Home
File Metadata
LU1112179046 - Annual Report (EN).pdf
Annotation: open/document-extraction

open/document-extraction

Added by Kamaji | Added: 2026-10-05 20:46 | Views: 1 | Model: dorsalhub/pdf-extractor

This view of the annotation often reflects the precision of the extraction model or annotator, as well as the complexity of the document.

196,228 0.05

EUR 100,000 General Electric Co., 1.875%, 28/05/27

99,259 0.03

EUR 150,000 General Electric Co., 4.125%, 19/09/35

156,177 0.04

EUR 200,000 General Electric Co., 2.125%, 17/05/37

169,854 0.05

Nominal Value Description

Market Value

205,908 0.06

EUR 100,000 General Motors Financial Co., Inc., 0.600%, 20/05/27

97,437 0.03

EUR 200,000 General Motors Financial Co., Inc., 4.500%, 22/11/27

206,372 0.06

EUR 200,000 General Motors Financial Co., Inc., 3.900%, 12/01/28

204,458 0.06

EUR 100,000 General Motors Financial Co., Inc., 4.300%, 15/02/29

103,654 0.03

EUR 100,000 Global Payments, Inc., 4.875%, 17/03/31

104,105 0.03

EUR 200,000 Goldman Sachs Group, Inc., 0.250%, 26/01/28

190,540 0.05

EUR 100,000 Goldman Sachs Group, Inc., 2.000%, 22/03/28

98,755 0.03

EUR 140,000 Goldman Sachs Group, Inc., 2.000%, 01/11/28

137,651 0.04

EUR 400,000 Goldman Sachs Group, Inc., 1.250%, 07/02/29

381,396 0.11

EUR 100,000 Goldman Sachs Group, Inc., 0.875%, 21/01/30

92,307 0.03

EUR 200,000 Goldman Sachs Group, Inc., 3.000%, 12/02/31

199,940 0.06

EUR 430,000 Goldman Sachs Group, Inc., 1.000%, 18/03/33

364,468 0.10

EUR 100,000 Illinois Tool Works, Inc., 3.250%, 17/05/28

101,576 0.03

EUR 130,000 Illinois Tool Works, Inc., 1.000%, 05/06/31

116,938 0.03

EUR 290,000 Illinois Tool Works, Inc., 3.000%, 19/05/34

279,386 0.08

EUR 200,000 International Business Machines Corp., 1.250%, 29/01/27

197,592 0.06

EUR 125,000 International Business Machines Corp., 3.375%, 06/02/27

126,158 0.03

EUR 160,000 International Business Machines Corp., 0.300%, 11/02/28

152,600 0.04

EUR 200,000 International Business Machines Corp., 1.500%, 23/05/29

192,238 0.05

EUR 200,000 International Business Machines Corp., 1.750%, 31/01/31

187,236 0.05

EUR 300,000 International Business Machines Corp., 3.625%, 06/02/31

306,288 0.09

EUR 180,000 International Business Machines Corp., 0.650%, 11/02/32

153,929 0.04

EUR 200,000 International Business Machines Corp., 1.250%, 09/02/34

167,990 0.05

EUR 350,000 International Business Machines Corp., 1.200%, 11/02/40

241,181 0.07

EUR 100,000 International Business Machines Corp., 4.000%, 06/02/43

96,208 0.03

EUR 250,000 International Business Machines Corp., 3.800%, 10/02/45

228,732 0.06

EUR 100,000 IWG U.S. Finance LLC, 6.500%, 28/06/30

108,929 0.03

EUR 300,000 John Deere Capital Corp., 3.450%, 16/07/32

303,378 0.09

State Street Global Advisors Luxembourg SICAV State Street Climate Transition Euro Corporate Bond Beta Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in EURO)

The accompanying notes are an integral part of these financial statements. 533

Page 537

Nominal Value Description

Market Value

96,148 0.03

EUR 100,000 Johnson & Johnson, 3.200%, 01/06/32

101,004 0.03

EUR 300,000 Johnson & Johnson, 1.650%, 20/05/35

259,980 0.07

EUR 300,000 Johnson & Johnson, 3.550%, 01/06/44

282,666 0.08

EUR 100,000 Johnson & Johnson, 3.600%, 26/02/45

94,102 0.03

EUR 100,000 Johnson & Johnson, 3.700%, 26/02/55

90,833 0.03

EUR 600,000 JPMorgan Chase & Co., 1.638%, 18/05/28

592,590 0.17

EUR 300,000 JPMorgan Chase & Co., 3.674%, 06/06/28

304,623 0.09

EUR 330,000 JPMorgan Chase & Co., 1.963%, 23/03/30

320,173 0.09

EUR 250,000 JPMorgan Chase & Co., 1.001%, 25/07/31

227,385 0.06

EUR 200,000 JPMorgan Chase & Co., 4.457%, 13/11/31

211,112 0.06

EUR 350,000 JPMorgan Chase & Co., 1.047%, 04/11/32

308,143 0.09

EUR 200,000 JPMorgan Chase & Co., 0.597%, 17/02/33

169,660 0.05

EUR 300,000 JPMorgan Chase & Co., 3.761%, 21/03/34

303,477 0.09

EUR 400,000 KKR Group Finance Co. V LLC, 1.625%, 22/05/29

379,828 0.11

EUR 200,000 Kraft Heinz Foods Co., 3.250%, 15/03/33

194,648 0.05

EUR 100,000 MassMutual Global Funding II, 3.750%, 19/01/30

102,034 0.03

EUR 500,000 MassMutual Global Funding II, 3.250%, 11/06/32

492,200 0.14

EUR 200,000 Mastercard, Inc., 2.100%, 01/12/27

198,798 0.06

EUR 300,000 Mastercard, Inc., 1.000%, 22/02/29

285,423 0.08

EUR 100,000 McDonald's Corp., 1.875%, 26/05/27

99,255 0.03

EUR 200,000 McDonald's Corp., 1.750%, 03/05/28

195,790 0.05

EUR 300,000 McDonald's Corp., 2.375%, 31/05/29

295,875 0.08

EUR 200,000 McDonald's Corp., 2.625%, 11/06/29

198,682 0.06

EUR 100,000 McDonald's Corp., 1.600%, 15/03/31

92,558 0.03

EUR 200,000 McDonald's Corp., 3.000%, 31/05/34

190,786 0.05

EUR 300,000 Medtronic, Inc., 3.650%, 15/10/29 308,154 0.09 EUR 100,000 Medtronic, Inc., 3.875%, 15/10/36 101,465 0.03 EUR 100,000 Medtronic, Inc., 4.150%, 15/10/43 98,186 0.03 EUR 100,000 Medtronic, Inc., 4.150%, 15/10/53 93,253 0.03

Nominal Value Description

Market Value

93,020 0.03

EUR 200,000 Merck & Co., Inc., 1.375%, 02/11/36

159,822 0.04

EUR 150,000 Metropolitan Life Global Funding I, 0.550%, 16/06/27

145,748 0.04

EUR 100,000 Metropolitan Life Global Funding I, 0.500%, 25/05/29

92,100 0.03

EUR 100,000 Metropolitan Life Global Funding I, 3.750%, 05/12/30

102,558 0.03

EUR 100,000 Metropolitan Life Global Funding I, 3.750%, 07/12/31

102,102 0.03

EUR 100,000 Metropolitan Life Global Funding I, 3.250%, 14/12/32

98,878 0.03

EUR 300,000 Metropolitan Life Global Funding I, 3.625%, 26/03/34

298,041 0.08

EUR 100,000 Microsoft Corp., 2.625%, 02/05/33 97,780 0.03 EUR 400,000 MMS USA Holdings, Inc., 1.250%, 13/06/28

385,664 0.11

EUR 200,000 MMS USA Holdings, Inc., 1.750%, 13/06/31

184,370 0.05

EUR 300,000 Molson Coors Beverage Co., 3.800%, 15/06/32

303,906 0.09

EUR 100,000 Moody's Corp., 1.750%, 09/03/27 99,273 0.03 EUR 100,000 Moody's Corp., 0.950%, 25/02/30 92,204 0.03 EUR 270,000 Morgan Stanley, 1.875%, 27/04/27 267,894 0.08 EUR 300,000 Morgan Stanley, 4.656%, 02/03/29 311,577 0.09 EUR 370,000 Morgan Stanley, 0.495%, 26/10/29 346,005 0.10 EUR 300,000 Morgan Stanley, 3.790%, 21/03/30 306,831 0.09 EUR 200,000 Morgan Stanley, 0.497%, 07/02/31 179,424 0.05 EUR 460,000 Morgan Stanley, 1.102%, 29/04/33 397,785 0.11 EUR 300,000 Morgan Stanley, 5.148%, 25/01/34 327,936 0.09 EUR 200,000 Morgan Stanley, 4.099%, 22/05/36 203,366 0.06 EUR 550,000 Morgan Stanley, 3.749%, 07/11/36 540,859 0.15 EUR 100,000 Nasdaq, Inc., 0.875%, 13/02/30 91,581 0.03 EUR 300,000 Nasdaq, Inc., 4.500%, 15/02/32 317,247 0.09 EUR 200,000 National Grid North America, Inc., 3.631%, 03/09/31

203,036 0.06

EUR 400,000 National Grid North America, Inc., 3.917%, 03/06/35

401,048 0.11

EUR 400,000 National Grid North America, Inc., 4.061%, 03/09/36

401,508 0.11

EUR 150,000 Netflix, Inc., 4.625%, 15/05/29 158,182 0.04 EUR 300,000 Netflix, Inc., 3.875%, 15/11/29 309,507 0.09 EUR 230,000 Netflix, Inc., 3.625%, 15/06/30 235,232 0.07 EUR 300,000 New York Life Global Funding, 3.450%, 30/01/31

303,024 0.08

EUR 200,000 New York Life Global Funding, 3.200%, 15/01/32

198,508 0.06

EUR 100,000 New York Life Global Funding, 3.625%, 07/06/34

100,134 0.03

EUR 400,000 Oncor Electric Delivery Co. LLC, 3.500%, 15/05/31

406,012 0.11

EUR 300,000 Parker-Hannifin Corp., 2.900%, 01/03/30

298,287 0.08

EUR 200,000 PepsiCo, Inc., 0.500%, 06/05/28 190,768 0.05

State Street Global Advisors Luxembourg SICAV State Street Climate Transition Euro Corporate Bond Beta Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in EURO)

The accompanying notes are an integral part of these financial statements. 534

Page 538

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Corporate Bonds - 98.41% (continued) United States (continued) EUR 200,000 PepsiCo, Inc., 0.875%, 18/07/28 191,310 0.05 EUR 400,000 PepsiCo, Inc., 0.750%, 14/10/33 330,932 0.09 EUR 100,000 PepsiCo, Inc., 0.875%, 16/10/39 69,292 0.02 EUR 100,000 Pfizer, Inc., 1.000%, 06/03/27 98,527 0.03 EUR 200,000 PPG Industries, Inc., 2.750%, 01/06/29

198,208 0.06

EUR 430,000 Procter & Gamble Co., 4.875%, 11/05/27

443,734 0.12

EUR 200,000 Procter & Gamble Co., 3.150%, 29/04/28

202,878 0.06

EUR 100,000 Procter & Gamble Co., 1.200%, 30/10/28

96,408 0.03

EUR 200,000 Procter & Gamble Co., 0.350%, 05/05/30

180,660 0.05

EUR 150,000 Prologis Euro Finance LLC, 0.375%, 06/02/28

143,279 0.04

EUR 200,000 Prologis Euro Finance LLC, 1.875%, 05/01/29

194,272 0.05

EUR 150,000 Prologis Euro Finance LLC, 1.000%, 08/02/29

141,546 0.04

EUR 100,000 Prologis Euro Finance LLC, 4.625%, 23/05/33

106,470 0.03

EUR 500,000 Prologis Euro Finance LLC, 1.500%, 08/02/34

423,530 0.12

EUR 310,000 Prologis Euro Finance LLC, 1.000%, 06/02/35

244,246 0.07

EUR 100,000 PVH Corp., 3.125%, 15/12/27 100,534 0.03 EUR 100,000 Realty Income Corp., 4.875%, 06/07/30

106,377 0.03

EUR 100,000 Realty Income Corp., 3.375%, 20/06/31

99,524 0.03

EUR 100,000 Realty Income Corp., 3.875%, 20/06/35

98,757 0.03

EUR 200,000 Stryker Corp., 0.750%, 01/03/29 187,832 0.05 EUR 350,000 Stryker Corp., 2.625%, 30/11/30 343,143 0.10 EUR 100,000 Thermo Fisher Scientific, Inc., 1.750%, 15/04/27

99,176 0.03

EUR 200,000 Thermo Fisher Scientific, Inc., 0.500%, 01/03/28

191,506 0.05

EUR 100,000 Thermo Fisher Scientific, Inc., 1.950%, 24/07/29

97,242 0.03

EUR 100,000 Thermo Fisher Scientific, Inc., 0.875%, 01/10/31

88,175 0.02

EUR 150,000 Thermo Fisher Scientific, Inc., 2.375%, 15/04/32

142,670 0.04

EUR 360,000 Thermo Fisher Scientific, Inc., 1.875%, 01/10/49

226,685 0.06

EUR 200,000 T-Mobile USA, Inc., 3.850%, 08/05/36

199,636 0.06

EUR 300,000 T-Mobile USA, Inc., 3.800%, 11/02/45

271,212 0.08

EUR 280,000 Toyota Motor Credit Corp., 0.125%, 05/11/27

267,666 0.08

EUR 100,000 Toyota Motor Credit Corp., 4.050%, 13/09/29

103,827 0.03

EUR 200,000 Toyota Motor Credit Corp., 3.850%, 24/07/30

206,326 0.06

Nominal Value Description

Market Value

102,114 0.03

EUR 200,000 U.S. Bancorp, 4.009%, 21/05/32 205,210 0.06 EUR 100,000 Unilever Capital Corp., 3.300%, 06/06/29

101,867 0.03

EUR 150,000 Unilever Capital Corp., 3.400%, 06/06/33

151,315 0.04

EUR 100,000 Utah Acquisition Sub, Inc., 3.125%, 22/11/28

100,247 0.03

EUR 100,000 Verizon Communications, Inc., 0.875%, 08/04/27

98,105 0.03

EUR 150,000 Verizon Communications, Inc., 0.375%, 22/03/29

138,827 0.04

EUR 300,000 Verizon Communications, Inc., 1.875%, 26/10/29

289,182 0.08

EUR 150,000 Verizon Communications, Inc., 1.250%, 08/04/30

139,346 0.04

EUR 200,000 Verizon Communications, Inc., 2.625%, 01/12/31

192,906 0.05

EUR 100,000 Verizon Communications, Inc., 0.875%, 19/03/32

86,232 0.02

EUR 200,000 Verizon Communications, Inc., 0.750%, 22/03/32

171,114 0.05

EUR 100,000 Verizon Communications, Inc., 3.500%, 28/06/32

100,432 0.03

EUR 250,000 Verizon Communications, Inc., 1.300%, 18/05/33

213,605 0.06

EUR 100,000 Verizon Communications, Inc., 4.750%, 31/10/34

107,582 0.03

EUR 150,000 Verizon Communications, Inc., 1.125%, 19/09/35

117,456 0.03

EUR 100,000 Verizon Communications, Inc., 3.750%, 28/02/36

98,884 0.03

EUR 300,000 Verizon Communications, Inc., 3.750%, 06/08/37

292,197 0.08

EUR 225,000 Verizon Communications, Inc., 2.875%, 15/01/38

199,782 0.06

EUR 600,000 Verizon Communications, Inc., 3.996%, 15/06/56

596,778 0.17

EUR 200,000 Visa, Inc., 2.000%, 15/06/29 195,664 0.05 EUR 120,000 Visa, Inc., 2.375%, 15/06/34 112,162 0.03 EUR 200,000 Visa, Inc., 3.500%, 15/05/37 198,734 0.06 EUR 100,000 Visa, Inc., 3.875%, 15/05/44 97,439 0.03 EUR 500,000 Walmart, Inc., 4.875%, 21/09/29 540,270 0.15 EUR 500,000 Wells Fargo & Co., 3.900%, 22/07/32

511,445 0.14

EUR 500,000 Wells Fargo & Co., 3.866%, 23/07/36

499,325 0.14

State Street Global Advisors Luxembourg SICAV State Street Climate Transition Euro Corporate Bond Beta Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in EURO)

The accompanying notes are an integral part of these financial statements. 535

Page 539

Nominal Value Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Corporate Bonds - 98.41% (continued) United States (continued) EUR 200,000 WP Carey, Inc., 4.250%, 23/07/32 205,116 0.06 EUR 100,000 Zimmer Biomet Holdings, Inc., 1.164%, 15/11/27

97,464 0.03

Total United States 55,930,937 15.81 Total Corporate Bonds 348,054,076 98.41 Total Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market 348,054,076 98.41 TOTAL INVESTMENTS 348,054,076 98.41 Other Net Assets/(Liabilities) 5,634,403 1.59 TOTAL NET ASSETS 353,688,479 100.00

State Street Global Advisors Luxembourg SICAV State Street Climate Transition Euro Corporate Bond Beta Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in EURO)

The accompanying notes are an integral part of these financial statements. 536

Page 540

Quantity Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market Corporate Bonds - 95.73% Argentina USD 250,000 Aeropuertos Argentina 2000 SA, 8.500%, 01/08/31

259,377 0.03

USD 250,000 Banco de Galicia y Buenos Aires SAU, 7.750%, 10/10/28

253,139 0.02

USD 350,000 Banco Macro SA, 8.000%, 23/06/29

353,500 0.03

USD 166,600 Generacion Mediterranea SA/Central Termica Roca SA, 11.000%, 01/11/31

116,620 0.01

USD 350,000 Genneia SA, 7.750%, 02/12/33 342,780 0.03 USD 100,000 IRSA Inversiones y Representaciones SA, 8.000%, 31/03/35

99,700 0.01

USD 200,000 MSU Energy SA, 9.750%, 05/12/30

193,000 0.02

USD 200,000 Pampa Energia SA, 7.950%, 10/09/31

206,980 0.02

USD 400,000 Pampa Energia SA, 7.875%, 16/12/34

402,360 0.04

USD 250,000 Pampa Energia SA, 7.750%, 14/11/37

247,498 0.02

USD 250,000 Pan American Energy LLC, 8.500%, 30/04/32

264,688 0.03

USD 350,000 Pluspetrol SA, 8.500%, 30/05/32 355,274 0.03 USD 200,000 Telecom Argentina SA, 9.500%, 18/07/31

210,552 0.02

USD 500,000 Telecom Argentina SA, 9.250%, 28/05/33

522,306 0.05

USD 550,000 Transportadora de Gas del Sur SA, 8.500%, 24/07/31

571,169 0.05

USD 250,000 Transportadora de Gas del Sur SA, 7.750%, 20/11/35

246,965 0.02

USD 400,000 Vista Energy Argentina SAU, 8.500%, 10/06/33

411,000 0.04

USD 350,000 Vista Energy Argentina SAU, 7.625%, 10/12/35

349,748 0.03

USD 300,000 YPF Energia Electrica SA, 7.875%, 16/10/32

300,692 0.03

USD 530,000 YPF SA, 6.950%, 21/07/27 534,205 0.05 USD 400,000 YPF SA, 8.500%, 27/06/29 414,931 0.04 USD 500,000 YPF SA, 9.000%, 30/06/29 520,981 0.05 USD 300,000 YPF SA, 7.000%, 30/09/33 294,573 0.03 USD 600,000 YPF SA, 8.250%, 17/01/34 613,177 0.06 USD 360,000 YPF SA, 7.000%, 15/12/47 317,178 0.03 Total Argentina 8,402,393 0.79 Australia USD 675,000 Alumina Pty. Ltd., 6.125%, 15/03/30

697,212 0.07

USD 202,000 Alumina Pty. Ltd., 6.375%, 15/09/32

209,762 0.02

EUR 200,000 APA Infrastructure Ltd., 7.125%, 09/11/83

256,317 0.02

USD 150,000 Coronado Finance Pty. Ltd., 9.250%, 01/10/29

138,986 0.01

USD 250,000 Fortescue Treasury Pty. Ltd., 5.875%, 15/04/30

257,090 0.03

Quantity Description

Market Value

105,417 0.01

USD 888,000 Fortescue Treasury Pty. Ltd., 6.125%, 15/04/32

926,613 0.09

USD 511,000 Infrabuild Australia Pty. Ltd., 14.500%, 15/11/28

541,418 0.05

USD 185,000 Mineral Resources Ltd., 8.000%, 01/11/27

188,940 0.02

USD 250,000 Mineral Resources Ltd., 9.250%, 01/10/28

262,375 0.03

USD 450,000 Mineral Resources Ltd., 8.500%, 01/05/30

467,972 0.04

USD 630,000 Mineral Resources Ltd., 7.000%, 01/04/31

656,967 0.06

USD 128,000 Nickel Industries Ltd., 9.000%, 30/09/30

132,777 0.01

USD 150,000 Nufarm Australia Ltd./Nufarm Americas, Inc., 5.000%, 27/01/30

138,002 0.01

USD 400,000 Perenti Finance Pty. Ltd., 7.500%, 26/04/29

415,999 0.04

Total Australia 5,395,847 0.51 Austria EUR 375,000 ams-OSRAM AG, 10.500%, 30/03/29

458,607 0.04

USD 588,000 ams-OSRAM AG, 12.250%, 30/03/29

624,558 0.06

EUR 300,000 Benteler International AG, 7.250%, 15/06/31

378,160 0.04

USD 100,000 Iochpe-Maxion Austria GmbH/Maxion Wheels de Mexico S de Real de CV, 5.000%, 07/05/28

97,227 0.01

USD 500,000 Klabin Austria GmbH, 5.750%, 03/04/29

508,077 0.05

USD 320,000 Klabin Austria GmbH, 7.000%, 03/04/49

334,678 0.03

USD 300,000 LD Celulose International GmbH, 7.950%, 26/01/32

312,543 0.03

EUR 100,000 Sappi Papier Holding GmbH, 3.625%, 15/03/28

116,743 0.01

EUR 400,000 Sappi Papier Holding GmbH, 4.500%, 15/03/32

456,025 0.04

Total Austria 3,286,618 0.31 Azerbaijan USD 200,000 State Oil Co. of the Azerbaijan Republic, 6.950%, 18/03/30

216,462 0.02

Total Azerbaijan 216,462 0.02 Bahrain USD 350,000 Bapco Energies BSC Closed, 7.500%, 25/10/27

362,688 0.03

USD 500,000 Bapco Energies BSC Closed, 8.375%, 07/11/28

538,298 0.05

Total Bahrain 900,986 0.08

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 537

Page 541

Quantity Description

Market Value

239,475 0.02

EUR 300,000 Azelis Finance NV, 4.750%, 25/09/29

360,833 0.04

EUR 300,000 Elia Group SA, 5.850%, perpetual 369,190 0.04 EUR 100,000 Ontex Group NV, 5.250%, 15/04/30

116,432 0.01

EUR 300,000 Proximus SADP, 4.750%, perpetual

356,968 0.03

Total Belgium 1,442,898 0.14 Bermuda USD 385,000 Fidelis Insurance Holdings Ltd., 7.750%, 15/06/55

414,820 0.04

USD 350,000 Geopark Ltd., 8.750%, 31/01/30 326,487 0.03 USD 350,000 Golar LNG Ltd., 7.500%, 02/10/30 338,185 0.03 USD 525,000 Investment Energy Resources Ltd., 6.250%, 26/04/29

527,389 0.05

USD 250,000 Nabors Industries Ltd., 7.500%, 15/01/28

249,961 0.02

USD 202,000 NCL Corp. Ltd., 7.750%, 15/02/29 215,029 0.02 USD 164,000 NCL Corp. Ltd., 6.250%, 01/03/30 166,512 0.01 USD 557,000 NCL Corp. Ltd., 5.875%, 15/01/31 554,893 0.05 USD 1,057,000 NCL Corp. Ltd., 6.750%, 01/02/32 1,082,286 0.10 USD 330,000 NCL Corp. Ltd., 6.250%, 15/09/33 329,861 0.03 USD 380,000 Seadrill Finance Ltd., 8.375%, 01/08/30

395,183 0.04

USD 984,000 Valaris Ltd., 8.375%, 30/04/30 1,023,817 0.10 USD 409,000 Viking Cruises Ltd., 7.000%, 15/02/29

411,370 0.04

USD 54,000 Viking Cruises Ltd., 9.125%, 15/07/31

57,825 0.00

USD 320,000 Viking Cruises Ltd., 5.875%, 15/10/33

324,948 0.03

USD 508,000 Viking Ocean Cruises Ship VII Ltd., 5.625%, 15/02/29

508,806 0.05

USD 725,000 VOC Escrow Ltd., 5.000%, 15/02/28

724,972 0.07

USD 805,000 Weatherford International Ltd., 6.750%, 15/10/33

824,410 0.08

Total Bermuda 8,476,754 0.79 Brazil USD 500,000 Axia Energia, 4.625%, 04/02/30 483,084 0.04 USD 350,000 Axia Energia, 6.500%, 11/01/35 355,281 0.03 USD 100,000 B3 SA - Brasil Bolsa Balcao, 4.125%, 20/09/31

93,875 0.01

USD 500,000 Banco BTG Pactual SA, 5.750%, 22/01/30

510,105 0.05

USD 200,000 Banco do Brasil SA, 4.875%, 11/01/29

199,072 0.02

USD 400,000 Banco do Brasil SA, 6.250%, 18/04/30

415,048 0.04

USD 500,000 Banco do Brasil SA, 6.000%, 18/03/31

514,755 0.05

USD 100,000 BRF SA, 4.875%, 24/01/30 96,951 0.01 USD 450,000 BRF SA, 5.750%, 21/09/50 376,757 0.03

Quantity Description

Market Value

304,635 0.03

USD 750,000 Cosan Luxembourg SA, 5.500%, 20/09/29

732,375 0.07

USD 150,000 Globo Comunicacao e Participacoes SA, 5.500%, 14/01/32

147,442 0.01

USD 500,000 Itau Unibanco Holding SA, 6.000%, 27/02/30

518,750 0.05

USD 200,000 Natura &Co. Luxembourg Holdings SARL, 4.125%, 03/05/28

188,453 0.02

Total Brazil 4,936,583 0.46 British Virgin Islands USD 330,000 Central American Bottling Corp./CBC Bottling Holdco SL/Beliv Holdco SL, 5.250%, 27/04/29

327,009 0.03

USD 300,000 CFAMC III Co. Ltd., 4.250%, 07/11/27

297,898 0.03

USD 250,000 CFAMC III Co. Ltd., 4.950%, 07/11/47

229,152 0.02

USD 500,000 CFAMC IV Co. Ltd., 4.500%, 29/05/29

496,469 0.05

USD 450,000 Champion Path Holdings Ltd., 4.850%, 27/01/28

438,957 0.04

EUR 300,000 Fortune Star BVI Ltd., 5.875%, 20/11/30

347,469 0.03

USD 350,000 Franshion Brilliant Ltd., 4.250%, 23/07/29

316,856 0.03

USD 318,750 Star Energy Geothermal Wayang Windu Ltd., 6.750%, 24/04/33

328,528 0.03

USD 194,000 Studio City Co. Ltd., 7.000%, 15/02/27

194,452 0.02

USD 230,000 Studio City Finance Ltd., 6.500%, 15/01/28

230,245 0.02

USD 530,000 Studio City Finance Ltd., 5.000%, 15/01/29

511,746 0.05

Total British Virgin Islands 3,718,781 0.35 Bulgaria EUR 200,000 Bulgarian Energy Holding EAD, 2.450%, 22/07/28

226,097 0.02

EUR 400,000 Bulgarian Energy Holding EAD, 4.250%, 19/06/30

469,050 0.05

Total Bulgaria 695,147 0.07 Canada USD 355,000 1011778 BC ULC/New Red Finance, Inc., 3.875%, 15/01/28

