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Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026
State Street CCF
An open-ended umbrella common contractual fund with segregated liability between sub-funds authorised and regulated by the Central Bank of Ireland pursuant to the European Communities (Undertaking for Collective Investment in Transferable Securities) Regulations 2011, as amended.
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Page Organisation 2
Background Information 3
Investment Managers’ Report 4
Statement of Comprehensive Income 5
Statement of Financial Position 6
Statement of Changes in Equity 7
Statement of Cash Flows 8
Notes to the Financial Statements 9
Schedule of Investments State Street CCF World Screened Index Equity Fund 18 State Street CCF World Climate Transition CTB Index Equity Fund 40
Schedule of Significant Portfolio Changes 59
State Street CCF
Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Contents
State Street CCF 1
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Manager, Investment Manager and Global Distributor (“Manager”, “Investment Manager” and “Global Distributor”) State Street Global Advisors Europe Limited 78 Sir John Rogerson’s Quay Dublin D02 HD32 Ireland
Directors of the Manager Eric Linnane (Irish)* Ann Prendergast (Irish)* Nigel Wightman (British)*** Scott Sanderson (British)** Margaret Cullen (Irish)*** Patrick Mulvihill (Irish)*** Marie-Anne Heeren (Belgian)*
*Executive Director **Non-executive Director ***Independent Director
Sub-Investment Manager State Street Global Advisors Limited 20 Churchill Place Canary Wharf London E14 5HJ United Kingdom
Depositary State Street Custodial Services (Ireland) Limited 78 Sir John Rogerson’s Quay Dublin D02 HD32 Ireland
Administrator, Transfer Agent & Registrar State Street Fund Services (Ireland) Limited 78 Sir John Rogerson’s Quay Dublin D02 HD32 Ireland
Legal Advisors Matheson 70 Sir John Rogerson’s Quay Dublin D02 R296 Ireland
Secretary of the Manager Matsack Trust Limited 70 Sir John Rogerson’s Quay Dublin D02 R296 Ireland
Independent Auditors Deloitte Ireland LLP Chartered Accountants and Statutory Audit Firm Deloitte & Touche House Earlsfort Terrace Dublin D02 AY28 Ireland
State Street CCF
Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Organisation
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Organisation State Street CCF (the “CCF”) is an open-ended umbrella common contractual fund, constituted by a Deed of Constitution governed by the laws of Ireland and authorised under the Regulations by the Central Bank of Ireland (the “Central Bank”).
The CCF was constituted on 18 November 2019 by the Deed of Constitution entered into by State Street Global Advisors Europe Limited (the “Manager”) and State Street Custodial Services (Ireland) Limited (the “Depositary”). The CCF is not an incorporated entity and neither the CCF nor its underlying funds (“Funds”) have a separate legal personality. Unitholders participate in and share in the property of the relevant fund, including without limitation, income and gains/(losses) arising thereon and profits deriving therefrom as such income, gains and profits arise, as co-owners in accordance with the Deed of Constitution.
The CCF is authorised in Ireland as an undertaking for collective investment in transferable securities pursuant to the European Communities (Undertakings for Collective Investment in Transferable Securities) Regulations 2011, as amended (the “UCITS Regulations”) and Central Bank (Supervision and Enforcement) Act 2013 (Section 48(1)) (Undertakings for Collective Investment in Transferable Securities) Regulations 2019 (the “Central Bank UCITS Regulations”).
As an umbrella CCF with segregated liability between its funds, the Manager may from time to time, with the prior approval of the Central Bank, create different funds. As at 31 May 2026, the CCF has established two funds namely State Street CCF World Screened Index Equity Fund and State Street CCF World Climate Transition CTB Index Equity Fund (each a “Fund”, collectively the “Funds ). State Street CCF World Screened Index Equity Fund launched on 12 May 2020. State Street CCF World Climate Transition CTB Index Equity Fund launched on 7 October 2024.
The functional and presentation currency of the Funds is USD.
Investment Objectives
State Street CCF World Screened Index Equity Fund The objective of the Fund is to track the performance of global developed equity markets. The investment policy of the Fund is to track the performance of the MSCI World Screened Choice Index (the “Index”) as closely as possible, while seeking to minimise as far as possible the tracking difference between the Fund’s performance and that of the Index. The Index measures the performance of global developed equity market securities, while excluding securities using certain Environmental, Social and Governance (ESG) criteria. The Index excludes securities based on an assessment of their adherence to international norms in relation to certain environmental protection, human rights, labour standards, anti-corruption, controversial weapons and tobacco. The Investment Manager, on behalf of the Fund, will invest primarily in the securities of the Index, at all times in accordance with the investment restrictions set forth in the Prospectus. The Investment Manager also may, in exceptional circumstances, invest in securities not included in the Index but that it believes closely reflect the risk and distribution characteristics of securities of the Index.
State Street CCF World Climate Transition CTB Index Equity Fund The objective of the Fund is to track the performance of global developed equity markets. The investment policy of the Fund is to track the performance of the Index. The Index is constructed from its corresponding parent index i.e. MSCI World Index (“Parent Index”) using an optimisation process and its methodology aims to: reduce the weighted average greenhouse gas intensity by 30% compared to the underlying investment universe and reduce the weighted average greenhouse gas (GHG) intensity by 7% on an annualised basis. The Index methodology also seeks to achieve a low turnover and to minimise tracking error relative to the Parent Index. The Parent Index measures the performance of large and mid-capitalisation stocks across a number of developed market countries.
State Street CCF
Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Background Information
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The report covers the financial period from 1 December 2025 to 31 May 2026 (the “Reporting Period”).
State Street CCF World Screened Index Equity Fund (the “Fund”)
Fund Performance During the Reporting Period, the MSCI February Quarterly Index Review and the MSCI May Semi-Annual Index Review were announced on 10th February and 12th May respectively, with changes implemented at the close of the 27th February and at the close of the 29th May.
During the Reporting Period, the Fund performance was in line with expectations. The Fund (Class B11 EUR Accumulating) returned 10.74% (gross of fees), and the index return was 10.68%. The tracking difference of 6 basis points (the “bps”) is mainly attributed to withholding tax effect.
Cumulative – Gross of Fees (EUR) Cumulative – Net of Fees (EUR) Period Fund Benchmark Difference Fund Benchmark Difference 6 Months 10.74 10.68 0.06 10.72 10.68 0.04 Tracking Error (1 year) 0.11 0.11
State Street CCF World Climate Transition CTB Index Equity Fund (the “Fund”)
Fund Performance During the Reporting Period the Fund performance was in line with expectations. The Fund (Class B11 EUR Accumulating Hedge) returned 10.15% (gross of fees), and the index return was 9.97%. The tracking difference of 18 bps is mainly attributed to withholding tax effect.
Cumulative – Gross of Fees (EUR) Cumulative – Net of Fees (EUR) Period Fund Benchmark Difference Fund Benchmark Difference 6 Months 10.15 9.97 0.18 10.13 9.97 0.16 Tracking Error (1 year) 0.06 0.06
Market review Over the Reporting Period, global equities delivered positive performance, returning 11.88% as measured by the MSCI World Index (in USD). The global Equity Markets experienced significant movements during the Reporting Period.
Global equities declined in the first quarter 2026, with the MSCI ACWI down -3.11%, as risk sentiment weakened amid rising energy prices, Middle East tensions, and a reassessment of global monetary policy expectations. Developed Markets (the “DM”) underperformed (MSCI World -3.47%), led by the US and Europe, where higher energy prices complicated the outlook for policy easing and pressured growth stocks, particularly in technology and AI-linked names. In contrast, Emerging Markets (the “EM”) was relatively resilient (MSCI EM -0.10%), supported by North Asia’s technology supply chains and more attractive valuations. At the style level, value outperformed growth, driven by strength in energy and financials in an inflationary backdrop.
Global equities rebounded sharply in April, with the MSCI ACWI rising +10.17%, despite continued geopolitical tensions and elevated oil prices. Markets shifted focus toward strong corporate earnings and supportive central bank signals, driving a broad risk-on rally. Investor positioning rotated back into technology and AI-related stocks, leading to a strong recovery in growth, while value lagged. Notably, equities largely looked through energy price volatility, reflecting renewed confidence in earnings momentum and underlying fundamentals.
Positive momentum continued in May, with global equities supported by strong earnings and ongoing leadership from technology and growth sectors. DM advanced, led by the US, while EM outperformed, driven by robust performance in Asia, particularly Korea and Taiwan, amid continued strength in AI-linked supply chains. Technology remained the key driver of returns, benefiting from earnings upgrades and sustained investor enthusiasm around artificial intelligence and structural growth themes.
Sources: Bloomberg, FactSet, J.P. Morgan, Barclays, Morgan Stanley, Wall Street Journal, MSCI, and FTSE. Note: Returns for all indices are total returns in USD unless otherwise specified.
State Street CCF
Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Investment Managers’ Report
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31 May 2026 State Street CCF World Screened Index Equity Fund USD
31 May 2025 State Street CCF World Screened Index Equity Fund USD
31 May 2026 State Street CCF World Climate Transition CTB Index Equity Fund USD
31 May 2025 State Street CCF World Climate Transition CTB Index Equity Fund USD Income Interest income 18,150 17,349 2,742 5,174 Dividend income from financial assets at fair value 3,213,860 2,958,546 6,823,370 3,069,148 Net gain on financial assets and liabilities at fair value through profit or loss 36,113,816 4,197,026 74,307,660 23,128,231 Miscellaneous income 2,181 720 - -
Total investment income 39,348,007 7,173,641 81,133,772 26,202,553
Expenses Operating expenses (79,867) (75,080) (267,659) (148,455)
Total expenses (79,867) (75,080) (267,659) (148,455)
Net income 39,268,140 7,098,561 80,866,113 26,054,098
Finance costs
Profit for the financial period before tax 39,268,140 7,098,561 80,866,113 26,054,098
Non-reclaimable withholding tax (295,900) (265,033) (331,339) (120,759)
Net increase in net assets attributable to equity Unitholders of the CCF at the end of the financial period 38,972,240 6,833,528 80,534,774 25,933,339
There are no recognised gains or losses arising during the financial period other than those dealt with in the Statement of Comprehensive Income. In ar riving at the results for the financial period, all amounts relate to continuing operations. The accompanying notes form an integral part of these condensed interim financial statements.
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Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Statement of Comprehensive Income for the financial period ended 31 May 2026
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As at 31 May 2026 State Street CCF World Screened Index Equity Fund USD
As at 30 November 2025 State Street CCF World Screened Index Equity Fund USD
As at 31 May 2026 State Street CCF World Climate Transition CTB Index Equity Fund USD
As at 30 November 2025 State Street CCF World Climate Transition CTB Index Equity Fund USD Notes Current Assets Financial assets at fair value through profit or loss 6 375,757,068 354,341,309 780,309,934 734,470,809 Financial derivative instruments 6 86,659 107,883 861,000 1,569,390 Cash and cash equivalents 1,061,842 1,276,987 1,473,921 1,649,150 Cash at broker - 149,778 66,235 106,063 Dividends receivable 1,281,645 1,094,528 1,542,883 1,063,602 Receivable for investments sold 5,064,918 173,505 37,210,644 625,194 Debtors 77,477 59,775 20,667 20,667
Total Current Assets 383,329,609 357,203,765 821,485,284 739,504,875
Equity Capital and reserves attributable to equity Unitholders of the CCF 7 377,757,929 356,698,135 782,582,629 737,629,771
Total Equity 377,757,929 356,698,135 782,582,629 737,629,771
Current Liabilities Financial derivative instruments - - (1,257,668) (988,677) Cash due to broker (2,528) - - Payable for investments purchased (5,200,869) (169,778) (37,337,260) (617,164) Creditors (amounts falling due within one year) (368,283) (335,852) (307,727) (269,263)
Total Current Liabilities (5,571,680) (505,630) (38,902,655) (1,875,104)
Total Equity and Current Liabilities 383,329,609 357,203,765 821,485,284 739,504,875
The accompanying notes form an integral part of these financial statements.
State Street CCF
Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Statement of Financial Position as at 31 May 2026
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31 May 2026 State Street CCF World Screened Index Equity Fund USD
31 May 2025 State Street CCF World Screened Index Equity Fund USD
31 May 2026 State Street CCF World Climate Transition CTB Index Equity Fund USD
31 May 2025 State Street CCF World Climate Transition CTB Index Equity Fund USD
Net assets attributable to equity Unitholders of the CCF at the beginning of the financial period 356,698,135 306,899,299 737,629,771 264,012,052 Increase in net assets attributable to equity Unitholders of the CCF 38,972,240 6,833,528 80,534,774 25,933,339
Amounts received on issue of Equity Units - - 11,641,611 109,280,334 Amounts paid on redemption of Equity Units (17,912,446) - (47,223,527) (10,419,499) (Decrease)/increase in net assets attributable to equity Unitholders resulting from Unit transactions (17,912,446) - (35,581,916) 98,860,835
Net increase in equity Unitholders’ funds 21,059,794 6,833,528 44,952,858 124,794,174
Net assets attributable to equity Unitholders of the CCF at the end of the financial period 377,757,929 313,732,827 782,582,629 388,806,226
The accompanying notes form an integral part of these financial statements.
State Street CCF
Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Statement of Changes in Equity for the financial period ended 31 May 2026
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31 May 2026 State Street CCF World Screened Index Equity Fund USD
31 May 2025 State Street CCF World Screened Index Equity Fund USD
31 May 2026 State Street CCF World Climate Transition CTB Index Equity Fund USD
31 May 2025 State Street CCF World Climate Transition CTB Index Equity Fund USD Cash flows from operating activities Net increase in Net Assets Attributable to Holders of Redeemable Units 38,972,240 6,833,528 80,534,774 25,933,339
Adjustments for: Net movement in financial assets and financial liabilities at fair value through profit or loss (21,394,535) (6,413,874) (44,861,744) (133,794,231) Net movement in other current assets and receivables (4,946,454) (1,110,782) (37,024,903) (3,950,568) Net movement in other current liabilities and payables 5,066,050 2,757,868 36,758,560 14,455,980
Net cash inflow/(outflow) from operating activities 17,697,301 2,066,740 35,406,687 (97,355,480)
Cash flows from financing activities Proceeds from issue of Equity Units - - 11,641,611 109,280,334 Payments for redemption of Equity Units (17,912,446) - (47,223,527) (10,419,499)
Net cash (outflow)/inflow from financing activities (17,912,446) - (35,581,916) 98,860,835
Net (decrease)/increase in cash and cash equivalents (215,145) 2,066,740 (175,229) 1,505,355 Reconciliation of cash movement during the financial period Net cash at the beginning of the financial period 1,276,987 596,472 1,649,150 330,017
Net cash at the end of the financial period 1,061,842 2,663,212 1,473,921 1,835,372
Supplementary information Taxation paid (288,661) (262,373) (314,667) (110,567) Interest received 18,150 17,349 2,742 5,174 Interest paid - (1,404) - Dividend received 3,058,475 2,942,640 6,356,416 2,616,091 The accompanying notes form an integral part of these financial statements.
State Street CCF
Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Statement of Cash Flows for the financial period ended 31 May 2026
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1. General Information The CCF is an open-ended umbrella common contractual fund with segregated liability between sub-funds which was formed on 18 November 2019 by the Deed of Constitution and authorised in Ireland as an undertaking for collective investment in transferable securities pursuant to the European Communities (Undertakings for Collective Investment in Transferable Securities) Regulations 2011, as amended (the “UCITS Regulations”) and Central Bank (Supervision and Enforcement) Act 2013 (Section 48(1)) (Undertakings for Collective Investment in Transferable Securities) Regulations 2019 (the “Central Bank UCITS Regulations”). As at 31 May 2026, the CCF has established two funds, State Street CCF World Screened Index Equity Fund and State Street CCF World Climate Transition CTB Index Equity Fund (each a “Fund”,collectively the “Funds”). State Street CCF World Screened Index Equity Fund was launched on 12 May 2020 and State Street CCF World Climate Transition CTB Index Equity Fund was launched on 7 October 2024. 2. Material Accounting policies
a) Basis of Preparation The condensed unaudited interim financial statements for the financial period ended 31 May 2026 have been prepared in accordance with IAS 34: “Interim Financial Reporting”, the UCITS Regulations and the Central Bank UCITS Regulations. The financial statements of the CCF have been prepared on a going concern basis.
The condensed unaudited interim financial statements should be read in conjunction with the annual report and audited financial statements for the financial year ended 30 November 2025 which were prepared in accordance with International Financial Reporting Standards (“IFRS”) as adopted by the European Union (the “EU”).
The condensed unaudited interim financial statements are not the statutory financial statements of the CCF and are prepared in order to meet regulatory requirements. The statutory financial statements of the CCF are those for the financial year ended of each year.
These condensed interim financial statements are unaudited. We note that the statutory auditor’s report in the CCF’s annual audited financial statements for the financial year ended 30 November 2025 was unqualified.
The condensed unaudited interim financial statements are prepared under the historical cost convention as modified by the valuation of financial assets and financial liabilities at fair value through profit or loss.
Critical Accounting Estimates and Assumptions Consistent accounting policies, presentation and methods of computation have been followed in these condensed unaudited interim financial statements as were applied in the preparation of the CCF’s annual report and audited financial statements for the financial year ended 30 November 2025, as described in those financial statements, with the exception of the below.
In preparation of financial statements in conformity with IFRS, the CCF is required to make certain accounting estimates and assumptions. Actual results may differ from these estimates and assumptions. The Directors believe that any estimates used in preparing the condensed unaudited interim financial statements are reasonable and prudent. Critical accounting estimates are those which involve the most complex or subjective judgments or assessments. The areas of the CCF’s business that typically require such estimates are the determination of the fair value of financial assets and liabilities and the tax designation of the investors.
b) New standards, amendments and interpretations issued and effective for the financial period beginning on or after 1 December 2025
The following new and amended standards and interpretations are not expected to have a material impact on the CCF’s financial statements:
Lack of Exchangeability – Amendments to IAS 21 The Effects of Changes in Foreign Exchange Rates.
c) New standards, amendments and interpretations issued but not effective for the financial period beginning 1 December 2025 and not early adopted
A number of new standards, amendments to standards and interpretations are not effective for financial period beginning 1 December 2025, and have not been early adopted in preparing these financial statements. None of these, except for IFRS 18, are expected to have a material effect on the financial statements and the management is currently assessing its impact.
IFRS 18 “Presentation and Disclosure in Financial Statements” was issued in April 2024 and applies to an annual reporting period beginning on or after 1 January 2027. IFRS 18 replaces IAS 1 “Presentation of Financial Statements”. IFRS 18 aims to improve financial reporting by requiring additional defined subtotals in the statement of profit or loss, requiring disclosures about management-defined performance measures and adding new principles for grouping (aggregation and disaggrega tion) of information.
State Street CCF
Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Notes to the Financial Statements
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2. Material Accounting policies (continued)
c) New standards, amendments and interpretations issued but not effective for the financial period beginning 1 December 2025 and not early adopted (continued) The following new and amended standards and interpretations are not expected to have a significant impact on the CCF’s financial statements:
Amendment to IFRS 9 and IFRS 7 - Classification and Measurement of Financial Instruments.
Annual Improvements to IFRS Accounting Standards (Amendments to IFRS 1, IFRS 7, IFRS 9, IFRS 10, IAS 7).
Contracts Referencing Nature-dependent Electricity (Amendments to IFRS 9 and IFRS 7).
IFRS 19 – Subsidiaries without Public Accountability: Disclosures.
The third edition of IFRS for SMEs Accounting Standard.
Translation to a Hyperinflationary Presentation Currency - Amendment to IAS 21 – The Effects of Changes in Foreign Exchange Rates.
d) Foreign Currency
Functional and presentation currency Items included in the financial statements of the CCF are measured in the currency of the primary economic environment in which the Fund operates (the “functional currency”). The financial statements of the Fund are presented in USD, which is the functional and presentation currency of the Fund. Transactions in foreign currencies are translated into USD at exchange rates ruling at the transaction dates. Gains and losses on foreign exchange transactions are recognised in the Statement of Comprehensive Income in determining the result for the financial period.
The USD rates of exchange prevailing at the financial period/financial year were as follows USD 1=
Currency 31 May 2026 30 November 2025 Australian Dollar 1.3899 1.5249 Canadian Dollar 1.3776 1.3941 Danish Krone 6.4043 6.4355 Euro 0.8569 0.8617 Hong Kong Dollar 7.8374 7.7856 Israeli New Shekel 2.8035 3.2556 Japanese Yen 159.1900 156.0500 New Zealand Dollar 1.6703 1.7420 Norwegian Krone 9.2352 10.1124 Pound Sterling 0.7419 0.7547 Singapore Dollar 1.2754 1.2952 Swedish Krona 9.2333 9.4318 Swiss Franc 0.7814 0.8030 3. Units in Issue State Street CCF World Screened Index Equity Fund 31 May 2026 30 November 2025 31 May 2026 30 November 2025
Number of Shares
Class B11 EUR Accumulating
Class B11 EUR Accumulating
Class B14 USD Distributing
Class B14 USD Distributing
Opening balance 2,572,170 2,572,170 19,793,783 19,793,783 Shares issued - - - Shares redeemed (666,047) - - -
Closing balance 1,906,123 2,572,170 19,793,783 19,793,783
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Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Notes to the Financial Statements (continued)
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3. Units in Issue (continued) State Street CCF World Climate Transition CTB Index Equity Fund 31 May 2026 30 November 2025 31 May 2026 30 November 2025
Number of Shares
Class B11 EUR Accumulating Hedge
Class B11 EUR Accumulating Hedge
Class I22 EUR Distributing
Class I22 EUR Distributing
Opening balance 20,253,415 23,929,667 9,404,940 Shares issued 594,801 - - 9,585,159 Shares redeemed (1,626,674) (3,676,252) (286,214) (180,219)
Closing balance 19,221,542 20,253,415 9,118,726 9,404,940
State Street CCF World Climate Transition CTB Index Equity Fund 31 May 2026 30 November 2025
Number of Shares
Class B11 EUR Accumulating Non-hedge
Class B11 EUR Accumulating Non-hedge
Opening balance 26,634,473 Shares issued 289,374 28,853,748 Shares redeemed (1,538,556) (2,219,275)
Closing balance 25,385,291 26,634,473
4. Taxation The CCF is a common contractual fund as defined in Section 739I of the Taxes Consolidation Act, 1997 (as amended) the (“TCA”) in which the unitholders, by contractual arrangement, participate and share in the property of the CCF as co-owners.
