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State Street AUT Asia Pacific
ex-Japan Screened Index Equity
Fund
Interim Report and Unaudited Financial Statements
For the period ended 30th June 2026
Page 2
Contents Page
Manager's Report* 1
Portfolio Statement* 4
Directors' Report to Unitholders* 16
Comparative Table* 17
Financial statements: 18
Statement of Total Return 18
Statement of Change in Net Assets Attributable to Unitholders 18
Balance Sheet 19
Notes to the Financial Statements 20
Directory* 29
* These collectively comprise the Manager’s Report.
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Page 3
Authorised Status The State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund (the “Fund”) is an Authorised Unit Trust Scheme as defined in section 243 of the Financial Services and Markets Act 2000 and it is a UCITS Retail Scheme within the meaning of the FCA Collective Investment Schemes sourcebook. The unitholders are not liable for the debts of the Fund.
Investment Objective and Policy The objective of the Fund is to replicate, as closely as possible, and on a “gross of fees” basis, the return of the Asia Pacific ex-Japan equity market as represented by the FTSE Developed Asia Pacific ex Japan ex Controversies ex CW ex Tobacco ex Thermal Coal (10%) Index net of withholding taxes (or its recognised replacement or equivalent).
The Manager will seek to achieve this objective principally by investing in the shares of certain companies included from time to time in the Index considered by the Investment Adviser to reflect accurately the performance of that Index. The Fund may also invest in transferable securities, money market instruments, warrants, units in collective investment schemes, deposits and derivatives.
The Fund may invest in collective investment schemes managed or operated by companies in the same group as the Manager or the Investment Adviser. The Fund will seek to track the performance of the Index whilst seeking to minimise as far as possible the tracking error between the Fund’s performance and that of the Index.
The Indices include negative screens that exclude securities from the Indices based on four criteria:
1. Controversial weapons (including chemical & biological weapons, cluster munitions, anti-personnel landmines),
2. Controversies as defined by the ten principles of the UN Global Compact:
Human Rights
a) Principle 1: Businesses should support and respect the protection of internationally proclaimed human rights; and
b) Principle 2: make sure that they are not complicit in human rights abuses.
Labour
c) Principle 3: Businesses should uphold the freedom of association and the effective recognition of the right to collective bargaining;
d) Principle 4: the elimination of all forms of forced and compulsory labour;
e) Principle 5: the effective abolition of child labour; and
f) Principle 6: the elimination of discrimination in respect of employment and occupation.
Environment
g) Principle 7: Businesses should support a precautionary approach to environmental challenges;
h) Principle 8: undertake initiatives to promote greater environmental responsibility; and
i) Principle 9: encourage the development and diffusion of environmentally friendly technologies.
Anti-Corruption
j) Principle 10: Businesses should work against corruption in all its forms, including extortion and bribery.
3. Tobacco (companies engaged in the production of tobacco and/or tobacco products),
4. Thermal Coal (companies with revenues greater than or equal to 10% from extraction or power generation of thermal coal).
The negative screens will therefore apply when the Fund invest in shares of companies included in the Index (but not in respect of other investments held by the Fund from time to time).
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Manager’s Report
For the period ended 30th June 2026
1
Page 4
Performance The Fund returned 50.08% (50.00% net of fees) for the 6-month period ended 30 June 2026 (the “Reporting Period”), compared to the Index return of 50.12%. The size of the Fund’s tracking difference for the Reporting Period was -0.04%; the under performance versus the Index was largely attributable to transaction cost.
Note: Performance returns presented above are in GBP.
Risk and Reward Profile Lower risk
Potentially lower reward
Higher risk
Potentially higher reward
1234 67 5 5
Risk Disclaimer The risk category above is not a measure of capital loss or gains but of how significant the rises and falls in the Fund’s return have been historically.
For example a fund whose return has experienced significant rises and falls will be in a higher risk category, whereas a fund whose return has experienced less significant rises and falls will be in a lower risk category.
The lowest category (i.e. category 1) does not mean that a fund is a risk free investment.
As the Fund's risk category has been calculated using historical data, it may not be a reliable indication of the Fund's future risk profile.
The Fund’s risk category shown is not guaranteed and may change in the future.
Why is this Fund in this category? The Fund is in risk category 5 as its return has experienced medium rises and falls historically.
The following are material risks relevant to the Fund which are not adequately captured by the risk category.
Concentration Risk: When the Fund focuses its investments in a particular way, the issues affecting the investments will have a greater effect than if the Fund was more diversified. This concentration may also limit the Fund's liquidity.
Counterparty Risk: The Fund will be subject to credit risk with respect to the counterparties with which it enters into derivatives contracts and other transactions. There is a risk that these institutions may not be able to perform their obligations. This could reduce the value of the Fund's investments.
Index Tracking Risk: The Fund's performance may not exactly track the Index. This can result from market fluctuations, changes in the composition of the Index, transaction costs, the costs of making changes to the Fund's portfolio and other Fund expenses. Liquidity Risk: It may be difficult for the Fund to buy or sell certain investments in difficult market conditions. Consequently the price obtained when selling securities may be lower than under normal market conditions.
Screening Risk: The Scheme may track an index that uses a screen to identify securities based on criteria including, but, not limited to environmental, social and governance (ESG) criteria. The screen may be fully or partially designed by the Manager or by a third party provider. There is a risk that errors are made in the screening process. There is an additional risk that a screen provider may amend or discontinue its screening services and/or that the Manager may change the screen or screen provider. In such circumstances, there is no guarantee that a replacement screen provided would result in a similar screening process or would be available.
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Manager's Report (continued)
For the period ended 30th June 2026
2
Page 5
Derivatives Usage Derivatives are used in the Fund for efficient portfolio management purposes. The Fund invests in index futures to manage client inflows and outflows and to hedge accrued income. At all times the futures exposure is covered entirely by cash or cash equivalents.
As at 30th June 2026, the Fund had a total notional exposure to futures of £310,776.84 (0.53% of the Fund).
Tracking Error The Tracking Error measures the standard deviation of the relative returns. It is the annualised standard deviation of the returns of a fund minus those of its benchmark (relative returns) and not the standard deviation of each fund’s unique returns. The lower the tracking error of a fund, the more the fund resembles its benchmark or the market regarding risk and return characteristics.
The size of the Fund’s tracking error for the one year ended 30th June 2026 was 0.41% which was within the targeted tolerance.