349,942 0.03

USD 595,000 1011778 BC ULC/New Red Finance, Inc., 3.500%, 15/02/29

574,891 0.05

USD 691,000 1011778 BC ULC/New Red Finance, Inc., 6.125%, 15/06/29

709,368 0.07

USD 334,000 1011778 BC ULC/New Red Finance, Inc., 5.625%, 15/09/29

340,074 0.03

USD 1,050,000 1011778 BC ULC/New Red Finance, Inc., 4.000%, 15/10/30

1,000,024 0.09

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 538

Page 542

Quantity Description

Market Value

3,415,415 0.32

CAD 910,000 Air Canada, 4.625%, 15/08/29 661,381 0.06 USD 320,000 Algoma Steel, Inc., 9.125%, 15/04/29

267,447 0.03

USD 666,000 Algonquin Power & Utilities Corp., 4.750%, 18/01/82

656,788 0.06

CAD 200,000 Algonquin Power & Utilities Corp., 5.250%, 18/01/82

145,577 0.01

USD 641,000 AltaGas Ltd., 7.200%, 15/10/54 664,552 0.06 CAD 100,000 AltaGas Ltd., 5.250%, 11/01/82 72,959 0.01 CAD 100,000 AltaGas Ltd., 7.350%, 17/08/82 76,479 0.01 CAD 100,000 AltaGas Ltd., 8.900%, 10/11/83 81,013 0.01 USD 150,000 Aris Mining Corp., 8.000%, 31/10/29

156,450 0.02

USD 350,000 ATS Corp., 4.125%, 15/12/28 341,401 0.03 CAD 375,000 ATS Corp., 6.500%, 21/08/32 278,276 0.03 USD 485,000 Bausch & Lomb Corp., 8.375%, 01/10/28

506,219 0.05

USD 100,000 Bausch Health Cos., Inc., 5.000%, 30/01/28

87,500 0.01

USD 297,000 Bausch Health Cos., Inc., 4.875%, 01/06/28

265,815 0.03

USD 339,000 Bausch Health Cos., Inc., 11.000%, 30/09/28

351,150 0.03

USD 250,000 Bausch Health Cos., Inc., 5.000%, 15/02/29

192,500 0.02

USD 298,000 Bausch Health Cos., Inc., 6.250%, 15/02/29

239,890 0.02

USD 30,000 Bausch Health Cos., Inc., 7.250%, 30/05/29

24,140 0.00

USD 223,000 Bausch Health Cos., Inc., 5.250%, 30/01/30

156,100 0.01

USD 268,000 Bausch Health Cos., Inc., 14.000%, 15/10/30

270,680 0.03

USD 110,000 Bausch Health Cos., Inc., 5.250%, 15/02/31

71,500 0.01

CAD 800,000 Bell Telephone Co. of Canada or Bell Canada, 5.625%, 27/03/55

595,335 0.06

USD 353,000 Bell Telephone Co. of Canada or Bell Canada, 6.875%, 15/09/55

364,202 0.03

USD 909,000 Bell Telephone Co. of Canada or Bell Canada, 7.000%, 15/09/55

955,209 0.09

USD 331,000 Bombardier, Inc., 6.000%, 15/02/28

331,989 0.03

USD 120,000 Bombardier, Inc., 7.500%, 01/02/29

125,155 0.01

USD 161,000 Bombardier, Inc., 8.750%, 15/11/30

173,946 0.02

USD 718,000 Bombardier, Inc., 7.250%, 01/07/31

765,135 0.07

USD 104,000 Bombardier, Inc., 7.000%, 01/06/32

109,891 0.01

USD 262,000 Bombardier, Inc., 6.750%, 15/06/33

276,930 0.03

USD 615,000 Bombardier, Inc., 7.450%, 01/05/34

688,894 0.06

Quantity Description

Market Value

229,131 0.02

USD 147,000 Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC, 6.250%, 15/09/27

147,084 0.01

USD 52,000 Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC, 5.000%, 15/06/29

50,300 0.01

USD 147,000 Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC, 4.875%, 15/02/30

136,924 0.01

USD 117,000 Capstone Copper Corp., 6.750%, 31/03/33

121,440 0.01

USD 514,000 Cascades, Inc./Cascades USA, Inc., 6.750%, 15/07/30

533,917 0.05

CAD 500,000 Cineplex, Inc., 7.625%, 31/03/29 379,245 0.04 CAD 200,000 Cogeco Communications, Inc., 6.125%, 27/02/29

150,817 0.01

USD 45,000 Conuma Resources Ltd., 13.125%, 01/05/28

44,100 0.00

CAD 280,000 Corus Entertainment, Inc., 5.000%, 11/05/28

69,451 0.01

CAD 300,000 Doman Building Materials Group Ltd., 7.500%, 17/09/29

223,509 0.02

USD 11,000 Dye & Durham Ltd., 8.625%, 15/04/29

10,374 0.00

USD 519,000 Eldorado Gold Corp., 6.250%, 01/09/29

523,360 0.05

USD 250,000 Empire Communities Corp., 9.750%, 01/05/29

257,866 0.02

USD 777,000 First Quantum Minerals Ltd., 9.375%, 01/03/29

818,191 0.08

USD 485,000 First Quantum Minerals Ltd., 8.625%, 01/06/31

510,387 0.05

USD 421,000 First Quantum Minerals Ltd., 8.000%, 01/03/33

449,606 0.04

USD 520,000 First Quantum Minerals Ltd., 7.250%, 15/02/34

546,678 0.05

USD 150,000 Frontera Energy Corp., 7.875%, 21/06/28

100,648 0.01

USD 500,000 Garda World Security Corp., 7.750%, 15/02/28

511,298 0.05

USD 225,000 Garda World Security Corp., 6.000%, 01/06/29

220,656 0.02

USD 89,000 Garda World Security Corp., 6.500%, 15/01/31

91,072 0.01

USD 293,000 Garda World Security Corp., 8.375%, 15/11/32

298,454 0.03

USD 154,000 GFL Environmental, Inc., 4.000%, 01/08/28

151,905 0.01

USD 312,000 GFL Environmental, Inc., 4.750%, 15/06/29

311,366 0.03

USD 28,000 GFL Environmental, Inc., 4.375%, 15/08/29

27,533 0.00

USD 493,000 GFL Environmental, Inc., 6.750%, 15/01/31

517,242 0.05

CAD 140,000 Gibson Energy, Inc., 5.250%, 22/12/80

101,960 0.01

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 539

Page 543

Quantity Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Corporate Bonds - 95.73% (continued) Canada (continued) USD 98,000 goeasy Ltd., 9.250%, 01/12/28 100,767 0.01 USD 668,000 goeasy Ltd., 7.625%, 01/07/29 660,532 0.06 USD 17,000 goeasy Ltd., 6.875%, 15/05/30 16,229 0.00 USD 38,000 goeasy Ltd., 7.375%, 01/10/30 36,568 0.00 USD 288,000 goeasy Ltd., 6.875%, 15/02/31 269,392 0.03 USD 538,000 Great Canadian Gaming Corp./Raptor LLC, 8.750%, 15/11/29

543,460 0.05

USD 503,000 Hudbay Minerals, Inc., 6.125%, 01/04/29

509,610 0.05

USD 649,000 Husky Injection Molding Systems Ltd./Titan Co-Borrower LLC, 9.000%, 15/02/29

680,626 0.06

USD 465,000 IAMGOLD Corp., 5.750%, 15/10/28

462,421 0.04

CAD 320,000 Inter Pipeline Ltd./AB, 6.875%, 26/03/79

245,173 0.02

USD 480,000 International Petroleum Corp., 7.500%, 10/10/30

485,030 0.05

USD 500,000 Ivanhoe Mines Ltd., 7.875%, 23/01/30

515,856 0.05

USD 617,000 Jones Deslauriers Insurance Management, Inc., 8.500%, 15/03/30

646,683 0.06

USD 114,000 Jones Deslauriers Insurance Management, Inc., 6.875%, 01/10/33

110,078 0.01

CAD 210,000 Laurentian Bank of Canada, 5.095%, 15/06/32

153,858 0.01

USD 175,000 Mattamy Group Corp., 6.000%, 15/12/33

173,445 0.02

CAD 100,000 Mattr Corp., 7.250%, 02/04/31 74,161 0.01 USD 200,000 Methanex Corp., 5.125%, 15/10/27

201,132 0.02

USD 47,000 Methanex Corp., 5.250%, 15/12/29

47,429 0.00

USD 628,000 Methanex Corp., 5.650%, 01/12/44

561,394 0.05

USD 447,000 New Gold, Inc., 6.875%, 01/04/32 474,375 0.04 USD 385,000 Northriver Midstream Finance LP, 6.750%, 15/07/32

392,336 0.04

USD 175,000 NOVA Chemicals Corp., 5.250%, 01/06/27

176,070 0.02

USD 100,000 NOVA Chemicals Corp., 4.250%, 15/05/29

97,461 0.01

USD 700,000 NOVA Chemicals Corp., 9.000%, 15/02/30

747,435 0.07

USD 200,000 NOVA Chemicals Corp., 7.000%, 01/12/31

213,022 0.02

USD 456,000 Ontario Gaming GTA LP/OTG Co-Issuer, Inc., 8.000%, 01/08/30

432,376 0.04

USD 857,000 Open Text Corp., 3.875%, 15/02/28

841,050 0.08

USD 598,000 Open Text Corp., 3.875%, 01/12/29

567,520 0.05

CAD 260,000 Pembina Pipeline Corp., 4.800%, 25/01/81

188,748 0.02

Quantity Description

Market Value

15,169 0.00

CAD 200,000 Recipe Unlimited Corp./Societe De Re Cettes Illimitees, 5.700%, 29/01/33

144,902 0.01

CAD 900,000 Rogers Communications, Inc., 5.625%, 15/04/55

670,035 0.06

USD 420,000 Rogers Communications, Inc., 7.000%, 15/04/55

439,404 0.04

USD 324,000 Rogers Communications, Inc., 7.125%, 15/04/55

341,169 0.03

USD 650,000 Rogers Communications, Inc., 5.250%, 15/03/82

649,716 0.06

USD 330,000 Saturn Oil & Gas, Inc., 9.625%, 15/06/29

325,349 0.03

CAD 100,000 Secure Waste Infrastructure Corp., 6.750%, 22/03/29

75,233 0.01

CAD 425,000 Sleep Country Canada Holdings, Inc., 6.625%, 28/11/32

315,218 0.03

USD 660,000 South Bow Canadian Infrastructure Holdings Ltd., 7.500%, 01/03/55

705,454 0.07

USD 11,000 South Bow Canadian Infrastructure Holdings Ltd., 7.625%, 01/03/55

11,466 0.00

CAD 100,000 Superior Plus LP, 4.250%, 18/05/28

71,676 0.01

USD 1,000 Superior Plus LP/Superior General Partner, Inc., 4.500%, 15/03/29

976 0.00

CAD 100,000 Surge Energy, Inc., 8.500%, 05/09/29

73,500 0.01

CAD 100,000 Tamarack Valley Energy Ltd., 6.875%, 25/07/30

74,442 0.01

USD 470,000 Taseko Mines Ltd., 8.250%, 01/05/30

499,250 0.05

USD 425,000 Teine Energy Ltd., 6.875%, 15/04/29

424,921 0.04

USD 400,000 TELUS Corp., 6.625%, 15/10/55 408,177 0.04 USD 350,000 TELUS Corp., 6.375%, 09/06/56 350,581 0.03 USD 300,000 TELUS Corp., 6.625%, 09/06/56 299,707 0.03 CAD 60,000 TransAlta Corp., 6.900%, 15/11/30 47,451 0.00 USD 100,000 TransAlta Corp., 5.875%, 01/02/34 100,691 0.01 USD 499,000 TransAlta Corp., 6.500%, 15/03/40 500,488 0.05 USD 49,000 Vermilion Energy, Inc., 6.875%, 01/05/30

48,474 0.00

USD 330,000 Vermilion Energy, Inc., 7.250%, 15/02/33

310,926 0.03

Total Canada 41,407,343 3.88 Cayman Islands USD 250,000 Arabian Centres Sukuk II Ltd., 5.625%, 07/10/26

249,411 0.02

USD 250,000 Arabian Centres Sukuk III Ltd., 9.500%, 06/03/29

258,170 0.02

USD 250,000 Arada Sukuk 2 Ltd., 8.000%, 24/06/29

257,078 0.02

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 540

Page 544

Quantity Description

Market Value

403,193 0.04

USD 200,000 Arada Sukuk Ltd., 8.125%, 08/06/27

204,188 0.02

USD 24,000 Azorra Finance Ltd., 7.750%, 15/04/30

25,342 0.00

USD 625,000 Azorra Finance Ltd., 7.250%, 15/01/31

654,895 0.06

USD 85,000 Banco Bradesco SA, 4.375%, 18/03/27

84,999 0.01

USD 500,000 Banco Bradesco SA, 6.500%, 22/01/30

525,960 0.05

USD 1,000,000 Bapco Energies Sukuk Ltd., 6.250%, 29/01/35

1,032,063 0.10

USD 618,000 C&W Senior Finance Ltd., 9.000%, 15/01/33

636,748 0.06

USD 450,000 CHC Group LLC, 11.750%, 01/09/30

422,982 0.04

USD 300,000 CSN Inova Ventures, 6.750%, 28/01/28

277,790 0.03

USD 300,000 Dar Al-Arkan Sukuk Co. Ltd., 8.000%, 25/02/29

311,625 0.03

USD 500,000 Dar Al-Arkan Sukuk Co. Ltd., 7.250%, 02/07/30

507,631 0.05

USD 470,000 Diamond Foreign Asset Co./Diamond Finance LLC, 8.500%, 01/10/30

497,891 0.05

USD 350,000 Energuate Trust 2 0, 6.350%, 15/09/35

349,865 0.03

USD 400,000 GFH Senior Sukuk Ltd., 7.500%, 06/11/29

403,969 0.04

USD 73,000 GGAM Finance Ltd., 8.000%, 15/02/27

74,659 0.01

USD 200,000 GGAM Finance Ltd., 8.000%, 15/06/28

211,794 0.02

USD 279,000 GGAM Finance Ltd., 6.875%, 15/04/29

289,375 0.03

USD 486,000 GGAM Finance Ltd., 5.875%, 15/03/30

493,188 0.05

USD 728,000 Global Aircraft Leasing Co. Ltd., 8.750%, 01/09/27

754,972 0.07

USD 300,000 Greentown China Holdings Ltd., 8.450%, 24/02/28

300,163 0.03

USD 350,000 Grupo Aval Ltd., 4.375%, 04/02/30 327,969 0.03 USD 250,000 Health & Happiness H&H International Holdings Ltd., 9.125%, 24/07/28

264,727 0.02

USD 500,000 IHS Holding Ltd., 6.250%, 29/11/28

497,409 0.05

USD 250,000 IHS Holding Ltd., 7.875%, 29/05/30

257,500 0.02

USD 155,000 IHS Holding Ltd., 8.250%, 29/11/31

161,672 0.01

USD 350,000 Liberty Costa Rica Senior Secured Finance, 10.875%, 15/01/31

367,500 0.03

USD 150,000 Longfor Group Holdings Ltd., 4.500%, 16/01/28

133,173 0.01

Quantity Description

Market Value

235,015 0.02

USD 805,000 Melco Resorts Finance Ltd., 5.750%, 21/07/28

804,537 0.07

USD 527,000 Melco Resorts Finance Ltd., 5.375%, 04/12/29

521,628 0.05

USD 250,000 Melco Resorts Finance Ltd., 7.625%, 17/04/32

262,952 0.02

USD 200,000 Melco Resorts Finance Ltd., 6.500%, 24/09/33

200,512 0.02

USD 250,000 MGM China Holdings Ltd., 4.750%, 01/02/27

248,882 0.02

USD 200,000 Mongolian Mining Corp., 8.440%, 03/04/30

202,281 0.02

USD 50,000 OmGrid Funding Ltd., 5.196%, 16/05/27

50,170 0.00

USD 700,000 Omniyat Sukuk 1 Ltd., 8.375%, 06/05/28

709,199 0.07

USD 450,000 Oryx Funding Ltd., 5.800%, 03/02/31

464,435 0.04

USD 432,750 Poinsettia Finance Ltd. SARL, 6.625%, 17/06/31

423,450 0.04

USD 393,000 Sable International Finance Ltd., 7.125%, 15/10/32

397,683 0.04

USD 100,000 Seagate HDD Cayman, 8.500%, 15/07/31

106,316 0.01

USD 600,000 Sobha Sukuk Ltd., 7.996%, 19/02/29

610,525 0.06

USD 121,429 Transocean Titan Financing Ltd., 8.375%, 01/02/28

124,013 0.01

EUR 339,406 UPCB Finance VII Ltd., 3.625%, 15/06/29

396,685 0.04

USD 387,000 Wynn Macau Ltd., 5.500%, 01/10/27

386,618 0.04

USD 387,000 Wynn Macau Ltd., 5.625%, 26/08/28

386,826 0.04

USD 884,000 Wynn Macau Ltd., 5.125%, 15/12/29

875,571 0.08

USD 213,000 Wynn Macau Ltd., 6.750%, 15/02/34

215,741 0.02

USD 300,000 XP, Inc., 6.750%, 02/07/29 309,789 0.03 Total Cayman Islands 19,170,729 1.79 Chile USD 450,000 Agrosuper SA, 4.600%, 20/01/32 432,401 0.04 USD 250,000 CAP SA, 3.900%, 27/04/31 203,356 0.02 USD 400,000 Falabella SA, 3.375%, 15/01/32 356,840 0.03 USD 618,000 Latam Airlines Group SA, 7.875%, 15/04/30

649,994 0.06

USD 500,000 Latam Airlines Group SA, 7.625%, 07/01/31

524,966 0.05

Total Chile 2,167,557 0.20 China USD 200,000 China Hongqiao Group Ltd., 6.925%, 29/11/28

206,986 0.02

Total China 206,986 0.02

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 541

Page 545

Quantity Description

Market Value

190,340 0.02

USD 700,000 Ecopetrol SA, 8.625%, 19/01/29 750,240 0.07 USD 1,150,000 Ecopetrol SA, 6.875%, 29/04/30 1,166,438 0.11 USD 800,000 Ecopetrol SA, 4.625%, 02/11/31 716,650 0.07 USD 1,000,000 Ecopetrol SA, 8.875%, 13/01/33 1,067,942 0.10 USD 950,000 Ecopetrol SA, 8.375%, 19/01/36 977,342 0.09 USD 450,000 Ecopetrol SA, 7.375%, 18/09/43 412,252 0.04 USD 1,240,000 Ecopetrol SA, 5.875%, 28/05/45 922,367 0.09 USD 485,000 Ecopetrol SA, 5.875%, 02/11/51 348,368 0.03 USD 700,000 Empresas Publicas de Medellin ESP, 4.250%, 18/07/29

657,755 0.06

USD 200,000 Empresas Publicas de Medellin ESP, 4.375%, 15/02/31

182,436 0.02

USD 750,000 Grupo Nutresa SA, 8.000%, 12/05/30

810,017 0.07

USD 750,000 Grupo Nutresa SA, 9.000%, 12/05/35

846,530 0.08

USD 200,000 Oleoducto Central SA, 4.000%, 14/07/27

197,321 0.02

Total Colombia 9,245,998 0.87 Costa Rica USD 450,000 Instituto Costarricense de Electricidad, 6.375%, 15/05/43

445,086 0.04

Total Costa Rica 445,086 0.04 Czech Republic EUR 300,000 Czechoslovak Group AS, 5.250%, 10/01/31

365,187 0.03

EUR 300,000 Energo - Pro as, 8.000%, 27/05/30 371,138 0.04 EUR 100,000 Energo - Pro as, 6.450%, 15/04/31 116,234 0.01 Total Czech Republic 852,559 0.08 Denmark USD 625,000 Genmab AS/Genmab Finance LLC, 6.250%, 15/12/32

640,529 0.06

USD 400,000 Genmab AS/Genmab Finance LLC, 7.250%, 15/12/33

420,165 0.04

EUR 300,000 Orsted AS, 1.500%, 31/12/99 301,104 0.03 EUR 200,000 Orsted AS, 1.750%, 31/12/99 225,188 0.02 GBP 200,000 Orsted AS, 2.500%, 31/12/99 206,296 0.02 EUR 300,000 Orsted AS, 5.125%, 31/12/99 361,912 0.03 EUR 200,000 Orsted AS, 5.250%, 31/12/99 240,234 0.02 Total Denmark 2,395,428 0.22 Dominican Republic USD 300,000 Aeropuertos Dominicanos Siglo XXI SA, 7.000%, 30/06/34

315,000 0.03

Total Dominican Republic 315,000 0.03 Estonia EUR 200,000 Eesti Energia AS, 7.875%, perpetual

241,862 0.02

Total Estonia 241,862 0.02

Quantity Description

Market Value

1 16,253 0.01

USD 294,000 Ahlstrom Holding 3 OYJ, 4.875%, 04/02/28

288,776 0.03

EUR 200,000 Finnair OYJ, 4.750%, 24/05/29 240,382 0.02 EUR 200,000 Finnair OYJ, 4.250%, 27/11/30 234,135 0.02 EUR 300,000 Mehilainen Yhtiot OYJ, 5.125%, 30/06/32

357,683 0.04

Total Finland 1,237,229 0.12 France EUR 100,000 Accor SA, 7.250%, 31/12/99 128,662 0.01 EUR 400,000 Accor SA, 4.875%, perpetual 481,921 0.05 EUR 200,000 Afflelou SAS, 6.000%, 25/07/29 244,355 0.02 EUR 100,000 Air France-KLM, 8.125%, 31/05/28

130,178 0.01

EUR 600,000 Air France-KLM, 4.625%, 23/05/29

729,895 0.07

EUR 200,000 Air France-KLM, 3.750%, 04/09/30

232,985 0.02

EUR 200,000 Air France-KLM, 5.750%, perpetual

237,938 0.02

EUR 400,000 Alstom SA, 5.868%, perpetual 497,376 0.05 USD 460,000 Altice France Lux 3/Altice Holdings 1, 10.000%, 15/01/33

421,672 0.04

EUR 300,000 Altice France SA, 7.250%, 01/11/29

350,283 0.03

USD 650,000 Altice France SA, 9.500%, 01/11/29

668,564 0.06

EUR 100,000 Altice France SA, 12.875%, 01/11/29

119,617 0.01

EUR 300,000 Altice France SA, 4.750%, 15/10/30

331,292 0.03

USD 400,000 Altice France SA, 6.875%, 15/10/30

387,917 0.04

EUR 100,000 Altice France SA, 5.500%, 15/10/31

111,573 0.01

USD 603,273 Altice France SA, 6.500%, 15/10/31

572,844 0.05

EUR 100,000 Altice France SA, 5.375%, 15/04/32

110,281 0.01

USD 700,000 Altice France SA, 6.500%, 15/04/32

671,077 0.06

EUR 300,000 Altice France SA, 5.625%, 15/07/32

335,247 0.03

USD 250,000 Altice France SA, 6.875%, 15/07/32

239,735 0.02

EUR 300,000 Atos SE, 9.360%, 18/12/29 403,668 0.04 EUR 350,000 Atos SE, 5.200%, 18/12/30 405,359 0.04 EUR 300,000 Banijay Entertainment SAS, 7.000%, 01/05/29

365,469 0.04

EUR 100,000 Bertrand Franchise Finance SAS, 6.500%, 18/07/30

117,843 0.01

EUR 550,000 CAB SELAS, 3.375%, 01/02/28 626,983 0.06 EUR 100,000 CCF Holding SAS, 5.000%, 27/05/35

119,200 0.01

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 542

Page 546

Quantity Description

Market Value

255,209 0.03

EUR 450,000 CMA CGM SA, 5.500%, 15/07/29 547,477 0.05 EUR 300,000 CMA CGM SA, 5.000%, 15/01/31 352,159 0.03 EUR 300,000 CMA CGM SA, 4.875%, 15/01/32 341,752 0.03 USD 326,000 Constellium SE, 5.625%, 15/06/28 325,953 0.03 USD 415,000 Constellium SE, 3.750%, 15/04/29 400,727 0.04 EUR 100,000 Constellium SE, 3.125%, 15/07/29 115,624 0.01 EUR 200,000 Constellium SE, 5.375%, 15/08/32 245,097 0.02 USD 124,000 Constellium SE, 6.375%, 15/08/32 127,971 0.01 EUR 200,000 Crown European Holdings SACA, 5.000%, 15/05/28

245,979 0.02

EUR 200,000 Crown European Holdings SACA, 4.750%, 15/03/29

245,345 0.02

EUR 300,000 Crown European Holdings SACA, 4.500%, 15/01/30

365,742 0.04

EUR 200,000 Crown European Holdings SACA, 3.750%, 30/09/31

235,123 0.02

EUR 200,000 Derichebourg SA, 2.250%, 15/07/28

228,954 0.02

EUR 400,000 Electricite de France SA, 7.500%, 31/12/99

511,619 0.05

USD 850,000 Electricite de France SA, 9.125%, 31/12/99

988,511 0.09

EUR 400,000 Electricite de France SA, 2.625%, perpetual

458,833 0.04

EUR 600,000 Electricite de France SA, 2.875%, perpetual

701,605 0.07

EUR 200,000 Electricite de France SA, 3.000%, perpetual

231,680 0.02

EUR 400,000 Electricite de France SA, 3.375%, perpetual

448,620 0.04

EUR 1,000,000 Electricite de France SA, 4.375%, perpetual

1,162,147 0.11

EUR 200,000 Electricite de France SA, 5.625%, perpetual

244,525 0.02

GBP 300,000 Electricite de France SA, 5.875%, perpetual

404,610 0.04

GBP 400,000 Electricite de France SA, 7.375%, perpetual

551,410 0.05

EUR 225,000 Elior Group SA, 5.625%, 15/03/30 274,029 0.03 EUR 100,000 Emeria SASU, 3.375%, 31/03/28 102,640 0.01 EUR 300,000 Emeria SASU, 7.750%, 31/03/28 322,937 0.03 EUR 300,000 Eramet SA, 7.000%, 22/05/28 356,962 0.03 EUR 400,000 Eramet SA, 6.500%, 30/11/29 465,728 0.04 EUR 300,000 Eutelsat SA, 2.250%, 13/07/27 349,182 0.03 EUR 300,000 Eutelsat SA, 1.500%, 13/10/28 336,827 0.03 EUR 200,000 Eutelsat SA, 9.750%, 13/04/29 250,494 0.02 EUR 150,000 Fnac Darty SA, 6.000%, 01/04/29 182,569 0.02 EUR 200,000 Fnac Darty SA, 4.750%, 01/04/32 241,625 0.02 EUR 150,000 Forvia SE, 2.375%, 15/06/27 174,970 0.02 EUR 285,714 Forvia SE, 3.750%, 15/06/28 335,788 0.03 EUR 200,000 Forvia SE, 2.375%, 15/06/29 229,169 0.02 EUR 200,000 Forvia SE, 5.125%, 15/06/29 243,027 0.02 EUR 500,000 Forvia SE, 5.625%, 15/06/30 611,977 0.06

Quantity Description

Market Value

235,712 0.02

EUR 300,000 Getlink SE, 4.125%, 15/04/30 360,514 0.04 EUR 300,000 Goldstory SAS, 6.750%, 01/02/30 365,488 0.04 EUR 300,000 Holding d'Infrastructures des Metiers de l'Environnement SAS, 0.625%, 16/09/28

327,254 0.03

EUR 300,000 Holding d'Infrastructures des Metiers de l'Environnement SAS, 4.875%, 24/10/29

