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State Street AUT 1-5 Year Global
Credit Index Fund
Interim Report and Unaudited Financial Statements
For the first Reporting period from 20th October 2025 (launch date) to 30th June 2026
Page 2
Contents Page
Manager's Report* 1
Portfolio Statement* 3
Directors' Report to Unitholders* 66
Comparative Table* 67
Financial statements: 68
Statement of Total Return 68
Statement of Change in Net Assets Attributable to Unitholders 68
Balance Sheet 69
Notes to the Financial Statements 70
Directory* 76
* These collectively comprise the Manager’s Report.
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Page 3
Authorised Status The State Street AUT 1-5 Year Global Credit Index Fund (the “Fund”) is an Authorised Unit Trust Scheme as defined in section 243 of the Financial Services and Markets Act 2000 and it is a UCITS Retail Scheme within the meaning of the FCA Collective Investment Schemes sourcebook. The unitholders are not liable for the debts of the Fund.
Investment Objective and Policy The objective of the Fund is to replicate, as closely as possible, and on a “gross of fees” basis, the performance of the fixed rate global credit bond market hedged back to Pound Sterling as represented by the Bloomberg 1-5Y Global Agg Credit G4 Currencies GBP Hedged Index , net of withholding taxes (or its recognised replacement or equivalent) while also seeking to screen out securities based on an assessment of their adherence to certain criteria in relation to controversial weapons and controversial behaviours as defined by the Screen Provider (the ”Excluded Securities”). The Bloomberg 1-5Y Global Agg Credit G4 Currencies GBP Hedged Index measures the performance of the global credit bond markets with currency exchange rate exposures hedged to Pound Sterling and consists of credit bonds (sub classification of Corporate or Government Related as defined by the index provider) with a maturity of between 1-5 years, minimum credit rating of BBB-.
The Fund is passively managed, meaning that the objective of the Fund is to achieve an investment return that is as close as possible, and on a “gross of fees” basis, to the return of the Index minus the Excluded Securities. The Investment Adviser seeks to achieve the objective by screening out the Excluded Securities while applying a stratified sampling strategy. The Screen Provider deems anti-personnel mines, cluster munitions, chemical and biological weapons depleted uranium weapons and nuclear weapons to be controversial weapons. The Screen Provider considers international standards on responsible conduct in assessing controversial behaviour of companies including: the United Nations Global Compact (UNGC) Principles and the Organization for Economic Co-operation and Development (OECD) Guidelines for Multinational Enterprises. Whether a particular security is excluded will depend on whether i) the security meets specific ownership thresholds, set by the Screen Provider, relating to companies directly associated with an exclusion category and/or ii) the Screen Provider’s assessment of the effectiveness of any engagement aimed at eliminating a company’s breach of the UNGC and/ or OECD Guidelines.
The stratified sampling strategy seeks to build a representative portfolio that matches the risk and return characteristics of the Index in the most efficient way, including, but not limited to, risks related to currencies, countries, sectors, quality, maturity duration and issuers. Stratified sampling is used because the Index contains too many securities to efficiently purchase and, at times, certain securities included in the Index may be difficult, or too costly, to purchase in the open markets. Consequently, the Fund will typically hold only a subset of the securities included in the Index.
The Investment Adviser also may, in exceptional circumstances, invest in securities not included in the Index but that it believes closely reflect the risk and distribution characteristics of securities of the Index. From time to time securities are added to or removed from the Index. The InvestmentAdviser may sell securities that are represented in the Index, or purchase securities that are not yet represented in the Index, in anticipation of their removal from or addition to the Index. Where such securities remain non-Index constituents, they will be sold or transferred as soon as reasonably practicable.
The Fund may also invest in transferable securities, money market instruments, warrants, units in collective investment schemes, deposits and derivatives.
The Fund may invest in collective investment schemes managed or operated by companies in the same group as the Manager or the Investment Adviser. The Fund will seek to track the performance of the Index whilst seeking to minimise as far as possible the tracking error between the Fund’s performance and that of the Index.
Performance The Fund returned 2.05% (2.04% net of fees) for the Reporting Period ended 30 June 2026, compared with the Bloomberg Global Aggregate Credit G4 1-5 Years Index return of 1.96%. The Fund's tracking difference for the period was 0.08%. The tracking difference of the Fund primarily reflects timing and pricing methodology differences up until 31 May 2026. From 1 June 2026, the Index pricing moved to 12:00pm, bringing the benchmark valuations more closely in line.
Note: Performance returns presented above are in GBP.
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Manager’s Report
For the first Reporting period from 20th October (launch date) to 30th June 2026.
1
Page 4
Risk and Reward Profile Lower risk
Potentially lower reward
Higher risk
Potentially higher reward
123 67 4 5 4 5
Risk Disclaimer The risk category above is not a measure of capital loss or gains but of how significant the rises and falls in the Fund’s return have been historically.
For example a fund whose return has experienced significant rises and falls will be in a higher risk category, whereas a fund whose return has experienced less significant rises and falls will be in a lower risk category.
The lowest category (i.e. category 1) does not mean that a fund is a risk free investment.
As the Fund's risk category has been calculated using historical simulated proxy data, it may not be a reliable indication of the Fund's future risk profile.
The Fund’s risk category shown is not guaranteed and may change in the future.
Why is this Fund in this category?
The Fund is in risk category 4 as its return has experienced medium rises and falls historically.
The following are material risks relevant to the Fund which are not adequately captured by the risk category.
Screening Risk: The Fund may track an index that uses a screen to identify securities based on criteria including, but, not limited to environmental, social and governance (ESG) criteria. The screen may be fully or partially designed by the Manager or by a third party provider. There is a risk that errors are made in the screening process. There is an additional risk that a screen provider may amend or discontinue its screening services and/or that the Manager may change the screen or screen provider. In such circumstances, there is no guarantee that a replacement screen provided would result in a similar screening process or would be available.
Currency Hedging Risk: There can be no assurance that the Fund's hedging transactions will be effective. By seeking to reduce or eliminate losses caused by exchange rate fluctuations, hedging may also reduce or eliminate gains.
Index Tracking Risk: The Fund's performance may not exactly track the Index. This can result from market fluctuations, changes in the composition of the Index, transaction costs, the costs of making changes to the Fund's portfolio and other Fund expenses. Please refer to the Prospectus for full details about the risks associated with this Fund.
Derivatives Usage Derivatives are used in the Fund for efficient portfolio management purposes. The Fund invests in index futures to manage client inflows and outflows and to hedge accrued income. At all times the futures exposure is covered entirely by cash or cash equivalents.
As at 30 June 2026, the Fund had no exposure to futures contracts.
Tracking Error The Tracking Error measures the standard deviation of the relative returns. It is the annualised standard deviation of the returns of a fund minus those of its benchmark (relative returns) and not the standard deviation of each fund’s unique returns. The lower the tracking error of a fund, the more the fund resembles its benchmark or the market regarding risk and return characteristics.
As the Fund has been in operation for less than one year as at 30 June 2026, a tracking error for the one-year period is not available.
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Manager's Report (continued)
For the first Reporting period from 20th October (launch date) to 30th June 2026.
2
Page 5
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90%
Australia — 1.02% Australia & New Zealand Banking Group Ltd. 5.101% 03/02/2033 EUR 100,000 88 0.06 Australia & New Zealand Banking Group Ltd. 5.731% 18/09/2034 USD 100,000 77 0.06 BHP Billiton Finance Ltd. 3.250% 24/09/2027 EUR 100,000 87 0.06 BHP Billiton Finance USA Ltd. 4.750% 28/02/2028 USD 130,000 99 0.07 Commonwealth Bank of Australia 3.900% 16/03/2028 USD 100,000 75 0.06 Macquarie Group Ltd. 0.950% 21/05/2031 EUR 100,000 77 0.06 Macquarie Group Ltd. 5.033% 15/01/2030 USD 100,000 76 0.06 National Australia Bank Ltd. 1.375% 30/08/2028 EUR 100,000 83 0.06 National Australia Bank Ltd. 2.990% 21/05/2031 USD 100,000 69 0.05 National Australia Bank Ltd. 3.933% 02/08/2034 USD 100,000 73 0.05 NBN Co. Ltd. 5.750% 06/10/2028 USD 120,000 93 0.07 Scentre Group Trust 1/Scentre Group Trust 2 1.450% 28/03/2029 EUR 100,000 82 0.06 Telstra Group Ltd. 1.375% 26/03/2029 EUR 100,000 83 0.06 Westpac Banking Corp. 1.450% 17/07/2028 EUR 100,000 84 0.06 Westpac Banking Corp. 3.400% 25/01/2028 USD 100,000 75 0.05 Westpac Banking Corp. 4.043% 26/08/2027 USD 80,000 60 0.04 Westpac Banking Corp. 4.110% 24/07/2034 USD 100,000 74 0.05 Woodside Finance Ltd. 4.500% 04/03/2029 USD 80,000 60 0.04
1,415 1.02
Austria — 0.65% BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG 3.125% 22/06/2029 EUR 100,000 86 0.06 Erste Group Bank AG 4.000% 07/06/2033 EUR 100,000 87 0.06 Erste Group Bank AG 4.250% 30/05/2030 EUR 100,000 89 0.07 Oesterreichische Kontrollbank AG 3.750% 10/09/2030 USD 50,000 37 0.03 Oesterreichische Kontrollbank AG 3.750% 15/01/2031 USD 100,000 74 0.05 Oesterreichische Kontrollbank AG 3.875% 22/10/2030 GBP 100,000 98 0.07 Oesterreichische Kontrollbank AG 4.000% 28/05/2028 USD 100,000 75 0.06 OMV AG 2.875% 31/12/2099 EUR 100,000 84 0.06 OPEC Fund for International Development 3.125% 16/06/2031 EUR 100,000 87 0.06
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement
As at 30th June 2026
3
Page 6
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
Austria — 0.65% (continued) Raiffeisen Bank International AG 3.875% 03/01/2030 EUR 100,000 88 0.06 Raiffeisen Bank International AG 5.250% 02/01/2035 EUR 100,000 90 0.07
895 0.65
Belgium — 0.54% Anheuser-Busch InBev SA 1.500% 18/04/2030 EUR 100,000 82 0.06 Anheuser-Busch InBev SA 1.650% 28/03/2031 EUR 100,000 81 0.06 Barry Callebaut Services NV 3.750% 19/02/2028 EUR 100,000 87 0.06 Cofinimmo SA 1.000% 24/01/2028 EUR 100,000 83 0.06 Crelan SA 6.000% 28/02/2030 EUR 100,000 92 0.07 Elia Transmission Belgium SA 0.875% 28/04/2030 EUR 100,000 79 0.06 KBC Group NV 0.125% 14/01/2029 EUR 100,000 82 0.06 KBC Group NV 0.750% 31/05/2031 EUR 100,000 77 0.05 KBC Group NV 4.375% 19/04/2030 EUR 100,000 89 0.06
752 0.54
Bermuda — 0.08% Ascot Group Ltd. 6.349% 15/06/2035 USD 50,000 38 0.03 Bacardi Ltd. 4.700% 15/05/2028 USD 50,000 38 0.03 Enstar Group Ltd. 4.950% 01/06/2029 USD 50,000 38 0.02
114 0.08
Brazil — 0.13% Suzano Austria GmbH 3.750% 15/01/2031 USD 100,000 71 0.05 Suzano Austria GmbH 6.000% 15/01/2029 USD 100,000 77 0.05 Vale Overseas Ltd. 3.750% 08/07/2030 USD 50,000 36 0.03
184 0.13
British Virgin Islands — 0.05% State Grid Overseas Investment BVI Ltd. 4.250% 02/05/2028 USD 100,000 75 0.05
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
4
Page 7
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
Canada — 2.17% 1011778 BC ULC/New Red Finance, Inc. 3.875% 15/01/2028 USD 100,000 74 0.05 Alimentation Couche-Tard, Inc. 4.148% 29/09/2028 USD 100,000 75 0.06 Antares Holdings LP 6.350% 23/10/2029 USD 60,000 45 0.03 Bank of Montreal 3.250% 09/01/2032 EUR 100,000 86 0.06 Bank of Montreal 4.640% 10/09/2030 USD 90,000 68 0.05 Bank of Montreal 5.370% 04/06/2027 USD 70,000 53 0.04 Bank of Nova Scotia 4.404% 08/09/2028 USD 60,000 45 0.03 Bank of Nova Scotia 5.450% 01/08/2029 USD 160,000 124 0.09 Brookfield Finance, Inc. 4.850% 29/03/2029 USD 100,000 76 0.06 Canadian Imperial Bank of Commerce 3.250% 16/07/2031 EUR 100,000 86 0.06 Canadian Imperial Bank of Commerce 4.243% 08/09/2028 USD 80,000 60 0.04 Canadian Imperial Bank of Commerce 4.580% 08/09/2031 USD 60,000 45 0.03 Canadian Imperial Bank of Commerce 4.857% 30/03/2029 USD 100,000 76 0.06 Canadian Imperial Bank of Commerce 5.001% 28/04/2028 USD 60,000 46 0.03 Canadian Pacific Railway Co. 4.000% 15/03/2029 USD 100,000 74 0.05 CCL Industries, Inc. 3.050% 01/06/2030 USD 80,000 57 0.04 CI Financial Corp. 7.500% 30/05/2029 USD 50,000 40 0.03 Constellation Software, Inc. 5.158% 16/02/2029 USD 80,000 61 0.04 Element Fleet Management Corp. 4.800% 29/05/2029 USD 100,000 76 0.06 Enbridge, Inc. 4.850% 27/03/2031 USD 100,000 76 0.06 Federation des Caisses Desjardins du Quebec 3.250% 28/03/2031 EUR 100,000 86 0.06 Hydro One, Inc. 4.750% 30/05/2031 USD 100,000 76 0.06 Magna International, Inc. 2.450% 15/06/2030 USD 80,000 56 0.04 National Bank of Canada 4.500% 10/10/2029 USD 60,000 45 0.03 Nutrien Ltd. 4.900% 27/03/2028 USD 110,000 84 0.06 Petronas Energy Canada Ltd. 2.112% 23/03/2028 USD 100,000 73 0.05 Rogers Communications, Inc. 5.000% 15/02/2029 USD 100,000 76 0.06 Royal Bank of Canada 3.125% 27/09/2031 EUR 100,000 86 0.06 Royal Bank of Canada 3.125% 03/02/2032 EUR 100,000 85 0.06 Royal Bank of Canada 4.305% 03/11/2031 USD 70,000 52 0.04 Royal Bank of Canada 4.522% 18/10/2028 USD 100,000 76 0.06 Royal Bank of Canada 4.900% 12/01/2028 USD 170,000 129 0.09 Royal Bank of Canada 5.200% 01/08/2028 USD 170,000 130 0.09
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
5
Page 8
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
Canada — 2.17% (continued) Toronto-Dominion Bank 3.631% 13/12/2029 EUR 100,000 87 0.06 Toronto-Dominion Bank 4.108% 08/06/2027 USD 80,000 60 0.04 Toronto-Dominion Bank 4.411% 13/01/2031 USD 100,000 75 0.06 Toronto-Dominion Bank 4.994% 05/04/2029 USD 50,000 38 0.03 Toronto-Dominion Bank 5.146% 10/09/2034 USD 140,000 106 0.08 Toronto-Dominion Bank 5.288% 11/01/2028 GBP 100,000 101 0.07 TransCanada PipeLines Ltd. 4.250% 15/05/2028 USD 100,000 75 0.05 Videotron Ltd. 3.625% 15/06/2029 USD 100,000 73 0.05
3,012 2.17
Cayman Islands — 1.25% Al Rajhi Sukuk Ltd. 5.047% 12/03/2029 USD 200,000 152 0.11 Avilease Capital Ltd. 4.750% 12/11/2030 USD 200,000 148 0.10 BSF Sukuk Co. Ltd. 5.000% 25/01/2029 USD 200,000 151 0.11 CK Hutchison Europe Finance 18 Ltd. 2.000% 13/04/2030 EUR 100,000 82 0.06 DIB Sukuk Ltd. 4.800% 16/08/2028 USD 200,000 151 0.11 Gaci First Investment Co. 4.875% 14/05/2029 USD 200,000 151 0.11 Gaci First Investment Co. 5.250% 29/01/2030 USD 200,000 153 0.11 KFH Sukuk Co. 5.011% 17/01/2029 USD 200,000 151 0.11 QIB Sukuk Ltd. 4.485% 17/09/2029 USD 200,000 149 0.11 QNB Finance Ltd. 4.875% 30/01/2029 USD 200,000 152 0.11 SA Global Sukuk Ltd. 4.250% 02/10/2029 USD 200,000 148 0.10 Saudi Electricity Sukuk Programme Co. 5.225% 18/02/2030 USD 200,000 153 0.11
1,741 1.25
Chile — 0.14% Banco de Credito e Inversiones SA 3.500% 12/10/2027 USD 80,000 60 0.04 Caja de Compensacion de Asignacion Familiar de Los Andes 7.000% 30/07/2029 USD 50,000 40 0.03
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
6
Page 9
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
Chile — 0.14% (continued) Empresa Nacional del Petroleo 5.250% 06/11/2029 USD 80,000 61 0.04 Sociedad Quimica y Minera de Chile SA 5.625% 22/04/2056 USD 50,000 37 0.03
198 0.14
China — 0.42% Asian Infrastructure Investment Bank 3.875% 22/04/2031 USD 100,000 75 0.05 Asian Infrastructure Investment Bank 4.000% 18/01/2028 USD 90,000 68 0.05 Asian Infrastructure Investment Bank 4.125% 18/01/2029 USD 80,000 61 0.04 Asian Infrastructure Investment Bank 4.500% 16/01/2030 USD 100,000 76 0.06 Meituan 4.625% 02/10/2029 USD 100,000 75 0.05 Minmetals Capitals & Securities, Inc. 4.350% 31/12/2099 USD 200,000 149 0.11 Tencent Holdings Ltd. 3.975% 11/04/2029 USD 100,000 75 0.06
579 0.42
Colombia — 0.09% Grupo Energia Bogota SA ESP 4.875% 15/05/2030 USD 80,000 59 0.04 Transportadora de Gas Internacional SA ESP 5.550% 01/11/2028 USD 80,000 61 0.05
120 0.09
Czech Republic — 0.06% Czech Gas Networks Investments SARL 0.875% 31/03/2031 EUR 100,000 77 0.06
Denmark — 0.75% AL Sydbank 5.125% 06/09/2028 EUR 100,000 88 0.06 Carlsberg Breweries AS 4.000% 05/10/2028 EUR 100,000 88 0.06 Coloplast Finance BV 2.750% 19/05/2030 EUR 100,000 85 0.06 Danske Bank AS 4.500% 09/11/2028 EUR 100,000 88 0.07 Danske Bank AS 4.750% 21/06/2030 EUR 100,000 90 0.07 Danske Bank AS 5.705% 01/03/2030 USD 100,000 77 0.06 ISS Global AS 3.500% 11/05/2031 EUR 100,000 86 0.06
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
7
Page 10
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
Denmark — 0.75% (continued) Jyske Bank AS 4.875% 10/11/2029 EUR 100,000 89 0.07 Novo Nordisk Finance Netherlands BV 3.125% 21/01/2029 EUR 100,000 87 0.06 Novo Nordisk Finance Netherlands BV 3.250% 21/01/2031 EUR 100,000 87 0.06 Nykredit Realkredit AS 4.000% 17/07/2028 EUR 100,000 87 0.06 Orsted AS 2.250% 14/06/2028 EUR 100,000 85 0.06
1,037 0.75
Finland — 0.59% Huhtamaki OYJ 5.125% 24/11/2028 EUR 100,000 89 0.07 Nordea Bank Abp 2.750% 02/05/2030 EUR 100,000 85 0.06 Nordea Bank Abp 4.125% 05/05/2028 EUR 100,000 88 0.06 Nordea Bank Abp 4.375% 10/09/2029 USD 100,000 75 0.05 Nordea Bank Abp 4.400% 21/05/2029 USD 100,000 76 0.06 Nordic Investment Bank 2.125% 23/05/2028 EUR 100,000 85 0.06 Nordic Investment Bank 3.750% 28/08/2028 USD 200,000 150 0.11 OP Corporate Bank PLC 0.375% 08/12/2028 EUR 100,000 81 0.06 Sampo OYJ 3.375% 23/05/2049 EUR 100,000 86 0.06