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Manager's Report (continued)
For the period ended 30th June 2026
3
Page 6
Holdings
Market Value £'000
% of Total Net Assets
Australia — 26.05% (31.12.25 — 36.40%) ALS Ltd. 7,022 84 0.14 AMP Ltd. 39,345 33 0.06 Ampol Ltd. 3,780 65 0.11 Ansell Ltd. 2,195 36 0.06 ANZ Group Holdings Ltd. 44,187 815 1.39 APA Group 17,128 91 0.16 Aristocrat Leisure Ltd. 7,697 246 0.42 ASX Ltd. 2,857 80 0.14 Atlas Arteria Ltd. 10,880 29 0.05 Aurizon Holdings Ltd. 22,023 48 0.08 Bank of Queensland Ltd. 10,204 34 0.06 Beach Energy Ltd. 22,398 10 0.02 Bendigo & Adelaide Bank Ltd. 7,407 41 0.07 BlueScope Steel Ltd. 6,807 113 0.19 Brambles Ltd. 19,654 201 0.34 CAR Group Ltd. 4,832 65 0.11 Challenger Ltd. 7,886 41 0.07 Charter Hall Group* 6,609 80 0.14 Cleanaway Waste Management Ltd. 26,433 32 0.05 Cochlear Ltd. 856 54 0.09 Coles Group Ltd. 19,590 249 0.43 Commonwealth Bank of Australia 24,454 2,101 3.59 Computershare Ltd. 7,415 148 0.25 CSL Ltd. 7,117 426 0.73 Deterra Royalties Ltd. 5,843 14 0.02 Dexus* 16,697 47 0.08 Domino's Pizza Enterprises Ltd. 1,284 10 0.02 Downer EDI Ltd. 10,283 44 0.07 Dyno Nobel Ltd. 21,761 44 0.08 EBOS Group Ltd. 2,926 26 0.04 Endeavour Group Ltd. 23,088 39 0.07 Evolution Mining Ltd. 28,750 176 0.30 Flight Centre Travel Group Ltd. 2,559 16 0.03 Fortescue Ltd. 22,659 226 0.39 Genesis Minerals Ltd. 16,729 46 0.08
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement
As at 30th June 2026
4
Page 7
Holdings
Market Value £'000
% of Total Net Assets
Australia — 26.05% (31.12.25 — 36.40%) (continued) Goodman Group* 29,221 482 0.82 GPT Group* 26,955 69 0.12 Harvey Norman Holdings Ltd. 5,873 15 0.03 HUB24 Ltd. 917 35 0.06 IGO Ltd. 10,632 41 0.07 Iluka Resources Ltd. 6,745 25 0.04 Insurance Australia Group Ltd. 34,757 147 0.25 JB Hi-Fi Ltd. 1,427 60 0.10 Lendlease Corp. Ltd. 10,832 18 0.03 Lottery Corp. Ltd. 30,568 92 0.16 Lynas Rare Earths Ltd. 12,500 118 0.20 Macquarie Group Ltd. 5,215 682 1.16 Magellan Financial Group Ltd. 1,398 7 0.01 Medibank Pvt Ltd. 38,063 99 0.17 Metcash Ltd. 16,073 25 0.04 Mineral Resources Ltd. 2,613 85 0.15 Mirvac Group* 62,281 56 0.10 MMG Ltd. 59,200 39 0.07 National Australia Bank Ltd. 45,998 909 1.55 Netwealth Group Ltd. 1,904 21 0.04 NEXTDC Ltd. 11,712 89 0.15 Northern Star Resources Ltd. 19,698 195 0.33 Orica Ltd. 7,366 91 0.16 Origin Energy Ltd. 26,211 150 0.26 Orora Ltd. 17,749 13 0.02 Perpetual Ltd. 1,643 13 0.02 PLS Group Ltd. 48,388 127 0.22 Pro Medicus Ltd. 820 87 0.15 Qantas Airways Ltd. 11,599 64 0.11 QBE Insurance Group Ltd. 21,898 287 0.49 Qube Holdings Ltd. 26,302 70 0.12 Ramelius Resources Ltd. 23,662 36 0.06 Ramsay Health Care Ltd. 2,896 67 0.11 REA Group Ltd. 601 44 0.07 Reece Ltd. 2,800 25 0.04
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
5
Page 8
Holdings
Market Value £'000
% of Total Net Assets
Australia — 26.05% (31.12.25 — 36.40%) (continued) Region Group* 17,819 22 0.04 Rio Tinto Ltd. 5,358 482 0.82 Sandfire Resources Ltd. 7,227 73 0.12 Santos Ltd. 46,794 176 0.30 Scentre Group* 73,436 149 0.25 SEEK Ltd. 4,124 29 0.05 SGH Ltd. 3,042 74 0.13 Sigma Healthcare Ltd. 78,008 112 0.19 Sims Ltd. 2,522 36 0.06 Sonic Healthcare Ltd. 7,273 79 0.13 South32 Ltd. 62,548 128 0.22 Steadfast Group Ltd. 16,405 44 0.08 Stockland* 34,105 73 0.12 Suncorp Group Ltd. 16,748 169 0.29 Technology One Ltd. 4,506 70 0.12 Telix Pharmaceuticals Ltd. 3,887 34 0.06 Telstra Group Ltd. 57,450 152 0.26 TPG Telecom Ltd. 6,338 12 0.02 Transurban Group 45,630 347 0.59 Treasury Wine Estates Ltd. 11,684 29 0.05 Vicinity Ltd.* 60,770 82 0.14 Washington H Soul Pattinson & Co. Ltd. 5,185 125 0.21 Wesfarmers Ltd. 16,554 781 1.33 Westpac Banking Corp. 50,021 917 1.57 WiseTech Global Ltd. 2,946 51 0.09 Woodside Energy Group Ltd. 27,709 408 0.70 Woolworths Group Ltd. 17,825 373 0.64 Worley Ltd. 5,774 33 0.06
15,253 26.05
Cambodia — 0.00% (31.12.25 — 0.00%) NagaCorp Ltd. 1,864 1 0.00
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
6
Page 9
Holdings
Market Value £'000
% of Total Net Assets
China — 0.57% (31.12.25 — 0.52%) AAC Technologies Holdings, Inc. 9,315 38 0.07 Lenovo Group Ltd. 111,000 246 0.42 Shenzhou International Group Holdings Ltd. 12,400 47 0.08
331 0.57
Hong Kong — 7.09% (31.12.25 — 11.34%) AIA Group Ltd. 154,031 1,057 1.80 Bank of East Asia Ltd. 13,791 17 0.03 BOC Hong Kong Holdings Ltd. 52,800 215 0.37 Brightoil Petroleum Holdings Ltd.~³ 429,161 - 0.00 Budweiser Brewing Co. APAC Ltd. 25,100 15 0.03 Cathay Pacific Airways Ltd. 19,362 24 0.04 Chow Tai Fook Jewellery Group Ltd. 26,401 28 0.05 CK Asset Holdings Ltd. 25,110 106 0.18 CK Hutchison Holdings Ltd. 38,948 248 0.42 CK Infrastructure Holdings Ltd. 9,000 52 0.09 CTF Services Ltd. 21,876 16 0.03 Dah Sing Banking Group Ltd. 2,841 3 0.00 DFI Retail Group Holdings Ltd. 4,500 13 0.02 First Pacific Co. Ltd. 34,000 16 0.03 Galaxy Entertainment Group Ltd. 33,000 93 0.16 Hang Lung Group Ltd. 12,000 15 0.03 Hang Lung Properties Ltd. 27,989 19 0.03 Henderson Land Development Co. Ltd. 19,497 46 0.08 Hong Kong & China Gas Co. Ltd. 167,185 104 0.18 Hong Kong Exchanges & Clearing Ltd. 17,449 609 1.04 Hongkong Land Holdings Ltd. 15,000 81 0.14 Hutchison Port Holdings Trust 31,600 4 0.01 HUTCHMED China Ltd. 7,500 12 0.02 Hysan Development Co. Ltd. 9,335 15 0.03 Jardine Matheson Holdings Ltd. 2,632 122 0.21 Johnson Electric Holdings Ltd. 5,248 10 0.02 Kerry Properties Ltd. 8,500 15 0.03 Link REIT* 39,434 138 0.24
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
7
Page 10
Holdings
Market Value £'000
% of Total Net Assets
