9.500% 30/05/2029 USD 29,000 20 0.01 IQVIA, Inc. 2.250% 15/01/2028 EUR 100,000 85 0.06 IQVIA, Inc. 2.875% 15/06/2028 EUR 100,000 85 0.06 IQVIA, Inc. 6.250% 01/06/2032 USD 211,000 163 0.12 IQVIA, Inc. 6.500% 15/05/2030 USD 25,000 19 0.01 Iron Mountain Information Management Services, Inc. 5.000% 15/07/2032 USD 100,000 73 0.05 Iron Mountain, Inc. 4.500% 15/02/2031 USD 150,000 108 0.08 Iron Mountain, Inc. 4.750% 15/01/2034 EUR 100,000 86 0.06 Iron Mountain, Inc. 4.875% 15/09/2027 USD 109,000 82 0.06 Iron Mountain, Inc. 4.875% 15/09/2029 USD 151,000 112 0.08 Iron Mountain, Inc. 5.250% 15/07/2030 USD 135,000 100 0.07 Iron Mountain, Inc. 5.625% 15/07/2032 USD 50,000 37 0.03 Iron Mountain, Inc. 6.250% 15/01/2033 USD 72,000 55 0.04 Iron Mountain, Inc. 6.250% 15/01/2035 USD 140,000 106 0.08 Iron Mountain, Inc. 7.000% 15/02/2029 USD 76,000 59 0.04 ITT Holdings LLC 6.500% 01/08/2029 USD 119,000 89 0.06 Jacobs Entertainment, Inc. 6.750% 15/02/2029 USD 41,000 30 0.02 Jane Street Group/JSG Finance, Inc. 6.125% 01/11/2032 USD 196,000 148 0.11 Jane Street Group/JSG Finance, Inc. 6.750% 01/05/2033 USD 152,000 118 0.08 Jane Street Group/JSG Finance, Inc. 7.125% 30/04/2031 USD 148,000 116 0.08

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 48

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) JB Poindexter & Co., Inc. 8.750% 15/12/2031 USD 94,000 73 0.05 Jefferies Finance LLC/JFIN Co-Issuer Corp. 5.000% 15/08/2028 USD 57,000 42 0.03 Jefferies Finance LLC/JFIN Co-Issuer Corp. 6.625% 15/10/2031 USD 71,000 53 0.04 Jefferson Capital Holdings LLC 8.250% 15/05/2030 USD 42,000 33 0.02 Jefferson Capital Holdings LLC 9.500% 15/02/2029 USD 50,000 40 0.03 JetBlue Airways Corp./JetBlue Loyalty LP 9.875% 20/09/2031 USD 204,000 140 0.10 JW Aluminum Continuous Cast Co. 10.250% 01/04/2030 USD 48,000 38 0.03 K Hovnanian Enterprises, Inc. 8.000% 01/04/2031 USD 33,000 26 0.02 K Hovnanian Enterprises, Inc. 8.375% 01/10/2033 USD 97,000 75 0.05 Kaiser Aluminum Corp. 4.500% 01/06/2031 USD 34,000 25 0.02 Kaiser Aluminum Corp. 5.875% 01/03/2034 USD 63,000 47 0.03 KB Home 4.800% 15/11/2029 USD 46,000 34 0.02 KB Home 6.875% 15/06/2027 USD 13,000 10 0.01 KeHE Distributors LLC/KeHE Finance Corp./NextWave Distribution, Inc. 7.125% 30/04/2033 USD 40,000 31 0.02 KeHE Distributors LLC/KeHE Finance Corp./NextWave Distribution, Inc. 9.000% 15/02/2029 USD 100,000 79 0.06 Kennedy-Wilson, Inc. 7.000% 01/06/2031 USD 83,000 64 0.05 Kennedy-Wilson, Inc. 7.250% 01/06/2033 USD 75,000 58 0.04 Kinetik Holdings LP 5.875% 15/06/2030 USD 44,000 33 0.02 Kinetik Holdings LP 6.625% 15/12/2028 USD 91,000 70 0.05 Kingpin Intermediate Holdings LLC 7.250% 15/10/2032 USD 79,000 51 0.04 Knife River Corp. 7.750% 01/05/2031 USD 14,000 11 0.01 Kodiak Gas Services LLC 5.875% 01/04/2031 USD 93,000 70 0.05 Kodiak Gas Services LLC 6.500% 01/10/2033 USD 96,000 74 0.05 Kodiak Gas Services LLC 6.750% 01/10/2035 USD 62,000 48 0.03 Kohl's Corp. 5.125% 01/05/2031 USD 42,000 28 0.02 Kohl's Corp. 5.550% 17/07/2045 USD 51,000 27 0.02 Kohl's Corp. 10.000% 01/06/2030 USD 50,000 41 0.03 Korn Ferry 4.625% 15/12/2027 USD 50,000 38 0.03 Kraken Oil & Gas Partners LLC 7.125% 15/05/2031 USD 55,000 41 0.03 Kraken Oil & Gas Partners LLC 7.625% 15/08/2029 USD 65,000 50 0.04 Kronos International, Inc. 9.500% 15/03/2029 EUR 100,000 85 0.06 Lamar Media Corp. 3.625% 15/01/2031 USD 47,000 33 0.02

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 49

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Lamar Media Corp. 3.750% 15/02/2028 USD 122,000 90 0.06 Lamar Media Corp. 4.000% 15/02/2030 USD 2,000 1 0.00 Lamar Media Corp. 4.875% 15/01/2029 USD 9,000 7 0.00 Lamb Weston Holdings, Inc. 4.125% 31/01/2030 USD 146,000 106 0.08 Lamb Weston Holdings, Inc. 4.375% 31/01/2032 USD 28,000 20 0.01 Lamb Weston Holdings, Inc. 4.875% 15/05/2028 USD 25,000 19 0.01 Land O'Lakes Capital Trust I 7.450% 15/03/2028 USD 50,000 39 0.03 LBM Acquisition LLC 9.500% 15/06/2031 USD 83,000 56 0.04 LCM Investments Holdings II LLC 4.875% 01/05/2029 USD 67,000 49 0.04 LCM Investments Holdings II LLC 8.250% 01/08/2031 USD 81,000 64 0.05 Leeward Renewable Energy Operations LLC 4.250% 01/07/2029 USD 75,000 54 0.04 Level 3 Financing, Inc. 6.875% 30/06/2033 USD 259,000 201 0.14 Level 3 Financing, Inc. 7.000% 31/03/2034 USD 264,000 206 0.15 Level 3 Financing, Inc. 7.500% 15/02/2037 USD 85,000 66 0.05 Level 3 Financing, Inc. 8.500% 15/01/2036 USD 200,000 162 0.12 Levi Strauss & Co. 3.500% 01/03/2031 USD 25,000 18 0.01 Levi Strauss & Co. 4.000% 15/08/2030 EUR 100,000 87 0.06 LFS Topco LLC 8.750% 15/07/2030 USD 36,000 27 0.02 LGI Homes, Inc. 4.000% 15/07/2029 USD 50,000 35 0.02 LGI Homes, Inc. 7.000% 15/11/2032 USD 2,000 1 0.00 LGI Homes, Inc. 8.750% 15/12/2028 USD 107,000 84 0.06 Liberty Mutual Group, Inc. 4.300% 01/02/2061 USD 125,000 61 0.04 Life Time, Inc. 6.000% 15/11/2031 USD 57,000 44 0.03 LifePoint Health, Inc. 7.000% 01/05/2034 USD 180,000 131 0.09 LifePoint Health, Inc. 8.375% 15/02/2032 USD 95,000 75 0.05 LifePoint Health, Inc. 9.875% 15/08/2030 USD 39,000 31 0.02 Light & Wonder International, Inc. 6.250% 01/10/2033 USD 171,000 128 0.09 Light & Wonder International, Inc. 7.500% 01/09/2031 USD 55,000 43 0.03 Lindblad Expeditions LLC 7.000% 15/09/2030 USD 89,000 70 0.05 Lithia Motors, Inc. 3.875% 01/06/2029 USD 100,000 73 0.05 Lithia Motors, Inc. 4.375% 15/01/2031 USD 36,000 26 0.02 Lithia Motors, Inc. 5.500% 01/10/2030 USD 72,000 54 0.04 Live Nation Entertainment, Inc. 3.750% 15/01/2028 USD 42,000 31 0.02

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 50

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Live Nation Entertainment, Inc. 4.750% 15/10/2027 USD 100,000 75 0.05 Long Ridge Energy LLC 8.750% 15/02/2032 USD 74,000 59 0.04 LSB Industries, Inc. 6.250% 15/10/2028 USD 50,000 38 0.03 Lsf12 Helix Parent LLC 7.125% 01/02/2033 USD 42,000 31 0.02 LSF12 Pillar Investments U.S., Inc. 5.750% 15/05/2033 EUR 100,000 86 0.06 Lumen Technologies, Inc. 4.500% 15/01/2029 USD 50,000 36 0.03 Lumen Technologies, Inc. 7.600% 15/09/2039 USD 50,000 36 0.03 M/I Homes, Inc. 4.950% 01/02/2028 USD 35,000 26 0.02 Macy's Retail Holdings LLC 4.300% 15/02/2043 USD 25,000 14 0.01 Macy's Retail Holdings LLC 5.875% 15/03/2030 USD 63,000 48 0.03 Macy's Retail Holdings LLC 6.125% 15/03/2032 USD 50,000 38 0.03 Macy's Retail Holdings LLC 6.700% 15/07/2034 USD 76,000 56 0.04 Macy's Retail Holdings LLC 7.375% 01/08/2033 USD 56,000 44 0.03 Madison IAQ LLC 4.125% 30/06/2028 USD 22,000 16 0.01 Madison IAQ LLC 5.875% 30/06/2029 USD 100,000 76 0.05 Magnera Corp. 4.750% 15/11/2029 USD 50,000 35 0.02 Magnera Corp. 7.250% 15/11/2031 USD 116,000 86 0.06 Manitowoc Co., Inc. 9.250% 01/10/2031 USD 50,000 41 0.03 Marriott Ownership Resorts, Inc. 4.500% 15/06/2029 USD 60,000 44 0.03 Marriott Ownership Resorts, Inc. 4.750% 15/01/2028 USD 4,000 3 0.00 Marriott Ownership Resorts, Inc. 6.500% 01/10/2033 USD 54,000 41 0.03 Martin Midstream Partners LP/Martin Midstream Finance Corp. 11.500% 15/02/2028 USD 50,000 38 0.03 Masterbrand, Inc. 7.000% 15/07/2032 USD 87,000 67 0.05 Matador Resources Co. 6.000% 15/04/2034 USD 80,000 59 0.04 Matador Resources Co. 6.250% 15/04/2033 USD 62,000 47 0.03 Matador Resources Co. 6.500% 15/04/2032 USD 50,000 38 0.03 Match Group Holdings II LLC 3.625% 01/10/2031 USD 24,000 16 0.01 Match Group Holdings II LLC 4.625% 01/06/2028 USD 75,000 56 0.04 Match Group Holdings II LLC 5.000% 15/12/2027 USD 3,000 2 0.00 Match Group Holdings II LLC 5.625% 15/02/2029 USD 84,000 63 0.05 Match Group Holdings II LLC 6.125% 15/09/2033 USD 72,000 54 0.04 Mauser Packaging Solutions Holding Co. 7.875% 15/04/2030 USD 275,000 213 0.15 McGraw-Hill Education, Inc. 5.750% 01/08/2028 USD 61,000 46 0.03

