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State Street AUT Global Index
Equity Fund
Interim Report and Unaudited Financial Statements
For the period ended 30th June 2026
Page 2
Contents Page
Manager's Report* 1
Portfolio Statement* 3
Directors' Report to Unitholders* 57
Comparative Table* 58
Financial statements: 59
Statement of Total Return 59
Statement of Change in Net Assets Attributable to Unitholders 59
Balance Sheet 60
Notes to the Financial Statements 61
Directory* 67
* These collectively comprise the Manager’s Report.
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Page 3
Authorised Status The State Street AUT Global Index Equity Fund (the “Fund”) is an Authorised Unit Trust Scheme as defined in section 243 of the Financial Services and Markets Act 2000 and it is a UCITS Retail Scheme within the meaning of the FCA Collective Investment Schemes sourcebook. The unitholders are not liable for the debts of the Fund.
Investment Objective and Policy The objective of the Fund is to replicate, as closely as possible, and on a “gross of fees” basis, the return of the global equity markets as represented by the MSCI ACWI Index (the “Index”) net of withholding taxes (or its recognised replacement or equivalent) while also seeking to screen out securities based on assessment of their adherence to certain criteria in relation to controversial weapons and controversial behaviours as defined by the Screen Provider (the “Excluded Securities”). The Index includes large and mid-cap stocks across 23 developed markets and 24 emerging markets countries.
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 and then applying a replication strategy in respect of the remaining investable universe. This strategy seeks to hold all of the securities of the investable universe, with the approximate pro-rated weightings as per the Index after the removal of the Excluded Securities.
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 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 15.39% (15.38% net of fees) for the Reporting Period ended 30 June 2026, compared to the Index return of 15.48%. The size of the Fund’s tracking difference for the Reporting Period was -0.09%.
Note: Performance returns presented above are in GBP.
Risk and Reward Profile Lower risk
Potentially lower reward
Higher risk
Potentially higher reward
1234 67 5 5
Risk Disclaimer The risk category above is not a measure of capital loss or gains but of how significant the rises and falls in the Fund’s return have been historically.
For example a fund whose return has experienced significant rises and falls will be in a higher risk category, whereas a fund whose return has experienced less significant rises and falls will be in a lower risk category.
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Manager’s Report
For the first Reporting Period from 20th October 2025 (launch date) to 30 June 2026.
1
Page 4
The lowest category (i.e. category 1) does not mean that a fund is a risk free investment.
As the Fund’s risk category has been calculated using historical data, it may not be a reliable indication of the Fund’s future risk profile.
The Fund’s risk category shown is not guaranteed and may change in the future.
Why is this Fund in this category?
The Fund is in risk category 5 as its return has experienced medium rises and falls historically.
The following are material risks relevant to the Fund which are not adequately captured by the risk category.
Screening Risk: The Fund may track an index that uses a screen to identify securities based on criteria including, but, not limited to environmental, social and governance (ESG) criteria. The screen may be fully or partially designed by the Manager or by a third party provider. There is a risk that errors are made in the screening process. There is an additional risk that a screen provider may amend or discontinue its screening services and/or that the Manager may change the screen or screen provider. In such circumstances, there is no guarantee that a replacement screen provided would result in a similar screening process or would be available.
Currency Hedging Risk: There can be no assurance that the Fund's hedging transactions will be effective. By seeking to reduce or eliminate losses caused by exchange rate fluctuations, hedging may also reduce or eliminate gains.
Index Tracking Risk: The Fund's performance may not exactly track the Index. This can result from market fluctuations, changes in the composition of the Index, transaction costs, the costs of making changes to the Fund's portfolio and other Fund expenses. Liquidity Risk: It may be difficult for the Fund to buy or sell certain investments in difficult market conditions. Consequently the price obtained when selling securities may be lower than under normal market conditions.
Smaller Companies Risk: Small companies' securities may be more volatile and trade less frequently and in smaller volumes than those of larger companies. These companies may have limited product lines, markets or financial resources, may lack competitive Key Investor Information strength and may depend on a few key employees. Smaller companies may have limited or no track record of success.
People's Republic of China (PRC) and Greater China
Investments Risk: Risks of investing in PRC and Greater China Investments include, among others, trading suspensions, currency transfer/exposure restrictions, limits on holdings of PRC Investments and use of brokers, untested concepts regarding treatment of beneficial ownership, reliance on Access Programmes which may be discontinued or substantially changed, custody risks including lack of sufficient segregation of assets from those of the RQFII licence holder and Sub-Custodian and tax uncertainty.
Please refer to the Prospectus for full details about the risks associated with this Fund.
Derivatives Usage Derivatives are used in the Fund for efficient portfolio management purposes. The Fund invests in index futures to manage client inflows and outflows and to hedge accrued income. At all times the futures exposure is covered entirely by cash or cash equivalents.
As at 30th June 2026, the Fund had a total notional exposure to futures of £10,942,908.30 (2.84% of the Fund).
Tracking Error The Tracking Error measures the standard deviation of the relative returns. It is the annualised standard deviation of the returns of a fund minus those of its benchmark (relative returns) and not the standard deviation of each fund’s unique returns. The lower the tracking error of a fund, the more the fund resembles its benchmark or the market regarding risk and return characteristics.
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 Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Manager's Report (continued)
For the first Reporting Period from 20th October 2025 (launch date) to 30 June 2026.
2
Page 5
Holdings
Market Value £'000
% of Total Net Assets
Australia — 1.39% ANZ Group Holdings Ltd. 12,493 230 0.06 APA Group 6,950 37 0.01 Aristocrat Leisure Ltd. 2,877 92 0.02 ASX Ltd. 900 25 0.01 Atlassian Corp. 861 52 0.01 BHP Group Ltd. 25,978 809 0.21 Brambles Ltd. 5,222 53 0.01 CAR Group Ltd. 3,669 49 0.01 Cochlear Ltd. 1,091 69 0.02 Coles Group Ltd. 6,853 87 0.02 Commonwealth Bank of Australia 8,502 730 0.19 Computershare Ltd. 963 19 0.01 CSL Ltd. 2,677 160 0.04 Evolution Mining Ltd. 7,611 47 0.01 Fortescue Ltd. 5,450 55 0.02 Goodman Group* 9,250 150 0.04 Insurance Australia Group Ltd. 11,163 47 0.01 IREN Ltd. 1,621 56 0.02 Lottery Corp. Ltd. 4,529 14 0.00 Lynas Rare Earths Ltd. 4,574 43 0.01 Macquarie Group Ltd. 2,124 277 0.07 Medibank Pvt Ltd. 16,252 42 0.01 National Australia Bank Ltd. 16,729 330 0.09 Northern Star Resources Ltd. 6,483 65 0.02 Origin Energy Ltd. 6,891 39 0.01 PLS Group Ltd. 10,751 28 0.01 QBE Insurance Group Ltd. 6,695 88 0.02 REA Group Ltd. 655 48 0.01 Rio Tinto Ltd. 2,128 192 0.05 Santos Ltd. 13,165 49 0.01 Scentre Group* 37,550 76 0.02 Sigma Healthcare Ltd. 26,598 38 0.01 Sonic Healthcare Ltd. 291 3 0.00 South32 Ltd. 21,762 45 0.01 Stockland* 18,371 39 0.01
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement
As at 30th June 2026
3
Page 6
Holdings
Market Value £'000
% of Total Net Assets
Australia — 1.39% (continued) Suncorp Group Ltd. 4,399 44 0.01 Telstra Group Ltd. 12,956 34 0.01 Transurban Group 14,700 110 0.03 Vicinity Ltd.* 37,036 50 0.01 Washington H Soul Pattinson & Co. Ltd. 1,964 47 0.01 Wesfarmers Ltd. 6,078 286 0.08 Westpac Banking Corp. 17,669 324 0.08 Woodside Energy Group Ltd. 10,107 148 0.04 Woolworths Group Ltd. 6,532 136 0.04
5,362 1.39
Austria — 0.07% BAWAG Group AG 516 77 0.02 Erste Group Bank AG 1,355 136 0.04 OMV AG 994 47 0.01
260 0.07
Belgium — 0.19% Ageas SA 1,254 76 0.02 Anheuser-Busch InBev SA 4,593 290 0.07 Elia Group SA 117 14 0.00 Groupe Bruxelles Lambert NV 877 61 0.02 KBC Group NV 1,476 151 0.04 Sofina SA 204 39 0.01 UCB SA 503 115 0.03
746 0.19
Bermuda — 0.04% Arch Capital Group Ltd. 1,449 107 0.03 Everest Group Ltd. 198 54 0.01
161 0.04
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
4
Page 7
Holdings
Market Value £'000
% of Total Net Assets
Brazil — 0.48% Ambev SA 9,800 24 0.01 Axia Energia SA 9,110 74 0.02 B3 SA - Brasil Bolsa Balcao 42,700 92 0.02 Banco Bradesco SA 27,000 62 0.02 Banco Bradesco SA Preference Shares 32,800 87 0.02 Banco BTG Pactual SA 7,900 63 0.02 Cia de Saneamento Basico do Estado de Sao Paulo SABESP 16,276 71 0.02 Cia Energetica de Minas Gerais 23,900 38 0.01 Cia Paranaense de Energia - Copel 19,900 44 0.01 CPFL Energia SA 2,800 18 0.00 Embraer SA 5,700 67 0.02 Energisa SA 7,500 53 0.01 Equatorial SA 6,500 38 0.01 Gerdau SA 7,200 22 0.01 Itau Unibanco Holding SA 8,900 58 0.02 Itau Unibanco Holding SA Preference Shares 20,698 129 0.03 Itausa SA 41,708 83 0.02 Klabin SA 16,100 40 0.01 Localiza Rent a Car SA 6,700 42 0.01 Motiva Infraestrutura de Mobilidade SA 15,700 34 0.01 NU Holdings Ltd. 15,600 155 0.04 Petroleo Brasileiro SA - Petrobras 19,000 117 0.03 Petroleo Brasileiro SA - Petrobras Preference Shares 20,900 116 0.03 Porto Seguro SA 5,100 40 0.01 PRIO SA 6,000 46 0.01 Vale SA 17,900 205 0.05 WEG SA 5,300 36 0.01
1,854 0.48
Canada — 2.87% Agnico Eagle Mines Ltd. 2,808 327 0.09 Alamos Gold, Inc. 3,498 82 0.02 Alimentation Couche-Tard, Inc. 3,990 194 0.05 AltaGas Ltd. 574 16 0.00
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
5
Page 8
Holdings
Market Value £'000
% of Total Net Assets