365,258 0.04

EUR 100,000 Holding d'Infrastructures des Metiers de l'Environnement SAS, 3.875%, 31/01/31

116,301 0.01

EUR 300,000 Iliad Holding SAS, 5.625%, 15/10/28

357,215 0.03

USD 401,000 Iliad Holding SAS, 7.000%, 15/10/28

405,986 0.04

EUR 200,000 Iliad Holding SAS, 5.375%, 15/04/30

242,485 0.02

EUR 300,000 Iliad Holding SAS, 6.875%, 15/04/31

375,836 0.04

USD 455,000 Iliad Holding SAS, 8.500%, 15/04/31

489,693 0.05

USD 550,000 Iliad Holding SAS, 7.000%, 15/04/32

566,859 0.05

EUR 600,000 iliad SA, 1.875%, 11/02/28 687,163 0.07 EUR 300,000 iliad SA, 5.375%, 15/02/29 370,642 0.04 EUR 200,000 iliad SA, 4.250%, 15/12/29 240,460 0.02 EUR 200,000 iliad SA, 5.625%, 15/02/30 252,390 0.02 EUR 200,000 iliad SA, 5.375%, 02/05/31 251,928 0.02 EUR 200,000 iliad SA, 4.250%, 09/01/32 236,945 0.02 EUR 100,000 IM Group SAS, 8.000%, 01/03/28 92,572 0.01 EUR 200,000 Kapla Holding SAS, 5.000%, 30/04/31

238,204 0.02

EUR 455,103 La Financiere Atalian SAS, 8.500%, 30/06/28

151,737 0.02

EUR 100,000 Laboratoire Eimer SELAS, 5.000%, 01/02/29

98,354 0.01

EUR 100,000 Loxam SAS, 6.375%, 15/05/28 121,071 0.01 EUR 270,000 Loxam SAS, 6.375%, 31/05/29 328,107 0.03 EUR 300,000 Loxam SAS, 4.250%, 15/02/30 354,491 0.03 EUR 300,000 Loxam SAS, 4.250%, 15/02/31 352,477 0.03 EUR 200,000 Mobilux Finance SAS, 4.250%, 15/07/28

234,597 0.02

EUR 200,000 Mobilux Finance SAS, 7.000%, 15/05/30

244,583 0.02

EUR 200,000 New Immo Holding SA, 3.250%, 23/07/27

234,370 0.02

EUR 500,000 New Immo Holding SA, 5.875%, 17/04/28

607,428 0.06

EUR 100,000 New Immo Holding SA, 4.875%, 08/12/28

118,940 0.01

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 543

Page 547

Quantity Description

Market Value

489,636 0.05

EUR 200,000 New Immo Holding SA, 4.950%, 14/11/30

236,247 0.02

EUR 500,000 Nexans SA, 5.500%, 05/04/28 616,864 0.06 EUR 200,000 Nexans SA, 4.125%, 29/05/29 240,461 0.02 EUR 100,000 Nexans SA, 4.250%, 11/03/30 121,178 0.01 EUR 400,000 Opal Bidco SAS, 5.500%, 31/03/32

484,618 0.05

USD 200,000 Opal Bidco SAS, 6.500%, 31/03/32

204,844 0.02

EUR 200,000 Opmobility, 4.875%, 13/03/29 244,570 0.02 EUR 200,000 Opmobility, 4.296%, 05/02/31 237,962 0.02 EUR 300,000 OVH Groupe SA, 4.750%, 05/02/31

351,902 0.03

EUR 300,000 Paprec Holding SA, 3.500%, 01/07/28

351,964 0.03

EUR 300,000 Paprec Holding SA, 4.125%, 15/07/30

354,015 0.03

EUR 200,000 Paprec Holding SA, 4.500%, 15/07/32

238,158 0.02

EUR 275,000 Picard Groupe SAS, 6.375%, 01/07/29

336,821 0.03

EUR 300,000 RCI Banque SA, 5.500%, 09/10/34

371,341 0.04

EUR 200,000 RCI Banque SA, 4.750%, 24/03/37

239,385 0.02

EUR 200,000 Renault SA, 2.500%, 02/06/27 233,597 0.02 EUR 300,000 Renault SA, 1.125%, 04/10/27 342,328 0.03 EUR 400,000 Renault SA, 2.500%, 01/04/28 465,372 0.04 EUR 200,000 Renault SA, 3.875%, 30/09/30 236,594 0.02 EUR 200,000 Rexel SA, 2.125%, 15/06/28 231,162 0.02 EUR 200,000 Rexel SA, 2.125%, 15/12/28 230,821 0.02 EUR 200,000 Rexel SA, 4.000%, 15/09/30 238,195 0.02 EUR 200,000 Rexel SA, 5.250%, 15/09/30 243,992 0.02 EUR 400,000 Roquette Freres SA, 5.494%, perpetual

480,711 0.05

EUR 100,000 Seche Environnement SACA, 2.250%, 15/11/28

114,395 0.01

EUR 200,000 Seche Environnement SACA, 4.500%, 25/03/30

239,509 0.02

EUR 300,000 Seche Environnement SACA, 5.870%, perpetual

354,278 0.03

USD 60,000 SNF Group SACA, 3.125%, 15/03/27

58,950 0.01

EUR 100,000 SNF Group SACA, 2.625%, 01/02/29

114,638 0.01

USD 282,000 SNF Group SACA, 3.375%, 15/03/30

263,521 0.03

EUR 400,000 SNF Group SACA, 4.500%, 15/03/32

484,309 0.05

EUR 300,000 SPIE SA, 3.750%, 28/05/30 355,686 0.03 EUR 225,000 Tereos Finance Groupe I SA, 7.250%, 15/04/28

267,056 0.03

EUR 200,000 Tereos Finance Groupe I SA, 5.875%, 30/04/30

227,185 0.02

Quantity Description

Market Value

328,522 0.03

EUR 300,000 Unibail-Rodamco-Westfield SE, 4.750%, perpetual

358,695 0.03

EUR 400,000 Unibail-Rodamco-Westfield SE, 4.875%, perpetual

481,217 0.05

EUR 200,000 Valeo SE, 5.375%, 28/05/27 241,667 0.02 EUR 400,000 Valeo SE, 1.000%, 03/08/28 446,422 0.04 EUR 300,000 Valeo SE, 5.875%, 12/04/29 378,540 0.04 EUR 300,000 Valeo SE, 4.500%, 11/04/30 359,699 0.03 EUR 400,000 Valeo SE, 5.125%, 20/05/31 483,848 0.05 EUR 200,000 Valeo SE, 4.625%, 23/03/32 235,141 0.02 EUR 400,000 Veolia Environnement SA, 5.993%, 31/12/99

499,424 0.05

EUR 200,000 Veolia Environnement SA, 2.000%, perpetual

228,576 0.02

EUR 800,000 Veolia Environnement SA, 2.500%, perpetual

903,038 0.09

EUR 400,000 Veolia Environnement SA, 4.371%, perpetual

477,028 0.05

EUR 90,421 Viridien, 8.500%, 15/10/30 111,092 0.01 USD 523,000 Viridien, 10.000%, 15/10/30 551,494 0.05 EUR 200,000 Worldline SA, 0.875%, 30/06/27 212,942 0.02 EUR 200,000 Worldline SA, 4.125%, 12/09/28 211,577 0.02 EUR 200,000 Worldline SA, 5.250%, 27/11/29 207,307 0.02 EUR 300,000 Worldline SA, 5.500%, 10/06/30 307,333 0.03 Total France 51,446,179 4.81 Georgia USD 300,000 Georgia Global Utilities JSC, 8.875%, 25/07/29

317,291 0.03

USD 200,000 Georgian Railway JSC, 4.000%, 17/06/28

188,894 0.02

Total Georgia 506,185 0.05 Germany EUR 200,000 Aareal Bank AG, 5.625%, 12/12/34

244,141 0.02

EUR 300,000 Alstria Office AG, 4.250%, 15/10/29

348,142 0.03

EUR 200,000 Alstria Office AG, 5.500%, 20/03/31

240,431 0.02

EUR 100,000 APCOA Group GmbH, 6.000%, 15/04/31

119,533 0.01

EUR 200,000 ASK Chemicals Deutschland Holding GmbH, 10.000%, 15/11/29

231,467 0.02

EUR 400,000 Ceconomy AG, 6.250%, 15/07/29 491,589 0.05 USD 127,000 Cerdia Finanz GmbH, 9.375%, 03/10/31

131,286 0.01

EUR 400,000 Cheplapharm Arzneimittel GmbH, 4.375%, 15/01/28

466,934 0.04

EUR 300,000 Cheplapharm Arzneimittel GmbH, 7.500%, 15/05/30

365,303 0.04

EUR 300,000 Cheplapharm Arzneimittel GmbH, 7.125%, 15/06/31

359,759 0.03

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 544

Page 548

Quantity Description

Market Value

121,845 0.01

EUR 200,000 CTEC II GmbH, 5.250%, 15/02/30 219,376 0.02 EUR 200,000 Deutsche Lufthansa AG, 5.250%, 15/01/55

243,765 0.02

EUR 100,000 Deutsche Pfandbriefbank AG, 7.125%, 04/10/35

121,686 0.01

EUR 400,000 Dynamo Newco II GmbH, 6.250%, 15/10/31

478,492 0.05

EUR 475,000 Fressnapf Holding SE, 5.250%, 31/10/31

556,688 0.05

EUR 200,000 Gruenenthal GmbH, 4.125%, 15/05/28

236,005 0.02

EUR 200,000 Gruenenthal GmbH, 6.750%, 15/05/30

245,693 0.02

EUR 400,000 Gruenenthal GmbH, 4.625%, 15/11/31

474,707 0.05

EUR 200,000 Hapag-Lloyd AG, 2.500%, 15/04/28

232,511 0.02

EUR 300,000 HT Troplast GmbH, 9.375%, 15/07/28

365,370 0.04

EUR 700,000 IHO Verwaltungs GmbH, 8.750%, 15/05/28

859,063 0.08

USD 468,000 IHO Verwaltungs GmbH, 6.375%, 15/05/29

471,890 0.05

EUR 500,000 IHO Verwaltungs GmbH, 6.750%, 15/11/29

620,606 0.06

USD 53,000 IHO Verwaltungs GmbH, 7.750%, 15/11/30

55,689 0.01

USD 250,000 IHO Verwaltungs GmbH, 8.000%, 15/11/32

263,325 0.03

EUR 200,000 Mahle GmbH, 2.375%, 14/05/28 228,314 0.02 EUR 200,000 Mahle GmbH, 6.500%, 02/05/31 244,238 0.02 EUR 200,000 METRO AG, 4.625%, 07/03/29 242,988 0.02 EUR 300,000 METRO AG, 4.000%, 05/03/30 367,298 0.04 EUR 270,000 Motel One GmbH/Muenchen, 7.750%, 02/04/31

338,620 0.03

EUR 100,000 Nidda Healthcare Holding GmbH, 5.625%, 21/02/30

120,523 0.01

EUR 300,000 Nidda Healthcare Holding GmbH, 5.375%, 23/10/30

360,051 0.03

EUR 200,000 Novelis Sheet Ingot GmbH, 3.375%, 15/04/29

229,398 0.02

EUR 200,000 PCF GmbH, 4.750%, 15/04/29 109,462 0.01 EUR 200,000 Progroup AG, 5.125%, 15/04/29 241,206 0.02 EUR 100,000 Progroup AG, 5.375%, 15/04/31 120,053 0.01 EUR 600,000 Schaeffler AG, 4.250%, 01/04/28 719,338 0.07 EUR 100,000 Schaeffler AG, 3.375%, 12/10/28 117,879 0.01 EUR 500,000 Schaeffler AG, 4.750%, 14/08/29 606,613 0.06 EUR 400,000 Schaeffler AG, 4.500%, 28/03/30 480,841 0.05 EUR 200,000 Schaeffler AG, 5.375%, 01/04/31 247,655 0.02 EUR 300,000 Schaeffler AG, 4.500%, 12/05/32 353,431 0.03 EUR 90,000 Takko Fashion GmbH, 10.250%, 15/04/30

115,093 0.01

EUR 300,000 Techem Verwaltungsgesellschaft 675 GmbH, 5.375%, 15/07/29

363,762 0.04

Quantity Description

Market Value

356,936 0.03

EUR 243,358 Tele Columbus AG, 10.000%, 01/01/29

187,951 0.02

EUR 400,000 TK Elevator Midco GmbH, 4.375%, 15/07/27

471,431 0.05

EUR 200,000 TUI AG, 5.875%, 15/03/29 242,997 0.02 EUR 250,000 TUI Cruises GmbH, 6.250%, 15/04/29

305,343 0.03

EUR 100,000 TUI Cruises GmbH, 5.000%, 15/05/30

120,508 0.01

EUR 100,000 WEPA Hygieneprodukte GmbH, 5.625%, 15/01/31

122,890 0.01

EUR 200,000 WEPA Hygieneprodukte GmbH, 4.500%, 30/11/32

235,456 0.02

EUR 200,000 ZF Finance GmbH, 2.000%, 06/05/27

230,791 0.02

EUR 100,000 ZF Finance GmbH, 2.750%, 25/05/27

116,669 0.01

EUR 200,000 ZF Finance GmbH, 2.250%, 03/05/28

223,740 0.02

EUR 300,000 ZF Finance GmbH, 3.750%, 21/09/28

346,845 0.03

Total Germany 17,133,616 1.60 Gibraltar GBP 200,000 888 Acquisitions Ltd., 10.750%, 15/05/30

226,140 0.02

EUR 200,000 888 Acquisitions Ltd., 8.000%, 30/09/31

188,597 0.02

Total Gibraltar 414,737 0.04 Greece EUR 300,000 Alpha Bank SA, 6.000%, 13/09/34 378,522 0.04 EUR 200,000 Alpha Bank SA, 4.308%, 23/07/36 237,032 0.02 EUR 200,000 Eurobank SA, 10.000%, 06/12/32 264,709 0.03 EUR 325,000 Eurobank SA, 4.250%, 30/04/35 381,469 0.04 EUR 400,000 Metlen Energy & Metals SA, 4.000%, 17/10/29

476,617 0.05

EUR 200,000 Metlen Energy & Metals SA, 3.875%, 26/05/31

232,793 0.02

EUR 200,000 National Bank of Greece SA, 8.000%, 03/01/34

261,500 0.02

EUR 200,000 National Bank of Greece SA, 5.875%, 28/06/35

250,962 0.02

EUR 200,000 Piraeus Bank SA, 7.250%, 17/04/34

257,358 0.02

EUR 325,000 Piraeus Bank SA, 5.375%, 18/09/35

398,582 0.04

EUR 200,000 Public Power Corp. SA, 3.375%, 31/07/28

235,438 0.02

EUR 200,000 Public Power Corp. SA, 4.250%, 31/10/30

238,055 0.02

EUR 300,000 Public Power Corp. SA, 4.625%, 31/10/31

360,593 0.03

Total Greece 3,973,630 0.37

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 545

Page 549

Quantity Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Corporate Bonds - 95.73% (continued) Guatemala USD 475,000 CT Trust, 5.125%, 03/02/32 456,843 0.04 Total Guatemala 456,843 0.04 Hong Kong USD 200,000 Empresa Generadora de Electricidad Haina SA, 5.625%, 08/11/28

196,416 0.02

USD 350,000 Nanyang Commercial Bank Ltd., 7.350%, perpetual

365,746 0.03

USD 500,000 Vanke Real Estate Hong Kong Co. Ltd., 3.975%, 09/11/27

107,015 0.01

Total Hong Kong 669,177 0.06 Hungary EUR 300,000 MBH Bank Nyrt, 5.250%, 29/01/30 357,919 0.03 USD 500,000 OTP Bank Nyrt, 7.300%, 30/07/35 525,296 0.05 Total Hungary 883,215 0.08 India USD 396,472 Adani Green Energy UP Ltd./Prayatna Developers Pvt Ltd./Parampujya Solar Energy, 6.700%, 12/03/42

384,096 0.03

USD 176,569 Adani Renewable Energy RJ Ltd./Kodangal Solar Parks Pvt Ltd./Wardha Solar Maharashtra, 4.625%, 15/10/39

149,733 0.01

USD 235,187 Continuum Green Energy India Pvt/Co-Issuers, 7.500%, 26/06/33

242,724 0.02

USD 280,000 Delhi International Airport Ltd., 6.450%, 04/06/29

291,465 0.03

USD 300,000 IIFL Finance Ltd., 8.750%, 24/07/28

307,321 0.03

USD 450,000 IRB Infrastructure Developers Ltd., 7.110%, 11/03/32

464,776 0.04

USD 400,000 JSW Infrastructure Ltd., 4.950%, 21/01/29

399,935 0.04

USD 400,000 JSW Steel Ltd., 5.050%, 05/04/32 390,426 0.04 USD 500,000 Muthoot Finance Ltd., 6.375%, 23/04/29

507,574 0.05

USD 500,000 Muthoot Finance Ltd., 6.375%, 02/03/30

507,775 0.05

USD 500,000 Piramal Finance Ltd., 7.800%, 29/01/28

509,437 0.05

USD 200,000 ReNew Pvt Ltd., 5.875%, 05/03/27 198,613 0.02 USD 250,000 ReNew Wind Energy AP2/ReNew Power Pvt Ltd. other 9 Subsidiaries, 4.500%, 14/07/28

239,851 0.02

USD 188,480 SAEL Ltd., 7.800%, 31/07/31 191,812 0.02 USD 200,000 Sammaan Capital Ltd., 7.500%, 16/10/30

196,526 0.02

USD 250,000 Shriram Finance Ltd., 6.150%, 03/04/28

255,651 0.02

Total India 5,237,715 0.49 Indonesia USD 240,075 Sorik Marapi Geothermal Power PT, T, 7.750%, 05/08/31

245,232 0.02

Total Indonesia 245,232 0.02

Quantity Description

Market Value

277,623 0.03

USD 495,000 ASG Finance DAC, 9.750%, 15/05/29

438,921 0.04

EUR 100,000 Bank of Cyprus Holdings PLC, 4.250%, 18/09/36

117,048 0.01

USD 57,000 Cimpress PLC, 7.375%, 15/09/32 58,140 0.01 EUR 600,000 eircom Finance DAC, 5.750%, 15/12/29

732,011 0.07

EUR 300,000 Energia Group Roi Financeco DAC, 6.875%, 31/07/28

364,988 0.03

USD 94,000 James Hardie International Finance DAC, 5.000%, 15/01/28

94,021 0.01

USD 937,000 Jazz Securities DAC, 4.375%, 15/01/29

924,174 0.09

USD 515,000 LCPR Senior Secured Financing DAC, 6.750%, 15/10/27

359,959 0.03

USD 200,000 LCPR Senior Secured Financing DAC, 5.125%, 15/07/29

123,998 0.01

EUR 200,000 Motion Bondco DAC, 4.500%, 15/11/27

224,321 0.02

USD 315,000 Perrigo Finance Unlimited Co., 4.900%, 15/06/30

304,726 0.03

EUR 100,000 Perrigo Finance Unlimited Co., 5.375%, 30/09/32

119,510 0.01

USD 600,000 Perrigo Finance Unlimited Co., 6.125%, 30/09/32

584,440 0.05

USD 229,000 Perrigo Finance Unlimited Co., 4.900%, 15/12/44

182,558 0.02

USD 513,000 Phoenix Aviation Capital Ltd., 9.250%, 15/07/30

546,506 0.05

USD 467,000 TrueNoord Capital DAC, 8.750%, 01/03/30

493,261 0.05

GBP 300,000 Virgin Media O2 Vendor Financing Notes V DAC, 7.875%, 15/03/32

404,776 0.04

GBP 450,000 Virgin Media Vendor Financing Notes III DAC, 4.875%, 15/07/28

589,261 0.05

USD 644,000 Virgin Media Vendor Financing Notes IV DAC, 5.000%, 15/07/28

631,839 0.06

Total Ireland 7,572,081 0.71 Isle Of Man USD 215,000 AngloGold Ashanti Holdings PLC, 6.500%, 15/04/40

228,113 0.02

EUR 100,000 Playtech PLC, 5.875%, 28/06/28 117,290 0.01 Total Isle Of Man 345,403 0.03 Israel USD 300,000 Energean Israel Finance Ltd., 5.375%, 30/03/28

295,876 0.03

USD 480,000 Energean Israel Finance Ltd., 5.875%, 30/03/31

464,258 0.04

USD 300,000 Energean Israel Finance Ltd., 8.500%, 30/09/33

320,405 0.03

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 546

Page 550

Quantity Description

Market Value

201,154 0.02

USD 550,000 Leviathan Bond Ltd., 6.750%, 30/06/30

559,692 0.05

Total Israel 1,841,385 0.17 Italy EUR 400,000 A2A SpA, 5.000%, perpetual 484,816 0.05 EUR 200,000 Agrifarma SpA, 4.500%, 31/10/28 236,995 0.02 EUR 550,000 Almaviva-The Italian Innovation Co. SpA, 5.000%, 30/10/30

651,306 0.06

EUR 200,000 Azzurra Aeroporti SpA, 2.625%, 30/05/27

234,072 0.02

EUR 200,000 Banca IFIS SpA, 6.875%, 13/09/28

258,193 0.03

EUR 300,000 Banca IFIS SpA, 5.500%, 27/02/29

372,698 0.04

EUR 100,000 Banca Monte dei Paschi di Siena SpA, 10.500%, 23/07/29

143,352 0.01

EUR 200,000 Banca Monte dei Paschi di Siena SpA, 4.375%, 02/10/35

238,322 0.02

EUR 300,000 Banca Popolare di Sondrio SpA, 3.875%, 25/02/32

354,469 0.03

EUR 100,000 Banca Sella Holding SpA, 4.875%, 18/07/29

121,890 0.01

EUR 200,000 Banco BPM SpA, 3.375%, 19/01/32

236,410 0.02

EUR 200,000 Banco BPM SpA, 5.000%, 18/06/34

244,958 0.02

EUR 300,000 Banco BPM SpA, 4.500%, 26/11/36

362,580 0.04

EUR 100,000 BFF Bank SpA, 4.875%, 30/03/28 119,927 0.01 EUR 200,000 BFF Bank SpA, 4.750%, 20/03/29 242,085 0.02 EUR 400,000 BPER Banca SpA, 3.875%, 25/07/32

473,987 0.05

EUR 200,000 Bubbles Bidco SpA, 6.500%, 30/09/31

240,978 0.02

EUR 100,000 Cerved Group SpA, 6.000%, 15/02/29

109,474 0.01

EUR 300,000 Dolcetto Holdco SpA, 5.625%, 14/07/32

357,614 0.03

EUR 100,000 doValue SpA, 7.000%, 28/02/30 125,066 0.01 EUR 200,000 doValue SpA, 5.375%, 15/11/31 238,354 0.02 USD 656,000 Efesto Bidco SpA Efesto U.S. LLC, 7.500%, 15/02/32

662,632 0.06

EUR 200,000 Engineering - Ingegneria Informatica - SpA, 11.125%, 15/05/28

248,640 0.02

EUR 300,000 Engineering - Ingegneria Informatica - SpA, 8.625%, 15/02/30

377,817 0.04

EUR 200,000 Eolo SpA, 4.875%, 21/10/28 217,245 0.02 EUR 200,000 Esselunga SpA, 1.875%, 25/10/27 231,039 0.02 EUR 200,000 Fedrigoni SpA, 6.125%, 15/06/31 228,911 0.02 EUR 200,000 Fiber Midco SpA, 10.750%, 15/06/29

180,133 0.02

EUR 300,000 Fibercop SpA, 2.375%, 12/10/27 348,261 0.03

Quantity Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Corporate Bonds - 95.73% (continued) Italy (continued) EUR 351,000 Fibercop SpA, 6.875%, 15/02/28 436,908 0.04 EUR 300,000 Fibercop SpA, 7.875%, 31/07/28 384,652 0.04 EUR 500,000 Fibercop SpA, 1.625%, 18/01/29 551,263 0.05 EUR 500,000 Fibercop SpA, 4.750%, 30/06/30 596,698 0.06 EUR 400,000 Fibercop SpA, 7.750%, 24/01/33 547,065 0.05 USD 600,000 Fibercop SpA, 6.000%, 30/09/34 568,407 0.05 USD 358,000 Fibercop SpA, 7.721%, 04/06/38 358,500 0.04 EUR 200,000 FIS Fabbrica Italiana Sintetici SpA, 5.625%, 01/08/27

234,887 0.02

EUR 160,000 Flos B&b Italia SpA, 10.000%, 15/11/28

198,425 0.02

EUR 300,000 Gruppo San Donato SPA, 6.500%, 31/10/31

358,611 0.04

EUR 300,000 Guala Closures SpA, 3.250%, 15/06/28

346,778 0.03

EUR 200,000 Iccrea Banca SpA, 4.750%, 18/01/32

237,573 0.02

EUR 475,000 IMA Industria Macchine Automatiche SpA, 3.750%, 15/01/28

558,562 0.05

EUR 400,000 Infrastrutture Wireless Italiane SpA, 1.625%, 21/10/28

453,189 0.04

EUR 300,000 Infrastrutture Wireless Italiane SpA, 3.750%, 01/04/30

356,053 0.03

EUR 200,000 Infrastrutture Wireless Italiane SpA, 1.750%, 19/04/31

216,122 0.02

EUR 400,000 Infrastrutture Wireless Italiane SpA, 3.625%, 13/10/32

463,208 0.04

EUR 300,000 Iren SpA, 4.500%, perpetual 356,823 0.03 EUR 100,000 Italmatch Chemicals SpA, 10.000%, 06/02/28

122,015 0.01

EUR 500,000 Itelyum Regeneration SpA, 5.750%, 15/04/30

585,306 0.06

USD 565,000 Kedrion SpA, 6.500%, 01/09/29 554,284 0.05 EUR 300,000 Lottomatica Group SpA, 5.375%, 01/06/30

364,209 0.04

EUR 400,000 Lottomatica Group SpA, 4.875%, 31/01/31

483,800 0.05

EUR 100,000 Lutech SpA, 5.000%, 15/05/27 117,579 0.01 EUR 400,000 Mediobanca Banca di Credito Finanziario SpA, 4.250%, 18/09/35

478,033 0.05

EUR 200,000 Multiversity SpA, 7.125%, 17/05/31

250,848 0.02

EUR 475,000 Mundys SpA, 1.875%, 13/07/27 549,816 0.05 EUR 750,000 Mundys SpA, 1.875%, 12/02/28 860,892 0.08 EUR 300,000 Mundys SpA, 4.750%, 24/01/29 367,782 0.04 EUR 200,000 Neopharmed Gentili SpA, 7.125%, 08/04/30

244,385 0.02

EUR 200,000 Piaggio & C SpA, 6.500%, 05/10/30

248,213 0.02

EUR 375,000 Poste Italiane SpA, 2.625%, 31/12/99

422,305 0.04

EUR 600,000 Prysmian SpA, 5.250%, perpetual 733,446 0.07 EUR 400,000 Rekeep SpA, 9.000%, 15/09/29 419,290 0.04

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 547

Page 551

Quantity Description

Market Value

1 17,329 0.01

EUR 200,000 TeamSystem SpA, 5.000%, 01/07/31

237,054 0.02

EUR 300,000 Telecom Italia SpA, 2.375%, 12/10/27

352,597 0.03

EUR 200,000 Telecom Italia SpA, 6.875%, 15/02/28

252,474 0.03

EUR 500,000 Telecom Italia SpA, 7.875%, 31/07/28

654,629 0.06

EUR 400,000 Telecom Italia SpA, 1.625%, 18/01/29

451,579 0.04

EUR 100,000 Telecom Italia SpA, 5.250%, 17/03/55

119,203 0.01

EUR 200,000 Webuild SpA, 7.000%, 27/09/28 254,790 0.03 EUR 200,000 Webuild SpA, 5.375%, 20/06/29 248,601 0.02 EUR 100,000 Webuild SpA, 4.875%, 30/04/30 123,495 0.01 EUR 400,000 Webuild SpA, 4.125%, 03/07/31 476,891 0.05 EUR 200,000 X3G Mergeco SpA, 7.000%, 15/05/30

