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State Street AUT North America A
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* 22
Comparative Table* 23
Financial statements: 24
Statement of Total Return 24
Statement of Change in Net Assets Attributable to Unitholders 24
Balance Sheet 25
Notes to the Financial Statements 26
Directory* 31
* These collectively comprise the Manager’s Report.
State Street AUT North America A Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Page 3
Authorised Status The State Street AUT North America A 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 NorthAmerican equity markets as represented by the MSCI North America 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 the United States and Canada.
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 13.87% for the Reporting Period ended 30 June 2026 compared to the Index return of 13.00%. The size of the Fund’s tracking difference for the Reporting Period was 0.87%.
Note: Performance returns presented above are in GBP.
Risk and Reward Profile Lower risk
Potentially lower reward
Higher risk
Potentially higher reward
1234 7 5 6 5 6
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 North America A 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 6 as its return has experienced very high rises and falls historically.
The following are material risks relevant to the Fund which are not adequately captured by the risk category.
Concentration Risk: When the Fund focuses its investments in a particular way, the issues affecting the investments will have a greater effect than if the Fund was more diversified. This concentration may also limit the Fund’s liquidity.
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.
Counterparty Risk: The Fund will be subject to credit risk with respect to the counterparties with which it enters into derivatives contracts and other transactions. There is a risk that these institutions may not be able to perform their obligations. This could reduce the value of the Fund's investments.
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.
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 £2,559,210.78 (0.21% 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 North America A 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 — 0.03% Atlassian Corp. 2,530 152 0.01 IREN Ltd. 7,168 249 0.02
401 0.03
Bermuda — 0.06% Arch Capital Group Ltd. 7,792 577 0.05 Everest Group Ltd. 640 175 0.01
752 0.06
Canada — 4.31% Agnico Eagle Mines Ltd. 11,356 1,322 0.11 Alamos Gold, Inc. 17,735 413 0.03 Alimentation Couche-Tard, Inc. 20,741 1,010 0.08 AltaGas Ltd. 3,503 99 0.01 ARC Resources Ltd. 18,978 299 0.02 AtkinsRealis Group, Inc. 3,604 166 0.01 Bank of Montreal 16,250 2,162 0.18 Bank of Nova Scotia 30,397 1,987 0.16 Barrick Mining Corp. 40,367 1,130 0.09 BCE, Inc. 11,556 194 0.02 Bombardier, Inc. 2,875 505 0.04 Brookfield Corp. 41,406 1,322 0.11 CAE, Inc. 11,686 223 0.02 Cameco Corp. 10,981 857 0.07 Canadian Imperial Bank of Commerce 22,636 1,943 0.16 Canadian National Railway Co. 11,514 1,047 0.09 Canadian Natural Resources Ltd. 53,302 1,581 0.13 Canadian Pacific Kansas City Ltd. 19,748 1,297 0.11 Canadian Tire Corp. Ltd. 1,123 117 0.01 Canadian Utilities Ltd. 1,347 38 0.00 CCL Industries, Inc. 2,870 141 0.01 Celestica, Inc. 2,464 639 0.05 Cenovus Energy, Inc. 34,630 653 0.05 CGI, Inc. 6,311 304 0.03