Canada — 2.87% (continued) ARC Resources Ltd. 2,676 42 0.01 AtkinsRealis Group, Inc. 349 16 0.00 Bank of Montreal 3,088 411 0.11 Bank of Nova Scotia 5,945 389 0.10 Barrick Mining Corp. 9,125 255 0.07 BCE, Inc. 2,674 45 0.01 Bombardier, Inc. 451 79 0.02 Brookfield Corp. 10,210 326 0.08 CAE, Inc. 2,542 48 0.01 Cameco Corp. 2,633 205 0.05 Canadian Imperial Bank of Commerce 5,029 432 0.11 Canadian National Railway Co. 2,404 219 0.06 Canadian Natural Resources Ltd. 10,795 320 0.08 Canadian Pacific Kansas City Ltd. 4,151 273 0.07 Canadian Tire Corp. Ltd. 199 21 0.01 Canadian Utilities Ltd. 1,960 56 0.01 CCL Industries, Inc. 325 16 0.00 Celestica, Inc. 505 131 0.03 Cenovus Energy, Inc. 5,276 99 0.03 CGI, Inc. 1,025 49 0.01 China Gold International Resources Corp. Ltd. 4,800 57 0.02 Constellation Software, Inc. 79 116 0.03 Descartes Systems Group, Inc. 639 34 0.01 Dollarama, Inc. 1,316 134 0.04 Element Fleet Management Corp. 2,767 43 0.01 Emera, Inc. 1,565 63 0.02 Enbridge, Inc. 11,073 462 0.12 Equinox Gold Corp. 3,293 24 0.01 Fairfax Financial Holdings Ltd. 82 101 0.03 First Quantum Minerals Ltd. 3,719 73 0.02 Fortis, Inc. 2,640 115 0.03 Franco-Nevada Corp. 1,130 177 0.05 George Weston Ltd. 522 28 0.01 GFL Environmental, Inc. 668 19 0.01 Gildan Activewear, Inc. 698 27 0.01
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
6
Page 9
Holdings
Market Value £'000
% of Total Net Assets
Canada — 2.87% (continued) Great-West Lifeco, Inc. 1,475 70 0.02 Hydro One Ltd. 1,926 60 0.02 iA Financial Corp., Inc. 100 10 0.00 IGM Financial, Inc. 1,292 53 0.01 Imperial Oil Ltd. 739 63 0.02 Intact Financial Corp. 813 126 0.03 Ivanhoe Mines Ltd. 6,111 35 0.01 Keyera Corp. 1,526 47 0.01 Kinross Gold Corp. 4,212 76 0.02 Loblaw Cos. Ltd. 3,019 104 0.03 Lululemon Athletica, Inc. 515 45 0.01 Lundin Gold, Inc. 501 21 0.01 Lundin Mining Corp. 2,975 53 0.01 Magna International, Inc. 909 45 0.01 Manulife Financial Corp. 7,174 221 0.06 Metro, Inc. 530 26 0.01 National Bank of Canada 1,663 195 0.05 Nutrien Ltd. 2,009 93 0.02 Pan American Silver Corp. 1,725 58 0.02 Pembina Pipeline Corp. 2,247 79 0.02 Power Corp. of Canada 2,655 122 0.03 Rogers Communications, Inc. 1,672 43 0.01 Royal Bank of Canada 6,658 1,029 0.27 Saputo, Inc. 1,933 44 0.01 Shopify, Inc. 5,939 515 0.13 Stantec, Inc. 447 23 0.01 Sun Life Financial, Inc. 3,201 189 0.05 Suncor Energy, Inc. 5,185 211 0.05 TC Energy Corp. 5,962 308 0.08 Teck Resources Ltd. 1,966 86 0.02 TELUS Corp. 2,218 18 0.00 TFI International, Inc. 369 40 0.01 Thomson Reuters Corp. 823 51 0.01 TMX Group Ltd. 1,835 44 0.01 Toromont Industries Ltd. 648 79 0.02
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
7
Page 10
Holdings
Market Value £'000
% of Total Net Assets
Canada — 2.87% (continued) Toronto-Dominion Bank 8,250 751 0.19 Tourmaline Oil Corp. 1,767 56 0.01 Waste Connections, Inc. 1,002 127 0.03 Wheaton Precious Metals Corp. 2,540 213 0.06 Whitecap Resources, Inc. 6,379 51 0.01 WSP Global, Inc. 713 67 0.02
11,071 2.87
Chile — 0.07% Antofagasta PLC 1,935 76 0.02 Banco de Chile 347,843 51 0.01 Banco Santander Chile 543,772 33 0.01 Enel Chile SA 266,668 18 0.00 Falabella SA 5,822 28 0.01 Latam Airlines Group SA 1,166,445 26 0.01 Sociedad Quimica y Minera de Chile SA 512 28 0.01
260 0.07
China — 1.90% 3SBio, Inc. 4,000 7 0.00 Agricultural Bank of China Ltd. 'A' Shares 13,100 9 0.00 Agricultural Bank of China Ltd. 'H' Shares 197,000 101 0.03 Akeso, Inc. 4,000 34 0.01 Aluminum Corp. of China Ltd. 'H' Shares 18,000 13 0.00 ANTA Sports Products Ltd. 6,200 43 0.01 Baidu, Inc. 8,950 95 0.02 Bank of China Ltd. 'H' Shares 325,000 156 0.04 Bank of Communications Co. Ltd. 'H' Shares 92,000 60 0.02 Baoshan Iron & Steel Co. Ltd. 58,800 36 0.01 Biwin Storage Technology Co. Ltd. 860 48 0.01 BOE Technology Group Co. Ltd. 74,900 72 0.02 BYD Co. Ltd. 'H' Shares 18,000 126 0.03 Caitong Securities Co. Ltd. 47,800 46 0.01 Cambricon Technologies Corp. Ltd. 201 36 0.01
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
8
Page 11
Holdings
Market Value £'000
% of Total Net Assets
China — 1.90% (continued) CGN Power Co. Ltd. 9,000 2 0.00 Changjiang Securities Co. Ltd. 24,600 27 0.01 China CITIC Bank Corp. Ltd. 'H' Shares 54,000 35 0.01 China Coal Energy Co. Ltd. 7,000 7 0.00 China Construction Bank Corp. 'A' Shares 4,600 5 0.00 China Construction Bank Corp. 'H' Shares 386,000 301 0.08 China Hongqiao Group Ltd. 16,000 31 0.01 China International Capital Corp. Ltd. 'H' Shares 7,900 32 0.01 China Life Insurance Co. Ltd. 'H' Shares 37,000 95 0.02 China Mengniu Dairy Co. Ltd. 15,000 23 0.01 China Merchants Bank Co. Ltd. 'A' Shares 3,700 15 0.00 China Merchants Bank Co. Ltd. 'H' Shares 22,500 98 0.03 China Merchants Securities Co. Ltd. 8,800 21 0.01 China National Building Material Co. Ltd. 82,000 42 0.01 China Pacific Insurance Group Co. Ltd. 'H' Shares 17,400 45 0.01 China Shenhua Energy Co. Ltd. 'H' Shares 18,500 72 0.02 China State Construction Engineering Corp. Ltd. 102,300 49 0.01 China Tower Corp. Ltd. 19,000 16 0.00 China Yangtze Power Co. Ltd. 12,500 37 0.01 CITIC Ltd. 13,000 13 0.00 Citic Pacific Special Steel Group Co. Ltd. 12,200 17 0.00 CITIC Securities Co. Ltd. 'A' Shares 9,300 30 0.01 CMOC Group Ltd. 'H' Shares 12,000 18 0.01 Contemporary Amperex Technology Co. Ltd. 'A' Shares 1,800 79 0.02 Contemporary Amperex Technology Co. Ltd. 'H' Shares 300 20 0.01 COSCO SHIPPING Holdings Co. Ltd. 'A' Shares 10,100 15 0.00 CRRC Corp. Ltd. 'A' Shares 80,900 47 0.01 CSC Financial Co. Ltd. 5,700 18 0.01 CSPC Pharmaceutical Group Ltd. 48,000 32 0.01 ENN Energy Holdings Ltd. 9,800 38 0.01 Eoptolink Technology, Inc. Ltd. 420 28 0.01 Everbright Securities Co. Ltd. 16,900 27 0.01 Fiberhome Telecommunication Technologies Co. Ltd. 5,900 49 0.01 Founder Securities Co. Ltd. 25,600 21 0.01 Foxconn Industrial Internet Co. Ltd. 4,400 35 0.01
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
9
Page 12
Holdings
Market Value £'000
% of Total Net Assets
China — 1.90% (continued) Fuyao Glass Industry Group Co. Ltd. 'H' Shares 1,600 8 0.00 Ganfeng Lithium Group Co. Ltd. 'H' Shares 1,000 5 0.00 GDS Holdings Ltd. 6,200 17 0.00 Genscript Biotech Corp. 42,000 50 0.01 GF Securities Co. Ltd. 'A' Shares 13,600 35 0.01 GF Securities Co. Ltd. 'H' Shares 31,200 51 0.01 Great Wall Motor Co. Ltd. 6,000 5 0.00 Guolian Minsheng Securities Co. Ltd. 1,400 1 0.00 Guoyuan Securities Co. Ltd. 21,500 18 0.00 H World Group Ltd. ADR 1,600 52 0.01 Haier Smart Home Co. Ltd. 'H' Shares 6,200 12 0.00 Haitian International Holdings Ltd. 17,000 31 0.01 Hansoh Pharmaceutical Group Co. Ltd. 4,000 11 0.00 Henan Shenhuo Coal Industry & Electricity Power Co. Ltd. 10,200 24 0.01 Hua Hong Grace Semiconductor Ltd. 4,000 83 0.02 Hunan Valin Steel Co. Ltd. 90,900 35 0.01 Hygon Information Technology Co. Ltd. 579 24 0.01 Industrial & Commercial Bank of China Ltd. 'H' Shares 402,000 249 0.06 Industrial Bank Co. Ltd. 24,400 45 0.01 Industrial Securities Co. Ltd. 25,800 17 0.00 Inner Mongolia Yitai Coal Co. Ltd. 12,300 25 0.01 Innovent Biologics, Inc. 7,500 58 0.02 JD Health International, Inc. 2,650 8 0.00 JD.com, Inc. 8,650 83 0.02 Jiangsu Hengrui Pharmaceuticals Co. Ltd. 10,100 59 0.02 Jiangxi Copper Co. Ltd 'H' Shares. 8,000 24 0.01 Kanzhun Ltd. ADR 3,800 37 0.01 KE Holdings, Inc. 8,900 32 0.01 Kuaishou Technology 10,000 40 0.01 Kuang-Chi Technologies Co. Ltd. 10,200 35 0.01 Kweichow Moutai Co. Ltd. 400 53 0.01 Laopu Gold Co. Ltd. 100 3 0.00 LB Group Co. Ltd. 13,300 24 0.01 Lenovo Group Ltd. 46,000 102 0.03 Li Auto, Inc. 4,300 19 0.01
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
10
Page 13
Holdings
Market Value £'000
% of Total Net Assets
China — 1.90% (continued) Li Ning Co. Ltd. 11,500 16 0.00 Longfor Group Holdings Ltd. 12,628 7 0.00 Meituan 31,300 207 0.05 Midea Group Co. Ltd. 'H' Shares 2,200 18 0.00 NARI Technology Co. Ltd. 14,000 36 0.01 NetEase, Inc. 7,200 141 0.04 New China Life Insurance Co. Ltd. 'H' Shares 3,200 14 0.00 New Oriental Education & Technology Group, Inc. 4,200 15 0.00 NIO, Inc. 17,560 66 0.02 Nongfu Spring Co. Ltd. 7,400 28 0.01 Orient Securities Co. Ltd. 44,000 46 0.01 People's Insurance Co. Group of China Ltd. 22,000 10 0.00 PICC Property & Casualty Co. Ltd. 26,000 36 0.01 Ping An Insurance Group Co. of China Ltd. 'A' Shares 3,700 20 0.01 Ping An Insurance Group Co. of China Ltd. 'H' Shares 37,000 182 0.05 Pony AI, Inc. 6,600 35 0.01 Pop Mart International Group Ltd. 4,400 66 0.02 Postal Savings Bank of China Co. Ltd. 'H' Shares 61,000 27 0.01 Sanan Optoelectronics Co. Ltd. 17,900 42 0.01 SDIC Capital Co. Ltd. 25,500 19 0.01 SenseTime Group, Inc. 261,000 34 0.01 Shaanxi Coal Industry Co. Ltd. 14,300 32 0.01 Shandong Gold Mining Co. Ltd. 'H' Shares 5,500 9 0.00 Shandong Sun Paper Industry JSC Ltd. 10,000 14 0.00 Shanghai International Airport Co. Ltd. 13,400 35 0.01 Shenwan Hongyuan Group Co. Ltd. 31,300 15 0.00 Shenzhou International Group Holdings Ltd. 2,800 11 0.00 Sichuan Kelun-Biotech Biopharmaceutical Co. Ltd. 100 4 0.00 Sungrow Power Supply Co. Ltd. 200 4 0.00 Sunny Optical Technology Group Co. Ltd. 9,100 54 0.01 Suzhou Dongshan Precision Manufacturing Co. Ltd. 600 18 0.01 TAL Education Group ADR 1,300 9 0.00 TCL Technology Group Corp. 89,900 58 0.02 Tencent Holdings Ltd. 29,500 1,224 0.32 Tencent Music Entertainment Group ADR 3,934 25 0.01
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
11
Page 14
Holdings
Market Value £'000
% of Total Net Assets
China — 1.90% (continued) Tsingtao Brewery Co. Ltd. 'A' Shares 6,000 35 0.01 Tsingtao Brewery Co. Ltd. 'H' Shares 6,000 25 0.01 UBTech Robotics Corp. Ltd. 4,200 42 0.01 Vipshop Holdings Ltd. ADR 3,900 38 0.01 Weichai Power Co. Ltd. 'H' Shares 10,000 33 0.01 WuXi AppTec Co. Ltd. 'H' Shares 1,000 15 0.00 Wuxi Biologics Cayman, Inc. 11,500 38 0.01 Xiaomi Corp. 77,200 161 0.04 XPeng, Inc. 4,600 23 0.01 Yadea Group Holdings Ltd. 46,000 40 0.01 Yangtze Optical Fibre & Cable Joint Stock Ltd. Co. 'H' Shares 2,500 62 0.02 Yangzijiang Shipbuilding Holdings Ltd. 20,500 41 0.01 Yankuang Energy Group Co. Ltd. 'H' Shares 12,000 13 0.00 Yum China Holdings, Inc. 2,000 62 0.02 Yunnan Baiyao Group Co. Ltd. 2,100 11 0.00 Zhaojin Mining Industry Co. Ltd. 7,500 12 0.00 Zhejiang Dahua Technology Co. Ltd. 14,200 26 0.01 Zhejiang Leapmotor Technology Co. Ltd. 16,500 55 0.01 Zhejiang Longsheng Group Co. Ltd. 16,900 23 0.01 Zhejiang NHU Co. Ltd. 1,900 6 0.00 Zheshang Securities Co. Ltd. 18,200 19 0.01 Zhongji Innolight Co. Ltd. 500 71 0.02 Zhongtai Securities Co. Ltd. 29,700 18 0.00 Zijin Mining Group Co. Ltd. 'A' Shares 15,100 42 0.01 Zijin Mining Group Co. Ltd. 'H' Shares 34,000 90 0.02 ZTE Corp. 'H' Shares 3,200 7 0.00 ZTO Express Cayman, Inc. 2,800 46 0.01
7,328 1.90
Colombia — 0.02% Grupo Cibest SA 2,152 37 0.01 Grupo Cibest SA Preference Shares 1,558 23 0.01
60 0.02
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
12
Page 15
Holdings
Market Value £'000
% of Total Net Assets
Czech Republic — 0.02% CEZ AS 670 30 0.01 CSG NV 1,726 19 0.01 Moneta Money Bank AS 2,546 17 0.00
66 0.02
Denmark — 0.34% AP Moller - Maersk AS 'A' Shares 22 40 0.01 AP Moller - Maersk AS 'B' Shares 20 37 0.01 Carlsberg AS 520 52 0.01 Coloplast AS 275 12 0.00 Danske Bank AS 2,343 94 0.03 DSV AS 894 163 0.04 Genmab AS 204 43 0.01 Novo Nordisk AS 15,945 586 0.15 Novonesis Novozymes B 1,574 75 0.02 Orsted AS 2,852 48 0.01 Pandora AS 237 20 0.01 Tryg AS 1,253 22 0.01 Vestas Wind Systems AS 5,379 116 0.03