Hong Kong — 7.09% (31.12.25 — 11.34%) (continued) Man Wah Holdings Ltd. 2,000 1 0.00 MTR Corp. Ltd. 22,256 65 0.11 New World Development Co. Ltd. 21,337 13 0.02 Orient Overseas International Ltd. 2,200 26 0.04 PCCW Ltd. 60,375 31 0.05 Shangri-La Asia Ltd. 29,370 11 0.02 Sino Land Co. Ltd. 50,367 50 0.09 SITC International Holdings Co. Ltd. 20,500 62 0.11 Sun Hung Kai Properties Ltd. 18,485 199 0.34 Swire Pacific Ltd. 'A' Shares 4,500 35 0.06 Swire Pacific Ltd. 'B' Shares 7,000 8 0.01 Swire Properties Ltd. 15,161 30 0.05 Techtronic Industries Co. Ltd. 20,900 260 0.44 United Energy Group Ltd. 268,000 9 0.01 VTech Holdings Ltd. 2,300 11 0.02 WH Group Ltd. 107,552 86 0.15 Wharf Holdings Ltd. 14,975 26 0.04 Wharf Real Estate Investment Co. Ltd. 22,975 47 0.08 Xinyi Glass Holdings Ltd. 24,774 20 0.03 Yue Yuen Industrial Holdings Ltd. 12,000 14 0.02 Zijin Gold International Co. Ltd. 6,300 53 0.09
4,150 7.09
Ireland — 0.30% (31.12.25 — 0.32%) James Hardie Industries PLC 8,760 174 0.30
Italy — 0.05% (31.12.25 — 0.09%) PRADA SpA 7,925 30 0.05
Macau — 0.09% (31.12.25 — 0.23%) MGM China Holdings Ltd. 11,400 11 0.02
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
8
Page 11
Holdings
Market Value £'000
% of Total Net Assets
Macau — 0.09% (31.12.25 — 0.23%) (continued) Sands China Ltd. 25,468 32 0.05 Wynn Macau Ltd. 18,800 9 0.02
52 0.09
New Zealand — 1.15% (31.12.25 — 1.81%) a2 Milk Co. Ltd. 10,945 43 0.07 Auckland International Airport Ltd. 23,861 86 0.15 Contact Energy Ltd. 12,603 51 0.09 Fisher & Paykel Healthcare Corp. Ltd. 8,859 147 0.25 Fletcher Building Ltd. 16,528 24 0.04 Infratil Ltd. 12,749 84 0.14 Mainfreight Ltd. 1,274 34 0.06 Mercury NZ Ltd. 10,640 31 0.05 Meridian Energy Ltd. 19,509 48 0.08 Ryman Healthcare Ltd. 12,813 13 0.02 Spark New Zealand Ltd. 28,488 23 0.04 Xero Ltd. 2,425 91 0.16
675 1.15
Singapore — 6.95% (31.12.25 — 8.91%) ASMPT Ltd. 4,900 112 0.19 BOC Aviation Ltd. 3,200 25 0.04 CapitaLand Ascendas REIT* 56,393 82 0.14 CapitaLand Ascott Trust 39,169 20 0.03 CapitaLand Integrated Commercial Trust* 88,437 122 0.21 CapitaLand Investment Ltd. 35,854 52 0.09 City Developments Ltd. 6,300 28 0.05 ComfortDelGro Corp. Ltd. 33,400 26 0.04 DBS Group Holdings Ltd. 29,640 1,129 1.93 Frasers Logistics & Commercial Trust* 42,300 24 0.04 Genting Singapore Ltd. 87,000 31 0.05 Jardine Cycle & Carriage Ltd. 911 14 0.02 Keppel DC REIT* 30,070 39 0.07 Keppel Ltd. 19,800 126 0.22
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
9
Page 12
Holdings
Market Value £'000
% of Total Net Assets
Singapore — 6.95% (31.12.25 — 8.91%) (continued) Keppel REIT* 55,158 28 0.05 Mapletree Industrial Trust* 30,139 34 0.06 Mapletree Logistics Trust* 52,652 37 0.06 Mapletree Pan Asia Commercial Trust* 34,603 26 0.04 Netlink NBN Trust 44,300 25 0.04 Olam Group Ltd. 9,749 7 0.01 Oversea-Chinese Banking Corp. Ltd. 47,309 683 1.17 SATS Ltd. 13,537 36 0.06 Seatrium Ltd. 32,933 38 0.07 Sembcorp Industries Ltd. 13,700 51 0.09 SIA Engineering Co. Ltd. 1,100 2 0.00 Singapore Airlines Ltd. 24,075 107 0.18 Singapore Exchange Ltd. 11,900 167 0.29 Singapore Technologies Engineering Ltd. 22,900 139 0.24 Singapore Telecommunications Ltd. 108,200 278 0.47 StarHub Ltd. 3,340 2 0.00 Suntec Real Estate Investment Trust* 32,600 28 0.05 United Overseas Bank Ltd. 17,655 409 0.70 UOL Group Ltd. 7,163 40 0.07 Venture Corp. Ltd. 4,100 41 0.07 Wilmar International Ltd. 27,500 58 0.10 Yangzijiang Maritime Development Ltd. 13,300 5 0.01
4,071 6.95
South Korea — 56.61% (31.12.25 — 39.20%) ABLBio, Inc. 636 31 0.05 Alteogen, Inc. 565 99 0.17 Amorepacific Corp. 482 25 0.04 Amorepacific Holdings Corp. 634 7 0.01 APR Corp. 386 72 0.12 BGF retail Co. Ltd. 72 4 0.01 BNK Financial Group, Inc. 3,728 31 0.05 Celltrion Pharm, Inc. 139 3 0.00 Celltrion, Inc. 2,029 171 0.29
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
10
Page 13
Holdings
Market Value £'000
% of Total Net Assets
South Korea — 56.61% (31.12.25 — 39.20%) (continued) Cheil Worldwide, Inc. 947 8 0.01 CJ CheilJedang Corp. 112 10 0.02 CJ Corp. 202 15 0.03 Coway Co. Ltd. 813 36 0.06 DB Insurance Co. Ltd. 484 32 0.05 Dongsuh Cos., Inc. 877 10 0.02 Doosan Bobcat, Inc. 757 23 0.04 Doosan Co. Ltd. 109 79 0.13 Doosan Co. Ltd. Preference Shares 14 3 0.01 Doosan Enerbility Co. Ltd. 6,489 274 0.47 Ecopro BM Co. Ltd. 762 53 0.09 Ecopro Co. Ltd. 1,547 80 0.14 Ecopro Materials Co. Ltd. 346 8 0.01 E-MART, Inc. 269 11 0.02 F&F Co. Ltd. 120 4 0.01 GC Biopharma Corp. 144 8 0.01 GS Engineering & Construction Corp. 1,190 14 0.02 GS Holdings Corp. 651 21 0.04 GS Retail Co. Ltd. 926 11 0.02 Hana Financial Group, Inc. 3,995 223 0.38 Hanjin Kal Corp. 367 21 0.04 Hankook Tire & Technology Co. Ltd. 1,068 32 0.05 Hanmi Pharm Co. Ltd. 96 19 0.03 Hanmi Science Co. Ltd. 524 8 0.01 Hanmi Semiconductor Co. Ltd. 567 71 0.12 Hanon Systems 4,307 8 0.01 Hanwha Aerospace Co. Ltd. 475 230 0.39 Hanwha Corp. 377 18 0.03 Hanwha Life Insurance Co. Ltd. 3,334 7 0.01 Hanwha Ocean Co. Ltd. 2,041 100 0.17 Hanwha Solutions Corp. 1,652 27 0.05 Hanwha Solutions Corp. Rights 407 1 0.00 Hanwha Systems Co. Ltd. 1,145 41 0.07 Hanwha Vision Co. Ltd. 522 14 0.02 HD Hyundai Co. Ltd. 647 63 0.11
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
11
Page 14
Holdings
Market Value £'000
% of Total Net Assets