220,895 0.02

Total Italy 25,877,688 2.42 Japan USD 1,081,000 Kioxia Holdings Corp., 6.250%, 24/07/30

1,1 12,171 0.10

USD 249,000 Kioxia Holdings Corp., 6.625%, 24/07/33

258,929 0.02

USD 789,000 Nissan Motor Co. Ltd., 4.345%, 17/09/27

778,171 0.07

EUR 200,000 Nissan Motor Co. Ltd., 3.201%, 17/09/28

230,923 0.02

EUR 400,000 Nissan Motor Co. Ltd., 5.250%, 17/07/29

482,325 0.05

USD 363,000 Nissan Motor Co. Ltd., 7.500%, 17/07/30

380,909 0.04

USD 1,339,000 Nissan Motor Co. Ltd., 4.810%, 17/09/30

1,262,008 0.12

USD 569,000 Nissan Motor Co. Ltd., 7.750%, 17/07/32

604,398 0.06

EUR 400,000 Nissan Motor Co. Ltd., 6.375%, 17/07/33

481,795 0.05

USD 814,000 Nissan Motor Co. Ltd., 8.125%, 17/07/35

864,975 0.08

USD 995,000 Rakuten Group, Inc., 11.250%, 15/02/27

1,063,854 0.10

USD 840,000 Rakuten Group, Inc., 9.750%, 15/04/29

939,507 0.09

EUR 600,000 Rakuten Group, Inc., 4.250%, perpetual

683,512 0.06

USD 300,000 Rakuten Group, Inc., 6.250%, perpetual

286,341 0.03

USD 367,000 Rakuten Group, Inc., 8.125%, perpetual

377,999 0.04

USD 1,050,000 SoftBank Group Corp., 5.125%, 19/09/27

1,041,899 0.10

EUR 300,000 SoftBank Group Corp., 5.000%, 15/04/28

358,198 0.03

Quantity Description

Market Value

685,555 0.06

EUR 250,000 SoftBank Group Corp., 5.375%, 08/01/29

300,551 0.03

EUR 300,000 SoftBank Group Corp., 3.375%, 06/07/29

339,970 0.03

USD 360,000 SoftBank Group Corp., 6.750%, 08/07/29

363,723 0.03

EUR 300,000 SoftBank Group Corp., 4.000%, 19/09/29

349,166 0.03

EUR 200,000 SoftBank Group Corp., 5.250%, 10/10/29

238,458 0.02

USD 600,000 SoftBank Group Corp., 5.250%, 06/07/31

575,859 0.05

USD 250,000 SoftBank Group Corp., 7.000%, 08/07/31

252,628 0.02

EUR 200,000 SoftBank Group Corp., 5.875%, 10/07/31

240,019 0.02

EUR 500,000 SoftBank Group Corp., 3.875%, 06/07/32

549,003 0.05

EUR 200,000 SoftBank Group Corp., 5.750%, 08/07/32

238,141 0.02

USD 1,000,000 SoftBank Group Corp., 7.250%, 10/07/32

1,011,647 0.10

EUR 400,000 SoftBank Group Corp., 6.375%, 10/07/33

481,795 0.05

USD 113,000 SoftBank Group Corp., 7.625%, 29/04/61

106,100 0.01

EUR 400,000 SoftBank Group Corp., 6.500%, 29/10/62

432,489 0.04

USD 1,000,000 SoftBank Group Corp., 8.250%, 29/10/65

937,448 0.09

USD 250,000 SoftBank Group Corp., 6.875%, perpetual

243,961 0.02

USD 398,000 Universal Entertainment Corp., 9.875%, 01/08/29

389,914 0.04

Total Japan 18,944,341 1.77 Jersey USD 57,000 Adient Global Holdings Ltd., 7.000%, 15/04/28

58,578 0.01

USD 163,000 Adient Global Holdings Ltd., 8.250%, 15/04/31

171,392 0.02

USD 505,000 Aptiv Swiss Holdings Ltd., 6.875%, 15/12/54

526,717 0.05

EUR 300,000 Ardonagh Finco Ltd., 6.875%, 15/02/31

363,142 0.03

USD 374,000 Ardonagh Finco Ltd., 7.750%, 15/02/31

392,085 0.04

USD 1,030,000 Ardonagh Group Finance Ltd., 8.875%, 15/02/32

1,070,484 0.10

USD 418,000 Aston Martin Capital Holdings Ltd., 10.000%, 31/03/29

389,052 0.04

GBP 200,000 Aston Martin Capital Holdings Ltd., 10.375%, 31/03/29

244,877 0.02

EUR 300,000 Avis Budget Finance PLC, 7.000%, 28/02/29

362,088 0.03

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 548

Page 552

Quantity Description

Market Value

121,490 0.01

EUR 200,000 Biffa Group Holdings Ltd., 5.250%, 15/06/31

234,211 0.02

GBP 100,000 Biffa Group Holdings Ltd., 7.375%, 15/06/31

135,664 0.01

EUR 200,000 Deepocean Ltd., 6.000%, 08/04/31

240,993 0.02

GBP 200,000 Kane Bidco Ltd., 7.750%, 15/07/31

274,501 0.03

GBP 200,000 TVL Finance PLC, 10.250%, 28/04/28

273,707 0.03

GBP 200,000 Waga Bondco Ltd., 8.500%, 15/06/30

246,151 0.02

Total Jersey 5,105,132 0.48 Latvia EUR 200,000 Air Baltic Corp. AS, 14.500%, 14/08/29

232,361 0.02

Total Latvia 232,361 0.02 Lithuania EUR 200,000 Akropolis Group Uab, 6.000%, 15/05/30

246,626 0.02

EUR 300,000 Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL, 3.625%, 01/06/28

349,114 0.03

GBP 200,000 Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL, 4.875%, 01/06/28

261,897 0.02

USD 1,783,000 American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.750%, 20/04/29

1,815,698 0.17

EUR 250,000 Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, 2.000%, 01/09/28

284,733 0.03

USD 396,000 Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, 3.250%, 01/09/28

380,747 0.04

EUR 200,000 Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, 3.000%, 01/09/29

223,343 0.02

USD 155,000 Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, 4.000%, 01/09/29

145,915 0.01

EUR 200,000 Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, 5.000%, 30/01/31

237,482 0.02

USD 200,000 ATP Tower Holdings LLC/Andean Tower Partners Colombia SAS/Andean Telecom Partners, 4.050%, 27/04/26

196,700 0.02

USD 251,000 ATP Tower Holdings/Andean Telecom Partners Chile SpA/Andean Tower Partners C, 7.875%, 03/02/30

258,398 0.02

USD 50,000 Axalta Coating Systems LLC/Axalta Coating Systems Dutch Holding B BV, 4.750%, 15/06/27

50,051 0.01

Quantity Description

Market Value

557,470 0.05

USD 504,728 Borr IHC Ltd./Borr Finance LLC, 10.375%, 15/11/30

501,638 0.05

EUR 300,000 Canpack SA/Canpack U.S. LLC, 2.375%, 01/11/27

348,236 0.03

USD 643,000 Canpack SA/Canpack U.S. LLC, 3.875%, 15/11/29

615,202 0.06

USD 173,000 Cascades, Inc./Cascades USA, Inc., 5.375%, 15/01/28

172,556 0.02

USD 257,000 Clarios Global LP/Clarios U.S. Finance Co., 6.750%, 15/05/28

263,521 0.02

USD 568,000 Clarios Global LP/Clarios U.S. Finance Co., 6.750%, 15/02/30

592,884 0.06

EUR 200,000 Clarios Global LP/Clarios U.S. Finance Co., 4.750%, 15/06/31

238,235 0.02

USD 423,000 Clarios Global LP/Clarios U.S. Finance Co., 6.750%, 15/09/32

438,648 0.04

USD 1,000,000 Digicel International Finance Ltd./Difl U.S. LLC, 8.625%, 01/08/32

1,037,447 0.10

USD 3,000 EF Holdco/EF Cayman Holdings/Ellington Financial REIT Cayman/TRS/EF Cayman Non-MTM, 7.375%, 30/09/30

3,023 0.00

USD 1,166,000 JetBlue Airways Corp./JetBlue Loyalty LP, 9.875%, 20/09/31

1,174,700 0.11

EUR 200,000 Paysafe Finance PLC/Paysafe Holdings U.S. Corp., 3.000%, 15/06/29

213,108 0.02

EUR 200,000 Toucan FinCo Ltd./Toucan FinCo Can, Inc./Toucan FinCo U.S. LLC, 8.250%, 15/05/30

225,885 0.02

USD 519,000 Toucan FinCo Ltd./Toucan FinCo Can, Inc./Toucan FinCo U.S. LLC, 9.500%, 15/05/30

518,277 0.05

USD 297,000 VistaJet Malta Finance PLC/Vista Management Holding, Inc., 7.875%, 01/05/27

299,186 0.03

USD 81,000 VistaJet Malta Finance PLC/Vista Management Holding, Inc., 9.500%, 01/06/28

83,777 0.01

Total Lithuania 11,734,497 1.10 Luxembourg USD 200,000 3R Lux SARL, 9.750%, 05/02/31 205,500 0.02 USD 415,571 Acu Petroleo Luxembourg SARL, 7.500%, 13/01/32

424,237 0.04

USD 334,000 Adecoagro SA, 6.000%, 21/09/27 327,193 0.03 USD 250,000 Aegea Finance SARL, 6.750%, 20/05/29

251,843 0.02

USD 400,000 Aegea Finance SARL, 9.000%, 20/01/31

423,336 0.04

USD 350,000 Aegea Finance SARL, 7.625%, 20/01/36

333,760 0.03

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 549

Page 553

Quantity Description

Market Value

475,841 0.05

EUR 500,000 Albion Financing 1 SARL/Aggreko Holdings, Inc., 5.375%, 21/05/30

605,662 0.06

USD 1,031,000 Albion Financing 1 SARL/Aggreko Holdings, Inc., 7.000%, 21/05/30

1,076,066 0.10

EUR 100,000 Alexandrite Lake Lux Holdings SARL, 6.750%, 30/07/30

119,471 0.01

EUR 400,000 Altice Financing SA, 3.000%, 15/01/28

322,820 0.03

USD 800,000 Altice Financing SA, 5.000%, 15/01/28

559,972 0.05

EUR 300,000 Altice Financing SA, 4.250%, 15/08/29

239,351 0.02

USD 1,115,000 Altice Financing SA, 5.750%, 15/08/29

773,007 0.07

EUR 300,000 Altice Finco SA, 4.750%, 15/01/28 74,188 0.01 USD 500,000 Amaggi Luxembourg International SARL, 5.250%, 28/01/28

490,850 0.05

USD 400,000 Ambipar Lux SARL, 9.875%, 06/02/31

88,000 0.01

EUR 100,000 Aramark International Finance SARL, 4.375%, 15/04/33

117,352 0.01

EUR 1 ARD Finance SA, 5.000%, 30/06/27

0 0.00

USD 204,024 ARD Finance SA, 6.500%, 30/06/27

1,530 0.00

USD 470,220 Ardagh Group SA, 9.500%, 01/12/30

510,009 0.05

USD 748,000 Ardagh Group SA, 12.000%, 01/12/30

683,485 0.06

EUR 200,000 Arena Luxembourg Finance SARL, 1.875%, 01/02/28

230,389 0.02

EUR 400,000 Aroundtown Finance SARL, 5.000%, perpetual

455,798 0.04

EUR 200,000 Aroundtown Finance SARL, 5.250%, perpetual

228,955 0.02

USD 450,000 Aroundtown Finance SARL, 7.875%, perpetual

452,274 0.04

GBP 100,000 B&M European Value Retail SA, 4.000%, 15/11/28

128,955 0.01

GBP 100,000 B&M European Value Retail SA, 8.125%, 15/11/30

140,128 0.01

GBP 150,000 B&M European Value Retail SA, 6.500%, 27/11/31

198,552 0.02

EUR 100,000 Birkenstock Financing SARL, 5.250%, 30/04/29

118,833 0.01

USD 350,000 Breakwater Energy Holdings SARL, 9.250%, 15/11/30

366,504 0.04

EUR 200,000 Cidron Aida Finco SARL, 7.000%, 27/10/31

242,651 0.02

GBP 200,000 Cidron Aida Finco SARL, 9.125%, 27/10/31

277,137 0.03

EUR 200,000 Cirsa Finance International SARL, 7.875%, 31/07/28

245,176 0.02

EUR 200,000 Cirsa Finance International SARL, 6.500%, 15/03/29

244,168 0.02

Quantity Description

Market Value

361,693 0.03

USD 1,062,000 Connect Finco SARL/Connect U.S. Finco LLC, 9.000%, 15/09/29

1,126,505 0.11

EUR 100,000 Consolidated Energy Finance SA, 5.000%, 15/10/28

67,569 0.01

USD 150,000 Consolidated Energy Finance SA, 5.625%, 15/10/28

97,500 0.01

USD 475,000 Consolidated Energy Finance SA, 12.000%, 15/02/31

335,825 0.03

USD 350,000 Constellation Oil Services Holding SA, 9.375%, 07/11/29

364,000 0.03

EUR 200,000 ContourGlobal Power Holdings SA, 3.125%, 01/01/28

233,993 0.02

EUR 175,000 ContourGlobal Power Holdings SA, 5.000%, 28/02/30

210,425 0.02

USD 460,000 ContourGlobal Power Holdings SA, 6.750%, 28/02/30

474,311 0.05

EUR 300,000 CPI Property Group SA, 2.875%, 23/04/27

348,385 0.03

GBP 100,000 CPI Property Group SA, 4.000%, 22/01/28

127,933 0.01

EUR 400,000 CPI Property Group SA, 7.000%, 07/05/29

498,726 0.05

EUR 300,000 CPI Property Group SA, 1.750%, 14/01/30

299,384 0.03

EUR 100,000 CPI Property Group SA, 4.750%, 22/07/30

113,094 0.01

EUR 300,000 CPI Property Group SA, 1.500%, 27/01/31

286,870 0.03

EUR 300,000 CPI Property Group SA, 6.000%, 27/01/32

353,461 0.03

EUR 200,000 CPI Property Group SA, 3.750%, perpetual

206,392 0.02

USD 500,000 CSN Resources SA, 8.875%, 05/12/30

464,555 0.04

USD 300,000 CSN Resources SA, 4.625%, 10/06/31

230,731 0.02

USD 200,000 CSN Resources SA, 5.875%, 08/04/32

157,280 0.02

EUR 500,000 Currenta Group Holdings SARL, 5.500%, 15/05/30

592,612 0.06

EUR 300,000 Dana Financing Luxembourg SARL, 8.500%, 15/07/31

376,612 0.04

EUR 10,000 Eleving Group SA, 9.500%, 24/10/30

12,185 0.00

EUR 200,000 Ephios Subco 3 SARL, 7.875%, 31/01/31

250,299 0.02

EUR 400,000 Essendi SA, 6.375%, 15/10/29 493,386 0.05 EUR 100,000 Essendi SA, 5.375%, 15/05/30 120,637 0.01 EUR 200,000 Essendi SA, 5.500%, 15/11/31 240,803 0.02 EUR 200,000 Essendi SA, 5.625%, 15/05/32 240,755 0.02 EUR 300,000 Eurofins Scientific SE, 5.750%, perpetual

370,181 0.04

EUR 200,000 Eurofins Scientific SE, 6.750%, perpetual

249,395 0.02

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 550

Page 554

Quantity Description

Market Value

56,516 0.01

USD 200,000 FORESEA Holding SA, 7.500%, 15/06/30

196,418 0.02

EUR 300,000 Froneri Lux FinCo SARL, 4.750%, 01/08/32

354,981 0.03

USD 181,000 Froneri Lux FinCo SARL, 6.000%, 01/08/32

183,470 0.02

USD 200,000 FS Luxembourg SARL, 8.875%, 12/02/31

208,724 0.02

USD 250,000 FS Luxembourg SARL, 8.625%, 25/06/33

257,500 0.02

EUR 500,000 Garfunkelux Holdco 3 SA, 9.500%, 01/11/28

88,078 0.01

USD 78,872 GOL Equity Finance SA, 9.500%, 05/12/30

58,759 0.01

EUR 200,000 Grand City Properties Finance SARL, 4.750%, perpetual

228,068 0.02

EUR 13,000 Grand City Properties Finance SARL, 6.125%, perpetual

15,873 0.00

USD 336,000 Herens Holdco SARL, 4.750%, 15/05/28

291,741 0.03

EUR 200,000 Herens Midco SARL, 5.250%, 15/05/29

130,463 0.01

EUR 400,000 InPost SA, 4.000%, 01/04/31 470,048 0.04 EUR 400,000 Intralot Capital Luxembourg SA, 6.750%, 15/10/31

467,617 0.04

EUR 200,000 ION Platform Finance SARL, 7.875%, 01/05/29

238,396 0.02

EUR 200,000 ION Platform Finance SARL, 6.500%, 30/09/30

227,302 0.02

EUR 300,000 ION Platform Finance SARL, 6.875%, 30/09/32

337,021 0.03

EUR 314,297 LHMC Finco 2 SARL, 9.375%, 15/05/30

383,682 0.04

EUR 300,000 Loarre Investments SARL, 6.500%, 15/05/29

362,669 0.03

EUR 400,000 Luna 1.5 SARL, 10.500%, 01/07/32

488,490 0.05

USD 248,000 Luna 1.5 SARL, 12.000%, 01/07/32

259,462 0.03

EUR 400,000 Luna 2 5SARL, 5.500%, 01/07/32 478,369 0.05 EUR 200,000 Lune Holdings SARL, 5.625%, 15/11/28

27,012 0.00

EUR 200,000 Matterhorn Telecom SA, 4.500%, 30/01/30

240,750 0.02

EUR 200,000 Matterhorn Telecom SA, 3.875%, 15/10/30

234,154 0.02

EUR 300,000 Maxam Prill SARL, 6.000%, 15/07/30

359,975 0.03

USD 498,393 MC Brazil Downstream Trading SARL, 7.250%, 30/06/31

437,071 0.04

USD 250,000 Mexico Remittances Funding Fiduciary Estate Management SARL, 12.500%, 15/10/31

257,500 0.02

USD 405,000 Millicom International Cellular SA, 6.250%, 25/03/29

408,675 0.04

Quantity Description

Market Value

372,582 0.04

USD 250,000 Millicom International Cellular SA, 7.375%, 02/04/32

259,806 0.03

USD 500,000 Minerva Luxembourg SA, 4.375%, 18/03/31

464,772 0.04

USD 250,000 Minerva Luxembourg SA, 8.875%, 13/09/33

273,037 0.03

EUR 200,000 Monitchem HoldCo 3 SA, 8.750%, 01/05/28

229,319 0.02

EUR 400,000 Motion Finco SARL, 7.375%, 15/06/30

426,371 0.04

USD 235,000 Motion Finco SARL, 8.375%, 15/02/32

211,033 0.02

USD 80,000 Natura &Co. Luxembourg Holdings SARL, 6.000%, 19/04/29

78,440 0.01

USD 237,500 OHI Group SA, 13.000%, 22/07/29 241,062 0.02 EUR 200,000 PLT VII Finance SARL, 6.000%, 15/06/31

243,607 0.02

EUR 200,000 PRA Group Europe Holding II SARL, 6.250%, 30/09/32

229,018 0.02

USD 350,000 PRIO Luxembourg Holding SARL, 6.750%, 15/10/30

340,462 0.03

USD 415,000 Puma International Financing SA, 7.750%, 25/04/29

427,745 0.04

USD 450,000 Rede D'or Finance SARL, 4.950%, 17/01/28

450,005 0.04

EUR 500,000 Rossini SARL, 6.750%, 31/12/29 616,999 0.06 USD 220,000 Rumo Luxembourg SARL, 5.250%, 10/01/28

219,593 0.02

USD 900,000 Saavi Energia SARL, 8.875%, 10/02/35

976,095 0.09

USD 250,000 Sabesp Lux SARL, 5.625%, 20/08/30

250,850 0.02

EUR 300,000 Samsonite Finco SARL, 4.375%, 15/02/33

351,895 0.03

EUR 200,000 Sani/Ikos Financial Holdings 1 SARL, 7.250%, 31/07/30

246,145 0.02

EUR 600,000 SES SA, 5.500%, 12/09/54 680,007 0.06 EUR 100,000 SES SA, 6.000%, 12/09/54 112,156 0.01 USD 200,000 Simpar Europe SA, 5.200%, 26/01/31

161,000 0.02

USD 606,000 SK Invictus Intermediate II SARL, 5.000%, 30/10/29

600,059 0.06

USD 499,000 Stena International SA, 7.250%, 15/01/31

508,684 0.05

USD 483,000 Stena International SA, 7.625%, 15/02/31

496,800 0.05

EUR 300,000 Summer BC Holdco B SARL, 5.875%, 15/02/30

324,693 0.03

USD 665,000 Telecom Italia Capital SA, 6.375%, 15/11/33

699,265 0.07

USD 316,000 Telecom Italia Capital SA, 6.000%, 30/09/34

324,348 0.03

USD 207,000 Telecom Italia Capital SA, 7.721%, 04/06/38

229,297 0.02

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 551

Page 555

Quantity Description

Market Value

437,605 0.04

EUR 300,000 Telenet Finance Luxembourg Notes SARL, 3.500%, 01/03/28

352,352 0.03

USD 400,000 Telenet Finance Luxembourg Notes SARL, 5.500%, 01/03/28

397,460 0.04

USD 500,000 Threelands Energy Ltd. SARL, 7.450%, 20/10/35

502,527 0.05

USD 133,653 Trinseo Luxco Finance SPV SARL/Trinseo NA Finance SPV LLC, 7.625%, 03/05/29

9,356 0.00

USD 100,000 Ultrapar International SA, 5.250%, 06/06/29

99,790 0.01

USD 100,000 Unigel Luxembourg SA, 8.750%, 01/10/26 ^^

19,000 0.00

USD 300,000 Usiminas International SARL, 7.500%, 27/01/32

311,238 0.03

EUR 379 Vivion Investments SARL, 8.250%, 31/08/28

445 0.00

EUR 256,614 Vivion Investments SARL, 6.500%, 28/02/29

300,508 0.03

EUR 200,000 Vivion Investments SARL, 5.625%, 08/06/30

226,228 0.02

EUR 100,000 Vivion Investments SARL, 8.125%, perpetual

108,704 0.01

EUR 600,000 Whirlpool EMEA Finance SARL, 0.500%, 20/02/28

659,879 0.06

EUR 100,000 Whirlpool Finance Luxembourg SARL, 1.100%, 09/11/27

112,569 0.01

Total Luxembourg 43,070,080 4.03 Malta USD 325,000 VistaJet Malta Finance PLC/Vista Management Holding, Inc., 6.375%, 01/02/30

309,286 0.03

Total Malta 309,286 0.03 Marshall Islands USD 45,000 Danaos Corp., 8.500%, 01/03/28 45,301 0.00 USD 417,000 Seaspan Corp., 5.500%, 01/08/29 396,001 0.04 Total Marshall Islands 441,302 0.04 Mauritius USD 143,162 Azure Power Energy Ltd., 3.575%, 19/08/26

139,976 0.01

USD 154,000 Clean Renewable Power Mauritius Pte. Ltd., 4.250%, 25/03/27

150,143 0.01

USD 418,000 Greenko Power II Ltd., 4.300%, 13/12/28

396,133 0.04

USD 500,000 Greenko Wind Projects Mauritius Ltd., 7.250%, 27/09/28

505,318 0.05

USD 700,000 HTA Group Ltd., 7.500%, 04/06/29 723,352 0.07 USD 400,000 India Clean Energy Holdings, 4.500%, 18/04/27

389,428 0.04

USD 238,315 India Green Power Holdings, 4.000%, 22/02/27

232,315 0.02

USD 200,000 UPL Corp. Ltd., 4.625%, 16/06/30 188,159 0.02 Total Mauritius 2,724,824 0.26

Quantity Description

Market Value

319,000 0.03

USD 300,000 Braskem Idesa SAPI, 6.990%, 20/02/32

174,000 0.02

USD 400,000 Fibra Soma Trust F/6185, 4.375%, 22/07/31

351,432 0.03

USD 250,000 Grupo Aeromexico SAB de CV, 8.250%, 15/11/29

255,327 0.03

USD 350,000 Grupo Aeromexico SAB de CV, 8.625%, 15/11/31

357,325 0.03

USD 250,000 Metalsa SAPI de CV, 3.750%, 04/05/31

216,473 0.02

EUR 300,000 Nemak SAB de CV, 2.250%, 20/07/28

336,532 0.03

USD 650,000 Nemak SAB de CV, 3.625%, 28/06/31

563,672 0.05

USD 1,000,000 Orbia Advance Corp. SAB de CV, 6.800%, 13/05/30

987,581 0.09

USD 260,000 Total Play Telecomunicaciones SA de CV, 6.375%, 20/09/28 ^^

187,200 0.02

USD 550,000 Total Play Telecomunicaciones SA de CV, 11.125%, 31/12/32 ^^

527,615 0.05

Total Mexico 4,276,157 0.40 Morocco USD 500,000 OCP SA, 6.875%, 25/04/44 521,750 0.05 USD 500,000 OCP SA, 5.125%, 23/06/51 413,125 0.04 Total Morocco 934,875 0.09 Netherlands EUR 500,000 Abertis Infraestructuras Finance BV , 2.625%, perpetual

580,922 0.05

EUR 300,000 Abertis Infraestructuras Finance BV, 4.746%, perpetual

359,005 0.03

EUR 300,000 Abertis Infraestructuras Finance BV, 4.870%, perpetual

362,440 0.03

EUR 200,000 Adecco International Financial Services BV, 1.000%, 21/03/82

229,556 0.02

USD 200,000 Alcoa Nederland Holding BV, 4.125%, 31/03/29

196,048 0.02

USD 250,000 Alcoa Nederland Holding BV, 7.125%, 15/03/31

265,626 0.03

EUR 200,000 Ashland Services BV, 2.000%, 30/01/28

228,876 0.02

USD 120,000 Axalta Coating Systems Dutch Holding B BV, 7.250%, 15/02/31

126,554 0.01

EUR 200,000 BE Semiconductor Industries NV, 4.500%, 15/07/31

243,278 0.02

EUR 200,000 Boels Topholding BV, 6.250%, 15/02/29

242,279 0.02

EUR 200,000 Boels Topholding BV, 5.750%, 15/05/30

242,875 0.02

GBP 200,000 Boost Newco Borrower LLC/GTCR W Dutch Finance Sub BV, 8.500%, 15/01/31

287,330 0.03

USD 250,000 Braskem Netherlands Finance BV, 4.500%, 10/01/28

102,546 0.01

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 552

Page 556

Quantity Description

Market Value

194,850 0.02

USD 350,000 Braskem Netherlands Finance BV, 8.500%, 12/01/31

137,051 0.01

USD 300,000 Braskem Netherlands Finance BV, 7.250%, 13/02/33

116,250 0.01

USD 350,000 Braskem Netherlands Finance BV, 8.000%, 15/10/34

135,625 0.01

USD 350,000 Braskem Netherlands Finance BV, 5.875%, 31/01/50

121,187 0.01

EUR 400,000 Brightstar Lottery Holdings BV, 4.250%, 15/03/30

477,587 0.05

EUR 100,000 Centrient Holding BV, 6.750%, 30/05/30

105,083 0.01

EUR 400,000 Citycon Treasury BV, 1.625%, 12/03/28

434,637 0.04

EUR 100,000 Citycon Treasury BV, 6.500%, 08/03/29

118,986 0.01

EUR 100,000 Citycon Treasury BV, 5.000%, 11/03/30

111,569 0.01

EUR 200,000 Citycon Treasury BV, 5.375%, 08/07/31

222,809 0.02

USD 100,000 Coruripe Netherlands BV, 10.000%, 10/02/27

98,875 0.01

EUR 400,000 Darling Global Finance BV, 4.500%, 15/07/32

475,920 0.05

EUR 450,000 Dufry One BV, 3.375%, 15/04/28 529,209 0.05 EUR 400,000 Dufry One BV, 4.750%, 18/04/31 485,947 0.05 EUR 100,000 Dufry One BV, 4.500%, 23/05/32 120,214 0.01 EUR 200,000 Eastern European Electric Co. BV, 6.500%, 15/05/30