815 0.59
France — 5.38% Abertis France SAS 3.375% 21/04/2029 EUR 100,000 86 0.06 Air Liquide Finance SA 1.250% 13/06/2028 EUR 100,000 84 0.06 Alstom SA 0.010% 11/01/2029 EUR 100,000 79 0.06 APRR SA 1.875% 06/01/2031 EUR 100,000 82 0.06 Arkema SA 3.500% 23/01/2031 EUR 100,000 87 0.06 Autoroutes du Sud de la France SA 1.375% 27/06/2028 EUR 100,000 84 0.06 Ayvens SA 3.000% 18/04/2030 EUR 100,000 85 0.06 Banque Federative du Credit Mutuel SA 0.625% 21/02/2031 EUR 100,000 76 0.06 Banque Federative du Credit Mutuel SA 3.875% 26/01/2028 EUR 100,000 87 0.06 Banque Federative du Credit Mutuel SA 4.000% 15/01/2035 EUR 100,000 87 0.06 Banque Federative du Credit Mutuel SA 4.125% 13/03/2029 EUR 100,000 89 0.06
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
8
Page 11
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
France — 5.38% (continued) Banque Federative du Credit Mutuel SA 4.375% 02/05/2030 EUR 100,000 89 0.06 Banque Federative du Credit Mutuel SA 5.000% 22/10/2029 GBP 100,000 100 0.07 Banque Federative du Credit Mutuel SA 5.790% 13/07/2028 USD 100,000 77 0.06 BNP Paribas Cardif SA 4.414% 27/05/2041 EUR 100,000 88 0.06 BNP Paribas SA 1.500% 25/05/2028 EUR 100,000 84 0.06 BNP Paribas SA 2.159% 15/09/2029 USD 90,000 64 0.05 BNP Paribas SA 2.875% 24/02/2029 GBP 100,000 95 0.07 BNP Paribas SA 2.880% 06/05/2030 EUR 100,000 85 0.06 BNP Paribas SA 3.052% 13/01/2031 USD 120,000 85 0.06 BNP Paribas SA 3.875% 23/02/2029 EUR 100,000 87 0.06 BNP Paribas SA 4.159% 28/08/2034 EUR 100,000 87 0.06 BNP Paribas SA 4.792% 09/05/2029 USD 180,000 136 0.10 BNP Paribas SA 5.085% 09/05/2031 USD 100,000 76 0.06 BNP Paribas SA 5.125% 13/01/2029 USD 100,000 76 0.06 Bouygues SA 2.250% 29/06/2029 EUR 100,000 84 0.06 BPCE SA 1.625% 02/03/2029 EUR 100,000 84 0.06 BPCE SA 2.277% 20/01/2032 USD 100,000 67 0.05 BPCE SA 3.375% 19/12/2031 EUR 100,000 85 0.06 BPCE SA 3.875% 11/01/2029 EUR 100,000 88 0.06 BPCE SA 5.125% 25/01/2035 EUR 100,000 90 0.07 BPCE SA 5.716% 18/01/2030 USD 100,000 77 0.06 Capgemini SE 2.000% 15/04/2029 EUR 100,000 84 0.06 Carrefour SA 3.750% 10/10/2030 EUR 100,000 88 0.06 Cie de Saint-Gobain SA 2.750% 04/04/2028 EUR 100,000 86 0.06 Cie de Saint-Gobain SA 3.250% 09/08/2029 EUR 100,000 86 0.06 Cofiroute SA 1.000% 19/05/2031 EUR 100,000 77 0.06 Council of Europe Development Bank 0.625% 30/01/2029 EUR 100,000 82 0.06 Council of Europe Development Bank 2.875% 13/04/2030 EUR 200,000 173 0.12 Council of Europe Development Bank 3.625% 08/05/2028 USD 100,000 75 0.05 Council of Europe Development Bank 4.125% 24/01/2029 USD 100,000 76 0.06 Credit Agricole Assurances SA 4.750% 27/09/2048 EUR 100,000 89 0.06 Credit Agricole SA 2.875% 16/02/2030 EUR 100,000 85 0.06 Credit Agricole SA 3.875% 20/04/2031 EUR 100,000 89 0.06
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
9
Page 12
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
France — 5.38% (continued) Credit Agricole SA 5.222% 27/05/2031 USD 100,000 76 0.06 Credit Agricole SA 5.500% 28/08/2033 EUR 100,000 90 0.07 Credit Agricole SA 6.000% 22/10/2035 GBP 100,000 102 0.07 Credit Agricole SA 6.316% 03/10/2029 USD 100,000 78 0.06 Credit Agricole SA 6.375% 14/06/2031 GBP 100,000 105 0.08 Credit Mutuel Arkea SA 1.250% 11/06/2029 EUR 100,000 83 0.06 Danone SA 3.470% 22/05/2031 EUR 100,000 87 0.06 Engie SA 3.625% 11/01/2030 EUR 200,000 175 0.13 EssilorLuxottica SA 2.875% 05/03/2029 EUR 100,000 86 0.06 Groupe VYV 1.625% 02/07/2029 EUR 100,000 82 0.06 ICADE 1.625% 28/02/2028 EUR 100,000 84 0.06 Indigo Group SAS 1.625% 19/04/2028 EUR 100,000 84 0.06 JCDecaux SE 5.000% 11/01/2029 EUR 100,000 90 0.07 Kering SA 3.250% 27/02/2029 EUR 100,000 87 0.06 Klepierre SA 0.625% 01/07/2030 EUR 100,000 78 0.06 Legrand SA 3.625% 29/05/2029 EUR 100,000 88 0.06 L'Oreal SA 3.375% 23/11/2029 EUR 100,000 87 0.06 LVMH Moet Hennessy Louis Vuitton SE 3.375% 05/02/2030 EUR 100,000 87 0.06 Orange SA 1.375% 20/03/2028 EUR 100,000 84 0.06 Orange SA 1.375% 31/12/2099 EUR 100,000 81 0.06 Orange SA 4.250% 13/01/2031 USD 100,000 74 0.05 RCI Banque SA 4.875% 14/06/2028 EUR 100,000 89 0.06 Sanofi SA 3.625% 19/06/2028 USD 30,000 22 0.02 Sanofi SA 3.750% 03/11/2027 USD 60,000 45 0.03 Schneider Electric SE 3.250% 12/06/2028 EUR 100,000 87 0.06 SNF Group SACA 3.375% 15/03/2030 USD 100,000 71 0.05 Societe Generale SA 0.500% 12/06/2029 EUR 100,000 82 0.06 Societe Generale SA 0.875% 22/09/2028 EUR 200,000 168 0.12 Societe Generale SA 3.000% 22/01/2030 USD 100,000 71 0.05 Societe Generale SA 3.625% 13/11/2030 EUR 100,000 87 0.06 Societe Generale SA 3.750% 17/05/2035 EUR 100,000 86 0.06 Societe Generale SA 5.249% 22/05/2029 USD 100,000 76 0.06 Societe Generale SA 5.371% 27/05/2032 USD 100,000 76 0.06
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
10
Page 13
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
France — 5.38% (continued) Suez SACA 2.375% 24/05/2030 EUR 100,000 83 0.06 TDF Infrastructure SAS 5.625% 21/07/2028 EUR 100,000 89 0.06 Terega SA 0.875% 17/09/2030 EUR 100,000 78 0.06 Thales SA 1.000% 15/05/2028 EUR 100,000 83 0.06 TotalEnergies Capital International SA 0.750% 12/07/2028 EUR 100,000 83 0.06 TotalEnergies Capital International SA 3.455% 19/02/2029 USD 75,000 55 0.04 TotalEnergies SE 2.000% 31/12/2099 EUR 100,000 80 0.06 TotalEnergies SE 3.790% 31/12/2099 EUR 100,000 85 0.06 Unibail-Rodamco-Westfield SE 3.500% 11/09/2029 EUR 100,000 87 0.06 Veolia Environnement SA 0.927% 04/01/2029 EUR 100,000 82 0.06
7,473 5.38
Germany — 3.36% Allianz SE 1.301% 25/09/2049 EUR 100,000 81 0.06 Allianz SE 4.597% 07/09/2038 EUR 100,000 88 0.06 Amprion GmbH 2.750% 30/09/2029 EUR 100,000 85 0.06 Bertelsmann SE & Co. KGaA 2.000% 01/04/2028 EUR 100,000 85 0.06 Commerzbank AG 3.625% 14/01/2032 EUR 100,000 87 0.06 Continental AG 2.875% 22/11/2028 EUR 100,000 86 0.06 Deutsche Bank AG 1.375% 17/02/2032 EUR 100,000 79 0.06 Deutsche Bank AG 2.625% 13/08/2028 EUR 100,000 86 0.06 Deutsche Bank AG 5.375% 11/01/2029 EUR 100,000 89 0.07 Deutsche Bank AG 6.125% 12/12/2030 GBP 100,000 103 0.08 Deutsche Boerse AG 2.000% 23/06/2048 EUR 100,000 84 0.06 Deutsche Lufthansa AG 3.750% 11/02/2028 EUR 100,000 87 0.06 Deutsche Wohnen SE 1.500% 30/04/2030 EUR 100,000 80 0.06 E.ON SE 3.125% 05/03/2030 EUR 100,000 86 0.06 E.ON SE 3.750% 01/03/2029 EUR 100,000 88 0.06 Eurogrid GmbH 2.886% 16/10/2029 EUR 100,000 85 0.06 Fresenius SE & Co. KGaA 0.750% 15/01/2028 EUR 100,000 83 0.06 Fresenius SE & Co. KGaA 1.625% 08/10/2027 EUR 100,000 85 0.06 Hamburg Commercial Bank AG 4.750% 02/05/2029 EUR 100,000 90 0.07
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
11
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Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
Germany — 3.36% (continued) Hamburger Sparkasse AG 4.375% 12/02/2029 EUR 100,000 89 0.07 Hannover Rueck SE 1.750% 08/10/2040 EUR 100,000 80 0.06 Infineon Technologies AG 3.625% 31/12/2099 EUR 100,000 86 0.06 Kreditanstalt fuer Wiederaufbau 0.750% 30/09/2030 USD 100,000 66 0.05 Kreditanstalt fuer Wiederaufbau 1.750% 14/09/2029 USD 100,000 70 0.05 Kreditanstalt fuer Wiederaufbau 3.500% 09/08/2028 USD 100,000 75 0.05 Kreditanstalt fuer Wiederaufbau 3.500% 15/05/2029 USD 100,000 74 0.05 Kreditanstalt fuer Wiederaufbau 3.750% 15/02/2028 USD 100,000 75 0.06 Kreditanstalt fuer Wiederaufbau 3.750% 09/01/2029 GBP 100,000 99 0.07 Kreditanstalt fuer Wiederaufbau 3.750% 15/07/2030 USD 150,000 112 0.08 Kreditanstalt fuer Wiederaufbau 3.875% 15/05/2028 USD 100,000 75 0.05 Kreditanstalt fuer Wiederaufbau 3.875% 15/06/2028 USD 100,000 75 0.05 Kreditanstalt fuer Wiederaufbau 3.875% 01/10/2029 GBP 100,000 99 0.07 Kreditanstalt fuer Wiederaufbau 4.000% 28/06/2027 USD 100,000 76 0.06 Kreditanstalt fuer Wiederaufbau 4.000% 15/03/2029 USD 100,000 75 0.05 Kreditanstalt fuer Wiederaufbau 4.125% 31/01/2028 USD 100,000 76 0.06 Kreditanstalt fuer Wiederaufbau 4.750% 29/10/2030 USD 100,000 77 0.06 Kreditanstalt fuer Wiederaufbau 4.875% 10/10/2028 GBP 100,000 101 0.07 Kreditanstalt fuer Wiederaufbau 6.000% 07/12/2028 GBP 100,000 104 0.08 Landeskreditbank Baden-Wuerttemberg Foerderbank 4.625% 13/02/2030 USD 80,000 61 0.04 Landwirtschaftliche Rentenbank 1.250% 22/07/2027 GBP 100,000 97 0.07 Landwirtschaftliche Rentenbank 4.125% 06/02/2031 USD 100,000 75 0.05 Landwirtschaftliche Rentenbank 4.625% 17/04/2029 USD 100,000 77 0.06 Mercedes-Benz Group AG 1.000% 15/11/2027 EUR 200,000 168 0.12 Merck KGaA 3.875% 27/08/2054 EUR 100,000 86 0.06 NRW Bank 4.000% 08/04/2030 USD 50,000 37 0.03 Robert Bosch GmbH 3.625% 02/06/2030 EUR 100,000 87 0.06 RWE AG 0.500% 26/11/2028 EUR 100,000 82 0.06 SAP SE 0.375% 18/05/2029 EUR 100,000 80 0.06 Volkswagen Bank GmbH 3.125% 10/12/2029 EUR 100,000 85 0.06 Volkswagen Bank GmbH 3.500% 19/06/2031 EUR 100,000 85 0.06 Volkswagen Bank GmbH 3.625% 26/11/2028 EUR 100,000 87 0.06 Volkswagen Leasing GmbH 3.875% 11/10/2028 EUR 100,000 87 0.06
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
12
Page 15
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
Germany — 3.36% (continued) Volkswagen Leasing GmbH 4.000% 11/04/2031 EUR 100,000 88 0.06 Vonovia SE 0.375% 16/06/2027 EUR 100,000 84 0.06 Vonovia SE 0.625% 24/03/2031 EUR 100,000 76 0.06
4,663 3.36
Greece — 0.36% Alpha Bank SA 3.750% 06/05/2032 EUR 100,000 87 0.07 Black Sea Trade & Development Bank 5.625% 12/02/2029 USD 200,000 151 0.11 Eurobank SA 2.875% 07/07/2028 EUR 100,000 86 0.06 Eurobank SA 3.875% 25/05/2032 EUR 100,000 87 0.06 National Bank of Greece SA 2.750% 21/07/2029 EUR 100,000 85 0.06
496 0.36
Honduras — 0.07% Central American Bank for Economic Integration 4.625% 14/02/2028 GBP 100,000 100 0.07
Hong Kong — 0.66% Alibaba Group Holding Ltd. 2.125% 09/02/2031 USD 50,000 34 0.03 Bangkok Bank PCL 5.300% 21/09/2028 USD 80,000 61 0.04 China Cinda 2020 I Management Ltd. 5.750% 28/05/2029 USD 200,000 155 0.11 CK Hutchison International 23 Ltd. 4.750% 21/04/2028 USD 70,000 53 0.04 CNAC HK Finbridge Co. Ltd. 5.125% 14/03/2028 USD 200,000 153 0.11 Far East Horizon Ltd. 6.000% 01/10/2028 USD 200,000 153 0.11 Joy Treasure Assets Holdings, Inc. 4.300% 04/12/2028 USD 200,000 150 0.11 MTR Corp. CI Ltd. 4.875% 31/12/2099 USD 200,000 152 0.11
911 0.66
Hungary — 0.06% OTP Bank Nyrt 4.250% 16/10/2030 EUR 100,000 88 0.06
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
13
Page 16
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
India — 0.11% Power Finance Corp. Ltd. 6.150% 06/12/2028 USD 100,000 77 0.06 REC Ltd. 4.750% 27/09/2029 USD 100,000 75 0.05
152 0.11
Indonesia — 0.15% Pertamina Persero PT 2.300% 09/02/2031 USD 100,000 67 0.05 Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 3.375% 05/02/2030 USD 100,000 71 0.05 Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 5.375% 25/01/2029 USD 100,000 76 0.05
214 0.15
Ireland — 0.78% AerCap Ireland Capital DAC/AerCap Global Aviation Trust 3.000% 29/10/2028 USD 100,000 73 0.05 AerCap Ireland Capital DAC/AerCap Global Aviation Trust 3.650% 21/07/2027 USD 60,000 45 0.03 AerCap Ireland Capital DAC/AerCap Global Aviation Trust 4.875% 01/04/2028 USD 100,000 76 0.06 AerCap Ireland Capital DAC/AerCap Global Aviation Trust 6.150% 30/09/2030 USD 160,000 127 0.09 AIB Group PLC 5.320% 15/05/2031 USD 60,000 46 0.03 AIB Group PLC 5.750% 16/02/2029 EUR 100,000 90 0.07 Avolon Holdings Funding Ltd. 2.528% 18/11/2027 USD 70,000 51 0.04 Avolon Holdings Funding Ltd. 4.700% 30/01/2031 USD 100,000 74 0.05 Avolon Holdings Funding Ltd. 6.375% 04/05/2028 USD 40,000 31 0.02 CRH SMW Finance DAC 4.000% 11/07/2027 EUR 100,000 87 0.06 CRH SMW Finance DAC 5.200% 21/05/2029 USD 100,000 77 0.06 Glencore Capital Finance DAC 4.154% 29/04/2031 EUR 100,000 89 0.06 SMBC Aviation Capital Finance DAC 5.300% 03/04/2029 USD 100,000 76 0.06 Zurich Finance Ireland DAC 3.000% 19/04/2051 USD 200,000 136 0.10
1,078 0.78
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
14
Page 17
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
Italy — 1.51% Autostrade per l'Italia SpA 2.000% 04/12/2028 EUR 100,000 84 0.06 Banco BPM SpA 3.000% 16/02/2031 EUR 100,000 85 0.06 Banco BPM SpA 4.625% 29/11/2027 EUR 100,000 88 0.06 BPER Banca SpA 4.000% 22/05/2031 EUR 100,000 88 0.06 Enel SpA 1.375% 31/12/2099 EUR 100,000 84 0.06 Enel SpA 3.500% 26/05/2030 EUR 100,000 87 0.06 Enel SpA 4.250% 31/12/2099 EUR 100,000 87 0.06 Eni SpA 2.000% 18/05/2031 EUR 100,000 82 0.06 Eni SpA 3.625% 29/01/2029 EUR 100,000 88 0.06 Eni SpA 4.250% 09/05/2029 USD 100,000 75 0.06 Generali 5.500% 27/10/2047 EUR 100,000 88 0.06 Intesa Sanpaolo SpA 1.750% 20/03/2028 EUR 100,000 84 0.06 Intesa Sanpaolo SpA 5.200% 29/06/2032 USD 100,000 76 0.06 Intesa Sanpaolo SpA 5.250% 13/01/2030 EUR 100,000 92 0.07 Iren SpA 0.250% 17/01/2031 EUR 100,000 75 0.06 Italgas SpA 2.875% 06/03/2030 EUR 100,000 85 0.06 Leasys SpA 3.875% 12/10/2027 EUR 100,000 87 0.06 Mediobanca Banca di Credito Finanziario SpA 4.375% 01/02/2030 EUR 100,000 88 0.06 Pirelli & C SpA 3.875% 02/07/2029 EUR 100,000 88 0.06 Snam SpA 3.375% 19/02/2028 EUR 100,000 87 0.06 Snam SpA 5.000% 28/05/2030 USD 50,000 38 0.03 Terna - Rete Elettrica Nazionale 0.375% 23/06/2029 EUR 100,000 80 0.06 UniCredit SpA 0.800% 05/07/2029 EUR 100,000 82 0.06 UniCredit SpA 3.200% 22/09/2031 EUR 150,000 128 0.09 UniCredit SpA 5.459% 30/06/2035 USD 100,000 76 0.06
2,102 1.51
Ivory Coast — 0.23% African Development Bank 0.500% 21/03/2029 EUR 200,000 162 0.12 African Development Bank 4.000% 18/03/2030 USD 100,000 75 0.05 African Development Bank 4.375% 14/03/2028 USD 100,000 76 0.06
313 0.23
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
15
Page 18
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
Japan — 2.11% Denso Corp. 4.420% 11/09/2029 USD 100,000 75 0.05 East Japan Railway Co. 1.162% 15/09/2028 GBP 100,000 93 0.07 Japan Tobacco, Inc. 5.250% 15/06/2030 USD 80,000 62 0.05 Kioxia Holdings Corp. 6.250% 24/07/2030 USD 100,000 78 0.06 Mitsubishi Corp. 2.750% 03/03/2030 EUR 100,000 85 0.06 Mitsubishi Corp. 4.125% 09/09/2030 USD 60,000 45 0.03 Mitsubishi UFJ Financial Group, Inc. 3.741% 07/03/2029 USD 30,000 22 0.02 Mitsubishi UFJ Financial Group, Inc. 3.961% 02/03/2028 USD 80,000 60 0.04 Mitsubishi UFJ Financial Group, Inc. 4.505% 14/01/2032 USD 100,000 74 0.05 Mitsubishi UFJ Financial Group, Inc. 4.527% 12/09/2031 USD 60,000 45 0.03 Mitsubishi UFJ Financial Group, Inc. 4.592% 18/04/2030 USD 100,000 75 0.05 Mitsubishi UFJ Financial Group, Inc. 5.017% 20/07/2028 USD 50,000 38 0.03 Mitsubishi UFJ Financial Group, Inc. 5.159% 24/04/2031 USD 100,000 76 0.06 Mizuho Financial Group, Inc. 0.693% 07/10/2030 EUR 100,000 78 0.06 Mizuho Financial Group, Inc. 1.598% 10/04/2028 EUR 100,000 84 0.06 Mizuho Financial Group, Inc. 2.201% 10/07/2031 USD 70,000 48 0.03 Mizuho Financial Group, Inc. 4.018% 05/03/2028 USD 100,000 75 0.05 Mizuho Financial Group, Inc. 4.254% 11/09/2029 USD 100,000 75 0.05 Mizuho Financial Group, Inc. 5.382% 10/07/2030 USD 60,000 46 0.03 Mizuho Financial Group, Inc. 5.739% 27/05/2031 USD 100,000 78 0.06 Mizuho Financial Group, Inc. 5.778% 06/07/2029 USD 50,000 39 0.03 Nippon Life Insurance Co. 2.750% 21/01/2051 USD 100,000 68 0.05 Nomura Holdings, Inc. 2.710% 22/01/2029 USD 100,000 72 0.05 Nomura Holdings, Inc. 3.459% 28/05/2030 EUR 100,000 86 0.06 Nomura Holdings, Inc. 4.904% 01/07/2030 USD 50,000 38 0.03 Nomura Holdings, Inc. 6.070% 12/07/2028 USD 50,000 39 0.03 Norinchukin Bank 4.674% 09/09/2030 USD 100,000 75 0.05 NTT Finance Corp. 1.591% 03/04/2028 USD 100,000 72 0.05 NTT Finance Corp. 2.065% 03/04/2031 USD 100,000 67 0.05 NTT Finance Corp. 3.359% 12/03/2031 EUR 100,000 86 0.06 ORIX Corp. 3.780% 29/05/2029 EUR 100,000 88 0.06 ORIX Corp. 4.450% 09/09/2030 USD 50,000 37 0.03 Softbank Corp. 4.699% 09/07/2030 USD 80,000 60 0.04
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
16
Page 19
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
Japan — 2.11% (continued) Sumitomo Life Insurance Co. 3.375% 15/04/2081 USD 50,000 35 0.03 Sumitomo Mitsui Financial Group, Inc. 1.902% 17/09/2028 USD 70,000 50 0.04 Sumitomo Mitsui Financial Group, Inc. 2.142% 23/09/2030 USD 190,000 129 0.09 Sumitomo Mitsui Financial Group, Inc. 3.040% 16/07/2029 USD 100,000 72 0.05 Sumitomo Mitsui Financial Group, Inc. 4.494% 15/01/2032 USD 100,000 74 0.05 Sumitomo Mitsui Financial Group, Inc. 5.716% 14/09/2028 USD 70,000 54 0.04 Sumitomo Mitsui Financial Group, Inc. 5.800% 13/07/2028 USD 100,000 77 0.06 Sumitomo Mitsui Trust Bank Ltd. 4.500% 10/09/2029 USD 100,000 75 0.05 Takeda Pharmaceutical Co. Ltd. 5.000% 26/11/2028 USD 100,000 76 0.06 Toyota Motor Corp. 2.760% 02/07/2029 USD 100,000 72 0.05 Toyota Motor Corp. 5.118% 13/07/2028 USD 100,000 77 0.06
2,930 2.11
Jersey — 0.07% CPUK Finance Ltd. 5.940% 28/02/2047 GBP 100,000 102 0.07
Kuwait — 0.11% Warba Sukuk Ltd. 5.351% 10/07/2029 USD 200,000 153 0.11
Liechtenstein — 0.06% Swiss Life Finance I AG 3.250% 31/08/2029 EUR 100,000 87 0.06
Lithuania — 0.06% Artea Bankas AB 4.597% 25/06/2030 EUR 100,000 88 0.06
Luxembourg — 6.85% ACEF Holding SCA 0.750% 14/06/2028 EUR 100,000 82 0.06 ArcelorMittal SA 6.550% 29/11/2027 USD 70,000 54 0.04 Aroundtown SA 3.625% 10/04/2031 GBP 100,000 92 0.07 Bevco Lux SARL 1.500% 16/09/2027 EUR 100,000 85 0.06
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
17
Page 20
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
Luxembourg — 6.85% (continued) Blackstone Property Partners Europe Holdings SARL 1.000% 04/05/2028 EUR 100,000 83 0.06 CK Hutchison Group Telecom Finance SA 1.125% 17/10/2028 EUR 100,000 83 0.06 European Financial Stability Facility 0.010% 13/10/2027 EUR 200,000 167 0.12 European Financial Stability Facility 0.010% 20/01/2031 EUR 100,000 76 0.06 European Financial Stability Facility 0.875% 05/09/2028 EUR 100,000 83 0.06 European Financial Stability Facility 0.950% 14/02/2028 EUR 100,000 84 0.06 European Financial Stability Facility 2.375% 11/04/2028 EUR 100,000 86 0.06 European Financial Stability Facility 2.500% 03/03/2031 EUR 100,000 85 0.06 European Financial Stability Facility 2.625% 07/05/2030 EUR 100,000 86 0.06 European Financial Stability Facility 2.875% 28/05/2031 EUR 100,000 86 0.06 European Financial Stability Facility 3.000% 15/12/2028 EUR 200,000 174 0.13 European Financial Stability Facility 3.000% 10/07/2030 EUR 100,000 87 0.06 European Investment Bank 0.010% 28/03/2028 EUR 200,000 165 0.12 European Investment Bank 0.010% 09/09/2030 EUR 100,000 77 0.06 European Investment Bank 0.010% 15/11/2030 EUR 100,000 77 0.06 European Investment Bank 0.010% 14/01/2031 EUR 150,000 114 0.08 European Investment Bank 0.250% 14/09/2029 EUR 100,000 80 0.06 European Investment Bank 0.375% 15/09/2027 EUR 200,000 168 0.12 European Investment Bank 0.625% 22/01/2029 EUR 100,000 82 0.06 European Investment Bank 0.875% 14/01/2028 EUR 200,000 168 0.12 European Investment Bank 1.000% 14/03/2031 EUR 100,000 80 0.06 European Investment Bank 1.250% 14/02/2031 USD 100,000 66 0.05 European Investment Bank 1.625% 13/05/2031 USD 100,000 67 0.05 European Investment Bank 2.500% 17/02/2031 EUR 200,000 171 0.12 European Investment Bank 2.750% 28/07/2028 EUR 200,000 173 0.13 European Investment Bank 2.750% 17/07/2029 EUR 200,000 173 0.13 European Investment Bank 3.000% 15/11/2028 EUR 100,000 87 0.06 European Investment Bank 3.250% 15/11/2027 USD 100,000 75 0.05 European Investment Bank 3.625% 15/07/2030 USD 100,000 74 0.05 European Investment Bank 3.750% 15/05/2029 USD 100,000 75 0.05 European Investment Bank 3.750% 15/11/2029 USD 220,000 164 0.12 European Investment Bank 3.750% 13/03/2031 USD 100,000 74 0.05 European Investment Bank 3.875% 15/03/2028 USD 100,000 75 0.05