Section 739I of the TCA provides that a common contractual fund shall not be chargeable to tax in respect of its relevant income and relevant gains. Instead, the relevant income and relevant gains of the common contractual fund shall be treated as arising, or as the case may be, accruing to each unitholder of the common contractual fund in proportion to the value of the Units beneficially owned by the unitholder, as if the relevant income and relevant gains had arisen or as the case may be, accrued, to the unitholders in the common contractual fund without passing through the hands of the common contractual fund. This tax treatment is subject to each of the Units of the common contractual fund being an asset of a pension fund or being beneficially owned by a person other than an individual or being held by a custodian or trustee for the benefit of a person other than an individual.
On the basis that the Units of the CCF are held by persons described above and that the CCF is constituted other than under trust or statute law, the CCF shall not be liable for tax in Ireland in respect of its relevant income and relevant gains.
Should the CCF fail to meet the conditions set out above, the general tax regime applicable to Irish investment undertakings, as set out in Irish tax legislation section of the prospectus will apply. In such a scenario, the CCF may be required to operate Irish taxation on certain distributions to Unitholders or, on gains realised by Unitholders who are resident or ordinarily resident in Ireland and its Irish tax transparent status may, also be affected.
Distributions, interest or gains derived from securities may be subject to taxes, including withholding taxes imposed by the country of source. 5. Related Party Transactions Related Party Transactions requires the disclosure of information relating to material transactions with parties who are considered to be related if one party has the ability to control the other party or is able to exercise significant influence over the other party, in making financial or operational decisions. The following parties are related to the CCF as at 31 May 2026: Manager, Investment Manager and Global Distributor State Street Global Advisors Europe Limited Sub-Investment Manager State Street Global Advisors Limited Administrator/Registrar/Transfer Agent State Street Fund Services (Ireland) Limited Depositary State Street Custodial Services (Ireland) Limited Directors of the Manager, Investment Manager and Global Distributor
Eric Linnane, Ann Prendergast, Nigel Wightman, Scott Sanderson, Margaret Cullen, Patrick Mulvihill and Marie Anne Heeren
Ann Prendergast is an Executive Vice President and Head of the Europe, Middle East and Africa (EMEA) region for State Street Investment Management (State Street IM).
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Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Notes to the Financial Statements (continued)
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5. Related Party Transactions (continued) Eric Linnane is a Managing Director and Head of State Street IM Europe Investment Operations.
Marie-Anne Heeren is Executive Vice President, Head of Europe Client Coverage Group, State Street IM, and Branch Manager of State Street Global Advisors Europe Limited’s Belgian Branch.
Scott Sanderson is a Managing Director and the Chief Financial Officer (CFO) for State Street IM in EMEA.
The Manager is entitled to charge a fee which will form part of the TER for each Fund. Different rates may be charged in respect of different classes of the same Fund. The management fee will be accrued daily, based on the NAV of each Fund and will be paid monthly in arrears. The Investment Manager and any Sub-Investment Manager is entitled to charge a fee which may be discharged from the fees received by the Manager, or, where appropriate, State Street’s transfer pricing policy. There were no management fees paid during the financial period for the existing unit class.
The Depositary and Administrator are entitled to receive fees, as may be agreed from time to time with the Manager. The fees of the Administrator and Depositary shall be accrued daily based on the NAV of each Fund and will be paid monthly in arrears. The Depositary is entitled to a fee not exceeding 0.003% per annum of the NAV of each Fund and the Administrator is entitled to a fee not exceeding 0.0035% per annum of the NAV of each Fund.
Administration fees of USD 30,380 (31 May 2025: USD 22,263) were charged during the financial period of which USD 15,470 (30 November 2025: USD 12,271) remained payable at the financial period end. Depositary fees of USD 112,063 (31 May 2025: USD 57,551) were charged during the financial period of which USD 210,704 (30 November 2025: USD 168,452) were outstanding at the financial period end.
All Directors of the Manager who are employees of the Investment Manager have received no Directors’ fees.
The TER for each class is subject to a maximum rate as set out in the relevant Supplement, expressed as a percentage of the NAV of the class. The Manager has voluntarily agreed to reimburse such amounts as are necessary to ensure that the TER attributable to each class does not exceed the maximum TER as presented in the table below:
Fund Share Classes
TER as at 31 May 2026
Maximum TER in % State Street CCF World Screened Index Equity Fund B11 EUR Accumulating 0.034% 0.04% State Street CCF World Screened Index Equity Fund B14 USD Distributing 0.041% 0.04% State Street CCF World Climate Transition CTB Index Equity Fund
B11 EUR Accumulating Hedge 0.051% 0.0675%
State Street CCF World Climate Transition CTB Index Equity Fund
B11 EUR Accumulating Non-hedge 0.051% 0.0575%
State Street CCF World Climate Transition CTB Index Equity Fund
I22 EUR Distributing 0.142% 0.1475%
There were fees reimbursed on State Street CCF World Screened Index Equity Fund for USD 35,770 as at 31 May 2026 (30 November 2025: USD 66,274).
As at 31 May 2026 and 30 November 2025, the Funds held shares in State Street Corporation which is the ultimate parent company of the Investment Manager: 31 May 2026 Fund Shares Fair Value State Street CCF World Screened Index Equity Fund 1,200 186,768 State Street CCF World Climate Transition CTB Index Equity Fund 5,796 902,089
30 November 2025 Fund Shares Fair Value State Street World Screened Index Equity Fund 1,200 142,824 State Street CCF World Climate Transition CTB Index Equity Fund 5,596 666,036
For the State Street CCF World Screened Index Equity Fund, there were no purchases or sales of State Street Corporation shares during the financial period ended 31 May 2026 and 30 November 2025.
For the State Street CCF World Climate Transition CTB Index Equity Fund, purchases of State Street Corporation shares during the financial period ended 31 May 2026 were USD 24,509 (30 November 2025: USD 513,493). Sales of State Street Corporation shares during the financial period ended 31 May 2026 were USD Nil (30 November 2025: USD 63,124).
State Street CCF
Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Notes to the Financial Statements (continued)
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5. Related Party Transactions (continued) Significant Unitholders
As at 31 May 2026, the State Street CCF World Screened Index Equity Fund had one significant unitholder (i.e., with holdings in excess of 20%) that held 87.14% (30 November 2025: one unitholder that held 83.32%) of the units.
As at 31 May 2026, the State Street CCF World Climate Transition CTB Index Equity Fund had one significant unitholder (i.e., with holdings in excess of 20%) that held 81.96% (30 November 2025: one unitholder that held 82.26%) of the units.
Dealings with Connected Persons
Regulation 43(1) of the UCITS Regulations “Restrictions of transactions with connected persons” states that “A responsible person shall ensure that any transaction between a UCITS and a connected person is conducted a) at arm’s length; and b) in the best interest of the shareholders of the UCITS”.
As required under UCITS Regulation 81.4, the Directors of the Manager as the responsible persons, are satisfied that there are in place arrangements, evidenced by written procedures, to ensure that the obligations that are prescribed by Regulation 43(1) are applied to all transactions with a connected persons; and all transactions with connected persons that were entered into during the financial period to which the report relates complied with the obligations that are prescribed by Regulation 43(1). 6. Fair Value Hierarchy The CCF classifies fair value measurements using a fair value hierarchy that reflects the significance of the inputs used in making the measurements.
The fair value hierarchy has the following levels:
Level 1 - Quoted prices (unadjusted) in active markets for identical assets or liabilities.
Level 2 - Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly (as prices) or indirectly (derived from prices).
Level 3 - Inputs for the asset or liability that are not based on observable market data (unobservable inputs).
Furthermore, for those instruments which have significant unobservable inputs (Level 3), the amendment requires disclosures on the transfers into and out of Level 3, a reconciliation of the opening and closing balances, total gains and losses for the financial period split between those recognised in the Statement of Comprehensive Income, purchases, sales issues and settlements, and a sensitivity analysis of assumptions used in determining the fair value of Level 3 positions.
The level in the fair value hierarchy within which the fair value measurement is categorised in its entirety is determined on the basis of the lowest level input that is significant to the fair value measurement in its entirety. For this purpose, the significance of an input is assessed against the fair value measurement in its entirety. If a fair value measurement uses observable inputs that require significant adjustment based on unobservable inputs, that measurement is a Level 3 measurement. Assessing the significance of a particular input to the fair value measurement in its entirety requires judgement, considering factors specific to the asset or liability.
The determination of what constitutes ‘observable’ requires significant judgement by the CCF. The CCF considers observable data to be that market data that is readily available, regularly distributed or updated, reliable and verifiable, not proprietary, and provided by independent sources that are actively involved in the relevant market.
For each class of assets and liabilities not measured at fair value in the Statement of Financial Position but for which fair value is disclosed, IFRS 13 requires the CCF to disclose the level within the fair value hierarchy which the fair value measurement would be categorised and a description of the valuation technique and inputs used in the technique. Assets and liabilities not carried at fair value are carried at amortised cost; their carrying values are a reasonable approximation of fair value.
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6. Fair Value Hierarchy (continued) The following tables analyse within the fair value hierarchy of financial assets and financial liabilities measured at fair value at 31 May 2026 and 30 November 2025 for the Funds:
State Street CCF World Screened Index Equity Fund
As at 31 May 2026
Level 1 Level 2 Level 3 Total
Assets Financial assets at fair value through profit or loss: Equities 375,757,068 - - 375,757,068 Open Futures Contracts 86,659 - - 86,659 Total Investments 375,843,727 - - 375,843,727
As at 30 November 2025
Level 1 Level 2 Level 3 Total
Assets Financial assets at fair value through profit or loss: Equities 354,341,309 - - 354,341,309 Open Futures Contracts 107,883 - - 107,883 Total Investments 354,449,192 - - 354,449,192
As at 31 May 2026
Level 1 Level 2 Level 3 Total
Assets Financial assets at fair value through profit or loss: Equities 780,309,934 - - 780,309,934 Open Futures Contracts 106,975 - - 106,975 Open Forward Foreign Currency Exchange Contracts - 754,025 - 754,025 Total Investments 780,416,909 754,025 - 781,170,934
Liabilities Financial liabilities at fair value through profit or loss: Open Forward Foreign Currency Exchange Contracts - (1,257,668) - (1,257,668) Total Investments - (1,257,668) - (1,257,668)
State Street CCF World Climate Transition CTB Index Equity Fund
As at 30 November 2025
Level 1 Level 2 Level 3 Total
Assets Financial assets at fair value through profit or loss: Equities 734,470,809 - - 734,470,809 Open Futures Contracts 37,713 - - 37,713 Open Forward Foreign Currency Exchange Contracts - 1,531,677 - 1,531,677 Total Investments 734,508,522 1,531,677 - 736,040,199
Liabilities Financial liabilities at fair value through profit or loss: Open Forward Foreign Currency Exchange Contracts - (988,677) - (988,677) Total Investments - (988,677) - (988,677)
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7. NAV and published NAV per Unit
State Street CCF World Screened Index Equity Fund —B11 EUR Accumulating Total Net Asset Value USD
Unswung Net Asset Value per unit USD (base currency)
Unswung Net Asset Value per unit EUR (class currency)
Swung Net Asset Value per unit USD (base currency)
Swung Net Asset Value per unit EUR (class currency) 31 May 2026 55,486,110 29.11 24.94 29.12 24.95 30 November 2025 67,253,049 26.15 22.53 26.16 22.54
State Street CCF World Screened Index Equity Fund —B14 USD Distributing Total Net Asset Value USD
Unswung Net Asset Value per unit USD (base currency)
Unswung Net Asset Value per unit USD (class currency)
Swung Net Asset Value per unit USD (base currency)
Swung Net Asset Value per unit USD (class currency) 31 May 2026 322,271,819 16.28 16.28 16.29 16.29 30 November 2025 289,445,086 14.62 14.62 14.63 14.63
State Street CCF World Climate Transition CTB Index Equity Fund —B11 EUR Accumulating Hedge Total Net Asset Value USD
Unswung Net Asset Value per unit USD (base currency)
Unswung Net Asset Value per unit EUR (class currency)
Swung Net Asset Value per unit USD (base currency)
Swung Net Asset Value per unit EUR (class currency) 31 May 2026 292,218,402 15.20 13.03 15.21 13.03 30 November 2025 278,062,552 13.73 11.83 13.73 11.83
State Street CCF World Climate Transition CTB Index Equity Fund —B11 EUR Accumulating Non-hedge Total Net Asset Value USD
Unswung Net Asset Value per unit USD (base currency)
Unswung Net Asset Value per unit EUR (class currency)
Swung Net Asset Value per unit USD (base currency)
Swung Net Asset Value per unit EUR (class currency) 31 May 2026 349,157,504 13.75 11.79 13.76 11.79 30 November 2025 328,727,598 12.34 10.63 12.35 10.64
State Street CCF World Climate Transition CTB Index Equity Fund —I22 EUR Distributing Total Net Asset Value USD
Unswung Net Asset Value per unit USD (base currency)
Unswung Net Asset Value per unit EUR (class currency)
Swung Net Asset Value per unit USD (base currency)
Swung Net Asset Value per unit EUR (class currency) 31 May 2026 141,206,723 15.49 13.27 15.49 13.28 30 November 2025 130,839,621 13.91 11.99 13.92 11.99 8. Distributions Distributions with an ex-date during the financial period under review are included as a finance cost in the Statement of Comprehensive Income. There were no distributions during the financial period ended 31 May 2026 or financial period ended 31 May 2025. 9. Efficient Portfolio Management The Manager, on behalf of the Fund, may employ techniques and instruments as described in the Prospectus or the Supplement of the Fund for efficient portfolio management.
The Funds may use derivative instruments and repurchase agreements for both efficient portfolio management and for investment purposes. The Fund’s use of derivative instruments involves risks different from, and possibly greater than, the risks associated with investing directly in securities. The Funds used derivative instruments (future contracts, open forward foreign currency exchange contracts) for efficient portfolio management during the financial period ended 31 May 2026 and financial year ended 30 November 2025.
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10. Segment Information IFRS 8 Operating Segments ( IFRS 8 ) requires a “management approach”, under which segment information is presented on the same basis as that used for internal reporting purposes.
The Directors of the Manager are charged with the overall governance of the CCF in accordance with the Prospectus. The Manager is considered the Chief Operating Decision Maker (“CODM”) for the purposes of IFRS 8.
For management purposes, the CCF is organised into one main operating segment, which invests in equity securities. All of the CCF’s activities are interrelated, and each activity is dependent on the others. Accordingly, all significant operating decisions are based upon analysis of the CCF as one segment. The financial results from this segment are equivalent to the financial statements of the CCF as a whole.
The CCF has no assets classified as non-current assets.
The Funds have a highly diversified portfolio of equities securities issued or guaranteed by corporations in global developed markets, and no single investment accounts for a significant portion of the CCF’s income.
Products and services
All of the CCF’s revenues are derived from one product grouping, namely the portfolio securities invested in by the Funds.
Geographical areas
The CCF does not separately monitor revenues from different geographical areas. However, the Funds revenue may be considered as being attributed to the region, as stated in its investment policy.
Major customers
As the CCF is an investment vehicle, its distinct major customers are the institutional investors who purchase the Funds units. 11. Soft Commission Arrangements and Directed Brokerage The CCF has not entered into any soft commission or direct brokerage services arrangements during the financial period ended 31 May 2026 and financial year ended 30 November 2025. 12. Commitment and Contingent Liabilities There were no capital commitments and contingent liabilities as at 31 May 2026 or 30 November 2025. 13. Segregated Liabilities The CCF is an umbrella fund with segregated liability between its Funds. As such, as a matter of Irish law the assets of each fund will not be exposed to the liabilities of the CCF’s other Funds. Notwithstanding the foregoing there can be no assurance that, should an action be brought against the CCF in the court of another jurisdiction, the segregated nature of the Funds would necessarily be upheld. As at 31 May 2026 there were two active funds in the CCF. 14. Significant Events During the financial period State Street CCF World Climate Transition CTB Index Equity Fund is currently undergoing the registration process for Denmark and Finland. The registration remains in progress, and there is currently no confirmed timeline or estimated completion date available.
In February 2026, a geopolitical conflict escalated in the Middle East. The Investment Manager has assessed the potential impact of this event on the Funds and has determined that the Funds have minimal direct exposure to the region. Accordingly, there has been no material effect on the Funds’ operations or financial position to date. The Investment Manager will continue to monitor developments and will reflect any material impacts in future financial statements, if applicable.
On 13 May 2026, an addendum to the Prospectus was issued incorporating updates to liquidity management, dealing and redemption provisions. These updates were disclosure and operational enhancements only and did not represent a change to the investment objective, investment strategy or financial position of the Fund.
There were no other significant events affecting the CCF during the financial period ended 31 May 2026.
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15. Subsequent Events since the financial period There were no significant events affecting the CCF after the financial period end.
16. Seasonal and cyclical changes The CCF is not subject to seasonal or cyclical changes. 17. Approval of the Financial Statements The Directors of the Manager approved the financial statements on 23 July 2026.