246,697 0.02

USD 532,000 Elastic NV, 4.125%, 15/07/29 515,224 0.05 EUR 400,000 Energizer Gamma Acquisition BV, 3.500%, 30/06/29

454,345 0.04

EUR 450,000 Flora Food Management BV, 6.875%, 02/07/29

524,934 0.05

EUR 150,000 Goodyear Europe BV, 2.750%, 15/08/28

171,996 0.02

EUR 100,000 House of HR Group BV, 9.000%, 03/11/29

117,698 0.01

EUR 400,000 IPD 3 BV, 5.500%, 15/06/31 475,166 0.04 EUR 300,000 Koninklijke FrieslandCampina NV, 4.850%, perpetual

356,304 0.03

EUR 500,000 Koninklijke KPN NV, 4.875%, perpetual

607,055 0.06

EUR 175,000 Koninklijke KPN NV, 6.000%, perpetual

215,470 0.02

USD 500,000 Metinvest BV, 7.750%, 17/10/29 376,315 0.04 USD 520,523 MV24 Capital BV, 6.748%, 01/06/34

516,145 0.05

EUR 200,000 Odido Group Holding BV, 5.500%, 15/01/30

236,449 0.02

EUR 325,000 Odido Holding BV, 3.750%, 15/01/29

381,916 0.04

EUR 100,000 OI European Group BV, 6.250%, 15/05/28

120,824 0.01

Quantity Description

Market Value

605,824 0.06

USD 550,000 OI European Group BV, 4.750%, 15/02/30

532,190 0.05

USD 165,000 Petrobras Global Finance BV, 7.375%, 17/01/27

170,405 0.02

USD 550,000 Petrobras Global Finance BV, 5.999%, 27/01/28

559,442 0.05

USD 1,000,000 Petrobras Global Finance BV, 5.125%, 10/09/30

979,930 0.09

USD 125,000 Petrobras Global Finance BV, 5.600%, 03/01/31

125,562 0.01

USD 350,000 Petrobras Global Finance BV, 6.500%, 03/07/33

360,885 0.03

GBP 300,000 Petrobras Global Finance BV, 6.625%, 16/01/34

400,857 0.04

USD 500,000 Petrobras Global Finance BV, 6.000%, 13/01/35

493,600 0.05

USD 650,000 Petrobras Global Finance BV, 6.250%, 10/01/36

637,769 0.06

USD 325,000 Petrobras Global Finance BV, 6.875%, 20/01/40

330,197 0.03

USD 400,000 Petrobras Global Finance BV, 6.750%, 27/01/41

400,893 0.04

USD 100,000 Petrobras Global Finance BV, 5.625%, 20/05/43

87,896 0.01

USD 700,000 Petrobras Global Finance BV, 7.250%, 17/03/44

725,673 0.07

USD 550,000 Petrobras Global Finance BV, 5.500%, 10/06/51

452,762 0.04

USD 780,000 Petrobras Global Finance BV, 6.850%, 05/06/15

730,678 0.07

EUR 200,000 Phoenix PIB Dutch Finance BV, 4.875%, 10/07/29

246,383 0.02

EUR 400,000 Q-Park Holding I BV, 5.125%, 01/03/29

482,694 0.05

EUR 200,000 Q-Park Holding I BV, 5.125%, 15/02/30

242,517 0.02

EUR 200,000 Q-Park Holding I BV, 4.250%, 01/09/30

238,150 0.02

EUR 300,000 Saipem Finance International BV, 3.125%, 31/03/28

353,912 0.03

EUR 200,000 Saipem Finance International BV, 4.875%, 30/05/30

247,807 0.02

USD 603,000 Sensata Technologies BV, 4.000%, 15/04/29

588,343 0.06

EUR 200,000 Sigma Holdco BV, 8.625%, 15/04/31

202,065 0.02

EUR 200,000 Sudzucker International Finance BV, 5.950%, perpetual

224,861 0.02

EUR 131,057 Summer BidCo BV, 10.000%, 15/02/29

155,377 0.02

USD 190,000 Sunrise FinCo I BV, 4.875%, 15/07/31

180,975 0.02

EUR 300,000 Sunrise FinCo I BV, 4.625%, 15/05/32

355,869 0.03

EUR 700,000 Telefonica Europe BV, 5.752%, 31/12/99

870,240 0.08

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 553

Page 557

Quantity Description

Market Value

669,072 0.06

EUR 100,000 Telefonica Europe BV, 2.502%, perpetual

115,999 0.01

EUR 300,000 Telefonica Europe BV, 2.875%, perpetual

347,534 0.03

EUR 400,000 Telefonica Europe BV, 2.880%, perpetual

459,759 0.04

EUR 100,000 Telefonica Europe BV, 6.135%, perpetual

125,318 0.01

EUR 500,000 Telefonica Europe BV, 6.750%, perpetual

648,837 0.06

EUR 400,000 Telefonica Europe BV, 7.125%, perpetual

508,525 0.05

EUR 200,000 TenneT Holding BV, 4.625%, perpetual

242,543 0.02

EUR 200,000 TenneT Holding BV, 4.875%, perpetual

244,199 0.02

EUR 675,000 Teva Pharmaceutical Finance Netherlands II BV, 3.750%, 09/05/27

800,461 0.08

EUR 400,000 Teva Pharmaceutical Finance Netherlands II BV, 1.625%, 15/10/28

452,663 0.04

EUR 200,000 Teva Pharmaceutical Finance Netherlands II BV, 7.375%, 15/09/29

264,268 0.03

EUR 700,000 Teva Pharmaceutical Finance Netherlands II BV, 4.375%, 09/05/30

843,572 0.08

EUR 500,000 Teva Pharmaceutical Finance Netherlands II BV, 4.125%, 01/06/31

595,434 0.06

USD 500,000 Teva Pharmaceutical Finance Netherlands III BV, 6.750%, 01/03/28

518,911 0.05

USD 1,000,000 Teva Pharmaceutical Finance Netherlands III BV, 5.125%, 09/05/29

1,011,301 0.10

USD 350,000 Teva Pharmaceutical Finance Netherlands III BV, 7.875%, 15/09/29

385,010 0.04

USD 650,000 Teva Pharmaceutical Finance Netherlands III BV, 8.125%, 15/09/31

748,436 0.07

USD 1,000,000 Teva Pharmaceutical Finance Netherlands III BV, 4.100%, 01/10/46

756,205 0.07

USD 250,000 Teva Pharmaceutical Finance Netherlands IV BV, 5.750%, 01/12/30

259,306 0.02

EUR 200,000 Triodos Bank NV, 2.250%, 05/02/32

230,977 0.02

EUR 300,000 Trivium Packaging Finance BV, 6.625%, 15/07/30

371,004 0.03

USD 535,000 Trivium Packaging Finance BV, 8.250%, 15/07/30

573,512 0.05

USD 200,000 Trivium Packaging Finance BV, 12.250%, 15/01/31

217,007 0.02

Quantity Description

Market Value

175,767 0.02

EUR 200,000 United Group BV, 5.250%, 01/02/30

234,050 0.02

EUR 200,000 United Group BV, 6.750%, 15/02/31

241,354 0.02

EUR 300,000 United Group BV, 6.500%, 31/10/31

359,631 0.03

EUR 400,000 United Group BV, 6.250%, 31/01/32

471,565 0.04

EUR 200,000 Versuni Group BV, 3.125%, 15/06/28

230,626 0.02

USD 400,000 Vivo Energy Investments BV, 5.125%, 24/09/27

398,321 0.04

EUR 300,000 VZ Secured Financing BV, 3.500%, 15/01/32

328,448 0.03

USD 1,120,000 VZ Secured Financing BV, 5.000%, 15/01/32

1,013,548 0.10

EUR 300,000 VZ Secured Financing BV, 5.250%, 15/01/33

345,429 0.03

USD 200,000 VZ Secured Financing BV, 7.500%, 15/01/33

202,606 0.02

EUR 200,000 VZ Vendor Financing II BV, 2.875%, 15/01/29

221,858 0.02

EUR 300,000 Wintershall Dea Finance 2 BV, 3.000%, perpetual

338,242 0.03

EUR 700,000 Wintershall Dea Finance 2 BV, 6.117%, perpetual

838,688 0.08

USD 600,000 Yinson Bergenia Production BV, 8.498%, 31/01/45

628,075 0.06

USD 637,708 Yinson Boronia Production BV, 8.947%, 31/07/42

694,791 0.07

EUR 400,000 ZF Europe Finance BV, 2.500%, 23/10/27

462,662 0.04

EUR 300,000 ZF Europe Finance BV, 4.750%, 31/01/29

351,259 0.03

EUR 400,000 ZF Europe Finance BV, 6.125%, 13/03/29

487,400 0.05

EUR 300,000 ZF Europe Finance BV, 3.000%, 23/10/29

330,235 0.03

EUR 500,000 ZF Europe Finance BV, 7.000%, 12/06/30

618,635 0.06

EUR 400,000 Ziggo Bond Co. BV, 3.375%, 28/02/30

417,522 0.04

EUR 205,000 Ziggo Bond Co. BV, 6.125%, 15/11/32

226,435 0.02

EUR 100,000 Ziggo BV, 2.875%, 15/01/30 110,846 0.01 USD 680,000 Ziggo BV, 4.875%, 15/01/30 642,757 0.06 Total Netherlands 46,414,031 4.34 Nigeria USD 170,000 Access Bank PLC, 6.125%, 21/09/26

169,235 0.01

USD 200,000 Fidelity Bank PLC, 7.625%, 28/10/26

199,932 0.02

USD 500,000 SEPLAT Energy PLC, 9.125%, 21/03/30

519,190 0.05

Total Nigeria 888,357 0.08

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 554

Page 558

Quantity Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Corporate Bonds - 95.73% (continued) Norway USD 615,000 TGS ASA, 8.500%, 15/01/30 642,148 0.06 EUR 300,000 Var Energi ASA, 7.862%, 15/11/83 386,842 0.04 Total Norway 1,028,990 0.10 Oman USD 600,000 Mazoon Assets Co. SAOC, 5.200%, 08/11/27

605,074 0.06

USD 350,000 Mazoon Assets Co. SAOC, 5.250%, 09/10/31

355,941 0.03

USD 450,000 OQ SAOC, 5.125%, 06/05/28 453,425 0.04 Total Oman 1,414,440 0.13 Panama USD 224,042 AES Panama Generation Holdings SRL, 4.375%, 31/05/30

210,493 0.02

USD 200,000 Banco General SA, 5.250%, perpetual

188,980 0.02

USD 314,000 Banistmo SA, 4.250%, 31/07/27 310,201 0.03 USD 840,000 Carnival Corp., 5.125%, 01/05/29 849,315 0.08 EUR 100,000 Carnival Corp., 5.750%, 15/01/30 125,967 0.01 USD 846,000 Carnival Corp., 5.875%, 15/06/31 873,837 0.08 USD 1,806,000 Carnival Corp., 5.750%, 01/08/32 1,853,463 0.17 USD 479,000 Carnival Corp., 6.125%, 15/02/33 494,611 0.05 USD 480,000 Telecomunicaciones Digitales SA, 4.500%, 30/01/30

456,854 0.04

Total Panama 5,363,721 0.50 Paraguay USD 100,000 Frigorifico Concepcion SA, 7.700%, 21/07/28

47,000 0.00

USD 200,000 Telefonica Celular del Paraguay SA, 5.875%, 15/04/27

199,500 0.02

Total Paraguay 246,500 0.02 Peru USD 150,000 Banco Internacional del Peru SAA Interbank, 6.397%, 30/04/35

157,500 0.02

USD 50,000 Camposol SA, 6.000%, 03/02/27 49,374 0.00 USD 450,000 Minsur SA, 4.500%, 28/10/31 430,963 0.04 USD 375,050 Peru LNG SRL, 5.375%, 22/03/30 361,985 0.03 USD 600,000 Petroleos del Peru SA, 4.750%, 19/06/32

442,500 0.04

USD 900,000 Petroleos del Peru SA, 5.625%, 19/06/47

572,069 0.05

USD 400,000 SAN Miguel Industrias Pet SA/NG PET R&P Latin America SA, 3.750%, 02/08/28

383,096 0.04

USD 500,000 Volcan Cia Minera SAA, 8.500%, 28/10/32

514,440 0.05

Total Peru 2,911,927 0.27 Poland EUR 200,000 GTC Finance DAC, 6.500%, 15/10/30

218,202 0.02

EUR 200,000 mBank SA, 4.778%, 25/09/35 241,237 0.02 EUR 100,000 MLP Group SA, 6.125%, 15/10/29 121,835 0.01 EUR 250,000 Synthos SA, 2.500%, 07/06/28 274,117 0.03 Total Poland 855,391 0.08

Quantity Description

Market Value

% of Net Assets Transferable securities admitted to an official stock exchange listing or dealt in on another regulated market (continued) Corporate Bonds - 95.73% (continued) Portugal EUR 300,000 EDP SA, 4.750%, 29/05/54 363,346 0.03 EUR 400,000 EDP SA, 4.625%, 16/09/54 482,057 0.05 EUR 200,000 EDP SA, 4.500%, 27/05/55 238,406 0.02 EUR 400,000 EDP SA, 4.375%, 02/12/55 466,698 0.04 EUR 700,000 EDP SA, 1.500%, 14/03/82 806,185 0.08 EUR 300,000 EDP SA, 1.875%, 14/03/82 329,138 0.03 EUR 500,000 EDP SA, 5.943%, 23/04/83 617,482 0.06 EUR 200,000 Transportes Aereos Portugueses SA, 5.125%, 15/11/29

243,856 0.02

Total Portugal 3,547,168 0.33 Puerto Rico USD 387,000 Popular, Inc., 7.250%, 13/03/28 407,828 0.04 Total Puerto Rico 407,828 0.04 Romania EUR 400,000 Banca Transilvania SA, 5.125%, 30/09/30

481,806 0.05

EUR 100,000 CEC Bank SA, 5.625%, 28/11/29 121,426 0.01 EUR 500,000 Digi Romania SA, 4.625%, 29/10/31

585,761 0.05

Total Romania 1,188,993 0.11 Serbia USD 300,000 Telecommunications Co. Telekom Srbija AD Belgrade, 7.000%, 28/10/29

299,626 0.03

Total Serbia 299,626 0.03 Singapore USD 125,000 Avation Group S Pte. Ltd., 8.500%, 15/05/31

123,107 0.01

USD 200,000 Continuum Energy Aura Pte. Ltd., 9.500%, 24/02/27

202,939 0.02

USD 250,000 Medco Cypress Tree Pte. Ltd., 8.625%, 19/05/30

262,649 0.03

USD 500,000 Medco Laurel Tree Pte. Ltd., 6.950%, 12/11/28

503,556 0.05

USD 237,000 Seagate Data Storage Technology Pte. Ltd., 4.091%, 01/06/29

232,244 0.02

USD 184,000 Seagate Data Storage Technology Pte. Ltd., 5.875%, 15/07/30

189,679 0.02

USD 407,760 Seagate Data Storage Technology Pte. Ltd., 9.625%, 01/12/32

462,922 0.04

USD 250,000 Seagate Data Storage Technology Pte. Ltd., 5.750%, 01/12/34

256,219 0.02

Total Singapore 2,233,315 0.21 Slovenia EUR 100,000 Nova Ljubljanska Banka DD, 6.875%, 24/01/34

126,693 0.01

Total Slovenia 126,693 0.01 South Africa USD 250,000 Transnet, 8.250%, 06/02/28 263,898 0.03 Total South Africa 263,898 0.03

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 555

Page 559

Quantity Description

Market Value

351,722 0.03

USD 250,000 AL Candelaria -spain- SA, 5.750%, 15/06/33

220,798 0.02

EUR 100,000 Almirall SA, 3.750%, 15/06/31 118,332 0.01 EUR 400,000 Banco de Credito Social Cooperativo SA, 4.250%, 13/10/37

466,583 0.04

EUR 300,000 Celsa Opco SA, 8.250%, 15/12/30 365,010 0.04 EUR 200,000 eDreams ODIGEO SA, 4.875%, 30/12/30

218,681 0.02

USD 471,000 EnfraGen Energia Sur SA/EnfraGen Spain SA/Prime Energia SpA, 5.375%, 30/12/30

438,184 0.04

USD 200,000 EnfraGen Energia Sur SAU/EnfraGen Chile SpA/EnfraGen Spain SAU, 8.499%, 30/06/32

207,159 0.02

EUR 400,000 Eroski S Coop, 5.750%, 15/05/31 487,029 0.05 EUR 200,000 Gestamp Automocion SA, 4.375%, 15/10/30

236,645 0.02

EUR 100,000 Green Bidco SA, 10.250%, 15/07/28

19,291 0.00

EUR 300,000 Grifols SA, 2.250%, 15/11/27 350,616 0.03 EUR 600,000 Grifols SA, 3.875%, 15/10/28 696,972 0.07 USD 600,000 Grifols SA, 4.750%, 15/10/28 592,557 0.06 EUR 100,000 Grupo Antolin Irausa SA, 3.500%, 30/04/28

85,995 0.01

EUR 200,000 Grupo Antolin Irausa SA, 10.375%, 30/01/30

170,930 0.02

EUR 200,000 Kaixo Bondco Telecom SA, 5.125%, 30/09/29

237,744 0.02

EUR 300,000 Naturgy Finance Iberia SA, 2.374%, perpetual

349,529 0.03

EUR 100,000 Neinor Homes SA, 5.875%, 15/02/30

121,899 0.01

USD 250,000 Termocandelaria Power SA, 7.875%, 30/01/29

250,500 0.02

USD 250,000 Termocandelaria Power SA, 7.750%, 17/09/31

257,500 0.03

EUR 200,000 Unicaja Banco SA, 3.125%, 19/07/32

235,164 0.02

EUR 100,000 Unicaja Banco SA, 5.500%, 22/06/34

123,178 0.01

EUR 200,000 Via Celere Desarrollos Inmobiliarios SA, 4.875%, 15/04/31

233,539 0.02

Total Spain 6,835,557 0.64 Supranationals EUR 200,000 HSE Finance SARL, 5.625%, 31/12/49

92,782 0.01

Total Supranationals 92,782 0.01

Quantity Description

Market Value

197,345 0.02

EUR 100,000 Asmodee Group AB, 4.250%, 15/12/31

118,472 0.01

EUR 300,000 Assemblin Caverion Group AB, 6.250%, 01/07/30

366,707 0.04

EUR 600,000 Castellum AB, 3.125%, perpetual 693,307 0.07 EUR 100,000 Dometic Group AB, 2.000%, 29/09/28

113,356 0.01

EUR 200,000 Dometic Group AB, 5.000%, 11/09/30

239,098 0.02

EUR 300,000 Heimstaden AB, 8.375%, 29/01/30 374,744 0.04 EUR 100,000 Heimstaden AB, 7.361%, 24/01/31 120,399 0.01 EUR 300,000 Heimstaden Bostad AB, 3.000%, 31/12/99

340,587 0.03

EUR 300,000 Heimstaden Bostad AB, 2.625%, perpetual

342,228 0.03

EUR 500,000 Heimstaden Bostad AB, 3.625%, perpetual

579,804 0.06

EUR 200,000 Heimstaden Bostad AB, 6.250%, perpetual

245,489 0.02

EUR 200,000 Intrum Investments & Financing AB, 7.750%, 11/09/27

223,156 0.02

EUR 200,000 Intrum Investments & Financing AB, 8.000%, 11/09/27

237,970 0.02

EUR 200,000 Intrum Investments & Financing AB, 7.750%, 11/09/28

204,775 0.02

EUR 300,000 Intrum Investments & Financing AB, 8.500%, 11/09/29

297,742 0.03

EUR 300,000 Intrum Investments & Financing AB, 8.500%, 11/09/30

295,831 0.03

EUR 160,000 Preem AB, 12.000%, 30/06/27 193,970 0.02 EUR 300,000 Samhallsbyggnadsbolaget I Norden Holding AB, 2.250%, 12/07/27

334,642 0.03

EUR 325,000 Samhallsbyggnadsbolaget I Norden Holding AB, 0.750%, 14/11/28

322,463 0.03

EUR 300,000 Samhallsbyggnadsbolaget I Norden Holding AB, 1.125%, 26/09/29

288,933 0.03

EUR 100,000 Verisure Holding AB, 7.125%, 01/02/28

120,560 0.01

EUR 300,000 Verisure Holding AB, 5.500%, 15/05/30

365,192 0.03

EUR 500,000 Verisure Midholding AB, 5.250%, 15/02/29

588,575 0.06

EUR 300,000 Volvo Car AB, 2.500%, 07/10/27 349,687 0.03 EUR 100,000 Volvo Car AB, 4.250%, 31/05/28 120,630 0.01 EUR 300,000 Volvo Car AB, 4.200%, 10/06/29 358,007 0.03 EUR 200,000 Volvo Car AB, 4.750%, 08/05/30 244,052 0.02 Total Sweden 8,277,721 0.78

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 556

Page 560

Quantity Description

Market Value

71 1,976 0.07

USD 250,000 Muangthai Capital PCL, 6.875%, 30/09/28

253,811 0.02

Total Thailand 965,787 0.09 Trinidad And Tobago USD 550,000 Heritage Petroleum Co. Ltd., 9.000%, 12/08/29

565,180 0.05

USD 200,000 National Gas Co. of Trinidad & Tobago Ltd., 6.050%, 15/01/36

183,886 0.02

USD 25,000 Telecommunications Services of Trinidad & Tobago Ltd., 8.875%, 18/10/29

25,375 0.00

USD 250,000 Trinidad Generation UnLtd., 7.750%, 16/06/33

259,063 0.03

Total Trinidad And Tobago 1,033,504 0.10 Turkey USD 350,000 Akbank TAS, 7.498%, 20/01/30 370,217 0.04 USD 350,000 Akbank TAS, 7.875%, 04/09/35 361,249 0.03 USD 450,000 Anadolu Efes Biracilik Ve Malt Sanayii AS, 3.375%, 29/06/28

420,734 0.04

USD 350,000 Arcelik AS, 8.500%, 25/09/28 369,704 0.03 USD 250,000 Aydem Yenilenebilir Enerji AS, 9.875%, 30/09/30

245,916 0.02

USD 200,000 Cimko Cimento Ve Beton Sanayi Ve Ticaret AS, 10.750%, 21/05/30

211,319 0.02

USD 500,000 Eregli Demir ve Celik Fabrikalari TAS, 8.375%, 23/07/29

526,078 0.05

USD 350,000 Ford Otomotiv Sanayi AS, 7.125%, 25/04/29

362,032 0.03

USD 250,000 GDZ Elektrik Dagitim AS, 9.000%, 15/10/29

242,734 0.02

USD 250,000 ICA ICTAS Altyapi Yavuz Sultan Selim Koprusu Ve Kuzey Cevre Otoyolu Yatirim Ve I, 7.536%, 31/10/27

255,575 0.02

USD 250,000 Limak Yenilenebilir Enerji AS, 9.625%, 12/08/30

245,413 0.02

USD 450,000 Mersin Uluslararasi Liman Isletmeciligi AS, 8.250%, 15/11/28

468,727 0.04

USD 400,000 Pegasus Hava Tasimaciligi AS, 8.000%, 11/09/31

421,264 0.04

USD 200,000 QNB Bank AS, 10.750%, 15/11/33 225,486 0.02 USD 150,000 TAV Havalimanlari Holding AS, 8.500%, 07/12/28

156,538 0.02

USD 100,000 TC Ziraat Bankasi AS, 8.000%, 16/01/29

106,284 0.01

USD 500,000 TC Ziraat Bankasi AS, 7.250%, 04/02/30

519,636 0.05

USD 250,000 TC Ziraat Bankasi AS, 8.994%, 02/08/34

265,879 0.03

USD 100,000 Turk Ekonomi Bankasi AS, 9.375%, 17/01/34

106,724 0.01

USD 300,000 Turk Telekomunikasyon AS, 7.375%, 20/05/29

312,616 0.03

Quantity Description

Market Value

255,460 0.02

USD 500,000 Turkcell Iletisim Hizmetleri AS, 5.800%, 11/04/28

504,391 0.05

USD 200,000 Turkcell Iletisim Hizmetleri AS, 7.450%, 24/01/30

210,127 0.02

USD 150,000 Turkiye Garanti Bankasi AS, 8.375%, 28/02/34

156,549 0.02

USD 150,000 Turkiye Garanti Bankasi AS, 8.125%, 03/01/35

155,886 0.01

USD 500,000 Turkiye Garanti Bankasi AS, 8.125%, 08/01/36

519,470 0.05

USD 350,000 Turkiye Garanti Bankasi AS, 7.625%, 15/04/36

354,623 0.03

USD 300,000 Turkiye Is Bankasi AS, 7.750%, 12/06/29

317,490 0.03

USD 250,000 Turkiye Sinai Kalkinma Bankasi AS, 9.375%, 19/10/28

273,821 0.03

USD 200,000 Turkiye Vakiflar Bankasi TAO, 9.000%, 12/10/28

217,266 0.02

USD 300,000 Turkiye Vakiflar Bankasi TAO, 6.875%, 07/01/30

308,005 0.03

USD 400,000 Turkiye Vakiflar Bankasi TAO, 7.250%, 31/07/30

414,250 0.04

USD 300,000 Turkiye Vakiflar Bankasi TAO, 1.000%, 05/10/34

319,643 0.03

USD 300,000 Ulker Biskuvi Sanayi AS, 7.875%, 08/07/31

315,868 0.03

USD 250,000 Vestel Elektronik Sanayi ve Ticaret AS, 9.750%, 15/05/29

180,857 0.02

USD 450,000 Yapi ve Kredi Bankasi AS, 9.250%, 16/10/28

493,666 0.05

USD 250,000 Yapi ve Kredi Bankasi AS, 7.250%, 03/03/30

259,942 0.02

USD 400,000 Yapi ve Kredi Bankasi AS, 9.250%, 17/01/34

426,519 0.04

USD 500,000 Zorlu Enerji Elektrik Uretim AS, 11.000%, 23/04/30

432,049 0.04

Total Turkey 12,310,007 1.15 United Arab Emirates USD 400,000 Alpha Star Holding VIII Ltd., 8.375%, 12/04/27