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 51

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) McGraw-Hill Education, Inc. 7.375% 01/09/2031 USD 57,000 44 0.03 Medline Borrower LP 5.250% 01/10/2029 USD 215,000 162 0.12 Men's Wearhouse LLC 9.000% 01/02/2031 USD 25,000 20 0.01 Meridian Arc Holdco LLC 6.250% 30/04/2031 USD 594,000 450 0.32 Merlin Entertainments Group U.S. Holdings, Inc. 7.375% 15/02/2031 USD 104,000 67 0.05 Methanex U.S. Operations, Inc. 6.250% 15/03/2032 USD 42,000 32 0.02 MGM Resorts International 4.750% 15/10/2028 USD 100,000 75 0.05 MGM Resorts International 6.125% 15/09/2029 USD 59,000 45 0.03 MGM Resorts International 6.500% 15/04/2032 USD 68,000 51 0.04 Michaels Cos., Inc. 8.500% 15/03/2033 USD 208,000 156 0.11 Midcontinent Communications 8.000% 15/08/2032 USD 71,000 47 0.03 Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp. 4.875% 01/05/2029 USD 54,000 40 0.03 Millrose Properties, Inc. 6.250% 15/09/2032 USD 42,000 32 0.02 Millrose Properties, Inc. 6.375% 01/08/2030 USD 107,000 82 0.06 Miter Brands Acquisition Holdco, Inc./MIWD Borrower LLC 6.750% 01/04/2032 USD 76,000 57 0.04 MIWD Holdco II LLC/MIWD Finance Corp. 5.500% 01/02/2030 USD 38,000 27 0.02 MKS, Inc. 4.250% 15/02/2034 EUR 100,000 85 0.06 Mobius Merger Sub, Inc. 9.000% 01/06/2030 USD 39,000 20 0.01 Mohegan Tribal Gaming Authority/MS Digital Entertainment Hold ings LLC 8.250% 15/04/2030 USD 71,000 56 0.04 Mohegan Tribal Gaming Authority/MS Digital Entertainment Hold ings LLC 11.875% 15/04/2031 USD 71,000 58 0.04 Molina Healthcare, Inc. 3.875% 15/11/2030 USD 80,000 56 0.04 Molina Healthcare, Inc. 3.875% 15/05/2032 USD 50,000 34 0.02 Molina Healthcare, Inc. 4.375% 15/06/2028 USD 100,000 74 0.05 Molina Healthcare, Inc. 6.250% 15/01/2033 USD 75,000 57 0.04 Molina Healthcare, Inc. 6.500% 15/02/2031 USD 71,000 55 0.04 Moog, Inc. 5.500% 15/10/2034 USD 38,000 28 0.02 Moss Creek Resources Holdings, Inc. 8.250% 01/09/2031 USD 86,000 64 0.05 MPT Operating Partnership LP/MPT Finance Corp. 7.000% 15/02/2032 EUR 100,000 87 0.06 MPT Operating Partnership LP/MPT Finance Corp. 8.500% 15/02/2032 USD 110,000 85 0.06

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 52

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Murphy Oil Corp. 5.875% 01/12/2042 USD 25,000 17 0.01 Murphy Oil Corp. 6.500% 15/02/2034 USD 87,000 65 0.05 Murphy Oil USA, Inc. 3.750% 15/02/2031 USD 80,000 57 0.04 Murphy Oil USA, Inc. 5.875% 01/06/2034 USD 50,000 38 0.03 Nabors Industries, Inc. 7.625% 15/11/2032 USD 65,000 50 0.04 Nabors Industries, Inc. 9.125% 31/01/2030 USD 148,000 117 0.08 Nassau Cos., of New York 7.875% 15/07/2030 USD 77,000 56 0.04 National Mentor Holdings, Inc. 10.500% 15/12/2030 USD 109,000 87 0.06 Navient Corp. 4.875% 15/03/2028 USD 75,000 56 0.04 Navient Corp. 5.500% 15/03/2029 USD 94,000 68 0.05 Navient Corp. 5.625% 01/08/2033 USD 50,000 31 0.02 Navient Corp. 7.875% 15/06/2032 USD 64,000 45 0.03 Navient Corp. 9.375% 25/07/2030 USD 40,000 31 0.02 Navient Corp. 9.375% 15/10/2031 USD 45,000 34 0.02 Navient Corp. 11.500% 15/03/2031 USD 48,000 38 0.03 NCL Corp. Ltd. 5.875% 15/01/2031 USD 118,000 87 0.06 NCL Corp. Ltd. 6.250% 01/03/2030 USD 25,000 19 0.01 NCL Corp. Ltd. 6.250% 15/09/2033 USD 125,000 92 0.07 NCL Corp. Ltd. 6.750% 01/02/2032 USD 119,000 90 0.06 NCL Corp. Ltd. 7.750% 15/02/2029 USD 123,000 97 0.07 NCL Finance Ltd. 6.125% 15/03/2028 USD 14,000 11 0.01 NCR Atleos Corp. 9.500% 01/04/2029 USD 140,000 113 0.08 NCR Voyix Corp. 5.000% 01/10/2028 USD 50,000 37 0.03 NCR Voyix Corp. 5.125% 15/04/2029 USD 29,000 21 0.01 Neogen Food Safety Corp. 8.625% 20/07/2030 USD 50,000 40 0.03 Neptune Bidco U.S., Inc. 9.290% 15/04/2029 USD 273,000 210 0.15 Neptune Bidco U.S., Inc. 9.500% 15/02/2033 USD 127,000 97 0.07 Neptune Bidco U.S., Inc. 10.375% 15/05/2031 USD 127,000 100 0.07 NESCO Holdings II, Inc. 5.500% 15/04/2029 USD 105,000 79 0.06 New Enterprise Stone & Lime Co., Inc. 5.250% 15/07/2028 USD 31,000 23 0.02 New Flyer Holdings, Inc. 9.250% 01/07/2030 USD 68,000 55 0.04 Newell Brands, Inc. 6.375% 15/09/2027 USD 38,000 29 0.02 Newell Brands, Inc. 6.375% 15/05/2030 USD 63,000 48 0.03

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 53

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Newell Brands, Inc. 6.625% 15/09/2029 USD 136,000 105 0.08 Newell Brands, Inc. 7.375% 01/04/2036 USD 82,000 63 0.05 Newell Brands, Inc. 7.500% 01/04/2046 USD 50,000 35 0.02 Newell Brands, Inc. 8.500% 01/06/2028 USD 131,000 104 0.07 Newfold Digital Holdings Group, Inc. 11.750% 30/04/2029 USD 25,000 16 0.01 Newmark Group, Inc. 7.500% 12/01/2029 USD 50,000 40 0.03 Nexstar Media, Inc. 4.750% 01/11/2028 USD 116,000 86 0.06 Nexstar Media, Inc. 6.500% 15/09/2033 USD 308,000 233 0.17 Nexstar Media, Inc. 7.250% 15/04/2034 USD 190,000 143 0.10 NGL Energy Operating LLC/NGL Energy Finance Corp. 8.125% 15/02/2029 USD 129,000 101 0.07 NGL Energy Operating LLC/NGL Energy Finance Corp. 8.375% 15/02/2032 USD 132,000 104 0.07 Nissan Motor Acceptance Co. LLC 2.450% 15/09/2028 USD 18,000 13 0.01 Nissan Motor Acceptance Co. LLC 2.750% 09/03/2028 USD 65,000 47 0.03 Nissan Motor Acceptance Co. LLC 5.300% 13/09/2027 USD 50,000 38 0.03 Nissan Motor Acceptance Co. LLC 5.550% 13/09/2029 USD 50,000 37 0.03 Nissan Motor Acceptance Co. LLC 5.625% 29/09/2028 USD 86,000 65 0.05 Nissan Motor Acceptance Co. LLC 6.125% 30/09/2030 USD 83,000 62 0.04 Nissan Motor Acceptance Co. LLC 7.050% 15/09/2028 USD 72,000 56 0.04 Noble Finance II LLC 6.250% 15/06/2034 USD 65,000 48 0.03 Noble Finance II LLC 8.000% 15/04/2030 USD 86,000 67 0.05 Nordstrom, Inc. 4.375% 01/04/2030 USD 19,000 14 0.01 Nordstrom, Inc. 5.000% 15/01/2044 USD 100,000 54 0.04 Nordstrom, Inc. 6.950% 15/03/2028 USD 100,000 78 0.06 Northern Oil & Gas, Inc. 7.875% 15/10/2033 USD 86,000 65 0.05 Northern Oil & Gas, Inc. 8.750% 15/06/2031 USD 80,000 62 0.04 Novelis Corp. 3.875% 15/08/2031 USD 54,000 37 0.03 Novelis Corp. 4.750% 30/01/2030 USD 200,000 146 0.10 Novelis Corp. 6.375% 15/08/2033 USD 99,000 75 0.05 Novelis Corp. 6.875% 30/01/2030 USD 12,000 9 0.01 NRG Energy, Inc. 3.375% 15/02/2029 USD 77,000 56 0.04 NRG Energy, Inc. 3.625% 15/02/2031 USD 98,000 69 0.05 NRG Energy, Inc. 3.875% 15/02/2032 USD 100,000 70 0.05

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 54

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) NRG Energy, Inc. 5.250% 15/06/2029 USD 100,000 75 0.05 NRG Energy, Inc. 5.750% 15/07/2029 USD 63,000 48 0.03 NRG Energy, Inc. 5.750% 15/01/2034 USD 125,000 94 0.07 NRG Energy, Inc. 5.875% 15/05/2034 USD 85,000 64 0.05 NRG Energy, Inc. 6.000% 01/02/2033 USD 60,000 46 0.03 NRG Energy, Inc. 6.000% 15/01/2036 USD 273,000 206 0.15 NRG Energy, Inc. 6.125% 15/05/2036 USD 130,000 99 0.07 NRG Energy, Inc. 6.250% 01/11/2034 USD 75,000 57 0.04 NuStar Logistics LP 6.375% 01/10/2030 USD 58,000 45 0.03 OAK-Eagle Acquireco, Inc. 6.250% 01/07/2033 EUR 100,000 90 0.06 OAK-Eagle Acquireco, Inc. 7.250% 01/07/2033 USD 348,000 275 0.20 OAK-Eagle Acquireco, Inc. 8.750% 01/07/2034 USD 208,000 167 0.12 Oceaneering International, Inc. 6.000% 01/02/2028 USD 54,000 41 0.03 Oceaneering International, Inc. 6.875% 15/07/2034 USD 60,000 46 0.03 Olin Corp. 5.000% 01/02/2030 USD 100,000 73 0.05 Olin Corp. 6.625% 01/04/2033 USD 70,000 52 0.04 Olympus Water U.S. Holding Corp. 4.250% 01/10/2028 USD 75,000 55 0.04 Olympus Water U.S. Holding Corp. 6.125% 15/02/2033 EUR 100,000 87 0.06 Olympus Water U.S. Holding Corp. 6.750% 01/08/2032 USD 251,000 185 0.13 Olympus Water U.S. Holding Corp. 7.250% 15/06/2031 USD 128,000 98 0.07 Olympus Water U.S. Holding Corp. 7.250% 15/02/2033 USD 123,000 92 0.07 ON Semiconductor Corp. 3.875% 01/09/2028 USD 100,000 74 0.05 OneMain Finance Corp. 3.875% 15/09/2028 USD 86,000 63 0.05 OneMain Finance Corp. 5.375% 15/11/2029 USD 85,000 63 0.05 OneMain Finance Corp. 6.125% 15/05/2030 USD 107,000 81 0.06 OneMain Finance Corp. 6.500% 15/03/2033 USD 41,000 30 0.02 OneMain Finance Corp. 6.625% 15/01/2028 USD 50,000 38 0.03 OneMain Finance Corp. 6.625% 15/05/2029 USD 94,000 72 0.05 OneMain Finance Corp. 6.750% 15/03/2032 USD 75,000 57 0.04 OneMain Finance Corp. 6.750% 15/09/2033 USD 76,000 57 0.04 OneMain Finance Corp. 7.125% 15/11/2031 USD 113,000 87 0.06 OneMain Finance Corp. 7.125% 15/09/2032 USD 84,000 65 0.05 OneMain Finance Corp. 7.500% 15/05/2031 USD 97,000 76 0.05

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 55

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) OneMain Finance Corp. 7.875% 15/03/2030 USD 31,000 24 0.02 OneSky Flight LLC 8.875% 15/12/2029 USD 15,000 12 0.01 Open Text Holdings, Inc. 4.125% 15/02/2030 USD 114,000 79 0.06 Open Text Holdings, Inc. 4.125% 01/12/2031 USD 151,000 100 0.07 Option Care Health, Inc. 4.375% 31/10/2029 USD 6,000 4 0.00 Organon & Co./Organon Foreign Debt Co-Issuer BV 2.875% 30/04/2028 EUR 100,000 85 0.06 Organon & Co./Organon Foreign Debt Co-Issuer BV 4.125% 30/04/2028 USD 55,000 41 0.03 Organon & Co./Organon Foreign Debt Co-Issuer BV 5.125% 30/04/2031 USD 262,000 196 0.14 Organon & Co./Organon Foreign Debt Co-Issuer BV 6.750% 15/05/2034 USD 69,000 55 0.04 Organon & Co./Organon Foreign Debt Co-Issuer BV 7.875% 15/05/2034 USD 200,000 162 0.12 Osaic Holdings, Inc. 6.750% 01/08/2032 USD 36,000 27 0.02 Outfront Media Capital LLC/Outfront Media Capital Corp. 4.250% 15/01/2029 USD 150,000 111 0.08 Outfront Media Capital LLC/Outfront Media Capital Corp. 6.000% 15/06/2034 USD 35,000 26 0.02 Owens-Brockway Glass Container, Inc. 7.250% 15/05/2031 USD 50,000 37 0.03 Owens-Brockway Glass Container, Inc. 9.500% 01/06/2033 USD 75,000 58 0.04 Oxford Finance LLC/Oxford Finance Co-Issuer II, Inc. 7.750% 15/05/2031 USD 70,000 53 0.04 PacifiCorp 7.125% 15/08/2056 USD 87,000 65 0.05 PacifiCorp 7.375% 15/09/2055 USD 150,000 115 0.08 Pagaya U.S. Holdings Co. LLC 8.875% 01/08/2030 USD 45,000 29 0.02 Papa John's International, Inc. 3.875% 15/09/2029 USD 37,000 27 0.02 Par Petroleum LLC 7.375% 01/06/2034 USD 50,000 38 0.03 Paradigm Parent LLC & Paradigm Parent Co-Issuer, Inc. 8.750% 17/04/2032 USD 70,000 48 0.03 Paramount Global 3.375% 15/02/2028 USD 35,000 26 0.02 Paramount Global 3.700% 01/06/2028 USD 35,000 26 0.02 Paramount Global 4.200% 01/06/2029 USD 33,000 24 0.02 Paramount Global 4.200% 19/05/2032 USD 115,000 76 0.05 Paramount Global 4.375% 15/03/2043 USD 86,000 42 0.03