State Street AUT North America A 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
Canada — 4.31% (continued) Constellation Software, Inc. 411 604 0.05 Descartes Systems Group, Inc. 1,500 79 0.01 Dollarama, Inc. 5,871 596 0.05 Element Fleet Management Corp. 5,183 81 0.01 Emera, Inc. 5,734 231 0.02 Empire Co. Ltd. 439 12 0.00 Enbridge, Inc. 54,577 2,279 0.19 Equinox Gold Corp. 24,700 182 0.02 Fairfax Financial Holdings Ltd. 431 534 0.04 First Quantum Minerals Ltd. 24,683 487 0.04 FirstService Corp. 92 10 0.00 Fortis, Inc. 17,078 744 0.06 Franco-Nevada Corp. 3,791 594 0.05 George Weston Ltd. 2,365 129 0.01 GFL Environmental, Inc. 5,349 149 0.01 Gildan Activewear, Inc. 1,853 72 0.01 Great-West Lifeco, Inc. 8,187 386 0.03 Hydro One Ltd. 9,353 293 0.02 iA Financial Corp., Inc. 1,034 107 0.01 IGM Financial, Inc. 1,241 51 0.00 Imperial Oil Ltd. 3,099 264 0.02 Intact Financial Corp. 3,780 588 0.05 Ivanhoe Mines Ltd. 5,009 29 0.00 Keyera Corp. 5,238 160 0.01 Kinross Gold Corp. 37,454 674 0.06 Loblaw Cos. Ltd. 11,807 405 0.03 Lululemon Athletica, Inc. 1,447 125 0.01 Lundin Gold, Inc. 1,755 72 0.01 Lundin Mining Corp. 13,913 250 0.02 Magna International, Inc. 4,407 216 0.02 Manulife Financial Corp. 39,537 1,216 0.10 Metro, Inc. 4,478 217 0.02 National Bank of Canada 9,469 1,110 0.09 Nutrien Ltd. 10,638 491 0.04 Pan American Silver Corp. 7,856 266 0.02
State Street AUT North America A 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
Canada — 4.31% (continued) Pembina Pipeline Corp. 12,703 447 0.04 Power Corp. of Canada 16,067 738 0.06 Rogers Communications, Inc. 6,489 167 0.01 Royal Bank of Canada 32,413 5,011 0.41 Saputo, Inc. 4,896 111 0.01 Shopify, Inc. 29,640 2,569 0.21 Stantec, Inc. 1,434 75 0.01 Sun Life Financial, Inc. 11,787 695 0.06 Suncor Energy, Inc. 26,871 1,092 0.09 TC Energy Corp. 23,711 1,225 0.10 Teck Resources Ltd. 9,403 412 0.03 TELUS Corp. 15,542 127 0.01 TELUS Corp. (Non-Canadian Shares) 155 1 0.00 TFI International, Inc. 1,622 177 0.01 Thomson Reuters Corp. 3,379 211 0.02 TMX Group Ltd. 12,758 308 0.03 Toromont Industries Ltd. 1,412 173 0.01 Toronto-Dominion Bank 37,673 3,428 0.28 Tourmaline Oil Corp. 10,313 324 0.03 Waste Connections, Inc. 6,484 820 0.07 Wheaton Precious Metals Corp. 9,406 789 0.06 Whitecap Resources, Inc. 28,317 226 0.02 WSP Global, Inc. 1,981 185 0.02
52,463 4.31
Ireland — 0.79% Accenture PLC 12,688 1,196 0.10 Allegion PLC 1,959 207 0.02 Aptiv PLC 5,264 236 0.02 Eaton Corp. PLC 8,563 2,647 0.22 Medtronic PLC 30,722 1,880 0.15 Smurfit Westrock PLC 11,981 420 0.03
State Street AUT North America A 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
Ireland — 0.79% (continued) TE Connectivity PLC 6,251 939 0.08 Trane Technologies PLC 5,563 2,023 0.17