412,227 0.04

USD 350,000 Axian Telecom Holding & Management PLC, 7.250%, 11/07/30

352,416 0.03

USD 600,000 Binghatti Sukuk 2 SPV Ltd., 7.750%, 02/07/29

586,669 0.06

USD 350,000 Binghatti Sukuk SPC Ltd., 9.625%, 28/02/27

355,888 0.03

USD 120,000 Oztel Holdings SPC Ltd., 6.625%, 24/04/28

124,923 0.01

Total United Arab Emirates 1,832,123 0.17

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 557

Page 561

Quantity Description

Market Value

253,275 0.02

USD 474,000 Allwyn Entertainment Financing U.K. PLC, 7.875%, 30/04/29

493,074 0.05

EUR 180,000 Allwyn Entertainment Financing U.K. PLC, 7.250%, 30/04/30

222,182 0.02

EUR 400,000 Allwyn Entertainment Financing U.K. PLC, 4.125%, 15/02/31

462,732 0.04

EUR 400,000 Amber Finco PLC, 6.625%, 15/07/29

493,315 0.05

USD 420,000 Atlantica Sustainable Infrastructure Ltd., 4.125%, 15/06/28

407,312 0.04

USD 903,000 Avianca Midco 2 PLC, 9.000%, 01/12/28

909,014 0.09

USD 277,000 Avianca Midco 2 PLC, 9.625%, 14/02/30

277,942 0.03

USD 700,000 Azule Energy Finance PLC, 8.125%, 23/01/30

700,910 0.07

EUR 200,000 BCP V Modular Services Finance II PLC, 4.750%, 30/11/28

221,806 0.02

GBP 100,000 BCP V Modular Services Finance II PLC, 6.125%, 30/11/28

126,257 0.01

EUR 300,000 BCP V Modular Services Finance II PLC, 6.500%, 10/07/31

328,498 0.03

EUR 200,000 BCP V Modular Services Finance PLC, 6.750%, 30/11/29

181,172 0.02

GBP 775,000 Bellis Acquisition Co. PLC, 8.125%, 14/05/30

969,526 0.09

EUR 400,000 Bellis Acquisition Co. PLC, 8.000%, 01/07/31

455,265 0.04

EUR 300,000 Belron U.K. Finance PLC, 4.625%, 15/10/29

362,090 0.03

USD 515,000 Belron U.K. Finance PLC, 5.750%, 15/10/29

525,913 0.05

USD 482,000 Biocon Biologics Global PLC, 6.670%, 09/10/29

485,438 0.05

GBP 90,000 Boparan Finance PLC, 9.375%, 07/11/29

129,075 0.01

EUR 100,000 Brightstar Lottery PLC, 2.375%, 15/04/28

115,745 0.01

USD 264,000 Brightstar Lottery PLC, 5.250%, 15/01/29

263,401 0.03

USD 177,000 Brightstar Lottery PLC/Brightstar Global Solutions Corp., 5.750%, 15/01/33

175,732 0.02

EUR 400,000 British Telecommunications PLC, 5.125%, 03/10/54

488,148 0.05

GBP 200,000 British Telecommunications PLC, 6.375%, 03/12/55

274,987 0.03

USD 450,000 British Telecommunications PLC, 4.250%, 23/11/81

444,317 0.04

USD 370,000 British Telecommunications PLC, 4.875%, 23/11/81

357,450 0.03

GBP 300,000 British Telecommunications PLC, 8.375%, 20/12/83

433,162 0.04

Quantity Description

Market Value

359,917 0.03

USD 498,000 California Buyer Ltd./Atlantica Sustainable Infrastructure PLC, 6.375%, 15/02/32

498,821 0.05

GBP 100,000 Canary Wharf Group Investment Holdings PLC, 3.375%, 23/04/28

126,464 0.01

EUR 300,000 Carnival PLC, 1.000%, 28/10/29 327,930 0.03 EUR 500,000 Carnival PLC, 4.125%, 15/07/31 594,566 0.06 GBP 300,000 CD&R Firefly Bidco PLC, 8.625%, 30/04/29

422,195 0.04

GBP 200,000 Centrica PLC, 6.500%, 21/05/55 277,083 0.03 GBP 400,000 Deuce Finco PLC, 7.000%, 20/11/31

543,378 0.05

EUR 200,000 Drax Finco PLC, 5.875%, 15/04/29

243,489 0.02

GBP 250,000 Edge Finco PLC, 8.125%, 15/08/31

357,284 0.03

EUR 200,000 EG Global Finance PLC, 11.000%, 30/11/28

254,419 0.02

USD 250,000 EG Global Finance PLC, 12.000%, 30/11/28

271,721 0.03

USD 250,000 Endeavour Mining PLC, 7.000%, 28/05/30

258,181 0.02

EUR 100,000 Energean PLC, 5.625%, 12/05/31 117,444 0.01 EUR 300,000 Entain PLC, 4.875%, 30/11/31 354,681 0.03 GBP 200,000 Future PLC, 6.750%, 10/07/30 267,376 0.03 GBP 200,000 Galaxy Bidco Ltd., 8.125%, 19/12/29

282,456 0.03

GBP 300,000 Gatwick Airport Finance PLC, 6.000%, 21/11/30

404,128 0.04

USD 359,000 Global Auto Holdings Ltd./AAG FH U.K. Ltd., 8.375%, 15/01/29

352,717 0.03

USD 450,000 Global Auto Holdings Ltd./AAG FH U.K. Ltd., 11.500%, 15/08/29

471,237 0.04

GBP 200,000 Heathrow Finance PLC, 4.125%, 01/09/29

252,555 0.02

GBP 200,000 Heathrow Finance PLC, 6.625%, 01/03/31

270,495 0.03

USD 735,000 Howden U.K. Refinance PLC/Howden U.K. Refinance 2 PLC/Howden U.S. Refinance LLC, 7.250%, 15/02/31

756,906 0.07

USD 110,000 Howden U.K. Refinance PLC/Howden U.K. Refinance 2 PLC/Howden U.S. Refinance LLC, 8.125%, 15/02/32

113,557 0.01

GBP 192,000 Iceland Bondco PLC, 10.875%, 15/12/27

272,804 0.03

EUR 200,000 INEOS Finance PLC, 6.625%, 15/05/28

217,325 0.02

USD 634,000 INEOS Finance PLC, 6.750%, 15/05/28

560,876 0.05

EUR 300,000 INEOS Finance PLC, 6.375%, 15/04/29

309,146 0.03

USD 59,000 INEOS Finance PLC, 7.500%, 15/04/29

51,252 0.01

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 558

Page 562

Quantity Description

Market Value

396,138 0.04

EUR 400,000 INEOS Finance PLC, 7.250%, 31/03/31

404,235 0.04

EUR 500,000 INEOS Quattro Finance 2 PLC, 8.500%, 15/03/29

466,539 0.04

USD 194,000 INEOS Quattro Finance 2 PLC, 9.625%, 15/03/29

134,370 0.01

EUR 225,000 INEOS Quattro Finance 2 PLC, 6.750%, 15/04/30

194,901 0.02

EUR 200,000 International Personal Finance PLC, 10.750%, 14/12/29

253,540 0.02

USD 450,000 Ithaca Energy North Sea PLC, 8.125%, 15/10/29

464,869 0.04

EUR 200,000 Ithaca Energy North Sea PLC, 5.500%, 01/10/31

236,096 0.02

USD 350,000 Jaguar Land Rover Automotive PLC, 4.500%, 01/10/27

345,886 0.03

EUR 300,000 Jaguar Land Rover Automotive PLC, 4.500%, 15/07/28

354,708 0.03

GBP 200,000 Jerrold Finco PLC, 7.875%, 15/04/30

276,085 0.03

GBP 300,000 Jerrold Finco PLC, 7.500%, 15/06/31

411,104 0.04

GBP 100,000 Kier Group PLC, 9.000%, 15/02/29

141,212 0.01

USD 475,000 MARB BondCo PLC, 3.950%, 29/01/31

430,408 0.04

EUR 300,000 Market Bidco Finco PLC, 6.750%, 31/01/31

348,492 0.03

GBP 300,000 Market Bidco Finco PLC, 8.750%, 31/01/31

396,999 0.04

GBP 200,000 Metro Bank Holdings PLC, 12.000%, 30/04/29

306,682 0.03

GBP 100,000 Metro Bank Holdings PLC, 14.000%, 30/04/34

161,240 0.02

GBP 200,000 Miller Homes Group Finco PLC, 7.000%, 15/05/29

270,376 0.03

GBP 200,000 Mobico Group PLC, 3.625%, 20/11/28

242,451 0.02

EUR 200,000 Mobico Group PLC, 4.875%, 26/09/31

185,931 0.02

EUR 400,000 NGG Finance PLC, 2.125%, 05/09/82

462,115 0.04

EUR 300,000 Nomad Foods Bondco PLC, 2.500%, 24/06/28

344,388 0.03

GBP 100,000 Ocado Group PLC, 10.500%, 08/08/29

134,961 0.01

GBP 300,000 Ocado Group PLC, 11.000%, 15/06/30

406,998 0.04

USD 200,000 Odeon Finco PLC, 12.750%, 01/11/27

206,213 0.02

EUR 200,000 OEG Finance PLC, 7.250%, 27/09/29

245,533 0.02

EUR 400,000 PCC Global PLC, 8.250%, 15/11/30

450,434 0.04

EUR 100,000 PeopleCert Wisdom Issuer PLC, 5.500%, 15/06/31

118,100 0.01

Quantity Description

Market Value

368,729 0.03

GBP 200,000 Pinnacle Bidco PLC, 10.000%, 11/10/28

283,132 0.03

EUR 300,000 Project Grand U.K. PLC, 9.000%, 01/06/29

367,517 0.03

GBP 300,000 Punch Finance PLC, 7.875%, 30/12/30

410,792 0.04

GBP 100,000 Sainsbury's Bank PLC, 10.500%, 12/03/33

146,144 0.01

EUR 100,000 Sherwood Financing PLC, 7.625%, 15/12/29

114,034 0.01

GBP 100,000 Sherwood Financing PLC, 9.625%, 15/12/29

131,919 0.01

EUR 100,000 SIG PLC, 9.750%, 31/10/29 110,153 0.01 USD 500,000 Sisecam U.K. PLC, 8.625%, 02/05/32

519,763 0.05

EUR 200,000 Synthomer PLC, 7.375%, 02/05/29

207,732 0.02

GBP 213,474 TalkTalk Telecom Group Ltd., 8.250%, 29/02/28

179,458 0.02

EUR 200,000 Titan Global Finance PLC, 2.750%, 09/07/27

234,149 0.02

USD 500,000 Trident Energy Finance PLC, 12.500%, 30/11/29

507,383 0.05

USD 200,000 Vedanta Resources Finance II PLC, 10.250%, 03/06/28

206,827 0.02

USD 1,000,000 Vedanta Resources Finance II PLC, 10.875%, 17/09/29

1,055,195 0.10

USD 200,000 Vedanta Resources Finance II PLC, 9.475%, 24/07/30

204,592 0.02

USD 250,000 Vedanta Resources Finance II PLC, 11.250%, 03/12/31

268,760 0.03

USD 250,000 Vedanta Resources Finance II PLC, 9.125%, 15/10/32

251,978 0.02

EUR 289,723 Victoria PLC, 9.875%, 26/08/29 276,141 0.03 EUR 10,000 Victoria PLC, 1.000%, 24/08/31 11,392 0.00 EUR 300,000 Virgin Media Finance PLC, 3.750%, 15/07/30

328,986 0.03

GBP 200,000 Virgin Media Secured Finance PLC, 5.250%, 15/05/29

260,115 0.02

USD 1,004,000 Virgin Media Secured Finance PLC, 5.500%, 15/05/29

989,097 0.09

GBP 300,000 Virgin Media Secured Finance PLC, 4.250%, 15/01/30

369,786 0.03

GBP 100,000 Virgin Media Secured Finance PLC, 4.125%, 15/08/30

120,527 0.01

USD 524,000 Virgin Media Secured Finance PLC, 4.500%, 15/08/30

485,085 0.05

GBP 250,000 Vmed O2 U.K. Financing I PLC, 4.000%, 31/01/29

318,287 0.03

EUR 400,000 Vmed O2 U.K. Financing I PLC, 3.250%, 31/01/31

448,550 0.04

USD 690,000 Vmed O2 U.K. Financing I PLC, 4.250%, 31/01/31

629,287 0.06

GBP 200,000 Vmed O2 U.K. Financing I PLC, 4.500%, 15/07/31

238,359 0.02

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 559

Page 563

Quantity Description

Market Value

240,036 0.02

EUR 700,000 Vmed O2 U.K. Financing I PLC, 5.625%, 15/04/32

826,582 0.08

USD 579,000 Vmed O2 U.K. Financing I PLC, 7.750%, 15/04/32

603,376 0.06

USD 292,000 Vmed O2 U.K. Financing I PLC, 6.750%, 15/01/33

289,382 0.03

EUR 400,000 Vodafone Group PLC, 4.125%, 12/09/55

466,418 0.04

EUR 300,000 Vodafone Group PLC, 4.625%, 12/09/55

348,442 0.03

USD 1,010,000 Vodafone Group PLC, 7.000%, 04/04/79

1,069,905 0.10

EUR 500,000 Vodafone Group PLC, 3.000%, 27/08/80

565,736 0.05

USD 486,000 Vodafone Group PLC, 4.125%, 04/06/81

453,779 0.04

USD 360,000 Vodafone Group PLC, 5.125%, 04/06/81

282,537 0.03

EUR 500,000 Vodafone Group PLC, 6.500%, 30/08/84

637,498 0.06

GBP 200,000 Vodafone Group PLC, 8.000%, 30/08/86

293,938 0.03

USD 300,000 WE Soda Investments Holding PLC, 9.500%, 06/10/28

302,599 0.03

USD 200,000 WE Soda Investments Holding PLC, 9.375%, 14/02/31

200,337 0.02

GBP 200,000 Wolseley Group Finco PLC, 9.750%, 31/01/31

260,339 0.02

EUR 559,600 Zegona Finance PLC, 6.750%, 15/07/29

690,649 0.06

USD 568,000 Zegona Finance PLC, 8.625%, 15/07/29

602,467 0.06

GBP 200,000 Zenith Finco PLC, 6.500%, 30/06/27

200,076 0.02

Total United Kingdom 47,317,110 4.43 United States USD 631,000 AAR Escrow Issuer LLC, 6.750%, 15/03/29

652,984 0.06

USD 100,000 Academy Ltd., 6.000%, 15/11/27 100,074 0.01 USD 38,000 Acadia Healthcare Co., Inc., 5.500%, 01/07/28

37,769 0.00

USD 465,000 Acadia Healthcare Co., Inc., 7.375%, 15/03/33

469,652 0.04

USD 95,000 ACProducts Holdings, Inc., 6.375%, 15/05/29

45,114 0.00

USD 28,000 Acrisure LLC/Acrisure Finance, Inc., 8.250%, 01/02/29

29,085 0.00

USD 412,000 Acrisure LLC/Acrisure Finance, Inc., 4.250%, 15/02/29

401,780 0.04

USD 94,000 Acrisure LLC/Acrisure Finance, Inc., 8.500%, 15/06/29

98,365 0.01

USD 946,000 Acrisure LLC/Acrisure Finance, Inc., 7.500%, 06/11/30

985,399 0.09

USD 379,000 Acrisure LLC/Acrisure Finance, Inc., 6.750%, 01/07/32

390,411 0.04

Quantity Description

Market Value

120,836 0.01

USD 400,000 Adams Homes, Inc., 9.250%, 15/10/28

418,365 0.04

USD 380,000 AdaptHealth LLC, 4.625%, 01/08/29

368,269 0.03

USD 550,000 AdaptHealth LLC, 5.125%, 01/03/30

536,365 0.05

USD 28,000 ADT Security Corp., 4.125%, 01/08/29

27,309 0.00

USD 579,000 ADT Security Corp., 4.875%, 15/07/32

560,806 0.05

USD 237,000 ADT Security Corp., 5.875%, 15/10/33

239,937 0.02

USD 50,000 Advance Auto Parts, Inc., 1.750%, 01/10/27

47,420 0.00

USD 455,000 Advance Auto Parts, Inc., 3.900%, 15/04/30

417,679 0.04

USD 339,000 Advance Auto Parts, Inc., 7.000%, 01/08/30

340,795 0.03

USD 200,000 Advance Auto Parts, Inc., 3.500%, 15/03/32

169,382 0.02

USD 387,000 Advance Auto Parts, Inc., 7.375%, 01/08/33

388,536 0.04

USD 75,000 Advanced Drainage Systems, Inc., 5.000%, 30/09/27

75,037 0.01

USD 53,000 Advanced Drainage Systems, Inc., 6.375%, 15/06/30

54,196 0.01

USD 278,000 Advantage Sales & Marketing, Inc., 6.500%, 15/11/28

227,265 0.02

USD 316,000 AECOM, 6.000%, 01/08/33 323,856 0.03 USD 650,000 Aethon United BR LP/Aethon United Finance Corp., 7.500%, 01/10/29

680,989 0.06

USD 379,000 Affinity Interactive, 6.875%, 15/12/27

224,607 0.02

USD 157,000 AG Issuer LLC, 6.250%, 01/03/28 157,712 0.01 USD 13,000 Ahead DB Holdings LLC, 6.625%, 01/05/28

13,084 0.00

USD 547,000 Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, 4.625%, 15/01/27

546,473 0.05

USD 186,000 Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, 5.875%, 15/02/28

186,713 0.02

USD 300,000 Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, 6.500%, 15/02/28

306,425 0.03

USD 597,000 Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, 3.500%, 15/03/29

573,354 0.05

USD 594,000 Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, 4.875%, 15/02/30

589,100 0.06

USD 248,000 Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, 5.500%, 31/03/31

250,615 0.02

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 560

Page 564

Quantity Description

Market Value

15,420 0.00

USD 132,000 Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, 5.750%, 31/03/34

132,534 0.01

USD 255,000 Allegiant Travel Co., 7.250%, 15/08/27

258,561 0.02

USD 121,000 Allen Media LLC/Allen Media Co-Issuer, Inc., 10.500%, 15/02/28

52,030 0.00

USD 3,000 Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 4.250%, 15/10/27

2,981 0.00

USD 419,000 Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 6.750%, 15/10/27

421,461 0.04

USD 1,035,000 Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 6.750%, 15/04/28

1,053,812 0.10

USD 150,000 Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 5.875%, 01/11/29

149,868 0.01

USD 731,000 Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 7.000%, 15/01/31

758,395 0.07

USD 389,000 Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 6.500%, 01/10/31

400,937 0.04

USD 73,000 Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 7.375%, 01/10/32

75,691 0.01

USD 743,000 Allied Universal Holdco LLC, 7.875%, 15/02/31

783,032 0.07

USD 888,000 Allied Universal Holdco LLC/Allied Universal Finance Corp., 6.000%, 01/06/29

878,811 0.08

USD 720,000 Allied Universal Holdco LLC/Allied Universal Finance Corp., 6.875%, 15/06/30

749,647 0.07

USD 175,000 Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 SARL, 4.625%, 01/06/28

172,606 0.02

USD 215,000 Allison Transmission, Inc., 4.750%, 01/10/27

214,706 0.02

USD 405,000 Allison Transmission, Inc., 3.750%, 30/01/31

381,353 0.04

USD 137,000 Ally Financial, Inc., 6.700%, 14/02/33

143,185 0.01

USD 623,000 Ally Financial, Inc., 6.646%, 17/01/40

627,031 0.06

USD 214,000 Alpha Generation LLC, 6.750%, 15/10/32

221,531 0.02

USD 429,000 Alpha Generation LLC, 6.250%, 15/01/34

432,851 0.04

USD 200,000 Alta Equipment Group, Inc., 9.000%, 01/06/29

180,620 0.02

USD 394,000 Alteryx, Inc., 8.750%, 15/03/28 400,402 0.04

Quantity Description

Market Value

333,352 0.03

USD 739,000 AMC Networks, Inc., 10.250%, 15/01/29

774,924 0.07

USD 250,000 AMC Networks, Inc., 10.500%, 15/07/32

276,185 0.03

USD 368,000 Amer Sports Co., 6.750%, 16/02/31

385,704 0.04

USD 250,000 American Airlines, Inc., 7.250%, 15/02/28

255,575 0.02

USD 51,000 American Airlines, Inc., 8.500%, 15/05/29

53,340 0.01

USD 84,000 American Axle & Manufacturing, Inc., 6.875%, 01/07/28

84,026 0.01

USD 521,000 American Axle & Manufacturing, Inc., 5.000%, 01/10/29

501,867 0.05

USD 103,000 American Axle & Manufacturing, Inc., 6.375%, 15/10/32

104,901 0.01

USD 539,000 American Axle & Manufacturing, Inc., 7.750%, 15/10/33

549,014 0.05

USD 444,000 American Builders & Contractors Supply Co., Inc., 4.000%, 15/01/28

440,988 0.04

USD 476,000 American National Group, Inc., 7.000%, 01/12/55

476,512 0.04

USD 415,000 AmeriGas Partners LP/AmeriGas Finance Corp., 5.750%, 20/05/27

417,387 0.04

USD 500,000 AmeriGas Partners LP/AmeriGas Finance Corp., 9.375%, 01/06/28

518,376 0.05

USD 270,000 AmeriGas Partners LP/AmeriGas Finance Corp., 9.500%, 01/06/30

287,629 0.03

USD 291,000 AmeriTex HoldCo Intermediate LLC, 7.625%, 15/08/33

306,613 0.03

USD 487,000 Amkor Technology, Inc., 5.875%, 01/10/33

497,046 0.05

USD 77,000 AMN Healthcare, Inc., 4.000%, 15/04/29

73,515 0.01

USD 461,000 Amneal Pharmaceuticals LLC, 6.875%, 01/08/32

486,959 0.05

USD 344,000 Amsted Industries, Inc., 4.625%, 15/05/30

337,258 0.03

USD 8,000 Amsted Industries, Inc., 6.375%, 15/03/33

8,240 0.00

USD 636,000 AmWINS Group, Inc., 4.875%, 30/06/29

625,471 0.06

USD 56,000 Amynta Agency Borrower, Inc. & Amynta Warranty Borrower, Inc., 7.500%, 15/07/33

56,655 0.01

USD 350,000 Antero Midstream Partners LP/Antero Midstream Finance Corp., 5.750%, 15/01/28

350,670 0.03

USD 161,000 Antero Midstream Partners LP/Antero Midstream Finance Corp., 5.375%, 15/06/29

161,004 0.02

USD 419,000 Antero Midstream Partners LP/Antero Midstream Finance Corp., 6.625%, 01/02/32

433,700 0.04

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 561

Page 565

Quantity Description

Market Value

188,129 0.02

USD 508,000 Anywhere Real Estate Group LLC/Anywhere Co-Issuer Corp., 7.000%, 15/04/30

505,812 0.05

USD 152,000 Anywhere Real Estate Group LLC/Realogy Co-Issuer Corp., 5.250%, 15/04/30

141,595 0.01

USD 404,000 Anywhere Real Estate Group LLC/Realogy Co-Issuer Corp., 9.750%, 15/04/30

438,450 0.04

USD 552,000 APH Somerset Investor 2 LLC/APH2 Somerset Investor 2 LLC/APH3 Somerset Investor 2 LLC, 7.875%, 01/11/29

557,511 0.05

USD 205,000 APi Group DE, Inc., 4.125%, 15/07/29

199,314 0.02

USD 350,000 APi Group DE, Inc., 4.750%, 15/10/29

342,913 0.03

USD 1,300,000 APLD ComputeCo LLC, 9.250%, 15/12/30

1,275,171 0.12

USD 479,000 Apollo Commercial Real Estate Finance, Inc., 4.625%, 15/06/29

463,272 0.04

USD 192,000 Aramark Services, Inc., 5.000%, 01/02/28

191,972 0.02

USD 131,000 Arbor Realty SR, Inc., 8.500%, 15/12/28

130,476 0.01

USD 351,000 Arbor Realty SR, Inc., 7.875%, 15/07/30

335,375 0.03

USD 330,000 Arches Buyer, Inc., 4.250%, 01/06/28

323,866 0.03

USD 420,000 Archrock Partners LP/Archrock Partners Finance Corp., 6.250%, 01/04/28

422,410 0.04

USD 336,000 Archrock Partners LP/Archrock Partners Finance Corp., 6.625%, 01/09/32

346,535 0.03

USD 583,000 Arcosa, Inc., 4.375%, 15/04/29 573,075 0.05 USD 160,000 Arcosa, Inc., 6.875%, 15/08/32 168,661 0.02 USD 231,000 Aretec Group, Inc., 7.500%, 01/04/29

232,009 0.02

USD 100,000 Arko Corp., 5.125%, 15/11/29 85,661 0.01 USD 78,000 Armor Holdco, Inc., 8.500%, 15/11/29

78,565 0.01

USD 575,000 Arsenal AIC Parent LLC, 11.500%, 01/10/31

632,818 0.06

USD 281,000 Artera Services LLC, 8.500%, 15/02/31

233,326 0.02

USD 727,000 Asbury Automotive Group, Inc., 4.625%, 15/11/29

714,751 0.07

USD 400,000 Asbury Automotive Group, Inc., 4.750%, 01/03/30

394,317 0.04

USD 500,000 Ascent Resources Utica Holdings LLC/ARU Finance Corp., 5.875%, 30/06/29

501,311 0.05

Quantity Description

Market Value

316,723 0.03

USD 500,000 ASGN, Inc., 4.625%, 15/05/28 491,303 0.05 USD 463,000 Ashland, Inc., 6.875%, 15/05/43 486,008 0.05 USD 250,000 Ashton Woods USA LLC/Ashton Woods Finance Co., 4.625%, 01/08/29

238,348 0.02

USD 547,000 Ashton Woods USA LLC/Ashton Woods Finance Co., 6.875%, 01/08/33

547,435 0.05

USD 386,274 ASP Unifrax Holdings, Inc., 7.100%, 30/09/29

42,490 0.00

USD 470,000 Assurant, Inc., 7.000%, 27/03/48 482,563 0.05 USD 1,143,000 Asurion LLC & Asurion Co-Issuer, Inc., 8.000%, 31/12/32

1,185,990 0.11

USD 1,065,000 AthenaHealth Group, Inc., 6.500%, 15/02/30

1,061,795 0.10

USD 406,000 ATI, Inc., 4.875%, 01/10/29 405,334 0.04 USD 75,000 ATI, Inc., 7.250%, 15/08/30 79,236 0.01 USD 241,000 ATI, Inc., 5.125%, 01/10/31 241,162 0.02 USD 320,000 Atkore, Inc., 4.250%, 01/06/31 307,076 0.03 USD 450,000 Atlanticus Holdings Corp., 9.750%, 01/09/30

450,562 0.04

EUR 200,000 Avantor Funding, Inc., 3.875%, 15/07/28

234,506 0.02

USD 810,000 Avantor Funding, Inc., 4.625%, 15/07/28

805,599 0.08

USD 200,000 Avient Corp., 7.125%, 01/08/30 205,923 0.02 USD 104,000 Avient Corp., 6.250%, 01/11/31 106,897 0.01 USD 90,000 Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 4.750%, 01/04/28

87,802 0.01

USD 316,000 Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 5.375%, 01/03/29

308,306 0.03

USD 238,000 Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 8.250%, 15/01/30

246,291 0.02

USD 475,000 Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 8.000%, 15/02/31

488,163 0.05

USD 517,000 Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 8.375%, 15/06/32

533,852 0.05

USD 267,000 Axalta Coating Systems LLC, 3.375%, 15/02/29

256,658 0.02

USD 872,000 Axon Enterprise, Inc., 6.125%, 15/03/30

900,204 0.08

USD 231,000 Axon Enterprise, Inc., 6.250%, 15/03/33

240,316 0.02

USD 617,895 Azul Secured Finance LLP, 11.930%, 28/08/28

268,784 0.03

USD 205,437 Azul Secured Finance LLP, 10.875%, 28/05/30

12,326 0.00

USD 246,000 B&G Foods, Inc., 5.250%, 15/09/27

240,870 0.02

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 562

Page 566

Quantity Description

Market Value

103,306 0.01

USD 450,000 Baldwin Insurance Group Holdings LLC/Baldwin Insurance Group Holdings Finance, 7.125%, 15/05/31

466,244 0.04

USD 403,000 Ball Corp., 6.000%, 15/06/29 414,239 0.04 USD 696,000 Ball Corp., 2.875%, 15/08/30 643,526 0.06 USD 167,000 Ball Corp., 3.125%, 15/09/31 153,692 0.01 EUR 400,000 Ball Corp., 4.250%, 01/07/32 480,754 0.05 USD 487,000 Ball Corp., 5.500%, 15/09/33 496,444 0.05 USD 200,000 Bath & Body Works, Inc., 6.694%, 15/01/27