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 56

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Paramount Global 4.600% 15/01/2045 USD 22,000 11 0.01 Paramount Global 4.850% 01/07/2042 USD 121,000 62 0.04 Paramount Global 4.900% 15/08/2044 USD 27,000 13 0.01 Paramount Global 4.950% 15/01/2031 USD 140,000 98 0.07 Paramount Global 4.950% 19/05/2050 USD 58,000 28 0.02 Paramount Global 5.250% 01/04/2044 USD 83,000 43 0.03 Paramount Global 5.500% 15/05/2033 USD 125,000 85 0.06 Paramount Global 5.850% 01/09/2043 USD 143,000 81 0.06 Paramount Global 5.900% 15/10/2040 USD 55,000 33 0.02 Paramount Global 6.875% 30/04/2036 USD 81,000 58 0.04 Paramount Global 7.875% 30/07/2030 USD 95,000 75 0.05 Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Fi nance Co-Issuer 4.875% 15/05/2029 USD 53,000 39 0.03 Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Fi nance Co-Issuer 7.000% 01/02/2030 USD 75,000 58 0.04 Park River Holdings, Inc. 8.000% 15/03/2031 USD 87,000 67 0.05 Park-Ohio Industries, Inc. 8.500% 01/08/2030 USD 52,000 41 0.03 Patrick Industries, Inc. 6.375% 01/11/2032 USD 94,000 71 0.05 Pattern Energy Operations LP/Pattern Energy Operations, Inc. 4.500% 15/08/2028 USD 81,000 60 0.04 PBF Holding Co. LLC/PBF Finance Corp. 7.250% 01/06/2034 USD 30,000 22 0.02 PBF Holding Co. LLC/PBF Finance Corp. 7.875% 15/09/2030 USD 100,000 77 0.06 PBF Holding Co. LLC/PBF Finance Corp. 9.875% 15/03/2030 USD 76,000 61 0.04 Pediatrix Medical Group, Inc. 5.375% 15/02/2030 USD 50,000 37 0.03 Penn Entertainment, Inc. 4.125% 01/07/2029 USD 27,000 20 0.01 Penn Entertainment, Inc. 6.750% 01/04/2031 USD 70,000 53 0.04 PennyMac Financial Services, Inc. 4.250% 15/02/2029 USD 32,000 23 0.02 PennyMac Financial Services, Inc. 6.750% 15/02/2034 USD 42,000 30 0.02 PennyMac Financial Services, Inc. 6.875% 15/05/2032 USD 201,000 149 0.11 PennyMac Financial Services, Inc. 6.875% 15/02/2033 USD 82,000 60 0.04 PennyMac Financial Services, Inc. 7.125% 15/11/2030 USD 30,000 23 0.02 PennyMac Financial Services, Inc. 7.875% 15/12/2029 USD 100,000 79 0.06 Penske Automotive Group, Inc. 3.750% 15/06/2029 USD 9,000 7 0.00 Performance Food Group, Inc. 4.250% 01/08/2029 USD 85,000 62 0.04

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 57

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Performance Food Group, Inc. 5.625% 01/03/2034 USD 101,000 75 0.05 Performance Food Group, Inc. 6.125% 15/09/2032 USD 75,000 57 0.04 Petco Health & Wellness Co., Inc. 8.250% 01/02/2031 USD 57,000 43 0.03 PetSmart LLC/PetSmart Finance Corp. 7.500% 15/09/2032 USD 151,000 114 0.08 PG&E Corp. 5.000% 01/07/2028 USD 100,000 75 0.05 PG&E Corp. 5.250% 01/07/2030 USD 72,000 54 0.04 PG&E Corp. 6.850% 15/09/2056 USD 148,000 111 0.08 PG&E Corp. 7.375% 15/03/2055 USD 150,000 116 0.08 PHH Escrow Issuer LLC/PHH Corp. 9.875% 01/11/2029 USD 65,000 48 0.03 Phinia, Inc. 6.750% 15/04/2029 USD 76,000 59 0.04 Photo Holdings LLC 12.000% 01/07/2031 USD 125,000 97 0.07 Pioneer Opco LLC 7.000% 15/05/2033 USD 45,000 35 0.02 Pitney Bowes, Inc. 7.250% 15/03/2029 USD 75,000 57 0.04 Planet Financial Group LLC 10.500% 15/12/2029 USD 99,000 74 0.05 PODS LLC 8.750% 15/05/2031 USD 70,000 52 0.04 Post Holdings, Inc. 4.500% 15/09/2031 USD 102,000 72 0.05 Post Holdings, Inc. 4.625% 15/04/2030 USD 130,000 95 0.07 Post Holdings, Inc. 6.250% 15/02/2032 USD 137,000 105 0.08 Post Holdings, Inc. 6.250% 15/10/2034 USD 99,000 74 0.05 Post Holdings, Inc. 6.375% 01/03/2033 USD 70,000 53 0.04 Post Holdings, Inc. 6.500% 15/03/2036 USD 186,000 139 0.10 PR RNO Property Owner 1 LLC 6.500% 01/05/2031 USD 450,000 339 0.24 PRA Group, Inc. 5.000% 01/10/2029 USD 21,000 15 0.01 PRA Group, Inc. 8.375% 01/02/2028 USD 50,000 38 0.03 PRA Group, Inc. 8.875% 31/01/2030 USD 64,000 50 0.04 Prairie Acquiror LP 9.000% 01/08/2029 USD 9,000 7 0.00 Prestige Brands, Inc. 3.750% 01/04/2031 USD 34,000 24 0.02 Prestige Brands, Inc. 5.125% 15/01/2028 USD 13,000 10 0.01 Prime Healthcare Services, Inc. 9.375% 01/09/2029 USD 161,000 127 0.09 Prime Security Services Borrower LLC/Prime Finance, Inc. 3.375% 31/08/2027 USD 27,000 20 0.01 Primo Water Holdings, Inc./Triton Water Holdings, Inc. 4.375% 30/04/2029 USD 75,000 55 0.04

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 58

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Primo Water Holdings, Inc./Triton Water Holdings, Inc. 6.250% 01/04/2029 USD 10,000 8 0.01 PROG Holdings, Inc. 6.000% 15/11/2029 USD 51,000 38 0.03 Prospect Capital Corp. 3.437% 15/10/2028 USD 63,000 45 0.03 Provident Funding Associates LP/PFG Finance Corp. 9.750% 15/09/2029 USD 22,000 17 0.01 PTC, Inc. 4.000% 15/02/2028 USD 50,000 37 0.03 Puget Energy, Inc. 7.000% 15/09/2056 USD 68,000 52 0.04 Puget Energy, Inc. 7.250% 15/09/2056 USD 11,000 8 0.01 Qnity Electronics, Inc. 5.750% 15/08/2032 USD 97,000 74 0.05 Qnity Electronics, Inc. 6.250% 15/08/2033 USD 8,000 6 0.00 Quikrete Holdings, Inc. 6.375% 01/03/2032 USD 389,000 300 0.21 Quikrete Holdings, Inc. 6.750% 01/03/2033 USD 143,000 110 0.08 QXO Building Products, Inc. 6.500% 15/07/2031 USD 224,000 173 0.12 QXO Building Products, Inc. 6.750% 30/04/2032 USD 188,000 147 0.11 QXO Building Products, Inc. 6.875% 15/07/2034 USD 132,000 103 0.07 Radiology Partners, Inc. 8.500% 15/07/2032 USD 89,000 70 0.05 Railworks Holdings LP/Railworks Rally, Inc. 8.250% 15/11/2028 USD 50,000 38 0.03 Rain Carbon, Inc. 12.250% 01/09/2029 USD 50,000 40 0.03 Rand Parent LLC 8.500% 15/02/2030 USD 100,000 78 0.06 Range Resources Corp. 4.750% 15/02/2030 USD 33,000 24 0.02 Raven Acquisition Holdings LLC 6.875% 15/11/2031 USD 129,000 95 0.07 RAY Financing LLC 6.500% 15/07/2031 EUR 100,000 87 0.06 RB Global Holdings, Inc. 6.750% 15/03/2028 USD 102,000 78 0.06 RB Global Holdings, Inc. 7.750% 15/03/2031 USD 85,000 67 0.05 Resideo Funding, Inc. 4.000% 01/09/2029 USD 72,000 52 0.04 Resideo Funding, Inc. 6.500% 15/07/2032 USD 54,000 41 0.03 Resorts World Las Vegas LLC/RWLV Capital, Inc. 4.625% 16/04/2029 USD 100,000 68 0.05 Resorts World Las Vegas LLC/RWLV Capital, Inc. 8.450% 27/07/2030 USD 100,000 75 0.05 Reworld Holding Corp. 4.875% 01/12/2029 USD 65,000 47 0.03 Rfna LP 7.875% 15/02/2030 USD 25,000 19 0.01 RHP Hotel Properties LP/RHP Finance Corp. 4.500% 15/02/2029 USD 33,000 24 0.02 RHP Hotel Properties LP/RHP Finance Corp. 5.750% 15/03/2034 USD 88,000 66 0.05 RHP Hotel Properties LP/RHP Finance Corp. 6.500% 01/04/2032 USD 54,000 42 0.03

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 59

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) RHP Hotel Properties LP/RHP Finance Corp. 6.500% 15/06/2033 USD 50,000 39 0.03 RingCentral, Inc. 8.500% 15/08/2030 USD 35,000 28 0.02 Risewell Homes, Inc. 8.500% 01/11/2030 USD 63,000 49 0.04 Risewell Homes, Inc. 9.250% 01/10/2029 USD 64,000 50 0.04 Rithm Capital Corp. 8.000% 01/04/2029 USD 44,000 33 0.02 Rithm Capital Corp. 8.000% 15/07/2030 USD 86,000 65 0.05 Rithm Capital Corp. 8.500% 01/06/2031 USD 75,000 57 0.04 Rivers Enterprise Borrower LLC 6.250% 15/10/2030 USD 125,000 96 0.07 Rivers Enterprise Borrower LLC/Rivers Enterprise Finance Corp. 6.625% 01/02/2033 USD 16,000 12 0.01 RLJ Lodging Trust LP 4.000% 15/09/2029 USD 50,000 36 0.03 ROBLOX Corp. 3.875% 01/05/2030 USD 92,000 66 0.05 Rocket Cos., Inc. 6.125% 01/08/2030 USD 264,000 203 0.15 Rocket Cos., Inc. 6.125% 01/08/2031 USD 64,000 49 0.04 Rocket Cos., Inc. 6.375% 01/08/2033 USD 213,000 164 0.12 Rocket Cos., Inc. 6.500% 01/08/2029 USD 96,000 74 0.05 Rocket Cos., Inc. 6.500% 15/06/2034 USD 20,000 16 0.01 Rocket Cos., Inc. 7.125% 01/02/2032 USD 17,000 13 0.01 Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc. 3.875% 01/03/2031 USD 114,000 81 0.06 Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc. 4.000% 15/10/2033 USD 67,000 46 0.03 Rocket Software, Inc. 9.000% 28/11/2028 USD 55,000 41 0.03 Rockies Express Pipeline LLC 4.950% 15/07/2029 USD 96,000 72 0.05 Rockies Express Pipeline LLC 6.875% 15/04/2040 USD 40,000 31 0.02 Rockies Express Pipeline LLC 7.500% 15/07/2038 USD 50,000 40 0.03 Roller Bearing Co. of America, Inc. 4.375% 15/10/2029 USD 100,000 74 0.05 RR Donnelley & Sons Co. 9.500% 01/08/2029 USD 81,000 64 0.05 RR Donnelley & Sons Co. 10.875% 01/08/2029 USD 76,000 59 0.04 RR Donnelley & Sons Co. 11.000% 01/06/2031 USD 110,000 81 0.06 RXO, Inc. 6.375% 15/05/2031 USD 71,000 54 0.04 Ryan Specialty LLC 4.375% 01/02/2030 USD 100,000 73 0.05 Ryan Specialty LLC 5.875% 01/08/2032 USD 63,000 47 0.03 S&S Holdings LLC 8.375% 01/10/2031 USD 73,000 52 0.04