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
18
Page 21
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
Luxembourg — 6.85% (continued) European Investment Bank 3.875% 15/06/2028 USD 100,000 75 0.05 European Investment Bank 3.875% 15/10/2030 USD 50,000 37 0.03 European Investment Bank 4.000% 15/02/2029 USD 100,000 75 0.05 European Investment Bank 4.000% 15/04/2030 EUR 150,000 135 0.10 European Investment Bank 4.250% 22/10/2030 GBP 100,000 100 0.07 European Investment Bank 4.500% 31/01/2028 GBP 100,000 101 0.07 European Investment Bank 4.500% 16/10/2028 USD 100,000 76 0.06 European Investment Bank 4.500% 14/03/2030 USD 230,000 176 0.13 European Investment Bank 4.750% 15/06/2029 USD 40,000 31 0.02 European Investment Bank 6.000% 07/12/2028 GBP 100,000 104 0.08 European Stability Mechanism 0.750% 05/09/2028 EUR 100,000 83 0.06 European Stability Mechanism 2.125% 17/11/2028 EUR 200,000 170 0.12 European Stability Mechanism 2.750% 02/06/2031 EUR 100,000 86 0.06 European Stability Mechanism 3.000% 15/03/2028 EUR 100,000 87 0.06 European Union 0.010% 02/06/2028 EUR 300,000 246 0.18 European Union 0.010% 04/10/2028 EUR 400,000 325 0.23 European Union 0.010% 04/07/2029 EUR 100,000 80 0.06 European Union 0.010% 04/10/2030 EUR 150,000 115 0.08 European Union 0.010% 22/04/2031 EUR 200,000 151 0.11 European Union 0.750% 04/04/2031 EUR 100,000 78 0.06 European Union 1.375% 04/10/2029 EUR 200,000 165 0.12 European Union 1.625% 04/12/2029 EUR 200,000 166 0.12 European Union 2.000% 04/10/2027 EUR 200,000 171 0.12 European Union 2.375% 12/07/2029 EUR 300,000 256 0.18 European Union 2.500% 14/10/2030 EUR 300,000 256 0.19 European Union 2.625% 04/07/2028 EUR 500,000 431 0.31 European Union 2.875% 04/04/2028 EUR 100,000 86 0.06 European Union 2.875% 05/10/2029 EUR 480,000 416 0.30 European Union 3.125% 05/12/2028 EUR 400,000 349 0.25 Grand City Properties SA 0.125% 11/01/2028 EUR 100,000 82 0.06 Heidelberg Materials Finance Luxembourg SA 1.750% 24/04/2028 EUR 100,000 85 0.06 Holcim Finance Luxembourg SA 0.500% 03/09/2030 EUR 100,000 77 0.06 Isdb Trust Services No. 2 SARL 4.211% 18/03/2030 USD 200,000 150 0.11
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
19
Page 22
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
Luxembourg — 6.85% (continued) Isdb Trust Services No. 2 SARL 4.598% 14/03/2028 USD 200,000 152 0.11 John Deere Cash Management SARL 1.850% 02/04/2028 EUR 100,000 85 0.06 Medtronic Global Holdings SCA 3.000% 15/10/2028 EUR 100,000 86 0.06 nVent Finance SARL 4.550% 15/04/2028 USD 80,000 60 0.04 Prologis International Funding II SA 3.625% 07/03/2030 EUR 100,000 87 0.06 Schlumberger Investment SA 4.550% 07/05/2031 USD 100,000 75 0.05 Traton Finance Luxembourg SA 3.375% 14/01/2028 EUR 100,000 86 0.06 Traton Finance Luxembourg SA 3.750% 27/03/2030 EUR 100,000 87 0.06
9,517 6.85
Malaysia — 0.04% CIMB Bank Bhd. 2.125% 20/07/2027 USD 80,000 59 0.04
Mexico — 0.30% America Movil SAB de CV 2.125% 10/03/2028 EUR 100,000 85 0.06 America Movil SAB de CV 2.875% 07/05/2030 USD 140,000 99 0.07 America Movil SAB de CV 5.750% 28/06/2030 GBP 100,000 103 0.08 Cemex SAB de CV 5.450% 19/11/2029 USD 90,000 69 0.05 Mexico City Airport Trust 3.875% 30/04/2028 USD 80,000 59 0.04
415 0.30
Netherlands — 3.72% ABB Finance BV 0.010% 19/01/2030 EUR 100,000 78 0.06 ABN AMRO Bank NV 2.750% 04/06/2029 EUR 100,000 86 0.06 ABN AMRO Bank NV 4.000% 16/01/2028 EUR 200,000 175 0.13 ABN AMRO Bank NV 4.988% 03/12/2028 USD 100,000 76 0.06 Airbus SE 1.375% 13/05/2031 EUR 100,000 79 0.06 Akelius Residential Property Financing BV 1.125% 11/01/2029 EUR 100,000 81 0.06 Amvest RCF Custodian BV 3.875% 25/03/2030 EUR 100,000 87 0.06 Argentum Netherlands BV for Givaudan SA 2.000% 17/09/2030 EUR 100,000 82 0.06 Bayer Capital Corp. BV 2.125% 15/12/2029 EUR 200,000 166 0.12
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
20
Page 23
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
Netherlands — 3.72% (continued) BMW Finance NV 1.125% 10/01/2028 EUR 100,000 84 0.06 BMW Finance NV 2.625% 20/05/2028 EUR 100,000 86 0.06 BMW Finance NV 2.850% 14/08/2029 USD 100,000 72 0.05 BMW Finance NV 3.250% 20/05/2031 EUR 100,000 86 0.06 Coca-Cola HBC Finance BV 3.375% 27/02/2028 EUR 100,000 87 0.06 Compass Group Finance Netherlands BV 1.500% 05/09/2028 EUR 100,000 84 0.06 Cooperatieve Rabobank UA 1.125% 07/05/2031 EUR 100,000 78 0.06 CTP NV 1.250% 21/06/2029 EUR 100,000 81 0.06 Daimler Truck International Finance BV 3.125% 23/03/2028 EUR 100,000 86 0.06 Deutsche Telekom International Finance BV 2.000% 01/12/2029 EUR 200,000 168 0.12 Deutsche Telekom International Finance BV 8.250% 15/06/2030 USD 100,000 85 0.06 Digital Dutch Finco BV 1.500% 15/03/2030 EUR 100,000 81 0.06 DSM BV 3.000% 25/02/2031 EUR 100,000 85 0.06 DSV Finance BV 3.500% 26/06/2029 EUR 100,000 87 0.06 EDP Finance BV 1.875% 21/09/2029 EUR 100,000 83 0.06 ENEL Finance International NV 2.125% 12/07/2028 USD 100,000 72 0.05 ENEL Finance International NV 3.375% 23/07/2028 EUR 100,000 87 0.06 ENEL Finance International NV 4.125% 30/09/2028 USD 100,000 75 0.05 Ferrovial NV 3.250% 16/01/2030 EUR 100,000 86 0.06 IMCD NV 4.875% 18/09/2028 EUR 100,000 89 0.07 ING Bank NV 2.625% 01/12/2028 EUR 100,000 86 0.06 ING Groep NV 2.727% 01/04/2032 USD 100,000 69 0.05 ING Groep NV 2.875% 10/11/2030 EUR 100,000 85 0.06 ING Groep NV 3.000% 17/08/2031 EUR 100,000 85 0.06 ING Groep NV 3.500% 03/09/2030 EUR 100,000 87 0.06 ING Groep NV 3.875% 12/08/2029 EUR 100,000 87 0.06 ING Groep NV 4.500% 23/05/2029 EUR 100,000 88 0.06 ING Groep NV 5.335% 19/03/2030 USD 100,000 77 0.06 JAB Holdings BV 2.500% 25/06/2029 EUR 100,000 85 0.06 JDE Peet's NV 0.500% 16/01/2029 EUR 100,000 80 0.06 Koninklijke Philips NV 1.375% 02/05/2028 EUR 100,000 84 0.06 Mercedes-Benz International Finance BV 3.700% 30/05/2031 EUR 100,000 88 0.06 Minejesa Capital BV 4.625% 10/08/2030 USD 64,900 48 0.04
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
21
Page 24
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
Netherlands — 3.72% (continued) NXP BV/NXP Funding LLC/NXP USA, Inc. 4.300% 19/08/2028 USD 50,000 38 0.03 NXP BV/NXP Funding LLC/NXP USA, Inc. 4.300% 18/06/2029 USD 100,000 75 0.06 Prosus NV 1.539% 03/08/2028 EUR 100,000 83 0.06 Roche Finance Europe BV 3.312% 04/12/2027 EUR 100,000 87 0.06 Sandoz Finance BV 4.220% 17/04/2030 EUR 100,000 89 0.07 Shell International Finance BV 1.500% 07/04/2028 EUR 100,000 84 0.06 Siemens Energy Finance BV 4.250% 05/04/2029 EUR 100,000 88 0.06 Siemens Financieringsmaatschappij NV 0.125% 05/09/2029 EUR 100,000 80 0.06 Siemens Financieringsmaatschappij NV 2.875% 10/03/2028 EUR 100,000 86 0.06 Siemens Funding BV 4.350% 26/05/2028 USD 100,000 76 0.06 Stellantis NV 3.500% 19/09/2030 EUR 100,000 84 0.06 Swisscom Finance BV 0.375% 14/11/2028 EUR 100,000 81 0.06 Toyota Motor Finance Netherlands BV 3.500% 13/01/2028 EUR 100,000 87 0.06 Unilever Finance Netherlands BV 1.750% 25/03/2030 EUR 100,000 82 0.06 Volkswagen International Finance NV 3.250% 18/11/2030 EUR 100,000 85 0.06 Volkswagen International Finance NV 3.875% 14/06/2027 EUR 200,000 172 0.12 Wabtec Transportation Netherlands BV 1.250% 03/12/2027 EUR 100,000 84 0.06
5,162 3.72
New Zealand — 0.12% ASB Bank Ltd. 3.086% 08/05/2030 EUR 100,000 86 0.06 Westpac New Zealand Ltd. 4.127% 29/01/2029 USD 100,000 75 0.06
161 0.12
Norway — 0.47% Aker BP ASA 1.125% 12/05/2029 EUR 100,000 81 0.06 DNB Bank ASA 0.250% 23/02/2029 EUR 100,000 82 0.06 DNB Bank ASA 4.500% 19/07/2028 EUR 100,000 88 0.06 DNB Bank ASA 4.853% 05/11/2030 USD 100,000 76 0.05 Equinor ASA 6.500% 01/12/2028 USD 150,000 119 0.09 Statnett SF 1.250% 26/04/2030 EUR 100,000 80 0.06
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
22
Page 25
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
Norway — 0.47% (continued) Telenor ASA 0.250% 14/02/2028 EUR 100,000 83 0.06 Var Energi ASA 5.875% 22/05/2030 USD 50,000 39 0.03
648 0.47
Philippines — 0.85% Asian Development Bank 1.500% 04/03/2031 USD 50,000 33 0.02 Asian Development Bank 2.550% 10/01/2031 EUR 100,000 85 0.06 Asian Development Bank 3.125% 20/08/2027 USD 100,000 75 0.06 Asian Development Bank 3.125% 26/09/2028 USD 100,000 74 0.05 Asian Development Bank 3.625% 28/08/2029 USD 100,000 74 0.05 Asian Development Bank 3.750% 25/04/2028 USD 100,000 75 0.05 Asian Development Bank 4.125% 14/02/2028 GBP 100,000 100 0.07 Asian Development Bank 4.250% 28/05/2031 USD 200,000 152 0.11 Asian Development Bank 4.375% 14/01/2028 USD 200,000 152 0.11 Asian Development Bank 4.375% 06/03/2029 USD 100,000 76 0.06 Asian Development Bank 4.500% 25/08/2028 USD 100,000 76 0.06 Asian Development Bank 5.125% 24/10/2028 GBP 100,000 102 0.07 Asian Development Bank 6.220% 15/08/2027 USD 140,000 108 0.08
1,182 0.85
Poland — 0.19% Bank Polska Kasa Opieki SA 4.000% 24/09/2030 EUR 100,000 88 0.06 ORLEN SA 4.750% 13/07/2030 EUR 100,000 90 0.07 Powszechna Kasa Oszczednosci Bank Polski SA 3.625% 30/06/2031 EUR 100,000 86 0.06
264 0.19
Portugal — 0.06% Novo Banco SA 3.375% 22/01/2031 EUR 100,000 86 0.06
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
23
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Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
Romania — 0.06% Banca Transilvania SA 4.750% 27/05/2032 EUR 100,000 86 0.06
Saudi Arabia — 0.21% Arab Energy Fund 3.985% 30/06/2028 USD 200,000 149 0.11 Saudi Arabian Oil Co. 3.500% 16/04/2029 USD 200,000 146 0.10
295 0.21
Singapore — 0.36% BOC Aviation Ltd. 4.500% 23/05/2028 USD 200,000 151 0.11 Bright Food Singapore Holdings Pte. Ltd. 3.250% 09/07/2030 EUR 100,000 86 0.06 Pfizer Investment Enterprises Pte. Ltd. 4.450% 19/05/2028 USD 90,000 68 0.05 Pfizer Investment Enterprises Pte. Ltd. 4.650% 19/05/2030 USD 50,000 38 0.03 Temasek Financial I Ltd. 1.000% 06/10/2030 USD 130,000 86 0.06 United Overseas Bank Ltd. 3.863% 07/10/2032 USD 100,000 75 0.05
504 0.36
South Korea — 0.48% Hanwha Life Insurance Co. Ltd. 6.300% 24/06/2055 USD 50,000 39 0.03 Kookmin Bank 4.625% 08/05/2030 USD 80,000 61 0.04 KT Corp. 4.375% 03/01/2029 USD 100,000 75 0.06 LG Energy Solution Ltd. 5.250% 02/04/2028 USD 75,000 57 0.04 LG Energy Solution Ltd. 5.750% 25/09/2028 USD 50,000 39 0.03 Mirae Asset Securities Co. Ltd. 4.375% 14/10/2028 USD 200,000 149 0.11 Shinhan Bank Co. Ltd. 4.375% 10/04/2031 USD 100,000 75 0.05 SK Hynix, Inc. 4.250% 11/09/2028 USD 120,000 90 0.07 Woori Bank 4.125% 27/01/2031 USD 100,000 75 0.05
660 0.48
Spain — 1.42% Abertis Infraestructuras SA 3.125% 07/07/2030 EUR 100,000 86 0.06
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
24
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Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
Spain — 1.42% (continued) Banco Bilbao Vizcaya Argentaria SA 4.625% 13/01/2031 EUR 100,000 90 0.07 Banco Bilbao Vizcaya Argentaria SA 5.750% 15/09/2033 EUR 100,000 90 0.07 Banco de Sabadell SA 5.125% 27/06/2034 EUR 100,000 90 0.07 Banco Santander SA 0.625% 24/06/2029 EUR 200,000 164 0.12 Banco Santander SA 3.250% 02/04/2029 EUR 100,000 86 0.06 Banco Santander SA 3.800% 23/02/2028 USD 200,000 149 0.11 Banco Santander SA 4.551% 06/11/2030 USD 200,000 149 0.11 Banco Santander SA 5.000% 22/04/2034 EUR 100,000 89 0.06 Banco Santander SA 5.500% 11/06/2029 GBP 100,000 102 0.07 CaixaBank SA 4.250% 06/09/2030 EUR 100,000 90 0.07 CaixaBank SA 4.634% 03/07/2029 USD 100,000 76 0.05 CaixaBank SA 4.818% 22/04/2032 USD 100,000 75 0.05 CaixaBank SA 6.208% 18/01/2029 USD 50,000 39 0.03 Cellnex Finance Co. SA 3.625% 24/01/2029 EUR 100,000 87 0.06 El Corte Ingles SA 4.250% 26/06/2031 EUR 100,000 89 0.06 Iberdrola Finanzas SA 1.575% 31/12/2099 EUR 100,000 84 0.06 Iberdrola Finanzas SA 2.625% 30/03/2028 EUR 100,000 86 0.06 Naturgy Finance Iberia SA 1.875% 05/10/2029 EUR 100,000 83 0.06 Servicios Financieros Carrefour Establecimiento Financiero de Credito SA 3.500% 29/09/2028 EUR 100,000 86 0.06 Telefonica Emisiones SA 2.592% 25/05/2031 EUR 100,000 83 0.06
1,973 1.42
Sweden — 1.10% Assa Abloy AB 3.875% 13/09/2030 EUR 100,000 89 0.06 Autoliv, Inc. 3.000% 29/10/2030 EUR 100,000 84 0.06 EQT AB 2.375% 06/04/2028 EUR 100,000 85 0.06 Heimstaden Bostad AB 3.750% 02/10/2030 EUR 100,000 86 0.06 Investor AB 1.500% 12/09/2030 EUR 100,000 81 0.06 Molnlycke Holding AB 0.875% 05/09/2029 EUR 100,000 80 0.06 Skandinaviska Enskilda Banken AB 3.375% 07/05/2031 EUR 100,000 87 0.06 Skandinaviska Enskilda Banken AB 3.750% 07/02/2028 EUR 100,000 87 0.06 Skandinaviska Enskilda Banken AB 4.000% 12/03/2029 USD 100,000 75 0.05
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
25
Page 28
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
Sweden — 1.10% (continued) Svenska Handelsbanken AB 0.050% 06/09/2028 EUR 100,000 81 0.06 Svenska Handelsbanken AB 1.375% 23/02/2029 EUR 100,000 83 0.06 Svenska Handelsbanken AB 3.375% 17/02/2028 EUR 100,000 87 0.06 Svenska Handelsbanken AB 4.375% 23/05/2028 USD 100,000 75 0.05 Swedbank AB 3.625% 23/08/2032 EUR 120,000 104 0.08 Swedbank AB 4.125% 13/11/2028 EUR 100,000 88 0.06 Swedbank AB 5.083% 21/05/2030 USD 100,000 77 0.06 Swedbank AB 7.272% 15/11/2032 GBP 100,000 103 0.08 Telefonaktiebolaget LM Ericsson 1.000% 26/05/2029 EUR 100,000 81 0.06
1,533 1.10
Switzerland — 0.48% Banque Cantonale de Geneve 3.414% 27/03/2030 EUR 100,000 87 0.06 Eurofima Europaeische Gesellschaft fuer die Finanzierung von Eisen bahnmaterial 0.100% 20/05/2030 EUR 100,000 78 0.06 UBS Group AG 2.095% 11/02/2032 USD 100,000 67 0.05 UBS Group AG 2.875% 02/04/2032 EUR 100,000 84 0.06 UBS Group AG 3.091% 14/05/2032 USD 50,000 35 0.03 UBS Group AG 3.869% 12/01/2029 USD 100,000 75 0.05 UBS Group AG 4.398% 23/09/2031 USD 100,000 74 0.05 UBS Group AG 6.246% 22/09/2029 USD 100,000 78 0.06 Zuercher Kantonalbank 2.762% 08/07/2030 EUR 100,000 85 0.06
663 0.48
Taiwan — 0.10% TSMC Global Ltd. 1.750% 23/04/2028 USD 100,000 72 0.05 TSMC Global Ltd. 2.250% 23/04/2031 USD 100,000 68 0.05
140 0.10
United Arab Emirates — 0.38% Emirates NBD Bank PJSC 3.236% 13/02/2031 EUR 100,000 85 0.06
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
26
Page 29
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United Arab Emirates — 0.38% (continued) First Abu Dhabi Bank PJSC 4.375% 24/04/2028 USD 200,000 150 0.11 MDGH GMTN RSC Ltd. 2.875% 07/11/2029 USD 200,000 142 0.10 National Bank of Ras Al-Khaimah PSC 5.375% 25/07/2029 USD 200,000 152 0.11
529 0.38
United Kingdom — 6.00% Anglian Water Services Financing PLC 2.750% 26/10/2029 GBP 100,000 93 0.07 Anglo American Capital PLC 2.625% 10/09/2030 USD 30,000 21 0.02 Anglo American Capital PLC 3.750% 15/06/2029 EUR 100,000 87 0.06 Anglo American Capital PLC 4.500% 15/03/2028 USD 100,000 75 0.05 AngloGold Ashanti Holdings PLC 3.750% 01/10/2030 USD 50,000 36 0.03 ANZ New Zealand International Ltd. 0.375% 17/09/2029 EUR 100,000 79 0.06 AstraZeneca PLC 0.375% 03/06/2029 EUR 100,000 80 0.06 BAE Systems PLC 3.400% 15/04/2030 USD 100,000 72 0.05 Barclays PLC 0.577% 09/08/2029 EUR 100,000 82 0.06 Barclays PLC 4.476% 11/11/2029 USD 100,000 75 0.05 Barclays PLC 4.836% 09/05/2028 USD 180,000 136 0.10 Barclays PLC 4.973% 31/05/2036 EUR 100,000 90 0.07 Barclays PLC 5.088% 20/06/2030 USD 100,000 76 0.05 Barclays PLC 5.367% 25/02/2031 USD 50,000 38 0.03 Barclays PLC 5.501% 09/08/2028 USD 70,000 53 0.04 Barclays PLC 5.690% 12/03/2030 USD 50,000 39 0.03 Barclays PLC 6.369% 31/01/2031 GBP 100,000 104 0.08 BAT International Finance PLC 3.125% 06/03/2029 EUR 200,000 172 0.12 BAT International Finance PLC 5.931% 02/02/2029 USD 100,000 78 0.06 BP Capital Markets PLC 1.231% 08/05/2031 EUR 100,000 78 0.06 BP Capital Markets PLC 2.519% 07/04/2028 EUR 100,000 86 0.06 British Telecommunications Ltd. 2.125% 26/09/2028 EUR 100,000 85 0.06 British Telecommunications Ltd. 9.625% 15/12/2030 USD 70,000 63 0.05 Coca-Cola Europacific Partners PLC 1.125% 12/04/2029 EUR 100,000 82 0.06 Diageo Capital PLC 2.375% 24/10/2029 USD 60,000 42 0.03 Diageo Finance PLC 3.125% 28/02/2031 EUR 100,000 86 0.06
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
27
Page 30
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United Kingdom — 6.00% (continued) ENW Finance PLC 1.415% 30/07/2030 GBP 100,000 88 0.06 European Bank for Reconstruction & Development 4.125% 25/01/2029 USD 100,000 76 0.06 European Bank for Reconstruction & Development 4.375% 09/03/2028 USD 100,000 76 0.05 European Bank for Reconstruction & Development 5.625% 07/12/2028 GBP 100,000 103 0.07 Experian Finance PLC 4.250% 01/02/2029 USD 90,000 67 0.05 GlaxoSmithKline Capital PLC 1.375% 12/09/2029 EUR 100,000 82 0.06 Haleon Netherlands Capital BV 1.750% 29/03/2030 EUR 100,000 82 0.06 Heathrow Funding Ltd. 1.125% 08/10/2032 EUR 100,000 79 0.06 HSBC Holdings PLC 2.206% 17/08/2029 USD 100,000 72 0.05 HSBC Holdings PLC 2.357% 18/08/2031 USD 50,000 34 0.02 HSBC Holdings PLC 2.804% 24/05/2032 USD 50,000 34 0.02 HSBC Holdings PLC 2.848% 04/06/2031 USD 50,000 35 0.03 HSBC Holdings PLC 3.125% 07/06/2028 EUR 200,000 172 0.12 HSBC Holdings PLC 3.313% 13/05/2030 EUR 100,000 86 0.06 HSBC Holdings PLC 3.973% 22/05/2030 USD 100,000 74 0.05 HSBC Holdings PLC 4.583% 19/06/2029 USD 100,000 75 0.05 HSBC Holdings PLC 4.619% 06/11/2031 USD 50,000 37 0.03 HSBC Holdings PLC 4.899% 03/03/2029 USD 100,000 76 0.05 HSBC Holdings PLC 5.130% 03/03/2031 USD 100,000 76 0.05 HSBC Holdings PLC 5.210% 11/08/2028 USD 75,000 57 0.04 HSBC Holdings PLC 5.240% 13/05/2031 USD 50,000 38 0.03 HSBC Holdings PLC 5.546% 04/03/2030 USD 100,000 77 0.06 HSBC Holdings PLC 5.733% 17/05/2032 USD 100,000 78 0.06 HSBC Holdings PLC 5.750% 20/12/2027 GBP 100,000 101 0.07 HSBC Holdings PLC 6.750% 11/09/2028 GBP 100,000 104 0.08 HSBC Holdings PLC 7.390% 03/11/2028 USD 60,000 47 0.03 Imperial Brands Finance PLC 5.500% 01/02/2030 USD 50,000 39 0.03 Informa PLC 3.250% 23/10/2030 EUR 100,000 86 0.06 International Distribution Services PLC 5.250% 14/09/2028 EUR 100,000 89 0.06 International Finance Facility for Immunisation Co. 4.000% 29/04/2031 USD 100,000 75 0.05 Legal & General Group PLC 5.125% 14/11/2048 GBP 100,000 100 0.07