1,308 0.34
Egypt — 0.00% Commercial International Bank - Egypt (CIB) 7,951 16 0.00
Finland — 0.22% Elisa OYJ 265 9 0.00 Fortum OYJ 2,217 39 0.01 Kesko OYJ 608 10 0.00 Kone OYJ 1,613 69 0.02 Metso OYJ 4,140 55 0.01 Neste OYJ 1,262 31 0.01 Nokia OYJ 22,793 230 0.06 Nordea Bank Abp 14,386 204 0.05
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
13
Page 16
Holdings
Market Value £'000
% of Total Net Assets
Finland — 0.22% (continued) Orion OYJ 278 17 0.00 Sampo OYJ 7,745 61 0.02 Stora Enso OYJ 4,113 33 0.01 UPM-Kymmene OYJ 1,968 39 0.01 Wartsila OYJ Abp 2,194 63 0.02
860 0.22
France — 1.88% Abivax SA 380 37 0.01 Accor SA 1,733 75 0.02 Air Liquide SA 3,174 475 0.12 Alstom SA 1,038 14 0.00 Amundi SA 893 64 0.02 AXA SA 6,530 246 0.06 BioMerieux 432 26 0.01 BNP Paribas SA 4,958 434 0.11 Bouygues SA 1,625 69 0.02 Bureau Veritas SA 2,551 59 0.02 Capgemini SE 813 62 0.02 Carrefour SA 3,618 51 0.01 Cie de Saint-Gobain SA 2,613 179 0.05 Cie Generale des Etablissements Michelin SCA 2,137 62 0.02 Credit Agricole SA 7,054 106 0.03 Danone SA 2,857 177 0.05 Dassault Aviation SA 193 47 0.01 Dassault Systemes SE 3,837 59 0.02 Eiffage SA 741 82 0.02 Engie SA 7,849 187 0.05 EssilorLuxottica SA 1,418 199 0.05 Gecina SA* 270 17 0.00 Getlink SE 284 5 0.00 Hermes International SCA 124 171 0.04 Ipsen SA 151 22 0.01 Kering SA 480 104 0.03
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
14
Page 17
Holdings
Market Value £'000
% of Total Net Assets
France — 1.88% (continued) Klepierre SA* 406 13 0.00 Legrand SA 1,152 146 0.04 L'Oreal SA 1,227 406 0.11 LVMH Moet Hennessy Louis Vuitton SE 1,139 475 0.12 Orange SA 7,807 113 0.03 Pernod Ricard SA 950 53 0.01 Publicis Groupe SA 987 74 0.02 Rexel SA 2,331 77 0.02 Safran SA 1,758 521 0.13 Sanofi SA 5,327 348 0.09 Schneider Electric SE 2,520 622 0.16 Societe Generale SA 3,756 251 0.06 Sodexo SA 697 31 0.01 Thales SA 640 123 0.03 TotalEnergies SE 9,572 560 0.14 Unibail-Rodamco-Westfield* 1,051 93 0.02 Veolia Environnement SA 3,165 99 0.03 Vinci SA 2,039 225 0.06
7,259 1.88
Germany — 1.80% adidas AG 759 119 0.03 Allianz SE 1,815 646 0.17 BASF SE 3,607 146 0.04 Bayer AG 4,529 184 0.05 Bayerische Motoren Werke AG 1,319 66 0.02 Beiersdorf AG 291 19 0.00 Brenntag SE 717 33 0.01 Commerzbank AG 2,584 83 0.02 Continental AG 51 3 0.00 Daimler Truck Holding AG 2,092 75 0.02 Delivery Hero SE 1,101 34 0.01 Deutsche Bank AG 7,425 188 0.05 Deutsche Boerse AG 724 149 0.04
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
15
Page 18
Holdings
Market Value £'000
% of Total Net Assets
Germany — 1.80% (continued) Deutsche Lufthansa AG 2,637 23 0.01 Deutsche Post AG 3,939 180 0.05 Deutsche Telekom AG 17,908 373 0.10 E.ON SE 11,354 177 0.05 Fresenius Medical Care AG 1,066 36 0.01 Fresenius SE & Co. KGaA 2,567 88 0.02 GEA Group AG 936 49 0.01 Hannover Rueck SE 275 57 0.01 Heidelberg Materials AG 536 78 0.02 Henkel AG & Co. KGaA Preference Shares 1,144 72 0.02 Hensoldt AG 680 40 0.01 HOCHTIEF AG 119 52 0.01 Infineon Technologies AG 6,494 452 0.12 Mercedes-Benz Group AG 4,419 165 0.04 Merck KGaA 896 113 0.03 MTU Aero Engines AG 338 107 0.03 Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen 662 278 0.07 Nemetschek SE 676 31 0.01 Porsche Automobil Holding SE 1,392 33 0.01 Rheinmetall AG 231 195 0.05 RWE AG 3,919 190 0.05 SAP SE 5,383 624 0.16 Sartorius AG 239 47 0.01 Scout24 SE~ 3 0 0.00 Siemens AG 3,623 878 0.23 Siemens Energy AG 4,095 585 0.15 Siemens Healthineers AG 697 21 0.01 Symrise AG 1,180 89 0.02 Talanx AG 218 21 0.00 Volkswagen AG 641 39 0.01 Vonovia SE 2,915 54 0.01 Zalando SE 2,089 46 0.01
6,938 1.80
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
16
Page 19
Holdings
Market Value £'000
% of Total Net Assets
Greece — 0.06% Alpha Bank SA 11,985 41 0.01 Eurobank SA 14,914 54 0.01 National Bank of Greece SA 2,771 37 0.01 Piraeus Bank SA 9,583 75 0.02 Public Power Corp. SA 1,664 33 0.01
240 0.06
Hong Kong — 0.67% AIA Group Ltd. 55,800 386 0.10 Alibaba Group Holding Ltd. 82,100 737 0.19 BOC Hong Kong Holdings Ltd. 23,500 96 0.03 China Gas Holdings Ltd. 63,800 32 0.01 China Overseas Land & Investment Ltd. 10,500 12 0.00 China Resources Land Ltd. 12,000 35 0.01 China Resources Power Holdings Co. Ltd. 26,000 42 0.01 CK Asset Holdings Ltd. 11,000 47 0.01 CK Hutchison Holdings Ltd. 20,000 128 0.03 CLP Holdings Ltd. 9,000 64 0.02 Futu Holdings Ltd. ADR 100 7 0.00 Galaxy Entertainment Group Ltd. 8,000 23 0.01 Geely Automobile Holdings Ltd. 34,000 55 0.01 Henderson Land Development Co. Ltd. 7,000 17 0.01 Hong Kong & China Gas Co. Ltd. 74,000 46 0.01 Hong Kong Exchanges & Clearing Ltd. 7,100 249 0.07 Hongkong Land Holdings Ltd. 8,300 45 0.01 Jardine Matheson Holdings Ltd. 1,000 46 0.01 Kingboard Laminates Holdings Ltd. 8,000 77 0.02 Link REIT* 3,700 13 0.00 MTR Corp. Ltd. 14,000 41 0.01 Power Assets Holdings Ltd. 9,000 50 0.01 Prudential PLC 9,233 93 0.02 Sino Biopharmaceutical Ltd. 69,000 29 0.01 Sino Land Co. Ltd. 30,391 30 0.01 SITC International Holdings Co. Ltd. 3,000 9 0.00
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
17
Page 20
Holdings
Market Value £'000
% of Total Net Assets
Hong Kong — 0.67% (continued) Sun Hung Kai Properties Ltd. 5,500 60 0.02 Swire Pacific Ltd. 'A' Shares 1,000 8 0.00 Techtronic Industries Co. Ltd. 5,000 63 0.02 WH Group Ltd. 14,000 11 0.00 Wharf Real Estate Investment Co. Ltd. 11,000 23 0.01 Zijin Gold International Co. Ltd. 1,700 14 0.00
2,588 0.67
Hungary — 0.02% OTP Bank Nyrt 820 91 0.02
Indonesia — 0.04% Astra International Tbk. PT 49,900 9 0.00 Bank Central Asia Tbk. PT 249,300 59 0.02 Bank Mandiri Persero Tbk. PT 291,000 47 0.01 Bank Rakyat Indonesia Persero Tbk. PT 365,800 42 0.01 Barito Pacific Tbk. PT 87,200 5 0.00 Telkom Indonesia Persero Tbk. PT 96,100 10 0.00
172 0.04
Ireland — 0.74% Accenture PLC 3,261 307 0.08 AerCap Holdings NV 700 78 0.02 AIB Group PLC 7,665 69 0.02 Allegion PLC 435 46 0.01 Aptiv PLC 1,132 51 0.01 Bank of Ireland Group PLC 3,496 53 0.01 Eaton Corp. PLC 1,952 603 0.16 Experian PLC 6,184 158 0.04 Kerry Group PLC 531 37 0.01 Kingspan Group PLC 602 42 0.01 Medtronic PLC 6,207 380 0.10 PDD Holdings, Inc. ADR 3,200 185 0.05
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
18
Page 21
Holdings
Market Value £'000
% of Total Net Assets
Ireland — 0.74% (continued) Ryanair Holdings PLC 3,474 82 0.02 Smurfit Westrock PLC 2,439 86 0.02 TE Connectivity PLC 1,498 225 0.06 Trane Technologies PLC 1,207 439 0.12
2,841 0.74
Israel — 0.23% Bank Hapoalim BM 8,669 150 0.04 Bank Leumi Le-Israel BM 6,840 115 0.03 Check Point Software Technologies Ltd. 500 49 0.01 Elbit Systems Ltd. 150 85 0.02 Enlight Renewable Energy Ltd. 624 41 0.01 Harel Insurance Investments & Financial Services Ltd. 581 23 0.00 Israel Discount Bank Ltd. 3,292 25 0.01 Mizrahi Tefahot Bank Ltd. 581 29 0.01 Nova Ltd. 165 65 0.02 OPC Energy Ltd. 1,504 36 0.01 Phoenix Financial Ltd. 1,151 49 0.01 Teva Pharmaceutical Industries Ltd. ADR 5,400 136 0.03 Tower Semiconductor Ltd. 540 103 0.03
906 0.23
Italy — 0.67% Banca Mediolanum SpA 2,394 45 0.01 Banca Monte dei Paschi di Siena SpA 10,612 99 0.03 Banco BPM SpA 7,309 95 0.03 BPER Banca SpA 7,221 84 0.02 Davide Campari-Milano NV 439 2 0.00 Enel SpA 38,867 340 0.09 Eni SpA 8,787 155 0.04 Ferrari NV 565 158 0.04 FinecoBank Banca Fineco SpA 1,389 26 0.01 Generali 3,517 128 0.03 Intesa Sanpaolo SpA 62,150 319 0.08
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
19
Page 22
Holdings
Market Value £'000
% of Total Net Assets
Italy — 0.67% (continued) Leonardo SpA 2,148 87 0.02 Moncler SpA 1,063 47 0.01 Poste Italiane SpA 2,736 68 0.02 Prysmian SpA 1,190 151 0.04 Recordati Industria Chimica e Farmaceutica SpA 769 34 0.01 Snam SpA 9,583 52 0.01 Telecom Italia SpA 10,751 75 0.02 Terna - Rete Elettrica Nazionale 7,918 70 0.02 UniCredit SpA 6,944 466 0.12 Unipol Assicurazioni SpA 3,428 72 0.02
2,573 0.67
Japan — 4.91% Advantest Corp. 3,600 541 0.14 Aeon Co. Ltd. 11,100 69 0.02 AGC, Inc. 1,700 55 0.01 Aisin Corp. 3,300 34 0.01 Ajinomoto Co., Inc. 4,900 134 0.03 ANA Holdings, Inc. 2,400 33 0.01 Asahi Group Holdings Ltd. 11,800 85 0.02 Asahi Kasei Corp. 4,700 39 0.01 Asics Corp. 3,100 63 0.02 Astellas Pharma, Inc. 8,300 84 0.02 Bandai Namco Holdings, Inc. 1,700 30 0.01 Bridgestone Corp. 6,200 98 0.03 Canon, Inc. 3,500 68 0.02 Capcom Co. Ltd. 1,200 17 0.00 Central Japan Railway Co. 3,500 57 0.02 Chubu Electric Power Co., Inc. 2,400 34 0.01 Chugai Pharmaceutical Co. Ltd. 3,000 105 0.03 Daifuku Co. Ltd. 1,200 40 0.01 Daiichi Life Group, Inc. 20,700 171 0.04 Daiichi Sankyo Co. Ltd. 8,600 104 0.03 Daito Trust Construction Co. Ltd. 4,600 66 0.02
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
20
Page 23
Holdings
Market Value £'000
% of Total Net Assets
Japan — 4.91% (continued) Daiwa House Industry Co. Ltd. 5,000 103 0.03 Daiwa Securities Group, Inc. 7,300 54 0.01 Denso Corp. 6,200 54 0.01 Disco Corp. 400 151 0.04 East Japan Railway Co. 4,400 70 0.02 Ebara Corp. 1,700 49 0.01 Eisai Co. Ltd. 700 13 0.00 ENEOS Holdings, Inc. 17,800 99 0.03 FANUC Corp. 3,900 133 0.03 Fast Retailing Co. Ltd. 1,000 385 0.10 Fuji Electric Co. Ltd. 500 31 0.01 FUJIFILM Holdings Corp. 7,400 120 0.03 Fujikura Ltd. 8,100 235 0.06 Fujitsu Ltd. 7,500 113 0.03 Furukawa Electric Co. Ltd. 3,000 66 0.02 Hankyu Hanshin Holdings, Inc. 200 4 0.00 Hikari Tsushin, Inc. 300 50 0.01 Hitachi Ltd. 22,000 457 0.12 Honda Motor Co. Ltd. 18,500 128 0.03 Hoya Corp. 1,500 181 0.05 Hulic Co. Ltd. 3,700 29 0.01 Ibiden Co. Ltd. 1,100 122 0.03 Idemitsu Kosan Co. Ltd. 11,700 65 0.02 IHI Corp. 5,300 67 0.02 Inpex Corp. 3,600 55 0.01 Isuzu Motors Ltd. 4,400 44 0.01 ITOCHU Corp. 27,300 235 0.06 Japan Exchange Group, Inc. 1,300 12 0.00 Japan Post Bank Co. Ltd. 8,300 118 0.03 Japan Post Holdings Co. Ltd. 11,700 118 0.03 Japan Post Insurance Co. Ltd. 700 5 0.00 Japan Tobacco, Inc. 5,200 145 0.04 JFE Holdings, Inc. 7,900 57 0.02 JX Advanced Metals Corp. 1,900 39 0.01 Kajima Corp. 2,000 55 0.01
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
21
Page 24
Holdings
Market Value £'000
% of Total Net Assets
Japan — 4.91% (continued) Kansai Electric Power Co., Inc. 5,200 55 0.01 Kao Corp. 3,800 57 0.02 Kawasaki Heavy Industries Ltd. 3,000 41 0.01 KDDI Corp. 12,600 161 0.04 Keyence Corp. 800 301 0.08 Kikkoman Corp. 800 6 0.00 Kioxia Holdings Corp. 1,600 664 0.17 Kirin Holdings Co. Ltd. 3,500 46 0.01 Komatsu Ltd. 4,400 129 0.03 Konami Group Corp. 400 33 0.01 Kubota Corp. 3,000 37 0.01 Kyocera Corp. 7,900 131 0.03 Lasertec Corp. 400 92 0.02 Makita Corp. 700 19 0.01 Marubeni Corp. 5,200 113 0.03 Minebea Mitsumi, Inc. 2,400 53 0.01 Mitsubishi Chemical Group Corp. 8,000 42 0.01 Mitsubishi Corp. 16,300 330 0.09 Mitsubishi Electric Corp. 8,000 219 0.06 Mitsubishi Estate Co. Ltd. 4,800 93 0.02 Mitsubishi HC Capital, Inc. 8,700 53 0.01 Mitsubishi Heavy Industries Ltd. 16,900 288 0.07 Mitsubishi UFJ Financial Group, Inc. 55,000 820 0.21 Mitsui & Co. Ltd. 12,700 266 0.07 Mitsui Fudosan Co. Ltd. 13,100 91 0.02 Mitsui Kinzoku Co. Ltd. 200 39 0.01 Mitsui OSK Lines Ltd. 2,000 49 0.01 Mizuho Financial Group, Inc. 12,400 447 0.12 MS&AD Insurance Group Holdings, Inc. 5,200 103 0.03 Murata Manufacturing Co. Ltd. 8,100 429 0.11 NEC Corp. 7,800 143 0.04 Nexon Co. Ltd. 900 9 0.00 NIDEC Corp. 3,300 41 0.01 Nintendo Co. Ltd. 6,200 197 0.05 Nippon Building Fund, Inc.* 57 33 0.01