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State Street CCF World Screened Index Equity Fund
Holdings Financial assets at fair value through profit or loss Fair Value USD
% of Net Assets
Equities (30 November 2025: 99.34%)
Australia (30 November 2025: 1.55%) 13,718 ANZ Group Holdings Ltd. 347,428 0.09 5,411 APA Group 39,244 0.01 3,030 Aristocrat Leisure Ltd. 109,222 0.03 1,171 ASX Ltd. 38,950 0.01 22,092 BHP Group Ltd. 990,430 0.26 5,717 Brambles Ltd. 68,159 0.02 345 Cochlear Ltd. 24,947 0.01 7,317 Coles Group Ltd. 114,347 0.03 7,518 Commonwealth Bank of Australia 892,626 0.24 2,929 Computershare Ltd. 72,896 0.02 2,163 CSL Ltd. 150,352 0.04 9,777 Evolution Mining Ltd. 85,399 0.02 7,851 Fortescue Ltd. 126,025 0.03 7,792 Goodman Group 177,553 0.05 13,717 Insurance Australia Group Ltd. 75,599 0.02 1,300 IREN Ltd. 82,602 0.02 11,195 Lottery Corp. Ltd. 43,657 0.01 6,329 Lynas Rare Earths Ltd. 87,386 0.02 1,637 Macquarie Group Ltd. 280,969 0.07 13,875 National Australia Bank Ltd. 372,668 0.10 7,018 Northern Star Resources Ltd. 94,980 0.03 15,152 PLS Group Ltd. 70,426 0.02 274 Pro Medicus Ltd. 26,074 0.01 7,902 QBE Insurance Group Ltd. 128,720 0.03 316 REA Group Ltd. 33,877 0.01 1,746 Rio Tinto Ltd. 233,197 0.06 23,878 Scentre Group 65,800 0.02 25,773 Sigma Healthcare Ltd. 54,518 0.01 1,837 Sonic Healthcare Ltd. 25,800 0.01 28,352 South32 Ltd. 98,120 0.03 18,494 Stockland 54,556 0.01 5,858 Suncorp Group Ltd. 73,254 0.02 19,544 Telstra Group Ltd. 73,263 0.02 17,442 Transurban Group 187,992 0.05 5,166 Wesfarmers Ltd. 296,574 0.08 15,597 Westpac Banking Corp. 403,994 0.11 634 WiseTech Global Ltd. 16,426 0.00 8,808 Woodside Energy Group Ltd. 194,303 0.05 6,357 Woolworths Group Ltd. 161,137 0.04 Total Australia 6,473,470 1.71
Austria (30 November 2025: 0.05%) 1,542 Erste Group Bank AG 185,342 0.05
Belgium (30 November 2025: 0.19%) 1,021 Ageas SA 79,351 0.02 4,295 Anheuser-Busch InBev SA 345,831 0.09 299 Groupe Bruxelles Lambert NV 28,227 0.01 672 KBC Group NV 89,359 0.02 461 Syensqo SA 36,151 0.01 646 UCB SA 189,744 0.05 Total Belgium 768,663 0.20
Bermuda (30 November 2025: 0.07%) 1,820 Arch Capital Group Ltd. 162,599 0.04
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State Street CCF World Screened Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.34%) (continued)
Bermuda (30 November 2025: 0.07%) (continued) 5,260 Carnival Corp. 147,595 0.04 160 Everest Group Ltd. 51,845 0.02 Total Bermuda 362,039 0.10
Canada (30 November 2025: 3.12%) 2,338 Agnico Eagle Mines Ltd. 430,210 0.11 1,900 Alamos Gold, Inc. 78,011 0.02 1,300 AltaGas Ltd. 50,630 0.01 2,620 Bank of Montreal 425,899 0.11 5,383 Bank of Nova Scotia 432,266 0.12 500 Bombardier, Inc. 112,878 0.03 1,890 Brookfield Asset Management Ltd. 91,485 0.03 9,300 Brookfield Corp. 424,038 0.11 1,920 CAE, Inc. 49,744 0.01 1,820 Cameco Corp. 204,665 0.06 4,100 Canadian Imperial Bank of Commerce 447,903 0.12 2,500 Canadian National Railway Co. 296,269 0.08 4,252 Canadian Pacific Kansas City Ltd. 379,965 0.10 300 Canadian Tire Corp. Ltd. 38,525 0.01 720 CCL Industries, Inc. 46,538 0.01 500 Celestica, Inc. 193,463 0.05 1,060 CGI, Inc. 74,086 0.02 99 Constellation Software, Inc. (Voting rights) 202,868 0.05 1,200 Dollarama, Inc. 153,577 0.04 1,800 Element Fleet Management Corp. 35,894 0.01 9,420 Enbridge, Inc. 517,244 0.14 80 Fairfax Financial Holdings Ltd. 124,610 0.03 3,680 First Quantum Minerals Ltd. 113,375 0.03 260 FirstService Corp. 34,883 0.01 2,183 Fortis, Inc. 120,849 0.03 720 George Weston Ltd. 50,479 0.01 640 Gildan Activewear, Inc. 39,077 0.01 1,500 Great-West Lifeco, Inc. 87,634 0.02 2,060 Hydro One Ltd. 84,790 0.02 460 iA Financial Corp., Inc. 57,395 0.02 920 Imperial Oil Ltd. 109,241 0.03 840 Intact Financial Corp. 165,171 0.04 2,300 Ivanhoe Mines Ltd. 20,386 0.01 1,100 Keyera Corp. 45,667 0.01 6,560 Kinross Gold Corp. 199,436 0.05 3,040 Loblaw Cos. Ltd. 136,094 0.04 2,320 Lundin Mining Corp. 69,353 0.02 1,069 Magna International, Inc. 69,337 0.02 7,820 Manulife Financial Corp. 299,335 0.08 1,200 Metro, Inc. 77,067 0.02 1,913 National Bank of Canada 279,600 0.07 2,260 Nutrien Ltd. 154,888 0.04 1,500 Pan American Silver Corp. 85,728 0.02 3,060 Pembina Pipeline Corp. 142,854 0.04 2,440 Power Corp. of Canada 147,599 0.04 940 RB Global, Inc. 100,083 0.03 1,540 Restaurant Brands International, Inc. 115,314 0.03 2,153 Rogers Communications, Inc. 83,147 0.02 5,920 Royal Bank of Canada 1,136,427 0.30 5,440 Shopify, Inc. 649,262 0.17
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State Street CCF World Screened Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.34%) (continued)
Canada (30 November 2025: 3.12%) (continued) 400 Stantec, Inc. 30,248 0.01 2,480 Sun Life Financial, Inc. 178,373 0.05 4,774 TC Energy Corp. 318,348 0.09 2,100 Teck Resources Ltd. 139,380 0.04 447 TELUS Corp. (Non voting rights) 5,617 0.00 2,068 TELUS Corp. (Voting rights) 25,986 0.01 380 TFI International, Inc. 58,668 0.02 765 Thomson Reuters Corp. 66,385 0.02 2,100 TMX Group Ltd. 78,646 0.02 7,060 Toronto-Dominion Bank 808,475 0.21 1,120 Waste Connections, Inc. 166,902 0.05 2,076 Wheaton Precious Metals Corp. 279,342 0.07 640 WSP Global, Inc. 90,716 0.02 Total Canada 11,732,325 3.11
Cayman Islands (30 November 2025: 0.20%) 9,399 CK Asset Holdings Ltd. 56,772 0.02 13,504 CK Hutchison Holdings Ltd. 121,387 0.03 700 Credo Technology Group Holding Ltd. 165,221 0.04 160 Fabrinet 104,666 0.03 300 FTAI Aviation Ltd. 78,102 0.02 300 Futu Holdings Ltd. 31,221 0.01 6,640 Grab Holdings Ltd. 23,506 0.01 12,139 Sands China Ltd. 23,744 0.01 1,780 Sea Ltd. 161,143 0.04 46,484 WH Group Ltd. 53,676 0.01 Total Cayman Islands 819,438 0.22
Curacao (30 November 2025: 0.07%) 6,540 SLB Ltd. 356,757 0.09
Denmark (30 November 2025: 0.47%) 27 AP Moller - Maersk AS (Class B) 66,654 0.02 508 Carlsberg AS 68,328 0.02 642 Coloplast AS 39,677 0.01 3,483 Danske Bank AS 183,496 0.05 161 Demant AS 6,290 0.00 762 DSV AS 191,502 0.05 102 Genmab AS 27,139 0.01 14,557 Novo Nordisk AS 665,876 0.17 1,922 Novonesis Novozymes B 111,791 0.03 3,306 Orsted AS 84,737 0.02 421 Pandora AS 39,508 0.01 1,820 Tryg AS 42,855 0.01 5,193 Vestas Wind Systems AS 145,996 0.04 Total Denmark 1,673,849 0.44
Finland (30 November 2025: 0.27%) 717 Elisa OYJ 34,405 0.01 2,380 Fortum OYJ 55,686 0.02 1,826 Kone OYJ 109,227 0.03 2,619 Metso OYJ 50,061 0.01 1,263 Neste OYJ 41,504 0.01 21,878 Nokia OYJ 318,876 0.08
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State Street CCF World Screened Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.34%) (continued)
Finland (30 November 2025: 0.27%) (continued) 14,223 Nordea Bank Abp 273,361 0.07 397 Orion OYJ 33,171 0.01 11,560 Sampo OYJ 122,273 0.03 2,687 Stora Enso OYJ 31,497 0.01 2,757 UPM-Kymmene OYJ 80,561 0.02 Total Finland 1,150,622 0.30
France (30 November 2025: 2.29%) 1,046 Accor SA 57,406 0.01 156 Aeroports de Paris SA 20,935 0.01 2,264 Air Liquide SA 470,483 0.12 1,431 Alstom SA 28,622 0.01 297 Amundi SA 29,096 0.01 6,607 AXA SA 306,320 0.08 186 BioMerieux 16,138 0.00 4,507 BNP Paribas SA 488,865 0.13 3,155 Bollore SE 20,029 0.00 1,079 Bouygues SA 63,536 0.02 788 Capgemini SE 93,749 0.02 3,159 Carrefour SA 59,111 0.02 2,003 Cie de Saint-Gobain SA 182,925 0.05 1,306 Cie Generale des Etablissements Michelin SCA 48,022 0.01 251 Covivio SA 16,183 0.00 4,681 Credit Agricole SA 90,677 0.02 2,292 Danone SA 162,993 0.04 3,350 Dassault Systemes SE 73,514 0.02 452 Eiffage SA 65,801 0.02 8,029 Engie SA 248,009 0.07 1,325 EssilorLuxottica SA 270,818 0.07 131 Gecina SA 11,228 0.00 2,313 Getlink SE 50,636 0.01 100 Hermes International SCA 189,046 0.05 169 Ipsen SA 30,884 0.01 330 Kering SA 98,334 0.03 1,075 Klepierre SA 43,932 0.01 1,131 Legrand SA 194,871 0.05 929 L’Oreal SA 414,721 0.11 1,092 LVMH Moet Hennessy Louis Vuitton SE 602,812 0.16 6,929 Orange SA 145,019 0.04 930 Pernod Ricard SA 68,827 0.02 1,050 Publicis Groupe SA 102,606 0.03 835 Renault SA 28,833 0.01 465 Rexel SA 19,974 0.00 4,381 Sanofi SA 384,913 0.10 137 Sartorius Stedim Biotech 28,473 0.01 2,479 Schneider Electric SE 780,930 0.21 3,127 Societe Generale SA 261,381 0.07 474 Sodexo SA 26,108 0.01 8,754 TotalEnergies SE 768,000 0.20 547 Unibail-Rodamco-Westfield 63,411 0.02 2,953 Veolia Environnement SA 119,680 0.03
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State Street CCF World Screened Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.34%) (continued)
France (30 November 2025: 2.29%) (continued) 2,210 Vinci SA 322,499 0.09 Total France 7,570,350 2.00
Germany (30 November 2025: 2.39%) 700 adidas AG 136,090 0.04 1,603 Allianz SE 713,829 0.19 4,065 BASF SE 241,072 0.06 4,181 Bayer AG 178,230 0.05 1,572 Bayerische Motoren Werke AG (Voting rights) 137,143 0.04 508 Beiersdorf AG 41,011 0.01 588 Brenntag SE 38,796 0.01 3,505 Commerzbank AG 151,581 0.04 671 Continental AG 55,876 0.01 294 CTS Eventim AG & Co. KGaA 21,323 0.00 2,251 Daimler Truck Holding AG 110,720 0.03 938 Delivery Hero SE 40,478 0.01 7,926 Deutsche Bank AG 257,684 0.07 942 Deutsche Boerse AG 272,178 0.07 370 Deutsche Lufthansa AG 3,705 0.00 4,410 Deutsche Post AG 263,488 0.07 16,096 Deutsche Telekom AG 542,084 0.14 616 Dr. Ing hc F Porsche AG 33,706 0.01 9,656 E.ON SE 205,079 0.05 1,132 Fresenius Medical Care AG 49,127 0.01 2,260 Fresenius SE & Co. KGaA 95,655 0.02 1,099 GEA Group AG 71,113 0.02 278 Hannover Rueck SE 75,393 0.02 703 Heidelberg Materials AG 156,526 0.04 1,147 Henkel AG & Co. KGaA (Non voting rights) 89,251 0.02 5,844 Infineon Technologies AG 553,142 0.15 373 Knorr-Bremse AG 45,138 0.01 3,616 Mercedes-Benz Group AG 220,226 0.06 662 Merck KGaA 101,084 0.03 179 MTU Aero Engines AG 65,443 0.02 617 Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen 325,660 0.09 422 Nemetschek SE 30,434 0.01 204 Rheinmetall AG 307,904 0.08 4,302 SAP SE 779,439 0.21 102 Sartorius AG 29,174 0.01 342 Scout24 SE 28,835 0.01 3,132 Siemens AG 986,088 0.26 3,420 Siemens Energy AG 651,486 0.17 1,492 Siemens Healthineers AG 60,799 0.02 724 Symrise AG 66,829 0.02 758 Volkswagen AG 81,219 0.02 4,000 Vonovia SE 100,031 0.03 592 Zalando SE 16,089 0.00 Total Germany 8,430,158 2.23
Hong Kong (30 November 2025: 0.38%) 48,794 AIA Group Ltd. 512,071 0.14 13,912 BOC Hong Kong Holdings Ltd. 85,097 0.02 13,063 Galaxy Entertainment Group Ltd. 52,203 0.01 7,175 Henderson Land Development Co. Ltd. 28,344 0.01
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State Street CCF World Screened Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.34%) (continued)
Hong Kong (30 November 2025: 0.38%) (continued) 5,440 Hong Kong Exchanges & Clearing Ltd. 277,504 0.07 12,891 Link REIT 66,417 0.02 13,073 Sino Land Co. Ltd. 19,700 0.00 6,573 Sun Hung Kai Properties Ltd. 110,453 0.03 7,326 Techtronic Industries Co. Ltd. 108,711 0.03 Total Hong Kong 1,260,500 0.33
Ireland (30 November 2025: 1.67%) 2,440 Accenture PLC 456,451 0.12 5,562 AIB Group PLC 65,555 0.02 420 Allegion PLC 54,629 0.01 900 Aon PLC 284,454 0.07 5,520 Bank of Ireland Group PLC 112,309 0.03 3,100 CRH PLC 337,249 0.09 1,560 Eaton Corp. PLC 624,936 0.17 100 Flutter Entertainment PLC (Non voting rights) 9,698 0.00 428 Flutter Entertainment PLC (Voting rights) 41,723 0.01 2,440 Johnson Controls International PLC 327,106 0.09 800 Kerry Group PLC 68,570 0.02 773 Kingspan Group PLC 70,901 0.02 1,920 Linde PLC 955,565 0.25 4,920 Medtronic PLC 363,145 0.10 900 Pentair PLC 63,756 0.02 1,703 Ryanair Holdings PLC 49,941 0.01 940 Seagate Technology Holdings PLC 827,012 0.22 1,120 Smurfit Westrock PLC 46,088 0.01 460 STERIS PLC 97,856 0.03 1,320 TE Connectivity PLC 281,701 0.07 1,000 Trane Technologies PLC 451,300 0.12 450 Willis Towers Watson PLC 112,352 0.03 Total Ireland 5,702,297 1.51
Isle of Man (30 November 2025: 0.01%)
Israel (30 November 2025: 0.24%) 6,725 Bank Hapoalim BM 173,915 0.05 8,057 Bank Leumi Le-Israel BM 205,517 0.05 420 Check Point Software Technologies Ltd. 56,721 0.01 131 Elbit Systems Ltd. 118,362 0.03 733 Enlight Renewable Energy Ltd. 79,433 0.02 3,282 Israel Discount Bank Ltd. 36,655 0.01 134 Nova Ltd. 70,407 0.02 1,561 OPC Energy Ltd. 68,933 0.02 1,130 Phoenix Financial Ltd. 75,536 0.02 5,600 Teva Pharmaceutical Industries Ltd. 197,792 0.05 482 Tower Semiconductor Ltd. 138,525 0.04 Total Israel 1,221,796 0.32
Italy (30 November 2025: 0.66%) 6,981 Banca Monte dei Paschi di Siena SpA 75,176 0.02 1,721 Banco BPM SpA 27,082 0.01 6,103 BPER Banca SpA 82,742 0.02 37,579 Enel SpA 422,083 0.11 6,540 Eni SpA 171,946 0.05
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State Street CCF World Screened Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.34%) (continued)
Italy (30 November 2025: 0.66%) (continued) 3,209 FinecoBank Banca Fineco SpA 78,490 0.02 4,143 Generali 187,150 0.05 65,283 Intesa Sanpaolo SpA 442,389 0.12 1,036 Moncler SpA 67,533 0.02 2,497 Poste Italiane SpA 73,896 0.02 1,320 Prysmian SpA 227,975 0.06 729 Recordati Industria Chimica e Farmaceutica SpA 43,811 0.01 10,319 Snam SpA 75,454 0.02 83,333 Telecom Italia SpA 70,872 0.02 7,656 Terna - Rete Elettrica Nazionale 88,019 0.02 6,530 UniCredit SpA 565,722 0.15 Total Italy 2,700,340 0.72
Japan (30 November 2025: 5.57%) 3,068 Advantest Corp. 504,363 0.13 10,977 Aeon Co. Ltd. 95,951 0.03 2,121 Aisin Corp. 32,157 0.01 4,186 Ajinomoto Co., Inc. 135,475 0.04 7,992 Asahi Group Holdings Ltd. 76,486 0.02 3,800 Asics Corp. 115,607 0.03 8,373 Astellas Pharma, Inc. 120,080 0.03 2,706 Bandai Namco Holdings, Inc. 61,892 0.02 4,880 Bridgestone Corp. 105,546 0.03 4,058 Canon, Inc. 107,778 0.03 1,700 Capcom Co. Ltd. 32,208 0.01 3,150 Central Japan Railway Co. 68,841 0.02 3,283 Chugai Pharmaceutical Co. Ltd. 162,758 0.04 2,720 Dai Nippon Printing Co. Ltd. 47,338 0.01 1,500 Daifuku Co. Ltd. 68,889 0.02 15,448 Daiichi Life Group, Inc. 158,760 0.04 7,860 Daiichi Sankyo Co. Ltd. 133,337 0.03 1,200 Daikin Industries Ltd. 175,526 0.05 1,245 Daito Trust Construction Co. Ltd. 24,808 0.01 2,380 Daiwa House Industry Co. Ltd. 64,796 0.02 7,849 Daiwa Securities Group, Inc. 73,983 0.02 8,012 Denso Corp. 96,029 0.03 260 Disco Corp. 106,309 0.03 5,110 East Japan Railway Co. 109,525 0.03 2,400 Ebara Corp. 85,679 0.02 1,201 Eisai Co. Ltd. 30,057 0.01 13,748 ENEOS Holdings, Inc. 112,746 0.03 4,470 FANUC Corp. 221,605 0.06 877 Fast Retailing Co. Ltd. 453,568 0.12 753 Fuji Electric Co. Ltd. 73,034 0.02 5,807 FUJIFILM Holdings Corp. 121,181 0.03 7,200 Fujikura Ltd. 215,787 0.06 6,720 Fujitsu Ltd. 142,176 0.04 300 Furukawa Electric Co. Ltd. 98,109 0.03 1,341 Hankyu Hanshin Holdings, Inc. 39,449 0.01 18,520 Hitachi Ltd. 601,007 0.16 15,331 Honda Motor Co. Ltd. 139,885 0.04 1,574 Hoya Corp. 267,755 0.07 1,200 Ibiden Co. Ltd. 173,378 0.05 4,200 IHI Corp. 72,990 0.02 3,823 Inpex Corp. 86,551 0.02
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Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Schedule of Investments as at 31 May 2026 (continued)
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State Street CCF World Screened Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.34%) (continued)
Japan (30 November 2025: 5.57%) (continued) 3,491 Isuzu Motors Ltd. 51,502 0.01 26,785 ITOCHU Corp. 325,663 0.09 5,602 Japan Exchange Group, Inc. 68,657 0.02 8,320 Japan Post Bank Co. Ltd. 160,400 0.04 8,853 Japan Post Holdings Co. Ltd. 115,007 0.03 3,300 JX Advanced Metals Corp. 81,448 0.02 1,462 Kajima Corp. 54,250 0.01 1,902 Kao Corp. 73,062 0.02 4,500 Kawasaki Heavy Industries Ltd. 88,677 0.02 1,540 Kawasaki Kisen Kaisha Ltd. 24,378 0.01 13,280 KDDI Corp. 228,452 0.06 852 Keyence Corp. 428,756 0.11 4,190 Kikkoman Corp. 36,665 0.01 1,400 Kioxia Holdings Corp. 579,119 0.15 2,981 Kirin Holdings Co. Ltd. 50,907 0.01 3,229 Komatsu Ltd. 133,407 0.03 293 Konami Group Corp. 34,842 0.01 3,472 Kubota Corp. 61,985 0.02 2,280 Kyocera Corp. 49,885 0.01 380 Lasertec Corp. 95,794 0.02 10,780 LY Corp. 28,259 0.01 5,523 Marubeni Corp. 180,272 0.05 1,724 Minebea Mitsumi, Inc. 49,406 0.01 4,923 Mitsubishi Chemical Group Corp. 35,471 0.01 12,496 Mitsubishi Corp. 397,589 0.10 8,159 Mitsubishi Electric Corp. 336,119 0.09 3,170 Mitsubishi Estate Co. Ltd. 80,768 0.02 14,950 Mitsubishi Heavy Industries Ltd. 357,433 0.09 45,771 Mitsubishi UFJ Financial Group, Inc. 862,286 0.23 11,554 Mitsui & Co. Ltd. 383,948 0.10 14,120 Mitsui Fudosan Co. Ltd. 135,754 0.04 200 Mitsui Kinzoku Co. Ltd. 64,866 0.02 2,000 Mitsui OSK Lines Ltd. 68,798 0.02 10,757 Mizuho Financial Group, Inc. 486,190 0.13 6,661 MS&AD Insurance Group Holdings, Inc. 179,381 0.05 7,565 Murata Manufacturing Co. Ltd. 457,398 0.12 6,530 NEC Corp. 168,306 0.04 1,952 Nexon Co. Ltd. 27,467 0.01 4,334 NIDEC Corp. 76,013 0.02 4,610 Nintendo Co. Ltd. 207,000 0.05 40 Nippon Building Fund, Inc. 32,012 0.01 2,250 Nippon Paint Holdings Co. Ltd. 14,933 0.00 308 Nippon Sanso Holdings Corp. 11,965 0.00 18,855 Nippon Steel Corp. 67,110 0.02 1,696 Nippon Yusen KK 56,604 0.01 14,071 Nissan Motor Co. Ltd. 35,074 0.01 2,120 Nitori Holdings Co. Ltd. 34,872 0.01 3,035 Nitto Denko Corp. 57,015 0.01 16,314 Nomura Holdings, Inc. 131,689 0.03 2,224 Nomura Research Institute Ltd. 70,161 0.02 129,710 NTT, Inc. 121,814 0.03 3,324 Obayashi Corp. 67,758 0.02 1,970 Obic Co. Ltd. 49,364 0.01 5,660 Olympus Corp. 63,483 0.02 4,590 Oriental Land Co. Ltd. 66,187 0.02 5,033 ORIX Corp. 197,191 0.05