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
28
Page 31
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United Kingdom — 6.00% (continued) Lloyds Banking Group PLC 3.574% 07/11/2028 USD 75,000 56 0.04 Lloyds Banking Group PLC 4.000% 09/05/2035 EUR 200,000 174 0.13 Lloyds Banking Group PLC 4.375% 22/03/2028 USD 100,000 75 0.05 Lloyds Banking Group PLC 4.425% 04/11/2031 USD 200,000 149 0.11 Lloyds Banking Group PLC 4.500% 11/01/2029 EUR 100,000 88 0.06 LondonMetric Property PLC 4.500% 10/12/2029 GBP 100,000 98 0.07 Marex Group PLC 6.404% 04/11/2029 USD 50,000 39 0.03 Mitsubishi HC Capital U.K. PLC 2.856% 26/11/2028 EUR 100,000 86 0.06 Motability Operations Group PLC 1.750% 03/07/2029 GBP 100,000 92 0.07 National Gas Transmission PLC 4.250% 05/04/2030 EUR 100,000 89 0.06 National Grid PLC 0.553% 18/09/2029 EUR 200,000 159 0.11 Nationwide Building Society 3.105% 03/02/2031 EUR 100,000 85 0.06 Nationwide Building Society 3.960% 18/07/2030 USD 100,000 74 0.05 NatWest Group PLC 4.067% 06/09/2028 EUR 200,000 175 0.13 NatWest Group PLC 4.445% 08/05/2030 USD 100,000 75 0.05 NatWest Group PLC 4.964% 15/08/2030 USD 60,000 46 0.03 NatWest Group PLC 6.475% 01/06/2034 USD 100,000 78 0.06 NatWest Markets PLC 3.125% 13/01/2031 EUR 100,000 86 0.06 NatWest Markets PLC 3.625% 09/01/2029 EUR 100,000 87 0.06 NatWest Markets PLC 4.250% 13/01/2028 EUR 100,000 88 0.06 NatWest Markets PLC 5.000% 18/11/2029 GBP 100,000 100 0.07 Next Group PLC 3.625% 18/05/2028 GBP 100,000 98 0.07 Northumbrian Water Finance PLC 4.500% 14/02/2031 GBP 100,000 97 0.07 OSB Group PLC 9.993% 27/07/2033 GBP 100,000 108 0.08 Quadgas Finance PLC 3.375% 17/09/2029 GBP 100,000 94 0.07 Reckitt Benckiser Treasury Services PLC 3.000% 26/06/2027 USD 140,000 104 0.08 Reckitt Benckiser Treasury Services PLC 3.625% 20/06/2029 EUR 100,000 87 0.06 Rentokil Initial PLC 0.500% 14/10/2028 EUR 100,000 81 0.06 Rio Tinto Finance USA PLC 4.875% 14/03/2030 USD 75,000 57 0.04 Rolls-Royce PLC 5.750% 15/10/2027 USD 50,000 38 0.03 Santander U.K. Group Holdings PLC 3.823% 03/11/2028 USD 80,000 60 0.04 Santander U.K. Group Holdings PLC 5.694% 15/04/2031 USD 50,000 39 0.03 Santander U.K. PLC 3.346% 25/03/2030 EUR 100,000 87 0.06
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
29
Page 32
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United Kingdom — 6.00% (continued) Smith & Nephew PLC 4.565% 11/10/2029 EUR 100,000 90 0.07 SSE PLC 3.125% 31/12/2099 EUR 100,000 86 0.06 Standard Chartered PLC 4.305% 21/05/2030 USD 70,000 52 0.04 Standard Chartered PLC 5.005% 15/10/2030 USD 100,000 76 0.06 Standard Chartered PLC 6.301% 09/01/2029 USD 130,000 100 0.07 Standard Chartered PLC 7.018% 08/02/2030 USD 100,000 80 0.06 Tesco Corporate Treasury Services PLC 0.375% 27/07/2029 EUR 100,000 79 0.06 UBS AG 0.250% 01/09/2028 EUR 100,000 81 0.06 UBS AG 0.500% 31/03/2031 EUR 200,000 153 0.11 Vodafone Group PLC 1.875% 20/11/2029 EUR 100,000 83 0.06 Westpac Securities NZ Ltd. 0.100% 13/07/2027 EUR 100,000 84 0.06 Wise Financing PLC 5.100% 25/11/2030 GBP 100,000 98 0.07
8,334 6.00
United States — 41.43% 3M Co. 3.375% 01/03/2029 USD 50,000 37 0.03 7-Eleven, Inc. 1.800% 10/02/2031 USD 100,000 66 0.05 Abbott Laboratories 4.000% 15/03/2031 USD 100,000 74 0.05 AbbVie, Inc. 3.200% 21/11/2029 USD 100,000 72 0.05 AbbVie, Inc. 3.775% 03/03/2028 USD 100,000 75 0.05 AbbVie, Inc. 4.650% 15/03/2028 USD 100,000 76 0.06 AbbVie, Inc. 4.950% 15/03/2031 USD 100,000 77 0.06 Accenture Capital, Inc. 3.900% 04/10/2027 USD 80,000 60 0.04 Adobe, Inc. 4.750% 17/01/2028 USD 100,000 76 0.06 Adventist Health System 4.742% 01/12/2030 USD 100,000 75 0.05 AES Corp. 5.450% 01/06/2028 USD 100,000 76 0.06 Affiliated Managers Group, Inc. 3.300% 15/06/2030 USD 80,000 57 0.04 Agilent Technologies, Inc. 2.100% 04/06/2030 USD 100,000 69 0.05 Air Products & Chemicals, Inc. 2.950% 14/05/2031 EUR 100,000 85 0.06 Aircastle Ltd./Aircastle Ireland DAC 5.000% 15/09/2030 USD 110,000 83 0.06 Alliant Energy Corp. 5.750% 01/04/2056 USD 50,000 37 0.03 Allstate Corp. 5.050% 24/06/2029 USD 80,000 61 0.04
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
30
Page 33
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) Ally Financial, Inc. 5.543% 17/01/2031 USD 100,000 76 0.06 Alphabet, Inc. 0.800% 15/08/2027 USD 50,000 36 0.03 Alphabet, Inc. 2.500% 06/05/2029 EUR 100,000 85 0.06 Alphabet, Inc. 3.200% 11/05/2030 EUR 100,000 87 0.06 Alphabet, Inc. 3.875% 15/11/2028 USD 100,000 75 0.05 Alphabet, Inc. 4.100% 15/11/2030 USD 100,000 75 0.05 Altria Group, Inc. 6.200% 01/11/2028 USD 120,000 94 0.07 Amazon.com, Inc. 1.500% 03/06/2030 USD 100,000 68 0.05 Amazon.com, Inc. 1.650% 12/05/2028 USD 100,000 72 0.05 Amazon.com, Inc. 2.800% 16/03/2028 EUR 100,000 86 0.06 Amazon.com, Inc. 3.100% 16/03/2030 EUR 100,000 86 0.06 Amazon.com, Inc. 3.900% 20/11/2028 USD 100,000 75 0.05 Amazon.com, Inc. 4.250% 13/03/2031 USD 100,000 75 0.05 Amazon.com, Inc. 4.550% 01/12/2027 USD 100,000 76 0.06 Amazon.com, Inc. 4.650% 01/12/2029 USD 180,000 137 0.10 Amcor Finance USA, Inc. 4.500% 15/05/2028 USD 80,000 60 0.04 Amcor Flexibles North America, Inc. 2.690% 25/05/2031 USD 100,000 69 0.05 American Electric Power Co., Inc. 3.200% 13/11/2027 USD 40,000 30 0.02 American Express Co. 3.433% 20/05/2032 EUR 100,000 86 0.06 American Express Co. 4.731% 25/04/2029 USD 100,000 76 0.06 American Express Co. 5.016% 25/04/2031 USD 100,000 76 0.06 American Express Co. 5.282% 27/07/2029 USD 50,000 38 0.03 American Express Co. 6.489% 30/10/2031 USD 50,000 40 0.03 American Honda Finance Corp. 1.800% 13/01/2031 USD 100,000 66 0.05 American Honda Finance Corp. 3.500% 15/02/2028 USD 60,000 45 0.03 American Honda Finance Corp. 3.650% 23/04/2031 EUR 100,000 86 0.06 American Honda Finance Corp. 4.250% 01/09/2028 USD 100,000 75 0.05 American Honda Finance Corp. 4.450% 22/10/2027 USD 50,000 38 0.03 American Honda Finance Corp. 4.550% 09/07/2027 USD 60,000 45 0.03 American Honda Finance Corp. 4.550% 03/03/2028 USD 40,000 30 0.02 American National Global Funding 4.625% 15/12/2028 USD 100,000 75 0.05 American Tower Corp. 1.500% 31/01/2028 USD 100,000 72 0.05 American Tower Corp. 3.550% 15/07/2027 USD 100,000 75 0.05
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
31
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Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) American Tower Corp. 4.900% 15/03/2030 USD 120,000 91 0.07 American Water Capital Corp. 3.450% 01/06/2029 USD 100,000 73 0.05 Amgen, Inc. 3.000% 22/02/2029 USD 100,000 73 0.05 Amgen, Inc. 4.000% 13/09/2029 GBP 100,000 98 0.07 Amgen, Inc. 5.150% 02/03/2028 USD 60,000 46 0.03 Amgen, Inc. 5.250% 02/03/2030 USD 50,000 39 0.03 Amphenol Corp. 5.050% 05/04/2029 USD 110,000 84 0.06 Amrize Finance U.S. LLC 4.700% 07/04/2028 USD 100,000 76 0.06 Analog Devices, Inc. 3.450% 15/06/2027 USD 110,000 83 0.06 Anheuser-Busch InBev Worldwide, Inc. 4.750% 23/01/2029 USD 100,000 76 0.06 Aon Corp. 3.750% 02/05/2029 USD 100,000 74 0.05 Apollo Debt Solutions BDC 6.900% 13/04/2029 USD 50,000 39 0.03 Apollo Management Holdings LP 2.650% 05/06/2030 USD 90,000 63 0.05 Apple, Inc. 1.375% 24/05/2029 EUR 100,000 83 0.06 Apple, Inc. 1.400% 05/08/2028 USD 100,000 71 0.05 Apple, Inc. 2.900% 12/09/2027 USD 30,000 22 0.02 Apple, Inc. 3.000% 20/06/2027 USD 50,000 37 0.03 Apple, Inc. 3.250% 08/08/2029 USD 100,000 73 0.05 Apple, Inc. 4.000% 10/05/2028 USD 30,000 23 0.02 Apple, Inc. 4.000% 12/05/2028 USD 200,000 151 0.11 Applied Materials, Inc. 1.750% 01/06/2030 USD 110,000 75 0.05 AppLovin Corp. 5.125% 01/12/2029 USD 80,000 61 0.04 ARES Capital Corp. 2.875% 15/06/2028 USD 100,000 72 0.05 ARES Strategic Income Fund 4.850% 15/01/2029 USD 100,000 74 0.05 Ascension Health 2.532% 15/11/2029 USD 100,000 71 0.05 Ashtead Capital, Inc. 4.000% 01/05/2028 USD 100,000 74 0.05 Astrazeneca Finance LLC 4.875% 03/03/2028 USD 40,000 30 0.02 Astrazeneca Finance LLC 4.900% 03/03/2030 USD 170,000 130 0.09 AT&T, Inc. 1.650% 01/02/2028 USD 100,000 72 0.05 AT&T, Inc. 2.300% 01/06/2027 USD 50,000 37 0.03 AT&T, Inc. 2.600% 17/12/2029 EUR 100,000 85 0.06 AT&T, Inc. 4.300% 15/02/2030 USD 100,000 75 0.05 AT&T, Inc. 4.700% 15/08/2030 USD 120,000 91 0.07
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Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
32
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Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) Athene Global Funding 5.146% 01/11/2029 GBP 100,000 100 0.07 Athene Global Funding 5.583% 09/01/2029 USD 100,000 77 0.06 Athene Holding Ltd. 4.125% 12/01/2028 USD 60,000 45 0.03 Atlas Warehouse Lending Co. LP 4.950% 15/11/2030 USD 30,000 22 0.02 Atlas Warehouse Lending Co. LP 6.050% 15/01/2028 USD 70,000 54 0.04 Augusta SpinCo Corp. 4.656% 23/03/2031 USD 100,000 75 0.05 AutoZone, Inc. 3.750% 01/06/2027 USD 90,000 68 0.05 Aviation Capital Group LLC 4.250% 30/04/2029 USD 100,000 74 0.05 Bank of America Corp. 1.922% 24/10/2031 USD 80,000 54 0.04 Bank of America Corp. 2.651% 11/03/2032 USD 100,000 69 0.05 Bank of America Corp. 2.687% 22/04/2032 USD 100,000 69 0.05 Bank of America Corp. 2.984% 30/10/2031 EUR 100,000 85 0.06 Bank of America Corp. 3.194% 23/07/2030 USD 100,000 72 0.05 Bank of America Corp. 3.261% 28/01/2031 EUR 100,000 86 0.06 Bank of America Corp. 3.419% 20/12/2028 USD 100,000 74 0.05 Bank of America Corp. 3.584% 27/04/2031 GBP 100,000 96 0.07 Bank of America Corp. 3.970% 05/03/2029 USD 130,000 97 0.07 Bank of America Corp. 4.271% 23/07/2029 USD 100,000 75 0.05 Bank of America Corp. 4.456% 06/02/2032 USD 100,000 74 0.05 Bank of America Corp. 4.477% 23/04/2030 USD 100,000 75 0.05 Bank of America Corp. 4.695% 23/04/2032 USD 100,000 75 0.05 Bank of America Corp. 4.948% 22/07/2028 USD 100,000 76 0.06 Bank of America Corp. 4.979% 24/01/2029 USD 190,000 144 0.10 Bank of America Corp. 5.202% 25/04/2029 USD 200,000 153 0.11 Bank of America Corp. 6.204% 10/11/2028 USD 180,000 139 0.10 Bank of New York Mellon Corp. 3.300% 23/08/2029 USD 180,000 131 0.09 Bank of New York Mellon Corp. 3.850% 28/04/2028 USD 60,000 45 0.03 Bank of New York Mellon 4.729% 20/04/2029 USD 100,000 76 0.06 Bank of New York Mellon Corp. 4.942% 11/02/2031 USD 50,000 38 0.03 Bank of New York Mellon Corp. 5.802% 25/10/2028 USD 70,000 54 0.04 Barings Private Credit Corp. 6.150% 11/06/2030 USD 50,000 37 0.03 BAT Capital Corp. 3.462% 06/09/2029 USD 50,000 36 0.03 Bayer Corp. 6.650% 15/02/2028 USD 50,000 39 0.03
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
33
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Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) Bayer U.S. Finance LLC 6.375% 21/11/2030 USD 100,000 80 0.06 BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico 5.250% 10/09/2029 USD 30,000 23 0.02 BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico 5.400% 03/06/2031 USD 100,000 76 0.05 Becton Dickinson & Co. 3.519% 08/02/2031 EUR 100,000 87 0.06 Berkshire Hathaway Energy Co. 1.650% 15/05/2031 USD 100,000 66 0.05 Black Hills Corp. 3.050% 15/10/2029 USD 100,000 72 0.05 Blackrock, Inc. 3.250% 30/04/2029 USD 100,000 73 0.05 Blackstone Private Credit Fund 5.600% 22/11/2029 USD 100,000 75 0.05 Blackstone Private Credit Fund 5.950% 16/07/2029 USD 110,000 83 0.06 Blackstone Reg Finance Co. LLC 4.300% 03/11/2030 USD 100,000 74 0.05 Blackstone Secured Lending Fund 5.875% 15/11/2027 USD 100,000 76 0.06 Blue Owl Capital Corp. 2.875% 11/06/2028 USD 100,000 72 0.05 BMW U.S. Capital LLC 4.600% 13/08/2027 USD 50,000 38 0.03 BMW U.S. Capital LLC 5.050% 11/08/2028 USD 50,000 38 0.03 Boeing Co. 5.150% 01/05/2030 USD 100,000 77 0.06 Boeing Co. 6.388% 01/05/2031 USD 100,000 81 0.06 Bon Secours Mercy Health, Inc. 4.302% 01/07/2028 USD 80,000 60 0.04 Booking Holdings, Inc. 4.250% 15/05/2029 EUR 100,000 89 0.06 Booz Allen Hamilton, Inc. 3.875% 01/09/2028 USD 70,000 52 0.04 BorgWarner, Inc. 2.650% 01/07/2027 USD 90,000 67 0.05 BorgWarner, Inc. 4.950% 15/08/2029 USD 100,000 76 0.06 Boston Properties LP 4.500% 01/12/2028 USD 100,000 75 0.05 BP Capital Markets America, Inc. 4.234% 06/11/2028 USD 100,000 75 0.05 BP Capital Markets America, Inc. 4.868% 25/11/2029 USD 100,000 76 0.06 Brighthouse Financial Global Funding 2.000% 28/06/2028 USD 50,000 35 0.03 Brighthouse Financial, Inc. 5.625% 15/05/2030 USD 100,000 76 0.06 Bristol-Myers Squibb Co. 1.125% 13/11/2027 USD 100,000 73 0.05 Bristol-Myers Squibb Co. 4.900% 22/02/2029 USD 50,000 38 0.03 Brixmor Operating Partnership LP 4.125% 15/05/2029 USD 100,000 75 0.05 Broadcom, Inc. 4.150% 15/11/2030 USD 100,000 74 0.05 Broadcom, Inc. 4.350% 15/02/2030 USD 100,000 75 0.05 Broadcom, Inc. 4.800% 15/04/2028 USD 100,000 76 0.06
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
34
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Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) Broadridge Financial Solutions, Inc. 2.600% 01/05/2031 USD 100,000 68 0.05 Brown & Brown, Inc. 4.700% 23/06/2028 USD 100,000 76 0.06 Brunswick Corp. 5.850% 18/03/2029 USD 80,000 62 0.04 Bunge Ltd. Finance Corp. 2.750% 14/05/2031 USD 100,000 69 0.05 Bunge Ltd. Finance Corp. 3.750% 25/09/2027 USD 75,000 56 0.04 Campbell's Co. 2.375% 24/04/2030 USD 100,000 69 0.05 Capital One Financial Corp. 4.493% 11/09/2031 USD 100,000 74 0.05 Capital One Financial Corp. 5.463% 26/07/2030 USD 100,000 77 0.06 Capital One Financial Corp. 7.624% 30/10/2031 USD 50,000 42 0.03 Capital Power U.S. Holdings, Inc. 5.257% 01/06/2028 USD 100,000 76 0.06 Cardinal Health, Inc. 3.410% 15/06/2027 USD 120,000 90 0.07 Cargill, Inc. 3.250% 23/05/2029 USD 70,000 51 0.04 Cargill, Inc. 3.875% 24/04/2030 EUR 100,000 88 0.06 Carrier Global Corp. 2.722% 15/02/2030 USD 100,000 71 0.05 Caterpillar Financial Services Corp. 2.521% 22/08/2028 EUR 100,000 86 0.06 Caterpillar Financial Services Corp. 4.100% 15/08/2028 USD 100,000 75 0.05 Caterpillar Financial Services Corp. 4.300% 15/05/2029 USD 100,000 75 0.05 Caterpillar Financial Services Corp. 4.850% 27/02/2029 USD 60,000 46 0.03 CBRE Services, Inc. 5.500% 01/04/2029 USD 100,000 77 0.06 CDW LLC/CDW Finance Corp. 3.250% 15/02/2029 USD 80,000 58 0.04 Cencora, Inc. 2.800% 15/05/2030 USD 110,000 78 0.06 CenterPoint Energy Houston Electric LLC 5.200% 01/10/2028 USD 100,000 77 0.06 CenterPoint Energy, Inc. 7.000% 15/02/2055 USD 60,000 47 0.03 CH Robinson Worldwide, Inc. 4.200% 15/04/2028 USD 100,000 75 0.05 Charles Schwab Corp. 1.650% 11/03/2031 USD 100,000 66 0.05 Charles Schwab Corp. 4.744% 21/05/2030 USD 100,000 76 0.05 Charter Communications Operating LLC/Charter Communications Operating Capital 2.800% 01/04/2031 USD 100,000 68 0.05 Cheniere Energy Partners LP 4.000% 01/03/2031 USD 100,000 73 0.05 Chevron Phillips Chemical Co. LLC/Chevron Phillips Chemical Co. LP 4.750% 15/05/2030 USD 90,000 68 0.05 Chevron USA, Inc. 3.850% 15/01/2028 USD 100,000 75 0.05 Chevron USA, Inc. 4.475% 26/02/2028 USD 100,000 76 0.06 Chubb INA Holdings LLC 1.375% 15/09/2030 USD 100,000 66 0.05
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
35
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Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) Chubb INA Holdings LLC 1.550% 15/03/2028 EUR 100,000 84 0.06 Cigna Group 2.375% 15/03/2031 USD 100,000 68 0.05 Cigna Group 4.375% 15/10/2028 USD 100,000 75 0.05 Cincinnati Financial Corp. 6.920% 15/05/2028 USD 70,000 55 0.04 Cisco Systems, Inc. 4.850% 26/02/2029 USD 140,000 107 0.08 Citadel Finance LLC 5.900% 10/02/2030 USD 50,000 38 0.03 Citibank NA 4.838% 06/08/2029 USD 30,000 23 0.02 Citibank NA 4.846% 18/06/2032 USD 100,000 76 0.06 Citigroup, Inc. 1.625% 21/03/2028 EUR 100,000 84 0.06 Citigroup, Inc. 2.561% 01/05/2032 USD 100,000 68 0.05 Citigroup, Inc. 2.928% 22/10/2030 EUR 100,000 85 0.06 Citigroup, Inc. 3.520% 27/10/2028 USD 100,000 75 0.05 Citigroup, Inc. 3.668% 24/07/2028 USD 80,000 60 0.04 Citigroup, Inc. 3.980% 20/03/2030 USD 100,000 74 0.05 Citigroup, Inc. 4.125% 25/07/2028 USD 60,000 45 0.03 Citigroup, Inc. 4.412% 31/03/2031 USD 210,000 157 0.11 Citigroup, Inc. 4.952% 07/05/2031 USD 180,000 137 0.10 Citigroup, Inc. 5.174% 13/02/2030 USD 140,000 107 0.08 Citigroup, Inc. 5.592% 19/11/2034 USD 100,000 77 0.06 Citizens Financial Group, Inc. 3.250% 30/04/2030 USD 100,000 72 0.05 Citizens Financial Group, Inc. 5.299% 29/01/2036 USD 100,000 75 0.05 Cleveland Electric Illuminating Co. 3.500% 01/04/2028 USD 50,000 37 0.03 Clorox Co. 4.400% 01/05/2029 USD 100,000 75 0.05 CNA Financial Corp. 3.450% 15/08/2027 USD 100,000 75 0.05 CNH Industrial Capital LLC 4.550% 10/04/2028 USD 80,000 60 0.04 CNH Industrial Capital LLC 4.950% 25/06/2031 USD 100,000 76 0.06 CNO Global Funding 4.875% 10/12/2027 USD 100,000 76 0.06 Coca-Cola Co. 0.125% 15/03/2029 EUR 100,000 80 0.06 Coca-Cola Co. 1.000% 15/03/2028 USD 50,000 36 0.03 Coca-Cola Co. 1.450% 01/06/2027 USD 40,000 29 0.02 Coca-Cola Co. 2.125% 06/09/2029 USD 50,000 35 0.03 Coca-Cola Co. 3.450% 25/03/2030 USD 20,000 15 0.01 Coca-Cola Consolidated, Inc. 5.250% 01/06/2029 USD 80,000 62 0.04
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
36