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
22
Page 25
Holdings
Market Value £'000
% of Total Net Assets
Japan — 4.91% (continued) Nippon Sanso Holdings Corp. 1,100 31 0.01 Nippon Steel Corp. 41,200 103 0.03 Nippon Yusen KK 1,900 46 0.01 Nitori Holdings Co. Ltd. 300 3 0.00 Nitto Denko Corp. 6,300 93 0.02 Nomura Holdings, Inc. 20,400 134 0.04 Nomura Research Institute Ltd. 1,500 32 0.01 NTT, Inc. 184,400 124 0.03 Obayashi Corp. 3,700 56 0.01 Obic Co. Ltd. 2,400 43 0.01 Olympus Corp. 7,400 59 0.02 Oriental Land Co. Ltd. 5,400 63 0.02 ORIX Corp. 4,600 132 0.03 Osaka Gas Co. Ltd. 900 23 0.01 Otsuka Corp. 2,000 26 0.01 Otsuka Holdings Co. Ltd. 2,000 101 0.03 Pan Pacific International Holdings Corp. 4,800 18 0.00 Panasonic Holdings Corp. 11,400 239 0.06 Rakuten Group, Inc. 800 3 0.00 Recruit Holdings Co. Ltd. 6,600 348 0.09 Renesas Electronics Corp. 7,800 174 0.05 Resona Holdings, Inc. 9,600 94 0.02 Resonac Holdings Corp. 800 66 0.02 Ryohin Keikaku Co. Ltd. 2,700 44 0.01 Sanrio Co. Ltd. 500 3 0.00 SBI Holdings, Inc. 1,300 16 0.00 SCREEN Holdings Co. Ltd. 600 50 0.01 Secom Co. Ltd. 1,600 48 0.01 Seibu Holdings, Inc. 500 7 0.00 Sekisui House Ltd. 5,400 85 0.02 Seven & i Holdings Co. Ltd. 10,700 97 0.03 Shimano, Inc. 200 16 0.00 Shimizu Corp. 1,800 21 0.01 Shin-Etsu Chemical Co. Ltd. 7,800 254 0.07 Shionogi & Co. Ltd. 3,500 45 0.01
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
23
Page 26
Holdings
Market Value £'000
% of Total Net Assets
Japan — 4.91% (continued) Shiseido Co. Ltd. 2,600 32 0.01 SMC Corp. 200 66 0.02 SoftBank Corp. 146,700 142 0.04 SoftBank Group Corp. 18,200 504 0.13 Sompo Holdings, Inc. 3,700 107 0.03 Sony Group Corp. 29,800 455 0.12 Subaru Corp. 1,500 17 0.00 Sumitomo Corp. 22,000 158 0.04 Sumitomo Electric Industries Ltd. 12,400 169 0.04 Sumitomo Metal Mining Co. Ltd. 800 28 0.01 Sumitomo Mitsui Financial Group, Inc. 19,000 561 0.15 Sumitomo Mitsui Trust Group, Inc. 4,100 116 0.03 Sumitomo Realty & Development Co. Ltd. 1,800 31 0.01 Suzuki Motor Corp. 10,800 98 0.03 T&D Holdings, Inc. 4,000 89 0.02 Taisei Corp. 700 46 0.01 Takeda Pharmaceutical Co. Ltd. 6,900 165 0.04 TDK Corp. 10,000 166 0.04 Terumo Corp. 6,400 67 0.02 Tokio Marine Holdings, Inc. 9,000 302 0.08 Tokyo Electron Ltd. 2,200 788 0.20 Tokyo Gas Co. Ltd. 900 26 0.01 TOPPAN Holdings, Inc. 1,200 28 0.01 Toray Industries, Inc. 10,200 54 0.01 Toyota Motor Corp. 47,200 599 0.16 Toyota Tsusho Corp. 2,500 69 0.02 Unicharm Corp. 11,100 49 0.01 Yokogawa Electric Corp. 1,200 31 0.01 Yokohama Financial Group, Inc. 8,500 68 0.02
18,947 4.91
Kuwait — 0.06% Kuwait Finance House KSCP 65,054 122 0.03
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
24
Page 27
Holdings
Market Value £'000
% of Total Net Assets
Kuwait — 0.06% (continued) National Bank of Kuwait SAKP 46,856 92 0.03 Warba Bank KSCP 15,441 10 0.00
224 0.06
Luxembourg — 0.04% ArcelorMittal SA 1,390 64 0.02 Eurofins Scientific SE 343 20 0.00 Millicom International Cellular SA 600 42 0.01 Tenaris SA 1,983 42 0.01
168 0.04
Macau — 0.00% Sands China Ltd. 6,000 7 0.00
Malaysia — 0.09% CIMB Group Holdings Bhd. 38,800 53 0.01 Hong Leong Bank Bhd. 4,600 18 0.01 IHH Healthcare Bhd. 8,500 13 0.00 IOI Corp. Bhd. 22,400 18 0.00 Malayan Banking Bhd. 31,400 63 0.02 MISC Bhd. 3,500 5 0.00 Press Metal Aluminium Holdings Bhd. 20,500 29 0.01 Public Bank Bhd. 38,100 34 0.01 RHB Bank Bhd. 17,700 27 0.01 SD Guthrie Bhd. 38,200 43 0.01 Tenaga Nasional Bhd. 20,800 55 0.01
358 0.09
Mexico — 0.21% America Movil SAB de CV 93,000 94 0.02 Arca Continental SAB de CV 7,100 65 0.02 Cemex SAB de CV 83,200 77 0.02
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
25
Page 28
Holdings
Market Value £'000
% of Total Net Assets
Mexico — 0.21% (continued) Coca-Cola Femsa SAB de CV 1,800 14 0.00 Fibra Uno Administracion SA de CV* 14,200 18 0.01 Fomento Economico Mexicano SAB de CV 6,300 62 0.02 Fresnillo PLC 918 26 0.01 Grupo Aeroportuario del Pacifico SAB de CV 2,675 52 0.01 Grupo Bimbo SAB de CV 25,600 63 0.02 Grupo Financiero Banorte SAB de CV 10,100 81 0.02 Grupo Mexico SAB de CV 10,900 95 0.03 Industrias Penoles SAB de CV 885 30 0.01 Kimberly-Clark de Mexico SAB de CV 5,400 9 0.00 Promotora y Operadora de Infraestructura SAB de CV 1,170 14 0.00 Wal-Mart de Mexico SAB de CV 41,500 92 0.02
792 0.21
Netherlands — 1.62% ABN AMRO Bank NV 3,679 117 0.03 Adyen NV 117 83 0.02 Aegon Ltd. 12,916 83 0.02 Airbus SE 3,179 533 0.14 Akzo Nobel NV 1,305 67 0.02 Argenx SE 337 236 0.06 ASM International NV 260 223 0.06 ASML Holding NV 1,934 2,791 0.72 ASR Nederland NV 757 43 0.01 BE Semiconductor Industries NV 390 96 0.02 Euronext NV 161 19 0.01 EXOR NV 1,111 64 0.02 Ferrovial NV 3,151 165 0.04 Heineken Holding NV 224 13 0.00 Heineken NV 1,329 83 0.02 ING Groep NV 12,905 306 0.08 JBS NV 1,400 13 0.00 Koninklijke Ahold Delhaize NV 3,670 111 0.03 Koninklijke KPN NV 18,984 72 0.02
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
26
Page 29
Holdings
Market Value £'000
% of Total Net Assets
Netherlands — 1.62% (continued) Koninklijke Philips NV 3,420 70 0.02 Magnum Ice Cream Co. NV 2,682 35 0.01 Nebius Group NV 900 179 0.05 NEPI Rockcastle NV 1,678 11 0.00 NN Group NV 1,647 109 0.03 NXP Semiconductors NV 1,389 293 0.08 Prosus NV 6,076 200 0.05 Qiagen NV 1,541 46 0.01 Stellantis NV 9,440 40 0.01 Universal Music Group NV 7,841 125 0.03 Wolters Kluwer NV 815 40 0.01
6,266 1.62
New Zealand — 0.04% Auckland International Airport Ltd. 5,348 19 0.01 Contact Energy Ltd. 3,313 13 0.00 Fisher & Paykel Healthcare Corp. Ltd. 2,872 48 0.01 Infratil Ltd. 2,418 16 0.01 Xero Ltd. 1,101 42 0.01
138 0.04
Norway — 0.11% Aker BP ASA 1,737 40 0.01 DNB Bank ASA 3,211 72 0.02 Equinor ASA 3,612 86 0.02 Gjensidige Forsikring ASA 194 4 0.00 Kongsberg Gruppen ASA 2,545 58 0.01 Mowi ASA 1,894 26 0.01 Norsk Hydro ASA 5,222 36 0.01 Orkla ASA 1,568 13 0.00 Telenor ASA 2,651 29 0.01
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
27
Page 30
Holdings
Market Value £'000
% of Total Net Assets
Norway — 0.11% (continued) Var Energi ASA 13,240 41 0.01 Yara International ASA 644 22 0.01
427 0.11
Peru — 0.03% Cia de Minas Buenaventura SAA ADR 800 17 0.01 Credicorp Ltd. 300 88 0.02
105 0.03
Philippines — 0.03% Ayala Corp. 2,070 11 0.00 BDO Unibank, Inc. 27,180 40 0.01 International Container Terminal Services, Inc. 4,310 47 0.01 Manila Electric Co. 1,560 11 0.00 Metropolitan Bank & Trust Co. 15,390 12 0.01
121 0.03
Poland — 0.11% Allegro.eu SA 9,855 74 0.02 Bank Polska Kasa Opieki SA 1,172 54 0.01 Dino Polska SA 564 3 0.00 KGHM Polska Miedz SA 564 37 0.01 LPP SA 4 15 0.00 mBank SA 94 26 0.01 ORLEN SA 3,962 100 0.03 Powszechna Kasa Oszczednosci Bank Polski SA 5,279 109 0.03 Powszechny Zaklad Ubezpieczen SA 1,613 21 0.00
439 0.11
Portugal — 0.04% Banco Comercial Portugues SA 9,952 9 0.00 EDP SA 13,215 52 0.02
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
28
Page 31
Holdings
Market Value £'000
% of Total Net Assets
Portugal — 0.04% (continued) Galp Energia SGPS SA 1,501 24 0.01 Jeronimo Martins SGPS SA 3,427 50 0.01
135 0.04
Qatar — 0.10% Al Rayan Bank 119,429 51 0.01 Commercial Bank PSQC 16,115 13 0.01 Dukhan Bank 74,214 51 0.01 Industries Qatar QSC 19,103 44 0.01 Mesaieed Petrochemical Holding Co. 195,718 47 0.01 Ooredoo QPSC 14,057 39 0.01 Qatar Islamic Bank QPSC 10,319 47 0.01 Qatar National Bank QPSC 25,860 93 0.03
385 0.10
Saudi Arabia — 0.26% ACWA Power Co. 1,243 48 0.01 Al Rajhi Bank 13,115 174 0.04 Alinma Bank 5,610 27 0.01 Almarai Co. JSC 2,797 25 0.01 Bupa Arabia for Cooperative Insurance Co. 1,013 36 0.01 Dar Al Arkan Real Estate Development Co. 11,441 42 0.01 Dr. Sulaiman Al Habib Medical Services Group Co. 415 18 0.00 Etihad Etisalat Co. 2,288 28 0.01 Riyad Bank 3,993 16 0.00 SABIC Agri-Nutrients Co. 1,081 27 0.01 Saudi Arabian Mining Co. 6,161 73 0.02 Saudi Arabian Oil Co. 29,488 154 0.04 Saudi Awwal Bank 5,479 36 0.01 Saudi Basic Industries Corp. 4,392 46 0.01 Saudi National Bank 15,762 123 0.03 Saudi Tadawul Group Holding Co. 1,131 30 0.01
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
29
Page 32
Holdings
Market Value £'000
% of Total Net Assets
Saudi Arabia — 0.26% (continued) Saudi Telecom Co. 9,535 83 0.02 Yanbu National Petrochemical Co. 3,724 22 0.01
1,008 0.26
Singapore — 0.36% CapitaLand Ascendas REIT* 17,270 25 0.01 CapitaLand Integrated Commercial Trust* 40,800 57 0.02 CapitaLand Investment Ltd. 16,400 24 0.01 DBS Group Holdings Ltd. 10,300 393 0.10 Grab Holdings Ltd. 19,100 54 0.01 Keppel Ltd. 13,200 84 0.02 Oversea-Chinese Banking Corp. Ltd. 16,300 236 0.06 Sea Ltd. ADR 1,500 106 0.03 Singapore Airlines Ltd. 800 4 0.00 Singapore Exchange Ltd. 4,200 59 0.02 Singapore Technologies Engineering Ltd. 11,600 70 0.02 Singapore Telecommunications Ltd. 34,800 90 0.02 Trip.com Group Ltd. 2,350 71 0.02 United Overseas Bank Ltd. 3,700 86 0.02 Wilmar International Ltd. 5,900 12 0.00
1,371 0.36
South Africa — 0.30% Absa Group Ltd. 7,472 77 0.02 Bid Corp. Ltd. 1,855 38 0.01 Bidvest Group Ltd. 4,480 50 0.01 Capitec Bank Holdings Ltd. 617 134 0.04 Clicks Group Ltd. 2,544 27 0.01 Discovery Ltd. 1,345 16 0.00 FirstRand Ltd. 30,500 136 0.04 Gold Fields Ltd. 3,348 85 0.02 Harmony Gold Mining Co. Ltd. 1,165 14 0.00 Impala Platinum Holdings Ltd. 2,973 24 0.01 MTN Group Ltd. 7,996 84 0.02
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
30
Page 33
Holdings
Market Value £'000
% of Total Net Assets
South Africa — 0.30% (continued) Naspers Ltd. 3,239 124 0.03 Northam Platinum Holdings Ltd. 562 6 0.00 Remgro Ltd. 4,476 41 0.01 Sanlam Ltd. 13,987 57 0.02 Sasol Ltd. 3,536 26 0.01 Sibanye Stillwater Ltd. 9,632 16 0.00 Standard Bank Group Ltd. 9,008 133 0.03 Valterra Platinum Ltd. 918 47 0.01 Vodacom Group Ltd. 2,650 18 0.01
1,153 0.30
South Korea — 2.82% Alteogen, Inc. 67 12 0.00 APR Corp. 141 27 0.01 Celltrion, Inc. 460 39 0.01 Doosan Co. Ltd. 32 23 0.01 Doosan Enerbility Co. Ltd. 1,722 73 0.02 Ecopro BM Co. Ltd. 234 16 0.00 Ecopro Co. Ltd. 560 29 0.01 Hana Financial Group, Inc. 1,652 92 0.02 Hanmi Semiconductor Co. Ltd. 266 33 0.01 Hanwha Aerospace Co. Ltd. 230 112 0.03 Hanwha Ocean Co. Ltd. 686 34 0.01 Hanwha Systems Co. Ltd. 558 20 0.00 HD Hyundai Electric Co. Ltd. 130 62 0.02 HD Hyundai Heavy Industries Co. Ltd. 173 50 0.01 HD Korea Shipbuilding & Offshore Engineering Co. Ltd. 125 21 0.00 HYBE Co. Ltd. 257 24 0.01 Hyosung Heavy Industries Corp. 26 44 0.01 Hyundai Mobis Co. Ltd. 279 68 0.02 Hyundai Motor Co. 640 155 0.04 Hyundai Motor Co. Preference Shares 461 49 0.01 Hyundai Rotem Co. Ltd. 374 32 0.01 Industrial Bank of Korea 3,006 29 0.01