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

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Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Sabre Financial Borrower LLC 11.125% 15/06/2029 USD 148,000 118 0.08 Sabre GLBL, Inc. 10.750% 15/11/2029 USD 63,000 46 0.03 Sabre GLBL, Inc. 10.750% 15/03/2030 USD 33,000 24 0.02 Sabre GLBL, Inc. 11.125% 15/07/2030 USD 72,000 52 0.04 Safeway, Inc. 7.250% 01/02/2031 USD 50,000 40 0.03 Sally Holdings LLC/Sally Capital, Inc. 6.750% 01/04/2032 USD 75,000 58 0.04 Science Applications International Corp. 4.875% 01/04/2028 USD 3,000 2 0.00 Science Applications International Corp. 5.875% 01/11/2033 USD 36,000 27 0.02 SCIH Salt Holdings, Inc. 4.875% 01/05/2028 USD 56,000 42 0.03 Scotts Miracle-Gro Co. 4.000% 01/04/2031 USD 65,000 46 0.03 Scripps Escrow II, Inc. 3.875% 15/01/2029 USD 28,000 19 0.01 SE Cosmos LLC 8.875% 01/05/2031 USD 150,000 117 0.08 Sealed Air Corp. 6.875% 15/07/2033 USD 50,000 38 0.03 SeaWorld Parks & Entertainment, Inc. 5.250% 15/08/2029 USD 65,000 48 0.03 Select Medical Corp. 6.250% 01/12/2032 USD 45,000 33 0.02 Sensata Technologies, Inc. 3.750% 15/02/2031 USD 76,000 54 0.04 Sensata Technologies, Inc. 4.375% 15/02/2030 USD 75,000 55 0.04 Sensata Technologies, Inc. 6.625% 15/07/2032 USD 27,000 21 0.01 Service Corp. International 3.375% 15/08/2030 USD 100,000 70 0.05 Service Corp. International 4.000% 15/05/2031 USD 50,000 36 0.03 Service Corp. International 5.750% 15/10/2032 USD 145,000 110 0.08 Service Properties Trust 8.875% 15/06/2032 USD 250,000 195 0.14 SES AMERICOM, Inc. 5.300% 25/03/2044 USD 41,000 24 0.02 SESI LLC 7.875% 30/09/2030 USD 83,000 64 0.05 Shea Homes LP/Shea Homes Funding Corp. 4.750% 15/02/2028 USD 50,000 38 0.03 Shea Homes LP/Shea Homes Funding Corp. 4.750% 01/04/2029 USD 50,000 37 0.03 Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc. 5.500% 15/05/2033 EUR 100,000 84 0.06 Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc. 6.750% 15/08/2032 USD 187,000 142 0.10 Silgan Holdings, Inc. 4.125% 01/02/2028 USD 50,000 37 0.03 Silgan Holdings, Inc. 4.250% 15/02/2031 EUR 100,000 86 0.06 Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons Feed 4.625% 01/03/2029 USD 51,000 37 0.03

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Portfolio Statement (continued)

As at 30th June 2026

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Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Sinclair Television Group, Inc. 8.125% 15/02/2033 USD 128,000 100 0.07 Sirius XM Radio LLC 3.875% 01/09/2031 USD 101,000 70 0.05 Sirius XM Radio LLC 4.000% 15/07/2028 USD 288,000 212 0.15 Sirius XM Radio LLC 4.125% 01/07/2030 USD 131,000 93 0.07 Sirius XM Radio LLC 5.000% 01/08/2027 USD 134,000 101 0.07 Sirius XM Radio LLC 5.500% 01/07/2029 USD 171,000 129 0.09 Sirius XM Radio LLC 5.875% 15/04/2032 USD 83,000 62 0.04 Six Flags Entertainment Corp./Six Flags Theme Parks, Inc./Canada's Wonderland Co. 6.625% 01/05/2032 USD 92,000 71 0.05 SLM Corp. 6.495% 15/05/2032 USD 50,000 38 0.03 SLM Corp. 6.500% 31/01/2030 USD 50,000 38 0.03 SM Energy Co. 6.500% 15/07/2028 USD 75,000 57 0.04 SM Energy Co. 6.625% 15/04/2034 USD 66,000 49 0.04 SM Energy Co. 6.750% 01/08/2029 USD 74,000 57 0.04 SM Energy Co. 7.000% 01/08/2032 USD 75,000 57 0.04 SM Energy Co. 8.375% 01/07/2028 USD 150,000 116 0.08 SM Energy Co. 8.625% 01/11/2030 USD 75,000 60 0.04 SM Energy Co. 8.750% 01/07/2031 USD 70,000 55 0.04 SM Energy Co. 9.625% 15/06/2033 USD 80,000 66 0.05 Smyrna Ready Mix Concrete LLC 6.000% 01/11/2028 USD 122,000 93 0.07 Smyrna Ready Mix Concrete LLC 8.875% 15/11/2031 USD 78,000 62 0.04 Snap, Inc. 6.875% 01/03/2033 USD 172,000 127 0.09 Snap, Inc. 6.875% 15/03/2034 USD 25,000 18 0.01 Solaris Energy Infrastructure LLC 6.375% 15/05/2031 USD 116,000 89 0.06 Solstice Advanced Materials, Inc. 5.625% 30/09/2033 USD 55,000 41 0.03 Somnigroup International, Inc. 3.875% 15/10/2031 USD 43,000 30 0.02 Somnigroup International, Inc. 4.000% 15/04/2029 USD 72,000 52 0.04 Sonic Automotive, Inc. 4.625% 15/11/2029 USD 30,000 22 0.02 Sonic Automotive, Inc. 4.875% 15/11/2031 USD 39,000 28 0.02 Sotera Health Holdings LLC 7.375% 01/06/2031 USD 58,000 45 0.03 Sotheby's 8.250% 15/04/2031 USD 200,000 150 0.11 Sotheby's/Bidfair Holdings, Inc. 5.875% 01/06/2029 USD 50,000 36 0.03 Spirit Airlines Pass-Through Trust 4.100% 01/10/2029 USD 32,666 24 0.02 SS&C Technologies, Inc. 5.500% 30/09/2027 USD 175,000 132 0.09

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Portfolio Statement (continued)

As at 30th June 2026

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Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) SS&C Technologies, Inc. 6.500% 01/06/2032 USD 99,000 75 0.05 Stagwell Global LLC 5.625% 15/08/2029 USD 126,000 92 0.07 Standard Building Solutions, Inc. 5.875% 15/03/2034 USD 50,000 36 0.03 Standard Building Solutions, Inc. 6.250% 01/08/2033 USD 112,000 84 0.06 Standard Building Solutions, Inc. 6.500% 15/08/2032 USD 149,000 113 0.08 Standard Industries, Inc. 3.375% 15/01/2031 USD 100,000 68 0.05 Standard Industries, Inc. 4.375% 15/07/2030 USD 180,000 129 0.09 Standard Industries, Inc. 4.750% 15/01/2028 USD 87,000 65 0.05 Staples, Inc. 10.750% 01/09/2029 USD 225,000 162 0.12 Star Holding LLC 8.750% 01/08/2031 USD 50,000 38 0.03 Star Leasing Co. LLC 7.625% 15/02/2030 USD 50,000 37 0.03 Star Parent, Inc. 9.000% 01/10/2030 USD 81,000 64 0.05 Starwood Property Trust, Inc. 5.250% 15/10/2028 USD 75,000 56 0.04 Starwood Property Trust, Inc. 5.875% 15/08/2029 USD 50,000 38 0.03 Starwood Property Trust, Inc. 6.000% 15/04/2030 USD 66,000 50 0.04 Starwood Property Trust, Inc. 6.125% 01/06/2031 USD 55,000 42 0.03 Starwood Property Trust, Inc. 6.500% 01/07/2030 USD 20,000 15 0.01 Starwood Property Trust, Inc. 6.500% 15/10/2030 USD 89,000 69 0.05 Starwood Property Trust, Inc. 7.250% 01/04/2029 USD 42,000 33 0.02 Station Casinos LLC 4.625% 01/12/2031 USD 31,000 22 0.02 Station Casinos LLC 6.625% 15/03/2032 USD 48,000 37 0.03 Stingray Compute LLC 6.000% 15/06/2031 USD 79,000 60 0.04 Stonebriar ABF Issuer LLC 7.000% 15/08/2031 USD 45,000 34 0.02 Stonebriar ABF Issuer LLC 8.125% 15/12/2030 USD 82,000 65 0.05 StoneMor, Inc. 8.500% 15/05/2029 USD 50,000 37 0.03 Stonepeak Nile Parent LLC 7.250% 15/03/2032 USD 48,000 38 0.03 Stonex Escrow Issuer LLC 6.875% 15/07/2032 USD 115,000 89 0.06 StoneX Group, Inc. 7.875% 01/03/2031 USD 9,000 7 0.00 Suburban Propane Partners LP/Suburban Energy Finance Corp. 5.000% 01/06/2031 USD 44,000 32 0.02 Suburban Propane Partners LP/Suburban Energy Finance Corp. 6.500% 15/12/2035 USD 25,000 18 0.01 Summit Midstream Holdings LLC 8.625% 31/10/2029 USD 139,000 110 0.08 SunCoke Energy, Inc. 4.875% 30/06/2029 USD 50,000 36 0.03

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Portfolio Statement (continued)

As at 30th June 2026

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Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Sunoco LP 4.500% 01/10/2029 USD 192,000 142 0.10 Sunoco LP 4.625% 01/05/2030 USD 55,000 40 0.03 Sunoco LP 5.375% 15/07/2031 USD 116,000 87 0.06 Sunoco LP 5.625% 15/03/2031 USD 63,000 47 0.03 Sunoco LP 5.625% 15/07/2034 USD 30,000 22 0.02 Sunoco LP 5.875% 15/03/2034 USD 81,000 60 0.04 Sunoco LP 6.250% 01/07/2033 USD 145,000 111 0.08 Sunoco LP 6.625% 15/08/2032 USD 70,000 54 0.04 Sunoco LP 7.000% 01/05/2029 USD 42,000 33 0.02 Sunoco LP 7.250% 01/05/2032 USD 51,000 40 0.03 Sunoco LP/Sunoco Finance Corp. 4.500% 15/05/2029 USD 51,000 38 0.03 Sunoco LP/Sunoco Finance Corp. 4.500% 30/04/2030 USD 9,000 7 0.00 Sunoco LP/Sunoco Finance Corp. 5.875% 15/03/2028 USD 50,000 38 0.03 Sunoco LP/Sunoco Finance Corp. 7.000% 15/09/2028 USD 36,000 28 0.02 SV RNO Property Owner 1 LLC 5.875% 01/03/2031 USD 393,000 293 0.21 Sword Purchaser LLC 8.250% 15/04/2033 USD 200,000 157 0.11 Sword Purchaser LLC 10.500% 15/04/2034 USD 25,000 20 0.01 Synaptics, Inc. 4.000% 15/06/2029 USD 50,000 37 0.03 Synchrony Financial 7.250% 02/02/2033 USD 101,000 80 0.06 Synergy Infrastructure Holdings LLC 7.000% 15/07/2034 USD 80,000 61 0.04 Synergy Infrastructure Holdings LLC 7.875% 01/12/2030 USD 83,000 66 0.05 Talen Energy Supply LLC 6.250% 01/02/2034 USD 200,000 151 0.11 Talen Energy Supply LLC 6.500% 01/02/2036 USD 114,000 87 0.06 Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp. 5.500% 15/01/2028 USD 105,000 79 0.06 Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp. 6.000% 31/12/2030 USD 75,000 57 0.04 Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp. 6.000% 01/09/2031 USD 12,000 9 0.01 Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp. 6.750% 15/03/2034 USD 7,000 5 0.00 Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp. 7.375% 15/02/2029 USD 79,000 61 0.04 Talos Production, Inc. 9.000% 01/02/2029 USD 86,000 68 0.05 Talos Production, Inc. 9.375% 01/02/2031 USD 48,000 38 0.03