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Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) Comcast Corp. 1.500% 15/02/2031 USD 100,000 66 0.05 Comcast Corp. 1.950% 15/01/2031 USD 100,000 67 0.05 Conagra Brands, Inc. 1.375% 01/11/2027 USD 100,000 72 0.05 Concentrix Corp. 6.600% 02/08/2028 USD 50,000 38 0.03 ConocoPhillips Co. 4.700% 15/01/2030 USD 100,000 76 0.06 Constellation Brands, Inc. 3.150% 01/08/2029 USD 100,000 72 0.05 Constellation Brands, Inc. 3.600% 15/02/2028 USD 50,000 37 0.03 Constellation Energy Generation LLC 5.600% 01/03/2028 USD 100,000 77 0.06 Consumers Energy Co. 4.600% 30/05/2029 USD 100,000 76 0.06 Cooperatieve Rabobank UA 4.494% 17/10/2029 USD 100,000 76 0.06 Corebridge Global Funding 4.250% 21/08/2028 USD 170,000 127 0.09 Corebridge Global Funding 5.200% 24/06/2029 USD 100,000 76 0.06 Costco Wholesale Corp. 1.600% 20/04/2030 USD 100,000 68 0.05 Cox Communications, Inc. 1.800% 01/10/2030 USD 120,000 79 0.06 Crown Castle, Inc. 2.250% 15/01/2031 USD 100,000 67 0.05 Crown Castle, Inc. 4.900% 01/09/2029 USD 50,000 38 0.03 Crown Castle, Inc. 5.000% 11/01/2028 USD 50,000 38 0.03 CSX Corp. 3.250% 01/06/2027 USD 120,000 90 0.07 CVS Health Corp. 1.300% 21/08/2027 USD 90,000 66 0.05 CVS Health Corp. 1.875% 28/02/2031 USD 100,000 66 0.05 CVS Health Corp. 5.400% 01/06/2029 USD 100,000 77 0.06 CVS Health Corp. 6.250% 01/06/2027 USD 160,000 123 0.09 Daimler Truck Finance North America LLC 4.150% 12/01/2029 USD 50,000 37 0.03 Daimler Truck Finance North America LLC 4.950% 13/01/2028 USD 50,000 38 0.03 Daimler Truck Finance North America LLC 5.400% 20/09/2028 USD 100,000 77 0.06 Dell International LLC/EMC Corp. 4.500% 15/02/2031 USD 100,000 75 0.05 Dell International LLC/EMC Corp. 5.250% 01/02/2028 USD 70,000 53 0.04 Dell International LLC/EMC Corp. 5.300% 01/10/2029 USD 100,000 77 0.06 Delta Air Lines, Inc. 4.950% 10/07/2028 USD 100,000 76 0.06 Delta Air Lines, Inc./SkyMiles IP Ltd. 4.750% 20/10/2028 USD 83,333 63 0.05 Deutsche Bank AG 5.060% 14/04/2032 USD 100,000 76 0.06 Deutsche Bank AG 5.297% 09/05/2031 USD 80,000 61 0.04 Deutsche Bank AG 5.882% 08/07/2031 USD 40,000 31 0.02
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
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Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) Deutsche Bank AG 6.819% 20/11/2029 USD 100,000 79 0.06 Digital Realty Trust LP 4.450% 15/07/2028 USD 50,000 38 0.03 Digital Realty Trust LP 5.550% 15/01/2028 USD 100,000 77 0.06 Dollar Tree, Inc. 4.200% 15/05/2028 USD 100,000 75 0.05 Dominion Energy, Inc. 3.375% 01/04/2030 USD 100,000 72 0.05 Dominion Energy, Inc. 6.875% 01/02/2055 USD 35,000 27 0.02 Dow Chemical Co. 4.800% 15/01/2031 USD 100,000 75 0.05 Dr. Horton, Inc. 1.400% 15/10/2027 USD 90,000 65 0.05 Drawbridge Special Opportunities Fund LP/Drawbridge Special Opportunities Finance 5.950% 17/09/2030 USD 30,000 22 0.02 DTE Energy Co. 5.100% 01/03/2029 USD 50,000 38 0.03 DTE Energy Co. 5.200% 01/04/2030 USD 50,000 38 0.03 Duke Energy Ohio, Inc. 2.125% 01/06/2030 USD 100,000 69 0.05 DuPont de Nemours, Inc. 4.725% 15/11/2028 USD 100,000 76 0.06 East Ohio Gas Co. 2.000% 15/06/2030 USD 120,000 82 0.06 Eaton Corp. 4.200% 06/03/2031 USD 100,000 74 0.05 eBay, Inc. 2.600% 10/05/2031 USD 100,000 68 0.05 eBay, Inc. 3.600% 05/06/2027 USD 80,000 60 0.04 Ecolab, Inc. 4.600% 15/06/2029 USD 100,000 76 0.06 Edison International 4.800% 15/03/2031 USD 100,000 74 0.05 Elevance Health, Inc. 2.875% 15/09/2029 USD 100,000 72 0.05 Elevance Health, Inc. 4.101% 01/03/2028 USD 100,000 75 0.05 Eli Lilly & Co. 4.375% 20/05/2031 USD 100,000 75 0.05 Eli Lilly & Co. 4.750% 12/02/2030 USD 170,000 130 0.09 Empower Finance 2020 LP 1.776% 17/03/2031 USD 100,000 66 0.05 Enact Holdings, Inc. 6.250% 28/05/2029 USD 100,000 78 0.06 Energy Transfer LP 4.950% 15/06/2028 USD 100,000 76 0.06 Energy Transfer LP 5.250% 15/04/2029 USD 100,000 77 0.06 Energy Transfer LP 6.100% 01/12/2028 USD 100,000 78 0.06 Entegris, Inc. 4.750% 15/04/2029 USD 100,000 75 0.05 Entergy Arkansas LLC 4.000% 01/06/2028 USD 100,000 75 0.05 Entergy Corp. 1.900% 15/06/2028 USD 130,000 93 0.07 Enterprise Products Operating LLC 4.600% 15/01/2031 USD 100,000 76 0.06 EOG Resources, Inc. 4.400% 15/01/2031 USD 100,000 75 0.05
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
38
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Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) EQT Corp. 3.900% 01/10/2027 USD 130,000 97 0.07 Equinix Europe 2 Financing Corp. LLC 3.250% 15/03/2031 EUR 100,000 85 0.06 Equinix Europe 2 Financing Corp. LLC 4.600% 15/11/2030 USD 100,000 75 0.05 Equinix, Inc. 2.000% 15/05/2028 USD 50,000 36 0.03 Equitable America Global Funding 4.650% 09/06/2028 USD 100,000 75 0.05 Equitable America Global Funding 4.950% 09/06/2030 USD 100,000 76 0.06 ERAC USA Finance LLC 4.600% 01/05/2028 USD 70,000 53 0.04 Essential Utilities, Inc. 4.800% 15/08/2027 USD 90,000 68 0.05 Essex Portfolio LP 3.000% 15/01/2030 USD 100,000 71 0.05 Evergy Kansas Central, Inc. 4.700% 13/03/2028 USD 100,000 76 0.06 Eversource Energy 4.600% 01/07/2027 USD 40,000 30 0.02 Exelon Corp. 4.050% 15/04/2030 USD 130,000 96 0.07 Expedia Group, Inc. 4.625% 01/08/2027 USD 110,000 83 0.06 Extra Space Storage LP 4.000% 15/06/2029 USD 100,000 74 0.05 Exxon Mobil Corp. 3.482% 19/03/2030 USD 160,000 117 0.08 F&G Global Funding 4.650% 08/09/2028 USD 110,000 82 0.06 Federal Realty OP LP 5.375% 01/05/2028 USD 90,000 69 0.05 FedEx Corp. 4.250% 15/05/2030 USD 120,000 90 0.07 Fidelity National Information Services, Inc. 4.800% 10/03/2031 USD 100,000 75 0.05 Fifth Third Bancorp 4.000% 01/02/2029 USD 90,000 67 0.05 Fifth Third Bancorp 6.339% 27/07/2029 USD 100,000 78 0.06 First Citizens BancShares, Inc. 5.231% 12/03/2031 USD 40,000 30 0.02 First Citizens BancShares, Inc. 5.600% 05/09/2035 USD 50,000 37 0.03 Fiserv, Inc. 4.750% 15/03/2030 USD 140,000 105 0.08 Flex Ltd. 4.875% 15/06/2029 USD 90,000 68 0.05 Ford Motor Credit Co. LLC 4.066% 21/08/2030 EUR 100,000 87 0.06 Ford Motor Credit Co. LLC 4.970% 06/04/2029 USD 200,000 150 0.11 Ford Motor Credit Co. LLC 5.420% 09/04/2031 USD 100,000 75 0.05 Ford Motor Credit Co. LLC 5.730% 05/09/2030 USD 90,000 69 0.05 Ford Motor Credit Co. LLC 5.800% 08/03/2029 USD 50,000 38 0.03 Ford Motor Credit Co. LLC 5.918% 20/03/2028 USD 50,000 38 0.03 Ford Motor Credit Co. LLC 7.350% 04/11/2027 USD 100,000 78 0.06 Fortitude Group Holdings LLC 6.250% 01/04/2030 USD 25,000 19 0.01
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
39
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Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) Foundry JV Holdco LLC 5.900% 25/01/2030 USD 50,000 39 0.03 Fox Corp. 4.709% 25/01/2029 USD 100,000 76 0.06 Freeport-McMoRan, Inc. 4.250% 01/03/2030 USD 100,000 74 0.05 GA Global Funding Trust 4.400% 23/09/2027 USD 120,000 90 0.07 GATX Corp. 4.000% 30/06/2030 USD 100,000 74 0.05 GE HealthCare Technologies, Inc. 4.800% 14/08/2029 USD 100,000 76 0.06 General Electric Co. 4.300% 29/07/2030 USD 70,000 53 0.04 General Mills, Inc. 4.200% 17/04/2028 USD 100,000 75 0.05 General Motors Financial Co., Inc. 2.350% 08/01/2031 USD 100,000 68 0.05 General Motors Financial Co., Inc. 4.000% 10/07/2030 EUR 100,000 88 0.06 General Motors Financial Co., Inc. 4.200% 27/10/2028 USD 100,000 75 0.05 General Motors Financial Co., Inc. 4.300% 06/04/2029 USD 100,000 75 0.05 General Motors Financial Co., Inc. 4.750% 06/04/2029 USD 100,000 76 0.06 General Motors Financial Co., Inc. 5.800% 23/06/2028 USD 170,000 131 0.09 General Motors Financial Co., Inc. 5.800% 07/01/2029 USD 60,000 46 0.03 Genuine Parts Co. 6.500% 01/11/2028 USD 80,000 62 0.04 Georgia Power Co. 2.650% 15/09/2029 USD 100,000 71 0.05 Georgia Power Co. 4.850% 15/03/2031 USD 100,000 76 0.06 Georgia-Pacific LLC 7.750% 15/11/2029 USD 90,000 75 0.05 Gilead Sciences, Inc. 1.650% 01/10/2030 USD 130,000 87 0.06 GlaxoSmithKline Capital, Inc. 3.875% 15/05/2028 USD 100,000 75 0.05 Glencore Funding LLC 2.500% 01/09/2030 USD 80,000 55 0.04 Glencore Funding LLC 5.371% 04/04/2029 USD 50,000 38 0.03 Global Net Lease, Inc. 4.500% 30/09/2028 USD 50,000 37 0.03 Global Payments, Inc. 3.200% 15/08/2029 USD 130,000 93 0.07 Global Payments, Inc. 4.875% 15/11/2030 USD 70,000 52 0.04 GLP Capital LP/GLP Financing II, Inc. 4.000% 15/01/2030 USD 100,000 73 0.05 Goldman Sachs Group, Inc. 0.875% 21/01/2030 EUR 100,000 80 0.06 Goldman Sachs Group, Inc. 1.250% 07/02/2029 EUR 100,000 82 0.06 Goldman Sachs Group, Inc. 1.992% 27/01/2032 USD 100,000 67 0.05 Goldman Sachs Group, Inc. 2.000% 22/03/2028 EUR 100,000 85 0.06 Goldman Sachs Group, Inc. 3.125% 25/07/2029 GBP 100,000 95 0.07 Goldman Sachs Group, Inc. 3.814% 23/04/2029 USD 90,000 67 0.05
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
40
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Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) Goldman Sachs Group, Inc. 4.153% 21/10/2029 USD 100,000 75 0.05 Goldman Sachs Group, Inc. 4.188% 22/04/2036 EUR 100,000 87 0.06 Goldman Sachs Group, Inc. 4.516% 21/01/2032 USD 100,000 74 0.05 Goldman Sachs Group, Inc. 4.692% 23/10/2030 USD 180,000 136 0.10 Goldman Sachs Group, Inc. 5.049% 23/07/2030 USD 190,000 145 0.10 Goldman Sachs Group, Inc. 5.727% 25/04/2030 USD 100,000 77 0.06 Goldman Sachs Group, Inc. 6.484% 24/10/2029 USD 100,000 78 0.06 Goldman Sachs Private Credit Corp. 6.250% 06/05/2030 USD 40,000 31 0.02 Golub Capital Private Credit Fund 5.450% 15/08/2028 USD 80,000 60 0.04 GXO Logistics, Inc. 6.250% 06/05/2029 USD 70,000 55 0.04 Haleon U.S. Capital LLC 3.375% 24/03/2029 USD 90,000 66 0.05 Hanwha Energy USA Holdings Corp. 4.375% 02/07/2028 USD 70,000 53 0.04 Hanwha Futureproof Corp. 4.750% 30/04/2028 USD 100,000 76 0.05 Hanwha Q Cells Americas Holdings Corp. 5.000% 27/07/2028 USD 100,000 76 0.06 HCA, Inc. 5.200% 01/06/2028 USD 50,000 38 0.03 HCA, Inc. 5.250% 01/03/2030 USD 160,000 123 0.09 HCA, Inc. 5.625% 01/09/2028 USD 100,000 77 0.06 Health Care Service Corp. A Mutual Legal Reserve Co. 5.200% 15/06/2029 USD 50,000 38 0.03 Healthcare Realty Holdings LP 2.000% 15/03/2031 USD 100,000 66 0.05 Healthpeak OP LLC 2.875% 15/01/2031 USD 100,000 70 0.05 Hewlett Packard Enterprise Co. 4.400% 25/09/2027 USD 140,000 106 0.08 HF Sinclair Corp. 4.500% 01/10/2030 USD 40,000 30 0.02 Home Depot, Inc. 1.375% 15/03/2031 USD 100,000 66 0.05 Home Depot, Inc. 4.900% 15/04/2029 USD 60,000 46 0.03 Honeywell Aerospace, Inc. 4.300% 16/03/2031 USD 100,000 75 0.05 Howmet Aerospace, Inc. 3.750% 03/03/2028 USD 100,000 75 0.05 HPS Corporate Lending Fund 4.900% 11/09/2028 USD 90,000 67 0.05 Humana, Inc. 5.375% 15/04/2031 USD 100,000 77 0.06 Huntington Bancshares, Inc. 2.550% 04/02/2030 USD 100,000 70 0.05 Huntington Ingalls Industries, Inc. 5.353% 15/01/2030 USD 90,000 69 0.05 Hyatt Hotels Corp. 5.250% 30/06/2029 USD 100,000 77 0.06 Hyundai Capital America 4.250% 18/09/2028 USD 170,000 127 0.09 Hyundai Capital America 4.250% 08/01/2029 USD 200,000 149 0.11
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
41
Page 44
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) Hyundai Capital America 4.500% 18/09/2030 USD 40,000 30 0.02 Hyundai Capital America 4.900% 23/06/2028 USD 80,000 61 0.04 Hyundai Capital America 6.375% 08/04/2030 USD 100,000 79 0.06 IHG Finance LLC 4.375% 28/11/2029 EUR 100,000 89 0.06 Ingersoll Rand, Inc. 5.400% 14/08/2028 USD 100,000 77 0.06 Intel Corp. 4.875% 10/02/2028 USD 180,000 137 0.10 Intel Corp. 5.000% 21/02/2031 USD 100,000 76 0.06 Intel Corp. 5.125% 10/02/2030 USD 100,000 77 0.06 Inter-American Development Bank 1.125% 20/07/2028 USD 100,000 71 0.05 Inter-American Development Bank 2.125% 15/12/2028 GBP 70,000 67 0.05 Inter-American Development Bank 3.875% 15/02/2029 GBP 100,000 99 0.07 Inter-American Development Bank 4.000% 12/01/2028 USD 150,000 113 0.08 Inter-American Development Bank 4.125% 15/02/2029 USD 100,000 76 0.06 Inter-American Development Bank 4.500% 15/02/2030 USD 250,000 191 0.14 Inter-American Development Bank 4.800% 22/01/2030 USD 100,000 76 0.06 Inter-American Investment Corp. 3.125% 07/06/2030 EUR 100,000 87 0.06 Inter-American Investment Corp. 4.125% 15/02/2028 USD 100,000 75 0.05 Intercontinental Exchange, Inc. 4.200% 15/03/2031 USD 100,000 74 0.05 International Bank for Reconstruction & Development 0.010% 21/02/2030 EUR 200,000 156 0.11 International Bank for Reconstruction & Development 0.750% 24/11/2027 USD 100,000 72 0.05 International Bank for Reconstruction & Development 0.750% 26/08/2030 USD 100,000 66 0.05 International Bank for Reconstruction & Development 0.875% 14/05/2030 USD 100,000 67 0.05 International Bank for Reconstruction & Development 1.000% 21/12/2029 GBP 120,000 108 0.08 International Bank for Reconstruction & Development 1.125% 13/09/2028 USD 100,000 71 0.05 International Bank for Reconstruction & Development 1.250% 10/02/2031 USD 100,000 66 0.05 International Bank for Reconstruction & Development 1.375% 20/04/2028 USD 100,000 72 0.05 International Bank for Reconstruction & Development 1.750% 23/10/2029 USD 100,000 70 0.05
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
42
Page 45
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) International Bank for Reconstruction & Development 3.125% 15/06/2027 USD 100,000 75 0.05 International Bank for Reconstruction & Development 3.500% 12/07/2028 USD 100,000 75 0.05 International Bank for Reconstruction & Development 3.625% 05/05/2028 USD 100,000 75 0.05 International Bank for Reconstruction & Development 3.625% 21/09/2029 USD 100,000 74 0.05 International Bank for Reconstruction & Development 3.875% 02/10/2028 GBP 100,000 99 0.07 International Bank for Reconstruction & Development 3.875% 14/02/2030 USD 220,000 165 0.12 International Bank for Reconstruction & Development 4.000% 25/07/2030 USD 100,000 75 0.05 International Bank for Reconstruction & Development 4.125% 20/03/2030 USD 200,000 151 0.11 International Bank for Reconstruction & Development 4.500% 10/04/2031 USD 100,000 77 0.06 International Bank for Reconstruction & Development 4.625% 01/08/2028 USD 150,000 114 0.08 International Business Machines Corp. 0.300% 11/02/2028 EUR 100,000 83 0.06 International Business Machines Corp. 3.625% 06/02/2031 EUR 100,000 87 0.06 International Business Machines Corp. 4.300% 03/02/2031 USD 50,000 37 0.03 International Business Machines Corp. 4.500% 06/02/2028 USD 100,000 76 0.06 International Business Machines Corp. 4.650% 10/02/2028 USD 100,000 76 0.06 International Development Association 4.000% 11/06/2030 USD 100,000 75 0.05 International Development Association 4.125% 22/10/2030 GBP 100,000 99 0.07 International Development Association 4.375% 27/11/2029 USD 100,000 76 0.06 International Finance Corp. 3.875% 02/07/2030 USD 70,000 52 0.04 International Finance Corp. 4.000% 05/12/2029 GBP 100,000 99 0.07 International Finance Corp. 4.500% 21/01/2028 USD 100,000 76 0.06 International Finance Corp. 4.500% 13/07/2028 USD 100,000 76 0.06 International Flavors & Fragrances, Inc. 1.832% 15/10/2027 USD 100,000 73 0.05 Invitation Homes Operating Partnership LP 2.300% 15/11/2028 USD 100,000 72 0.05 IQVIA, Inc. 6.250% 01/02/2029 USD 90,000 70 0.05 ITC Holdings Corp. 4.950% 22/09/2027 USD 100,000 76 0.06 Jackson National Life Global Funding 4.550% 09/09/2030 USD 50,000 37 0.03
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
43
Page 46
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) Jackson National Life Global Funding 5.550% 02/07/2027 USD 80,000 61 0.04 Jefferies Financial Group, Inc. 6.450% 08/06/2027 USD 110,000 84 0.06 Jersey Central Power & Light Co. 4.150% 15/01/2029 USD 150,000 112 0.08 JH North America Holdings, Inc. 5.875% 31/01/2031 USD 100,000 76 0.06 John Deere Capital Corp. 4.150% 15/09/2027 USD 50,000 38 0.03 John Deere Capital Corp. 4.200% 15/07/2027 USD 50,000 38 0.03 John Deere Capital Corp. 4.375% 15/10/2030 USD 100,000 75 0.05 John Deere Capital Corp. 4.500% 16/01/2029 USD 50,000 38 0.03 John Deere Capital Corp. 4.550% 05/06/2030 USD 100,000 76 0.06 John Deere Capital Corp. 4.700% 10/06/2030 USD 50,000 38 0.03 John Deere Capital Corp. 4.750% 20/01/2028 USD 30,000 23 0.02 John Deere Capital Corp. 4.950% 14/07/2028 USD 40,000 31 0.02 Johnson & Johnson 2.700% 26/02/2029 EUR 100,000 86 0.06 Johnson & Johnson 4.700% 01/03/2030 USD 100,000 77 0.06 Johnson Controls International PLC/Tyco Fire & Security Finance SCA 1.750% 15/09/2030 USD 120,000 81 0.06 Jones Lang LaSalle, Inc. 6.875% 01/12/2028 USD 50,000 40 0.03 JPMorgan Chase & Co. 1.764% 19/11/2031 USD 50,000 33 0.02 JPMorgan Chase & Co. 2.522% 22/04/2031 USD 50,000 35 0.03 JPMorgan Chase & Co. 2.580% 22/04/2032 USD 100,000 68 0.05 JPMorgan Chase & Co. 2.739% 15/10/2030 USD 100,000 71 0.05 JPMorgan Chase & Co. 2.875% 24/05/2028 EUR 100,000 86 0.06 JPMorgan Chase & Co. 2.956% 13/05/2031 USD 30,000 21 0.02 JPMorgan Chase & Co. 3.136% 18/02/2032 EUR 100,000 85 0.06 JPMorgan Chase & Co. 4.005% 23/04/2029 USD 75,000 56 0.04 JPMorgan Chase & Co. 4.347% 22/01/2032 USD 100,000 74 0.05 JPMorgan Chase & Co. 4.452% 05/12/2029 USD 100,000 75 0.05 JPMorgan Chase & Co. 4.457% 13/11/2031 EUR 100,000 90 0.07 JPMorgan Chase & Co. 4.493% 24/03/2031 USD 70,000 53 0.04 JPMorgan Chase & Co. 4.505% 22/10/2028 USD 180,000 136 0.10 JPMorgan Chase & Co. 4.622% 23/04/2032 USD 100,000 75 0.05 JPMorgan Chase & Co. 4.979% 22/07/2028 USD 180,000 137 0.10 JPMorgan Chase & Co. 4.995% 22/07/2030 USD 100,000 76 0.06 JPMorgan Chase & Co. 5.012% 23/01/2030 USD 100,000 76 0.06
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
44
Page 47
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) JPMorgan Chase & Co. 5.299% 24/07/2029 USD 100,000 77 0.06 JPMorgan Chase & Co. 5.581% 22/04/2030 USD 100,000 77 0.06 JPMorgan Chase & Co. 6.087% 23/10/2029 USD 100,000 78 0.06 JPMorgan Chase & Co. 8.750% 01/09/2030 USD 100,000 87 0.06 Kenvue, Inc. 5.000% 22/03/2030 USD 100,000 77 0.06 Keurig Dr. Pepper, Inc. 5.050% 15/03/2029 USD 100,000 76 0.06 KeyCorp 4.100% 30/04/2028 USD 100,000 75 0.05 Keysight Technologies, Inc. 5.350% 30/07/2030 USD 70,000 54 0.04 Kinder Morgan, Inc. 5.100% 01/08/2029 USD 100,000 77 0.06 KLA Corp. 4.100% 15/03/2029 USD 80,000 60 0.04 Komatsu Finance America, Inc. 4.196% 18/09/2030 USD 70,000 52 0.04 Kraft Heinz Foods Co. 2.250% 25/05/2028 EUR 100,000 85 0.06 Kroger Co. 2.200% 01/05/2030 USD 70,000 48 0.03 Lam Research Corp. 1.900% 15/06/2030 USD 100,000 69 0.05 Las Vegas Sands Corp. 5.900% 01/06/2027 USD 110,000 84 0.06 Lear Corp. 4.250% 15/05/2029 USD 50,000 37 0.03 Leidos, Inc. 4.375% 15/05/2030 USD 100,000 74 0.05 Leland Stanford Junior University 4.146% 01/08/2030 USD 100,000 75 0.05 Lennar Corp. 5.200% 30/07/2030 USD 50,000 38 0.03 Lincoln National Corp. 2.330% 15/08/2030 USD 70,000 48 0.03 Lincoln National Corp. 3.400% 15/01/2031 USD 100,000 71 0.05 Linde PLC 3.000% 14/02/2028 EUR 100,000 86 0.06 Linde PLC 3.375% 12/06/2029 EUR 100,000 87 0.06 Lockheed Martin Corp. 4.450% 15/05/2028 USD 100,000 76 0.06 Lowe's Cos., Inc. 3.950% 15/10/2027 USD 100,000 75 0.05 Lowe's Cos., Inc. 4.250% 15/03/2031 USD 100,000 74 0.05 Lseg U.S. Fin Corp. 4.250% 23/03/2029 USD 100,000 75 0.05 M&T Bank Corp. 4.553% 16/08/2028 USD 50,000 38 0.03 M&T Bank Corp. 5.400% 30/07/2035 USD 20,000 15 0.01 M&T Bank Corp. 6.082% 13/03/2032 USD 100,000 79 0.06 ManpowerGroup, Inc. 3.750% 13/12/2030 EUR 100,000 86 0.06 Manufacturers & Traders Trust Co. 4.762% 06/07/2028 USD 100,000 76 0.06 Markel Group, Inc. 3.350% 17/09/2029 USD 80,000 58 0.04