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
31
Page 34
Holdings
Market Value £'000
% of Total Net Assets
South Korea — 2.82% (continued) Kakao Corp. 2,477 42 0.01 KB Financial Group, Inc. 1,701 132 0.03 Kia Corp. 829 56 0.01 Korea Aerospace Industries Ltd. 608 43 0.01 Korea Electric Power Corp. 130 2 0.00 Korea Investment Holdings Co. Ltd. 245 26 0.01 Korean Air Lines Co. Ltd. 1,539 21 0.00 KT&G Corp. 669 55 0.01 LG Chem Ltd. 180 25 0.01 LG Corp. 770 37 0.01 LG Electronics, Inc. 738 73 0.02 LG Energy Solution Ltd. 143 25 0.01 LG Uplus Corp. 6,107 42 0.01 LS Electric Co. Ltd. 350 41 0.01 Mirae Asset Securities Co. Ltd. 1,320 28 0.01 NAVER Corp. 724 70 0.02 NH Investment & Securities Co. Ltd. 1,537 22 0.01 POSCO Holdings, Inc. 231 36 0.01 Samsung Biologics Co. Ltd. 88 60 0.02 Samsung C&T Corp. 339 77 0.02 Samsung Electro-Mechanics Co. Ltd. 277 295 0.08 Samsung Electronics Co. Ltd. 23,046 3,753 0.97 Samsung Electronics Co. Ltd. Preference Shares 3,755 388 0.10 Samsung Fire & Marine Insurance Co. Ltd. 117 35 0.01 Samsung Heavy Industries Co. Ltd. 2,927 33 0.01 Samsung Life Insurance Co. Ltd. 388 76 0.02 Samsung SDI Co. Ltd. 274 65 0.02 Samsung SDS Co. Ltd. 224 21 0.01 Samyang Foods Co. Ltd. 72 39 0.01 Shinhan Financial Group Co. Ltd. 2,013 94 0.02 SK Hynix, Inc. 2,716 3,511 0.91 SK Innovation Co. Ltd. 647 30 0.01 SK Square Co. Ltd. 479 397 0.10 SK Telecom Co. Ltd. 882 38 0.01 SK, Inc. 202 82 0.02
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
32
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Holdings
Market Value £'000
% of Total Net Assets
South Korea — 2.82% (continued) S-Oil Corp. 296 15 0.00 Woori Financial Group, Inc. 4,050 57 0.01
10,886 2.82
Spain — 0.79% Acciona SA 168 40 0.01 ACS Actividades de Construccion y Servicios SA 736 82 0.02 ACS Actividades de Construccion y Servicios SA Rights 736 1 0.00 Aena SME SA 5,412 127 0.03 Amadeus IT Group SA 2,087 93 0.02 Banco Bilbao Vizcaya Argentaria SA 27,845 523 0.14 Banco de Sabadell SA 21,451 57 0.01 Banco Santander SA 72,968 753 0.20 Bankinter SA 1,027 13 0.00 CaixaBank SA 16,098 171 0.04 Cellnex Telecom SA 2,537 58 0.02 EDP Renewables SA 5,223 63 0.02 Endesa SA 1,704 59 0.02 Iberdrola SA 29,580 562 0.15 Indra Sistemas SA 584 24 0.01 Industria de Diseno Textil SA 4,862 233 0.06 Naturgy Energy Group SA 1,397 33 0.01 Repsol SA 4,671 88 0.02 Telefonica SA 17,898 55 0.01
3,035 0.79
Sweden — 0.77% AddTech AB 2,683 72 0.02 Alfa Laval AB 1,540 69 0.02 Assa Abloy AB 5,346 143 0.04 Atlas Copco AB 'A' Shares 13,420 205 0.05 Atlas Copco AB 'B' Shares 8,006 107 0.03 Beijer Ref AB 4,040 45 0.01 Boliden AB 2,046 87 0.02
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
33
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Holdings
Market Value £'000
% of Total Net Assets
Sweden — 0.77% (continued) Epiroc AB 'B' Shares 3,299 58 0.02 Epiroc AB 'A' Shares 3,423 71 0.02 EQT AB 2,599 55 0.01 Essity AB 4,070 87 0.02 Evolution AB 197 10 0.00 H&MH ennes & Mauritz AB 1,407 18 0.00 Hexagon AB 8,795 55 0.01 Industrivarden AB 'A' Shares 1,599 67 0.02 Industrivarden AB 'C' Shares 1,587 65 0.02 Investor AB 'B' Shares 8,321 261 0.07 L E Lundbergforetagen AB 1,178 51 0.01 Lifco AB 2,049 51 0.01 Nibe Industrier AB 10,671 30 0.01 Saab AB 1,514 59 0.02 Sandvik AB 5,181 161 0.04 Securitas AB 3,917 49 0.01 Skandinaviska Enskilda Banken AB 'A' Shares 4,157 62 0.02 Skanska AB 3,718 75 0.02 SKF AB 2,744 53 0.01 Spotify Technology SA 660 231 0.06 Svenska Cellulosa AB SCA 3,656 28 0.01 Svenska Handelsbanken AB 'A' Shares 5,942 66 0.02 Swedbank AB 3,880 109 0.03 Swedish Orphan Biovitrum AB 150 5 0.00 Tele2 AB 1,859 25 0.01 Telefonaktiebolaget LM Ericsson 13,661 116 0.03 Telia Co. AB 6,628 25 0.01 Trelleborg AB 1,631 53 0.01 Volvo AB 'B' Shares 9,169 234 0.06
2,958 0.77
Switzerland — 2.31% ABB Ltd. 7,893 645 0.17 Alcon AG 2,271 116 0.03
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
34
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Holdings
Market Value £'000
% of Total Net Assets
Switzerland — 2.31% (continued) Amcor PLC 2,116 69 0.02 Amrize Ltd. 1,872 75 0.02 Barry Callebaut AG 6 6 0.00 Belimo Holding AG 71 60 0.02 BKW AG 18 2 0.00 Chocoladefabriken Lindt & Spruengli AG 1 90 0.02 Chocoladefabriken Lindt & Spruengli AG (Non-Voting) 2 18 0.00 Chubb Ltd. 1,704 442 0.11 Cie Financiere Richemont SA 2,674 471 0.12 Coca-Cola HBC AG 1,059 52 0.01 DSM-Firmenich AG 555 39 0.01 Galderma Group AG 838 147 0.04 Garmin Ltd. 682 121 0.03 Geberit AG 155 78 0.02 Givaudan SA 52 166 0.04 Glencore PLC 39,855 209 0.05 Helvetia Baloise Holding AG 440 86 0.02 Holcim AG 1,991 136 0.04 Julius Baer Group Ltd. 1,682 109 0.03 Kuehne & Nagel International AG 363 67 0.02 Logitech International SA 472 34 0.01 Lonza Group AG 321 164 0.04 Nestle SA 12,949 1,010 0.26 Novartis AG 9,355 1,116 0.29 Partners Group Holding AG 85 52 0.01 Roche Holding AG 164 53 0.01 Roche Holding AG (Non-Voting) 3,379 1,065 0.28 Sandoz Group AG 1,894 132 0.03 Schindler Holding AG 252 61 0.02 Schindler Holding AG Participating Certificates 310 78 0.02 SGS SA 1,186 104 0.03 Sika AG 766 119 0.03 Sonova Holding AG 96 17 0.00 STMicroelectronics NV 2,555 143 0.04 Straumann Holding AG 263 27 0.01
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
35
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Holdings
Market Value £'000
% of Total Net Assets
Switzerland — 2.31% (continued) Swatch Group AG (Bearer) 262 49 0.01 Swiss Life Holding AG 157 131 0.03 Swiss Prime Site AG 495 61 0.02 Swiss Re AG 1,148 139 0.04 Swisscom AG 97 57 0.02 UBS Group AG 16,519 618 0.16 VAT Group AG 112 73 0.02 Zurich Insurance Group AG 744 415 0.11
8,922 2.31
Taiwan — 3.28% Accton Technology Corp. 2,000 119 0.03 Advantech Co. Ltd. 3,000 35 0.01 Airtac International Group 1,000 32 0.01 Alchip Technologies Ltd. 1,000 100 0.03 ASE Technology Holding Co. Ltd. 14,000 227 0.06 Asia Vital Components Co. Ltd. 1,000 60 0.02 Asustek Computer, Inc. 3,000 50 0.01 Bizlink Holding, Inc. 1,000 46 0.01 Cathay Financial Holding Co. Ltd. 49,000 114 0.03 Chailease Holding Co. Ltd. 16,000 45 0.01 Chroma ATE, Inc. 2,000 102 0.03 Chunghwa Telecom Co. Ltd. 19,000 64 0.02 CTBC Financial Holding Co. Ltd. 75,000 126 0.03 Delta Electronics, Inc. 9,000 418 0.11 E Ink Holdings, Inc. 1,000 5 0.00 E.Sun Financial Holding Co. Ltd. 88,000 72 0.02 Elite Material Co. Ltd. 2,000 256 0.07 Evergreen Marine Corp. Taiwan Ltd. 4,000 17 0.00 Far EasTone Telecommunications Co. Ltd. 7,000 17 0.00 First Financial Holding Co. Ltd. 87,000 68 0.02 Fubon Financial Holding Co. Ltd. 40,000 123 0.03 Global Unichip Corp. 1,000 115 0.03 Gold Circuit Electronics Ltd. 2,000 57 0.01
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
36
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Holdings
Market Value £'000
% of Total Net Assets
Taiwan — 3.28% (continued) Hon Hai Precision Industry Co. Ltd. 50,000 298 0.08 Hon Precision, Inc. 1,000 154 0.04 Hua Nan Financial Holdings Co. Ltd. 4,000 4 0.00 Innolux Corp. 25,000 41 0.01 Inventec Corp. 16,000 25 0.01 Jentech Precision Industrial Co. Ltd. 1,000 81 0.02 KGI Financial Holding Co. Ltd. 88,000 60 0.01 King Yuan Electronics Co. Ltd. 5,000 40 0.01 Largan Precision Co. Ltd. 1,000 102 0.03 Lite-On Technology Corp. 8,000 42 0.01 MediaTek, Inc. 7,000 709 0.18 Mega Financial Holding Co. Ltd. 29,000 32 0.01 MPI Corp. 1,000 145 0.04 Nan Ya Plastics Corp. 26,000 103 0.03 Novatek Microelectronics Corp. 5,000 63 0.02 Pegatron Corp. 27,000 54 0.01 PharmaEssentia Corp. 1,000 32 0.01 President Chain Store Corp. 8,000 42 0.01 Quanta Computer, Inc. 13,000 114 0.03 Realtek Semiconductor Corp. 2,000 38 0.01 SinoPac Financial Holdings Co. Ltd. 89,000 84 0.02 Taiwan Business Bank 151,000 64 0.02 Taiwan Cooperative Financial Holding Co. Ltd. 5,000 3 0.00 Taiwan Mobile Co. Ltd. 18,000 50 0.01 Taiwan Semiconductor Manufacturing Co. Ltd. 122,000 6,990 1.81 TS Financial Holding Co. Ltd. 135,000 106 0.03 Unimicron Technology Corp. 7,022 179 0.05 Uni-President Enterprises Corp. 7,000 12 0.00 United Microelectronics Corp. 50,000 196 0.05 Wistron Corp. 2,000 7 0.00 Wiwynn Corp. 1,000 110 0.03 Yageo Corp. 8,000 217 0.06 Yuanta Financial Holding Co. Ltd. 80,000 125 0.03 Zhen Ding Technology Holding Ltd. 3,000 45 0.01
12,635 3.28
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
37
Page 40
Holdings
Market Value £'000
% of Total Net Assets
Thailand — 0.13% Advanced Info Service PCL NVDR 4,600 38 0.01 Airports of Thailand PCL NVDR 21,100 31 0.01 Bangkok Dusit Medical Services PCL NVDR 62,000 27 0.01 Bumrungrad Hospital PCL NVDR 6,400 27 0.01 Central Pattana PCL NVDR 8,100 12 0.00 CP ALL PCL NVDR 47,600 51 0.01 Delta Electronics Thailand PCL NVDR 21,700 161 0.04 Fabrinet 153 61 0.02 Gulf Development PCL NVDR 30,800 43 0.01 Kasikornbank PCL NVDR 8,700 43 0.01 Krung Thai Bank PCL NVDR 6,000 5 0.00 SCB X PCL NVDR 3,700 13 0.00
512 0.13
Turkey — 0.04% Akbank TAS 11,429 14 0.00 Aselsan Elektronik Sanayi Ve Ticaret AS 4,989 29 0.01 BIM Birlesik Magazalar AS 4,562 27 0.01 Turk Hava Yollari AO 7,894 42 0.01 Turkcell Iletisim Hizmetleri AS 805 1 0.00 Turkiye Petrol Rafinerileri AS 7,492 27 0.01
140 0.04
United Arab Emirates — 0.13% Abu Dhabi Commercial Bank PJSC 9,555 28 0.01 Abu Dhabi Islamic Bank PJSC 5,344 23 0.01 Abu Dhabi National Oil Co. for Distribution PJSC 16,216 13 0.00 ADNOC Drilling Co. PJSC 10,345 12 0.00 Adnoc Gas PLC 16,667 12 0.00 ADNOC Logistics & Services 32,224 40 0.01 Aldar Properties PJSC 43,638 74 0.02 Dubai Electricity & Water Authority PJSC 5,173 3 0.00 Dubai Islamic Bank PJSC 25,613 39 0.01 Emaar Properties PJSC 24,349 60 0.02
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
38
Page 41
Holdings
Market Value £'000
% of Total Net Assets
United Arab Emirates — 0.13% (continued) Emirates NBD Bank PJSC 7,157 44 0.01 Emirates Telecommunications Group Co. PJSC 15,676 62 0.02 First Abu Dhabi Bank PJSC 22,708 79 0.02
489 0.13
United Kingdom — 2.98% 3i Group PLC 3,257 81 0.02 Admiral Group PLC 1,123 40 0.01 Anglo American PLC 4,601 173 0.05 Aon PLC 1,089 270 0.07 Associated British Foods PLC 532 11 0.00 AstraZeneca PLC 7,403 1,074 0.28 Aviva PLC 10,275 67 0.02 BAE Systems PLC 14,713 271 0.07 Barclays PLC 63,024 322 0.08 BP PLC 75,751 357 0.09 British American Tobacco PLC 9,454 449 0.12 BT Group PLC 23,565 46 0.01 Bunzl PLC 1,318 35 0.01 Centrica PLC 13,225 23 0.01 CNH Industrial NV 4,327 37 0.01 Coca-Cola Europacific Partners PLC 1,200 92 0.02 Compass Group PLC 8,855 218 0.06 Diageo PLC 9,150 142 0.04 Endeavour Mining PLC 687 26 0.01 GSK PLC 19,804 396 0.10 Haleon PLC 56,239 199 0.05 Halma PLC 2,169 86 0.02 HSBC Holdings PLC 86,426 1,251 0.33 Imperial Brands PLC 3,470 98 0.03 Informa PLC 6,996 64 0.02 InterContinental Hotels Group PLC 725 95 0.03 Intertek Group PLC 1,033 60 0.02 J Sainsbury PLC 3,419 11 0.00
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
39
Page 42
Holdings
Market Value £'000
% of Total Net Assets