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Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Schedule of Investments as at 31 May 2026 (continued)
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State Street CCF World Screened Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.34%) (continued)
Japan (30 November 2025: 5.57%) (continued) 1,728 Otsuka Holdings Co. Ltd. 127,166 0.03 11,235 Pan Pacific International Holdings Corp. 61,980 0.02 8,752 Panasonic Holdings Corp. 203,420 0.05 7,480 Rakuten Group, Inc. 35,020 0.01 6,067 Recruit Holdings Co. Ltd. 402,841 0.11 7,582 Renesas Electronics Corp. 214,329 0.06 8,494 Resona Holdings, Inc. 108,823 0.03 700 Resonac Holdings Corp. 82,317 0.02 2,600 Ryohin Keikaku Co. Ltd. 63,420 0.02 5,500 Sanrio Co. Ltd. 29,582 0.01 3,432 SBI Holdings, Inc. 62,737 0.02 1,922 Secom Co. Ltd. 76,668 0.02 2,384 Sekisui House Ltd. 50,214 0.01 329 Shimano, Inc. 34,111 0.01 6,110 Shin-Etsu Chemical Co. Ltd. 297,766 0.08 4,590 Shionogi & Co. Ltd. 86,500 0.02 1,618 Shiseido Co. Ltd. 28,566 0.01 259 SMC Corp. 112,441 0.03 122,870 SoftBank Corp. 166,178 0.04 15,752 SoftBank Group Corp. 741,242 0.20 2,912 Sompo Holdings, Inc. 108,987 0.03 24,140 Sony Group Corp. 522,257 0.14 2,630 Subaru Corp. 40,345 0.01 4,485 Sumitomo Corp. 200,006 0.05 3,492 Sumitomo Electric Industries Ltd. 276,065 0.07 1,516 Sumitomo Metal Mining Co. Ltd. 86,595 0.02 14,189 Sumitomo Mitsui Financial Group, Inc. 518,662 0.14 2,620 Sumitomo Mitsui Trust Group, Inc. 90,093 0.02 3,328 Sumitomo Realty & Development Co. Ltd. 77,707 0.02 1,183 Suntory Beverage & Food Ltd. 32,170 0.01 8,356 Suzuki Motor Corp. 103,590 0.03 2,881 T&D Holdings, Inc. 75,902 0.02 757 Taisei Corp. 66,622 0.02 6,650 Takeda Pharmaceutical Co. Ltd. 213,799 0.06 9,020 TDK Corp. 232,767 0.06 6,498 Terumo Corp. 98,007 0.03 2,090 Toho Co. Ltd. 16,136 0.00 8,207 Tokio Marine Holdings, Inc. 366,606 0.10 2,056 Tokyo Electron Ltd. 677,024 0.18 1,300 TOPPAN Holdings, Inc. 37,255 0.01 6,346 Toray Industries, Inc. 47,518 0.01 40,800 Toyota Motor Corp. 779,657 0.21 3,633 Toyota Tsusho Corp. 158,155 0.04 6,474 Unicharm Corp. 38,562 0.01 2,794 West Japan Railway Co. 46,134 0.01 5,435 Yamaha Motor Co. Ltd. 44,760 0.01 1,341 Yokogawa Electric Corp. 42,128 0.01 6,000 Yokohama Financial Group, Inc. 61,191 0.02 420 Zensho Holdings Co. Ltd. 21,244 0.01 Total Japan 22,081,476 5.85
Jersey (30 November 2025: 0.14%) 1,420 Amcor PLC 55,124 0.01 1,100 Aptiv PLC 74,734 0.02 4,122 Experian PLC 142,962 0.04
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Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Schedule of Investments as at 31 May 2026 (continued)
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State Street CCF World Screened Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.34%) (continued)
Jersey (30 November 2025: 0.14%) (continued) 39,121 Glencore PLC 299,419 0.08 2,861 Wise Group PLC 36,020 0.01 Total Jersey 608,259 0.16
Liberia (30 November 2025: 0.09%) 1,211 Royal Caribbean Cruises Ltd. 344,687 0.09
Luxembourg (30 November 2025: 0.16%) 1,706 ArcelorMittal SA 118,095 0.03 522 Eurofins Scientific SE 38,047 0.01 700 Spotify Technology SA 348,376 0.09 2,503 Tenaris SA 76,206 0.02 Total Luxembourg 580,724 0.15
Netherlands (30 November 2025: 1.52%) 1,509 ABN AMRO Bank NV 60,083 0.02 97 Adyen NV 106,323 0.03 1,000 AerCap Holdings NV 139,390 0.04 1,037 Akzo Nobel NV 79,457 0.02 270 Argenx SE 225,469 0.06 236 ASM International NV 247,420 0.07 1,707 ASML Holding NV 2,758,498 0.73 1,036 ASR Nederland NV 77,736 0.02 291 BE Semiconductor Industries NV 96,577 0.03 5,380 CNH Industrial NV 54,930 0.01 1,568 Davide Campari-Milano NV 10,250 0.00 435 Euronext NV 70,864 0.02 408 EXOR NV 31,876 0.01 587 Ferrari NV 202,212 0.05 1,638 Ferrovial SE 112,203 0.03 565 Heineken Holding NV 40,812 0.01 1,429 Heineken NV 111,827 0.03 12,531 ING Groep NV 390,435 0.10 4,018 Koninklijke Ahold Delhaize NV 169,594 0.04 14,380 Koninklijke KPN NV 74,943 0.02 3,815 Koninklijke Philips NV 101,815 0.03 1,320 LyondellBasell Industries NV 87,978 0.02 900 Nebius Group NV 207,981 0.06 648 NN Group NV 54,203 0.01 1,120 NXP Semiconductors NV 359,912 0.10 6,137 Prosus NV 279,445 0.07 9,645 Stellantis NV 77,267 0.02 2,470 STMicroelectronics NV 169,916 0.05 4,110 Universal Music Group NV 93,525 0.02 1,024 Wolters Kluwer NV 72,916 0.02 Total Netherlands 6,565,857 1.74
New Zealand (30 November 2025: 0.06%) 9,682 Contact Energy Ltd. 55,300 0.01 3,102 Fisher & Paykel Healthcare Corp. Ltd. 69,254 0.02
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State Street CCF World Screened Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.34%) (continued)
New Zealand (30 November 2025: 0.06%) (continued) 815 Xero Ltd. 44,079 0.01 Total New Zealand 168,633 0.04
Norway (30 November 2025: 0.14%) 1,209 Aker BP ASA 43,541 0.01 4,543 DNB Bank ASA 141,379 0.04 3,978 Equinor ASA 144,342 0.04 1,755 Kongsberg Gruppen ASA 63,110 0.02 2,156 Mowi ASA 47,625 0.01 3,661 Norsk Hydro ASA 44,875 0.01 3,487 Orkla ASA 36,870 0.01 615 Salmar ASA 38,258 0.01 1,237 Yara International ASA 67,347 0.02 Total Norway 627,347 0.17
Panama (30 November 2025: 0.04%)
Portugal (30 November 2025: 0.04%) 17,455 EDP SA 88,952 0.02 1,906 Jeronimo Martins SGPS SA 40,391 0.01 Total Portugal 129,343 0.03
Singapore (30 November 2025: 0.37%) 28,538 CapitaLand Ascendas REIT 55,942 0.01 24,693 CapitaLand Integrated Commercial Trust 43,951 0.01 8,933 DBS Group Holdings Ltd. 440,153 0.12 1,300 Flex Ltd. 196,014 0.05 5,840 Keppel Ltd. 49,272 0.01 15,292 Oversea-Chinese Banking Corp. Ltd. 280,576 0.07 10,532 Singapore Airlines Ltd. 55,990 0.02 5,476 Singapore Exchange Ltd. 93,947 0.03 8,600 Singapore Technologies Engineering Ltd. 76,738 0.02 42,111 Singapore Telecommunications Ltd. 143,303 0.04 5,794 United Overseas Bank Ltd. 170,819 0.05 Total Singapore 1,606,705 0.43
Spain (30 November 2025: 0.90%) 841 ACS Actividades de Construccion y Servicios SA 121,988 0.03 3,990 Aena SME SA 115,938 0.03 2,049 Amadeus IT Group SA 130,888 0.04 26,564 Banco Bilbao Vizcaya Argentaria SA 623,387 0.17 28,380 Banco de Sabadell SA 96,042 0.03 61,731 Banco Santander SA 772,813 0.20 19,042 CaixaBank SA 257,764 0.07 2,524 Cellnex Telecom SA 84,886 0.02 26 EDP Renovaveis SA 430 0.00 27,327 Iberdrola SA 621,840 0.16 4,772 Industria de Diseno Textil SA 296,811 0.08 2,778 Redeia Corp. SA 47,751 0.01 5,360 Repsol SA 137,857 0.04
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Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Schedule of Investments as at 31 May 2026 (continued)
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State Street CCF World Screened Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.34%) (continued)
Spain (30 November 2025: 0.90%) (continued) 15,912 Telefonica SA 73,123 0.02 Total Spain 3,381,518 0.90
Sweden (30 November 2025: 0.80%) 1,009 Alfa Laval AB 56,759 0.02 5,504 Assa Abloy AB 198,325 0.05 11,737 Atlas Copco AB (Class A) 225,569 0.06 3,066 Atlas Copco AB (Class B) 52,134 0.01 772 Boliden AB 48,143 0.01 3,087 Epiroc AB (Class A) 91,842 0.03 1,950 Epiroc AB (Class B) 49,926 0.01 1,201 EQT AB 41,558 0.01 3,131 Essity AB 88,031 0.02 677 Evolution AB 51,091 0.01 2,469 H & M Hennes & Mauritz AB 43,894 0.01 11,148 Hexagon AB 103,134 0.03 1,201 Industrivarden AB 65,843 0.02 1,469 Indutrade AB 30,786 0.01 7,942 Investor AB 327,503 0.09 1,674 Saab AB 103,215 0.03 3,845 Sandvik AB 156,786 0.04 3,135 Securitas AB 52,356 0.01 7,563 Skandinaviska Enskilda Banken AB 151,453 0.04 2,317 Skanska AB 62,836 0.02 1,970 SKF AB 51,825 0.01 2,814 Svenska Cellulosa AB SCA 31,025 0.01 5,966 Svenska Handelsbanken AB 88,166 0.02 4,692 Swedbank AB 173,487 0.05 1,538 Swedish Orphan Biovitrum AB 73,658 0.02 2,681 Tele2 AB 50,320 0.01 10,829 Telefonaktiebolaget LM Ericsson 140,856 0.04 12,731 Telia Co. AB 68,265 0.02 1,028 Trelleborg AB 44,913 0.01 5,826 Volvo AB 205,384 0.06 Total Sweden 2,929,083 0.78
Switzerland (30 November 2025: 2.49%) 7,306 ABB Ltd. 781,888 0.21 2,174 Alcon AG 144,961 0.04 22 Barry Callebaut AG 33,872 0.01 720 Bunge Global SA 88,776 0.02 5 Chocoladefabriken Lindt & Spruengli AG (Non voting rights) 59,544 0.02 1,480 Chubb Ltd. 461,360 0.12 1,461 Coca-Cola HBC AG 83,973 0.02 981 DSM-Firmenich AG 82,607 0.02 662 Galderma Group AG 141,110 0.04 760 Garmin Ltd. 177,779 0.05 178 Geberit AG 116,958 0.03 38 Givaudan SA 141,038 0.04 213 Helvetia Baloise Holding AG 55,339 0.01 2,272 Holcim AG 225,121 0.06 1,096 Julius Baer Group Ltd. 89,801 0.02 283 Kuehne & Nagel International AG 65,322 0.02 836 Logitech International SA 101,538 0.03
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State Street CCF World Screened Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.34%) (continued)
Switzerland (30 November 2025: 2.49%) (continued) 322 Lonza Group AG 206,219 0.05 10,873 Nestle SA 1,105,460 0.29 8,019 Novartis AG 1,209,188 0.32 114 Partners Group Holding AG 120,690 0.03 3,216 Roche Holding AG 1,355,383 0.36 86 Roche Holding AG (Voting rights) 37,048 0.01 2,144 Sandoz Group AG 180,004 0.05 241 Schindler Holding AG 81,428 0.02 886 SGS SA 100,784 0.03 693 Sika AG 135,966 0.04 265 Sonova Holding AG 70,409 0.02 593 Straumann Holding AG 71,887 0.02 117 Swatch Group AG 32,374 0.01 118 Swiss Life Holding AG 128,488 0.03 524 Swiss Prime Site AG 87,786 0.02 1,365 Swiss Re AG 205,619 0.05 78 Swisscom AG 66,735 0.02 12,819 UBS Group AG 607,686 0.16 145 VAT Group AG 113,350 0.03 671 Zurich Insurance Group AG 478,335 0.13 Total Switzerland 9,245,826 2.45
United Kingdom (30 November 2025: 3.27%) 4,693 3i Group PLC 143,915 0.04 971 Admiral Group PLC 43,140 0.01 4,940 Anglo American PLC 265,556 0.07 2,252 Antofagasta PLC 124,398 0.03 1,331 Associated British Foods PLC 32,689 0.01 6,571 AstraZeneca PLC 1,222,496 0.32 13,046 Aviva PLC 107,833 0.03 65,155 Barclays PLC 402,198 0.11 72,082 BP PLC 506,996 0.13 35,110 BT Group PLC 98,818 0.03 1,596 Bunzl PLC 50,642 0.01 22,120 Centrica PLC 55,906 0.02 1,020 Coca-Cola Europacific Partners PLC 92,504 0.02 7,544 Compass Group PLC 242,690 0.06 9,946 Diageo PLC 205,860 0.06 1,209 Endeavour Mining PLC 74,867 0.02 18,462 GSK PLC 468,227 0.12 38,671 Haleon PLC 175,510 0.05 1,509 Halma PLC 95,235 0.03 74,646 HSBC Holdings PLC 1,402,228 0.37 7,041 Informa PLC 76,990 0.02 773 InterContinental Hotels Group PLC 119,158 0.03 12,848 J Sainsbury PLC 51,315 0.01 9,009 Kingfisher PLC 34,913 0.01 3,607 Land Securities Group PLC 30,582 0.01 30,034 Legal & General Group PLC 109,875 0.03 271,884 Lloyds Banking Group PLC 373,449 0.10 2,194 London Stock Exchange Group PLC 266,817 0.07 10,375 M&G PLC 44,193 0.01 12,724 Marks & Spencer Group PLC 61,042 0.02 7,430 Melrose Industries PLC 47,142 0.01 23,636 National Grid PLC 380,888 0.10
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Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Schedule of Investments as at 31 May 2026 (continued)
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State Street CCF World Screened Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.34%) (continued)
United Kingdom (30 November 2025: 3.27%) (continued) 36,386 NatWest Group PLC 293,985 0.08 625 Next PLC 111,332 0.03 2,491 Pearson PLC 37,338 0.01 11,028 Prudential PLC 159,281 0.04 2,930 Reckitt Benckiser Group PLC 181,321 0.05 8,299 RELX PLC 274,073 0.07 13,594 Rentokil Initial PLC 82,238 0.02 4,252 Rio Tinto PLC 456,685 0.12 2,160 Royalty Pharma PLC 120,442 0.03 4,612 Sage Group PLC 52,370 0.01 6,486 Segro PLC 63,176 0.02 1,234 Severn Trent PLC 49,402 0.01 24,063 Shell PLC 1,011,346 0.27 4,457 Smith & Nephew PLC 66,747 0.02 2,163 Smiths Group PLC 71,841 0.02 433 Spirax Group PLC 40,652 0.01 5,314 SSE PLC 166,970 0.04 7,070 Standard Chartered PLC 189,981 0.05 1,200 TechnipFMC PLC 82,104 0.02 31,785 Tesco PLC 184,317 0.05 9,724 Unilever PLC 551,235 0.15 3,577 United Utilities Group PLC 64,803 0.02 98,221 Vodafone Group PLC 147,490 0.04 Total United Kingdom 11,867,201 3.14
United States (30 November 2025: 70.12%) 2,460 3M Co. 376,700 0.10 7,060 Abbott Laboratories 604,336 0.16 7,540 AbbVie, Inc. 1,641,609 0.43 1,900 Adobe, Inc. 492,499 0.13 7,124 Advanced Micro Devices, Inc. 3,676,696 0.97 1,100 Affirm Holdings, Inc. 81,015 0.02 2,240 Aflac, Inc. 251,821 0.07 1,240 Agilent Technologies, Inc. 168,057 0.04 1,000 Air Products & Chemicals, Inc. 278,620 0.07 1,940 Airbnb, Inc. 258,621 0.07 1,120 Allstate Corp. 230,821 0.06 540 Alnylam Pharmaceuticals, Inc. 163,069 0.04 25,620 Alphabet, Inc. (Class A) 9,744,311 2.58 20,320 Alphabet, Inc. (Class C) 7,649,058 2.02 42,480 Amazon.com, Inc. 11,496,787 3.04 2,300 American Express Co. 727,881 0.19 2,210 American International Group, Inc. 164,048 0.04 2,140 American Tower Corp. 400,094 0.11 880 American Water Works Co., Inc. 108,478 0.03 440 Ameriprise Financial, Inc. 196,112 0.05 1,000 AMETEK, Inc. 225,850 0.06 2,380 Amgen, Inc. 801,560 0.21 5,480 Amphenol Corp. 815,205 0.22 2,208 Amrize Ltd. 120,093 0.03 2,252 Analog Devices, Inc. 931,990 0.25 3,000 Annaly Capital Management, Inc. 65,550 0.02 1,723 Apollo Global Management, Inc. 221,767 0.06 64,520 Apple, Inc. 20,134,111 5.33 3,520 Applied Materials, Inc. 1,584,211 0.42
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State Street CCF World Screened Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.34%) (continued)
United States (30 November 2025: 70.12%) (continued) 1,000 AppLovin Corp. 613,090 0.16 2,220 Archer-Daniels-Midland Co. 177,112 0.05 860 ARES Management Corp. 110,510 0.03 4,880 Arista Networks, Inc. 778,214 0.21 1,134 Arthur J Gallagher & Co. 228,059 0.06 800 AST SpaceMobile, Inc. 90,728 0.02 600 Astera Labs, Inc. 205,710 0.05 30,020 AT&T, Inc. 744,496 0.20 820 Atlassian Corp. 88,240 0.02 720 Atmos Energy Corp. 121,774 0.03 960 Autodesk, Inc. 222,058 0.06 1,780 Automatic Data Processing, Inc. 394,875 0.10 76 AutoZone, Inc. 223,074 0.06 720 AvalonBay Communities, Inc. 131,407 0.03 380 Avery Dennison Corp. 60,447 0.02 340 Axon Enterprise, Inc. 152,565 0.04 4,600 Baker Hughes Co. 293,848 0.08 1,220 Ball Corp. 66,697 0.02 29,500 Bank of America Corp. 1,522,200 0.40 3,160 Bank of New York Mellon Corp. 440,599 0.12 1,300 Becton Dickinson & Co. 191,256 0.05 6,100 Berkshire Hathaway, Inc. 2,894,328 0.77 780 Best Buy Co., Inc. 60,801 0.02 770 Biogen, Inc. 150,920 0.04 620 Blackrock, Inc. 649,066 0.17 3,280 Blackstone, Inc. 383,662 0.10 2,344 Block, Inc. 177,488 0.05 1,200 Bloom Energy Corp. 342,000 0.09 3,350 Booking Holdings, Inc. 560,890 0.15 6,580 Boston Scientific Corp. 317,880 0.08 9,140 Bristol-Myers Squibb Co. 522,625 0.14 19,750 Broadcom, Inc. 8,823,707 2.34 600 Broadridge Financial Solutions, Inc. 92,232 0.02 1,321 Brown & Brown, Inc. 74,306 0.02 340 Burlington Stores, Inc. 110,102 0.03 1,260 Cadence Design Systems, Inc. 472,412 0.13 2,809 Capital One Financial Corp. 527,895 0.14 1,120 Cardinal Health, Inc. 220,416 0.06 170 Carlisle Cos., Inc. 58,618 0.02 1,360 Carlyle Group, Inc. 61,785 0.02 3,560 Carrier Global Corp. 227,377 0.06 2,500 Carvana Co. 182,500 0.05 2,040 Caterpillar, Inc. 1,786,775 0.47 460 Cboe Global Markets, Inc. 153,438 0.04 1,420 CBRE Group, Inc. 177,557 0.05 680 CDW Corp. 85,306 0.02 800 Cencora, Inc. 215,488 0.06 2,260 Centene Corp. 134,696 0.04 880 CF Industries Holdings, Inc. 98,868 0.03 500 CH Robinson Worldwide, Inc. 89,325 0.02 7,056 Charles Schwab Corp. 616,342 0.16 360 Charter Communications, Inc. 51,858 0.01 780 Cheniere Energy, Inc. 175,391 0.05 5,950 Chipotle Mexican Grill, Inc. 189,567 0.05 980 Church & Dwight Co., Inc. 93,717 0.02 600 Ciena Corp. 348,138 0.09
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State Street CCF World Screened Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.34%) (continued)