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
45
Page 48
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) Marriott International, Inc. 4.900% 15/04/2029 USD 50,000 38 0.03 Marriott International, Inc. 5.000% 15/10/2027 USD 100,000 76 0.06 Mars, Inc. 4.550% 20/04/2028 USD 100,000 76 0.06 Mars, Inc. 4.800% 01/03/2030 USD 120,000 91 0.07 Marsh & McLennan Cos., Inc. 4.375% 15/03/2029 USD 100,000 75 0.05 Martin Marietta Materials, Inc. 2.500% 15/03/2030 USD 90,000 63 0.05 Marvell Technology, Inc. 2.450% 15/04/2028 USD 100,000 73 0.05 Massachusetts Electric Co. 1.729% 24/11/2030 USD 100,000 66 0.05 MassMutual Global Funding II 3.750% 19/01/2030 EUR 100,000 87 0.06 MassMutual Global Funding II 4.000% 22/01/2029 USD 100,000 75 0.05 MasTec, Inc. 5.900% 15/06/2029 USD 100,000 78 0.06 Mastercard, Inc. 1.000% 22/02/2029 EUR 100,000 82 0.06 Mastercard, Inc. 4.550% 15/03/2028 USD 100,000 76 0.05 Mattel, Inc. 3.750% 01/04/2029 USD 90,000 66 0.05 McCormick & Co., Inc. 4.150% 15/02/2029 USD 100,000 75 0.05 McDonald's Corp. 4.000% 07/03/2030 EUR 100,000 89 0.06 McDonald's Corp. 5.000% 17/05/2029 USD 100,000 77 0.06 McKesson Corp. 4.250% 15/09/2029 USD 100,000 75 0.05 Medline Borrower LP 3.875% 01/04/2029 USD 100,000 73 0.05 Mercedes-Benz Finance North America LLC 3.100% 15/08/2029 USD 50,000 36 0.03 Mercedes-Benz Finance North America LLC 4.750% 01/08/2027 USD 100,000 76 0.05 Mercedes-Benz Finance North America LLC 4.800% 30/03/2028 USD 50,000 38 0.03 Mercedes-Benz Finance North America LLC 8.500% 18/01/2031 USD 100,000 87 0.06 Merck & Co., Inc. 4.300% 17/05/2030 USD 160,000 120 0.09 Merck & Co., Inc. 4.650% 22/05/2031 USD 100,000 76 0.05 Meta Platforms, Inc. 4.200% 15/11/2030 USD 200,000 149 0.11 Meta Platforms, Inc. 4.600% 15/05/2028 USD 80,000 61 0.04 Meta Platforms, Inc. 4.800% 15/05/2030 USD 70,000 54 0.04 Metropolitan Life Global Funding I 0.625% 08/12/2027 GBP 100,000 95 0.07 Metropolitan Life Global Funding I 1.550% 07/01/2031 USD 100,000 66 0.05 Metropolitan Life Global Funding I 5.050% 11/06/2027 USD 30,000 23 0.02 Metropolitan Life Global Funding I 5.400% 12/09/2028 USD 100,000 77 0.06 Microchip Technology, Inc. 4.900% 15/03/2028 USD 100,000 76 0.05
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
46
Page 49
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) Midwest Connector Capital Co. LLC 4.625% 01/04/2029 USD 100,000 75 0.05 MMS USA Holdings, Inc. 1.750% 13/06/2031 EUR 100,000 80 0.06 Morgan Stanley 0.497% 07/02/2031 EUR 100,000 78 0.06 Morgan Stanley 2.699% 22/01/2031 USD 220,000 155 0.11 Morgan Stanley 2.950% 07/05/2032 EUR 100,000 84 0.06 Morgan Stanley 3.149% 07/11/2031 EUR 100,000 85 0.06 Morgan Stanley 3.383% 23/01/2032 EUR 100,000 86 0.06 Morgan Stanley 4.356% 22/10/2031 USD 100,000 74 0.05 Morgan Stanley 4.431% 23/01/2030 USD 200,000 150 0.11 Morgan Stanley 4.654% 18/10/2030 USD 100,000 75 0.05 Morgan Stanley 4.656% 02/03/2029 EUR 100,000 88 0.06 Morgan Stanley 4.809% 16/04/2032 USD 100,000 75 0.05 Morgan Stanley 4.994% 12/04/2029 USD 100,000 76 0.05 Morgan Stanley 5.123% 01/02/2029 USD 190,000 145 0.10 Morgan Stanley 5.164% 20/04/2029 USD 130,000 99 0.07 Morgan Stanley 5.173% 16/01/2030 USD 100,000 76 0.06 Morgan Stanley Bank NA 4.788% 10/05/2030 USD 100,000 76 0.05 Morgan Stanley Bank NA 4.968% 14/07/2028 USD 100,000 76 0.06 Morgan Stanley Direct Lending Fund 6.150% 17/05/2029 USD 70,000 53 0.04 Morgan Stanley Private Bank NA 4.204% 17/11/2028 USD 100,000 75 0.05 Morgan Stanley Private Bank NA 4.465% 19/11/2031 USD 100,000 74 0.05 Morgan Stanley Private Bank NA 4.466% 06/07/2028 USD 100,000 76 0.05 Morgan Stanley Private Bank NA 4.734% 18/07/2031 USD 100,000 75 0.05 Motorola Solutions, Inc. 4.850% 15/08/2030 USD 100,000 76 0.05 MPLX LP 2.650% 15/08/2030 USD 100,000 70 0.05 MSCI, Inc. 3.625% 01/09/2030 USD 50,000 36 0.03 Mutual of Omaha Cos Global Funding 5.450% 12/12/2028 USD 100,000 77 0.06 Mylan, Inc. 4.550% 15/04/2028 USD 100,000 75 0.05 Nasdaq, Inc. 5.350% 28/06/2028 USD 100,000 77 0.06 National Australia Bank Ltd. 4.787% 10/01/2029 USD 100,000 76 0.05 National Rural Utilities Cooperative Finance Corp. 4.300% 10/12/2030 USD 100,000 75 0.05 National Rural Utilities Cooperative Finance Corp. 4.800% 15/03/2028 USD 80,000 61 0.04 National Securities Clearing Corp. 4.700% 09/06/2031 USD 100,000 76 0.05
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
47
Page 50
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) Nestle Capital Corp. 4.200% 18/03/2031 USD 100,000 75 0.05 Nestle Holdings, Inc. 1.500% 14/09/2028 USD 100,000 71 0.05 Nestle Holdings, Inc. 3.625% 24/09/2028 USD 100,000 74 0.05 Netflix, Inc. 5.875% 15/11/2028 USD 100,000 78 0.06 New York Life Global Funding 3.625% 09/01/2030 EUR 100,000 87 0.06 New York Life Global Funding 3.900% 01/10/2027 USD 100,000 75 0.05 New York Life Global Funding 4.850% 09/01/2028 USD 50,000 38 0.03 Newmont Corp./Newcrest Finance Pty. Ltd. 3.250% 13/05/2030 USD 80,000 58 0.04 NextEra Energy Capital Holdings, Inc. 2.750% 01/11/2029 USD 180,000 129 0.09 NextEra Energy Capital Holdings, Inc. 3.996% 15/05/2056 EUR 100,000 85 0.06 NextEra Energy Capital Holdings, Inc. 4.625% 15/07/2027 USD 100,000 76 0.05 NextEra Energy Capital Holdings, Inc. 4.800% 01/12/2077 USD 30,000 22 0.02 NextEra Energy Capital Holdings, Inc. 4.900% 28/02/2028 USD 100,000 76 0.05 NextEra Energy Capital Holdings, Inc. 6.375% 15/08/2055 USD 50,000 38 0.03 NiSource, Inc. 1.700% 15/02/2031 USD 100,000 66 0.05 NiSource, Inc. 6.950% 30/11/2054 USD 30,000 23 0.02 NNN REIT, Inc. 4.300% 15/10/2028 USD 100,000 75 0.05 Norfolk Southern Corp. 3.800% 01/08/2028 USD 100,000 75 0.05 Northern Trust Corp. 3.150% 03/05/2029 USD 100,000 73 0.05 Northwestern Mutual Global Funding 4.880% 12/12/2029 GBP 100,000 101 0.07 Northwestern Mutual Global Funding 4.960% 13/01/2030 USD 70,000 54 0.04 Novartis Capital Corp. 3.900% 05/11/2028 USD 100,000 75 0.05 Novartis Capital Corp. 4.100% 05/11/2030 USD 100,000 74 0.05 NSTAR Electric Co. 3.950% 01/04/2030 USD 100,000 74 0.05 Nucor Corp. 3.950% 01/05/2028 USD 100,000 75 0.05 Nuveen LLC 5.550% 15/01/2030 USD 90,000 69 0.05 NVIDIA Corp. 4.350% 15/06/2029 USD 100,000 75 0.05 NVIDIA Corp. 4.500% 15/06/2031 USD 100,000 76 0.05 Oaktree Strategic Credit Fund 8.400% 14/11/2028 USD 100,000 79 0.06 Occidental Petroleum Corp. 8.875% 15/07/2030 USD 100,000 85 0.06 OGE Energy Corp. 5.450% 15/05/2029 USD 100,000 77 0.06 Ohio Power Co. 2.600% 01/04/2030 USD 130,000 91 0.07 Omega Healthcare Investors, Inc. 5.200% 01/07/2030 USD 50,000 38 0.03
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
48
Page 51
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) Omnicom Group, Inc. 4.650% 01/10/2028 USD 100,000 76 0.05 Oncor Electric Delivery Co. LLC 4.650% 01/11/2029 USD 110,000 83 0.06 ONEOK, Inc. 5.625% 15/01/2028 USD 170,000 130 0.09 ONEOK, Inc. 5.800% 01/11/2030 USD 50,000 39 0.03 ONEOK, Inc. 6.500% 01/09/2030 USD 100,000 80 0.06 Oracle Corp. 2.875% 25/03/2031 USD 100,000 68 0.05 Oracle Corp. 2.950% 01/04/2030 USD 100,000 70 0.05 Oracle Corp. 4.450% 26/09/2030 USD 100,000 73 0.05 Oracle Corp. 4.500% 06/05/2028 USD 130,000 98 0.07 Oracle Corp. 4.950% 04/02/2031 USD 100,000 74 0.05 O'Reilly Automotive, Inc. 1.750% 15/03/2031 USD 50,000 33 0.02 Ovintiv, Inc. 8.125% 15/09/2030 USD 50,000 42 0.03 PACCAR Financial Corp. 4.550% 08/05/2030 USD 140,000 107 0.08 Pacific Gas & Electric Co. 2.500% 01/02/2031 USD 100,000 68 0.05 Pacific Gas & Electric Co. 3.250% 01/06/2031 USD 100,000 70 0.05 Pacific Life Global Funding II 1.450% 20/01/2028 USD 75,000 54 0.04 Pacific Life Global Funding II 4.375% 03/02/2031 USD 100,000 75 0.05 PacifiCorp 4.650% 15/04/2029 USD 100,000 75 0.05 Palomino Funding Trust I 7.233% 17/05/2028 USD 100,000 78 0.06 Parker-Hannifin Corp. 3.250% 14/06/2029 USD 100,000 73 0.05 Parker-Hannifin Corp. 4.500% 15/09/2029 USD 60,000 45 0.03 Paychex, Inc. 5.100% 15/04/2030 USD 80,000 61 0.04 Penske Truck Leasing Co. LP/PTL Finance Corp. 5.550% 01/05/2028 USD 100,000 77 0.06 Penske Truck Leasing Co. LP/PTL Finance Corp. 6.050% 01/08/2028 USD 40,000 31 0.02 PepsiCo, Inc. 0.875% 18/07/2028 EUR 100,000 83 0.06 PepsiCo, Inc. 1.400% 25/02/2031 USD 100,000 66 0.05 PepsiCo, Inc. 4.450% 07/02/2028 USD 100,000 76 0.05 PepsiCo, Inc. 4.450% 15/05/2028 USD 100,000 76 0.05 Pernod Ricard International Finance LLC 1.625% 01/04/2031 USD 100,000 66 0.05 Pfizer, Inc. 3.450% 15/03/2029 USD 100,000 74 0.05 Philip Morris International, Inc. 1.750% 01/11/2030 USD 70,000 47 0.03 Philip Morris International, Inc. 4.125% 28/04/2028 USD 100,000 75 0.05 Philip Morris International, Inc. 5.125% 13/02/2031 USD 100,000 77 0.06
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
49
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Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) Philip Morris International, Inc. 5.500% 07/09/2030 USD 50,000 39 0.03 Philip Morris International, Inc. 5.625% 17/11/2029 USD 170,000 133 0.10 Phillips 66 Co. 3.150% 15/12/2029 USD 100,000 72 0.05 Pinnacle Bank/Nashville TN 5.957% 15/01/2036 USD 50,000 38 0.03 Pioneer Natural Resources Co. 1.900% 15/08/2030 USD 100,000 68 0.05 PNC Financial Services Group, Inc. 3.450% 23/04/2029 USD 100,000 74 0.05 PNC Financial Services Group, Inc. 4.618% 26/10/2029 USD 100,000 75 0.05 PNC Financial Services Group, Inc. 5.354% 02/12/2028 USD 80,000 61 0.04 PNC Financial Services Group, Inc. 5.492% 14/05/2030 USD 120,000 93 0.07 PNC Financial Services Group, Inc. 5.582% 12/06/2029 USD 50,000 38 0.03 Pricoa Global Funding I 4.700% 28/05/2030 USD 100,000 76 0.05 Pricoa Global Funding I 5.000% 27/05/2031 USD 100,000 76 0.05 Principal Life Global Funding II 4.950% 27/11/2029 USD 200,000 152 0.11 Procter & Gamble Co. 4.050% 01/05/2030 USD 100,000 75 0.05 Progress Energy, Inc. 7.750% 01/03/2031 USD 100,000 85 0.06 Prologis Euro Finance LLC 0.375% 06/02/2028 EUR 100,000 83 0.06 Prologis LP 1.625% 15/03/2031 USD 100,000 66 0.05 Prologis Targeted U.S. Logistics Fund LP 5.250% 01/04/2029 USD 100,000 77 0.06 Protective Life Corp. 3.400% 15/01/2030 USD 140,000 101 0.07 Protective Life Global Funding 4.161% 15/01/2029 USD 100,000 75 0.05 Protective Life Global Funding 5.467% 08/12/2028 USD 50,000 38 0.03 Providence St. Joseph Health Obligated Group 2.532% 01/10/2029 USD 100,000 71 0.05 Public Service Co. of New Hampshire 4.400% 01/07/2028 USD 100,000 76 0.05 Public Service Enterprise Group, Inc. 5.875% 15/10/2028 USD 80,000 62 0.04 Public Storage Operating Co. 2.300% 01/05/2031 USD 100,000 68 0.05 QUALCOMM, Inc. 4.500% 20/05/2030 USD 80,000 61 0.04 Quanta Services, Inc. 4.750% 09/08/2027 USD 100,000 76 0.05 Realty Income Corp. 2.100% 15/03/2028 USD 30,000 22 0.02 Realty Income Corp. 3.250% 15/01/2031 USD 100,000 71 0.05 Realty Income Corp. 3.950% 01/02/2029 USD 100,000 75 0.05 Regal Rexnord Corp. 6.050% 15/04/2028 USD 100,000 77 0.06 Regeneron Pharmaceuticals, Inc. 1.750% 15/09/2030 USD 100,000 67 0.05 Regions Bank 4.755% 27/07/2029 USD 100,000 76 0.05
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
50
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Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) RELX Capital, Inc. 3.000% 22/05/2030 USD 100,000 71 0.05 RenaissanceRe Finance, Inc. 3.450% 01/07/2027 USD 80,000 60 0.04 Repsol E&P Capital Markets U.S. LLC 4.805% 16/09/2028 USD 90,000 68 0.05 Republic Services, Inc. 4.875% 01/04/2029 USD 100,000 76 0.06 RGA Global Funding 4.350% 25/08/2028 USD 100,000 75 0.05 Roche Holdings, Inc. 1.930% 13/12/2028 USD 150,000 107 0.08 Roche Holdings, Inc. 5.338% 13/11/2028 USD 80,000 62 0.04 Rochester Gas & Electric Corp. 3.100% 01/06/2027 USD 100,000 75 0.05 Roper Technologies, Inc. 1.750% 15/02/2031 USD 100,000 66 0.05 Roper Technologies, Inc. 4.500% 15/10/2029 USD 50,000 38 0.03 Ross Stores, Inc. 1.875% 15/04/2031 USD 100,000 67 0.05 Royalty Pharma PLC 1.750% 02/09/2027 USD 50,000 37 0.03 Royalty Pharma PLC 2.200% 02/09/2030 USD 30,000 21 0.02 RTX Corp. 6.000% 15/03/2031 USD 100,000 80 0.06 Ryder System, Inc. 4.850% 15/06/2030 USD 100,000 76 0.05 S&P Global, Inc. 4.250% 01/05/2029 USD 50,000 38 0.03 Sabine Pass Liquefaction LLC 4.500% 15/05/2030 USD 100,000 75 0.05 Salesforce, Inc. 1.500% 15/07/2028 USD 100,000 71 0.05 Santander Holdings USA, Inc. 5.353% 06/09/2030 USD 150,000 115 0.08 Schlumberger Holdings Corp. 5.000% 15/11/2029 USD 50,000 38 0.03 Sempra 3.250% 15/06/2027 USD 60,000 45 0.03 Sempra 3.700% 01/04/2029 USD 100,000 74 0.05 Sempra 6.375% 01/04/2056 USD 50,000 38 0.03 ServiceNow, Inc. 1.400% 01/09/2030 USD 100,000 66 0.05 Shell Finance U.S., Inc. 3.875% 13/11/2028 USD 180,000 135 0.10 Simon Property Group LP 4.300% 15/01/2031 USD 100,000 75 0.05 Sixth Street Lending Partners 6.125% 15/07/2030 USD 100,000 76 0.05 Smithfield Foods, Inc. 3.000% 15/10/2030 USD 100,000 70 0.05 Solventum Corp. 5.450% 13/03/2031 USD 100,000 78 0.06 Southern California Edison Co. 6.650% 01/04/2029 USD 40,000 31 0.02 Southwest Airlines Co. 2.625% 10/02/2030 USD 100,000 70 0.05 Southwest Airlines Co. 3.450% 16/11/2027 USD 60,000 45 0.03 SSM Health Care Corp. 3.823% 01/06/2027 USD 80,000 60 0.04
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
51
Page 54
Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) Starbucks Corp. 2.550% 15/11/2030 USD 100,000 69 0.05 Steel Dynamics, Inc. 4.000% 15/12/2028 USD 100,000 74 0.05 Stellantis Finance U.S., Inc. 5.750% 18/03/2030 USD 50,000 38 0.03 Stellantis Financial Services U.S. Corp. 5.400% 15/09/2030 USD 60,000 45 0.03 Store Capital LLC 5.400% 30/04/2030 USD 100,000 76 0.05 Stryker Corp. 3.375% 11/12/2028 EUR 100,000 87 0.06 Stryker Corp. 4.850% 08/12/2028 USD 100,000 76 0.06 Sumisho Air Lease Corp. 3.000% 01/02/2030 USD 100,000 71 0.05 Sumisho Air Lease Corp. 3.700% 15/04/2030 EUR 100,000 86 0.06 Syensqo Finance America LLC 5.650% 04/06/2029 USD 80,000 62 0.04 Synchrony Financial 5.935% 02/08/2030 USD 100,000 77 0.06 Sysco Corp. 5.950% 01/04/2030 USD 110,000 86 0.06 Tampa Electric Co. 2.400% 15/03/2031 USD 100,000 68 0.05 Tapestry, Inc. 5.100% 11/03/2030 USD 50,000 38 0.03 Targa Resources Corp. 4.350% 15/01/2029 USD 100,000 75 0.05 Targa Resources Corp. 4.900% 15/09/2030 USD 50,000 38 0.03 Target Corp. 2.350% 15/02/2030 USD 100,000 70 0.05 TD SYNNEX Corp. 4.300% 17/01/2029 USD 80,000 60 0.04 Texas Eastern Transmission LP 3.500% 15/01/2028 USD 100,000 74 0.05 Texas Instruments, Inc. 4.600% 15/02/2028 USD 100,000 76 0.05 Textron, Inc. 2.450% 15/03/2031 USD 100,000 68 0.05 Thermo Fisher Scientific, Inc. 2.600% 01/10/2029 USD 100,000 71 0.05 TJX Cos., Inc. 1.150% 15/05/2028 USD 90,000 64 0.05 T-Mobile USA, Inc. 2.550% 15/02/2031 USD 100,000 69 0.05 T-Mobile USA, Inc. 2.625% 15/02/2029 USD 100,000 72 0.05 T-Mobile USA, Inc. 3.500% 15/04/2031 USD 100,000 71 0.05 T-Mobile USA, Inc. 3.875% 15/04/2030 USD 60,000 44 0.03 Toyota Motor Credit Corp. 0.125% 05/11/2027 EUR 200,000 166 0.12 Toyota Motor Credit Corp. 4.350% 08/10/2027 USD 100,000 76 0.06 Toyota Motor Credit Corp. 4.550% 20/09/2027 USD 80,000 61 0.04 Toyota Motor Credit Corp. 4.550% 17/05/2030 USD 100,000 76 0.05 Toyota Motor Credit Corp. 4.550% 14/05/2031 USD 100,000 75 0.05 Trinity Capital, Inc. 7.000% 21/05/2031 USD 100,000 77 0.06
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
52
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Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) Truist Bank 4.136% 23/10/2029 USD 80,000 60 0.04 Truist Bank 4.144% 27/01/2029 USD 100,000 75 0.05 Truist Bank 4.420% 24/07/2028 USD 100,000 75 0.05 Truist Financial Corp. 3.875% 19/03/2029 USD 70,000 52 0.04 Truist Financial Corp. 7.161% 30/10/2029 USD 100,000 80 0.06 U.S. Bancorp 4.653% 01/02/2029 USD 50,000 38 0.03 U.S. Bancorp 5.046% 12/02/2031 USD 50,000 38 0.03 U.S. Bancorp 5.100% 23/07/2030 USD 70,000 54 0.04 U.S. Bancorp 5.384% 23/01/2030 USD 100,000 77 0.06 U.S. Bank NA 4.535% 20/05/2029 USD 100,000 75 0.05 Uber Technologies, Inc. 4.300% 15/01/2030 USD 100,000 75 0.05 UBS AG 4.302% 16/03/2029 USD 100,000 75 0.05 UBS AG 4.678% 29/11/2030 USD 100,000 76 0.05 Union Pacific Corp. 2.375% 20/05/2031 USD 100,000 68 0.05 United Parcel Service, Inc. 2.500% 01/09/2029 USD 100,000 71 0.05 UnitedHealth Group, Inc. 2.000% 15/05/2030 USD 70,000 48 0.03 UnitedHealth Group, Inc. 2.300% 15/05/2031 USD 100,000 68 0.05 UnitedHealth Group, Inc. 3.875% 15/12/2028 USD 100,000 75 0.05 Universal Health Services, Inc. 2.650% 15/10/2030 USD 100,000 68 0.05 USAA Capital Corp. 4.375% 01/06/2028 USD 100,000 75 0.05 Valero Energy Corp. 4.350% 01/06/2028 USD 20,000 15 0.01 Valero Energy Partners LP 4.500% 15/03/2028 USD 100,000 76 0.05 Ventas Realty LP 4.000% 01/03/2028 USD 100,000 75 0.05 Verizon Communications, Inc. 1.375% 02/11/2028 EUR 100,000 83 0.06 Verizon Communications, Inc. 1.750% 20/01/2031 USD 100,000 67 0.05 Verizon Communications, Inc. 1.875% 19/09/2030 GBP 100,000 89 0.06 Verizon Communications, Inc. 2.550% 21/03/2031 USD 100,000 69 0.05 Verizon Communications, Inc. 3.875% 08/02/2029 USD 100,000 75 0.05 Verizon Communications, Inc. 3.996% 15/06/2056 EUR 100,000 85 0.06 Verizon Communications, Inc. 4.329% 21/09/2028 USD 50,000 38 0.03 Viatris, Inc. 2.300% 22/06/2027 USD 50,000 37 0.03 VICI Properties LP 4.750% 01/04/2028 USD 80,000 60 0.04 VICI Properties LP/VICI Note Co., Inc. 4.125% 15/08/2030 USD 90,000 65 0.05
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
53
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Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) Viper Energy Partners LLC 4.900% 01/08/2030 USD 80,000 60 0.04 Virginia Electric & Power Co. 2.875% 15/07/2029 USD 50,000 36 0.03 Virginia Electric & Power Co. 3.800% 01/04/2028 USD 100,000 75 0.05 Visa, Inc. 2.050% 15/04/2030 USD 50,000 35 0.03 Visa, Inc. 2.750% 15/09/2027 USD 70,000 52 0.04 Vistra Operations Co. LLC 4.550% 30/10/2028 USD 100,000 75 0.05 VMware LLC 4.700% 15/05/2030 USD 100,000 76 0.06 Volkswagen Group of America Finance LLC 5.650% 12/09/2028 USD 50,000 38 0.03 Volkswagen Group of America Finance LLC 6.450% 16/11/2030 USD 70,000 56 0.04 Walmart, Inc. 7.550% 15/02/2030 USD 100,000 84 0.06 Walt Disney Co. 2.200% 13/01/2028 USD 100,000 73 0.05 Walt Disney Co. 2.650% 13/01/2031 USD 100,000 70 0.05 Waste Management, Inc. 3.875% 15/01/2029 USD 100,000 75 0.05 Webster Financial Corp. 4.100% 25/03/2029 USD 80,000 59 0.04 Weir Group, Inc. 5.350% 06/05/2030 USD 100,000 77 0.06 Wells Fargo & Co. 2.500% 02/05/2029 GBP 100,000 94 0.07 Wells Fargo & Co. 2.572% 11/02/2031 USD 100,000 70 0.05 Wells Fargo & Co. 2.766% 23/07/2029 EUR 100,000 85 0.06 Wells Fargo & Co. 4.078% 15/09/2029 USD 100,000 75 0.05 Wells Fargo & Co. 4.150% 24/01/2029 USD 100,000 75 0.05 Wells Fargo & Co. 4.577% 20/05/2029 USD 100,000 75 0.05 Wells Fargo & Co. 4.844% 20/05/2032 USD 100,000 76 0.05 Wells Fargo & Co. 4.970% 23/04/2029 USD 100,000 76 0.05 Wells Fargo & Co. 5.150% 23/04/2031 USD 80,000 61 0.04 Wells Fargo & Co. 5.198% 23/01/2030 USD 100,000 76 0.06 Wells Fargo & Co. 5.574% 25/07/2029 USD 100,000 77 0.06 Wells Fargo & Co. 6.303% 23/10/2029 USD 180,000 141 0.10 Welltower OP LLC 3.100% 15/01/2030 USD 130,000 94 0.07 Western Midstream Operating LP 4.800% 01/03/2031 USD 100,000 75 0.05 Western Midstream Operating LP 7.250% 01/04/2030 USD 100,000 79 0.06 Western-Southern Global Funding 4.500% 16/07/2028 USD 100,000 75 0.05 Westinghouse Air Brake Technologies Corp. 4.700% 15/09/2028 USD 100,000 76 0.06 Williams Cos., Inc. 2.600% 15/03/2031 USD 100,000 69 0.05