United Kingdom — 2.98% (continued) Land Securities Group PLC* 9,923 65 0.02 Legal & General Group PLC 28,433 82 0.02 Lloyds Banking Group PLC 298,902 333 0.09 London Stock Exchange Group PLC 2,286 188 0.05 M&G PLC 24,582 83 0.02 Marks & Spencer Group PLC 12,688 48 0.01 Melrose Industries PLC 10,214 48 0.01 National Grid PLC 22,751 285 0.07 NatWest Group PLC 33,573 224 0.06 Next PLC 451 66 0.02 Pearson PLC 3,565 43 0.01 Pentair PLC 1,607 93 0.02 Reckitt Benckiser Group PLC 2,938 145 0.04 RELX PLC 10,226 243 0.06 Rentokil Initial PLC 10,632 46 0.01 Rio Tinto PLC 5,595 405 0.11 Rolls-Royce Holdings PLC 43,413 630 0.16 Sage Group PLC 6,685 55 0.01 Segro PLC* 6,760 60 0.02 Severn Trent PLC 1,032 30 0.01 Shell PLC 28,646 834 0.22 Smith & Nephew PLC 4,854 55 0.01 Smiths Group PLC 1,954 50 0.01 Spirax Group PLC 943 66 0.02 SSE PLC 5,354 132 0.03 Standard Chartered PLC 7,812 161 0.04 Standard Life PLC 5,486 46 0.01 TechnipFMC PLC 2,191 108 0.03 Tesco PLC 27,001 125 0.03 Unilever PLC 11,317 517 0.13 United Utilities Group PLC 3,734 49 0.01 Verisure PLC 587 5 0.00 Vodafone Group PLC 82,001 84 0.02 Willis Towers Watson PLC 467 93 0.02
11,491 2.98
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
40
Page 43
Holdings
Market Value £'000
% of Total Net Assets
United States — 61.05% 3M Co. 2,670 326 0.08 Abbott Laboratories 8,787 616 0.16 AbbVie, Inc. 8,791 1,681 0.44 Adobe, Inc. 1,786 279 0.07 Advanced Micro Devices, Inc. 8,017 3,269 0.85 Affirm Holdings, Inc. 1,346 84 0.02 Aflac, Inc. 2,161 196 0.05 Agilent Technologies, Inc. 1,825 183 0.05 Air Products & Chemicals, Inc. 1,135 233 0.06 Airbnb, Inc. 2,542 284 0.07 Alliant Energy Corp. 1,118 65 0.02 Allstate Corp. 1,351 247 0.06 Alnylam Pharmaceuticals, Inc. 615 137 0.04 Alphabet, Inc. 'A' Shares 28,649 7,671 1.99 Alphabet, Inc. 'C' Shares 23,025 6,142 1.59 Altria Group, Inc. 8,848 495 0.13 Amazon.com, Inc. 47,952 8,740 2.27 Ameren Corp. 1,504 130 0.03 American Electric Power Co., Inc. 2,794 292 0.08 American Express Co. 2,440 630 0.16 American International Group, Inc. 3,407 194 0.05 American Tower Corp.* 2,110 269 0.07 American Water Works Co., Inc. 829 83 0.02 Ameriprise Financial, Inc. 335 113 0.03 AMETEK, Inc. 1,179 212 0.05 Amgen, Inc. 2,706 739 0.19 Amphenol Corp. 5,800 731 0.19 Analog Devices, Inc. 2,499 741 0.19 Anglogold Ashanti PLC 2,150 132 0.03 Annaly Capital Management, Inc.* 5,571 98 0.03 Apollo Global Management, Inc. 2,190 191 0.05 Apple, Inc. 72,530 15,477 4.01 Applied Materials, Inc. 3,965 2,149 0.56 AppLovin Corp. 1,094 415 0.11 Archer-Daniels-Midland Co. 2,105 122 0.03
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
41
Page 44
Holdings
Market Value £'000
% of Total Net Assets
United States — 61.05% (continued) ARES Management Corp. 989 81 0.02 Arista Networks, Inc. 5,053 626 0.16 Arthur J Gallagher & Co. 1,173 202 0.05 AST SpaceMobile, Inc. 1,082 72 0.02 Astera Labs, Inc. 616 213 0.06 AT&T, Inc. 35,351 584 0.15 Atmos Energy Corp. 909 120 0.03 Autodesk, Inc. 1,179 174 0.05 Automatic Data Processing, Inc. 2,231 380 0.10 AutoZone, Inc. 100 238 0.06 AvalonBay Communities, Inc.* 647 94 0.02 Avery Dennison Corp. 548 68 0.02 Axon Enterprise, Inc. 358 139 0.04 Baker Hughes Co. 4,494 191 0.05 Ball Corp. 1,048 49 0.01 Bank of America Corp. 32,950 1,431 0.37 Bank of New York Mellon Corp. 3,266 356 0.09 Becton Dickinson & Co. 1,227 144 0.04 BeOne Medicines Ltd. 4,200 69 0.02 Berkshire Hathaway, Inc. 6,743 2,529 0.66 Best Buy Co., Inc. 1,269 75 0.02 Biogen, Inc. 696 114 0.03 Blackrock, Inc. 726 523 0.14 Blackstone, Inc. 3,454 301 0.08 Block, Inc. 2,001 119 0.03 Bloom Energy Corp. 1,338 280 0.07 Boeing Co. 3,715 604 0.16 Booking Holdings, Inc. 3,900 539 0.14 Boston Scientific Corp. 8,217 271 0.07 Bristol-Myers Squibb Co. 10,141 448 0.12 Broadcom, Inc. 22,157 6,274 1.63 Broadridge Financial Solutions, Inc. 598 61 0.02 Brookfield Asset Management Ltd. 1,763 59 0.02 Brookfield Renewable Corp. 264 7 0.00 Brown & Brown, Inc. 1,400 68 0.02
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
42
Page 45
Holdings
Market Value £'000
% of Total Net Assets
United States — 61.05% (continued) Bunge Global SA 1,031 85 0.02 Burlington Stores, Inc. 297 71 0.02 Cadence Design Systems, Inc. 1,385 391 0.10 Capital One Financial Corp. 2,819 433 0.11 Cardinal Health, Inc. 1,214 217 0.06 Carlisle Cos., Inc. 175 50 0.01 Carlyle Group, Inc. 1,402 43 0.01 Carnival Corp. Ltd. 7,006 155 0.04 Carrier Global Corp. 4,008 223 0.06 Carvana Co. 2,865 139 0.04 Casey's General Stores, Inc. 216 127 0.03 Caterpillar, Inc. 2,315 1,819 0.47 Cboe Global Markets, Inc. 404 71 0.02 CBRE Group, Inc. 1,123 116 0.03 CDW Corp. 642 68 0.02 Cencora, Inc. 988 210 0.05 Centene Corp. 2,247 110 0.03 CenterPoint Energy, Inc. 2,756 93 0.02 CF Industries Holdings, Inc. 550 44 0.01 CH Robinson Worldwide, Inc. 627 88 0.02 Charles Schwab Corp. 7,983 548 0.14 Charter Communications, Inc. 355 39 0.01 Cheniere Energy, Inc. 935 172 0.04 Chevron Corp. 9,006 1,146 0.30 Chipotle Mexican Grill, Inc. 5,970 149 0.04 Church & Dwight Co., Inc. 984 73 0.02 Ciena Corp. 758 275 0.07 Cigna Group 1,376 290 0.08 Cincinnati Financial Corp. 674 95 0.02 Cintas Corp. 1,735 222 0.06 Circle Internet Group, Inc. 641 37 0.01 Cisco Systems, Inc. 19,707 1,756 0.46 Citigroup, Inc. 8,763 935 0.24 Citizens Financial Group, Inc. 2,781 149 0.04 Clorox Co. 401 29 0.01
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
43
Page 46
Holdings
Market Value £'000
% of Total Net Assets
United States — 61.05% (continued) Cloudflare, Inc. 1,405 260 0.07 CME Group, Inc. 1,865 308 0.08 CMS Energy Corp. 1,294 76 0.02 Coca-Cola Co. 19,346 1,209 0.31 Coeur Mining, Inc. 3,447 43 0.01 Cognizant Technology Solutions Corp. 1,793 53 0.01 Coherent Corp. 922 274 0.07 Coinbase Global, Inc. 898 103 0.03 Colgate-Palmolive Co. 3,409 238 0.06 Comcast Corp. 17,843 333 0.09 Comfort Systems USA, Inc. 166 245 0.06 ConocoPhillips 5,893 463 0.12 Consolidated Edison, Inc. 1,800 153 0.04 Constellation Brands, Inc. 689 73 0.02 Constellation Energy Corp. 1,549 303 0.08 Cooper Cos., Inc. 802 43 0.01 Copart, Inc. 4,115 88 0.02 Corebridge Financial, Inc. 2,641 58 0.02 CoreWeave, Inc. 1,104 80 0.02 Corning, Inc. 3,789 742 0.19 Corpay, Inc. 200 51 0.01 Corteva, Inc. 3,857 243 0.06 CoStar Group, Inc. 2,096 47 0.01 Costco Wholesale Corp. 2,186 1,564 0.41 Credo Technology Group Holding Ltd. 794 148 0.04 CRH PLC 3,001 248 0.06 Crowdstrike Holdings, Inc. 1,179 663 0.17 Crown Castle, Inc.* 1,967 117 0.03 CSX Corp. 9,963 362 0.09 Cummins, Inc. 721 377 0.10 Curtiss-Wright Corp. 193 108 0.03 CVS Health Corp. 6,055 474 0.12 Danaher Corp. 2,981 432 0.11 Darden Restaurants, Inc. 792 123 0.03 Datadog, Inc. 1,581 298 0.08
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
44
Page 47
Holdings
Market Value £'000
% of Total Net Assets
United States — 61.05% (continued) Deckers Outdoor Corp. 665 51 0.01 Deere & Co. 1,155 547 0.14 Dell Technologies, Inc. 1,470 461 0.12 Delta Air Lines, Inc. 892 63 0.02 Devon Energy Corp. 5,815 184 0.05 Dexcom, Inc. 1,787 95 0.02 Diamondback Energy, Inc. 868 118 0.03 Dick's Sporting Goods, Inc. 309 54 0.01 Digital Realty Trust, Inc.* 1,567 226 0.06 Dollar General Corp. 1,042 92 0.02 Dollar Tree, Inc. 1,133 105 0.03 Dominion Energy, Inc. 4,707 246 0.06 Domino's Pizza, Inc. 151 34 0.01 DoorDash, Inc. 1,669 234 0.06 Dover Corp. 797 135 0.04 Dow, Inc. 3,503 74 0.02 Dr. Horton, Inc. 1,347 167 0.04 DTE Energy Co. 933 109 0.03 Duke Energy Corp. 3,887 377 0.10 DuPont de Nemours, Inc. 727 75 0.02 eBay, Inc. 1,928 162 0.04 EchoStar Corp. 608 46 0.01 Ecolab, Inc. 1,264 266 0.07 Edison International 2,063 118 0.03 Edwards Lifesciences Corp. 2,603 179 0.05 Electronic Arts, Inc. 961 149 0.04 Elevance Health, Inc. 1,122 329 0.09 Eli Lilly & Co. 3,987 3,697 0.96 EMCOR Group, Inc. 218 135 0.03 Emerson Electric Co. 3,119 338 0.09 Entegris, Inc. 839 109 0.03 Entergy Corp. 2,436 214 0.06 EOG Resources, Inc. 3,068 306 0.08 EQT Corp. 2,700 106 0.03 Equifax, Inc. 828 99 0.03
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
45
Page 48
Holdings
Market Value £'000
% of Total Net Assets
United States — 61.05% (continued) Equinix, Inc.* 477 391 0.10 Equity Residential* 1,818 94 0.02 Erie Indemnity Co. 96 17 0.00 Essex Property Trust, Inc.* 429 96 0.02 Estee Lauder Cos., Inc. 1,340 81 0.02 Evergy, Inc. 896 59 0.02 Everpure, Inc. 1,550 85 0.02 Eversource Energy 1,517 85 0.02 Exelon Corp. 5,545 198 0.05 Expand Energy Corp. 1,149 76 0.02 Expedia Group, Inc. 574 116 0.03 Expeditors International of Washington, Inc. 627 77 0.02 Extra Space Storage, Inc.* 928 104 0.03 Exxon Mobil Corp. 20,697 2,123 0.55 F5, Inc. 294 91 0.02 Fair Isaac Corp. 112 100 0.03 Fastenal Co. 4,997 179 0.05 FedEx Corp. 1,231 303 0.08 Fedex Freight Holding Co., Inc. 434 49 0.01 Ferguson Enterprises, Inc. 793 143 0.04 Fidelity National Financial, Inc. 1,118 40 0.01 Fidelity National Information Services, Inc. 2,387 70 0.02 Fifth Third Bancorp 4,204 181 0.05 First Citizens BancShares, Inc. 26 41 0.01 First Solar, Inc. 451 79 0.02 FirstEnergy Corp. 2,762 100 0.03 Fiserv, Inc. 3,264 121 0.03 Flex Ltd. 2,198 266 0.07 Flutter Entertainment PLC 836 66 0.02 Ford Motor Co. 21,416 227 0.06 Fortinet, Inc. 2,883 336 0.09 Fortive Corp. 1,512 69 0.02 Fox Corp. 'A' Shares 761 29 0.01 Fox Corp. 'B' Shares 946 33 0.01 Freeport-McMoRan, Inc. 7,598 355 0.09
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
46
Page 49
Holdings
Market Value £'000
% of Total Net Assets
United States — 61.05% (continued) FTAI Aviation Ltd. 510 102 0.03 Gaming & Leisure Properties, Inc.* 752 26 0.01 GE HealthCare Technologies, Inc. 1,870 92 0.02 GE Vernova, Inc. 1,304 1,086 0.28 Gen Digital, Inc. 3,043 58 0.02 General Electric Co. 5,250 1,487 0.39 General Mills, Inc. 2,587 71 0.02 General Motors Co. 4,117 241 0.06 Genuine Parts Co. 465 41 0.01 Gilead Sciences, Inc. 6,205 593 0.15 Global Payments, Inc. 796 43 0.01 Goldman Sachs Group, Inc. 1,382 1,057 0.27 Graco, Inc. 1,342 77 0.02 Halliburton Co. 3,622 93 0.02 Hartford Insurance Group, Inc. 1,182 119 0.03 HCA Healthcare, Inc. 790 234 0.06 HEICO Corp. 391 104 0.03 HEICO Corp. 'A' Shares 557 107 0.03 Hershey Co. 710 97 0.03 Hewlett Packard Enterprise Co. 5,943 200 0.05 Hilton Worldwide Holdings, Inc. 1,113 280 0.07 Hologic, Inc.~ 1,030 0 0.00 Home Depot, Inc. 4,947 1,311 0.34 Honeywell Aerospace, Inc. 1,604 267 0.07 Honeywell International, Inc. 1,604 276 0.07 Howmet Aerospace, Inc. 2,001 407 0.11 HP, Inc. 4,721 81 0.02 Hubbell, Inc. 266 104 0.03 Humana, Inc. 621 183 0.05 Huntington Bancshares, Inc. 12,243 165 0.04 Hyatt Hotels Corp. 150 22 0.01 IDEX Corp. 611 104 0.03 IDEXX Laboratories, Inc. 395 161 0.04 Illinois Tool Works, Inc. 1,561 316 0.08 Illumina, Inc. 591 81 0.02
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
47
Page 50
Holdings
Market Value £'000
% of Total Net Assets