United States (30 November 2025: 70.12%) (continued) 1,140 Cigna Group 316,236 0.08 560 Cincinnati Financial Corp. 88,155 0.02 1,280 Cintas Corp. 219,213 0.06 600 Circle Internet Group, Inc. 67,800 0.02 17,340 Cisco Systems, Inc. 2,088,083 0.55 7,580 Citigroup, Inc. 954,322 0.25 2,520 Citizens Financial Group, Inc. 156,895 0.04 640 Clorox Co. 57,613 0.02 1,460 Cloudflare, Inc. 353,057 0.09 1,580 CME Group, Inc. 432,193 0.11 1,440 CMS Energy Corp. 104,501 0.03 17,460 Coca-Cola Co. 1,379,515 0.37 4,100 Coeur Mining, Inc. 79,212 0.02 2,000 Cognizant Technology Solutions Corp. 111,510 0.03 900 Coherent Corp. 325,323 0.09 900 Coinbase Global, Inc. 170,127 0.05 3,500 Colgate-Palmolive Co. 315,455 0.08 16,620 Comcast Corp. 413,339 0.11 160 Comfort Systems USA, Inc. 292,514 0.08 1,440 Consolidated Edison, Inc. 152,107 0.04 600 Constellation Brands, Inc. 83,292 0.02 1,460 Constellation Energy Corp. 420,115 0.11 940 Cooper Cos., Inc. 57,537 0.02 3,740 Copart, Inc. 122,560 0.03 1,900 Corebridge Financial, Inc. 51,300 0.01 900 CoreWeave, Inc. 98,577 0.03 3,340 Corning, Inc. 605,074 0.16 340 Corpay, Inc. 123,012 0.03 3,120 Corteva, Inc. 244,234 0.06 1,740 CoStar Group, Inc. 56,028 0.01 1,880 Costco Wholesale Corp. 1,797,882 0.48 1,100 Crowdstrike Holdings, Inc. 804,100 0.21 1,920 Crown Castle, Inc. 175,680 0.05 7,140 CSX Corp. 323,156 0.09 666 Cummins, Inc. 430,656 0.11 120 Curtiss-Wright Corp. 89,713 0.02 5,720 CVS Health Corp. 520,406 0.14 2,780 Danaher Corp. 507,823 0.13 540 Darden Restaurants, Inc. 110,111 0.03 1,380 Datadog, Inc. 341,343 0.09 480 Deckers Outdoor Corp. 54,648 0.01 1,040 Deere & Co. 563,867 0.15 1,320 Dell Technologies, Inc. 555,601 0.15 860 Delta Air Lines, Inc. 70,933 0.02 1,660 Dexcom, Inc. 122,408 0.03 190 Dick’s Sporting Goods, Inc. 43,238 0.01 1,540 Digital Realty Trust, Inc. 292,600 0.08 960 Dollar General Corp. 106,186 0.03 810 Dollar Tree, Inc. 94,316 0.03 120 Domino’s Pizza, Inc. 37,270 0.01 1,580 DoorDash, Inc. 251,678 0.07 680 Dover Corp. 143,725 0.04 3,120 Dow, Inc. 105,300 0.03 1,280 DR Horton, Inc. 188,275 0.05 1,837 DuPont de Nemours, Inc. 88,948 0.02 2,080 eBay, Inc. 227,282 0.06
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State Street CCF World Screened Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.34%) (continued)
United States (30 November 2025: 70.12%) (continued) 300 EchoStar Corp. 38,757 0.01 1,144 Ecolab, Inc. 292,864 0.08 1,860 Edison International 130,088 0.03 2,760 Edwards Lifesciences Corp. 238,657 0.06 1,120 Electronic Arts, Inc. 225,926 0.06 1,040 Elevance Health, Inc. 408,918 0.11 3,560 Eli Lilly & Co. 3,933,800 1.04 200 EMCOR Group, Inc. 165,364 0.04 2,540 Emerson Electric Co. 365,303 0.10 720 Entegris, Inc. 99,929 0.03 2,000 Entergy Corp. 218,100 0.06 540 Equifax, Inc. 89,527 0.02 420 Equinix, Inc. 448,577 0.12 1,380 Equity Residential 90,321 0.02 340 Essex Property Trust, Inc. 92,698 0.02 990 Estee Lauder Cos., Inc. 88,060 0.02 1,300 Everpure, Inc. 103,363 0.03 1,540 Eversource Energy 105,136 0.03 4,620 Exelon Corp. 210,857 0.06 620 Expedia Group, Inc. 139,990 0.04 760 Expeditors International of Washington, Inc. 120,072 0.03 960 Extra Space Storage, Inc. 138,538 0.04 18,300 Exxon Mobil Corp. 2,658,258 0.70 200 F5, Inc. 76,690 0.02 111 Fair Isaac Corp. 138,815 0.04 5,480 Fastenal Co. 242,216 0.06 1,040 FedEx Corp. 428,220 0.11 980 Ferguson Enterprises, Inc. 221,451 0.06 1,320 Fidelity National Financial, Inc. 62,502 0.02 2,580 Fidelity National Information Services, Inc. 110,914 0.03 3,500 Fifth Third Bancorp 174,755 0.05 40 First Citizens BancShares, Inc. 79,620 0.02 460 First Solar, Inc. 141,123 0.04 2,698 Fiserv, Inc. 152,599 0.04 17,520 Ford Motor Co. 305,549 0.08 2,760 Fortinet, Inc. 380,797 0.10 1,440 Fortive Corp. 83,981 0.02 560 Fox Corp. (Class A) 35,795 0.01 1,300 Fox Corp. (Class B) 74,607 0.02 6,600 Freeport-McMoRan, Inc. 433,686 0.11 1,520 Gaming & Leisure Properties, Inc. 71,394 0.02 2,119 GE HealthCare Technologies, Inc. 132,098 0.04 1,194 GE Vernova, Inc. 1,156,174 0.31 2,940 Gen Digital, Inc. 75,823 0.02 4,477 General Electric Co. 1,449,474 0.38 2,180 General Mills, Inc. 73,706 0.02 3,920 General Motors Co. 326,301 0.09 580 Genuine Parts Co. 57,246 0.02 5,600 Gilead Sciences, Inc. 752,808 0.20 1,220 Global Payments, Inc. 92,122 0.02 1,240 Goldman Sachs Group, Inc. 1,271,694 0.34 700 Graco, Inc. 52,815 0.01 4,000 Halliburton Co. 155,400 0.04 1,180 Hartford Insurance Group, Inc. 150,013 0.04 720 HCA Healthcare, Inc. 272,549 0.07 400 HEICO Corp. (Restricted voting rights) 103,924 0.03
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34 State Street CCF
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State Street CCF World Screened Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.34%) (continued)
United States (30 November 2025: 70.12%) (continued) 620 Hershey Co. 120,299 0.03 4,960 Hewlett Packard Enterprise Co. 213,478 0.06 1,070 Hilton Worldwide Holdings, Inc. 350,596 0.09 4,320 Home Depot, Inc. 1,370,045 0.36 1,800 Howmet Aerospace, Inc. 464,850 0.12 4,760 HP, P, Inc. 128,710 0.03 200 Hubbell, Inc. 94,722 0.03 540 Humana, Inc. 164,927 0.04 6,620 Huntington Bancshares, Inc. 108,303 0.03 260 Hyatt Hotels Corp. 47,154 0.01 380 IDEX Corp. 80,115 0.02 380 IDEXX Laboratories, Inc. 214,141 0.06 1,230 Illinois Tool Works, Inc. 304,154 0.08 760 Illumina, Inc. 123,850 0.03 880 Incyte Corp. 85,131 0.02 1,740 Ingersoll Rand, Inc. 124,654 0.03 900 Insmed, Inc. 96,219 0.03 340 Insulet Corp. 49,280 0.01 19,360 Intel Corp. 2,220,205 0.59 2,100 Interactive Brokers Group, Inc. 182,637 0.05 2,540 Intercontinental Exchange, Inc. 375,539 0.10 4,180 International Business Machines Corp. 1,244,804 0.33 1,124 International Flavors & Fragrances, Inc. 85,480 0.02 2,460 International Paper Co. 82,336 0.02 1,100 Intuit, Inc. 364,683 0.10 1,480 Intuitive Surgical, Inc. 628,467 0.17 3,160 Invitation Homes, Inc. 92,430 0.02 1,300 IonQ, Inc. 93,691 0.02 840 IQVIA Holdings, Inc. 153,056 0.04 1,440 Iron Mountain, Inc. 184,680 0.05 380 Jabil, Inc. 138,533 0.04 600 Jacobs Solutions, Inc. 71,916 0.02 480 JB Hunt Transport Services, Inc. 132,686 0.04 10,421 Johnson & Johnson 2,348,164 0.62 11,720 JPMorgan Chase & Co. 3,507,913 0.93 8,351 Kenvue, Inc. 144,305 0.04 6,040 Keurig Dr. Pepper, Inc. 181,381 0.05 5,120 KeyCorp 109,210 0.03 740 Keysight Technologies, Inc. 250,364 0.07 1,300 Kimberly-Clark Corp. 126,880 0.03 3,100 Kimco Realty Corp. 74,648 0.02 2,870 KKR & Co., Inc. 275,348 0.07 580 KLA Corp. 1,114,592 0.30 4,340 Kraft Heinz Co. 104,203 0.03 2,800 Kroger Co. 174,020 0.05 420 Labcorp Holdings, Inc. 109,225 0.03 5,400 Lam Research Corp. 1,718,172 0.45 1,500 Las Vegas Sands Corp. 75,855 0.02 1,080 Lennar Corp. 96,962 0.03 120 Lennox International, Inc. 60,259 0.02 1,080 Liberty Media Corp.-Liberty Formula One 98,053 0.03 860 Live Nation Entertainment, Inc. 144,833 0.04 880 Loews Corp. 91,124 0.02 2,220 Lowe’s Cos., Inc. 475,879 0.13 382 LPL Financial Holdings, Inc. 104,580 0.03 500 Lululemon Athletica, Inc. 65,590 0.02
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Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Schedule of Investments as at 31 May 2026 (continued)
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State Street CCF World Screened Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.34%) (continued)
United States (30 November 2025: 70.12%) (continued) 300 Lumentum Holdings, Inc. 256,488 0.07 700 M&T Bank Corp. 151,277 0.04 1,420 Marathon Petroleum Corp. 353,253 0.09 64 Markel Group, Inc. 116,198 0.03 920 Marriott International, Inc. 345,552 0.09 2,160 Marsh & McLennan Cos., Inc. 345,535 0.09 300 Martin Marietta Materials, Inc. 174,492 0.05 3,940 Marvell Technology, Inc. 807,700 0.21 1,000 Masco Corp. 70,250 0.02 280 MasTec, Inc. 105,944 0.03 3,620 Mastercard, Inc. 1,788,208 0.47 980 McCormick & Co., Inc. 46,423 0.01 2,960 McDonald’s Corp. 826,432 0.22 500 McKesson Corp. 371,220 0.10 207 MercadoLibre, Inc. 351,000 0.09 10,600 Merck & Co., Inc. 1,258,432 0.33 9,600 Meta Platforms, Inc. 6,072,096 1.61 2,720 MetLife, Inc. 224,917 0.06 80 Mettler-Toledo International, Inc. 94,446 0.03 2,420 Microchip Technology, Inc. 229,053 0.06 4,940 Micron Technology, Inc. 4,796,740 1.27 30,900 Microsoft Corp. 13,912,416 3.68 600 Mid-America Apartment Communities, Inc. 77,442 0.02 5,740 Mondelez International, Inc. 351,116 0.09 340 MongoDB, Inc. 114,087 0.03 180 Monolithic Power Systems, Inc. 281,918 0.07 2,960 Monster Beverage Corp. 260,717 0.07 700 Moody’s Corp. 317,275 0.08 4,973 Morgan Stanley 1,034,384 0.27 700 Motorola Solutions, Inc. 282,296 0.07 1,700 Nasdaq, Inc. 157,284 0.04 700 Natera, Inc. 156,359 0.04 1,060 NetApp, Inc. 184,747 0.05 18,010 Netflix, Inc. 1,549,220 0.41 560 Neurocrine Biosciences, Inc. 88,648 0.02 4,409 Newmont Corp. 484,152 0.13 8,660 NextEra Energy, Inc. 753,507 0.20 5,260 NIKE, Inc. 243,170 0.06 2,100 NiSource, Inc. 97,062 0.03 300 Nordson Corp. 86,199 0.02 1,000 Norfolk Southern Corp. 304,960 0.08 620 Northern Trust Corp. 102,579 0.03 800 NRG Energy, Inc. 107,264 0.03 1,080 Nucor Corp. 270,000 0.07 101,500 NVIDIA Corp. 21,430,710 5.67 12 NVR, Inc. 73,258 0.02 860 Okta, Inc. 106,012 0.03 820 Old Dominion Freight Line, Inc. 184,623 0.05 820 Omnicom Group, Inc. 59,622 0.02 1,820 ON Semiconductor Corp. 219,528 0.06 2,680 ONEOK, Inc. 224,959 0.06 7,660 Oracle Corp. 1,729,475 0.46 3,800 O’Reilly Automotive, Inc. 330,144 0.09 1,780 Otis Worldwide Corp. 126,095 0.03 2,340 PACCAR, Inc. 258,266 0.07 420 Packaging Corp. of America 91,942 0.02
State Street CCF
Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Schedule of Investments as at 31 May 2026 (continued)
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State Street CCF World Screened Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.34%) (continued)
United States (30 November 2025: 70.12%) (continued) 9,800 Palantir Technologies, Inc. 1,534,092 0.41 3,612 Palo Alto Networks, Inc. 1,017,464 0.27 540 Parker-Hannifin Corp. 456,100 0.12 1,360 Paychex, Inc. 131,893 0.04 4,260 PayPal Holdings, Inc. 190,635 0.05 5,780 PepsiCo, Inc. 833,418 0.22 23,000 Pfizer, Inc. 602,140 0.16 9,555 PG&E Corp. 156,129 0.04 1,940 Phillips 66 341,207 0.09 700 Pinnacle Financial Partners, Inc. 68,418 0.02 1,800 PNC Financial Services Group, Inc. 398,016 0.11 1,040 PPG Industries, Inc. 117,499 0.03 1,240 Principal Financial Group, Inc. 128,489 0.03 9,860 Procter & Gamble Co. 1,415,502 0.37 2,280 Progressive Corp. 434,112 0.12 3,705 Prologis, Inc. 531,556 0.14 1,480 Prudential Financial, Inc. 148,947 0.04 600 PTC, Inc. 83,238 0.02 2,260 Public Service Enterprise Group, Inc. 177,749 0.05 660 Public Storage 200,435 0.05 900 PulteGroup, Inc. 106,362 0.03 1,000 Qnity Electronics, Inc. 156,000 0.04 4,660 QUALCOMM, Inc. 1,169,753 0.31 720 Quanta Services, Inc. 512,446 0.14 500 Quest Diagnostics, Inc. 97,450 0.03 970 Raymond James Financial, Inc. 139,108 0.04 4,170 Realty Income Corp. 255,538 0.07 500 Reddit, Inc. 88,000 0.02 800 Regency Centers Corp. 61,880 0.02 388 Regeneron Pharmaceuticals, Inc. 238,535 0.06 4,320 Regions Financial Corp. 120,960 0.03 300 Reliance, Inc. 114,231 0.03 1,000 Republic Services, Inc. 200,440 0.05 620 ResMed, Inc. 118,153 0.03 700 Revolution Medicines, Inc. 110,236 0.03 2,920 Rivian Automotive, Inc. 47,596 0.01 3,320 Robinhood Markets, Inc. 313,076 0.08 2,680 ROBLOX Corp. 126,362 0.03 4,100 Rocket Cos., Inc. 59,491 0.02 2,300 Rocket Lab Corp. 330,004 0.09 490 Rockwell Automation, Inc. 221,019 0.06 1,540 Rollins, Inc. 73,304 0.02 460 Roper Technologies, Inc. 149,744 0.04 1,500 Ross Stores, Inc. 347,595 0.09 740 RPM International, Inc. 78,418 0.02 1,265 S&P Global, Inc. 536,360 0.14 3,206 Salesforce, Inc. 612,667 0.16 1,400 Samsara, Inc. 48,986 0.01 400 SBA Communications Corp. 81,264 0.02 3,040 Sempra 270,955 0.07 4,600 ServiceNow, Inc. 572,102 0.15 1,080 Sherwin-Williams Co. 328,147 0.09 1,460 Simon Property Group, Inc. 299,169 0.08 300 Snap-on, Inc. 111,363 0.03 1,420 Snowflake, Inc. 362,881 0.10 4,400 SoFi Technologies, Inc. 80,168 0.02
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State Street CCF World Screened Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.34%) (continued)
United States (30 November 2025: 70.12%) (continued) 1,200 SS&C Technologies Holdings, Inc. 81,024 0.02 5,090 Starbucks Corp. 504,724 0.13 1,200 State Street Corp. 186,768 0.05 660 Steel Dynamics, Inc. 171,699 0.05 1,100 Strategy, Inc. 174,999 0.05 1,500 Stryker Corp. 457,635 0.12 640 Sun Communities, Inc. 79,142 0.02 2,218 Sunbelt Rentals Holdings, Inc. 174,661 0.05 2,200 Super Micro Computer, Inc. 101,398 0.03 1,120 Synchrony Financial 80,013 0.02 862 Synopsys, Inc. 409,984 0.11 2,100 Sysco Corp. 159,201 0.04 900 T. Rowe Price Group, Inc. 94,077 0.02 850 Take-Two Interactive Software, Inc. 190,536 0.05 900 Tapestry, Inc. 130,914 0.03 860 Targa Resources Corp. 219,360 0.06 2,140 Target Corp. 271,930 0.07 260 Teledyne Technologies, Inc. 161,156 0.04 760 Teradyne, Inc. 284,476 0.08 12,360 Tesla, Inc. 5,386,364 1.43 4,100 Texas Instruments, Inc. 1,253,288 0.33 1,660 Thermo Fisher Scientific, Inc. 817,567 0.22 4,680 TJX Cos., Inc. 724,230 0.19 2,315 T-Mobile U.S., Inc. 434,132 0.12 1,780 Toast, Inc. 46,333 0.01 2,500 Tractor Supply Co. 78,825 0.02 400 Tradeweb Markets, Inc. 40,100 0.01 255 TransDigm Group, Inc. 320,872 0.09 980 TransUnion 70,129 0.02 860 Travelers Cos., Inc. 251,025 0.07 1,280 Trimble, Inc. 72,205 0.02 6,020 Truist Financial Corp. 290,224 0.08 700 Twilio, Inc. 133,448 0.04 160 Tyler Technologies, Inc. 50,104 0.01 1,100 Tyson Foods, Inc. 67,122 0.02 7,140 U.S. Bancorp 391,629 0.10 7,540 Uber Technologies, Inc. 530,816 0.14 160 Ulta Beauty, Inc. 81,416 0.02 2,560 Union Pacific Corp. 672,358 0.18 500 United Airlines Holdings, Inc. 57,400 0.02 3,360 United Parcel Service, Inc. 358,478 0.09 240 United Rentals, Inc. 238,961 0.06 160 United Therapeutics Corp. 89,091 0.02 4,040 UnitedHealth Group, Inc. 1,536,452 0.41 1,480 Valero Energy Corp. 362,334 0.10 620 Veeva Systems, Inc. 108,091 0.03 1,800 Ventas, Inc. 151,956 0.04 1,206 Veralto Corp. 99,169 0.03 320 VeriSign, Inc. 91,322 0.02 620 Verisk Analytics, Inc. 108,494 0.03 17,580 Verizon Communications, Inc. 840,500 0.22 1,120 Vertex Pharmaceuticals, Inc. 501,245 0.13 1,600 Vertiv Holdings Co. 505,136 0.13 4,660 VICI Properties, Inc. 131,505 0.03 7,240 Visa, Inc. 2,362,846 0.63 580 Vulcan Materials Co. 164,094 0.04
State Street CCF
Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Schedule of Investments as at 31 May 2026 (continued)
38 State Street CCF
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State Street CCF World Screened Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.34%) (continued)
United States (30 November 2025: 70.12%) (continued) 505 W.R. Berkley Corp. 32,088 0.01 19,400 Walmart, Inc. 2,245,550 0.59 7,380 Walt Disney Co. 751,505 0.20 10,768 Warner Bros Discovery, Inc. 290,844 0.08 1,840 Waste Management, Inc. 389,086 0.10 475 Waters Corp. 182,196 0.05 160 Watsco, Inc. 58,736 0.02 13,300 Wells Fargo & Co. 1,031,282 0.27 3,060 Welltower, Inc. 628,310 0.17 280 West Pharmaceutical Services, Inc. 90,387 0.02 1,580 Western Digital Corp. 839,312 0.22 690 Westinghouse Air Brake Technologies Corp. 180,200 0.05 3,800 Weyerhaeuser Co. 93,138 0.02 5,620 Williams Cos., Inc. 401,212 0.11 600 Williams-Sonoma, Inc. 122,142 0.03 1,020 Workday, Inc. 149,114 0.04 860 WP Carey, Inc. 64,001 0.02 160 WW Grainger, Inc. 197,478 0.05 400 XPO, Inc. 85,700 0.02 1,040 Xylem, Inc. 113,922 0.03 1,200 Yum! Brands, Inc. 177,540 0.05 1,020 Zimmer Biomet Holdings, Inc. 83,977 0.02 2,040 Zoetis, Inc. 158,488 0.04 1,240 Zoom Communications, Inc. 125,972 0.03 420 Zscaler, Inc. 58,687 0.02 Total United States 265,212,463 70.21
Total Equities 375,757,068 99.47
Open Futures Contracts (30 November 2025: 0.03%)
No. of Contracts Open Futures Contracts
Unrealised Gains/(Losses) USD
% of Net Assets
2 S&P 500 E-mini Index Futures Long Futures Contracts 75,888 0.02 14 S&P 500 Micro E-mini Index Futures Long Futures Contracts 10,771 0.00
Net Unrealised Gains on Open Futures Contracts 86,659 0.02
Fair Value USD % of Net Assets
Total Value of Investments 375,843,727 99.49
Cash 1,061,842 0.28
Cash due to broker (2,528) (0.00)
Other Net Assets 854,888 0.23
Net assets attributable to equity Unitholders at fair value 377,757,929 100.00
The counterparty to the open futures contracts is Goldman Sachs International.