203,768 0.02

USD 140,000 Bath & Body Works, Inc., 5.250%, 01/02/28

141,036 0.01

USD 573,000 Bath & Body Works, Inc., 6.625%, 01/10/30

585,833 0.05

USD 172,000 Bath & Body Works, Inc., 6.950%, 01/03/33

170,776 0.02

USD 410,000 Bath & Body Works, Inc., 6.875%, 01/11/35

414,784 0.04

USD 220,000 Bath & Body Works, Inc., 6.750%, 01/07/36

218,375 0.02

USD 12,000 Bausch Health Americas, Inc., 8.500%, 31/01/27

11,880 0.00

USD 476,000 BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc., 9.500%, 01/07/32

454,889 0.04

EUR 400,000 Beach Acquisition Bidco LLC, 5.250%, 15/07/32

478,261 0.04

USD 991,000 Beach Acquisition Bidco LLC, 10.000%, 15/07/33

1,093,849 0.10

USD 15,000 Beacon Mobility Corp., 7.250%, 01/08/30

15,688 0.00

USD 61,000 Beazer Homes USA, Inc., 5.875%, 15/10/27

61,145 0.01

USD 46,000 Beazer Homes USA, Inc., 7.500%, 15/03/31

46,641 0.00

EUR 200,000 Belden, Inc., 3.375%, 15/07/27 235,164 0.02 EUR 100,000 Belden, Inc., 3.875%, 15/03/28 117,736 0.01 EUR 100,000 Belden, Inc., 3.375%, 15/07/31 114,588 0.01 USD 605,000 BellRing Brands, Inc., 7.000%, 15/03/30

625,495 0.06

USD 100,000 Big River Steel LLC/BRS Finance Corp., 6.625%, 31/01/29

100,725 0.01

USD 450,000 BKV Upstream Midstream LLC, 7.500%, 15/10/30

456,099 0.04

USD 350,000 BlackRock TCP Capital Corp., 6.950%, 30/05/29

351,185 0.03

USD 163,000 Blackstone Mortgage Trust, Inc., 3.750%, 15/01/27

161,320 0.02

USD 43,000 Block Communications, Inc., 4.875%, 01/03/28

40,166 0.00

USD 344,000 Block, Inc., 5.625%, 15/08/30 350,991 0.03 USD 605,000 Block, Inc., 3.500%, 01/06/31 568,649 0.05 USD 588,000 Block, Inc., 6.500%, 15/05/32 611,438 0.06 USD 651,000 Block, Inc., 6.000%, 15/08/33 668,322 0.06

Quantity Description

Market Value

12,740 0.00

USD 400,000 Blue Racer Midstream LLC/Blue Racer Finance Corp., 7.250%, 15/07/32

424,509 0.04

USD 469,000 BlueLinx Holdings, Inc., 6.000%, 15/11/29

459,552 0.04

USD 410,000 Boise Cascade Co., 4.875%, 01/07/30

405,792 0.04

USD 875,000 Boost Newco Borrower LLC, 7.500%, 15/01/31

929,994 0.09

EUR 100,000 Boots Group Finco LP, 5.375%, 31/08/32

121,360 0.01

GBP 300,000 Boots Group Finco LP, 7.375%, 31/08/32

417,304 0.04

USD 43,000 Boyd Gaming Corp., 4.750%, 01/12/27

42,945 0.00

USD 485,000 Boyd Gaming Corp., 4.750%, 15/06/31

473,839 0.04

USD 840,000 Brand Industrial Services, Inc., 10.375%, 01/08/30

823,740 0.08

USD 403,000 Brandywine Operating Partnership LP, 8.300%, 15/03/28

424,860 0.04

USD 309,000 Brandywine Operating Partnership LP, 8.875%, 12/04/29

333,046 0.03

USD 250,000 Braskem America Finance Co., 7.125%, perpetual

88,750 0.01

USD 419,000 Bread Financial Holdings, Inc., 6.750%, 15/05/31

433,797 0.04

USD 302,000 Bread Financial Holdings, Inc., 8.375%, 15/06/35

312,219 0.03

USD 595,000 Brightline East LLC, 11.000%, 31/01/30

166,600 0.02

USD 220,000 Brink's Co., 4.625%, 15/10/27 219,984 0.02 USD 617,000 Brink's Co., 6.500%, 15/06/29 638,839 0.06 USD 50,000 Brink's Co., 6.750%, 15/06/32 52,102 0.00 USD 203,000 Broadstreet Partners Group LLC, 5.875%, 15/04/29

202,682 0.02

USD 450,000 Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LLC, 4.500%, 01/04/27

444,740 0.04

USD 650,000 Buckeye Partners LP, 3.950%, 01/12/26

642,981 0.06

USD 700,000 Buckeye Partners LP, 4.500%, 01/03/28

695,507 0.07

USD 100,000 Buckeye Partners LP, 6.875%, 01/07/29

104,021 0.01

USD 228,000 Buckeye Partners LP, 6.750%, 01/02/30

239,343 0.02

USD 169,000 Buckeye Partners LP, 5.850%, 15/11/43

158,484 0.01

USD 355,000 Builders FirstSource, Inc., 5.000%, 01/03/30

353,958 0.03

USD 144,000 Builders FirstSource, Inc., 4.250%, 01/02/32

137,118 0.01

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 563

Page 567

Quantity Description

Market Value

235,203 0.02

USD 295,000 Builders FirstSource, Inc., 6.375%, 01/03/34

305,010 0.03

USD 718,000 Builders FirstSource, Inc., 6.750%, 15/05/35

750,679 0.07

USD 525,000 Burford Capital Global Finance LLC, 6.250%, 15/04/28

522,155 0.05

USD 546,000 Burford Capital Global Finance LLC, 6.875%, 15/04/30

532,433 0.05

USD 4,000 Burford Capital Global Finance LLC, 7.500%, 15/07/33

3,817 0.00

USD 507,000 C&S Group Enterprises LLC, 5.000%, 15/12/28

469,263 0.04

USD 24,000 Cablevision Lightpath LLC, 3.875%, 15/09/27

23,424 0.00

USD 94,000 Cablevision Lightpath LLC, 5.625%, 15/09/28

91,871 0.01

USD 130,000 CACI International, Inc., 6.375%, 15/06/33

134,508 0.01

USD 162,000 Caesars Entertainment, Inc., 4.625%, 15/10/29

155,397 0.01

USD 1,000,000 Caesars Entertainment, Inc., 7.000%, 15/02/30

1,035,657 0.10

USD 1,090,000 Caesars Entertainment, Inc., 6.500%, 15/02/32

1,116,622 0.10

USD 504,000 Caesars Entertainment, Inc., 6.000%, 15/10/32

490,114 0.05

USD 245,000 Calderys Financing LLC, 11.250%, 01/06/28

260,153 0.02

USD 250,000 California Resources Corp., 8.250%, 15/06/29

261,495 0.02

USD 600,000 California Resources Corp., 7.000%, 15/01/34

591,029 0.06

USD 274,000 Calpine Corp., 4.500%, 15/02/28 274,181 0.03 USD 851,000 Calpine Corp., 5.125%, 15/03/28 851,954 0.08 USD 252,000 Calpine Corp., 4.625%, 01/02/29 251,057 0.02 USD 633,000 Calpine Corp., 5.000%, 01/02/31 642,874 0.06 USD 250,000 Calpine Corp., 3.750%, 01/03/31 241,338 0.02 USD 501,000 Calumet Specialty Products Partners LP/Calumet Finance Corp., 8.125%, 15/01/27

501,383 0.05

USD 47,000 Calumet Specialty Products Partners LP/Calumet Finance Corp., 9.750%, 15/07/28

47,499 0.00

USD 708,000 Camelot Return Merger Sub, Inc., 8.750%, 01/08/28

548,626 0.05

USD 97,000 Capstone Borrower, Inc., 8.000%, 15/06/30

99,907 0.01

USD 638,000 Carpenter Technology Corp., 5.625%, 01/03/34

648,033 0.06

USD 78,000 Carriage Purchaser, Inc., 7.875%, 15/10/29

74,538 0.01

USD 1,026,513 Carvana Co., 9.000%, 01/06/30 1,075,924 0.10 USD 1,048,043 Carvana Co., 9.000%, 01/06/31 1,182,642 0.11 USD 32,000 Castle U.S. Holding Corp., 10.000%, 30/06/31

4,800 0.00

Quantity Description

Market Value

555,090 0.05

USD 927,000 CCO Holdings LLC/CCO Holdings Capital Corp., 5.125%, 01/05/27

925,726 0.09

USD 1,544,000 CCO Holdings LLC/CCO Holdings Capital Corp., 5.000%, 01/02/28

1,531,783 0.14

USD 1,119,000 CCO Holdings LLC/CCO Holdings Capital Corp., 5.375%, 01/06/29

1,106,377 0.10

USD 461,000 CCO Holdings LLC/CCO Holdings Capital Corp., 6.375%, 01/09/29

467,337 0.04

USD 788,000 CCO Holdings LLC/CCO Holdings Capital Corp., 4.750%, 01/03/30

752,578 0.07

USD 676,000 CCO Holdings LLC/CCO Holdings Capital Corp., 4.500%, 15/08/30

636,462 0.06

USD 1,358,000 CCO Holdings LLC/CCO Holdings Capital Corp., 4.250%, 01/02/31

1,247,798 0.12

USD 1,250,000 CCO Holdings LLC/CCO Holdings Capital Corp., 7.375%, 01/03/31

1,275,609 0.12

USD 124,000 CCO Holdings LLC/CCO Holdings Capital Corp., 4.750%, 01/02/32

113,329 0.01

USD 1,518,000 CCO Holdings LLC/CCO Holdings Capital Corp., 4.500%, 01/05/32

1,362,462 0.13

USD 527,000 CCO Holdings LLC/CCO Holdings Capital Corp., 4.500%, 01/06/33

461,314 0.04

USD 1,161,000 CCO Holdings LLC/CCO Holdings Capital Corp., 4.250%, 15/01/34

987,168 0.09

USD 286,000 CD&R Smokey Buyer, Inc./Radio Systems Corp., 9.500%, 15/10/29

233,263 0.02

EUR 300,000 Celanese U.S. Holdings LLC, 0.625%, 10/09/28

321,359 0.03

USD 537,000 Celanese U.S. Holdings LLC, 6.850%, 15/11/28

561,780 0.05

EUR 200,000 Celanese U.S. Holdings LLC, 5.587%, 19/01/29

245,514 0.02

USD 100,000 Celanese U.S. Holdings LLC, 6.830%, 15/07/29

104,907 0.01

USD 497,000 Celanese U.S. Holdings LLC, 6.500%, 15/04/30

499,485 0.05

USD 390,000 Celanese U.S. Holdings LLC, 7.050%, 15/11/30

410,934 0.04

USD 280,000 Celanese U.S. Holdings LLC, 7.000%, 15/02/31

286,682 0.03

EUR 500,000 Celanese U.S. Holdings LLC, 5.000%, 15/04/31

572,697 0.05

USD 708,000 Celanese U.S. Holdings LLC, 6.879%, 15/07/32

736,762 0.07

USD 167,000 Celanese U.S. Holdings LLC, 6.750%, 15/04/33

166,124 0.02

USD 158,000 Celanese U.S. Holdings LLC, 7.200%, 15/11/33

166,914 0.02

USD 333,000 Celanese U.S. Holdings LLC, 7.375%, 15/02/34

338,318 0.03

USD 189,000 Central Garden & Pet Co., 5.125%, 01/02/28

189,092 0.02

USD 552,000 Central Garden & Pet Co., 4.125%, 30/04/31

520,716 0.05

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 564

Page 568

Quantity Description

Market Value

478,018 0.04

USD 250,000 Central Parent, Inc./CDK Global, Inc., 7.250%, 15/06/29

211,953 0.02

USD 450,000 Century Aluminum Co., 6.875%, 01/08/32

463,638 0.04

USD 544,000 Century Communities, Inc., 6.625%, 15/09/33

550,092 0.05

USD 547,000 Charles River Laboratories International, Inc., 4.250%, 01/05/28

542,079 0.05

USD 353,000 Charles River Laboratories International, Inc., 3.750%, 15/03/29

340,833 0.03

USD 522,000 Chart Industries, Inc., 7.500%, 01/01/30

544,052 0.05

USD 159,000 Chart Industries, Inc., 9.500%, 01/01/31

168,768 0.02

USD 40,000 Chemours Co., 5.375%, 15/05/27 40,097 0.00 USD 474,000 Chemours Co., 5.750%, 15/11/28 460,970 0.04 USD 205,000 Chemours Co., 8.000%, 15/01/33 198,463 0.02 USD 176,102 Chobani Holdco II LLC, 8.750%, 01/10/29

187,971 0.02

USD 50,000 Chobani LLC/Chobani Finance Corp., Inc., 4.625%, 15/11/28

50,009 0.00

USD 138,000 Chobani LLC/Chobani Finance Corp., Inc., 7.625%, 01/07/29

143,951 0.01

USD 329,000 Chord Energy Corp., 6.000%, 01/10/30

333,035 0.03

USD 377,000 Chord Energy Corp., 6.750%, 15/03/33

389,862 0.04

USD 497,000 CHS/Community Health Systems, Inc., 6.875%, 15/04/29

442,330 0.04

USD 603,000 CHS/Community Health Systems, Inc., 6.125%, 01/04/30

483,141 0.05

USD 812,000 CHS/Community Health Systems, Inc., 5.250%, 15/05/30

762,624 0.07

USD 273,000 CHS/Community Health Systems, Inc., 4.750%, 15/02/31

243,212 0.02

USD 1,178,000 CHS/Community Health Systems, Inc., 10.875%, 15/01/32

1,285,716 0.12

USD 363,000 CHS/Community Health Systems, Inc., 9.750%, 15/01/34

381,269 0.04

USD 186,000 Churchill Downs, Inc., 4.750%, 15/01/28

185,309 0.02

USD 1,011,000 Churchill Downs, Inc., 5.750%, 01/04/30

1,020,846 0.10

USD 342,000 Churchill Downs, Inc., 6.750%, 01/05/31

354,629 0.03

USD 450,000 Ciena Corp., 4.000%, 31/01/30 433,943 0.04 USD 241,000 Cinemark USA, Inc., 7.000%, 01/08/32

250,086 0.02

USD 552,000 Cipher Compute LLC, 7.125%, 15/11/30

562,203 0.05

USD 198,000 Civitas Resources, Inc., 8.375%, 01/07/28

204,018 0.02

Quantity Description

Market Value

285,072 0.03

USD 1,096,000 Civitas Resources, Inc., 8.750%, 01/07/31

1,136,992 0.11

USD 689,000 Civitas Resources, Inc., 9.625%, 15/06/33

743,857 0.07

USD 784,000 Clarivate Science Holdings Corp., 3.875%, 01/07/28

761,110 0.07

USD 250,000 Clarivate Science Holdings Corp., 4.875%, 01/07/29

236,378 0.02

USD 134,000 Clean Harbors, Inc., 5.125%, 15/07/29

134,131 0.01

USD 625,000 Clean Harbors, Inc., 6.375%, 01/02/31

643,202 0.06

USD 727,000 Clear Channel Outdoor Holdings, Inc., 7.750%, 15/04/28

727,537 0.07

USD 445,000 Clear Channel Outdoor Holdings, Inc., 7.500%, 01/06/29

441,863 0.04

USD 819,000 Clear Channel Outdoor Holdings, Inc., 7.875%, 01/04/30

862,565 0.08

USD 287,000 Clear Channel Outdoor Holdings, Inc., 7.125%, 15/02/31

300,530 0.03

USD 191,000 Clear Channel Outdoor Holdings, Inc., 7.500%, 15/03/33

201,752 0.02

USD 5,000 Clearwater Paper Corp., 4.750%, 15/08/28

4,675 0.00

USD 213,000 Clearway Energy Operating LLC, 4.750%, 15/03/28

212,536 0.02

USD 405,000 Clearway Energy Operating LLC, 3.750%, 15/01/32

368,115 0.03

USD 465,000 Cleveland-Cliffs, Inc., 4.625%, 01/03/29

457,851 0.04

USD 661,000 Cleveland-Cliffs, Inc., 6.875%, 01/11/29

684,605 0.06

USD 10,000 Cleveland-Cliffs, Inc., 6.750%, 15/04/30

10,284 0.00

USD 459,000 Cleveland-Cliffs, Inc., 4.875%, 01/03/31

440,412 0.04

USD 195,000 Cleveland-Cliffs, Inc., 7.000%, 15/03/32

199,875 0.02

USD 575,000 Cleveland-Cliffs, Inc., 7.375%, 01/05/33

598,019 0.06

USD 892,000 Cleveland-Cliffs, Inc., 7.625%, 15/01/34

932,159 0.09

USD 2,346,000 Cloud Software Group, Inc., 6.500%, 31/03/29

2,376,704 0.22

USD 1,155,000 Cloud Software Group, Inc., 9.000%, 30/09/29

1,202,944 0.11

USD 903,000 Cloud Software Group, Inc., 8.250%, 30/06/32

943,671 0.09

USD 53,000 Cloud Software Group, Inc., 6.625%, 15/08/33

52,526 0.01

USD 581,000 Clue Opco LLC, 9.500%, 15/10/31 614,396 0.06 USD 206,000 Clydesdale Acquisition Holdings, Inc., 6.625%, 15/04/29

209,594 0.02

USD 150,000 Clydesdale Acquisition Holdings, Inc., 6.875%, 15/01/30

153,750 0.01

State Street Global Advisors Luxembourg SICAV State Street Global High Yield Bond Screened Index Fund

Schedule of Investments (continued) as at 31 December 2025 (Expressed in US Dollar)

The accompanying notes are an integral part of these financial statements. 565

Page 569

Quantity Description

Market Value

859,094 0.08

USD 612,000 Clydesdale Acquisition Holdings, Inc., 6.750%, 15/04/32

629,304 0.06

USD 328,000 CMG Media Corp., 8.875%, 18/06/29

281,772 0.03

USD 441,000 CNX Midstream Partners LP, 4.750%, 15/04/30

427,526 0.04

USD 578,000 CNX Resources Corp., 6.000%, 15/01/29

581,893 0.05

USD 5,000 CNX Resources Corp., 7.375%, 15/01/31

5,178 0.00

USD 453,000 CNX Resources Corp., 7.250%, 01/03/32

472,887 0.04

USD 449,000 Cobra AcquisitionCo LLC, 6.375%, 01/11/29

Truncated: This annotation is too large to fit. View the raw JSON.