South Korea — 56.61% (31.12.25 — 39.20%) (continued) HD Hyundai Electric Co. Ltd. 343 162 0.28 HD Hyundai Heavy Industries Co. Ltd. 487 140 0.24 HD Hyundai Marine Solution Co. Ltd. 244 27 0.05 HD Korea Shipbuilding & Offshore Engineering Co. Ltd. 624 106 0.18 HL Mando Co. Ltd. 405 10 0.02 HLB, Inc. 1,885 48 0.08 HMM Co. Ltd. 4,250 38 0.06 Hotel Shilla Co. Ltd. 392 9 0.02 HYBE Co. Ltd. 362 34 0.06 Hyosung Heavy Industries Corp. 81 136 0.23 Hyundai Autoever Corp. 106 27 0.05 Hyundai Engineering & Construction Co. Ltd. 961 53 0.09 Hyundai Glovis Co. Ltd. 584 52 0.09 Hyundai Marine & Fire Insurance Co. Ltd. 812 14 0.02 Hyundai Mobis Co. Ltd. 816 199 0.34 Hyundai Motor Co. 1,975 476 0.81 Hyundai Motor Co. Preference Shares 338 36 0.06 Hyundai Motor Co. Second Preference Shares 542 57 0.10 Hyundai Rotem Co. Ltd. 999 84 0.14 Hyundai Steel Co. 1,303 18 0.03 iM Financial Group Co. Ltd. 2,070 17 0.03 Industrial Bank of Korea 3,773 36 0.06 IsuPetasys Co. Ltd. 854 48 0.08 Kakao Corp. 4,163 70 0.12 KakaoBank Corp. 2,907 30 0.05 Kakaopay Corp. 347 7 0.01 Kangwon Land, Inc. 1,447 10 0.02 KB Financial Group, Inc. 4,994 386 0.66 KCC Corp. 65 15 0.03 KEPCO Plant Service & Engineering Co. Ltd. 59 1 0.00 Kia Corp. 3,357 226 0.39 Korea Aerospace Industries Ltd. 1,109 79 0.13 Korea Electric Power Corp. 4,040 73 0.12 Korea Gas Corp. 259 4 0.01 Korea Investment Holdings Co. Ltd. 611 66 0.11
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
12
Page 15
Holdings
Market Value £'000
% of Total Net Assets
South Korea — 56.61% (31.12.25 — 39.20%) (continued) Korea Investment Holdings Co. Ltd. Preference Shares** 5 0 0.00 Korea Zinc Co. Ltd. 66 35 0.06 Korean Air Lines Co. Ltd. 2,796 37 0.06 Krafton, Inc. 440 51 0.09 Kumho Petrochemical Co. Ltd. 219 12 0.02 L&F Co. Ltd. 439 24 0.04 LG Chem Ltd. 652 89 0.15 LG Chem Ltd. Preference Shares 87 6 0.01 LG CNS Co. Ltd. 753 29 0.05 LG Corp. 1,323 63 0.11 LG Display Co. Ltd. 4,503 25 0.04 LG Electronics, Inc. 1,486 146 0.25 LG Electronics, Inc. Preference Shares 237 8 0.01 LG Energy Solution Ltd. 663 117 0.20 LG H&H Co. Ltd. 140 16 0.03 LG Innotek Co. Ltd. 193 92 0.16 LG Uplus Corp. 3,147 21 0.04 Lotte Chemical Corp. 334 10 0.02 Lotte Corp. 160 2 0.00 Lotte Shopping Co. Ltd. 215 18 0.03 LS Corp. 262 47 0.08 LS Electric Co. Ltd. 1,063 123 0.21 Meritz Financial Group, Inc. 867 45 0.08 Mirae Asset Securities Co. Ltd. 3,043 63 0.11 Mirae Asset Securities Co. Ltd. Preference Shares 2,039 15 0.03 Misto Holdings Corp. 352 7 0.01 NAVER Corp. 2,131 206 0.35 NC Corp. 206 26 0.04 Netmarble Corp. 492 9 0.02 NH Investment & Securities Co. Ltd. 2,046 29 0.05 NongShim Co. Ltd. 31 5 0.01 Orion Corp. 327 21 0.04 Pan Ocean Co. Ltd. 2,535 6 0.01 Pearl Abyss Corp. 610 11 0.02 Posco DX Co. Ltd. 732 8 0.01
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
13
Page 16
Holdings
Market Value £'000
% of Total Net Assets
South Korea — 56.61% (31.12.25 — 39.20%) (continued) POSCO Future M Co. Ltd. 518 44 0.08 POSCO Holdings, Inc. 1,028 159 0.27 Posco International Corp. 715 17 0.03 Rainbow Robotics 127 32 0.05 S-1 Corp. 261 9 0.02 Samsung Biologics Co. Ltd. 164 111 0.19 Samsung C&T Corp. 1,161 265 0.45 Samsung Card Co. Ltd. 472 11 0.02 Samsung E&A Co. Ltd. 2,436 56 0.10 Samsung Electro-Mechanics Co. Ltd. 806 856 1.46 Samsung Electronics Co. Ltd. 67,604 10,972 18.74 Samsung Electronics Co. Ltd. Preference Shares 11,754 1,213 2.07 Samsung Episholdings Co. Ltd. 99 21 0.04 Samsung Fire & Marine Insurance Co. Ltd. 417 125 0.21 Samsung Fire & Marine Insurance Co. Ltd. Preference Shares 10 2 0.00 Samsung Heavy Industries Co. Ltd. 9,870 112 0.19 Samsung Life Insurance Co. Ltd. 1,169 228 0.39 Samsung SDI Co. Ltd. 860 204 0.35 Samsung SDS Co. Ltd. 618 57 0.10 Samsung Securities Co. Ltd. 969 51 0.09 Samyang Foods Co. Ltd. 61 33 0.06 Shinhan Financial Group Co. Ltd. 6,189 288 0.49 SK Biopharmaceuticals Co. Ltd. 415 17 0.03 SK Bioscience Co. Ltd. 208 4 0.01 SK Hynix, Inc. 8,119 10,465 17.87 SK IE Technology Co. Ltd. 746 6 0.01 SK Innovation Co. Ltd. 873 40 0.07 SK Square Co. Ltd. 1,308 1,080 1.84 SK Telecom Co. Ltd. 499 21 0.04 SK, Inc. 513 208 0.36 SKC Co. Ltd. 404 21 0.04 Woori Financial Group, Inc. 10,512 148 0.25 Yuhan Corp. 834 28 0.05
33,146 56.61
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
14
Page 17
Holdings
Market Value £'000
% of Total Net Assets
Taiwan — 0.03% (31.12.25 — 0.00%) FIT Hon Teng Ltd. 27,000 18 0.03
Thailand — 0.05% (31.12.25 — 0.08%) Thai Beverage PCL 111,900 28 0.05
United States — 0.20% (31.12.25 — 0.29%) GQG Partners, Inc. 14,013 11 0.02 Light & Wonder, Inc. 1,219 70 0.12 Nexteer Automotive Group Ltd. 24,000 9 0.01 Samsonite Group SA 20,700 27 0.05
117 0.20
Derivatives — 0.02% (31.12.25 — 0.01%)
Futures — 0.02% (31.12.25 — 0.01%) KOSPI 200 Index Futures September 2026† 1 16 0.02 MSCI Singapore Index Futures July 2026**† 1 0 0.00 SPI 200 Index Futures September 2026† 1 (1) 0.00
15 0.02
Portfolio of investments^ 58,061 99.16 Net other assets 489 0.84
Total net assets 58,550 100.00
All holdings are ordinary shares or common stock unless otherwise stated. ^ Includes derivative liabilities. ~ Delisted. * Real Estate Investment Trust. ** Market value is less than £500, therefore rounded down to 0. ³ Level 3 Security. † Goldman Sachs is the counterparty, total notional exposure is £310,777 and 0.53% as a percentage of the Fund’s value.
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
15
Page 18
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Page 19
Comparative Table For the period ended 30th June 2026
2026 (to 30.06) 2025 2024 Closing net asset value (£'000) 58,550 69,507 2,713,700 Closing number of units 8,924,019 15,932,611 823,674,689 Closing net asset value per unit (£) 6.5609 4.3626 3.2946 Change in net asset value per unit 50.39% 32.42% (2.48)% Operating charges* 0.12% 0.15% 0.15%
* The Operating charge changed from 15bps to 7bps on 1 April 2026. The above Operating charge percentage represents an average for the year.