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

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Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Taylor Morrison Communities, Inc. 5.125% 01/08/2030 USD 1,000 1 0.00 Taylor Morrison Communities, Inc. 5.750% 15/01/2028 USD 78,000 60 0.04 Taylor Morrison Communities, Inc. 5.750% 15/11/2032 USD 45,000 35 0.02 Team Health Holdings, Inc. 8.375% 30/06/2028 USD 50,000 38 0.03 Team Health Holdings, Inc. 13.500% 30/06/2028 USD 100,000 77 0.06 TEAM Services Holding, Inc. 9.000% 15/02/2033 USD 72,000 55 0.04 Teleflex, Inc. 4.250% 01/06/2028 USD 100,000 75 0.05 Teleflex, Inc. 5.875% 15/01/2032 USD 50,000 38 0.03 Tenet Healthcare Corp. 4.250% 01/06/2029 USD 200,000 147 0.11 Tenet Healthcare Corp. 4.375% 15/01/2030 USD 96,000 70 0.05 Tenet Healthcare Corp. 4.625% 15/06/2028 USD 100,000 75 0.05 Tenet Healthcare Corp. 5.125% 01/11/2027 USD 159,000 120 0.09 Tenet Healthcare Corp. 5.500% 15/11/2032 USD 100,000 75 0.05 Tenet Healthcare Corp. 6.125% 01/10/2028 USD 150,000 114 0.08 Tenet Healthcare Corp. 6.125% 15/06/2030 USD 172,000 131 0.09 Tenet Healthcare Corp. 6.750% 15/05/2031 USD 149,000 115 0.08 Tenet Healthcare Corp. 6.875% 15/11/2031 USD 105,000 85 0.06 Tenneco, Inc. 8.000% 17/11/2028 USD 217,000 165 0.12 Terex Corp. 5.000% 15/05/2029 USD 39,000 29 0.02 Terex Corp. 6.250% 15/10/2032 USD 93,000 71 0.05 TerraForm Power Operating LLC 4.750% 15/01/2030 USD 36,000 26 0.02 TerraForm Power Operating LLC 5.000% 31/01/2028 USD 100,000 75 0.05 TGNR Intermediate Holdings LLC 5.500% 15/10/2029 USD 56,000 42 0.03 Thor Industries, Inc. 4.000% 15/10/2029 USD 24,000 17 0.01 Tidewater, Inc. 9.125% 15/07/2030 USD 114,000 92 0.07 TK Elevator U.S. Newco, Inc. 5.250% 15/07/2027 USD 88,000 67 0.05 TKC Holdings, Inc. 8.500% 15/08/2030 USD 166,000 129 0.09 TopBuild Corp. 3.625% 15/03/2029 USD 21,000 16 0.01 TransDigm, Inc. 4.625% 15/01/2029 USD 178,000 133 0.10 TransDigm, Inc. 4.875% 01/05/2029 USD 75,000 56 0.04 TransDigm, Inc. 6.000% 15/01/2033 USD 160,000 122 0.09 TransDigm, Inc. 6.125% 31/07/2034 USD 132,000 100 0.07 TransDigm, Inc. 6.250% 31/01/2034 USD 50,000 39 0.03

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Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

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Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) TransDigm, Inc. 6.375% 01/03/2029 USD 326,000 250 0.18 TransDigm, Inc. 6.375% 31/05/2033 USD 234,000 179 0.13 TransDigm, Inc. 6.625% 01/03/2032 USD 247,000 192 0.14 TransDigm, Inc. 6.750% 15/08/2028 USD 175,000 134 0.10 TransDigm, Inc. 6.750% 31/01/2034 USD 161,000 125 0.09 TransDigm, Inc. 6.875% 15/12/2030 USD 146,000 114 0.08 TransDigm, Inc. 7.125% 01/12/2031 USD 159,000 125 0.09 Travel & Leisure Co. 4.500% 01/12/2029 USD 50,000 37 0.03 Travel & Leisure Co. 6.125% 01/09/2033 USD 57,000 43 0.03 Travel & Leisure Co. 6.250% 01/06/2031 USD 80,000 61 0.04 Tri Pointe Homes, Inc. 5.250% 01/06/2027 USD 19,000 14 0.01 Tri Pointe Homes, Inc. 5.700% 15/06/2028 USD 61,000 46 0.03 TriMas Corp. 4.125% 15/04/2029 USD 50,000 36 0.03 TriNet Group, Inc. 3.500% 01/03/2029 USD 105,000 75 0.05 Trinity Industries, Inc. 7.750% 15/07/2028 USD 43,000 33 0.02 Tronox, Inc. 9.125% 30/09/2030 USD 50,000 38 0.03 TTM Technologies, Inc. 4.000% 01/03/2029 USD 45,000 33 0.02 Turning Point Brands, Inc. 7.625% 15/03/2032 USD 50,000 39 0.03 Tutor Perini Corp. 6.625% 15/07/2033 USD 30,000 23 0.02 Twilio, Inc. 3.625% 15/03/2029 USD 148,000 108 0.08 TXNM Energy, Inc. 7.000% 31/07/2056 USD 39,000 30 0.02 U.S. Acute Care Solutions LLC 9.750% 15/05/2029 USD 101,000 71 0.05 U.S. Foods, Inc. 4.625% 01/06/2030 USD 24,000 18 0.01 U.S. Foods, Inc. 4.750% 15/02/2029 USD 69,000 52 0.04 U.S. Foods, Inc. 5.750% 15/04/2033 USD 20,000 15 0.01 U.S. Foods, Inc. 6.875% 15/09/2028 USD 14,000 11 0.01 U.S. Foods, Inc. 7.250% 15/01/2032 USD 99,000 78 0.06 U.S. Steel Corp. 6.650% 01/06/2037 USD 65,000 51 0.04 U.S. Steel Corp. 6.875% 01/03/2029 USD 50,000 38 0.03 UGI International LLC 2.500% 01/12/2029 EUR 100,000 82 0.06 UKG, Inc. 6.875% 01/02/2031 USD 265,000 194 0.14 Under Armour, Inc. 7.250% 15/07/2030 USD 50,000 38 0.03 Unisys Corp. 10.625% 15/01/2031 USD 68,000 48 0.03

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Portfolio Statement (continued)

As at 30th June 2026

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Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) United Airlines Holdings, Inc. 4.875% 01/03/2029 USD 121,000 91 0.07 United Airlines Holdings, Inc. 5.375% 01/03/2031 USD 38,000 29 0.02 United Rentals North America, Inc. 3.750% 15/01/2032 USD 89,000 62 0.04 United Rentals North America, Inc. 3.875% 15/11/2027 USD 100,000 75 0.05 United Rentals North America, Inc. 3.875% 15/02/2031 USD 91,000 65 0.05 United Rentals North America, Inc. 4.000% 15/07/2030 USD 150,000 109 0.08 United Rentals North America, Inc. 4.875% 15/01/2028 USD 175,000 132 0.09 United Rentals North America, Inc. 5.375% 15/11/2033 USD 121,000 90 0.06 United Rentals North America, Inc. 6.125% 15/03/2034 USD 99,000 77 0.06 United Wholesale Mortgage LLC 5.500% 15/04/2029 USD 42,000 30 0.02 Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC 4.750% 15/04/2028 USD 39,000 29 0.02 Uniti Services LLC 7.500% 15/10/2033 USD 143,000 114 0.08 Univision Communications, Inc. 4.500% 01/05/2029 USD 79,000 57 0.04 Univision Communications, Inc. 7.375% 30/06/2030 USD 82,000 62 0.04 Univision Communications, Inc. 8.500% 31/07/2031 USD 162,000 123 0.09 Univision Communications, Inc. 8.875% 15/04/2033 USD 236,000 176 0.13 Univision Communications, Inc. 9.375% 01/08/2032 USD 102,000 78 0.06 Upbound Group, Inc. 6.375% 15/02/2029 USD 50,000 38 0.03 USA Compression Partners LP/USA Compression Finance Corp. 6.250% 01/10/2033 USD 69,000 52 0.04 USA Compression Partners LP/USA Compression Finance Corp. 7.125% 15/03/2029 USD 32,000 25 0.02 UWM Holdings LLC 6.250% 15/03/2031 USD 122,000 82 0.06 UWM Holdings LLC 6.625% 01/02/2030 USD 84,000 59 0.04 Vail Resorts, Inc. 5.625% 15/07/2030 USD 30,000 23 0.02 Vail Resorts, Inc. 6.500% 15/05/2032 USD 19,000 15 0.01 Valaris Ltd. 8.375% 30/04/2030 USD 119,000 93 0.07 Valley National Bancorp 6.250% 30/09/2032 USD 5,000 4 0.00 Valvoline, Inc. 3.625% 15/06/2031 USD 50,000 35 0.02 Velocity Commercial Capital LLC 9.375% 15/02/2031 USD 37,000 29 0.02 Venture Global Calcasieu Pass LLC 3.875% 15/08/2029 USD 193,000 139 0.10 Venture Global Calcasieu Pass LLC 3.875% 01/11/2033 USD 77,000 52 0.04 Venture Global Calcasieu Pass LLC 4.125% 15/08/2031 USD 100,000 71 0.05

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Portfolio Statement (continued)

As at 30th June 2026

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Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Venture Global Calcasieu Pass LLC 6.000% 01/05/2036 USD 120,000 92 0.07 Venture Global Calcasieu Pass LLC 6.250% 15/01/2030 USD 100,000 77 0.06 Venture Global LNG, Inc. 6.375% 15/12/2034 USD 95,000 71 0.05 Venture Global LNG, Inc. 6.625% 15/06/2036 USD 105,000 78 0.06 Venture Global LNG, Inc. 7.000% 15/01/2030 USD 150,000 116 0.08 Venture Global LNG, Inc. 8.375% 01/06/2031 USD 212,000 167 0.12 Venture Global LNG, Inc. 9.500% 01/02/2029 USD 298,000 243 0.17 Venture Global LNG, Inc. 9.875% 01/02/2032 USD 237,000 191 0.14 Venture Global Plaquemines LNG LLC 6.125% 15/12/2030 USD 117,000 91 0.07 Venture Global Plaquemines LNG LLC 6.500% 15/01/2034 USD 202,000 159 0.11 Venture Global Plaquemines LNG LLC 6.500% 15/06/2034 USD 143,000 113 0.08 Venture Global Plaquemines LNG LLC 6.750% 15/01/2036 USD 183,000 147 0.11 Venture Global Plaquemines LNG LLC 7.500% 01/05/2033 USD 137,000 114 0.08 Venture Global Plaquemines LNG LLC 7.750% 01/05/2035 USD 251,000 213 0.15 Veritiv Operating Co. 10.500% 30/11/2030 USD 108,000 83 0.06 Versant Media Group, Inc. 7.250% 30/01/2031 USD 130,000 102 0.07 VF Corp. 0.625% 25/02/2032 EUR 100,000 71 0.05 VF Corp. 2.950% 23/04/2030 USD 150,000 104 0.07 VFH Parent LLC/Valor Co-Issuer, Inc. 7.500% 15/06/2031 USD 30,000 24 0.02 Viavi Solutions, Inc. 3.750% 01/10/2029 USD 50,000 36 0.03 Victoria's Secret & Co. 4.625% 15/07/2029 USD 86,000 63 0.05 Victra Holdings LLC/Victra Finance Corp. 8.750% 15/09/2029 USD 50,000 39 0.03 Viking Baked Goods Acquisition Corp. 8.625% 01/11/2031 USD 104,000 79 0.06 Viking Baked Goods Acquisition Corp. 8.625% 01/11/2031 USD 25,000 19 0.01 Viking Cruises Ltd. 5.875% 15/10/2033 USD 150,000 114 0.08 Viking Cruises Ltd. 7.000% 15/02/2029 USD 55,000 42 0.03 VM Consolidated, Inc. 5.500% 15/04/2029 USD 27,000 18 0.01 VoltaGrid LLC 7.375% 01/11/2030 USD 191,000 150 0.11 Vornado Realty LP 3.400% 01/06/2031 USD 50,000 35 0.02 Vornado Realty LP 5.750% 01/02/2033 USD 13,000 10 0.01 Voyager Parent LLC 9.250% 01/07/2032 USD 184,000 146 0.10 VT Topco, Inc. 8.500% 15/08/2030 USD 44,000 34 0.02 W&T Offshore, Inc. 10.750% 01/02/2029 USD 50,000 38 0.03

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Portfolio Statement (continued)