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State Street CCF World Climate Transition CTB Index Equity Fund
Holdings Financial assets at fair value through profit or loss Fair Value USD
% of Net Assets
Equities (30 November 2025: 99.57%)
Australia (30 November 2025: 1.61%) 22,886 ANZ Group Holdings Ltd. 579,620 0.07 68,601 APA Group 497,533 0.06 8,897 Aristocrat Leisure Ltd. 320,710 0.04 5,515 ASX Ltd. 183,443 0.02 31,151 Brambles Ltd. 371,386 0.05 5,740 CAR Group Ltd. 102,587 0.01 4,579 Cochlear Ltd. 331,106 0.04 5,127 Coles Group Ltd. 80,122 0.01 16,195 Commonwealth Bank of Australia 1,922,863 0.25 9,648 Computershare Ltd. 240,115 0.03 1,679 CSL Ltd. 116,709 0.02 6,773 Evolution Mining Ltd. 59,160 0.01 86 Goodman Group 1,960 0.00 33,794 Insurance Australia Group Ltd. 186,251 0.02 61,877 Lottery Corp. Ltd. 241,301 0.03 13,804 Lynas Rare Earths Ltd. 190,595 0.02 3,043 Macquarie Group Ltd. 522,291 0.07 25,802 National Australia Bank Ltd. 693,014 0.09 13,304 Northern Star Resources Ltd. 180,054 0.02 34,904 PLS Group Ltd. 162,233 0.02 38,609 QBE Insurance Group Ltd. 628,921 0.08 1,052 REA Group Ltd. 112,780 0.02 34,580 Scentre Group 95,292 0.01 149,266 Sigma Healthcare Ltd. 315,747 0.04 54,655 Stockland 161,229 0.02 42,720 Suncorp Group Ltd. 534,210 0.07 134,326 Transurban Group 1,447,780 0.19 141,386 Vicinity Ltd. 257,370 0.03 11,713 Wesfarmers Ltd. 672,430 0.09 26,647 Westpac Banking Corp. 690,211 0.09 38,858 Woodside Energy Group Ltd. 857,202 0.11 Total Australia 12,756,225 1.63
Austria (30 November 2025: 0.08%) 2,967 Erste Group Bank AG 356,621 0.05 4,136 Verbund AG 277,765 0.03 Total Austria 634,386 0.08
Belgium (30 November 2025: 0.29%) 14,504 Anheuser-Busch InBev SA 1,167,855 0.15 349 D’ieteren Group 69,805 0.01 1,320 Elia Group SA 205,332 0.02 5,286 KBC Group NV 702,900 0.09 1,290 UCB SA 378,901 0.05 Total Belgium 2,524,793 0.32
Bermuda (30 November 2025: 0.10%) 30,820 Aegon Ltd. 262,979 0.03 3,953 Arch Capital Group Ltd. 353,161 0.05 Total Bermuda 616,140 0.08
Canada (30 November 2025: 4.33%) 6,107 Agnico Eagle Mines Ltd. 1,123,736 0.14 1,770 AtkinsRealis Group, Inc. 106,337 0.01
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Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Schedule of Investments as at 31 May 2026
40 State Street CCF
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State Street CCF World Climate Transition CTB Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.57%) (continued)
Canada (30 November 2025: 4.33%) (continued) 6,098 Bank of Montreal 991,271 0.13 23,476 Bank of Nova Scotia 1,885,169 0.24 11,342 Brookfield Corp. 517,143 0.07 6,625 Brookfield Renewable Corp. 265,904 0.03 30,242 CAE, Inc. 783,519 0.10 6,600 Cameco Corp. 742,192 0.10 13,070 Canadian Imperial Bank of Commerce 1,427,828 0.18 8,700 Canadian National Railway Co. 1,031,015 0.13 5,834 Canadian Pacific Kansas City Ltd. 521,335 0.07 1,250 Celestica, Inc. 483,658 0.06 2,600 CGI, Inc. 181,720 0.02 54 Constellation Software, Inc. (Voting rights) 110,655 0.01 200 Descartes Systems Group, Inc. 14,771 0.00 2,867 Dollarama, Inc. 366,921 0.05 21,489 Element Fleet Management Corp. 428,516 0.06 43,499 Enbridge, Inc. 2,388,490 0.31 4,479 First Quantum Minerals Ltd. 137,990 0.02 500 FirstService Corp. 67,083 0.01 12,095 Fortis, Inc. 669,569 0.09 4,486 Franco-Nevada Corp. 1,039,998 0.13 8,307 George Weston Ltd. 582,404 0.07 4,455 Gildan Activewear, Inc. 272,012 0.04 7,292 Hydro One Ltd. 300,139 0.04 1,400 iA Financial Corp., Inc. 174,681 0.02 3,330 Intact Financial Corp. 654,784 0.08 17,700 Ivanhoe Mines Ltd. 156,885 0.02 24,966 Keyera Corp. 1,036,482 0.13 13,046 Kinross Gold Corp. 396,622 0.05 5,700 Loblaw Cos. Ltd. 255,177 0.03 2,002 Lundin Gold, Inc. 133,777 0.02 18,798 Lundin Mining Corp. 561,941 0.07 29,127 Manulife Financial Corp. 1,114,926 0.14 9,909 National Bank of Canada 1,448,280 0.19 10,013 Nutrien Ltd. 686,238 0.09 1,317 Pan American Silver Corp. 75,269 0.01 21,519 Pembina Pipeline Corp. 1,004,600 0.13 1,188 RB Global, Inc. 126,488 0.02 12,483 Royal Bank of Canada 2,396,287 0.31 10,077 Shopify, Inc. 1,202,686 0.15 1,008 Stantec, Inc. 76,225 0.01 19,332 Sun Life Financial, Inc. 1,390,450 0.18 16,076 TC Energy Corp. 1,072,006 0.14 1,208 Thomson Reuters Corp. 104,827 0.01 12,967 TMX Group Ltd. 485,621 0.06 15,922 Toronto-Dominion Bank 1,823,306 0.23 11,209 Wheaton Precious Metals Corp. 1,508,258 0.19 1,733 WSP Global, Inc. 245,643 0.03 Total Canada 34,570,834 4.42
Cayman Islands (30 November 2025: 0.10%) 1,454 Credo Technology Group Holding Ltd. 343,188 0.04 206 Fabrinet 134,757 0.02 885 FTAI Aviation Ltd. 230,401 0.03 41,200 Grab Holdings Ltd. 145,848 0.02 15,200 Sands China Ltd. 29,731 0.00
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State Street CCF World Climate Transition CTB Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.57%) (continued)
Cayman Islands (30 November 2025: 0.10%) (continued) 7,000 SITC International Holdings Co. Ltd. 30,921 0.01 Total Cayman Islands 914,846 0.12
Curacao (30 November 2025: 0.16%) 26,164 SLB Ltd. 1,427,246 0.18
Denmark (30 November 2025: 0.52%) 3,100 Carlsberg AS 416,960 0.05 1,769 Coloplast AS 109,328 0.01 1,866 DSV AS 468,955 0.06 26,699 Novo Nordisk AS 1,221,284 0.16 3,455 Novonesis Novozymes B 200,957 0.03 10,793 Orsted AS 276,638 0.03 2,119 Pandora AS 198,854 0.03 8,683 Tryg AS 204,456 0.03 14,197 Vestas Wind Systems AS 399,133 0.05 Total Denmark 3,496,565 0.45
Finland (30 November 2025: 0.51%) 7,259 Elisa OYJ 348,323 0.04 8,948 Fortum OYJ 209,359 0.03 24,673 Kesko OYJ 598,301 0.08 21,322 Metso OYJ 407,562 0.05 8,829 Neste OYJ 290,133 0.04 70,739 Nokia OYJ 1,031,035 0.13 22,217 Nordea Bank Abp 427,003 0.06 869 Orion OYJ 72,608 0.01 61,473 Sampo OYJ 650,214 0.08 18,127 Stora Enso OYJ 212,485 0.03 16,984 UPM-Kymmene OYJ 496,280 0.06 Total Finland 4,743,303 0.61
France (30 November 2025: 2.16%) 324 Air Liquide SA 67,331 0.01 4,545 Alstom SA 90,907 0.01 29,408 AXA SA 1,363,440 0.17 10,356 BNP Paribas SA 1,123,294 0.14 6,151 Bollore SE 39,048 0.01 953 Bouygues SA 56,117 0.01 7,614 Covivio SA 490,905 0.06 11,770 Credit Agricole SA 228,001 0.03 12,443 Dassault Systemes SE 273,055 0.03 2,003 Eiffage SA 291,591 0.04 7,844 Engie SA 242,294 0.03 3,497 EssilorLuxottica SA 714,756 0.09 3,821 Gecina SA 327,507 0.04 31,429 Getlink SE 688,043 0.09 163 Hermes International SCA 308,145 0.04 670 Kering SA 199,647 0.03 1,381 Klepierre SA 56,437 0.01 3,125 Legrand SA 538,438 0.07 2,753 L’Oreal SA 1,228,985 0.16 1,895 LVMH Moet Hennessy Louis Vuitton SE 1,046,088 0.13 3,564 Pernod Ricard SA 263,764 0.03
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Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.57%) (continued)
France (30 November 2025: 2.16%) (continued) 9,069 Rexel SA 389,563 0.05 9,549 Sanofi SA 838,972 0.11 5,486 Schneider Electric SE 1,728,189 0.22 9,590 Societe Generale SA 801,615 0.10 17,604 TotalEnergies SE 1,544,421 0.20 5,949 Unibail-Rodamco-Westfield 689,636 0.09 Total France 15,630,189 2.00
Germany (30 November 2025: 2.02%) 1,703 adidas AG 331,087 0.04 3,823 Allianz SE 1,702,412 0.22 3,863 Beiersdorf AG 311,858 0.04 5,574 Commerzbank AG 241,060 0.03 18,473 Deutsche Bank AG 600,580 0.08 1,944 Deutsche Boerse AG 561,693 0.07 6,595 Deutsche Telekom AG 222,107 0.03 9,226 E.ON SE 195,946 0.03 5,118 GEA Group AG 331,172 0.04 10,943 Henkel AG & Co. KGaA (Voting rights) 795,567 0.10 2,463 Hensoldt AG 254,136 0.03 11,737 Infineon Technologies AG 1,110,922 0.14 4,009 Merck KGaA 612,156 0.08 1,475 Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen 778,522 0.10 594 Rheinmetall AG 896,544 0.11 10,182 SAP SE 1,844,781 0.24 290 Sartorius AG 82,946 0.01 5,969 Siemens AG 1,879,298 0.24 1,174 Siemens Energy AG 223,639 0.03 1,339 Symrise AG 123,597 0.02 16,600 Vonovia SE 415,128 0.05 1,015 Zalando SE 27,586 0.00 Total Germany 13,542,737 1.73
Hong Kong (30 November 2025: 0.64%) 111,400 AIA Group Ltd. 1,169,093 0.15 102,500 BOC Hong Kong Holdings Ltd. 626,975 0.08 150,000 Hong Kong & China Gas Co. Ltd. 137,227 0.02 13,400 Hong Kong Exchanges & Clearing Ltd. 683,558 0.09 30,700 Link REIT 158,173 0.02 225,000 MTR Corp. Ltd. 905,466 0.11 568,709 Sino Land Co. Ltd. 856,975 0.11 33,500 Sun Hung Kai Properties Ltd. 562,935 0.07 6,500 Swire Pacific Ltd. 67,675 0.01 Total Hong Kong 5,168,077 0.66
Ireland (30 November 2025: 2.09%) 6,516 Accenture PLC 1,218,948 0.16 24,745 AIB Group PLC 291,649 0.04 2,767 Allegion PLC 359,904 0.05 1,233 Aon PLC 389,702 0.05 11,214 Bank of Ireland Group PLC 228,157 0.03 11,349 CRH PLC 1,234,658 0.16 3,482 Eaton Corp. PLC 1,394,889 0.18 1,883 Flutter Entertainment PLC (Non voting rights) 182,613 0.02
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Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.57%) (continued)
Ireland (30 November 2025: 2.09%) (continued) 7,432 Johnson Controls International PLC 996,334 0.13 6,900 Kerry Group PLC 591,416 0.07 4,350 Linde PLC 2,164,951 0.28 4,673 Medtronic PLC 344,914 0.04 10,300 Pentair PLC 729,652 0.09 2,094 Seagate Technology Holdings PLC 1,842,301 0.23 4,635 STERIS PLC 986,004 0.13 3,136 TE Connectivity PLC 669,254 0.08 3,515 Trane Technologies PLC 1,586,320 0.20 1,176 Willis Towers Watson PLC 293,612 0.04 Total Ireland 15,505,278 1.98
Isle of Man (30 November 2025: 0.02%)
Israel (30 November 2025: 0.22%) 342 Azrieli Group Ltd. 57,129 0.01 25,725 Bank Hapoalim BM 665,274 0.08 4,874 Bank Leumi Le-Israel BM 124,325 0.02 800 Check Point Software Technologies Ltd. 108,040 0.01 4,697 Enlight Renewable Energy Ltd. 508,997 0.06 695 Harel Insurance Investments & Financial Services Ltd. 44,376 0.01 1,629 Mizrahi Tefahot Bank Ltd. 125,918 0.02 7,600 Teva Pharmaceutical Industries Ltd. 268,432 0.03 206 Tower Semiconductor Ltd. 59,204 0.01 Total Israel 1,961,695 0.25
Italy (30 November 2025: 0.85%) 1,171 Banca Mediolanum SpA 27,070 0.01 13,370 Banco BPM SpA 210,395 0.03 96,168 Enel SpA 1,080,148 0.14 24,295 Generali 1,097,469 0.14 209,933 Intesa Sanpaolo SpA 1,422,606 0.18 10,701 Italgas SpA 125,687 0.02 6,304 Moncler SpA 410,931 0.05 1,498 Prysmian SpA 258,717 0.03 43,189 Snam SpA 315,803 0.04 49,960 Terna - Rete Elettrica Nazionale 574,380 0.07 12,786 UniCredit SpA 1,107,707 0.14 Total Italy 6,630,913 0.85
Japan (30 November 2025: 5.71%) 6,300 Advantest Corp. 1,035,687 0.13 17,800 Aeon Co. Ltd. 155,592 0.02 14,100 Ajinomoto Co., Inc. 456,330 0.06 27,100 ANA Holdings, Inc. 508,753 0.07 27,600 Asahi Group Holdings Ltd. 264,141 0.03 18,600 Asahi Kasei Corp. 208,796 0.03 8,100 Asics Corp. 246,424 0.03 30,300 Astellas Pharma, Inc. 434,543 0.06 4,600 Bandai Namco Holdings, Inc. 105,211 0.01 9,600 Canon, Inc. 254,971 0.03 4,100 Central Japan Railway Co. 89,603 0.01 7,400 Chugai Pharmaceutical Co. Ltd. 366,862 0.05 5,800 Daifuku Co. Ltd. 266,372 0.03
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Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.57%) (continued)
Japan (30 November 2025: 5.71%) (continued) 50,800 Daiichi Life Group, Inc. 522,073 0.07 22,500 Daiichi Sankyo Co. Ltd. 381,690 0.05 900 Daikin Industries Ltd. 131,645 0.02 10,200 Daiwa House Industry Co. Ltd. 277,698 0.04 61,600 Daiwa Securities Group, Inc. 580,632 0.07 1,100 Disco Corp. 449,771 0.06 17,200 East Japan Railway Co. 368,656 0.05 6,200 Ebara Corp. 221,337 0.03 7,700 Eisai Co. Ltd. 192,706 0.02 19,000 FANUC Corp. 941,944 0.12 1,800 Fast Retailing Co. Ltd. 930,925 0.12 12,800 FUJIFILM Holdings Corp. 267,112 0.03 7,600 Fujikura Ltd. 227,776 0.03 22,700 Fujitsu Ltd. 480,266 0.06 22,500 Hankyu Hanshin Holdings, Inc. 661,898 0.08 36,500 Hitachi Ltd. 1,184,490 0.15 5,500 Hoya Corp. 935,612 0.12 70,800 Hulic Co. Ltd. 755,633 0.10 2,800 Ibiden Co. Ltd. 404,548 0.05 92,100 ITOCHU Corp. 1,119,791 0.14 19,700 Japan Exchange Group, Inc. 241,439 0.03 8,100 JX Advanced Metals Corp. 199,918 0.03 50,200 KDDI Corp. 863,576 0.11 1,300 Keyence Corp. 654,206 0.08 21,700 Kikkoman Corp. 189,887 0.02 2,300 Kioxia Holdings Corp. 951,410 0.12 17,100 Kirin Holdings Co. Ltd. 292,018 0.04 7,900 Komatsu Ltd. 326,392 0.04 400 Konami Group Corp. 47,566 0.01 3,400 Kyowa Kirin Co. Ltd. 53,502 0.01 102,700 LY Corp. 269,217 0.03 8,800 Marubeni Corp. 287,234 0.04 23,900 Mitsubishi Corp. 760,434 0.10 14,400 Mitsubishi Estate Co. Ltd. 366,897 0.05 85,500 Mitsubishi UFJ Financial Group, Inc. 1,610,745 0.21 30,500 Mitsui & Co. Ltd. 1,013,537 0.13 18,300 Mitsui Fudosan Co. Ltd. 175,942 0.02 25,500 Mizuho Financial Group, Inc. 1,152,538 0.15 9,600 MS&AD Insurance Group Holdings, Inc. 258,529 0.03 12,000 Murata Manufacturing Co. Ltd. 725,548 0.09 15,800 NEC Corp. 407,233 0.05 7,100 Nintendo Co. Ltd. 318,806 0.04 9,400 Nitto Denko Corp. 176,586 0.02 37,900 Nomura Holdings, Inc. 305,933 0.04 7,600 Nomura Research Institute Ltd. 239,759 0.03 9,500 Obayashi Corp. 193,652 0.03 29,400 Oriental Land Co. Ltd. 423,944 0.05 3,400 ORIX Corp. 133,211 0.02 3,500 Otsuka Holdings Co. Ltd. 257,570 0.03 12,000 Pan Pacific International Holdings Corp. 66,200 0.01 29,100 Panasonic Holdings Corp. 676,362 0.09 37,700 Rakuten Group, Inc. 176,505 0.02 14,400 Recruit Holdings Co. Ltd. 956,141 0.12 16,500 Renesas Electronics Corp. 466,424 0.06 14,100 Resona Holdings, Inc. 180,645 0.02 1,700 Ryohin Keikaku Co. Ltd. 41,467 0.01
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Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.57%) (continued)
Japan (30 November 2025: 5.71%) (continued) 26,200 Sanrio Co. Ltd. 140,916 0.02 13,900 Secom Co. Ltd. 554,463 0.07 7,200 Seibu Holdings, Inc. 127,523 0.02 24,700 Sekisui House Ltd. 520,253 0.07 10,300 Shin-Etsu Chemical Co. Ltd. 501,962 0.06 24,900 Shionogi & Co. Ltd. 469,251 0.06 7,800 Shiseido Co. Ltd. 137,709 0.02 519,600 SoftBank Corp. 702,744 0.09 34,000 SoftBank Group Corp. 1,599,937 0.20 17,900 Sompo Holdings, Inc. 669,943 0.09 68,100 Sony Group Corp. 1,473,311 0.19 41,200 Sumitomo Mitsui Financial Group, Inc. 1,506,017 0.19 3,000 Sumitomo Mitsui Trust Group, Inc. 103,160 0.01 6,600 Sumitomo Realty & Development Co. Ltd. 154,106 0.02 29,900 Takeda Pharmaceutical Co. Ltd. 961,293 0.12 11,600 TDK Corp. 299,345 0.04 13,400 Terumo Corp. 202,107 0.03 20,700 Tokio Marine Holdings, Inc. 924,667 0.12 4,600 Tokyo Electron Ltd. 1,514,743 0.19 64,400 Toyota Motor Corp. 1,230,635 0.16 15,000 West Japan Railway Co. 247,676 0.03 13,200 Yokogawa Electric Corp. 414,682 0.05 39,600 Yokohama Financial Group, Inc. 403,861 0.05 Total Japan 45,750,765 5.85
Jersey (30 November 2025: 0.05%) 5,920 Amcor PLC 229,814 0.03
Liberia (30 November 2025: 0.06%) 1,156 Royal Caribbean Cruises Ltd. 329,032 0.04
Luxembourg (30 November 2025: 0.12%) 1,711 Eurofins Scientific SE 124,711 0.01 12,129 InPost SA 217,404 0.03 820 Spotify Technology SA 408,098 0.05 Total Luxembourg 750,213 0.09
Netherlands (30 November 2025: 1.60%) 1,200 AerCap Holdings NV 167,268 0.02 4,439 Akzo Nobel NV 340,125 0.04 190 Argenx SE 158,663 0.02 483 ASM International NV 506,371 0.06 3,737 ASML Holding NV 6,038,962 0.77 342 BE Semiconductor Industries NV 113,503 0.01 47,930 CNH Industrial NV 489,365 0.06 24,843 Davide Campari-Milano NV 162,405 0.02 347 Ferrari NV 119,536 0.02 1,807 Ferrovial SE 123,779 0.02 7,312 Heineken NV 572,205 0.07 37,443 ING Groep NV 1,166,632 0.15 8,357 Koninklijke Ahold Delhaize NV 352,737 0.05 145,662 Koninklijke KPN NV 759,132 0.10 1,600 Nebius Group NV 369,744 0.05 7,236 NN Group NV 605,269 0.08 3,507 NXP Semiconductors NV 1,126,975 0.14
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Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.57%) (continued)
Netherlands (30 November 2025: 1.60%) (continued) 13,050 Prosus NV 594,224 0.08 8,190 Qiagen NV 302,441 0.04 5,838 STMicroelectronics NV 401,606 0.05 5,600 Universal Music Group NV 127,431 0.02 3,450 Wolters Kluwer NV 245,665 0.03 Total Netherlands 14,844,038 1.90
New Zealand (30 November 2025: 0.12%) 52,328 Auckland International Airport Ltd. 259,089 0.03 28,887 Contact Energy Ltd. 164,991 0.02 158,352 Meridian Energy Ltd. 556,507 0.07 1,383 Xero Ltd. 74,799 0.01 Total New Zealand 1,055,386 0.13
Norway (30 November 2025: 0.42%) 12,210 Aker BP ASA 439,736 0.06 16,296 DNB Bank ASA 507,132 0.06 11,261 Equinor ASA 408,606 0.05 13,145 Gjensidige Forsikring ASA 363,526 0.05 46,938 Mowi ASA 1,036,832 0.13 68,762 Orkla ASA 727,067 0.09 11,969 Telenor ASA 195,829 0.03 Total Norway 3,678,728 0.47
Portugal (30 November 2025: 0.14%) 184,187 EDP SA 938,630 0.12
Singapore (30 November 2025: 0.47%) 157,001 CapitaLand Ascendas REIT 307,761 0.04 93,569 CapitaLand Integrated Commercial Trust 166,544 0.02 333,500 CapitaLand Investment Ltd. 664,202 0.08 19,300 DBS Group Holdings Ltd. 950,964 0.12 869 Flex Ltd. 131,028 0.02 37,900 Keppel Ltd. 319,759 0.04 26,100 Oversea-Chinese Banking Corp. Ltd. 478,880 0.06 19,700 Sembcorp Industries Ltd. 98,705 0.01 26,400 Singapore Exchange Ltd. 452,920 0.06 25,800 Singapore Technologies Engineering Ltd. 230,214 0.03 57,600 Singapore Telecommunications Ltd. 196,012 0.03 12,400 United Overseas Bank Ltd. 365,578 0.05 Total Singapore 4,362,567 0.56
Spain (30 November 2025: 1.07%) 996 Acciona SA 286,851 0.04 1,181 Aena SME SA 34,316 0.00 7,101 Amadeus IT Group SA 453,604 0.06 54,860 Banco Bilbao Vizcaya Argentaria SA 1,287,419 0.16 61,786 Banco de Sabadell SA 209,093 0.03 101,335 Banco Santander SA 1,268,617 0.16 395 Bankinter SA 6,668 0.00 72,100 CaixaBank SA 975,990 0.12 7,186 Cellnex Telecom SA 241,676 0.03 13,982 EDP Renovaveis SA 231,202 0.03