General risk factors The value of funds and the revenue from them is not guaranteed and may fall as well as rise. You may get back less than you originally invested. What you get back may depend on:
• Investment performance is not guaranteed. Past performance is no guarantee of future performance. There may also be variation in performance between funds with similar investment objectives.
• The effect of an initial charge. If you sell your investment after a short period you may not get back what you originally invested, even if the price of your investment has not fallen.
• The entire market of a particular asset class or geographical region may fall, having a greater effect on funds heavily invested in that asset class or region.
• If you make regular withdrawals from your investment be aware that if the level of withdrawal exceeds the rate of investment growth of the fund, your capital will be eroded.
• Governments may change the tax rules which affect you or the funds in which you have invested.
• Inflation will reduce what you could buy in the future, i.e. it will reduce the real value of your investment.
• There is no certainty that the investment objective of any fund will actually be achieved.
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
17
Page 20
Statement of Total Return For the period ended 30th June 2026
Period ended 30.06.26
Period ended 30.06.25 £'000 £'000 £'000 £'000 Income Net capital gains 23,487 146,993 Revenue 899 39,180 Expenses (40) (1,722) Interest payable and similar charges - (1)
Net revenue before taxation 859 37,457 Taxation (54) (1,964)
Net revenue after taxation 805 35,493
Total return before distributions 24,292 182,486 Distributions (806) (35,494)
Change in net assets attributable to unitholders from investment activities 23,486 146,992
Statement of Change in Net Assets Attributable to Unitholders For the period ended 30th June 2026
Period ended 30.06.26
Period ended 30.06.25 £’000 £’000 £’000 £’000 Opening net assets 69,507 2,713,700 Issue of units 8,859 3,487 Cancellation of units (43,821) (925,649)
(34,962) (922,162) Dilution adjustment (37) 609 Change in unitholders' funds from investment activities 23,486 146,992 Retained distributions on accumulation units 556 28,539
Closing net assets 58,550 1,967,678
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
18
Page 21
Balance Sheet As at 30th June 2026
30.06.26 31.12.25 £'000 £'000 Assets Investments 58,062 69,011 Amounts receivable 256 1,210 Cash and Cash equivalents 273 453
Total assets 58,591 70,674
Liabilities Investments 11 Provision 22 Other amounts payable 38 1,164
Total liabilities 41 1,167
Net assets attributable to unitholders 58,550 69,507
All items within the Balance Sheet are deemed current.
Notes to the Financial Statements are on pages 20 to 28.
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
19
Page 22
1. Accounting policies
(a) Basis of accounting The financial statements have been prepared under the historical cost convention by the revaluation of the investments, and in accordance with the United Kingdom Generally Accepted Accounting Practice ("UK GAAP") which comprises the UK Financial Reporting Standard 104 ("FRS 104") and the Statement of Recommended Practice ("SORP") for Authorised Funds issued by the Investment Association ("IA") in October 2025 (the "IA SORP 2025").
(b) Adoption of IA SORP 2025 Changes in accounting policies
The following changes have been made to the accounting policies compared with the audited financial statements for the year ended 31 December 2025, following adoption of IA SORP 2025.
- In accordance with the 2025 SORP mid-market prices are an appropriate valuation basis for investments. A restatement oft he prior year comparatives is not required by the IA SORP (paragraph 1.12), the value of investments for the prior year is shown at bid market value, in line with the previous accounting policy.
Changes in presentation
The presentation of these financial statements has been changed from the previous period to comply with the requirements of IA SORP 2025. These changes include:
- Amendments to labelling of line items within the financial statements;- Removal of distribution tables;
- The inclusion of a going concern assessment;- The inclusion of significant related party transactions;
- The inclusion of the fair value hierarchy of the portfolio.
(c) Going Concern The financial statements are prepared on the going concern basis.
The Authorised Corporate Director ("ACD") has undertaken a detailed assessment of each of the remaining Funds ability to meet its liabilities as they fall due, including liquidity, declines in global capital markets and investor redemption levels. Based on this assessment, the Funds continue to be open for trading and the ACD is satisfied the Funds have adequate financial resources to continue in operation for the foreseeable future, being at least 12 months from the date of approval, and accordingly it is appropriate to adopt the going concern basis in preparing the financial statements.
2. Related party transactions The Manager exercises governance and oversight over the Fund and is a related party by virtue of the Trust Deed constituting the Fund.
Amounts paid during the period to the Manager were £40,079 (31.12.25: £2,458,869).
At the period end £3,651 (31.12.25: £9,061) was due to the Manager in relation to accrued manager’s periodic charges.
Transactions relating to the creation and cancellation of units and the purchases and sales of investments which pass through the Manager, but are not for the benefit of, either related party are disclosed in the Statement of Change in Net Assets Attributable to Unitholders.
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements
For the period ended 30th June 2026
20
Page 23
3. Securities Financing Transactions ("SFT")
1) Global Data
Proportion of securities and commodities on loan as at 30th June 2026 £'000 %
Total lendable assets excluding cash and cash equivalents: 23,419
Securities and commodities on loan 1,808 7.72%
Assets engaged in SFTs and total return swaps as at 30th June 2026 £'000 %
Fund assets under management ("AUM") 58,550
Absolute value of assets engaged in:
Securities lending 1,808 3.09%
2) Concentration Data
Top 10 Collateral Issuers Name and value of collateral and commodities received as at 30th June 2026 £'000
Kingdom of Netherlands 206
United Kingdom Gilt 176
United Kingdom Inflation-Linked Gilt 90
United States of America Treasury Inflation Indexed Bonds 42
Alibaba Group Holding 25
Tencent 25
Dominion of Canada 19
Republic of Austria 19
Microsoft 13
JD.com 12
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
21
Page 24
3. Securities Financing Transactions ("SFT") (continued)
Top 10 Counterparties Name and value of outstanding transactions as at 30th June 2026 £'000
Merrill Lynch 707
Barclays Capital Securities 301
Societe Generale 234
UBS 218
BNP Paribas Financial Markets 167
Goldman Sachs 110
Morgan Stanley International 38
Citigroup Global Markets (UK) 33
The table includes a full list of counterparties.
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
22
Page 25
3. Securities Financing Transactions ("SFT") (continued)
3) Aggregate Transaction Data
Type, Quality and Currency of Collateral as at 30th June 2026
Type Quality Currency £'000
Securities lending
Equity Traded on recognised exchange Sterling 28
Equity Traded on recognised exchange Australian Dollar 22
Equity Traded on recognised exchange Canadian Dollar 39
Equity Traded on recognised exchange Danish Krone 10
Equity Traded on recognised exchange Euro 169
Equity Traded on recognised exchange Hong Kong Dollar 156
Equity Traded on recognised exchange Japanese Yen 16
Equity Traded on recognised exchange Norwegian Krone 6
Equity Traded on recognised exchange Singapore Dollar 92
Equity Traded on recognised exchange Swedish Krona 3
Equity Traded on recognised exchange Swiss Franc 7
Equity Traded on recognised exchange US Dollar 226
Fixed Income Investment Grade Sterling 266
Fixed Income Investment Grade Canadian Dollar 198
Fixed Income Investment Grade Euro 435
Fixed Income Investment Grade Swedish Krona 1
Fixed Income Investment Grade US Dollar 280
Total Collateral held 1,954
Maturity Tenor of Collateral (remaining period to maturity) as at 30th June 2026
Less than one day
One day to one week
One week to one month
One to three months
Three months to one year
Above one year
Open maturity Total
Type £'000 £'000 £'000 £'000 £'000 £'000 £'000 £'000
Securities lending - - - - 1 1,180 773 1,954
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
23
Page 26
3. Securities Financing Transactions ("SFT") (continued)
Counterparty details as at 30th June 2026
Type
Country of counterparty establishment Settlement and clearing £'000
Securities lending France Tri-party 431
Securities lending Switzerland Tri-party 233
Securities lending United Kingdom Tri-party 1,290
Total collateral held 1,954
Maturity Tenor of SFTs and Total Return Swaps (remaining period to maturity) as at 30th June 2026
Less than one day
One day to one week
One week to one month
One to three months
Three months to one year
Above one year
Open maturity Total
Type £'000 £'000 £'000 £'000 £'000 £'000 £'000 £'000
Securities lending - - - - - - 1,808 1,808
4) Re-use of Collateral
The Fund does not engage in re-use of collateral.