As at 30th June 2026

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Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Wabash National Corp. 4.500% 15/10/2028 USD 50,000 35 0.02 Walker & Dunlop, Inc. 6.625% 01/04/2033 USD 31,000 24 0.02 Wand NewCo 3, Inc. 7.625% 30/01/2032 USD 91,000 71 0.05 Warrior Met Coal, Inc. 7.875% 01/12/2028 USD 50,000 38 0.03 Waste Pro USA, Inc. 7.000% 01/02/2033 USD 36,000 28 0.02 Watco Cos. LLC/Watco Finance Corp. 7.125% 01/08/2032 USD 84,000 65 0.05 Wayfair LLC 6.750% 15/11/2032 USD 69,000 54 0.04 Wayfair LLC 7.125% 31/05/2034 USD 31,000 24 0.02 Wayfair LLC 7.250% 31/10/2029 USD 78,000 61 0.04 Wayfair LLC 7.750% 15/09/2030 USD 86,000 68 0.05 WBI Operating LLC 6.250% 15/10/2030 USD 158,000 120 0.09 WBI Operating LLC 6.500% 15/10/2033 USD 47,000 36 0.03 Weatherford International Ltd. 6.750% 15/10/2033 USD 69,000 53 0.04 Weekley Homes LLC/Weekley Finance Corp. 4.875% 15/09/2028 USD 50,000 37 0.03 Weekley Homes LLC/Weekley Finance Corp. 6.750% 15/01/2034 USD 51,000 39 0.03 WESCO Distribution, Inc. 5.250% 15/04/2031 USD 97,000 73 0.05 WESCO Distribution, Inc. 5.500% 15/04/2034 USD 64,000 48 0.03 WESCO Distribution, Inc. 6.375% 15/03/2029 USD 90,000 69 0.05 WESCO Distribution, Inc. 6.375% 15/03/2033 USD 43,000 33 0.02 WESCO Distribution, Inc. 6.625% 15/03/2032 USD 104,000 81 0.06 WEX, Inc. 6.500% 15/03/2033 USD 30,000 23 0.02 Whirlpool Corp. 4.600% 15/05/2050 USD 100,000 45 0.03 Whirlpool Corp. 4.700% 14/05/2032 USD 121,000 72 0.05 Whirlpool Corp. 4.750% 26/02/2029 USD 50,000 35 0.02 Whirlpool Corp. 6.125% 15/06/2030 USD 85,000 59 0.04 Whirlpool Corp. 6.500% 15/06/2033 USD 87,000 57 0.04 Whirlpool Corp. 7.500% 01/07/2031 USD 151,000 115 0.08 Whirlpool Corp. 7.875% 01/07/2034 USD 73,000 55 0.04 Wildfire Intermediate Holdings LLC 7.500% 15/10/2029 USD 106,000 82 0.06 William Carter Co. 7.375% 15/02/2031 USD 73,000 57 0.04 Williams Scotsman, Inc. 6.625% 15/06/2029 USD 50,000 39 0.03 Williams Scotsman, Inc. 6.625% 15/04/2030 USD 36,000 28 0.02 Williams Scotsman, Inc. 7.375% 01/10/2031 USD 75,000 59 0.04

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Portfolio Statement (continued)

As at 30th June 2026

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Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) Wilton RE Ltd. 6.000% 31/12/2099 USD 69,000 50 0.04 Windsor Holdings III LLC 8.500% 15/06/2030 USD 92,000 73 0.05 Windstream Services LLC/Windstream Escrow Finance Corp. 8.250% 01/10/2031 USD 198,000 158 0.11 Wolverine World Wide, Inc. 4.000% 15/08/2029 USD 49,000 35 0.02 WR Grace Holdings LLC 6.625% 15/08/2032 USD 39,000 29 0.02 WR Grace Holdings LLC 7.000% 01/08/2033 USD 88,000 65 0.05 WR Grace Holdings LLC 7.375% 01/03/2031 USD 18,000 14 0.01 Wrangler Holdco Corp. 6.625% 01/04/2032 USD 113,000 88 0.06 WS Escrow LLC 7.750% 01/06/2033 USD 65,000 50 0.04 WULF Compute LLC 7.750% 15/10/2030 USD 326,000 259 0.19 Wyndham Hotels & Resorts, Inc. 5.625% 01/03/2033 USD 78,000 58 0.04 Wynn Resorts Finance LLC/Wynn Resorts Capital Corp. 5.125% 01/10/2029 USD 100,000 75 0.05 Wynn Resorts Finance LLC/Wynn Resorts Capital Corp. 6.250% 15/03/2033 USD 79,000 60 0.04 Wynn Resorts Finance LLC/Wynn Resorts Capital Corp. 7.125% 15/02/2031 USD 29,000 23 0.02 XHR LP 4.875% 01/06/2029 USD 72,000 53 0.04 XPLR Infrastructure Operating Partners LP 4.500% 15/09/2027 USD 100,000 75 0.05 XPLR Infrastructure Operating Partners LP 7.250% 15/01/2029 USD 107,000 84 0.06 XPLR Infrastructure Operating Partners LP 7.750% 15/04/2034 USD 50,000 40 0.03 XPLR Infrastructure Operating Partners LP 8.375% 15/01/2031 USD 111,000 90 0.06 XPLR Infrastructure Operating Partners LP 8.625% 15/03/2033 USD 75,000 61 0.04 XPO, Inc. 7.125% 01/02/2032 USD 58,000 45 0.03 Yondr JK 1 LLC 6.875% 30/06/2031 USD 60,000 45 0.03 Yum! Brands, Inc. 3.625% 15/03/2031 USD 77,000 54 0.04 Yum! Brands, Inc. 4.625% 31/01/2032 USD 130,000 94 0.07 Yum! Brands, Inc. 5.350% 01/11/2043 USD 50,000 36 0.03 Yum! Brands, Inc. 5.375% 01/04/2032 USD 42,000 32 0.02 Yum! Brands, Inc. 6.875% 15/11/2037 USD 100,000 82 0.06 Zebra Technologies Corp. 6.500% 01/06/2032 USD 59,000 45 0.03 ZF North America Capital, Inc. 6.750% 23/04/2030 USD 45,000 34 0.02 ZF North America Capital, Inc. 6.875% 14/04/2028 USD 150,000 116 0.08 ZF North America Capital, Inc. 6.875% 23/04/2032 USD 45,000 33 0.02

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 70

Nominal

Market Value £'000

% of Total Net Assets

Corporate Bonds — 97.21% (continued)

United States — 64.02% (continued) ZF North America Capital, Inc. 7.125% 14/04/2030 USD 60,000 46 0.03 ZF North America Capital, Inc. 7.500% 24/03/2031 USD 213,000 162 0.12 Ziff Davis, Inc. 4.625% 15/10/2030 USD 54,000 39 0.03 ZipRecruiter, Inc. 5.000% 15/01/2030 USD 39,000 23 0.02 ZoomInfo Technologies LLC/ZoomInfo Finance Corp. 3.875% 01/02/2029 USD 21,000 13 0.01

89,406 64.02

135,755 97.21

Derivatives — (0.73)%

Forward Currency Contracts — (0.73)% Bought SEK 228,000 for GBP 17,733 Settlement 02/07/2026~ 0 0.00 Bought EUR 36,093,000 for GBP 31,163,959 Settlement 02/07/2026 (72) (0.05) Bought USD 46,240,668 for GBP 35,014,893 Settlement 02/07/2026 (78) (0.05) Bought USD 46,240,666 for GBP 35,014,892 Settlement 02/07/2026 (78) (0.06) Bought USD 46,240,666 for GBP 35,030,866 Settlement 02/07/2026 (94) (0.07) Sold EUR 32,499,000 for GBP 28,211,992 Settlement 02/07/2026 216 0.15 Sold USD 46,240,666 for GBP 35,031,928 Settlement 04/08/2026 94 0.07 Sold USD 46,240,666 for GBP 35,016,005 Settlement 04/08/2026 78 0.06 Sold USD 46,240,668 for GBP 35,015,927 Settlement 04/08/2026 78 0.06 Sold EUR 36,093,000 for GBP 31,206,766 Settlement 04/08/2026 73 0.05 Sold EUR 1,452,000 for GBP 1,259,721 Settlement 02/07/2026 9 0.01 Sold EUR 1,024,000 for GBP 885,329 Settlement 02/07/2026 3 0.00 Sold EUR 530,000 for GBP 458,420 Settlement 02/07/2026 2 0.00 Sold EUR 324,000 for GBP 280,875 Settlement 02/07/2026 2 0.00 Sold SEK 228,000 for GBP 18,300 Settlement 02/07/2026 1 0.00 Sold EUR 185,000 for GBP 159,902 Settlement 02/07/2026 1 0.00 Sold USD 497,000 for GBP 376,530 Settlement 04/08/2026 1 0.00 Sold EUR 79,000 for GBP 68,270 Settlement 02/07/2026~ 0 0.00 Sold EUR 131,000 for GBP 113,256 Settlement 04/08/2026~ 0 0.00 Sold SEK 228,000 for GBP 17,765 Settlement 04/08/2026~ 0 0.00 Sold USD 198,000 for GBP 149,475 Settlement 04/08/2026~ 0 0.00

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 71

Market Value £'000

% of Total Net Assets

Derivatives — (0.73)% (continued)

Forward Currency Contracts — (0.73)% (continued) Sold USD 503,000 for GBP 374,772 Settlement 02/07/2026 (5) 0.00 Sold USD 402,000 for GBP 298,254 Settlement 02/07/2026 (6) 0.00 Sold USD 4,162,000 for GBP 3,122,120 Settlement 02/07/2026 (22) (0.02) Sold USD 5,733,000 for GBP 4,269,979 Settlement 02/07/2026 (62) (0.05) Sold USD 42,517,333 for GBP 31,751,093 Settlement 02/07/2026 (373) (0.27) Sold USD 41,440,333 for GBP 30,924,952 Settlement 02/07/2026 (385) (0.28) Sold USD 43,667,334 for GBP 32,597,119 Settlement 02/07/2026 (395) (0.28)

(1,012) (0.73)

Portfolio of investments^ 134,743 96.48 Net other assets 4,913 3.52

Total net assets 139,656 100.00

All holdings are ordinary shares or common stock unless otherwise stated. ^Including investment liabilities.

~ Market value is less than £500, therefore rounded down to 0.

Fund was launched on 20th October 2025 therefore there are no comparatives.

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Portfolio Statement (continued)

As at 30th June 2026

Page 72

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Page 73

Comparative Table For the period ended 30th June 2026

2026 (to 30.06) Closing net asset value (£'000) 139,656 Closing number of units 13,424,062 Closing net asset value per unit (£) 10.4034 Change in net asset value per unit 0.00% Operating charges 0.01%

Fund was launched on 20th October 2025 therefore there are no comparatives.

General risk factors The value of funds and the revenue from them is not guaranteed and may fall as well as rise. You may get back less than you originally invested. What you get back may depend on:

• Investment performance is not guaranteed. Past performance is no guarantee of future performance. There may also be variation in performance between funds with similar investment objectives.

• The effect of an initial charge. If you sell your investment after a short period you may not get back what you originally invested, even if the price of your investment has not fallen.

• The entire market of a particular asset class or geographical region may fall, having a greater effect on funds heavily invested in that asset class or region.

• If you make regular withdrawals from your investment be aware that if the level of withdrawal exceeds the rate of investment growth of the fund, your capital will be eroded.

• Governments may change the tax rules which affect you or the funds in which you have invested.

• Inflation will reduce what you could buy in the future, i.e. it will reduce the real value of your investment.

• There is no certainty that the investment objective of any fund will actually be achieved.

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Page 74

Statement of Total Return For the period ended 30th June 2026

Period ended 30.06.26 £'000 £'000 Income Net capital losses (636) Revenue 4,337 Expenses (6)

Net revenue before taxation 4,331

Net revenue after taxation 4,331

Total return before distributions 3,695 Distributions 1,367

Change in net assets attributable to unitholders from investment activities 5,062

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 142,095 Cancellation of units (7,801)

134,294 Dilution adjustment 300 Change in unitholders' funds from investment activities 5,062

Closing net assets 139,656

Fund was launched on 20th October 2025 therefore there are no comparatives.

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Page 75

Balance Sheet As at 30th June 2026

30.06.26 £'000 Assets Investments 136,313 Amounts receivable 2,631 Cash and Cash equivalents 2,838

Total assets 141,782

Liabilities Investments 1,570 Other amounts payable 556

Total liabilities 2,126

Net assets attributable to unitholders 139,656

All items within the Balance Sheet are deemed current.

Notes to the Financial Statements are on pages 74 to 78 .

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Fund was launched on 20th October 2025 therefore there are no comparatives.

Page 76

1. Accounting policies The Fund was launched on 20th October 2025. As this is the Fund's first accounting period, there are no comparative figures presented in these financial statements.

(a) Basis of accounting The financial statements have been prepared under the historical cost convention by the revaluation of the investments, and in accordance with the United Kingdom Generally Accepted Accounting Practice ("UK GAAP") which comprises the UK Financial Reporting Standard 104 ("FRS 104") and the Statement of Recommended Practice ("SORP") for Authorised Funds issued by the Investment Association ("IA") in October 2025 (the "IA SORP 2025"). At the reporting date, investments are measured using market prices from approved pricing sources. EMEA listed securities and Fixed Income securities use 12:00 GMT mid-market prices. American listed securities use Official Close/Last Trade prices Prior Day, while Asian Pacific listed securities use Official Close/Last Trade prices. This approach is applied consistently across the portfolio and uses the most appropriate pricing source available for each asset class and market.

(b) Going Concern The financial statements are prepared on the going concern basis. The Authorised Corporate Director ("ACD") has undertaken a detailed assessment of each of the remaining Funds ability to meet its liabilities as they fall due, including liquidity, declines in global capital markets and investor redemption levels. Based on this assessment, the Funds continue to be open for trading and the ACD is satisfied the Funds have adequate financial resources to continue in operation for the foreseeable future, being at least 12 months from the date of approval, and accordingly it is appropriate to adopt the going concern basis in preparing the financial statements.

2. Related party transactions The Manager exercises governance and oversight over the Fund and is a related party by virtue of the Trust Deed constituting the Fund.

Amounts paid during the Reporting Period to the Manager were £5,334.