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Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.57%) (continued)
Spain (30 November 2025: 1.07%) (continued) 12,695 Endesa SA 531,245 0.07 92,353 Iberdrola SA 2,101,540 0.27 6,369 Naturgy Energy Group SA 212,118 0.03 32,749 Redeia Corp. SA 562,928 0.07 Total Spain 8,403,267 1.07
Sweden (30 November 2025: 0.66%) 3,499 AddTech AB 124,828 0.02 2,101 Alfa Laval AB 118,188 0.01 6,499 Atlas Copco AB (Class A) 124,902 0.02 17,417 Atlas Copco AB (Class B) 296,155 0.04 13,949 Boliden AB 869,882 0.11 6,841 Epiroc AB (Class B) 175,151 0.02 3,628 EQT AB 125,540 0.02 16,378 Essity AB 460,480 0.06 2,171 Evolution AB 163,837 0.02 17,898 Hexagon AB 165,581 0.02 14,881 Nibe Industrier AB 58,455 0.01 9,674 Saab AB 596,476 0.08 15,294 Sandvik AB 623,636 0.08 48,870 Svenska Cellulosa AB SCA 538,810 0.07 7,148 Svenska Handelsbanken AB 105,634 0.01 6,347 Tele2 AB 119,128 0.01 12,184 Telefonaktiebolaget LM Ericsson 158,481 0.02 108,680 Telia Co. AB 582,758 0.07 Total Sweden 5,407,922 0.69
Switzerland (30 November 2025: 2.80%) 26,222 ABB Ltd. 2,806,276 0.36 12,024 Alcon AG 801,754 0.10 152 Belimo Holding AG 160,881 0.02 1,320 Bunge Global SA 162,756 0.02 3 Chocoladefabriken Lindt & Spruengli AG (Non voting rights) 35,727 0.00 1 Chocoladefabriken Lindt & Spruengli AG (Voting rights) 122,224 0.02 902 Chubb Ltd. 281,180 0.04 4,616 Cie Financiere Richemont SA 997,815 0.13 2,156 Coca-Cola HBC AG 123,920 0.02 2,141 DSM-Firmenich AG 180,287 0.02 1,216 Galderma Group AG 259,199 0.03 440 Garmin Ltd. 102,925 0.01 283 Geberit AG 185,950 0.02 250 Givaudan SA 927,881 0.12 801 Helvetia Baloise Holding AG 208,105 0.03 2,124 Kuehne & Nagel International AG 490,258 0.06 3,414 Logitech International SA 414,652 0.05 1,350 Lonza Group AG 864,580 0.11 20,924 Novartis AG 3,155,136 0.40 4,914 Roche Holding AG 2,071,006 0.26 949 Roche Holding AG (Voting rights) 408,822 0.05 1,854 SGS SA 210,896 0.03 3,029 Sika AG 594,286 0.08 1,645 Sonova Holding AG 437,067 0.06 1,432 Straumann Holding AG 173,596 0.02 603 Swiss Life Holding AG 656,597 0.08
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Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.57%) (continued)
Switzerland (30 November 2025: 2.80%) (continued) 8,276 Swiss Prime Site AG 1,386,483 0.18 5,101 Swiss Re AG 768,398 0.10 27 Swisscom AG 23,100 0.00 30,552 UBS Group AG 1,448,322 0.19 678 VAT Group AG 530,009 0.07 2,530 Zurich Insurance Group AG 1,803,558 0.23 Total Switzerland 22,793,646 2.91
United Kingdom (30 November 2025: 3.15%) 13,986 3i Group PLC 428,893 0.06 7,439 Admiral Group PLC 330,503 0.04 10,182 Antofagasta PLC 562,444 0.07 11,976 AstraZeneca PLC 2,228,065 0.29 99,108 Aviva PLC 819,190 0.10 142,007 Barclays PLC 876,601 0.11 6,840 Bunzl PLC 217,038 0.03 2,700 Coca-Cola Europacific Partners PLC 244,863 0.03 3,817 Compass Group PLC 122,793 0.02 41,505 Diageo PLC 859,061 0.11 1,492 Endeavour Mining PLC 92,392 0.01 37,019 GSK PLC 938,864 0.12 86,157 Haleon PLC 391,028 0.05 147,278 HSBC Holdings PLC 2,766,623 0.35 44,311 Informa PLC 484,522 0.06 827 InterContinental Hotels Group PLC 127,482 0.02 39,054 Kingfisher PLC 151,348 0.02 61,759 Land Securities Group PLC 523,630 0.07 195,280 Legal & General Group PLC 714,400 0.09 594,886 Lloyds Banking Group PLC 817,113 0.10 5,292 London Stock Exchange Group PLC 643,571 0.08 26,461 Marks & Spencer Group PLC 126,943 0.02 80,053 National Grid PLC 1,290,034 0.17 65,570 NatWest Group PLC 529,780 0.07 1,209 Next PLC 215,361 0.03 1,582 Pearson PLC 23,713 0.00 18,212 Prudential PLC 263,041 0.03 6,103 Reckitt Benckiser Group PLC 377,681 0.05 24,754 RELX PLC 817,496 0.10 42,743 Rentokil Initial PLC 258,578 0.03 14,584 Royalty Pharma PLC 813,204 0.10 23,564 Sage Group PLC 267,572 0.03 21,618 Schroders PLC 170,178 0.02 70,308 Segro PLC 684,820 0.09 3,738 Severn Trent PLC 149,648 0.02 11,505 Smiths Group PLC 382,121 0.05 26,130 SSE PLC 821,024 0.11 20,534 Standard Chartered PLC 551,777 0.07 7,263 Standard Life PLC 75,972 0.01 19,574 TechnipFMC PLC 1,339,253 0.17 64,117 Tesco PLC 371,807 0.05
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Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.57%) (continued)
United Kingdom (30 November 2025: 3.15%) (continued) 2,212 Verisure PLC 29,504 0.00 Total United Kingdom 23,899,931 3.05
United States (30 November 2025: 67.50%) 6,881 3M Co. 1,053,688 0.13 11,742 Abbott Laboratories 1,005,115 0.13 15,320 AbbVie, Inc. 3,335,470 0.43 5,019 Adobe, Inc. 1,300,975 0.17 14,391 Advanced Micro Devices, Inc. 7,427,195 0.95 1,375 Aflac, Inc. 154,578 0.02 4,100 Agilent Technologies, Inc. 555,673 0.07 1,563 Air Products & Chemicals, Inc. 435,483 0.06 4,358 Alliant Energy Corp. 312,076 0.04 2,010 Allstate Corp. 414,241 0.05 1,088 Alnylam Pharmaceuticals, Inc. 328,554 0.04 44,748 Alphabet, Inc. (Class A) 17,019,454 2.17 45,646 Alphabet, Inc. (Class C) 17,182,524 2.20 82,973 Amazon.com, Inc. 22,455,813 2.87 264 Ameren Corp. 28,504 0.00 3,553 American Electric Power Co., Inc. 450,059 0.06 5,313 American Express Co. 1,681,405 0.21 8,657 American Tower Corp. 1,618,513 0.21 684 American Water Works Co., Inc. 84,317 0.01 379 Ameriprise Financial, Inc. 168,924 0.02 4,059 Amgen, Inc. 1,367,031 0.17 6,933 Amphenol Corp. 1,031,353 0.13 5,233 Analog Devices, Inc. 2,165,677 0.28 3,077 Apollo Global Management, Inc. 396,041 0.05 127,311 Apple, Inc. 39,728,671 5.08 9,100 Applied Materials, Inc. 4,095,546 0.52 1,789 AppLovin Corp. 1,096,818 0.14 1,385 ARES Management Corp. 177,973 0.02 9,940 Arista Networks, Inc. 1,585,132 0.20 930 AST SpaceMobile, Inc. 105,471 0.01 408 Astera Labs, Inc. 139,883 0.02 43,829 AT&T, Inc. 1,086,959 0.14 2,152 Atlassian Corp. 231,577 0.03 376 Atmos Energy Corp. 63,593 0.01 4,058 Autodesk, Inc. 938,656 0.12 5,787 Automatic Data Processing, Inc. 1,283,788 0.16 96 AutoZone, Inc. 281,778 0.04 4,303 AvalonBay Communities, Inc. 785,341 0.10 2,349 Avery Dennison Corp. 373,655 0.05 1,172 Axon Enterprise, Inc. 525,900 0.07 27,381 Baker Hughes Co. 1,749,098 0.22 6,199 Ball Corp. 338,899 0.04 52,804 Bank of America Corp. 2,724,686 0.35 9,339 Bank of New York Mellon Corp. 1,302,137 0.17 686 Becton Dickinson & Co. 100,924 0.01 7,799 Berkshire Hathaway, Inc. 3,700,470 0.47 4,662 Best Buy Co., Inc. 363,403 0.05 1,559 Biogen, Inc. 305,564 0.04 863 Blackrock, Inc. 903,457 0.12 744 Blackstone, Inc. 87,026 0.01 2,178 Bloom Energy Corp. 620,730 0.08
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Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.57%) (continued)
United States (30 November 2025: 67.50%) (continued) 6,283 Booking Holdings, Inc. 1,051,963 0.13 5,306 Boston Scientific Corp. 256,333 0.03 19,190 Bristol-Myers Squibb Co. 1,097,284 0.14 39,224 Broadcom, Inc. 17,524,106 2.24 2,819 Broadridge Financial Solutions, Inc. 433,337 0.06 859 Burlington Stores, Inc. 278,170 0.04 3,006 Cadence Design Systems, Inc. 1,127,040 0.14 5,138 Capital One Financial Corp. 965,584 0.12 4,645 Cardinal Health, Inc. 914,136 0.12 61 Carlisle Cos., Inc. 21,033 0.00 9,900 Carrier Global Corp. 632,313 0.08 5,190 Carvana Co. 378,870 0.05 422 Casey’s General Stores, Inc. 323,733 0.04 4,318 Caterpillar, Inc. 3,782,007 0.48 2,132 Cboe Global Markets, Inc. 711,150 0.09 4,632 CBRE Group, Inc. 579,185 0.07 296 CDW Corp. 37,133 0.00 3,021 Cencora, Inc. 813,737 0.10 3,830 Centene Corp. 228,268 0.03 5,595 CenterPoint Energy, Inc. 236,445 0.03 3,759 CH Robinson Worldwide, Inc. 671,545 0.09 9,550 Charles Schwab Corp. 834,192 0.11 108 Charter Communications, Inc. 15,557 0.00 6,639 Cheniere Energy, Inc. 1,492,846 0.19 12,365 Chipotle Mexican Grill, Inc. 393,949 0.05 12,053 Church & Dwight Co., Inc. 1,152,628 0.15 1,559 Ciena Corp. 904,579 0.12 2,494 Cigna Group 691,836 0.09 1,242 Circle Internet Group, Inc. 140,346 0.02 41,030 Cisco Systems, Inc. 4,940,833 0.63 14,997 Citigroup, Inc. 1,888,122 0.24 4,500 Citizens Financial Group, Inc. 280,170 0.04 7,131 Clorox Co. 641,933 0.08 2,244 Cloudflare, Inc. 542,644 0.07 1,612 CME Group, Inc. 440,946 0.06 4,271 Coeur Mining, Inc. 82,516 0.01 1,366 Coherent Corp. 493,768 0.06 922 Coinbase Global, Inc. 174,286 0.02 19,840 Comcast Corp. 493,421 0.06 422 Comfort Systems USA, Inc. 771,505 0.10 741 Consolidated Edison, Inc. 78,272 0.01 2,198 Constellation Brands, Inc. 305,126 0.04 2,168 Constellation Energy Corp. 623,842 0.08 4,282 Cooper Cos., Inc. 262,101 0.03 5,200 Copart, Inc. 170,404 0.02 848 CoreWeave, Inc. 92,881 0.01 7,183 Corning, Inc. 1,301,272 0.17 2,484 CoStar Group, Inc. 79,985 0.01 3,497 Costco Wholesale Corp. 3,344,251 0.43 1,972 Crowdstrike Holdings, Inc. 1,441,532 0.18 10,693 Crown Castle, Inc. 978,409 0.12 25,100 CSX Corp. 1,136,026 0.15 2,734 Cummins, Inc. 1,767,886 0.23 597 Curtiss-Wright Corp. 446,323 0.06 4,313 CVS Health Corp. 392,397 0.05 6,154 Danaher Corp. 1,124,151 0.14
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Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Schedule of Investments as at 31 May 2026 (continued)
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State Street CCF World Climate Transition CTB Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.57%) (continued)
United States (30 November 2025: 67.50%) (continued) 346 Darden Restaurants, Inc. 70,553 0.01 2,585 Datadog, Inc. 639,400 0.08 3,504 Deckers Outdoor Corp. 398,930 0.05 2,661 Deere & Co. 1,442,741 0.18 2,771 Dell Technologies, Inc. 1,166,342 0.15 4,988 Delta Air Lines, Inc. 411,410 0.05 727 Dexcom, Inc. 53,609 0.01 5,430 Digital Realty Trust, Inc. 1,031,700 0.13 2,113 Dollar General Corp. 233,719 0.03 2,516 Dollar Tree, Inc. 292,963 0.04 10,932 Dominion Energy, Inc. 731,788 0.09 926 DoorDash, Inc. 147,503 0.02 2,843 Dover Corp. 600,896 0.08 2,400 DR Horton, Inc. 353,016 0.05 4,303 DTE Energy Co. 614,770 0.08 8,446 Duke Energy Corp. 1,036,578 0.13 4,886 eBay, Inc. 533,893 0.07 6,180 Ecolab, Inc. 1,582,080 0.20 3,929 Edison International 274,794 0.04 8,875 Edwards Lifesciences Corp. 767,421 0.10 2,540 Electronic Arts, Inc. 512,369 0.07 2,247 Elevance Health, Inc. 883,498 0.11 6,945 Eli Lilly & Co. 7,674,225 0.98 766 EMCOR Group, Inc. 633,344 0.08 3,295 Emerson Electric Co. 473,887 0.06 367 Entegris, Inc. 50,936 0.01 1,575 Equinix, Inc. 1,682,163 0.21 1,900 Estee Lauder Cos., Inc. 169,005 0.02 2,873 Everpure, Inc. 228,432 0.03 8,369 Eversource Energy 571,352 0.07 26,413 Exelon Corp. 1,205,489 0.15 6,043 Expeditors International of Washington, Inc. 954,734 0.12 2,169 F5, Inc. 831,703 0.11 226 Fair Isaac Corp. 282,633 0.04 10,589 Fastenal Co. 468,034 0.06 599 FedEx Corp. 246,638 0.03 2,534 Ferguson Enterprises, Inc. 572,608 0.07 3,809 Fidelity National Information Services, Inc. 163,749 0.02 4,755 Fifth Third Bancorp 237,417 0.03 1,564 First Solar, Inc. 479,820 0.06 5,100 Fiserv, Inc. 288,456 0.04 6,539 Fortinet, Inc. 902,186 0.12 9,900 Fortive Corp. 577,368 0.07 2,109 GE HealthCare Technologies, Inc. 131,475 0.02 2,111 GE Vernova, Inc. 2,044,124 0.26 22,137 General Mills, Inc. 748,452 0.10 6,258 General Motors Co. 520,916 0.07 12,881 Gilead Sciences, Inc. 1,731,593 0.22 2,880 Goldman Sachs Group, Inc. 2,953,613 0.38 6,169 Graco, Inc. 465,451 0.06 30,935 Halliburton Co. 1,201,825 0.15 11,431 Hartford Insurance Group, Inc. 1,453,223 0.19 616 HCA Healthcare, Inc. 233,181 0.03 1,699 Hershey Co. 329,657 0.04 23,245 Hewlett Packard Enterprise Co. 1,000,465 0.13 1,308 Hilton Worldwide Holdings, Inc. 428,579 0.05
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Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Schedule of Investments as at 31 May 2026 (continued)
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State Street CCF World Climate Transition CTB Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.57%) (continued)
United States (30 November 2025: 67.50%) (continued) 9,254 Home Depot, Inc. 2,934,814 0.37 4,395 Howmet Aerospace, Inc. 1,135,009 0.14 3,632 HP, P, Inc. 98,209 0.01 1,104 Hubbell, Inc. 522,865 0.07 1,171 Humana, Inc. 357,647 0.05 11,644 Huntington Bancshares, Inc. 190,496 0.02 3,250 IDEX Corp. 685,197 0.09 1,716 IDEXX Laboratories, Inc. 967,017 0.12 377 Illumina, Inc. 61,436 0.01 1,400 Incyte Corp. 135,436 0.02 6,723 Ingersoll Rand, Inc. 481,636 0.06 964 Insmed, Inc. 103,061 0.01 332 Insulet Corp. 48,120 0.01 39,202 Intel Corp. 4,495,685 0.57 5,594 Intercontinental Exchange, Inc. 827,073 0.11 8,623 International Business Machines Corp. 2,567,929 0.33 3,100 International Flavors & Fragrances, Inc. 235,755 0.03 6,100 International Paper Co. 204,167 0.03 2,937 Intuit, Inc. 973,704 0.12 2,523 Intuitive Surgical, Inc. 1,071,367 0.14 1,667 IonQ, Inc. 120,141 0.02 3,230 IQVIA Holdings, Inc. 588,538 0.08 3,970 Iron Mountain, Inc. 509,153 0.06 3,877 Jacobs Solutions, Inc. 464,697 0.06 1,991 JB Hunt Transport Services, Inc. 550,372 0.07 19,271 Johnson & Johnson 4,342,334 0.55 22,930 JPMorgan Chase & Co. 6,863,178 0.88 27,136 Kenvue, Inc. 468,910 0.06 19,100 Keurig Dr. Pepper, Inc. 573,573 0.07 3,402 Keysight Technologies, Inc. 1,150,999 0.15 10,961 Kimberly-Clark Corp. 1,069,794 0.14 53,917 Kinder Morgan, Inc. 1,675,740 0.21 1,843 KKR & Co., Inc. 176,817 0.02 1,135 KLA Corp. 2,181,141 0.28 24,600 Kraft Heinz Co. 590,646 0.08 1,237 Labcorp Holdings, Inc. 321,694 0.04 13,467 Lam Research Corp. 4,284,930 0.55 2,559 Las Vegas Sands Corp. 129,409 0.02 902 Lennox International, Inc. 452,948 0.06 5,656 Lowe’s Cos., Inc. 1,212,420 0.15 543 LPL Financial Holdings, Inc. 148,657 0.02 1,133 Lululemon Athletica, Inc. 148,627 0.02 656 Lumentum Holdings, Inc. 560,854 0.07 232 Marriott International, Inc. 87,139 0.01 4,573 Marsh & McLennan Cos., Inc. 731,543 0.09 1,062 Martin Marietta Materials, Inc. 617,702 0.08 8,366 Marvell Technology, Inc. 1,715,030 0.22 6,959 Mastercard, Inc. 3,437,607 0.44 6,400 McCormick & Co., Inc. 303,168 0.04 4,413 McDonald’s Corp. 1,232,110 0.16 1,379 McKesson Corp. 1,023,825 0.13 4,606 Medline, Inc. 168,395 0.02 430 MercadoLibre, Inc. 729,129 0.09 22,083 Merck & Co., Inc. 2,621,694 0.33 17,899 Meta Platforms, Inc. 11,321,296 1.45 8,901 MetLife, Inc. 736,024 0.09
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Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Schedule of Investments as at 31 May 2026 (continued)
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State Street CCF World Climate Transition CTB Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.57%) (continued)
United States (30 November 2025: 67.50%) (continued) 804 Mettler-Toledo International, Inc. 949,186 0.12 3,000 Microchip Technology, Inc. 283,950 0.04 9,736 Micron Technology, Inc. 9,453,656 1.21 60,997 Microsoft Corp. 27,463,289 3.51 816 MongoDB, Inc. 273,809 0.03 407 Monolithic Power Systems, Inc. 637,447 0.08 1,873 Moody’s Corp. 848,937 0.11 11,988 Morgan Stanley 2,493,504 0.32 2,400 Motorola Solutions, Inc. 967,872 0.12 6,300 Nasdaq, Inc. 582,876 0.07 5,300 NetApp, Inc. 923,737 0.12 33,013 Netflix, Inc. 2,839,778 0.36 9,323 Newmont Corp. 1,023,759 0.13 19,590 NextEra Energy, Inc. 1,704,526 0.22 4,744 NIKE, Inc. 219,315 0.03 20,400 NiSource, Inc. 942,888 0.12 1,736 Norfolk Southern Corp. 529,411 0.07 3,107 Nucor Corp. 776,750 0.10 201,833 NVIDIA Corp. 42,615,020 5.45 9 NVR, Inc. 54,943 0.01 2,117 Okta, Inc. 260,963 0.03 1,248 Old Dominion Freight Line, Inc. 280,987 0.04 1,998 ON Semiconductor Corp. 240,999 0.03 17,350 ONEOK, Inc. 1,456,359 0.19 14,554 Oracle Corp. 3,286,002 0.42 7,474 O’Reilly Automotive, Inc. 649,341 0.08 3,245 Otis Worldwide Corp. 229,876 0.03 17,077 Palantir Technologies, Inc. 2,673,234 0.34 8,521 Palo Alto Networks, Inc. 2,400,280 0.31 1,597 Parker-Hannifin Corp. 1,348,874 0.17 2,500 Paychex, Inc. 242,450 0.03 7,724 PayPal Holdings, Inc. 345,649 0.04 54,174 Pfizer, Inc. 1,418,275 0.18 8,333 PG&E Corp. 136,161 0.02 4,986 PNC Financial Services Group, Inc. 1,102,504 0.14 7,227 PPG Industries, Inc. 816,506 0.10 2,654 PPL Corp. 93,925 0.01 2,440 Principal Financial Group, Inc. 252,833 0.03 6,366 Progressive Corp. 1,212,086 0.15 10,667 Prologis, Inc. 1,530,394 0.20 9,140 Prudential Financial, Inc. 919,850 0.12 2,185 PTC, Inc. 303,125 0.04 7,917 Public Service Enterprise Group, Inc. 622,672 0.08 2,497 PulteGroup, Inc. 295,095 0.04 9,474 QUALCOMM, Inc. 2,378,163 0.30 1,409 Quanta Services, Inc. 1,002,828 0.13 859 Quest Diagnostics, Inc. 167,419 0.02 3,058 Raymond James Financial, Inc. 438,548 0.06 90 Reddit, Inc. 15,840 0.00 3,629 Regency Centers Corp. 280,703 0.04 527 Regeneron Pharmaceuticals, Inc. 323,989 0.04 3,393 Regions Financial Corp. 95,004 0.01 1,283 Republic Services, Inc. 257,165 0.03 1,073 ResMed, Inc. 204,482 0.03 13,810 Rivian Automotive, Inc. 225,103 0.03 5,300 Robinhood Markets, Inc. 499,790 0.06
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State Street CCF World Climate Transition CTB Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.57%) (continued)