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
54
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Nominal
Market Value £'000
% of Total Net Assets
Corporate Bonds — 87.90% (continued)
United States — 41.43% (continued) Williams Cos., Inc. 4.900% 15/03/2029 USD 100,000 76 0.06 Wisconsin Electric Power Co. 5.000% 15/05/2029 USD 100,000 77 0.06 Workday, Inc. 3.700% 01/04/2029 USD 100,000 74 0.05 WP Carey, Inc. 4.650% 15/07/2030 USD 70,000 53 0.04 Xcel Energy, Inc. 3.400% 01/06/2030 USD 120,000 86 0.06 Xilinx, Inc. 2.375% 01/06/2030 USD 90,000 63 0.05 Zions Bancorp NA 4.483% 09/02/2029 USD 100,000 75 0.05
57,547 41.43
Venezuela — 0.26% Corp. Andina de Fomento 2.375% 13/07/2027 EUR 100,000 86 0.06 Corp. Andina de Fomento 4.125% 07/01/2028 USD 100,000 75 0.06 Corp. Andina de Fomento 4.375% 27/01/2031 GBP 100,000 99 0.07 Corp. Andina de Fomento 4.875% 30/01/2030 GBP 100,000 101 0.07
361 0.26
122,083 87.90
Government Bonds — 11.18%
Australia — 0.05% Export Finance & Insurance Corp. 4.625% 26/10/2027 USD 100,000 76 0.05
Bermuda — 0.05% Bermuda Government International Bonds 4.750% 15/02/2029 USD 90,000 68 0.05
Canada — 1.94% Canada Government International Bonds 3.750% 26/04/2028 USD 100,000 75 0.06 Canada Government International Bonds 4.000% 18/03/2030 USD 100,000 75 0.05 Canada Government International Bonds 4.250% 28/05/2031 USD 100,000 76 0.06 CDP Financial, Inc. 4.875% 05/06/2029 USD 100,000 77 0.06 CPPIB Capital, Inc. 3.625% 15/10/2028 USD 100,000 75 0.05
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
55
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Nominal
Market Value £'000
% of Total Net Assets
Government Bonds — 11.18% (continued)
Canada — 1.94% (continued) CPPIB Capital, Inc. 3.750% 08/10/2027 USD 20,000 15 0.01 CPPIB Capital, Inc. 3.875% 15/02/2031 USD 150,000 112 0.08 CPPIB Capital, Inc. 4.250% 20/07/2028 USD 100,000 76 0.06 Export Development Canada 2.625% 28/01/2031 EUR 100,000 85 0.06 Export Development Canada 2.750% 22/01/2030 EUR 100,000 86 0.06 Export Development Canada 3.750% 07/09/2027 USD 100,000 75 0.05 Export Development Canada 3.875% 14/02/2028 USD 100,000 75 0.05 Export Development Canada 4.000% 20/06/2030 USD 100,000 75 0.05 Export Development Canada 4.125% 13/02/2029 USD 60,000 45 0.03 Hydro-Quebec 8.500% 01/12/2029 USD 100,000 85 0.06 Ontario Teachers' Finance Trust 0.100% 19/05/2028 EUR 100,000 82 0.06 Ontario Teachers' Finance Trust 1.250% 27/09/2030 USD 100,000 67 0.05 Ontario Teachers' Finance Trust 4.250% 25/04/2028 USD 100,000 76 0.06 Province of Alberta 1.300% 22/07/2030 USD 80,000 54 0.04 Province of Alberta 3.300% 15/03/2028 USD 100,000 74 0.05 Province of British Columbia 3.900% 27/08/2030 USD 100,000 75 0.05 Province of British Columbia 4.050% 23/04/2031 USD 100,000 75 0.05 Province of British Columbia 4.800% 15/11/2028 USD 100,000 77 0.06 Province of British Columbia 4.900% 24/04/2029 USD 100,000 77 0.06 Province of Ontario 1.125% 07/10/2030 USD 210,000 140 0.10 Province of Ontario 3.700% 17/09/2029 USD 100,000 74 0.05 Province of Ontario 3.800% 29/01/2029 USD 100,000 75 0.05 Province of Ontario 4.050% 16/04/2031 USD 100,000 75 0.05 Province of Ontario 4.200% 18/01/2029 USD 100,000 75 0.05 Province of Quebec 0.250% 05/05/2031 EUR 100,000 76 0.06 Province of Quebec 1.350% 28/05/2030 USD 100,000 68 0.05 Province of Quebec 3.625% 13/04/2028 USD 70,000 52 0.04 Province of Quebec 3.875% 14/01/2031 USD 100,000 74 0.05 Province of Quebec 4.500% 03/04/2029 USD 100,000 76 0.06 Province of Saskatchewan 4.650% 28/01/2030 USD 100,000 77 0.06 PSP Capital, Inc. 3.750% 02/10/2029 USD 100,000 74 0.05
2,700 1.94
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
56
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Nominal
Market Value £'000
% of Total Net Assets
Government Bonds — 11.18% (continued)
Chile — 0.11% Chile Government International Bonds 1.440% 01/02/2029 EUR 100,000 83 0.06 Chile Government International Bonds 4.850% 22/01/2029 USD 100,000 76 0.05
159 0.11
China — 0.26% China Government International Bonds 1.200% 21/10/2030 USD 100,000 68 0.05 China Government International Bonds 2.375% 25/11/2029 EUR 100,000 86 0.06 China Government International Bonds 3.625% 13/11/2028 USD 175,000 131 0.09 China Government International Bonds 4.125% 20/11/2027 USD 100,000 76 0.06
361 0.26
Denmark — 0.23% Kommunekredit 0.010% 27/08/2030 EUR 120,000 92 0.07 Kommunekredit 0.010% 03/03/2031 EUR 100,000 76 0.05 Kommunekredit 5.125% 01/11/2027 USD 200,000 153 0.11
321 0.23
Finland — 0.29% Finland Government International Bonds 3.625% 04/11/2030 USD 100,000 74 0.05 Kuntarahoitus OYJ 3.250% 24/08/2027 USD 110,000 82 0.06 Kuntarahoitus OYJ 3.625% 06/10/2028 USD 200,000 150 0.11 Kuntarahoitus OYJ 4.375% 02/10/2028 GBP 100,000 100 0.07
406 0.29
France — 0.62% Agence Francaise de Developpement EPIC 4.500% 05/03/2029 USD 200,000 151 0.11 Caisse d'Amortissement de la Dette Sociale 1.375% 20/01/2031 USD 200,000 133 0.10 Caisse d'Amortissement de la Dette Sociale 3.750% 12/09/2027 USD 200,000 150 0.11 Caisse d'Amortissement de la Dette Sociale 4.000% 12/02/2031 USD 100,000 74 0.05 Caisse d'Amortissement de la Dette Sociale 4.250% 21/08/2029 USD 100,000 75 0.05
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
57
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Nominal
Market Value £'000
% of Total Net Assets
Government Bonds — 11.18% (continued)
France — 0.62% (continued) Caisse d'Amortissement de la Dette Sociale 4.500% 22/05/2029 USD 100,000 76 0.06 Caisse des Depots et Consignations 4.250% 28/02/2028 GBP 100,000 100 0.07 SNCF Reseau 5.250% 07/12/2028 GBP 100,000 102 0.07
861 0.62
Germany — 0.11% State of North Rhine-Westphalia 3.625% 16/01/2029 USD 200,000 149 0.11
Hong Kong — 0.14% Airport Authority 1.625% 04/02/2031 USD 100,000 67 0.05 Hong Kong Government International Bonds 4.125% 10/06/2030 USD 160,000 121 0.09
188 0.14
Hungary — 0.24% Hungary Government International Bonds 4.000% 25/07/2029 EUR 100,000 88 0.06 Hungary Government International Bonds 6.125% 22/05/2028 USD 200,000 155 0.11 MFB Magyar Fejlesztesi Bank Zrt 4.375% 27/06/2030 EUR 100,000 89 0.07
332 0.24
Iceland — 0.06% Iceland Government International Bonds 3.250% 27/05/2031 EUR 100,000 87 0.06
India — 0.05% Export-Import Bank of India 2.250% 13/01/2031 USD 100,000 68 0.05
Indonesia — 0.32% Indonesia Government International Bonds 3.750% 14/06/2028 EUR 100,000 87 0.06 Indonesia Government International Bonds 4.400% 10/03/2029 USD 100,000 75 0.05 Indonesia Government International Bonds 4.550% 11/01/2028 USD 180,000 136 0.10
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
58
Page 61
Nominal
Market Value £'000
% of Total Net Assets
Government Bonds — 11.18% (continued)
Indonesia — 0.32% (continued) Indonesia Government International Bonds 4.750% 11/02/2029 USD 100,000 76 0.05 Perusahaan Penerbit SBSN Indonesia III 5.100% 02/07/2029 USD 100,000 77 0.06
451 0.32
Israel — 0.10% Israel Government International Bonds 5.375% 12/03/2029 USD 180,000 138 0.10
Japan — 1.30% Development Bank of Japan, Inc. 3.250% 06/09/2028 USD 100,000 74 0.05 Development Bank of Japan, Inc. 3.500% 13/09/2027 EUR 100,000 87 0.06 Development Bank of Japan, Inc. 3.875% 28/08/2028 USD 100,000 75 0.05 Development Bank of Japan, Inc. 4.625% 10/04/2029 USD 100,000 76 0.06 Japan Bank for International Cooperation 1.875% 15/04/2031 USD 100,000 68 0.05 Japan Bank for International Cooperation 2.125% 16/02/2029 USD 100,000 72 0.05 Japan Bank for International Cooperation 2.625% 17/10/2030 EUR 100,000 85 0.06 Japan Bank for International Cooperation 3.875% 23/01/2031 USD 100,000 74 0.05 Japan Bank for International Cooperation 4.375% 05/10/2027 USD 130,000 98 0.07
Japan Government Ten Year Bonds 0.100% 20/12/2029
JPY 138,600,000 612 0.44
Japan Government Twenty Year Bonds 2.100% 20/12/2027
JPY 81,600,000 384 0.28 Japan International Cooperation Agency 4.000% 23/05/2028 USD 140,000 105 0.08
1,810 1.30
Kuwait — 0.11% Kuwait International Government Bonds 4.136% 09/10/2030 USD 200,000 148 0.11
Luxembourg — 0.97% Eagle Funding Luxco SARL 5.500% 17/08/2030 USD 300,000 228 0.16 European Financial Stability Facility 2.500% 15/12/2027 EUR 100,000 86 0.06 European Financial Stability Facility 2.500% 27/07/2028 EUR 100,000 86 0.06
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
59
Page 62
Nominal
Market Value £'000
% of Total Net Assets
Government Bonds — 11.18% (continued)
Luxembourg — 0.97% (continued) European Financial Stability Facility 2.625% 16/07/2029 EUR 100,000 86 0.06 European Financial Stability Facility 3.500% 11/04/2029 EUR 100,000 88 0.06 European Stability Mechanism 0.500% 05/03/2029 EUR 100,000 82 0.06 European Union 2.875% 06/12/2027 EUR 300,000 259 0.19 European Union 3.125% 04/12/2030 EUR 500,000 437 0.32
1,352 0.97
Mexico — 0.34% Mexico Government International Bonds 1.125% 17/01/2030 EUR 100,000 78 0.06 Mexico Government International Bonds 1.350% 18/09/2027 EUR 100,000 84 0.06 Mexico Government International Bonds 2.659% 24/05/2031 USD 100,000 67 0.05 Mexico Government International Bonds 3.875% 16/05/2031 EUR 100,000 86 0.06 Mexico Government International Bonds 5.000% 07/05/2029 USD 100,000 76 0.05 Mexico Government International Bonds 6.000% 13/05/2030 USD 100,000 78 0.06
469 0.34
Netherlands — 0.29% BNG Bank NV 4.375% 11/02/2028 USD 100,000 76 0.06 BNG Bank NV 4.750% 01/02/2030 USD 200,000 154 0.11 Nederlandse Waterschapsbank NV 3.875% 31/01/2029 GBP 100,000 99 0.07 Nederlandse Waterschapsbank NV 4.500% 16/01/2030 USD 100,000 76 0.05
405 0.29
Norway — 0.29% Kommunalbanken AS 3.750% 14/01/2031 USD 100,000 74 0.05 Kommunalbanken AS 4.125% 22/07/2027 GBP 100,000 100 0.07 Kommunalbanken AS 4.125% 03/06/2031 USD 100,000 76 0.05 Kommunalbanken AS 4.500% 15/01/2030 USD 100,000 76 0.06 Kommunalbanken AS 4.625% 10/09/2027 USD 100,000 76 0.06
402 0.29
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
60
Page 63
Nominal
Market Value £'000
% of Total Net Assets
Government Bonds — 11.18% (continued)
Oman — 0.11% Oman Government International Bonds 6.000% 01/08/2029 USD 200,000 156 0.11
Panama — 0.05% Panama Government International Bonds 8.875% 30/09/2027 USD 80,000 64 0.05
Peru — 0.07% Peru Government International Bonds 2.783% 23/01/2031 USD 100,000 70 0.05 Peru Government International Bonds 2.844% 20/06/2030 USD 30,000 21 0.02
91 0.07
Philippines — 0.11% Philippines Government International Bonds 4.375% 05/03/2030 USD 100,000 75 0.05 ROP Sukuk Trust 5.045% 06/06/2029 USD 100,000 76 0.06
151 0.11
Poland — 0.25% Bank Gospodarstwa Krajowego 3.250% 18/03/2030 EUR 100,000 87 0.06 Republic of Poland Government International Bonds 3.000% 16/01/2030 EUR 100,000 87 0.06 Republic of Poland Government International Bonds 4.625% 18/03/2029 USD 180,000 137 0.10 Republic of Poland Government International Bonds 4.875% 12/02/2030 USD 50,000 38 0.03
349 0.25
Qatar — 0.22% Qatar Government International Bonds 4.000% 14/03/2029 USD 200,000 150 0.11 Qatar Government International Bonds 4.500% 23/04/2028 USD 200,000 151 0.11
301 0.22
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
61
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Nominal
Market Value £'000
% of Total Net Assets
Government Bonds — 11.18% (continued)
Romania — 0.37% Romania Government International Bonds 1.750% 13/07/2030 EUR 100,000 78 0.06 Romania Government International Bonds 2.125% 07/03/2028 EUR 150,000 127 0.09 Romania Government International Bonds 2.875% 11/03/2029 EUR 100,000 84 0.06 Romania Government International Bonds 5.375% 22/03/2031 EUR 100,000 90 0.06 Romania Government International Bonds 6.625% 17/02/2028 USD 180,000 139 0.10
518 0.37
Saudi Arabia — 0.55% KSA Ijarah Sukuk Ltd. 4.250% 09/09/2030 USD 200,000 148 0.11 KSA Sukuk Ltd. 5.250% 04/06/2030 USD 200,000 154 0.11 Saudi Government International Bonds 4.750% 18/01/2028 USD 200,000 151 0.11 Saudi Government International Bonds 4.750% 16/01/2030 USD 200,000 151 0.11 Saudi Government International Bonds 5.375% 13/01/2031 USD 200,000 154 0.11
758 0.55
South Korea — 0.87% Export-Import Bank of Korea 2.500% 17/06/2028 EUR 100,000 86 0.06 Export-Import Bank of Korea 3.750% 13/01/2029 USD 100,000 75 0.06 Export-Import Bank of Korea 3.875% 13/01/2031 USD 100,000 74 0.05 Export-Import Bank of Korea 5.000% 11/01/2028 USD 100,000 76 0.06 Export-Import Bank of Korea 5.125% 18/09/2028 USD 100,000 77 0.06 Korea Development Bank 3.375% 23/05/2028 EUR 100,000 87 0.06 Korea Development Bank 3.750% 28/01/2029 USD 100,000 75 0.05 Korea Development Bank 3.750% 16/09/2030 USD 80,000 59 0.04 Korea Development Bank 4.125% 16/10/2027 USD 100,000 75 0.06 Korea Electric Power Corp. 4.125% 12/11/2030 USD 80,000 60 0.04 Korea Gas Corp. 3.875% 13/07/2027 USD 110,000 83 0.06 Korea Housing Finance Corp. 3.875% 17/09/2030 USD 110,000 81 0.06 Korea Hydro & Nuclear Power Co. Ltd. 4.500% 16/06/2031 USD 100,000 75 0.05 Korea International Bonds 2.500% 19/06/2029 USD 100,000 72 0.05
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
62
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Nominal
Market Value £'000
% of Total Net Assets
Government Bonds — 11.18% (continued)
South Korea — 0.87% (continued) Korea International Bonds 3.875% 12/02/2031 USD 100,000 74 0.05 Korea National Oil Corp. 4.875% 03/04/2029 USD 100,000 76 0.06
1,205 0.87
Sweden — 0.46% Kommuninvest I Sverige AB 3.000% 20/02/2030 EUR 100,000 87 0.06 Kommuninvest I Sverige AB 4.000% 29/11/2028 USD 100,000 75 0.05 Svensk Exportkredit AB 3.625% 12/03/2029 USD 100,000 75 0.06 Svensk Exportkredit AB 3.875% 04/08/2027 USD 200,000 151 0.11 Svensk Exportkredit AB 4.250% 01/02/2029 USD 100,000 76 0.06 Sweden Government International Bonds 2.000% 26/06/2028 EUR 100,000 85 0.06 Sweden Government International Bonds 2.750% 18/06/2029 EUR 100,000 86 0.06
635 0.46
United Arab Emirates — 0.20% Abu Dhabi Government International Bonds 1.700% 02/03/2031 USD 200,000 133 0.10 Abu Dhabi Government International Bonds 2.500% 30/09/2029 USD 200,000 142 0.10
275 0.20
United Kingdom — 0.05% Bank of England Euro Notes 3.500% 18/02/2029 USD 100,000 74 0.05
15,528 11.18
Derivatives — (0.52)%
Forward Currency Contracts — (0.52)% Bought USD 291,000 for GBP 215,901 Settlement 02/07/2026 4 0.00 Bought JPY 215,485,000 for GBP 1,008,211 Settlement 02/07/2026 (5) 0.00 Bought EUR 17,034,000 for GBP 14,695,232 Settlement 02/07/2026 (22) (0.02) Bought EUR 17,034,000 for GBP 14,701,194 Settlement 02/07/2026 (28) (0.02) Bought EUR 17,034,000 for GBP 14,702,045 Settlement 02/07/2026 (28) (0.02)
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
63
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Market Value £'000
% of Total Net Assets
Derivatives — (0.52)% (continued)
Forward Currency Contracts — (0.52)% (continued) Bought USD 28,701,000 for GBP 21,733,303 Settlement 02/07/2026 (48) (0.03) Bought USD 28,701,000 for GBP 21,733,303 Settlement 02/07/2026 (49) (0.04) Bought USD 28,701,000 for GBP 21,736,611 Settlement 02/07/2026 (52) (0.04) Bought USD 28,701,000 for GBP 21,743,218 Settlement 02/07/2026 (58) (0.04) Sold EUR 16,996,333 for GBP 14,753,716 Settlement 02/07/2026 113 0.08 Sold EUR 15,298,333 for GBP 13,279,320 Settlement 02/07/2026 101 0.07 Sold EUR 15,298,334 for GBP 13,273,272 Settlement 02/07/2026 95 0.07 Sold USD 28,701,000 for GBP 21,743,877 Settlement 04/08/2026 58 0.04 Sold USD 28,701,000 for GBP 21,737,270 Settlement 04/08/2026 52 0.04 Sold USD 28,701,000 for GBP 21,733,994 Settlement 04/08/2026 49 0.04 Sold USD 28,701,000 for GBP 21,733,945 Settlement 04/08/2026 49 0.04 Sold EUR 17,034,000 for GBP 14,722,231 Settlement 04/08/2026 29 0.02 Sold EUR 17,034,000 for GBP 14,721,447 Settlement 04/08/2026 28 0.02 Sold EUR 17,034,000 for GBP 14,715,451 Settlement 04/08/2026 22 0.02 Sold JPY 198,207,000 for GBP 929,994 Settlement 02/07/2026 7 0.01 Sold JPY 215,485,000 for GBP 1,010,879 Settlement 04/08/2026 5 0.00 Sold EUR 798,000 for GBP 691,785 Settlement 02/07/2026 4 0.00 Sold EUR 1,124,000 for GBP 972,657 Settlement 02/07/2026 4 0.00 Sold EUR 970,000 for GBP 838,807 Settlement 02/07/2026 3 0.00 Sold EUR 428,000 for GBP 370,400 Settlement 02/07/2026 2 0.00 Sold EUR 189,000 for GBP 163,459 Settlement 02/07/2026 1 0.00 Sold USD 415,000 for GBP 314,407 Settlement 04/08/2026 1 0.00 Sold JPY 17,278,000 for GBP 80,722 Settlement 02/07/2026~ 0 0.00 Sold EUR 184,000 for GBP 159,078 Settlement 04/08/2026~ 0 0.00 Sold EUR 114,000 for GBP 98,439 Settlement 04/08/2026~ 0 0.00 Sold USD 257,000 for GBP 194,016 Settlement 04/08/2026~ 0 0.00 Sold USD 427,000 for GBP 318,225 Settlement 02/07/2026 (4) 0.00 Sold USD 2,292,000 for GBP 1,716,042 Settlement 02/07/2026 (16) (0.01) Sold USD 3,829,000 for GBP 2,851,847 Settlement 02/07/2026 (41) (0.03) Sold USD 26,919,750 for GBP 20,104,643 Settlement 02/07/2026 (234) (0.17) Sold USD 25,957,750 for GBP 19,371,036 Settlement 02/07/2026 (241) (0.17)
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
64
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Market Value £'000
% of Total Net Assets
Derivatives — (0.52)% (continued)
Forward Currency Contracts — (0.52)% (continued) Sold USD 27,187,750 for GBP 20,284,950 Settlement 02/07/2026 (257) (0.19) Sold USD 28,481,750 for GBP 21,258,621 Settlement 02/07/2026 (261) (0.19)
(717) (0.52)
Portfolio of investments^ 136,894 98.56 Net other assets 2,000 1.44
Total net assets 138,894 100.00
All holdings are ordinary shares or common stock unless otherwise stated.