At the Reporting Period end £825 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 High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Notes to the Financial Statements

For the period ended 30th June 2026

Page 77

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: 114,609

Securities and commodities on loan 2,071 1.81%

Assets engaged in SFTs and total return swaps as at 30th June 2026 £'000 %

Fund assets under management ("AUM") 139,656

Absolute value of assets engaged in:

Securities lending 2,071 1.48%

2) Concentration Data

Top 10 Collateral Issuers Name and value of collateral and commodities received as at 30th June 2026 £'000

United Kingdom Gilt 291

Kingdom of Netherlands 180

Intel Corp 78

United Kingdom Inflation-Linked Gilt 71

Amazon.com 70

Microsoft 69

ASML Holding 42

Vertex Pharmaceuticals 38

Trip.com 16

MSCI 14

Top 10 Counterparties Name and value of outstanding transactions as at 30th June 2026 £'000

Barclays Bank 634

UBS 629

Jefferies International 356

Barclays Capital Securities 238

JP Morgan Securities 109

Standard Chartered Bank 105

The table includes a full list of counterparties.

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Notes to the Financial Statements (continued)

For the period ended 30th June 2026

Page 78

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 10

Equity Traded on recognised exchange Canadian Dollar 60

Equity Traded on recognised exchange Danish Krone 16

Equity Traded on recognised exchange Euro 141

Equity Traded on recognised exchange Hong Kong Dollar 16

Equity Traded on recognised exchange Japanese Yen 108

Equity Traded on recognised exchange Norwegian Krone 10

Equity Traded on recognised exchange Swedish Krona 1

Equity Traded on recognised exchange US Dollar 960

Fixed Income Investment Grade Sterling 362

Fixed Income Investment Grade Canadian Dollar 31

Fixed Income Investment Grade Euro 424

Fixed Income Investment Grade Swedish Krona 3

Fixed Income Investment Grade US Dollar 145

Total Collateral held 2,287

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 - - - - - 964 1,323 2,287

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Notes to the Financial Statements (continued)

For the period ended 30th June 2026

Page 79

3. Securities Financing Transactions ("SFT") (continued)

Counterparty details as at 30th June 2026

Type

Country of counterparty establishment Settlement and clearing £'000

Securities lending Switzerland Tri-party 730

Securities lending United Kingdom 1,557

Total collateral held 2,287

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 - - - - - - 2,071 2,071

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 2,056

JP Morgan 122

Euroclear 109

6) Safekeeping of Collateral Granted

The Fund does not borrow stock from counterparties; therefore, no collateral has been granted.

4. Fair value For financial instruments held at fair value in the balance sheet, the Fund is required to disclose for each class of financial instrument, an analysis of the level in the fair value:

Level 1 – The unadjusted quoted price in an active market for identical assets or liabilities that the entity can access at the measurement date;

Level 2 – Inputs other than quoted prices included within Level 1 that are observable (i.e. developed using market data) for the asset or liability, either directly or indirectly;

State Street AUT Global High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Notes to the Financial Statements (continued)

For the period ended 30th June 2026

Page 80

4. Fair value (continued)

Level 3 – Inputs are unobservable (i.e. for which market data is unavailable) for the asset or liability.

30.06.26 Level 1 £'000

30.06.26 Level 2 £'000

30.06.26 Level 3 £'000

30.06.26 Total £'000 Assets: Debt instruments - 135,755 - 135,755 Derivatives - 558 - 558 - 136,313 - 136,313 Liabilities: Derivatives - (1,570) - (1,570) - (1,570) - (1,570)

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 High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Notes to the Financial Statements (continued)

For the period ended 30th June 2026

Page 81

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 High Yield 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 High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Directory

Page 82

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 High Yield Bond Index Fund

Interim Report and Unaudited Financial Statements 2026

Directory (continued)