United States (30 November 2025: 67.50%) (continued) 934 ROBLOX Corp. 44,038 0.01 5,455 Rocket Lab Corp. 782,683 0.10 1,544 Rockwell Automation, Inc. 696,437 0.09 252 Roper Technologies, Inc. 82,034 0.01 1,049 Ross Stores, Inc. 243,085 0.03 3,383 S&P Global, Inc. 1,434,392 0.18 9,149 Salesforce, Inc. 1,748,374 0.22 3,341 Samsara, Inc. 116,902 0.01 3,074 SBA Communications Corp. 624,514 0.08 5,773 Sempra 514,547 0.07 13,314 ServiceNow, Inc. 1,655,862 0.21 3,241 Sherwin-Williams Co. 984,745 0.13 2,333 Snowflake, Inc. 596,198 0.08 5,670 Southern Co. 521,924 0.07 8,744 Starbucks Corp. 867,055 0.11 5,796 State Street Corp. 902,089 0.12 2,768 Steel Dynamics, Inc. 720,095 0.09 1,983 Strategy, Inc. 315,475 0.04 3,568 Stryker Corp. 1,088,561 0.14 5,295 Sunbelt Rentals Holdings, Inc. 416,967 0.05 324 Super Micro Computer, Inc. 14,933 0.00 5,940 Synchrony Financial 424,354 0.05 2,199 Synopsys, Inc. 1,045,888 0.13 4,442 Sysco Corp. 336,748 0.04 5,591 T. Rowe Price Group, Inc. 584,427 0.07 3,194 Tapestry, Inc. 464,599 0.06 3,891 Targa Resources Corp. 992,477 0.13 5,200 Target Corp. 660,764 0.08 216 Teledyne Technologies, Inc. 133,883 0.02 1,022 Teradyne, Inc. 382,545 0.05 24,428 Tesla, Inc. 10,645,478 1.36 8,685 Texas Instruments, Inc. 2,654,831 0.34 2,447 Thermo Fisher Scientific, Inc. 1,205,172 0.15 8,475 TJX Cos., Inc. 1,311,506 0.17 1,100 T-Mobile U.S., Inc. 206,283 0.03 17,922 Tractor Supply Co. 565,081 0.07 262 TransDigm Group, Inc. 329,680 0.04 887 TransUnion 63,474 0.01 2,721 Travelers Cos., Inc. 794,233 0.10 12,011 Trimble, Inc. 677,541 0.09 1,880 Twilio, Inc. 358,403 0.05 521 Tyler Technologies, Inc. 163,151 0.02 15,401 U.S. Bancorp 844,745 0.11 16,336 Uber Technologies, Inc. 1,150,054 0.15 664 Ulta Beauty, Inc. 337,876 0.04 7,112 Union Pacific Corp. 1,867,896 0.24 2,680 United Parcel Service, Inc. 285,929 0.04 843 United Rentals, Inc. 839,350 0.11 105 United Therapeutics Corp. 58,466 0.01 7,118 UnitedHealth Group, Inc. 2,707,047 0.35 2,218 Veeva Systems, Inc. 386,686 0.05 10,535 Veralto Corp. 866,293 0.11 889 VeriSign, Inc. 253,703 0.03 1,419 Verisk Analytics, Inc. 248,311 0.03 42,133 Verizon Communications, Inc. 2,014,379 0.26 2,377 Vertex Pharmaceuticals, Inc. 1,063,803 0.14
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Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Schedule of Investments as at 31 May 2026 (continued)
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State Street CCF World Climate Transition CTB Index Equity Fund (continued)
Holdings Financial assets at fair value through profit or loss Fair Value USD % of Net Assets
Equities (30 November 2025: 99.57%) (continued)
United States (30 November 2025: 67.50%) (continued) 2,126 Vertiv Holdings Co. 671,199 0.09 18,938 VICI Properties, Inc. 534,430 0.07 15,343 Visa, Inc. 5,007,341 0.64 717 Vistra Corp. 114,885 0.01 1,483 Vulcan Materials Co. 419,570 0.05 35,267 Walmart, Inc. 4,082,155 0.52 12,408 Walt Disney Co. 1,263,507 0.16 18,111 Warner Bros Discovery, Inc. 489,178 0.06 1,543 Waters Corp. 591,849 0.08 1,600 WEC Energy Group, Inc. 177,680 0.02 20,398 Wells Fargo & Co. 1,581,661 0.20 7,243 Welltower, Inc. 1,487,205 0.19 1,382 West Pharmaceutical Services, Inc. 446,123 0.06 3,756 Western Digital Corp. 1,995,225 0.25 700 Westinghouse Air Brake Technologies Corp. 182,812 0.02 12,351 Weyerhaeuser Co. 302,723 0.04 26,912 Williams Cos., Inc. 1,921,248 0.25 2,377 Williams-Sonoma, Inc. 483,886 0.06 2,860 Workday, Inc. 418,103 0.05 1,252 WW Grainger, Inc. 1,545,268 0.20 6,900 Xcel Energy, Inc. 548,550 0.07 1,882 XPO, Inc. 403,219 0.05 7,512 Xylem, Inc. 822,864 0.11 941 Yum! Brands, Inc. 139,221 0.02 2,708 Zimmer Biomet Holdings, Inc. 222,950 0.03 12,908 Zoetis, Inc. 1,002,823 0.13 1,584 Zscaler, Inc. 221,332 0.03 Total United States 527,742,768 67.44
Total Equities 780,309,934 99.71
Open Futures Contracts (30 November 2025: 0.01%)
No. of Contracts
Open Futures Contracts
Unrealised Gains/(Losses) USD
% of Net Assets
7 S&P 500 E-mini Index Futures Long Futures Contracts 106,975 0.01
Open Forward Foreign Currency Exchange Contracts (30 November 2025: 0.07%)
Currency Bought
Currency Sold
Amount Bought
Amount Sold
Maturity Date Counterparty
Unrealised Gain/(Loss) USD
Fund %
AUD EUR 6,620,000 4,069,389 02/06/2026 HSBC Bank 14,319 0.00 AUD EUR 291,000 179,045 02/07/2026 BNP Paribas 41 0.00 CAD EUR 17,166,000 10,684,210 02/06/2026 HSBC Bank (6,158) (0.00) CHF EUR 5,940,000 6,510,160 02/06/2026 Standard Chartered Bank 5,198 0.00 DKK EUR 7,930,000 1,061,199 02/06/2026 HSBC Bank (135) (0.00) EUR AUD 4,036,992 6,620,000 02/06/2026 Westpac Banking Corporation (52,124) (0.01) EUR AUD 4,061,646 6,620,000 02/07/2026 HSBC Bank (14,336) (0.00) EUR CAD 641,088 1,023,000 02/06/2026 Westpac Banking Corporation 5,464 0.00 EUR CAD 10,107,072 16,143,000 02/06/2026 BNP Paribas 75,321 0.01 EUR CAD 247,522 398,000 02/07/2026 BNP Paribas (74) (0.00)
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State Street CCF World Climate Transition CTB Index Equity Fund (continued)
Open Forward Foreign Currency Exchange Contracts (30 November 2025: 0.07%)
Currency Bought
Currency Sold
Amount Bought
Amount Sold
Maturity Date Counterparty
Unrealised Gain/(Loss) USD
Fund %
EUR CAD 10,683,787 17,166,000 02/07/2026 HSBC Bank 6,138 0.00 EUR CHF 6,268,291 5,764,000 02/06/2026 BNP Paribas (62,196) (0.01) EUR CHF 192,144 176,000 02/06/2026 Bank of America Merrill Lynch (1,029) (0.00) EUR CHF 6,522,534 5,940,000 02/07/2026 Standard Chartered Bank (5,315) (0.00) EUR CHF 277,985 253,000 02/07/2026 BNP Paribas (24) (0.00) EUR DKK 1,061,643 7,930,000 02/06/2026 BNP Paribas 654 0.00 EUR DKK 1,061,521 7,930,000 02/07/2026 HSBC Bank 138 0.00 EUR GBP 6,969,216 6,043,000 02/06/2026 Westpac Banking Corporation (12,941) (0.00) EUR GBP 230,097 199,000 02/06/2026 BNP Paribas 270 0.00 EUR GBP 7,183,899 6,242,000 02/07/2026 HSBC Bank (19,206) (0.00) EUR GBP 164,937 143,000 02/07/2026 BNP Paribas (21) (0.00) EUR HKD 1,555,329 14,254,000 02/06/2026 Standard Chartered Bank (3,725) (0.00) EUR HKD 1,563,033 14,254,000 02/07/2026 Standard Chartered Bank 5,771 0.00 EUR ILS 326,439 1,134,000 02/06/2026 Citibank (23,564) (0.00) EUR ILS 347,520 1,134,000 02/07/2026 HSBC Bank 1,532 0.00 EUR JPY 13,973,348 2,596,817,000 02/06/2026 BNP Paribas (6,497) (0.00) EUR JPY 484,486 89,903,000 02/07/2026 BNP Paribas (45) (0.00) EUR JPY 14,030,516 2,596,817,000 02/07/2026 Barclays Bank 41,138 0.01 EUR NOK 1,247,664 13,651,000 02/06/2026 Standard Chartered Bank (22,188) (0.00) EUR NOK 1,266,247 13,651,000 02/07/2026 Barclays Bank 2,156 0.00 EUR NZD 175,070 350,000 02/06/2026 BNP Paribas (5,247) (0.00) EUR NZD 179,305 350,000 02/07/2026 HSBC Bank (236) (0.00) EUR SEK 1,609,926 17,458,000 02/06/2026 Citibank (12,072) (0.00) EUR SEK 1,620,015 17,458,000 02/07/2026 Barclays Bank (770) (0.00) EUR SGD 1,083,475 1,618,000 02/06/2026 Standard Chartered Bank (4,310) (0.00) EUR SGD 1,089,025 1,618,000 02/07/2026 HSBC Bank 1,188 0.00
EUR USD 52,758,377 61,747,666 02/06/2026
State Street Bank and Trust Company (181,296) (0.02) EUR USD 52,774,475 61,747,666 02/06/2026 JP Morgan Chase Bank (162,511) (0.02) EUR USD 52,785,394 61,747,668 02/06/2026 HSBC Bank (149,771) (0.02) EUR USD 8,037,357 9,437,000 02/06/2026 BNP Paribas (57,809) (0.01)
EUR USD 55,686,562 64,893,333 02/07/2026
State Street Bank and Trust Company 175,226 0.02 EUR USD 65,288,621 76,104,334 02/07/2026 BNP Paribas 184,026 0.02 EUR USD 55,710,442 64,893,333 02/07/2026 Deutsche Bank 203,128 0.03 GBP EUR 6,242,000 7,193,730 02/06/2026 HSBC Bank 19,186 0.00 HKD EUR 14,254,000 1,563,473 02/06/2026 Standard Chartered Bank (5,779) (0.00) ILS EUR 1,134,000 347,944 02/06/2026 HSBC Bank (1,532) (0.00) JPY EUR 2,596,817,000 14,014,047 02/06/2026 Barclays Bank (40,999) (0.01) NOK EUR 13,651,000 1,268,521 02/06/2026 Barclays Bank (2,152) (0.00)
NOK EUR 1,463,000 135,488 02/07/2026
State Street Bank and Trust Company 24 0.00 NZD EUR 350,000 179,360 02/06/2026 HSBC Bank 241 0.00 SEK EUR 17,458,000 1,619,608 02/06/2026 Barclays Bank 774 0.00 SGD EUR 1,618,000 1,088,125 02/06/2026 HSBC Bank (1,115) (0.00) USD EUR 64,893,333 55,783,833 02/06/2026 Deutsche Bank (203,591) (0.03) USD EUR 64,893,334 55,769,452 02/06/2026 BNP Paribas (186,808) (0.02)
Unrealised Gain on Forward Foreign Currency Exchange Contracts 754,025 0.09 Unrealised Loss on Forward Foreign Currency Exchange Contracts (1,257,668) (0.15)
Net Unrealised Loss (503,643) (0.06)
State Street CCF
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State Street CCF World Climate Transition CTB Index Equity Fund (continued)
Fair Value USD % of Net Assets
Total Value of Investments 779,913,266 99.66
Cash 1,473,921 0.19
Cash at broker 66,235 0.01
Other Net Assets 1,129,207 0.14
Net assets attributable to equity Unitholders at fair value 782,582,629 100.00
The counterparty to the open futures contracts is Goldman Sachs International.
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State Street CCF World Screened Index Equity Fund Listed below are the largest cumulative investment purchases and sales during the financial period ended 31 May 2026 in excess of 1% of total purchases and in excess of 1% of total sales. At a minimum the largest 20 purchases and 20 sales must be given or all purchases and sales if less than 20. Portfolio Purchases Cost USD Kioxia Holdings Corp. 768,716 Amazon.com, Inc. 630,062 Apple, Inc. 581,709 Microsoft Corp. 445,610 Coherent Corp. 398,916 Nebius Group NV 369,748 Lumentum Holdings, Inc. 280,365 Tower Semiconductor Ltd. 277,160 Micron Technology, Inc. 233,041 Broadcom, Inc. 204,273 Meta Platforms, Inc. 202,404 Furukawa Electric Co. Ltd. 196,245 Alphabet, Inc. (Class C) 195,608 NVIDIA Corp. 185,042 JPMorgan Chase & Co. 184,684 Qnity Electronics, Inc. 183,316 Eli Lilly & Co. 176,800 JX Advanced Metals Corp. 175,852 M&T Bank Corp. 170,890 Royal Bank of Canada 169,585 Resonac Holdings Corp. 164,652 Enlight Renewable Energy Ltd. 158,900 Coeur Mining, Inc. 158,444 Fabrinet 156,999 MasTec, Inc. 151,349 Phoenix Financial Ltd. 151,133 Endeavour Mining PLC 150,517 Ibiden Co. Ltd. 146,623 Marubeni Corp. 146,245 Honda Motor Co. Ltd. 144,164 CoreWeave, Inc. 143,212 Illinois Tool Works, Inc. 142,090 Telecom Italia SpA 142,057 Nova Ltd. 140,870 IREN Ltd. 139,794 Mastercard, Inc. 139,217 Pinnacle Financial Partners, Inc. 138,520 Roche Holding AG 138,255 Fortis, Inc. 138,098 OPC Energy Ltd. 137,877 Circle Internet Group, Inc. 135,603 Enbridge, Inc. 131,794 XPO, Inc. 128,552 FTAI Aviation Ltd. 122,321 Unibail-Rodamco-Westfield 120,458 International Business Machines Corp. 119,121 Portfolio Sales Proceeds USD NVIDIA Corp. 2,101,148 Alphabet, Inc. (Class C) 987,013
State Street CCF
Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Schedule of Significant Portfolio Changes
State Street CCF 59
Page 61
State Street CCF World Screened Index Equity Fund (continued)
Portfolio Sales (continued) Proceeds USD Apple, Inc. 877,320 Tesla, Inc. 463,443 Mastercard, Inc. 426,750 Microsoft Corp. 382,182 Royal Bank of Canada 359,497 Amazon.com, Inc. 325,328 JPMorgan Chase & Co. 299,642 Visa, Inc. 298,907 Salesforce, Inc. 285,960 Berkshire Hathaway, Inc. 267,415 Meta Platforms, Inc. 255,839 Broadcom, Inc. 243,589 Bank of Montreal 237,722 Citigroup, Inc. 233,235 AutoZone, Inc. 229,375 Walmart, Inc. 225,081 Bank of America Corp. 224,055 Goldman Sachs Group, Inc. 218,306
A copy of the list of changes in the portfolio during the financial period may be obtained free of charge from the Administrator.
State Street CCF
Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Schedule of Significant Portfolio Changes (continued)
60 State Street CCF
Page 62
State Street CCF World Climate Transition CTB Index Equity Fund Listed below are the largest cumulative investment purchases and sales during the financial period ended 31 May 2026 in excess of 1% of total purchases and in excess of 1% of total sales. At a minimum the largest 20 purchases and 20 sales must be given or all purchases and sales if less than 20. Portfolio Purchases Cost USD Kioxia Holdings Corp. 1,307,366 TechnipFMC PLC 1,294,797 Apple, Inc. 902,115 Microsoft Corp. 875,421 NVIDIA Corp. 840,644 Enlight Renewable Energy Ltd. 699,445 Enbridge, Inc. 691,776 Amazon.com, Inc. 662,370 Curtiss-Wright Corp. 613,188 Franco-Nevada Corp. 596,824 Verizon Communications, Inc. 566,256 American Tower Corp. 524,766 Intesa Sanpaolo SpA 515,869 Coherent Corp. 499,592 Takeda Pharmaceutical Co. Ltd. 482,581 CAE, Inc. 456,992 Broadcom, Inc. 454,040 Alphabet, Inc. (Class A) 433,448 Cheniere Energy, Inc. 430,128 Transurban Group 418,428 Portfolio Sales Proceeds USD NVIDIA Corp. 4,510,015 Apple, Inc. 2,695,540 Alphabet, Inc. (Class C) 1,660,308 Amazon.com, Inc. 1,524,429 Microsoft Corp. 1,498,201 Banco Santander SA 1,046,139 Broadcom, Inc. 1,042,134 Meta Platforms, Inc. 928,020 Mitsubishi Electric Corp. 851,222 Tesla, Inc. 817,530 Tokyu Corp. 620,145 Berkshire Hathaway, Inc. 606,389 Eni SpA 600,467 Alphabet, Inc. (Class A) 594,795 Brookfield Corp. 573,078 JPMorgan Chase & Co. 571,190 Schneider Electric SE 557,491 Marubeni Corp. 557,462 Alimentation Couche-Tard, Inc. 556,382 ASML Holding NV 492,776
A copy of the list of changes in the portfolio during the financial period may be obtained free of charge from the Administrator.
State Street CCF
Condensed Interim Report and Unaudited Financial Statements for the financial period ended 31 May 2026 Schedule of Significant Portfolio Changes
State Street CCF 61
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"text": "State Street CCF 3"
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"text": "The report covers the financial period from 1 December 2025 to 31 May 2026 (the \u201cReporting Period\u201d)."
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"text": "State Street CCF World Screened Index Equity Fund (the \u201cFund\u201d)"
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"text": "Fund Performance"
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"id": "113aeb86-5a29-43a7-ad8f-08a1381cc673",
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"text": "During the Reporting Period, the MSCI February Quarterly Index Review and the MSCI May Semi-Annual Index Review were"
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"text": "announced on 10th February and 12th May respectively, with changes implemented at the close of the 27th February and at the"
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"text": "close of the 29th May."
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"text": "During the Reporting Period, the Fund performance was in line with expectations. The Fund (Class B11 EUR Accumulating)"
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"text": "returned 10.74% (gross of fees), and the index return was 10.68%. The tracking difference of 6 basis points (the \u201cbps\u201d) is mainly"
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"text": "attributed to withholding tax effect."
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"text": "Cumulative \u2013 Gross of Fees (EUR) Cumulative \u2013 Net of Fees (EUR)"
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"text": "Period Fund Benchmark Difference Fund Benchmark Difference"
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"text": "6 Months 10.74 10.68 0.06 10.72 10.68 0.04"
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"text": "Tracking Error (1 year) 0.11 0.11"
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"text": "State Street CCF World Climate Transition CTB Index Equity Fund (the \u201cFund\u201d)"
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"text": "Fund Performance"
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"text": "During the Reporting Period the Fund performance was in line with expectations. The Fund (Class B11 EUR Accumulating Hedge)"
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"id": "e9c1680e-a7e3-47cd-8897-be3c237fe6bb",
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"text": "returned 10.15% (gross of fees), and the index return was 9.97%. The tracking difference of 18 bps is mainly attributed to"
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"id": "39e4d526-bf64-421e-a515-c1476331b0cd",
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"text": "withholding tax effect."
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"id": "18ba7e38-54aa-4877-9385-9ffba936fd6d",
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"text": "Cumulative \u2013 Gross of Fees (EUR) Cumulative \u2013 Net of Fees (EUR)"
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"id": "cfb05955-2974-4c3f-b195-cb63b97692e0",
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"text": "Period Fund Benchmark Difference Fund Benchmark Difference"
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"x": 75,
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"text": "6 Months 10.15 9.97 0.18 10.13 9.97 0.16"
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"text": "Tracking Error (1 year) 0.06 0.06"
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"id": "7412bac5-de87-4252-8187-c8c46192c276",
"page_number": 5,
"text": "Market review"
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"id": "49948366-72e5-4127-a233-cff256506ef0",
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"text": "Over the Reporting Period, global equities delivered positive performance, returning 11.88% as measured by the MSCI World Index"
},
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"id": "66632fa0-99e1-4360-aa16-a2b4b3ecb313",
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"text": "(in USD). The global Equity Markets experienced significant movements during the Reporting Period."
},
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...