5) Safekeeping of Collateral Received
Names and value of custodians safekeeping collateral as at 30th June 2026 £'000
Bank of New York 1,730
JP Morgan 224
6) Safekeeping of Collateral Granted
The Fund does not borrow stock from counterparties; therefore, no collateral has been granted.
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
24
Page 27
3. Securities Financing Transactions ("SFT") (continued)
1) Global Data
Proportion of securities and commodities on loan as at 31st December 2025 £'000 %
Total lendable assets excluding cash and cash equivalents: 65,482
Securities and commodities on loan 806 1.23%
Assets engaged in SFTs and total return swaps as at 31st December 2025 £'000 %
Fund assets under management ("AUM") 69,507
Absolute value of assets engaged in:
Securities lending 806 1.16%
2) Concentration Data
Top 10 Collateral Issuers Name and value of collateral and commodities received as at 31st December 2025 £'000
United Kingdom Gilt 87
Kingdom of Netherlands 62
Australia Government Bond 27
Kingdom of Belgium 23
Heidelberg Materials 17
United Kingdom Inflation-Linked Gilt 16
Amazon.com 15
Tencent 15
UniCredit 15
Progressive 14
Top 10 Counterparties Name and value of outstanding transactions as at 31st December 2025 £'000
Barclays Capital Securities 270
Merrill Lynch 234
BNP Paribas Financial Markets 147
UBS 92
Morgan Stanley International 43
Citigroup Global Markets (UK) 20
The table includes a full list of counterparties.
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
25
Page 28
3. Securities Financing Transactions ("SFT") (continued)
3) Aggregate Transaction Data
Type, Quality and Currency of Collateral as at 31st December 2025
Type Quality Currency £'000
Securities lending
Equity Traded on recognised exchange Sterling 10
Equity Traded on recognised exchange Australian Dollar 5
Equity Traded on recognised exchange Canadian Dollar 27
Equity Traded on recognised exchange Danish Krone 13
Equity Traded on recognised exchange Euro 139
Equity Traded on recognised exchange Hong Kong Dollar 54
Equity Traded on recognised exchange Japanese Yen 10
Equity Traded on recognised exchange New Zealand Dollar 1
Equity Traded on recognised exchange Norwegian Krone 6
Equity Traded on recognised exchange Singapore Dollar 11
Equity Traded on recognised exchange Swedish Krona 3
Equity Traded on recognised exchange Swiss Franc 38
Equity Traded on recognised exchange US Dollar 208
Fixed Income Investment Grade Sterling 103
Fixed Income Investment Grade Australian Dollar 27
Fixed Income Investment Grade Canadian Dollar 24
Fixed Income Investment Grade Danish Krone 2
Fixed Income Investment Grade Euro 203
Fixed Income Investment Grade Norwegian Krone 3
Fixed Income Investment Grade US Dollar 3
Total Collateral held 890
Maturity Tenor of Collateral (remaining period to maturity) as at 31st December 2025
Less than one day
One day to one week
One week to one month
One to three months
Three months to one year
Above one year
Open maturity Total
Type £'000 £'000 £'000 £'000 £'000 £'000 £'000 £'000
Securities lending - - - - - 365 525 890
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
26
Page 29
3. Securities Financing Transactions ("SFT") (continued)
Counterparty details as at 31st December 2025
Type
Country of counterparty establishment Settlement and clearing £'000
Securities lending France Tri-party 159
Securities lending Switzerland Tri-party 125
Securities lending United Kingdom Tri-party 606
Total collateral held 890
Maturity Tenor of SFTs and Total Return Swaps (remaining period to maturity) as at 31st December 2025
Less than one day
One day to one week
One week to one month
One to three months
Three months to one year
Above one year
Open maturity Total
Type £'000 £'000 £'000 £'000 £'000 £'000 £'000 £'000
Securities lending - - - - - - 806 806
4) Re-use of Collateral
The Fund does not engage in re-use of collateral.
5) Safekeeping of Collateral Received
Names and value of custodians safekeeping collateral as at 31st December 2025 £'000
Bank of New York 710
JP Morgan 180
6) Safekeeping of Collateral Granted
The Fund does not borrow stock from counterparties; therefore, no collateral has been granted.
4. Fair value For financial instruments held at fair value in the balance sheet, the Fund is required to disclose for each class of financial instrument, an analysis of the level in the fair value:
Level 1 – The unadjusted quoted price in an active market for identical assets or liabilities that the entity can access at the measurement date;
Level 2 – Inputs other than quoted prices included within Level 1 that are observable (i.e. developed using market data) for the asset or liability, either directly or indirectly;
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
27
Page 30
4. Fair value (continued)
Level 3 – Inputs are unobservable (i.e. for which market data is unavailable) for the asset or liability.
30.06.26 Level 1 £'000
30.06.26 Level 2 £'000
30.06.26 Level 3 £'000
30.06.26 Total £'000 Assets: Equities 58,046 - - 58,046 Derivatives 16 - - 16 58,062 - - 58,062 Liabilities: Derivatives (1) - - (1) (1) - - (1)
31.12.25 Level 1 £'000
31.12.25 Level 2 £'000
31.12.25 Level 3 £'000
31.12.25 Total £'000 Assets: Equities 68,999 - - 68,999 Derivatives 12 - - 12 69,011 - - 69,011 Liabilities: Derivatives (1) - - (1) (1) - - (1)
5. Significant events during the financial period The Annual Management Charge changed from 15bps to 7bps on 1 April 2026.
6. Subsequent events since the financial year The anti-dilution mechanism shall change from dilution levy to dilution adjustment on 1 September 2026. There have been no other significant events affecting the Fund after the financial year ended 30 June 2026 that require amendment to or disclosure in the financial statements.
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
28
Page 31
THE MANAGER State Street Unit Trust Management Limited 20 Churchill Place, Canary Wharf London E14 5HJ
Regulated by The Financial Conduct Authority.
DIRECTORS V. Parry* (resigned 2 January 2026) C. Fernandes (resigned 2 January 2026) N. Wightman* (resigned 2 January 2026) R. Bridger B. Healy* (appointed 2 January 2026) B. Lim Siong Kwong Lam Thuon Mine* (appointed 2 January 2026) E. Linnane (appointed 2 January 2026) T. Coghlan* (appointed 2 January 2026) * Independent non-executive Director
INVESTMENT MANAGER, REGISTRAR & TRANSFER AGENT State Street Global Advisors Limited 20 Churchill Place London E14 5HJ
Regulated by The Financial Conduct Authority.
INDEPENDENT AUDITORS PricewaterhouseCoopers LLP Chartered Accountants and Statutory Auditors 120 Bothwell Street Glasgow G2 7JS
DEPOSITARY HSBC Bank plc 8 Canada Square Canary Wharf London E14 5HQ
HSBC Bank plc is authorised by the Prudential Regulation Authority and regulated by the Prudential Regulation Authority and the Financial Conduct Authority.
CONSTITUTION State Street AUTAsia Pacific ex-Japan Screened Index Equity Fund is an authorised unit trust scheme within the meaning of, and governed by section 243 of the Financial Services and Markets Act 2000. The Fund is a ‘wider range’ investment scheme under the Trustee Investments Act 1961.