^Including investment liabilities.
~ Market value is less than £500, therefore rounded down to 0.
Fund was launched on 20th October 2025 therefore there are no comparatives.
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
65
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33
Page 69
Comparative Table For the period ended 30th June 2026
2026 (to 30.06) Closing net asset value (£'000) 138,894 Closing number of units 13,605,207 Closing net asset value per unit (£) 10.2089 Change in net asset value per unit 0.00% Operating charges 0.01%
Fund was launched on 20th October 2025 therefore there are no comparatives.
General risk factors The value of funds and the revenue from them is not guaranteed and may fall as well as rise. You may get back less than you originally invested. What you get back may depend on:
• Investment performance is not guaranteed. Past performance is no guarantee of future performance. There may also be variation in performance between funds with similar investment objectives.
• The effect of an initial charge. If you sell your investment after a short period you may not get back what you originally invested, even if the price of your investment has not fallen.
• The entire market of a particular asset class or geographical region may fall, having a greater effect on funds heavily invested in that asset class or region.
• If you make regular withdrawals from your investment be aware that if the level of withdrawal exceeds the rate of investment growth of the fund, your capital will be eroded.
• Governments may change the tax rules which affect you or the funds in which you have invested.
• Inflation will reduce what you could buy in the future, i.e. it will reduce the real value of your investment.
• There is no certainty that the investment objective of any fund will actually be achieved.
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
67
Page 70
Statement of Total Return For the period ended 30th June 2026
Period ended 30.06.26 £'000 £'000 Income Net capital losses (1,305) Revenue 3,068 Expenses (6) Interest payable and similar charges (1)
Net revenue before taxation 3,061
Net revenue after taxation 3,061
Total return before distributions 1,756 Distributions 344
Change in net assets attributable to unitholders from investment activities 2,100
Statement of Change in Net Assets Attributable to Unitholders For the period ended 30th June 2026
Period ended 30.06.26 £’000 £’000 Opening net assets Issue of units 193,670 Cancellation of units (57,032)
136,638 Dilution adjustment 156 Change in unitholders' funds from investment activities 2,100
Closing net assets 138,894
Fund was launched on 20th October 2025 therefore there are no comparatives.
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
68
Page 71
Balance Sheet As at 30th June 2026
30.06.26 £'000 Assets Investments 138,238 Amounts receivable 2,562 Cash and Cash equivalents 679
Total assets 141,479
Liabilities Investments 1,344 Other amounts payable 1,241
Total liabilities 2,585
Net assets attributable to unitholders 138,894
All items within the Balance Sheet are deemed current.
Notes to the Financial Statements are on pages 70 to 75.
Fund was launched on 20th October 2025 therefore there are no comparatives.
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
69
Page 72
1. Accounting policies The Fund was launched on 20th October 2025. As this is the Fund's first accounting period, there are no comparative figures presented in these financial statements.
(a) Basis of accounting The financial statements have been prepared under the historical cost convention by the revaluation of the investments, and in accordance with the United Kingdom Generally Accepted Accounting Practice ("UK GAAP") which comprises the UK Financial Reporting Standard 104 ("FRS 104") and the Statement of Recommended Practice ("SORP") for Authorised Funds issued by the Investment Association ("IA") in October 2025 (the "IA SORP 2025").
At the reporting date, investments are measured using market prices from approved pricing sources. EMEA listed securities and Fixed Income securities use 12:00 GMT mid-market prices. American listed securities use Official Close/Last Trade prices Prior Day, while Asian Pacific listed securities use Official Close/Last Trade prices. This approach is applied consistently across the portfolio and uses the most appropriate pricing source available for each asset class and market.
(b) Going Concern The financial statements are prepared on the going concern basis.
The Authorised Corporate Director ("ACD") has undertaken a detailed assessment of each of the remaining Funds ability to meet its liabilities as they fall due, including liquidity, declines in global capital markets and investor redemption levels. Based on this assessment, the Funds continue to be open for trading and the ACD is satisfied the Funds have adequate financial resources to continue in operation for the foreseeable future, being at least 12 months from the date of approval, and accordingly it is appropriate to adopt the going concern basis in preparing the financial statements.
2. Related party transactions The Manager exercises governance and oversight over the Fund and is a related party by virtue of the Trust Deed constituting the Fund.
Amounts paid during the Reporting Period to the Manager were £6,346.
At the Reporting Period end £826 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 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements
For the period ended 30th June 2026
70
Page 73
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: 110,793
Securities and commodities on loan 3,251 2.93%
Assets engaged in SFTs and total return swaps as at 30th June 2026 £'000 %
Fund assets under management ("AUM") 138,894
Absolute value of assets engaged in:
Securities lending 3,251 2.34%
2) Concentration Data
Top 10 Collateral Issuers Name and value of collateral and commodities received as at 30th June 2026 £'000
United Kingdom Gilt 459
Kingdom of Netherlands 267
Republic of Austria 132
Australia Government Bond 86
United States of America Treasury Inflation Indexed Bonds 84
United Kingdom Inflation-Linked Gilt 44
Finland Government Bond 35
HSBC 34
Quebecor 21
ASML Holding 19
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
71
Page 74
3. Securities Financing Transactions ("SFT") (continued)
Top 10 Counterparties Name and value of outstanding transactions as at 30th June 2026 £'000
UBS 1,061
JP Morgan Securities 607
Barclays Bank 309
HSBC Bank 243
BNP Paribas 183
RBC Europe 181
Societe Generale 169
Jefferies International 154
Toronto Dominion Bank 97
Citigroup Global Markets (UK) 86
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
72
Page 75
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 4
Equity Traded on recognised exchange Canadian Dollar 188
Equity Traded on recognised exchange Danish Krone 7
Equity Traded on recognised exchange Euro 69
Equity Traded on recognised exchange Hong Kong Dollar 41
Equity Traded on recognised exchange Japanese Yen 27
Equity Traded on recognised exchange Norwegian Krone 4
Equity Traded on recognised exchange Singapore Dollar 115
Equity Traded on recognised exchange Swedish Krona 17
Equity Traded on recognised exchange US Dollar 206
Fixed Income Investment Grade Sterling 563
Fixed Income Investment Grade Australian Dollar 86
Fixed Income Investment Grade Canadian Dollar 23
Fixed Income Investment Grade Danish Krone 7
Fixed Income Investment Grade Euro 1,321
Fixed Income Investment Grade Hong Kong Dollar 32
Fixed Income Investment Grade New Zealand Dollar 5
Fixed Income Investment Grade Norwegian Krone 58
Fixed Income Investment Grade Singapore Dollar 1
Fixed Income Investment Grade Swedish Krona 2
Fixed Income Investment Grade US Dollar 654
Total Collateral held 3,430
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
73
Page 76
3. Securities Financing Transactions ("SFT") (continued)
Maturity Tenor of Collateral (remaining period to maturity) as at 30th June 2026
Less than one day
One day to one week
One week to one month
One to three months
Three months to one year
Above one year
Open maturity Total
Type £'000 £'000 £'000 £'000 £'000 £'000 £'000 £'000
Securities lending - - - - - 2,751 679 3,430
Counterparty details as at 30th June 2026
Type
Country of counterparty establishment Settlement and clearing £'000
Securities lending Canada Tri-party 100
Securities lending France 364
Securities lending Switzerland 1,135
Securities lending United Kingdom 1,831
Total collateral held 3,430
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 - - - - - - 3,251 3,251
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
Euroclear 2,245
Bank of New York 449
JP Morgan 394
Clearstream 342
6) Safekeeping of Collateral Granted
The Fund does not borrow stock from counterparties; therefore, no collateral has been granted.
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
74
Page 77
4. Fair value For financial instruments held at fair value in the balance sheet, the Fund is required to disclose for each class of financial instrument, an analysis of the level in the fair value:
Level 1 – The unadjusted quoted price in an active market for identical assets or liabilities that the entity can access at the measurement date;
Level 2 – Inputs other than quoted prices included within Level 1 that are observable (i.e. developed using market data) for the asset or liability, either directly or indirectly;
Level 3 – Inputs are unobservable (i.e. for which market data is unavailable) for the asset or liability.
30.06.26 Level 1 £'000
30.06.26 Level 2 £'000
30.06.26 Level 3 £'000
30.06.26 Total £'000 Assets: Debt instruments 1,222 136,389 - 137,611 Derivatives - 627 - 627 1,222 137,016 - 138,238 Liabilities: Derivatives - (1,344) - (1,344) - (1,344) - (1,344)
5. Subsequent events since the financial year The anti-dilution mechanism shall change from dilution levy to dilution adjustment on 1 September 2026.There have been no other significant events affecting the Fund after the financial year ended 30 June 2026 that require amendment to or disclosure in the financial statements.
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
75
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THE MANAGER State Street Unit Trust Management Limited 20 Churchill Place, Canary Wharf London E14 5HJ
Regulated by The Financial Conduct Authority.
DIRECTORS V. Parry* (resigned 2 January 2026) C. Fernandes (resigned 2 January 2026) N. Wightman* (resigned 2 January 2026) R. Bridger B. Healy* (appointed 2 January 2026) B. Lim Siong Kwong Lam Thuon Mine* (appointed 2 January 2026) E. Linnane (appointed 2 January 2026) T. Coghlan* (appointed 2 January 2026) * Independent non-executive Director
INVESTMENT MANAGER, REGISTRAR & TRANSFER AGENT State Street Global Advisors Limited 20 Churchill Place London E14 5HJ
Regulated by The Financial Conduct Authority.
INDEPENDENT AUDITORS PricewaterhouseCoopers LLP Chartered Accountants and Statutory Auditors 120 Bothwell Street Glasgow G2 7JS
DEPOSITARY HSBC Bank plc 8 Canada Square Canary Wharf London E14 5HQ
HSBC Bank plc is authorised by the Prudential Regulation Authority and regulated by the Prudential Regulation Authority and the Financial Conduct Authority.
CONSTITUTION State Street AUT 1-5 Year Global Credit Index Fund is an authorised unit trust scheme within the meaning of, and governed by section 243 of the Financial Services and Markets Act 2000. The Fund is a ‘wider range’ investment scheme under the Trustee Investments Act 1961.
PROSPECTUS Copies of the Prospectus are available from the Manager upon request.
Please remember that the price of units and the income from them can go down as well as up. Past performance is not necessarily a guide to the future. Changes in exchange rates may also affect the value.
ASSESSMENT OF VALUE Assessment of Value ("AoV") was introduced by the FCA to ensure UK authorised fund managers (“AFMs”) demonstrate the delivery of value for underlying investors, objectively assessing ourselves against a range of criteria. Our annual assessment of value statement can be found in a composite report on www.ssga.com.
State Street AUT 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Directory
76
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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 1-5 Year Global Credit Index Fund
Interim Report and Unaudited Financial Statements 2026
Directory (continued)
77
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"text": "Statement of Change in Net Assets Attributable to Unitholders 68"
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"id": "9d45001c-33d1-43c6-9290-b5d088de4245",
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"text": "Note: Performance returns presented above are in GBP."
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"text": "State Street AUT 1-5 Year Global Credit Index Fund"
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"text": "Interim Report and Unaudited Financial Statements 2026"
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"text": "Manager\u2019s Report"
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"id": "b96b4532-a50d-4c8d-a3f8-00788f8146cb",
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"text": "For the first Reporting period from 20th October (launch date) to 30th June 2026."
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"text": "1"
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"id": "0d471f64-dfd8-4e54-9521-66e5ca69cef2",
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"text": "Risk and Reward Profile"
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"text": "Lower risk"
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"id": "4f8b3e96-0a5a-4854-be9b-771e4bc96fcf",
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"text": "Potentially lower reward"
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"id": "e9e779c7-e928-4508-b501-30ef4c3f6ad5",
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"text": "Higher risk"
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"text": "Potentially higher reward"
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"text": "123 67 4 5"
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"text": "4"
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"text": "5"
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"text": "Risk Disclaimer"
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"text": "The risk category above is not a measure of capital loss or gains but of how significant the rises and falls in the Fund\u2019s return"
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"id": "c31662ca-c6ba-49d1-a973-f0bd4f4b6759",
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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 simulated proxy data, it may not be a reliable indication of"
},
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"text": "the Fund\u0027s future risk profile."
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"text": "The Fund\u2019s risk category shown is not guaranteed and may change in the future."
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"text": "Why is this Fund in this category?"
},
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"text": "The Fund is in risk category 4 as its return has experienced medium rises and falls historically."
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"text": "The following are material risks relevant to the Fund which are not adequately captured by the risk category."
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"text": "Screening Risk:"
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"id": "19d2634a-d22e-4be0-9764-b4931035c317",
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"text": "The Fund may track an index that uses a screen to identify securities based on criteria including, but, not"
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"id": "c57a91ce-d171-49d7-b0d7-19704c9cc0ce",
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"text": "limited to environmental, social and governance (ESG) criteria. The screen may be fully or partially designed by the Manager"
},
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"text": "or by a third party provider. There is a risk that errors are made in the screening process. There is an additional risk that a"
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"text": "screen provider may amend or discontinue its screening services and/or that the Manager may change the screen or screen"
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"text": "provider. In such circumstances, there is no guarantee that a replacement screen provided would result in a similar screening"
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"text": "process or would be available."
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"text": "Currency Hedging Risk:"
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"id": "578a1fd8-8b18-4dd4-aaf6-9e9e42df6f23",
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"text": "There can be no assurance that the Fund\u0027s hedging transactions will be effective. By seeking to"
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"text": "reduce or eliminate losses caused by exchange rate fluctuations, hedging may also reduce or eliminate gains."
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"text": "Index Tracking Risk:"
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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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"text": "changes in the composition of the Index, transaction costs, the costs of making changes to the Fund\u0027s portfolio and other Fund"
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"text": "expenses."
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"text": "Please refer to the Prospectus for full details about the risks associated with this Fund."
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"text": "Derivatives Usage"
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"text": "Derivatives are used in the Fund for efficient portfolio management purposes. The Fund invests in index futures to manage"
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"text": "client inflows and outflows and to hedge accrued income. At all times the futures exposure is covered entirely by cash or cash"
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"text": "equivalents."
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"text": "As at 30 June 2026, the Fund had no exposure to futures contracts."
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"text": "Tracking Error"
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"text": "The Tracking Error measures the standard deviation of the relative returns. It is the annualised standard deviation of the"
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"text": "returns of a fund minus those of its benchmark (relative returns) and not the standard deviation of each fund\u2019s unique returns."
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"text": "The lower the tracking error of a fund, the more the fund resembles its benchmark or the market regarding risk and return"
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"text": "characteristics."
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"text": "As the Fund has been in operation for less than one year as at 30 June 2026, a tracking error for the one-year period is not"
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"text": "available."
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"text": "State Street AUT 1-5 Year Global Credit Index Fund"
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"text": "Interim Report and Unaudited Financial Statements 2026"
},
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"text": "Manager\u0027s Report (continued)"
},
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"id": "152d8c09-4f86-41a2-a2fb-3ef3be9da26b",
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"text": "For the first Reporting period from 20th October (launch date) to 30th June 2026."
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"text": "2"
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"text": "Nominal"
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"text": "Market Value"
},
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"id": "f82c4dac-e9e0-4730-8cc8-175520f6cde6",
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"text": "\u00a3\u0027000"
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"id": "cc78b720-4754-4f25-967f-cf385cac4a2d",
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"text": "% of Total"
},
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"width": 84,
"x": 867,
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},
"id": "0761bb32-deeb-4f2b-99b6-f31fc91c8c01",
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"text": "Net Assets"
},
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"id": "2de596a0-e2f4-4ace-95f4-ae0578192f3a",
"page_number": 5,
"text": "Corporate Bonds \u2014 87.90%"
},
{
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},
"id": "da9a2775-7cfb-46f7-a2eb-7c31328531d2",
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"text": "Australia \u2014 1.02%"
},
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},
"id": "bb24c102-fa02-4358-a306-3b38d3e9830f",
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"text": "Australia \u0026 New Zealand Banking Group Ltd. 5.101% 03/02/2033 EUR 100,000 88 0.06"
},
{
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"width": 905,
"x": 46,
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},
"id": "8ed91821-52e4-49c5-a2e6-1c00a9f3f436",
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"text": "Australia \u0026 New Zealand Banking Group Ltd. 5.731% 18/09/2034 USD 100,000 77 0.06"
},
{
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"box": {
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"width": 903,
"x": 48,
"y": 308
},
"id": "34851bd9-c445-4be3-aacf-2b03e785e588",
"page_number": 5,
"text": "BHP Billiton Finance Ltd. 3.250% 24/09/2027 EUR 100,000 87 0.06"
},
{
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"width": 903,
"x": 48,
"y": 328
},
"id": "55612c9b-2b87-4c50-9c4f-cd90aebe8dd6",
"page_number": 5,
"text": "BHP Billiton Finance USA Ltd. 4.750% 28/02/2028 USD 130,000 99 0.07"
},
{
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"box": {
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"width": 904,
"x": 47,
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},
"id": "0b465fd8-f45a-465a-a135-ab9354bcbb31",
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"text": "Commonwealth Bank of Australia 3.900% 16/03/2028 USD 100,000 75 0.06"
},
{
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"width": 903,
"x": 48,
"y": 367
},
"id": "55e899fb-1567-4ce7-b958-cb8fcac022d2",
"page_number": 5,
"text": "Macquarie Group Ltd. 0.950% 21/05/2031 EUR 100,000 77 0.06"
},
{
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"width": 903,
"x": 48,
"y": 387
},
"id": "ef3e4786-5b0c-475e-835a-a8d3bd7351f8",
"page_number": 5,
"text": "Macquarie Group Ltd. 5.033% 15/01/2030 USD 100,000 76 0.06"
},
{
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