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        "text": "Statement of Change in Net Assets Attributable to Unitholders 72"
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        "text": "* These collectively comprise the Manager\u2019s Report."
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        "text": "State Street AUT Global High Yield Bond Index Fund"
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        "text": "Interim Report and Unaudited Financial Statements 2026"
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        "id": "52822ac9-cfe7-4c6e-9251-c48a623d450c",
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        "text": "The State Street AUT Global High Yield Bond Index Fund (the \u201cFund\u201d) is an Authorised Unit Trust Scheme as defined in"
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        "text": "section 243 of the Financial Services and Markets Act 2000 and it is a UCITS Retail Scheme within the meaning of the FCA"
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        "text": "The objective of the Fund is to replicate, as closely as possible, and on a \u201cgross of fees\u201d basis, the performance of the fixed"
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        "text": "rate global high yield corporate bond market hedged back to Pound Sterling as represented by the Bloomberg Global High"
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        "text": "seeking to screen out securities based on an assessment of their adherence to certain criteria in relation to controversial"
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        "text": "weapons and controversial behaviours as defined by the Screen Provider (the \u201dExcluded Securities\u201d). The Index measures"
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        "text": "the performance of the global high yield corporate bond markets (excluding emerging markets) with currency exchange rate"
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        "text": "exposures hedged to Pound Sterling and consists of corporate bonds. Securities within the Index must have a below"
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        "text": "possible, and on a \u201cgross of fees\u201d basis, to the return of the Index minus the Excluded Securities. The Investment Adviser"
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        "text": "weapons and nuclear weapons to be controversial weapons. The Screen Provider considers international standards on"
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        "text": "The stratified sampling strategy seeks to build a representative portfolio that matches the risk and return characteristics of the"
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        "text": "the Fund will typically hold only a subset of the securities included in the Index."
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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": "The Fund returned 3.87% (3.86% net of fees) for the Reporting Period ended 30 June 2026, compared to the Bloomberg"
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        "text": "Global High Yield BB/B ex EM ex USD Index return of 3.61%. The size of the Fund\u2019s tracking difference for the Reporting"
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        "text": "Period was 0.25%. The tracking difference of the Fund primarily reflects timing and pricing methodology differences up until"
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        "text": "31 May 2026. From 1 June 2026, the Index pricing moved to 12:00pm, bringing the benchmark valuations more closely in line."
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        "text": "For the first Reporting Period from 20th October 2025 (launch date) to 30th June 2026."
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        "id": "0a329f19-8129-4125-91d1-61112d136ed6",
        "page_number": 4,
        "text": "Higher risk"
      },
      {
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        "box": {
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          "width": 154,
          "x": 372,
          "y": 220
        },
        "id": "b4a68211-77ef-40fe-a83e-6f26acaf537c",
        "page_number": 4,
        "text": "Potentially higher reward"
      },
      {
        "block_type": "box",
        "box": {
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          "width": 432,
          "x": 77,
          "y": 247
        },
        "id": "d228b075-0416-4946-8cb8-82b342fdbf68",
        "page_number": 4,
        "text": "123 67 4 5"
      },
      {
        "block_type": "box",
        "box": {
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          "width": 14,
          "x": 285,
          "y": 245
        },
        "id": "e3afb508-7cc4-4907-a1b5-2f632e646840",
        "page_number": 4,
        "text": "4"
      },
      {
        "block_type": "box",
        "box": {
          "height": 10,
          "width": 8,
          "x": 359,
          "y": 247
        },
        "id": "bed764db-d080-4518-a3ba-e38a622d1e53",
        "page_number": 4,
        "text": "5"
      },
      {
        "block_type": "box",
        "box": {
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          "width": 123,
          "x": 48,
          "y": 285
        },
        "id": "f3512a65-b4fb-4847-8b18-7ef6410c95f1",
        "page_number": 4,
        "text": "Risk Disclaimer"
      },
      {
        "block_type": "box",
        "box": {
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          "y": 303
        },
        "id": "de95b335-b9bb-4508-b183-9fd5f18d7c4e",
        "page_number": 4,
        "text": "The risk category above is not a measure of capital loss or gains but of how significant the rises and falls in the Fund\u2019s return"
      },
      {
        "block_type": "box",
        "box": {
          "height": 11,
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          "y": 317
        },
        "id": "619861fb-dc45-4b26-9df8-d7f48f02c96c",
        "page_number": 4,
        "text": "have been historically."
      },
      {
        "block_type": "box",
        "box": {
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          "width": 902,
          "x": 48,
          "y": 338
        },
        "id": "c875bf33-3414-4c04-9fb4-c82e39ca9db8",
        "page_number": 4,
        "text": "For example a fund whose return has experienced significant rises and falls will be in a higher risk category, whereas a fund"
      },
      {
        "block_type": "box",
        "box": {
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          "width": 675,
          "x": 46,
          "y": 352
        },
        "id": "820b8652-fa0e-43ec-885b-bd9d84094f35",
        "page_number": 4,
        "text": "whose return has experienced less significant rises and falls will be in a lower risk category."
      },
      {
        "block_type": "box",
        "box": {
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          "width": 654,
          "x": 47,
          "y": 374
        },
        "id": "b64b4c0c-3436-4f75-92c4-f52575636208",
        "page_number": 4,
        "text": "The lowest category (i.e. category 1) does not mean that a fund is a risk free investment."
      },
      {
        "block_type": "box",
        "box": {
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          "width": 905,
          "x": 46,
          "y": 395
        },
        "id": "6c568453-9885-458f-a97f-2ed2d2614e3c",
        "page_number": 4,
        "text": "As the Fund\u0027s risk category has been calculated using historical data, it may not be a reliable indication of the Fund\u0027s future"
      },
      {
        "block_type": "box",
        "box": {
          "height": 11,
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          "y": 409
        },
        "id": "2ab255b5-6c7d-4cf2-b5c1-ebcd789dd2be",
        "page_number": 4,
        "text": "risk profile."
      },
      {
        "block_type": "box",
        "box": {
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          "width": 595,
          "x": 47,
          "y": 431
        },
        "id": "6de34d3a-72cf-47e8-8122-793af2b1b19c",
        "page_number": 4,
        "text": "The Fund\u2019s risk category shown is not guaranteed and may change in the future."
      },
      {
        "block_type": "box",
        "box": {
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          "y": 459
        },
        "id": "eb2d9bef-aadd-42cb-bcac-6a2d868131c0",
        "page_number": 4,
        "text": "Why is this Fund in this category?"
      },
      {
        "block_type": "box",
        "box": {
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          "y": 477
        },
        "id": "c2c6c212-0a62-49a8-8b79-5bac51178a51",
        "page_number": 4,
        "text": "The Fund is in risk category 4 as its return has experienced medium rises and falls historically."
      },
      {
        "block_type": "box",
        "box": {
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          "x": 47,
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        },
        "id": "c2aa51c8-5df4-403d-84bd-2949257028b4",
        "page_number": 4,
        "text": "The following are material risks relevant to the Fund which are not adequately captured by the risk category."
      },
      {
        "block_type": "box",
        "box": {
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          "x": 47,
          "y": 520
        },
        "id": "a9f96156-d013-4cda-8a98-3935b1ea446d",
        "page_number": 4,
        "text": "Screening Risk:"
      },
      {
        "block_type": "box",
        "box": {
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          "width": 773,
          "x": 178,
          "y": 520
        },
        "id": "0ac6e5f7-20c1-4fcf-bf69-6e959c7c8cc1",
        "page_number": 4,
        "text": "The Fund may track an index that uses a screen to identify securities based on criteria including, but, not"
      },
      {
        "block_type": "box",
        "box": {
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          "width": 905,
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          "y": 534
        },
        "id": "24d133c8-b257-4b6e-928c-2cf7d79eaa4d",
        "page_number": 4,
        "text": "limited to environmental, social and governance (ESG) criteria. The screen may be fully or partially designed by the Manager"
      },
      {
        "block_type": "box",
        "box": {
          "height": 11,
          "width": 904,
          "x": 47,
          "y": 548
        },
        "id": "fa2d0741-1daf-4fda-9c73-97a11465de16",
        "page_number": 4,
        "text": "or by a third party provider. There is a risk that errors are made in the screening process. There is an additional risk that a"
      },
      {
        "block_type": "box",
        "box": {
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          "y": 562
        },
        "id": "2a6ef9c8-0708-4e6e-ab45-71125e4d2678",
        "page_number": 4,
        "text": "screen provider may amend or discontinue its screening services and/or that the Manager may change the screen or screen"
      },
      {
        "block_type": "box",
        "box": {
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          "width": 902,
          "x": 48,
          "y": 577
        },
        "id": "07a06887-7a1d-4c57-a708-fd67b5b8aa7d",
        "page_number": 4,
        "text": "provider. In such circumstances, there is no guarantee that a replacement screen provided would result in a similar screening"
      },
      {
        "block_type": "box",
        "box": {
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          "width": 222,
          "x": 48,
          "y": 591
        },
        "id": "d26c66f8-b06c-4037-bb56-b052edee088f",
        "page_number": 4,
        "text": "process or would be available."
      },
      {
        "block_type": "box",
        "box": {
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          "x": 47,
          "y": 612
        },
        "id": "c92a7903-d38a-42ea-bb47-15db2811ca17",
        "page_number": 4,
        "text": "Currency Hedging Risk:"
      },
      {
        "block_type": "box",
        "box": {
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          "width": 708,
          "x": 243,
          "y": 612
        },
        "id": "00ce651b-482b-4c52-92eb-b9ecff4d2ee7",
        "page_number": 4,
        "text": "There can be no assurance that the Fund\u0027s hedging transactions will be effective. By seeking to"
      },
      {
        "block_type": "box",
        "box": {
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          "width": 810,
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        },
        "id": "cbd430a3-c6a9-4791-972a-7c7d863c3afd",
        "page_number": 4,
        "text": "reduce or eliminate losses caused by exchange rate fluctuations, hedging may also reduce or eliminate gains."
      },
      {
        "block_type": "box",
        "box": {
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          "width": 161,
          "x": 48,
          "y": 648
        },
        "id": "ae08b909-7628-45de-aa43-4d58e81a4cd3",
        "page_number": 4,
        "text": "Index Tracking Risk:"
      },
      {
        "block_type": "box",
        "box": {
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          "width": 729,
          "x": 221,
          "y": 648
        },
        "id": "7a5102c4-8f5b-440d-a352-12fe0346969a",
        "page_number": 4,
        "text": "The Fund\u0027s performance may not exactly track the Index. This can result from market fluctuations,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 11,
          "width": 903,
          "x": 47,
          "y": 662
        },
        "id": "8e427512-d311-468b-ab64-9786e3968ec7",
        "page_number": 4,
        "text": "changes in the composition of the Index, transaction costs, the costs of making changes to the Fund\u0027s portfolio and other Fund"
      },
      {
        "block_type": "box",
        "box": {
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          "y": 678
        },
        "id": "80698e68-1145-4f5f-83a0-4fcab6aff98f",
        "page_number": 4,
        "text": "expenses."
      },
      {
        "block_type": "box",
        "box": {
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          "width": 112,
          "x": 48,
          "y": 698
        },
        "id": "be8ee1f8-1272-4790-b7de-145a4611bf10",
        "page_number": 4,
        "text": "Liquidity Risk:"
      },
      {
        "block_type": "box",
        "box": {
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          "width": 784,
          "x": 167,
          "y": 697
        },
        "id": "27ff81a3-1fc4-4cc8-9e09-ac6f6eca5cd7",
        "page_number": 4,
        "text": "It may be difficult for the Fund to buy or sell certain investments in difficult market conditions. Consequently"
      },
      {
        "block_type": "box",
        "box": {
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          "x": 47,
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        },
        "id": "e99861c2-4d18-481e-960a-2ae01cb6626c",
        "page_number": 4,
        "text": "the price obtained when selling securities may be lower than under normal market conditions."
      },
      {
        "block_type": "box",
        "box": {
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          "x": 48,
          "y": 733
        },
        "id": "012b0dde-f3bd-4568-900f-fc899fa1e807",
        "page_number": 4,
        "text": "Lower Rated Securities Risk:"
      },
      {
        "block_type": "box",
        "box": {
          "height": 11,
          "width": 673,
          "x": 279,
          "y": 733
        },
        "id": "43f7c497-c4da-4a8e-bb0d-f1f26e8c60b8",
        "page_number": 4,
        "text": "Lower-quality debt securities (\"high yield\" or \"junk\" bonds) can involve a substantially greater"
      },
      {
        "block_type": "box",
        "box": {
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          "width": 903,
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        },
        "id": "4253b8e7-b84f-4559-8716-342b56dd41c3",
        "page_number": 4,
        "text": "risk of default than higher quality debt securities. They can be illiquid, and their values can have significant volatility and may"
      },
      {
        "block_type": "box",
        "box": {
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        },
        "id": "290fb6ec-4c03-456e-8cd3-92016c199ae4",
        "page_number": 4,
        "text": "decline significantly over short periods of time. Lower-quality debt securities tend to be more sensitive to adverse news about"
      },
      {
        "block_type": "box",
        "box": {
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          "width": 353,
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          "y": 776
        },
        "id": "b04c3d1c-bd0e-4db5-991b-355f7e6c3a99",
        "page_number": 4,
        "text": "the issuer, or the market or economy in general."
      },
      {
        "block_type": "box",
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        },
        "id": "dccc6c26-83f3-4236-8b0f-082bb269a5e5",
        "page_number": 4,
        "text": "Please refer to the Prospectus for full details about the risks associated with this Fund."
      },
      {
        "block_type": "box",
        "box": {
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        },
        "id": "6f525e32-f65a-44a2-8236-71261e61e5df",
        "page_number": 4,
        "text": "Derivatives Usage"
      },
      {
        "block_type": "box",
        "box": {
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          "width": 903,
          "x": 48,
          "y": 852
        },
        "id": "70aeea22-6727-4dc2-8bad-60f856be2c48",
        "page_number": 4,
        "text": "Derivatives are used in the Fund for efficient portfolio management purposes. The Fund invests in index futures to manage"
      },
      {
        "block_type": "box",
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          "width": 903,
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          "y": 866
        },
        "id": "c92e8e75-8981-4d99-8f33-488ce44ffaf8",
        "page_number": 4,
        "text": "client inflows and outflows and to hedge accrued income. At all times the futures exposure is covered entirely by cash or cash"
      },
      {
        "block_type": "box",
        "box": {
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        },
        "id": "d04b61a0-128d-4cd8-a57c-53072f63dac1",
        "page_number": 4,
        "text": "equivalents."
      },
      {
        "block_type": "box",
        "box": {
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          "width": 514,
          "x": 46,
          "y": 901
        },
        "id": "6dd33544-c79b-475b-9e31-b27fe1c230f6",
        "page_number": 4,
        "text": "As at 30th June 2026, the Fund had no exposure to futures contracts."
      },
      {
        "block_type": "box",
        "box": {
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          "width": 497,
          "x": 47,
          "y": 44
        },
        "id": "f356ba0e-b16d-4c29-b8b0-4a89bdab5349",
        "page_number": 4,
        "text": "State Street AUT Global High Yield Bond Index Fund"
      },
      {
        "block_type": "box",
        "box": {
          "height": 13,
          "width": 505,
          "x": 48,
          "y": 65
        },
        "id": "2f20394a-ea93-40b7-894f-f0a704a62a0d",
        "page_number": 4,
        "text": "Interim Report and Unaudited Financial Statements 2026"
      },
      {
        "block_type": "box",
        "box": {
          "height": 13,
          "width": 281,
          "x": 48,
          "y": 123
        },
        "id": "ad53f741-f14e-425c-914a-401535c15949",
        "page_number": 4,
        "text": "Manager\u0027s Report (continued)"
      },
      {
        "block_type": "box",
        "box": {
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          "width": 640,
          "x": 48,
          "y": 147
        },
        "id": "b4001f09-0db9-4613-a55d-4ef21b30c8d2",
        "page_number": 4,
        "text": "For the first Reporting Period from 20th October 2025 (launch date) to 30th June 2026."
      },
      {
        "block_type": "box",
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          "x": 496,
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        },
        "id": "991f3833-b144-40f4-9ee3-81c4565969cb",
        "page_number": 4,
        "text": "2"
      },
      {
        "block_type": "box",
        "box": {
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          "width": 114,
          "x": 47,
          "y": 175
        },
        "id": "b3396c4b-c17f-427a-bbe0-e1e69564d7c0",
        "page_number": 5,
        "text": "Tracking Error"
      },
      {
        "block_type": "box",
        "box": {
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          "x": 47,
          "y": 192
        },
        "id": "3f0349f5-5eed-400a-8817-f6131f59f41b",
        "page_number": 5,
        "text": "The Tracking Error measures the standard deviation of the relative returns. It is the annualised standard deviation of the"
      },
      {
        "block_type": "box",
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        },
        "id": "bf9398c4-78e6-49b5-b70e-08af14ef9e2e",
        "page_number": 5,
        "text": "returns of a fund minus those of its benchmark (relative returns) and not the standard deviation of each fund\u2019s unique returns."
      },
      {
        "block_type": "box",
        "box": {
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          "y": 221
        },
        "id": "f26874c7-b9b9-4933-bca0-debc3cfc83bf",
        "page_number": 5,
        "text": "The lower the tracking error of a fund, the more the fund resembles its benchmark or the market regarding risk and return"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 110,
          "x": 47,
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        },
        "id": "6201c340-fe58-4a8b-98f9-1b02e06387dc",
        "page_number": 5,
        "text": "characteristics."
      },
      {
        "block_type": "box",
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          "width": 906,
          "x": 46,
          "y": 256
        },
        "id": "b36d0228-0d85-45ff-b2f5-0e849af32768",
        "page_number": 5,
        "text": "As the Fund has been in operation for less than one year as at 30th June 2026, a tracking error for the one-year period is not"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
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          "y": 271
        },
        "id": "02e3c8ce-0cee-42f1-ad1f-c55d44d0f519",
        "page_number": 5,
        "text": "available."
      },
      {
        "block_type": "box",
        "box": {
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          "y": 44
        },
        "id": "e2434e44-3473-4c13-b6eb-0db8b8e699b1",
        "page_number": 5,
        "text": "State Street AUT Global High Yield Bond Index Fund"
      },
      {
        "block_type": "box",
        "box": {
          "height": 13,
          "width": 505,
          "x": 48,
          "y": 65
        },
        "id": "a32921fb-a7aa-44d3-97ef-d03818b8cf9c",
        "page_number": 5,
        "text": "Interim Report and Unaudited Financial Statements 2026"
      },
      {
        "block_type": "box",
        "box": {
          "height": 13,
          "width": 281,
          "x": 48,
          "y": 123
        },
        "id": "47f3b180-68d9-4a57-bc73-dcc97eff2e5b",
        "page_number": 5,
        "text": "Manager\u0027s Report (continued)"
      },
      {
        "block_type": "box",
        "box": {
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          "width": 640,
          "x": 48,
          "y": 147
        },
        "id": "aed0cb5a-2c15-48c3-9059-ab96135a4f4f",
        "page_number": 5,
        "text": "For the first Reporting Period from 20th October 2025 (launch date) to 30th June 2026."
      },
      {
        "block_type": "box",
        "box": {
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          "width": 6,
          "x": 496,
          "y": 956
        },
        "id": "30dca76f-8456-4eb2-89fc-a638c967e26a",
        "page_number": 5,
        "text": "3"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 63,
          "x": 627,
          "y": 174
        },
        "id": "e21d83f1-0b9f-4007-9da3-96dde13d5f8f",
        "page_number": 6,
        "text": "Nominal"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 101,
          "x": 724,
          "y": 159
        },
        "id": "6371d457-9d50-4d7e-9096-1b52b17d16a0",
        "page_number": 6,
        "text": "Market Value"
      },
      {
        "block_type": "box",
        "box": {
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          "width": 40,
          "x": 785,
          "y": 173
        },
        "id": "0c8b5026-ce57-4a85-a7e5-ea18b6c9d76a",
        "page_number": 6,
        "text": "\u00a3\u0027000"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 77,
          "x": 873,
          "y": 159
        },
        "id": "126a191c-74ae-4968-ba2c-0a824861aa31",
        "page_number": 6,
        "text": "% of Total"
      },
      {
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        "box": {
          "height": 8,
          "width": 84,
          "x": 867,
          "y": 174
        },
        "id": "afd3fd59-0510-4590-9218-f72efe08cbf7",
        "page_number": 6,
        "text": "Net Assets"
      },
      {
        "block_type": "box",
        "box": {
          "height": 11,
          "width": 218,
          "x": 47,
          "y": 222
        },
        "id": "31f062a2-ecad-4fa1-9f7c-d2ce5dcacf87",
        "page_number": 6,
        "text": "Corporate Bonds \u2014 97.21%"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 145,
          "x": 46,
          "y": 249
        },
        "id": "87a4b8b3-afc2-413c-8325-e90891116ba8",
        "page_number": 6,
        "text": "Australia \u2014 0.45%"
      },
      {
        "block_type": "box",
        "box": {
          "height": 11,
          "width": 905,
          "x": 46,
          "y": 269
        },
        "id": "3485066a-4ede-4c86-a524-b75119ca5bc2",
        "page_number": 6,
        "text": "Alumina Pty. Ltd. 6.125% 15/03/2030 USD 83,000 64 0.05"
      },
      {
        "block_type": "box",
        "box": {
          "height": 11,
          "width": 904,
          "x": 46,
          "y": 288
        },
        "id": "a01a2d4f-d247-4bf9-b919-61ad7d7dea28",
        "page_number": 6,
        "text": "Alumina Pty. Ltd. 6.375% 15/09/2032 USD 37,000 28 0.02"
      },
      {
        "block_type": "box",
        "box": {
          "height": 10,
          "width": 905,
          "x": 46,
          "y": 308
        },
        "id": "208b78be-ee44-40ec-8b7f-66c243eaddfd",
       ...