PROSPECTUS Copies of the Prospectus are available from the Manager upon request.
Please remember that the price of units and the income from them can go down as well as up. Past performance is not necessarily a guide to the future. Changes in exchange rates may also affect the value.
ASSESSMENT OF VALUE Assessment of Value ("AoV") was introduced by the FCA to ensure UK authorised fund managers (“AFMs”) demonstrate the delivery of value for underlying investors, objectively assessing ourselves against a range of criteria. Our annual assessment of value statement can be found in a composite report on www.ssga.com.
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Directory
29
Page 32
TASK FORCE ON CLIMATE-RELATED FINANCIAL DISCLOSURES ("TCFD") The Manager’s entity and product disclosure reports have been published separately and can be found using the fund finder page on www.ssga.com.
State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Directory (continued)
30
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"text": "Notes to the Financial Statements"
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"text": "20"
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"text": "Directory*"
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"text": "29"
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"text": "* These collectively comprise the Manager\u2019s Report."
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"text": "State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund"
},
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"text": "Interim Report and Unaudited Financial Statements 2026"
},
{
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"text": "Authorised Status"
},
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"id": "725c39e1-34c4-4631-819a-ff834508d202",
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"text": "The State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund (the \u201cFund\u201d) is an Authorised Unit Trust Scheme as"
},
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"text": "defined in section 243 of the Financial Services and Markets Act 2000 and it is a UCITS Retail Scheme within the meaning"
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"text": "of the FCA Collective Investment Schemes sourcebook. The unitholders are not liable for the debts of the Fund."
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"text": "Investment Objective and Policy"
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"id": "6aef0570-6f78-4196-8800-482f2a37af22",
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"text": "The objective of the Fund is to replicate, as closely as possible, and on a \u201cgross of fees\u201d basis, the return of the Asia Pacific"
},
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"id": "f9dad34d-3950-4fd8-bbcc-7596bcca8bca",
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"text": "ex-Japan equity market as represented by the FTSE Developed Asia Pacific ex Japan ex Controversies ex CW ex Tobacco"
},
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"text": "ex Thermal Coal (10%) Index net of withholding taxes (or its recognised replacement or equivalent)."
},
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"text": "The Manager will seek to achieve this objective principally by investing in the shares of certain companies included from time"
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"text": "to time in the Index considered by the Investment Adviser to reflect accurately the performance of that Index. The Fund may"
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"text": "also invest in transferable securities, money market instruments, warrants, units in collective investment schemes, deposits"
},
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"text": "and derivatives."
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"text": "The Fund may invest in collective investment schemes managed or operated by companies in the same group as the"
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"text": "Manager or the Investment Adviser. The Fund will seek to track the performance of the Index whilst seeking to minimise as"
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"text": "far as possible the tracking error between the Fund\u2019s performance and that of the Index."
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"text": "The Indices include negative screens that exclude securities from the Indices based on four criteria:"
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"id": "e5fece85-b5fb-435a-8d72-11386d5362af",
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"text": "1. Controversial weapons (including chemical \u0026 biological weapons, cluster munitions, anti-personnel landmines),"
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"text": "2. Controversies as defined by the ten principles of the UN Global Compact:"
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"text": "Human Rights"
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"text": "a) Principle 1: Businesses should support and respect the protection of internationally proclaimed human rights; and"
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"text": "b) Principle 2: make sure that they are not complicit in human rights abuses."
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"text": "Labour"
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"text": "c) Principle 3: Businesses should uphold the freedom of association and the effective recognition of the right to collective"
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"text": "bargaining;"
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"text": "d) Principle 4: the elimination of all forms of forced and compulsory labour;"
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"text": "e) Principle 5: the effective abolition of child labour; and"
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"text": "f) Principle 6: the elimination of discrimination in respect of employment and occupation."
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"text": "g) Principle 7: Businesses should support a precautionary approach to environmental challenges;"
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"text": "h) Principle 8: undertake initiatives to promote greater environmental responsibility; and"
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"text": "i) Principle 9: encourage the development and diffusion of environmentally friendly technologies."
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"text": "j) Principle 10: Businesses should work against corruption in all its forms, including extortion and bribery."
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"text": "3. Tobacco (companies engaged in the production of tobacco and/or tobacco products),"
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"text": "4. Thermal Coal (companies with revenues greater than or equal to 10% from extraction or power generation of thermal coal)."
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"text": "The negative screens will therefore apply when the Fund invest in shares of companies included in the Index (but not in"
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"text": "respect of other investments held by the Fund from time to time)."
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"text": "State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund"
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"text": "Interim Report and Unaudited Financial Statements 2026"
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"text": "For the period ended 30th June 2026"
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"text": "The Fund returned 50.08% (50.00% net of fees) for the 6-month period ended 30 June 2026 (the \u201cReporting Period\u201d),"
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"text": "compared to the Index return of 50.12%. The size of the Fund\u2019s tracking difference for the Reporting Period was -0.04%; the"
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"text": "under performance versus the Index was largely attributable to transaction cost."
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"text": "Note: Performance returns presented above are in GBP."
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"text": "Risk and Reward Profile"
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"text": "Lower risk"
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"text": "Potentially higher reward"
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"text": "1234 67 5"
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"text": "5"
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"text": "Risk Disclaimer"
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"text": "The risk category above is not a measure of capital loss or gains but of how significant the rises and falls in the Fund\u2019s return"
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"text": "have been historically."
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"text": "For example a fund whose return has experienced significant rises and falls will be in a higher risk category, whereas a fund"
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"text": "whose return has experienced less significant rises and falls will be in a lower risk category."
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"text": "The lowest category (i.e. category 1) does not mean that a fund is a risk free investment."
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"text": "As the Fund\u0027s risk category has been calculated using historical data, it may not be a reliable indication of the Fund\u0027s future"
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"text": "risk profile."
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"text": "The Fund\u2019s risk category shown is not guaranteed and may change in the future."
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"text": "Why is this Fund in this category?"
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"text": "The Fund is in risk category 5 as its return has experienced medium rises and falls historically."
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"id": "547eee5e-3ae7-4118-ad22-c5b6a44844ba",
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"text": "The following are material risks relevant to the Fund which are not adequately captured by the risk category."
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"text": "Concentration Risk:"
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"text": "When the Fund focuses its investments in a particular way, the issues affecting the investments will"
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"text": "have a greater effect than if the Fund was more diversified. This concentration may also limit the Fund\u0027s liquidity."
},
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"text": "Counterparty Risk:"
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"id": "4c972836-d728-4516-949f-b189525130a6",
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"text": "The Fund will be subject to credit risk with respect to the counterparties with which it enters into"
},
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"text": "derivatives contracts and other transactions. There is a risk that these institutions may not be able to perform their obligations."
},
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"text": "This could reduce the value of the Fund\u0027s investments."
},
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"text": "Index Tracking Risk:"
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},
"id": "3bef715a-cf87-4a44-9c45-72c007d4eb36",
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"text": "The Fund\u0027s performance may not exactly track the Index. This can result from market fluctuations,"
},
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},
"id": "8c227af1-4f6c-407b-9c83-3f20319add98",
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"text": "changes in the composition of the Index, transaction costs, the costs of making changes to the Fund\u0027s portfolio and other Fund"
},
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"id": "e1848ef8-5a23-462b-b3e4-fe627705362a",
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"text": "expenses."
},
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},
"id": "856674f1-b6da-403a-b906-4a8e38beb164",
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"text": "Liquidity Risk:"
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},
"id": "1aecfb9b-c39e-4353-9a3e-fee9e067af29",
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"text": "It may be difficult for the Fund to buy or sell certain investments in difficult market conditions. Consequently"
},
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"id": "24393d12-82e9-4ba9-bd71-d7e9fbb818f2",
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"text": "the price obtained when selling securities may be lower than under normal market conditions."