United States — 61.05% (continued) Incyte Corp. 717 63 0.02 Ingersoll Rand, Inc. 2,311 142 0.04 Insmed, Inc. 914 72 0.02 Insulet Corp. 349 42 0.01 Intel Corp. 21,804 2,167 0.56 Interactive Brokers Group, Inc. 1,515 101 0.03 Intercontinental Exchange, Inc. 2,283 212 0.05 International Business Machines Corp. 4,774 1,005 0.26 International Flavors & Fragrances, Inc. 1,158 67 0.02 International Paper Co. 1,786 52 0.01 Intuit, Inc. 1,455 293 0.08 Intuitive Surgical, Inc. 1,823 560 0.15 Invitation Homes, Inc.* 3,229 75 0.02 IonQ, Inc. 2,572 105 0.03 IQVIA Holdings, Inc. 832 122 0.03 Iron Mountain, Inc.* 1,347 133 0.03 Jabil, Inc. 440 125 0.03 Jacobs Solutions, Inc. 298 28 0.01 JB Hunt Transport Services, Inc. 373 81 0.02 Johnson & Johnson 11,966 2,338 0.61 Johnson Controls International PLC 2,804 298 0.08 JPMorgan Chase & Co. 13,225 3,303 0.86 Kenvue, Inc. 9,070 131 0.03 Keurig Dr. Pepper, Inc. 5,898 149 0.04 KeyCorp 5,356 94 0.02 Keysight Technologies, Inc. 1,005 258 0.07 Kimberly-Clark Corp. 1,494 124 0.03 Kimco Realty Corp.* 3,499 68 0.02 Kinder Morgan, Inc. 10,135 247 0.06 KKR & Co., Inc. 3,052 204 0.05 KLA Corp. 6,511 1,395 0.36 Kraft Heinz Co. 5,773 106 0.03 Kroger Co. 2,451 104 0.03 Labcorp Holdings, Inc. 382 81 0.02 Lam Research Corp. 6,260 1,946 0.50
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
48
Page 51
Holdings
Market Value £'000
% of Total Net Assets
United States — 61.05% (continued) Las Vegas Sands Corp. 1,282 45 0.01 Leidos Holdings, Inc. 619 47 0.01 Lennar Corp. 771 53 0.01 Lennox International, Inc. 116 50 0.01 Liberty Media Corp.-Liberty Formula One 970 69 0.02 Linde PLC 2,224 859 0.22 Live Nation Entertainment, Inc. 609 84 0.02 Lockheed Martin Corp. 1,081 410 0.11 Loews Corp. 614 53 0.01 Lowe's Cos., Inc. 2,939 489 0.13 LPL Financial Holdings, Inc. 606 124 0.03 Lumentum Holdings, Inc. 375 242 0.06 LyondellBasell Industries NV 1,157 47 0.01 M&T Bank Corp. 1,105 200 0.05 Marathon Petroleum Corp. 1,513 296 0.08 Markel Group, Inc. 42 62 0.02 Marriott International, Inc. 1,101 313 0.08 Marsh & McLennan Cos., Inc. 2,316 292 0.08 Martin Marietta Materials, Inc. 284 125 0.03 Marvell Technology, Inc. 4,120 864 0.22 Masco Corp. 940 57 0.01 MasTec, Inc. 225 73 0.02 Mastercard, Inc. 4,105 1,584 0.41 McCormick & Co., Inc. 1,310 52 0.01 McDonald's Corp. 3,458 699 0.18 McKesson Corp. 623 352 0.09 Medline, Inc. 2,083 62 0.02 MercadoLibre, Inc. 197 251 0.07 Merck & Co., Inc. 12,163 1,176 0.30 Meta Platforms, Inc. 10,967 4,679 1.21 MetLife, Inc. 2,409 157 0.04 Mettler-Toledo International, Inc. 73 70 0.02 Microchip Technology, Inc. 2,264 153 0.04 Micron Technology, Inc. 5,561 4,823 1.25 Microsoft Corp. 34,667 9,701 2.52
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
49
Page 52
Holdings
Market Value £'000
% of Total Net Assets
United States — 61.05% (continued) Mid-America Apartment Communities, Inc.* 807 86 0.02 Mondelez International, Inc. 6,402 291 0.08 MongoDB, Inc. 301 77 0.02 Monolithic Power Systems, Inc. 248 247 0.06 Monster Beverage Corp. 3,670 271 0.07 Moody's Corp. 660 226 0.06 Morgan Stanley 5,552 879 0.23 Motorola Solutions, Inc. 724 226 0.06 MSCI, Inc. 378 160 0.04 Nasdaq, Inc. 1,732 101 0.03 Natera, Inc. 660 136 0.04 NetApp, Inc. 803 94 0.02 Netflix, Inc. 21,311 1,190 0.31 Neurocrine Biosciences, Inc. 446 57 0.01 Newmont Corp. 5,060 361 0.09 News Corp. 3,163 60 0.02 NextEra Energy, Inc. 10,552 707 0.18 NIKE, Inc. 6,123 193 0.05 NiSource, Inc. 2,424 88 0.02 Nordson Corp. 417 95 0.02 Norfolk Southern Corp. 1,212 291 0.08 Northern Trust Corp. 1,070 142 0.04 NRG Energy, Inc. 951 107 0.03 Nucor Corp. 1,257 217 0.06 NVIDIA Corp. 114,049 16,874 4.37 NVR, Inc. 16 83 0.02 Occidental Petroleum Corp. 3,434 127 0.03 Octave Intelligence PLC 879 11 0.00 Okta, Inc. 704 70 0.02 Old Dominion Freight Line, Inc. 845 141 0.04 Omnicom Group, Inc. 1,314 74 0.02 ON Semiconductor Corp. 1,780 119 0.03 ONEOK, Inc. 3,031 203 0.05 Oracle Corp. 8,412 953 0.25 O'Reilly Automotive, Inc. 4,487 306 0.08
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
50
Page 53
Holdings
Market Value £'000
% of Total Net Assets
United States — 61.05% (continued) Otis Worldwide Corp. 1,504 83 0.02 PACCAR, Inc. 2,640 239 0.06 Packaging Corp. of America 388 70 0.02 Palantir Technologies, Inc. 11,242 986 0.26 Palo Alto Networks, Inc. 3,864 965 0.25 Parker-Hannifin Corp. 593 433 0.11 Paychex, Inc. 1,273 96 0.02 PayPal Holdings, Inc. 3,266 110 0.03 PepsiCo, Inc. 6,697 701 0.18 Pfizer, Inc. 27,368 505 0.13 PG&E Corp. 9,972 130 0.03 Philip Morris International, Inc. 7,780 1,077 0.28 Phillips 66 1,844 243 0.06 Pinnacle Financial Partners, Inc. 543 41 0.01 PNC Financial Services Group, Inc. 1,966 368 0.10 PPG Industries, Inc. 772 71 0.02 PPL Corp. 3,576 99 0.03 Principal Financial Group, Inc. 701 58 0.02 Procter & Gamble Co. 11,694 1,310 0.34 Progressive Corp. 2,917 485 0.13 Prologis, Inc.* 4,563 480 0.12 Prudential Financial, Inc. 1,622 134 0.03 PTC, Inc. 1,113 96 0.02 Public Service Enterprise Group, Inc. 2,681 167 0.04 Public Storage* 821 201 0.05 PulteGroup, Inc. 821 86 0.02 Qnity Electronics, Inc. 863 103 0.03 QUALCOMM, Inc. 5,144 735 0.19 Quanta Services, Inc. 783 424 0.11 Quest Diagnostics, Inc. 509 82 0.02 Raymond James Financial, Inc. 1,093 123 0.03 RB Global, Inc. 780 67 0.02 Realty Income Corp.* 4,731 226 0.06 Reddit, Inc. 546 72 0.02 Regency Centers Corp.* 499 31 0.01
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
51
Page 54
Holdings
Market Value £'000
% of Total Net Assets
United States — 61.05% (continued) Regeneron Pharmaceuticals, Inc. 474 227 0.06 Regions Financial Corp. 5,197 120 0.03 Reliance, Inc. 343 97 0.03 Republic Services, Inc. 1,106 179 0.05 ResMed, Inc. 713 107 0.03 Restaurant Brands International, Inc. 1,656 92 0.02 Revolution Medicines, Inc. 1,022 149 0.04 Rivian Automotive, Inc. 4,050 52 0.01 Robinhood Markets, Inc. 3,749 290 0.08 ROBLOX Corp. 2,293 95 0.02 Rocket Cos., Inc. 3,597 42 0.01 Rocket Lab Corp. 2,265 173 0.04 Rockwell Automation, Inc. 474 173 0.04 Rollins, Inc. 1,405 45 0.01 Roper Technologies, Inc. 386 98 0.03 Ross Stores, Inc. 1,640 257 0.07 Royal Caribbean Cruises Ltd. 1,191 291 0.08 Royalty Pharma PLC 3,121 135 0.03 RPM International, Inc. 336 28 0.01 RTX Corp. 6,764 959 0.25 S&P Global, Inc. 1,571 486 0.13 Salesforce, Inc. 4,098 490 0.13 Samsara, Inc. 1,630 40 0.01 SBA Communications Corp.* 522 71 0.02 Seagate Technology Holdings PLC 1,049 769 0.20 Sempra 3,180 226 0.06 ServiceNow, Inc. 4,724 358 0.09 SharkNinja, Inc. 666 74 0.02 Sherwin-Williams Co. 1,297 338 0.09 Simon Property Group, Inc.* 1,606 276 0.07 SLB Ltd. 7,621 267 0.07 Snap-on, Inc. 383 116 0.03 Snowflake, Inc. 1,779 338 0.09 SoFi Technologies, Inc. 5,416 75 0.02 Southern Co. 5,497 402 0.10
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
52
Page 55
Holdings
Market Value £'000
% of Total Net Assets
United States — 61.05% (continued) Southern Copper Corp. 419 54 0.01 Space Exploration Technologies Corp. 2,635 327 0.08 SS&C Technologies Holdings, Inc. 634 30 0.01 Starbucks Corp. 5,475 430 0.11 State Street Corp. 1,527 197 0.05 Steel Dynamics, Inc. 563 100 0.03 STERIS PLC 463 75 0.02 Strategy, Inc. 1,122 77 0.02 Stryker Corp. 1,654 414 0.11 Sun Communities, Inc.* 337 31 0.01 Sunbelt Rentals Holdings, Inc. 1,896 105 0.03 Super Micro Computer, Inc. 2,053 44 0.01 Synchrony Financial 1,710 102 0.03 Synopsys, Inc. 986 334 0.09 Sysco Corp. 2,088 132 0.03 T. Rowe Price Group, Inc. 1,508 131 0.03 Take-Two Interactive Software, Inc. 686 128 0.03 Tapestry, Inc. 801 89 0.02 Targa Resources Corp. 1,117 229 0.06 Target Corp. 2,140 217 0.06 Teledyne Technologies, Inc. 250 121 0.03 Teradyne, Inc. 765 268 0.07 Tesla, Inc. 13,981 4,325 1.12 Texas Instruments, Inc. 4,373 943 0.24 Texas Pacific Land Corp. 281 89 0.02 Textron, Inc. 1,276 87 0.02 Thermo Fisher Scientific, Inc. 1,824 700 0.18 TJX Cos., Inc. 5,521 632 0.16 T-Mobile U.S., Inc. 2,339 307 0.08 Toast, Inc. 2,163 46 0.01 Tractor Supply Co. 1,756 41 0.01 Tradeweb Markets, Inc. 397 28 0.01 TransDigm Group, Inc. 314 315 0.08 TransUnion 1,569 85 0.02 Travelers Cos., Inc. 1,064 267 0.07
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
53
Page 56
Holdings
Market Value £'000
% of Total Net Assets
United States — 61.05% (continued) Trimble, Inc. 2,359 91 0.02 Truist Financial Corp. 5,130 197 0.05 Twilio, Inc. 916 138 0.04 Tyler Technologies, Inc. 422 93 0.02 Tyson Foods, Inc. 1,847 82 0.02 U.S. Bancorp 7,256 337 0.09 Uber Technologies, Inc. 8,592 492 0.13 Ulta Beauty, Inc. 155 54 0.01 Union Pacific Corp. 2,865 592 0.15 United Airlines Holdings, Inc. 184 19 0.00 United Parcel Service, Inc. 3,972 325 0.08 United Rentals, Inc. 271 230 0.06 United Therapeutics Corp. 162 67 0.02 UnitedHealth Group, Inc. 4,588 1,458 0.38 Valero Energy Corp. 1,548 311 0.08 Veeva Systems, Inc. 1,093 146 0.04 Ventas, Inc.* 2,148 145 0.04 Veralto Corp. 989 66 0.02 VeriSign, Inc. 327 63 0.02 Verisk Analytics, Inc. 709 96 0.02 Verizon Communications, Inc. 20,955 700 0.18 Vertex Pharmaceuticals, Inc. 1,254 474 0.12 Vertiv Holdings Co. 1,759 408 0.11 VICI Properties, Inc.* 4,613 95 0.02 Visa, Inc. 8,232 2,123 0.55 Vistra Corp. 1,719 211 0.05 Vulcan Materials Co. 598 138 0.04 W.R. Berkley Corp. 1,270 68 0.02 Walmart, Inc. 21,952 1,900 0.49 Walt Disney Co. 8,342 623 0.16 Warner Bros Discovery, Inc. 12,182 250 0.06 Waste Management, Inc. 2,001 338 0.09 Waters Corp. 567 158 0.04 Watsco, Inc. 235 73 0.02 WEC Energy Group, Inc. 1,932 173 0.04
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
54
Page 57
Holdings
Market Value £'000
% of Total Net Assets
United States — 61.05% (continued) Wells Fargo & Co. 15,036 952 0.25 Welltower, Inc.* 3,525 607 0.16 West Pharmaceutical Services, Inc. 338 91 0.02 Western Digital Corp. 1,762 870 0.23 Westinghouse Air Brake Technologies Corp. 900 183 0.05 Weyerhaeuser Co.* 3,616 67 0.02 Williams Cos., Inc. 6,167 350 0.09 Williams-Sonoma, Inc. 573 104 0.03 Workday, Inc. 1,083 101 0.03 WP Carey, Inc.* 1,343 75 0.02 WW Grainger, Inc. 192 197 0.05 Xcel Energy, Inc. 3,032 188 0.05 XPO, Inc. 599 94 0.02 Xylem, Inc. 1,441 127 0.03 Yum! Brands, Inc. 1,315 157 0.04 Zimmer Biomet Holdings, Inc. 679 47 0.01 Zoetis, Inc. 2,306 128 0.03 Zoom Communications, Inc. 1,112 73 0.02 Zscaler, Inc. 436 45 0.01
235,492 61.05
Derivatives — (0.01)%
Futures — (0.01)% MSCI EAFE Index Futures September 2026† 10 1 0.00 MSCI Emerging Markets Index Futures September 2026† 10 (10) 0.00
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
55
Page 58
Market Value £'000
% of Total Net Assets
Derivatives — (0.01)% (continued)
Futures — (0.01)% (continued) MSCI India Index Futures September 2026† 58 (20) (0.01) S&P 500 E Mini Index Futures September 2026† 14 6 0.00
(23) (0.01)
Portfolio of investments^ 371,541 96.32 Net other assets 14,182 3.68
Total net assets 385,723 100.00
^ Includes investment liabilities. All holdings are ordinary shares or common stock unless otherwise stated. Stocks shown as ADRs represent American Depositary Receipts. Stocks shown as NVDRs represent Non-Voting Depositary Receipts. * Real Estate Investment Trust. ~ Market value is less than £500, therefore rounded down to 0.