{
  "annotation_id": "5acf8653-a353-433f-8410-115e5bd9f9cb",
  "date_created": "2026-10-05T20:46:04.181000Z",
  "date_modified": "2026-10-05T20:46:04.181000Z",
  "file_hash": "9fca8b91443edb9a51341e25cadcfe6ac96d545bedc236ecf7a390085ee14e76",
  "private": false,
  "record": {
    "attributes": {
      "chunk_type": "page_range",
      "end_page": 1100,
      "start_page": 536
    },
    "blocks": [
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 93,
          "x": 407,
          "y": 820
        },
        "id": "c83adca8-f151-4abb-88da-15570aba844e",
        "page_number": 536,
        "text": "196,228 0.05"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 228,
          "x": 111,
          "y": 845
        },
        "id": "34130194-f608-4d31-8072-29c7d9e6e9e4",
        "page_number": 536,
        "text": "EUR 100,000 General Electric Co., 1.875%,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 45,
          "x": 187,
          "y": 856
        },
        "id": "3f2093df-71fa-4e08-a4e8-22e853ec8096",
        "page_number": 536,
        "text": "28/05/27"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 87,
          "x": 413,
          "y": 845
        },
        "id": "9f669779-b8f8-474b-9223-e58d46137276",
        "page_number": 536,
        "text": "99,259 0.03"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 228,
          "x": 111,
          "y": 870
        },
        "id": "f881ef36-6d46-46a0-be22-fe4e6c8609c8",
        "page_number": 536,
        "text": "EUR 150,000 General Electric Co., 4.125%,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 44,
          "x": 188,
          "y": 881
        },
        "id": "eeee4dbd-0efb-425f-88e9-45d4604a1428",
        "page_number": 536,
        "text": "19/09/35"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 93,
          "x": 407,
          "y": 870
        },
        "id": "e90166ac-736f-473d-8c15-46f61640962a",
        "page_number": 536,
        "text": "156,177 0.04"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 228,
          "x": 111,
          "y": 895
        },
        "id": "df16451b-8c56-42f6-b0a5-4d9abbe0dc5c",
        "page_number": 536,
        "text": "EUR 200,000 General Electric Co., 2.125%,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 44,
          "x": 188,
          "y": 906
        },
        "id": "771899bc-c120-4cf5-a4e2-867b86b2d530",
        "page_number": 536,
        "text": "17/05/37"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 93,
          "x": 407,
          "y": 895
        },
        "id": "26cf595b-df06-4989-b1e3-980c2e03afb6",
        "page_number": 536,
        "text": "169,854 0.05"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 41,
          "x": 584,
          "y": 129
        },
        "id": "1960b24d-12d4-4162-83e5-699103c343ae",
        "page_number": 536,
        "text": "Nominal"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 29,
          "x": 597,
          "y": 141
        },
        "id": "7f9a0736-c87e-42f0-89b1-1820a154234f",
        "page_number": 536,
        "text": "Value"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 57,
          "x": 694,
          "y": 141
        },
        "id": "4f6e9052-62c2-4c50-ab3a-d3ba4fd107bc",
        "page_number": 536,
        "text": "Description"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 35,
          "x": 859,
          "y": 129
        },
        "id": "698e8ab4-cb11-4e9d-ae8c-3078eadf0f9e",
        "page_number": 536,
        "text": "Market"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 29,
          "x": 865,
          "y": 141
        },
        "id": "4ae0d6d1-3d44-4368-8663-849f5eb9c603",
        "page_number": 536,
        "text": "Value"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 23,
          "x": 924,
          "y": 118
        },
        "id": "299f357b-63a7-4403-a4b1-bdd77f04c6ab",
        "page_number": 536,
        "text": "% of"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 17,
          "x": 929,
          "y": 129
        },
        "id": "3a32a37b-2d44-4f5f-a52b-fff01f2ac240",
        "page_number": 536,
        "text": "Net"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 35,
          "x": 911,
          "y": 141
        },
        "id": "4945b2dd-86fd-4634-a82c-a1db17706490",
        "page_number": 536,
        "text": "Assets"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 417,
          "x": 517,
          "y": 158
        },
        "id": "752c4199-6cc2-40ff-8966-eb43f8a2a798",
        "page_number": 536,
        "text": "Transferable securities admitted to an official stock exchange listing or dealt in on"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 129,
          "x": 518,
          "y": 169
        },
        "id": "b6e8621c-0797-40d0-8443-c008e931bbe4",
        "page_number": 536,
        "text": "another regulated market"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 57,
          "x": 652,
          "y": 169
        },
        "id": "388d40ba-169e-4a7a-bbff-34d2eebda13c",
        "page_number": 536,
        "text": "(continued)"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 136,
          "x": 518,
          "y": 183
        },
        "id": "f48a7e74-d36d-48c1-9d0e-854d20f80812",
        "page_number": 536,
        "text": "Corporate Bonds - 98.41%"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 57,
          "x": 659,
          "y": 183
        },
        "id": "2df1bcea-87b4-427a-99a1-f9968a979647",
        "page_number": 536,
        "text": "(continued)"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 69,
          "x": 518,
          "y": 196
        },
        "id": "473b7f4e-c67f-4152-bdd4-edaec3829d9b",
        "page_number": 536,
        "text": "United States"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 58,
          "x": 591,
          "y": 196
        },
        "id": "566adce5-a041-4b66-abeb-b29094a743a1",
        "page_number": 536,
        "text": "(continued)"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 217,
          "x": 557,
          "y": 210
        },
        "id": "91a1d243-7042-4079-a354-a106e0082c69",
        "page_number": 536,
        "text": "EUR 200,000 General Mills, Inc., 3.907%,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 44,
          "x": 634,
          "y": 221
        },
        "id": "d47cab08-3c76-4571-ae1e-d01e4804559b",
        "page_number": 536,
        "text": "13/04/29"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 42,
          "x": 852,
          "y": 210
        },
        "id": "f36c0378-7ea9-425c-afa6-7a6c1a3f7216",
        "page_number": 536,
        "text": "205,908"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 22,
          "x": 924,
          "y": 210
        },
        "id": "7c9a753c-7130-4df8-9d73-2af5104376d4",
        "page_number": 536,
        "text": "0.06"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 230,
          "x": 557,
          "y": 235
        },
        "id": "69325f57-9b65-4d58-ba8e-f32a0e7a8bc2",
        "page_number": 536,
        "text": "EUR 100,000 General Motors Financial Co.,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 115,
          "x": 634,
          "y": 246
        },
        "id": "b62c0021-1db2-4ec2-81f2-5bbb48aab168",
        "page_number": 536,
        "text": "Inc., 0.600%, 20/05/27"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 87,
          "x": 859,
          "y": 235
        },
        "id": "0f1f2180-387e-4a6a-b056-41d7483f3fa3",
        "page_number": 536,
        "text": "97,437 0.03"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 230,
          "x": 557,
          "y": 260
        },
        "id": "8cf9bfac-03cc-4668-9da9-a99f848f0d85",
        "page_number": 536,
        "text": "EUR 200,000 General Motors Financial Co.,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 114,
          "x": 634,
          "y": 271
        },
        "id": "fc87c8f7-8b95-4957-91bd-b2864c9230ac",
        "page_number": 536,
        "text": "Inc., 4.500%, 22/11/27"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 94,
          "x": 852,
          "y": 260
        },
        "id": "2298c365-41a0-456c-bc0a-2fe7d36b5b0c",
        "page_number": 536,
        "text": "206,372 0.06"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 230,
          "x": 557,
          "y": 285
        },
        "id": "b18b5761-d1fc-4fa4-8cbc-3a529cecd0c7",
        "page_number": 536,
        "text": "EUR 200,000 General Motors Financial Co.,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 115,
          "x": 634,
          "y": 296
        },
        "id": "590fca73-d030-4bda-a3e1-97f79ead6c49",
        "page_number": 536,
        "text": "Inc., 3.900%, 12/01/28"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 94,
          "x": 852,
          "y": 285
        },
        "id": "bfaef34e-c40c-491f-ba71-1ababe836867",
        "page_number": 536,
        "text": "204,458 0.06"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 230,
          "x": 557,
          "y": 309
        },
        "id": "7ae2a8f5-1cfa-4bc7-8842-9a438d1b2f0e",
        "page_number": 536,
        "text": "EUR 100,000 General Motors Financial Co.,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 115,
          "x": 634,
          "y": 321
        },
        "id": "16df091a-32ad-4582-a2c7-8bb2bfa41502",
        "page_number": 536,
        "text": "Inc., 4.300%, 15/02/29"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 93,
          "x": 853,
          "y": 310
        },
        "id": "fba308ba-bbdb-46e8-aba1-b3c90974bf79",
        "page_number": 536,
        "text": "103,654 0.03"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 238,
          "x": 557,
          "y": 334
        },
        "id": "aa313f7c-084c-4755-9edc-d5c4aba7a5df",
        "page_number": 536,
        "text": "EUR 100,000 Global Payments, Inc., 4.875%,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 42,
          "x": 634,
          "y": 346
        },
        "id": "c52a2ccc-6ca1-450c-a9ae-341392d5825d",
        "page_number": 536,
        "text": "17/03/31"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 93,
          "x": 853,
          "y": 334
        },
        "id": "76295471-1c53-4062-8b2f-99553d64bf06",
        "page_number": 536,
        "text": "104,105 0.03"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 222,
          "x": 557,
          "y": 359
        },
        "id": "f63daf2b-b984-4760-8b58-f6046520b5d5",
        "page_number": 536,
        "text": "EUR 200,000 Goldman Sachs Group, Inc.,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 91,
          "x": 633,
          "y": 370
        },
        "id": "87ec0ee7-3d41-4cf0-8dac-468db55f56bf",
        "page_number": 536,
        "text": "0.250%, 26/01/28"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 93,
          "x": 853,
          "y": 359
        },
        "id": "e361d173-f911-43e3-950a-84eaeae91aae",
        "page_number": 536,
        "text": "190,540 0.05"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 222,
          "x": 557,
          "y": 384
        },
        "id": "c9153f30-be13-4826-9511-dcac8eae1457",
        "page_number": 536,
        "text": "EUR 100,000 Goldman Sachs Group, Inc.,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 91,
          "x": 633,
          "y": 395
        },
        "id": "d7fd49e9-be05-41ed-92ba-4aa7bef7ae63",
        "page_number": 536,
        "text": "2.000%, 22/03/28"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 87,
          "x": 859,
          "y": 384
        },
        "id": "27f3e43e-6cc8-4868-bdcc-2dd376c48b50",
        "page_number": 536,
        "text": "98,755 0.03"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 222,
          "x": 557,
          "y": 409
        },
        "id": "49aa7274-896f-4b7e-84ff-6dc0c4e03726",
        "page_number": 536,
        "text": "EUR 140,000 Goldman Sachs Group, Inc.,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 90,
          "x": 633,
          "y": 420
        },
        "id": "17bcb49c-457a-4faa-bfa9-c7b4e5c175a3",
        "page_number": 536,
        "text": "2.000%, 01/11/28"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 93,
          "x": 853,
          "y": 409
        },
        "id": "ac525a87-0c10-4354-8d56-6c647f90062f",
        "page_number": 536,
        "text": "137,651 0.04"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 222,
          "x": 557,
          "y": 434
        },
        "id": "5ab01bfe-ac41-4c4a-9b15-05e5b4a65303",
        "page_number": 536,
        "text": "EUR 400,000 Goldman Sachs Group, Inc.,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 90,
          "x": 634,
          "y": 445
        },
        "id": "b2a1b246-6fbc-42c0-b11f-34fa204b5f42",
        "page_number": 536,
        "text": "1.250%, 07/02/29"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 92,
          "x": 852,
          "y": 434
        },
        "id": "b82f21f5-56ef-4bd5-b1ed-ea04314cb0f9",
        "page_number": 536,
        "text": "381,396 0.11"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 222,
          "x": 557,
          "y": 459
        },
        "id": "29f88f6d-e8ae-40ae-9975-0bcf99e7d1cf",
        "page_number": 536,
        "text": "EUR 100,000 Goldman Sachs Group, Inc.,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 91,
          "x": 633,
          "y": 470
        },
        "id": "8201a60e-2a4f-4927-99f1-5c6513103c0e",
        "page_number": 536,
        "text": "0.875%, 21/01/30"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 87,
          "x": 859,
          "y": 459
        },
        "id": "bc9943c9-74bb-414f-aeed-c273e2bbe654",
        "page_number": 536,
        "text": "92,307 0.03"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 222,
          "x": 557,
          "y": 484
        },
        "id": "d6faeda1-1e8a-4f1b-828c-e6835e232cc0",
        "page_number": 536,
        "text": "EUR 200,000 Goldman Sachs Group, Inc.,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 89,
          "x": 633,
          "y": 495
        },
        "id": "787cf930-da1e-4cfe-922b-4f143e3fcc11",
        "page_number": 536,
        "text": "3.000%, 12/02/31"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 93,
          "x": 853,
          "y": 484
        },
        "id": "7d873b21-fd34-43e1-93e6-f77735d31c79",
        "page_number": 536,
        "text": "199,940 0.06"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 222,
          "x": 557,
          "y": 509
        },
        "id": "5ae4a167-87e5-48c8-9917-af636266dc1c",
        "page_number": 536,
        "text": "EUR 430,000 Goldman Sachs Group, Inc.,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 90,
          "x": 634,
          "y": 520
        },
        "id": "58a7763a-3c51-40c2-8a85-132d8e237b2f",
        "page_number": 536,
        "text": "1.000%, 18/03/33"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 94,
          "x": 852,
          "y": 509
        },
        "id": "d4bfa3f5-9030-4711-9b75-fdf32232e07f",
        "page_number": 536,
        "text": "364,468 0.10"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 242,
          "x": 557,
          "y": 533
        },
        "id": "9e1a87a4-3290-4237-a04e-20cdcb5d03d5",
        "page_number": 536,
        "text": "EUR 100,000 Illinois Tool Works, Inc., 3.250%,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 44,
          "x": 634,
          "y": 545
        },
        "id": "b9a70a38-a6a2-42ac-91b8-fd3b9cad37a1",
        "page_number": 536,
        "text": "17/05/28"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 93,
          "x": 853,
          "y": 534
        },
        "id": "cd54827e-a361-4a45-ab6c-7d759e7c5e2c",
        "page_number": 536,
        "text": "101,576 0.03"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 242,
          "x": 557,
          "y": 558
        },
        "id": "4a4b4e3d-d00b-4750-a91f-876b6da9643d",
        "page_number": 536,
        "text": "EUR 130,000 Illinois Tool Works, Inc., 1.000%,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 43,
          "x": 633,
          "y": 570
        },
        "id": "6303147f-a7dc-4291-81ea-af4ea12f4126",
        "page_number": 536,
        "text": "05/06/31"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 92,
          "x": 854,
          "y": 558
        },
        "id": "32905440-44c3-4842-b772-1a72a03c51f8",
        "page_number": 536,
        "text": "116,938 0.03"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 242,
          "x": 557,
          "y": 583
        },
        "id": "223bc9d0-907a-4889-8897-583c773361ce",
        "page_number": 536,
        "text": "EUR 290,000 Illinois Tool Works, Inc., 3.000%,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 44,
          "x": 634,
          "y": 595
        },
        "id": "90ce775f-104b-4213-ab85-4ee0a82bf984",
        "page_number": 536,
        "text": "19/05/34"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 94,
          "x": 852,
          "y": 583
        },
        "id": "a7931336-ed37-4141-814a-29fc3be2a97e",
        "page_number": 536,
        "text": "279,386 0.08"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 244,
          "x": 557,
          "y": 608
        },
        "id": "3540988e-3295-4dca-b03a-8714523d7934",
        "page_number": 536,
        "text": "EUR 200,000 International Business Machines"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 126,
          "x": 633,
          "y": 619
        },
        "id": "ff4d2839-f813-4760-a08f-adf35b5b4332",
        "page_number": 536,
        "text": "Corp., 1.250%, 29/01/27"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 93,
          "x": 853,
          "y": 608
        },
        "id": "9c4a463d-8ddd-4c46-ade7-3ac805fd5718",
        "page_number": 536,
        "text": "197,592 0.06"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 244,
          "x": 557,
          "y": 633
        },
        "id": "92809faf-a958-4044-9d38-7aeca98e35fa",
        "page_number": 536,
        "text": "EUR 125,000 International Business Machines"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 126,
          "x": 633,
          "y": 644
        },
        "id": "b6e0d22d-a42d-4a25-87a4-726e4d76dea9",
        "page_number": 536,
        "text": "Corp., 3.375%, 06/02/27"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 93,
          "x": 853,
          "y": 633
        },
        "id": "8589e44a-11fd-46f8-90bf-6923f259bed6",
        "page_number": 536,
        "text": "126,158 0.03"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 244,
          "x": 557,
          "y": 658
        },
        "id": "2943ce5d-b7d4-469b-ad11-d698d5dabbfe",
        "page_number": 536,
        "text": "EUR 160,000 International Business Machines"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 125,
          "x": 633,
          "y": 669
        },
        "id": "5d109ade-0dfb-4751-bd7f-71ace0d09a4f",
        "page_number": 536,
        "text": "Corp., 0.300%, 11/02/28"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 93,
          "x": 853,
          "y": 658
        },
        "id": "f69e7e9e-9231-4a0b-8953-d7a4c3459120",
        "page_number": 536,
        "text": "152,600 0.04"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 244,
          "x": 557,
          "y": 683
        },
        "id": "1a3dd2cd-e56f-4f63-b35c-fb63a7a68ca9",
        "page_number": 536,
        "text": "EUR 200,000 International Business Machines"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 126,
          "x": 633,
          "y": 694
        },
        "id": "124a732c-2362-4054-a6c2-6b4b347f16ac",
        "page_number": 536,
        "text": "Corp., 1.500%, 23/05/29"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 93,
          "x": 853,
          "y": 683
        },
        "id": "3c383c4f-b091-4d9c-a1ec-074361e134d0",
        "page_number": 536,
        "text": "192,238 0.05"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 244,
          "x": 557,
          "y": 708
        },
        "id": "f13c5efe-4f66-4324-9198-3a3753eb4a30",
        "page_number": 536,
        "text": "EUR 200,000 International Business Machines"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 124,
          "x": 633,
          "y": 719
        },
        "id": "1b8c97c9-6c8d-4ada-83ba-e511089f3138",
        "page_number": 536,
        "text": "Corp., 1.750%, 31/01/31"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 93,
          "x": 853,
          "y": 708
        },
        "id": "9968e266-20f0-49e3-8d8c-930ec2667338",
        "page_number": 536,
        "text": "187,236 0.05"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 244,
          "x": 557,
          "y": 733
        },
        "id": "e13241d7-03ee-48ed-8414-ba0b480abb49",
        "page_number": 536,
        "text": "EUR 300,000 International Business Machines"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 124,
          "x": 633,
          "y": 744
        },
        "id": "e36876b3-86ac-4d31-b653-81b1cb3d807a",
        "page_number": 536,
        "text": "Corp., 3.625%, 06/02/31"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 94,
          "x": 852,
          "y": 733
        },
        "id": "41245964-e5eb-4d61-8c03-d8e0269bbb6b",
        "page_number": 536,
        "text": "306,288 0.09"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 244,
          "x": 557,
          "y": 758
        },
        "id": "18b4e974-8c98-45a8-88ad-d6472ef9723b",
        "page_number": 536,
        "text": "EUR 180,000 International Business Machines"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 125,
          "x": 633,
          "y": 769
        },
        "id": "511b6390-6432-4604-a9da-7bb868fa8c30",
        "page_number": 536,
        "text": "Corp., 0.650%, 11/02/32"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 93,
          "x": 853,
          "y": 758
        },
        "id": "43416065-39d9-4e94-b522-c914cffd5e7d",
        "page_number": 536,
        "text": "153,929 0.04"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 244,
          "x": 557,
          "y": 783
        },
        "id": "37c74f3d-d813-4d4d-8b0e-259918148c5d",
        "page_number": 536,
        "text": "EUR 200,000 International Business Machines"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 126,
          "x": 633,
          "y": 794
        },
        "id": "b451b752-842b-460c-baa0-0cf0915e3fe8",
        "page_number": 536,
        "text": "Corp., 1.250%, 09/02/34"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 93,
          "x": 853,
          "y": 783
        },
        "id": "31b8a4bb-6e3f-4943-8924-905be4437bc3",
        "page_number": 536,
        "text": "167,990 0.05"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 244,
          "x": 557,
          "y": 807
        },
        "id": "2b00dad1-c78d-4880-a7ff-c06f8b765b06",
        "page_number": 536,
        "text": "EUR 350,000 International Business Machines"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 125,
          "x": 633,
          "y": 819
        },
        "id": "27dfdbb3-3eb9-4f0b-8ec3-ece8adf5c0e3",
        "page_number": 536,
        "text": "Corp., 1.200%, 11/02/40"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 94,
          "x": 852,
          "y": 807
        },
        "id": "a4f4a041-0b9c-4024-a1f8-8c4f625443cf",
        "page_number": 536,
        "text": "241,181 0.07"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 244,
          "x": 557,
          "y": 832
        },
        "id": "8f3cb2c4-8f2a-4d44-8679-1b29f957b6a3",
        "page_number": 536,
        "text": "EUR 100,000 International Business Machines"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 126,
          "x": 633,
          "y": 843
        },
        "id": "15207111-8e60-4183-9197-0ba942feb73e",
        "page_number": 536,
        "text": "Corp., 4.000%, 06/02/43"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 87,
          "x": 859,
          "y": 832
        },
        "id": "f99bb096-0ded-4473-87e3-5fb3e5b14500",
        "page_number": 536,
        "text": "96,208 0.03"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 244,
          "x": 557,
          "y": 857
        },
        "id": "33ca818a-b43a-4b3b-9e4e-659e2ce79106",
        "page_number": 536,
        "text": "EUR 250,000 International Business Machines"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 126,
          "x": 633,
          "y": 868
        },
        "id": "e90c1c52-ead7-4555-8dfe-82dd64bd3167",
        "page_number": 536,
        "text": "Corp., 3.800%, 10/02/45"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 94,
          "x": 852,
          "y": 857
        },
        "id": "2bd8b2a1-0a18-4682-84ad-acf449b98f87",
        "page_number": 536,
        "text": "228,732 0.06"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 242,
          "x": 557,
          "y": 882
        },
        "id": "d56544ae-9cb8-4e11-948f-4b16e86fd7ce",
        "page_number": 536,
        "text": "EUR 100,000 IWG U.S. Finance LLC, 6.500%,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 45,
          "x": 633,
          "y": 893
        },
        "id": "19d59f97-6a07-412b-b608-b02c23686cd6",
        "page_number": 536,
        "text": "28/06/30"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 93,
          "x": 853,
          "y": 882
        },
        "id": "ae466d72-de72-4ef0-b9bb-b05f588ec1ac",
        "page_number": 536,
        "text": "108,929 0.03"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 209,
          "x": 557,
          "y": 907
        },
        "id": "a571ecfd-27c8-43cb-88c6-deb2bace2bbd",
        "page_number": 536,
        "text": "EUR 300,000 John Deere Capital Corp.,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 91,
          "x": 633,
          "y": 918
        },
        "id": "e733c112-400b-4fdf-b530-64e197bd4676",
        "page_number": 536,
        "text": "3.450%, 16/07/32"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 94,
          "x": 852,
          "y": 907
        },
        "id": "20d73413-3afe-4413-9fb5-62b44fefad0b",
        "page_number": 536,
        "text": "303,378 0.09"
      },
      {
        "block_type": "box",
        "box": {
          "height": 11,
          "width": 324,
          "x": 72,
          "y": 36
        },
        "id": "1c86a69c-3aed-462b-b6cd-4d793a0d3b93",
        "page_number": 536,
        "text": "State Street Global Advisors Luxembourg SICAV"
      },
      {
        "block_type": "box",
        "box": {
          "height": 10,
          "width": 425,
          "x": 72,
          "y": 49
        },
        "id": "c75bcfee-dec5-45fb-8634-a3ffdb477344",
        "page_number": 536,
        "text": "State Street Climate Transition Euro Corporate Bond Beta Fund"
      },
      {
        "block_type": "box",
        "box": {
          "height": 12,
          "width": 275,
          "x": 72,
          "y": 80
        },
        "id": "d05272d2-a942-4847-9c8a-fdd81b9e4740",
        "page_number": 536,
        "text": "Schedule of Investments"
      },
      {
        "block_type": "box",
        "box": {
          "height": 15,
          "width": 125,
          "x": 356,
          "y": 80
        },
        "id": "e74790fc-f7b9-4b8a-b783-e9ae0f46cf21",
        "page_number": 536,
        "text": "(continued)"
      },
      {
        "block_type": "box",
        "box": {
          "height": 12,
          "width": 383,
          "x": 72,
          "y": 99
        },
        "id": "4edc0df7-5ebd-49c2-8b4b-d8bc8e7b0200",
        "page_number": 536,
        "text": "as at 31 December 2025 (Expressed in EURO)"
      },
      {
        "block_type": "box",
        "box": {
          "height": 11,
          "width": 552,
          "x": 72,
          "y": 958
        },
        "id": "53af9c28-a68e-4a53-a56a-d4177206968c",
        "page_number": 536,
        "text": "The accompanying notes are an integral part of these financial statements."
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 27,
          "x": 919,
          "y": 958
        },
        "id": "9e98cb17-44c0-4abc-873c-1cf8a7abba16",
        "page_number": 536,
        "text": "533"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 41,
          "x": 138,
          "y": 129
        },
        "id": "9fdcb189-cb96-4356-821b-928da0bf01bf",
        "page_number": 537,
        "text": "Nominal"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 29,
          "x": 151,
          "y": 141
        },
        "id": "7d7122d7-793e-4711-ab54-3154afa22ba8",
        "page_number": 537,
        "text": "Value"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 57,
          "x": 248,
          "y": 141
        },
        "id": "3d1509ce-eea1-4f2d-aec3-59af60a7afbe",
        "page_number": 537,
        "text": "Description"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 35,
          "x": 413,
          "y": 129
        },
        "id": "557c3552-ebf8-40a4-b815-af360e1e4bbf",
        "page_number": 537,
        "text": "Market"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 29,
          "x": 419,
          "y": 141
        },
        "id": "c35a68ce-cd0a-4c1b-91e3-47fb7691dfce",
        "page_number": 537,
        "text": "Value"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 23,
          "x": 478,
          "y": 118
        },
        "id": "76d1eaa0-0771-4772-a684-7d3de71a32b1",
        "page_number": 537,
        "text": "% of"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 17,
          "x": 483,
          "y": 129
        },
        "id": "9bb1abb1-69df-4e11-8b77-f4f68ab4e34f",
        "page_number": 537,
        "text": "Net"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 35,
          "x": 465,
          "y": 141
        },
        "id": "acaecaf4-c9d3-487b-bd2e-7774adebc839",
        "page_number": 537,
        "text": "Assets"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 417,
          "x": 71,
          "y": 158
        },
        "id": "115b59f4-4190-4a1f-85d7-91dcae81b941",
        "page_number": 537,
        "text": "Transferable securities admitted to an official stock exchange listing or dealt in on"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 129,
          "x": 72,
          "y": 169
        },
        "id": "535245f0-dd96-4a38-b1f1-595322486504",
        "page_number": 537,
        "text": "another regulated market"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 57,
          "x": 206,
          "y": 169
        },
        "id": "4c2022aa-270d-407e-8f59-50228b0612e8",
        "page_number": 537,
        "text": "(continued)"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 136,
          "x": 72,
          "y": 183
        },
        "id": "60687ac9-cd71-48da-88ac-b1d89a72a404",
        "page_number": 537,
        "text": "Corporate Bonds - 98.41%"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 57,
          "x": 213,
          "y": 183
        },
        "id": "56b345b7-4eea-476d-8e7e-585da3d6df11",
        "page_number": 537,
        "text": "(continued)"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 69,
          "x": 72,
          "y": 196
        },
        "id": "cd488778-a0b0-48b6-be7e-05cd4418217a",
        "page_number": 537,
        "text": "United States"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 57,
          "x": 146,
          "y": 196
        },
        "id": "912eb484-d243-44b7-8d18-2ecae7bcf827",
        "page_number": 537,
        "text": "(continued)"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 226,
          "x": 111,
          "y": 210
        },
        "id": "e924d37b-dc95-4ce3-a1cf-6089020761f3",
        "page_number": 537,
        "text": "EUR 100,000 Johnson \u0026 Johnson, 1.150%,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 20,
          "x": 187,
          "y": 221
        },
        "id": "b9724fa3-badd-4b4f-85c4-f1bf1033cc55",
        "page_number": 537,
        "text": "20/1"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 21,
          "x": 210,
          "y": 221
        },
        "id": "85cf76ab-0072-4f39-8f88-df0cd2c9d087",
        "page_number": 537,
        "text": "1/28"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 87,
          "x": 413,
          "y": 210
        },
        "id": "5b738519-5c95-48c1-94cd-3b256f96e5c8",
        "page_number": 537,
        "text": "96,148 0.03"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 226,
          "x": 111,
          "y": 235
        },
        "id": "c3ecdd75-c711-4f23-80ee-391d75bb4e28",
        "page_number": 537,
        "text": "EUR 100,000 Johnson \u0026 Johnson, 3.200%,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 45,
          "x": 187,
          "y": 246
        },
        "id": "07a973d7-2134-4b9d-8b64-17ab11c6acde",
        "page_number": 537,
        "text": "01/06/32"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 93,
          "x": 407,
          "y": 235
        },
        "id": "18d90d89-5d85-46e2-a91f-967aacae190e",
        "page_number": 537,
        "text": "101,004 0.03"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 226,
          "x": 111,
          "y": 260
        },
        "id": "3c698ae6-631d-45fc-9bc4-628fb41ca54f",
        "page_number": 537,
        "text": "EUR 300,000 Johnson \u0026 Johnson, 1.650%,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 45,
          "x": 187,
          "y": 271
        },
        "id": "0e6018b4-966c-49d1-a607-8a7705083525",
        "page_number": 537,
        "text": "20/05/35"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 94,
          "x": 406,
          "y": 260
        },
        "id": "a397058f-a1bf-4e92-8efc-3efdd058dbad",
        "page_number": 537,
        "text": "259,980 0.07"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 226,
          "x": 111,
          "y": 285
        },
        "id": "b2e0cf2a-7a5a-4d94-acb3-4dcd4044d8fd",
        "page_number": 537,
        "text": "EUR 300,000 Johnson \u0026 Johnson, 3.550%,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 45,
          "x": 187,
          "y": 296
        },
        "id": "7507efa4-b996-4122-97e3-9864353807c2",
        "page_number": 537,
        "text": "01/06/44"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 94,
          "x": 406,
          "y": 285
        },
        "id": "9a6ae3ae-4c44-4f88-bedf-ad3b828698bc",
        "page_number": 537,
        "text": "282,666 0.08"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 226,
          "x": 111,
          "y": 309
        },
        "id": "c266053a-fb6b-4f09-a595-f82bf11ba1a0",
        "page_number": 537,
        "text": "EUR 100,000 Johnson \u0026 Johnson, 3.600%,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 45,
          "x": 187,
          "y": 321
        },
        "id": "21643ad9-7c86-4fbe-af06-aad353c7ee50",
        "page_number": 537,
        "text": "26/02/45"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 87,
          "x": 413,
          "y": 310
        },
        "id": "4f0be2b4-576b-4865-9bf6-031a6129a0ac",
        "page_number": 537,
        "text": "94,102 0.03"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 226,
          "x": 111,
          "y": 334
        },
        "id": "83af5479-7e02-4ebb-a365-ef3245dff86f",
        "page_number": 537,
        "text": "EUR 100,000 Johnson \u0026 Johnson, 3.700%,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 45,
          "x": 187,
          "y": 346
        },
        "id": "0f1f4aef-4bd0-40ab-ba4e-eed8e0dcbd09",
        "page_number": 537,
        "text": "26/02/55"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 87,
          "x": 413,
          "y": 334
        },
        "id": "ad136073-2082-4f6d-b661-7d4ba74f4f62",
        "page_number": 537,
        "text": "90,833 0.03"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 246,
          "x": 111,
          "y": 359
        },
        "id": "0501919f-891f-472e-abcd-67aee482b594",
        "page_number": 537,
        "text": "EUR 600,000 JPMorgan Chase \u0026 Co., 1.638%,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 44,
          "x": 188,
          "y": 370
        },
        "id": "75535aaf-9e2b-4ec1-b92f-665ebd60a30e",
        "page_number": 537,
        "text": "18/05/28"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 94,
          "x": 406,
          "y": 359
        },
        "id": "f79190ee-8076-4f48-99be-4ac6fc0f1e3c",
        "page_number": 537,
        "text": "592,590 0.17"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 246,
          "x": 111,
          "y": 384
        },
        "id": "fe051f7e-7c0f-4a24-a591-27da6019cb47",
        "page_number": 537,
        "text": "EUR 300,000 JPMorgan Chase \u0026 Co., 3.674%,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 45,
          "x": 187,
          "y": 395
        },
        "id": "663f25bd-45d3-48a8-a1e6-6a7d5c9c560c",
        "page_number": 537,
        "text": "06/06/28"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 94,
          "x": 406,
          "y": 384
        },
        "id": "0522b048-ea3d-4b07-9c63-9708d68498cf",
        "page_number": 537,
        "text": "304,623 0.09"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 246,
          "x": 111,
          "y": 409
        },
        "id": "fd107ef5-a905-40dc-b4ba-4ca3c9efeb1c",
        "page_number": 537,
        "text": "EUR 330,000 JPMorgan Chase \u0026 Co., 1.963%,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 45,
          "x": 187,
          "y": 420
        },
        "id": "1d7f028a-7ee9-4577-aea7-0efe00dbef22",
        "page_number": 537,
        "text": "23/03/30"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 94,
          "x": 406,
          "y": 409
        },
        "id": "fd258870-8acf-4279-b315-d27d1d3aa63c",
        "page_number": 537,
        "text": "320,173 0.09"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 246,
          "x": 111,
          "y": 434
        },
        "id": "61fefc35-28ae-463d-96a3-e69eb0effc50",
        "page_number": 537,
        "text": "EUR 250,000 JPMorgan Chase \u0026 Co., 1.001%,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 43,
          "x": 187,
          "y": 445
        },
        "id": "daae1207-4f32-4316-9175-71ffaf8059cc",
        "page_number": 537,
        "text": "25/07/31"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 94,
          "x": 406,
          "y": 434
        },
        "id": "fc63c725-278e-445f-8e28-0b4046cc2b52",
        "page_number": 537,
        "text": "227,385 0.06"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 246,
          "x": 111,
          "y": 459
        },
        "id": "5bed2596-e917-4d64-a8f0-5fd7b46a4bfe",
        "page_number": 537,
        "text": "EUR 200,000 JPMorgan Chase \u0026 Co., 4.457%,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 41,
          "x": 188,
          "y": 470
        },
        "id": "4c70c985-f865-4373-aff7-9daa3fc898a1",
        "page_number": 537,
        "text": "13/11/31"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 92,
          "x": 408,
          "y": 459
        },
        "id": "c82d6e27-698d-43f0-a899-84adcbb54435",
        "page_number": 537,
        "text": "211,112 0.06"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 246,
          "x": 111,
          "y": 484
        },
        "id": "55920f4a-9c6a-47d6-b108-bf79bc7831fe",
        "page_number": 537,
        "text": "EUR 350,000 JPMorgan Chase \u0026 Co., 1.047%,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 44,
          "x": 187,
          "y": 495
        },
        "id": "1bb2f76f-9911-4fc9-841f-70c49a98c03d",
        "page_number": 537,
        "text": "04/11/32"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 94,
          "x": 406,
          "y": 484
        },
        "id": "133a143b-b507-4de7-85ad-36e22877a33e",
        "page_number": 537,
        "text": "308,143 0.09"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 246,
          "x": 111,
          "y": 509
        },
        "id": "d423306a-152a-481c-b174-8f12b178860e",
        "page_number": 537,
        "text": "EUR 200,000 JPMorgan Chase \u0026 Co., 0.597%,"
      },
      {
        "block_type": "box",
        "box": {
          "height": 7,
          "width": 44,
          "x": 188,
          "y": 520
        },
        "id": "9e418bc1-62d4-4bd7-b16b-9febad6378f1",
        "page_number": 537,
        "text": "17/02/33"
      },
      {
        "block_type": "box",
        "box": {
          "height": 8,
          "width": 93,
          "x": 407,
          "y": 509
        },
        "id": "5c82debc-e9c9-4001-9a35-51165dedd3c5",
        "page_number": 537,
        "text": "169,660 0.05"
      },
      {
        "block_type": "box",
        "box": {
          "height": 9,
          "width": 246,
          "x": 111,
          "y": 533
        },
        "id": "3784f5e5-b995-44be-887d-b92b9e92a8be",
        "page_number":...