},
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"text": "Screening Risk:"
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},
"id": "c1de232f-8a52-4e22-90be-de3075a26078",
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"text": "The Scheme may track an index that uses a screen to identify securities based on criteria including, but, not"
},
{
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"id": "22ddb368-3eb8-4ebd-8d6a-3959778be359",
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"text": "limited to environmental, social and governance (ESG) criteria. The screen may be fully or partially designed by the Manager"
},
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"text": "or by a third party provider. There is a risk that errors are made in the screening process. There is an additional risk that a"
},
{
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"id": "b2425518-ada9-402b-8e5e-a0be44008010",
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"text": "screen provider may amend or discontinue its screening services and/or that the Manager may change the screen or screen"
},
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},
"id": "055a1f87-0fd1-4994-b79f-7d5cac0e2a79",
"page_number": 4,
"text": "provider. In such circumstances, there is no guarantee that a replacement screen provided would result in a similar screening"
},
{
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},
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"text": "process or would be available."
},
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"id": "d6c84bed-3e33-45af-8861-069aaa4bdc5a",
"page_number": 4,
"text": "State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund"
},
{
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"x": 48,
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},
"id": "26999355-f594-4a9e-93f3-d1c05b5344dd",
"page_number": 4,
"text": "Interim Report and Unaudited Financial Statements 2026"
},
{
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"x": 48,
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},
"id": "4ae445f6-df2d-40df-b01e-e96625240a4c",
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"text": "Manager\u0027s Report (continued)"
},
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},
"id": "ebb6c9c5-7d18-4d49-989c-7a3441d3893e",
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"text": "For the period ended 30th June 2026"
},
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"text": "2"
},
{
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"text": "Derivatives Usage"
},
{
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},
"id": "69a5095a-93c7-42f7-a322-11961062fcf2",
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"text": "Derivatives are used in the Fund for efficient portfolio management purposes. The Fund invests in index futures to manage"
},
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"id": "e56aafb9-fff2-42a3-9fe0-67100aa56985",
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"text": "client inflows and outflows and to hedge accrued income. At all times the futures exposure is covered entirely by cash or cash"
},
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"id": "0888ef48-5efe-4229-9808-231633e16e56",
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"text": "equivalents."
},
{
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},
"id": "3e50e242-e70b-4a05-9324-3b79282e004b",
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"text": "As at 30th June 2026, the Fund had a total notional exposure to futures of \u00a3310,776.84 (0.53% of the Fund)."
},
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"text": "Tracking Error"
},
{
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"text": "The Tracking Error measures the standard deviation of the relative returns. It is the annualised standard deviation of the"
},
{
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},
"id": "9ab08db7-9780-418f-a1b8-00ebe58c6480",
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"text": "returns of a fund minus those of its benchmark (relative returns) and not the standard deviation of each fund\u2019s unique returns."
},
{
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"text": "The lower the tracking error of a fund, the more the fund resembles its benchmark or the market regarding risk and return"
},
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"text": "characteristics."
},
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"id": "eff960e1-cf58-487c-9e1e-24f0c215c4c6",
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"text": "The size of the Fund\u2019s tracking error for the one year ended 30th June 2026 was 0.41% which was within the targeted"
},
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"id": "7f4f1c31-9921-4eb7-b95c-2bc6d33eac06",
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"text": "tolerance."
},
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"id": "869bf892-a2c8-4011-bec0-cd5d1c6341cf",
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"text": "State Street AUT Asia Pacific ex-Japan Screened Index Equity Fund"
},
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"x": 48,
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"id": "3e3f087c-b9a0-4dc9-b2de-ed2a48d00508",
"page_number": 5,
"text": "Interim Report and Unaudited Financial Statements 2026"
},
{
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"text": "Manager\u0027s Report (continued)"
},
{
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},
"id": "058302eb-040d-4834-a2c2-ebdba1d6912e",
"page_number": 5,
"text": "For the period ended 30th June 2026"
},
{
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"text": "3"
},
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"x": 621,
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"text": "Holdings"
},
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"text": "Market Value"
},
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},
"id": "89952cd9-218c-49c4-bbd4-eae45ef186af",
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"text": "\u00a3\u0027000"
},
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"x": 873,
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},
"id": "0c4cd4a5-2971-4627-9c1c-cd4bcadf2a79",
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"text": "% of Total"
},
{
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"width": 84,
"x": 867,
"y": 174
},
"id": "fa839739-bf0b-4a9e-bb96-b672454e5e7f",
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"text": "Net Assets"
},
{
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"x": 46,
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},
"id": "e155ad96-7816-47a6-819f-ac61c2c4c8df",
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"text": "Australia \u2014 26.05% (31.12.25 \u2014 36.40%)"
},
{
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"width": 63,
"x": 46,
"y": 228
},
"id": "cbc94e87-b160-4871-8f79-ec4d2e2bcf7a",
"page_number": 6,
"text": "ALS Ltd."
},
{
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"x": 650,
"y": 228
},
"id": "a6e55d00-0298-4303-8c8f-2a0e32b66578",
"page_number": 6,
"text": "7,022 84 0.14"
},
{
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"width": 905,
"x": 46,
"y": 247
},
"id": "084d7ece-e95d-4a6a-b374-03c5790f6c13",
"page_number": 6,
"text": "AMP Ltd. 39,345 33 0.06"
},
{
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"width": 902,
"x": 46,
"y": 267
},
"id": "bb51132e-bb50-4820-9aad-766bb08fab9d",
"page_number": 6,
"text": "Ampol Ltd. 3,780 65 0.11"
},
{
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"width": 905,
"x": 46,
"y": 287
},
"id": "48565799-ede8-4c98-a107-973b78681152",
"page_number": 6,
"text": "Ansell Ltd. 2,195 36 0.06"
},
{
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"width": 905,
"x": 46,
"y": 306
},
"id": "d9fdfe70-a0e1-492e-bf5a-af25c414903e",
"page_number": 6,
"text": "ANZ Group Holdings Ltd. 44,187 815 1.39"
},
{
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"width": 905,
"x": 46,
"y": 326
},
"id": "8a7d2b6e-45f8-42f6-bad0-769396c86143",
"page_number": 6,
"text": "APA Group 17,128 91 0.16"
},
{
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"x": 46,
"y": 346
},
"id": "bd686ab3-f128-4f13-95b8-89c188a1060c",
"page_number": 6,
"text": "Aristocrat Leisure Ltd. 7,697 246 0.42"
},
{
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"width": 65,
"x": 46,
"y": 365
},
"id": "97e44f30-1b45-4860-906e-06f9fb2a61a2",
"page_number": 6,
"text": "ASX Ltd."
},
{
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"width": 301,
"x": 650,
"y": 365
},
"id": "9856ab8b-ab64-4b50-be13-58b68cd87208",
"page_number": 6,
"text": "2,857 80 0.14"
},
{
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"width": 905,
"x": 46,
"y": 385
},
"id": "ff4c03b1-1a74-411a-92e5-06de82e59fd7",
"page_number": 6,
"text": "Atlas Arteria Ltd. 10,880 29 0.05"
},
{
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"box": {
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"width": 905,
"x": 46,
"y": 405
},
"id": "2005023d-a1cf-4e0d-ae7b-f3ae97f2b9a7",
"page_number": 6,
"text": "Aurizon Holdings Ltd. 22,023 48 0.08"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 903,
"x": 48,
"y": 424
},
"id": "70741c9e-cd3d-4837-ae1b-4ff2808b30af",
"page_number": 6,
"text": "Bank of Queensland Ltd. 10,204 34 0.06"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 902,
"x": 48,
"y": 444
},
"id":...