† Goldman Sachs is the counterparty, total notional exposure is £10,942,908 and 2.84% as a percentage of the Fund’s value.
Fund was launched on 20th October 2025 therefore there are no comparatives.
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
56
Page 59
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35
Page 60
Comparative Table
For the period ended 30th June 2026
2026 (to 30.06) Closing net asset value (£'000) 385,723 Closing number of units 33,429,869 Closing net asset value per unit (£) 11.5383 Change in net asset value per unit 0.00% Operating charges 0.01%
Fund was launched on 20th October 2025 therefore there are no comparatives.
General risk factors The value of funds and the revenue from them is not guaranteed and may fall as well as rise. You may get back less than you originally invested. What you get back may depend on:
• Investment performance is not guaranteed. Past performance is no guarantee of future performance. There may also be variation in performance between funds with similar investment objectives.
• The effect of an initial charge. If you sell your investment after a short period you may not get back what you originally invested, even if the price of your investment has not fallen.
• The entire market of a particular asset class or geographical region may fall, having a greater effect on funds heavily invested in that asset class or region.
• If you make regular withdrawals from your investment be aware that if the level of withdrawal exceeds the rate of investment growth of the fund, your capital will be eroded.
• Governments may change the tax rules which affect you or the funds in which you have invested.
• Inflation will reduce what you could buy in the future, i.e. it will reduce the real value of your investment.
• There is no certainty that the investment objective of any fund will actually be achieved.
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
58
Page 61
Statement of Total Return For the period ended 30th June 2026
Period ended 30.06.26 £'000 £'000 Income Net capital gains 39,277 Revenue 3,318 Expenses (13)
Net revenue before taxation 3,305 Taxation (414)
Net revenue after taxation 2,891
Total return before distributions 42,168 Distributions 981
Change in net assets attributable to unitholders from investment activities 43,149
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 490,459 Cancellation of units (147,939)
342,520 Dilution adjustment 54 Change in unitholders' funds from investment activities 43,149
Closing net assets 385,723
Fund was launched on 20th October 2025 therefore there are no comparatives.
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
59
Page 62
Balance Sheet As at 30th June 2026
30.06.26 £'000 Assets Investments 371,571 Amounts receivable 5,159 Cash and Cash equivalents 9,661
Total assets 386,391
Liabilities Investments 30 Provision 4 Other amounts payable 634
Total liabilities 668
Net assets attributable to unitholders 385,723
All items within the Balance Sheet are deemed current.
Notes to the Financial Statements are on pages 61 to 66.
Fund was launched on 20th October 2025 therefore there are no comparatives.
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
60
Page 63
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 £12,234.
At the Reporting Period end £2,156 was due to the Manager in relation to accrued manager’s periodic charges.
Transactions relating to the creation and cancellation of units and the purchases and sales of investments which pass through the Manager, but are not for the benefit of, either related party are disclosed in the Statement of Change in Net Assets Attributable to Unitholders.
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements
For the period ended 30th June 2026
61
Page 64
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: 322,680
Securities and commodities on loan 7,368 2.28%
Assets engaged in SFTs and total return swaps as at 30th June 2026 £'000 %
Fund assets under management ("AUM") 385,723
Absolute value of assets engaged in:
Securities lending 7,368 1.91%
2) Concentration Data
Top 10 Collateral Issuers Name and value of collateral and commodities received as at 30th June 2026 £'000
United Kingdom Inflation-Linked Gilt 761
Kingdom of Netherlands 323
United Kingdom Gilt 255
Berkshire Hathaway 88
Amazon.com 79
United States of America Treasury Inflation Indexed Bonds 72
Toronto-Dominion Bank 71
Apple 66
Microsoft 53
Quebecor 45
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
62
Page 65
3. Securities Financing Transactions ("SFT") (continued)
Top 10 Counterparties Name and value of outstanding transactions as at 30th June 2026 £'000
UBS 2,356
HSBC Bank 1,746
Barclays Capital Securities 1,735
BNP Paribas Financial Markets 513
Citigroup Global Markets (UK) 505
Barclays Bank 287
Jefferies International 104
Morgan Stanley International 66
JP Morgan Securities 56
The table includes a full list of counterparties.
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
63
Page 66
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 226
Equity Traded on recognised exchange Australian Dollar 56
Equity Traded on recognised exchange Canadian Dollar 259
Equity Traded on recognised exchange Danish Krone 85
Equity Traded on recognised exchange Euro 963
Equity Traded on recognised exchange Hong Kong Dollar 219
Equity Traded on recognised exchange Japanese Yen 222
Equity Traded on recognised exchange Norwegian Krone 45
Equity Traded on recognised exchange Singapore Dollar 146
Equity Traded on recognised exchange Swedish Krona 36
Equity Traded on recognised exchange Swiss Franc 195
Equity Traded on recognised exchange US Dollar 2,123
Fixed Income Investment Grade Sterling 1,016
Fixed Income Investment Grade Australian Dollar 20
Fixed Income Investment Grade Canadian Dollar 160
Fixed Income Investment Grade Euro 1,362
Fixed Income Investment Grade Norwegian Krone 3
Fixed Income Investment Grade Swedish Krona 3
Fixed Income Investment Grade US Dollar 843
Total Collateral held 7,982
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 - - - - - 3,407 4,575 7,982
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
64
Page 67
3. Securities Financing Transactions ("SFT") (continued)
Counterparty details as at 30th June 2026
Type
Country of counterparty establishment Settlement and clearing £'000
Securities lending France Tri-party 553
Securities lending Switzerland Tri-party 2,576
Securities lending United Kingdom Tri-party 4,853
Total collateral held 7,982
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 - - - - - - 7,368 7,368
4) Re-use of Collateral
The Fund does not engage in re-use of collateral.
5) Safekeeping of Collateral Received
Names and value of custodians safekeeping collateral as at 30th June 2026 £'000
Bank of New York 4,922
JP Morgan 3,060
6) Safekeeping of Collateral Granted
The Fund does not borrow stock from counterparties; therefore, no collateral has been granted.
4. Fair value For financial instruments held at fair value in the balance sheet, the Fund is required to disclose for each class of financial instrument, an analysis of the level in the fair value:
Level 1 – The unadjusted quoted price in an active market for identical assets or liabilities that the entity can access at the measurement date;
Level 2 – Inputs other than quoted prices included within Level 1 that are observable (i.e. developed using market data) for the asset or liability, either directly or indirectly;
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
65
Page 68
4. Fair value (continued)
Level 3 – Inputs are unobservable (i.e. for which market data is unavailable) for the asset or liability.
30.06.26 Level 1 £'000
30.06.26 Level 2 £'000
30.06.26 Level 3 £'000
30.06.26 Total £'000 Assets: Equities 371,564 - - 371,564 Derivatives 7 - - 7 371,571 - - 371,571 Liabilities: Derivatives (30) - - (30) (30) - - (30)
5. Subsequent events since the financial year The anti-dilution mechanism shall change from dilution levy to dilution adjustment on 1 September 2026. There have been no other significant events affecting the Fund after the financial year ended 30 June 2026 that require amendment to or disclosure in the financial statements.
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
66
Page 69
THE MANAGER State Street Unit Trust Management Limited 20 Churchill Place, Canary Wharf London E14 5HJ
Regulated by The Financial Conduct Authority.
DIRECTORS V. Parry* (resigned 2 January 2026) C. Fernandes (resigned 2 January 2026) N. Wightman* (resigned 2 January 2026) R. Bridger B. Healy* (appointed 2 January 2026) B. Lim Siong Kwong Lam Thuon Mine* (appointed 2 January 2026) E. Linnane (appointed 2 January 2026) T. Coghlan* (appointed 2 January 2026) * Independent non-executive Director
INVESTMENT MANAGER, REGISTRAR & TRANSFER AGENT State Street Global Advisors Limited 20 Churchill Place London E14 5HJ
Regulated by The Financial Conduct Authority.
INDEPENDENT AUDITORS PricewaterhouseCoopers LLP Chartered Accountants and Statutory Auditors 120 Bothwell Street Glasgow G2 7JS
DEPOSITARY HSBC Bank plc 8 Canada Square Canary Wharf London E14 5HQ
HSBC Bank plc is authorised by the Prudential Regulation Authority and regulated by the Prudential Regulation Authority and the Financial Conduct Authority.
CONSTITUTION State Street AUT Global Index Equity Fund is an authorised unit trust scheme within the meaning of, and governed by section 243 of the Financial Services and Markets Act 2000. The Fund is a ‘wider range’ investment scheme under the Trustee Investments Act 1961.
PROSPECTUS Copies of the Prospectus are available from the Manager upon request.
Please remember that the price of units and the income from them can go down as well as up. Past performance is not necessarily a guide to the future. Changes in exchange rates may also affect the value.
ASSESSMENT OF VALUE Assessment of Value ("AoV") was introduced by the FCA to ensure UK authorised fund managers (“AFMs”) demonstrate the delivery of value for underlying investors, objectively assessing ourselves against a range of criteria. Our annual assessment of value statement can be found in a composite report on www.ssga.com.
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Directory
67
Page 70
TASK FORCE ON CLIMATE-RELATED FINANCIAL DISCLOSURES ("TCFD") The Manager’s entity and product disclosure reports have been published separately and can be found using the fund finder page on www.ssga.com.
State Street AUT Global Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Directory (continued)
68
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"text": "The Fund returned 15.39% (15.38% net of fees) for the Reporting Period ended 30 June 2026, compared to the Index return"
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"text": "of 15.48%. The size of the Fund\u2019s tracking difference for the Reporting Period was -0.09%."
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"id": "c724a9c7-1fce-431b-9c73-4441fa937d6f",
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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": "State Street AUT Global Index Equity 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": "d8bd360e-0edf-4687-8c09-b89410988091",
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"text": "For the first Reporting Period from 20th October 2025 (launch date) to 30 June 2026."
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"text": "1"
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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\u2019s risk category has been calculated using historical data, it may not be a reliable indication of the Fund\u2019s future"
},
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"text": "risk profile."
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"text": "The Fund\u2019s risk category shown is not guaranteed and may change in the future."
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"text": "Why is this Fund in this category?"
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"text": "The Fund is in risk category 5 as its return has experienced medium rises and falls historically."
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"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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"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": "3acbfe1b-c34a-41b4-ad28-47c4266f6bae",
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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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"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": "Liquidity Risk:"
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"text": "It may be difficult for the Fund to buy or sell certain investments in difficult market conditions. Consequently"
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"text": "the price obtained when selling securities may be lower than under normal market conditions."
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"text": "Smaller Companies Risk:"
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"id": "1761468b-918f-45c6-a2fe-d37f160b90b7",
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"text": "Small companies\u0027 securities may be more volatile and trade less frequently and in smaller"
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"text": "volumes than those of larger companies. These companies may have limited product lines, markets or financial resources,"
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"text": "may lack competitive Key Investor Information strength and may depend on a few key employees. Smaller companies may"
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"text": "have limited or no track record of success."
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"text": "People\u0027s Republic of China (PRC) and Greater China"
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"text": "Investments Risk:"
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"text": "Risks of investing in PRC and Greater China Investments include, among others, trading suspensions,"
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"text": "currency transfer/exposure restrictions, limits on holdings of PRC Investments and use of brokers, untested concepts"
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"id": "407d1b5f-55e4-448d-8770-68399ba74813",
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"text": "regarding treatment of beneficial ownership, reliance on Access Programmes which may be discontinued or substantially"
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"text": "changed, custody risks including lack of sufficient segregation of assets from those of the RQFII licence holder and"
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"text": "Sub-Custodian and tax uncertainty."
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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 30th June 2026, the Fund had a total notional exposure to futures of \u00a310,942,908.30 (2.84% of the Fund)."
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"text": "Tracking Error"
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"text": "The Tracking Error measures the standard deviation of the relative returns. It is the annualised standard deviation of the"
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"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 Global Index Equity 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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"text": "For the first Reporting Period from 20th October 2025 (launch date) to 30 June 2026."
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"text": "2"
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"text": "Holdings"
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"text": "Market Value"
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"text": "\u00a3\u0027000"
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"text": "% of Total"
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"text": "Net Assets"
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"text": "Australia \u2014 1.39%"
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"text": "ANZ Group Holdings Ltd. 12,493 230 0.06"
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"text": "APA Group 6,950 37 0.01"
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"text": "Aristocrat Leisure Ltd. 2,877 92 0.02"
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"text": "ASX Ltd."
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"id": "de2fdcba-2c98-4731-9f1d-21456908c663",
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"text": "900 25 0.01"
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