9,548 0.79
Netherlands — 0.11% NXP Semiconductors NV 6,588 1,390 0.11
Switzerland — 0.29% Amcor PLC 9,717 316 0.03 Amrize Ltd. 10,200 411 0.03 Chubb Ltd. 8,374 2,174 0.18 Garmin Ltd. 3,253 576 0.05
3,477 0.29
Thailand — 0.02% Fabrinet 720 289 0.02
United Kingdom — 0.21% Aon PLC 5,067 1,254 0.10 CNH Industrial NV 7,853 68 0.01 Pentair PLC 6,832 395 0.03 TechnipFMC PLC 9,100 449 0.04 Willis Towers Watson PLC 1,678 336 0.03
2,502 0.21
United States — 92.55% 3M Co. 12,616 1,541 0.13 Abbott Laboratories 39,294 2,754 0.23 AbbVie, Inc. 41,627 7,958 0.65 Adobe, Inc. 11,091 1,735 0.14 Advanced Micro Devices, Inc. 38,427 15,669 1.29 Affirm Holdings, Inc. 4,556 283 0.02
State Street AUT North America A 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
United States — 92.55% (continued) Aflac, Inc. 9,540 866 0.07 Agilent Technologies, Inc. 5,691 572 0.05 Air Products & Chemicals, Inc. 5,990 1,229 0.10 Airbnb, Inc. 9,344 1,042 0.09 Alliant Energy Corp. 9,200 537 0.04 Allstate Corp. 5,948 1,087 0.09 Alnylam Pharmaceuticals, Inc. 2,744 610 0.05 Alphabet, Inc. 'A' Shares 138,309 37,032 3.04 Alphabet, Inc. 'C' Shares 108,547 28,957 2.38 Altria Group, Inc. 37,016 2,071 0.17 Amazon.com, Inc. 228,114 41,578 3.42 Ameren Corp. 8,560 741 0.06 American Electric Power Co., Inc. 12,126 1,265 0.10 American Express Co. 12,370 3,196 0.26 American International Group, Inc. 11,617 660 0.05 American Tower Corp.* 10,798 1,376 0.11 American Water Works Co., Inc. 5,571 557 0.05 Ameriprise Financial, Inc. 2,654 899 0.07 AMETEK, Inc. 6,437 1,158 0.10 Amgen, Inc. 12,930 3,530 0.29 Amphenol Corp. 29,948 3,776 0.31 Analog Devices, Inc. 11,172 3,311 0.27 Annaly Capital Management, Inc.* 19,366 339 0.03 Apollo Global Management, Inc. 9,258 807 0.07 Apple, Inc. 347,251 74,100 6.09 Applied Materials, Inc. 18,679 10,124 0.83 AppLovin Corp. 5,090 1,930 0.16 Archer-Daniels-Midland Co. 10,000 580 0.05 ARES Management Corp. 4,136 338 0.03 Arista Networks, Inc. 24,831 3,079 0.25 Arthur J Gallagher & Co. 7,403 1,272 0.10 AST SpaceMobile, Inc. 5,434 364 0.03 Astera Labs, Inc. 2,900 1,005 0.08 AT&T, Inc. 166,743 2,754 0.23 Atmos Energy Corp. 3,596 475 0.04
State Street AUT North America A 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
United States — 92.55% (continued) Autodesk, Inc. 5,668 839 0.07 Automatic Data Processing, Inc. 10,703 1,823 0.15 AutoZone, Inc. 345 823 0.07 AvalonBay Communities, Inc.* 2,918 425 0.04 Avery Dennison Corp. 3,065 379 0.03 Axon Enterprise, Inc. 1,990 770 0.06 Baker Hughes Co. 25,446 1,083 0.09 Ball Corp. 7,523 353 0.03 Bank of America Corp. 158,145 6,869 0.56 Bank of New York Mellon Corp. 16,979 1,849 0.15 Becton Dickinson & Co. 8,770 1,029 0.08 Berkshire Hathaway, Inc. 32,466 12,177 1.00 Best Buy Co., Inc. 3,426 202 0.02 Biogen, Inc. 2,684 439 0.04 Blackrock, Inc. 3,735 2,691 0.22 Blackstone, Inc. 18,102 1,579 0.13 Block, Inc. 11,332 676 0.06 Bloom Energy Corp. 6,300 1,316 0.11 Boeing Co. 18,752 3,047 0.25 Booking Holdings, Inc. 19,135 2,646 0.22 Boston Scientific Corp. 39,083 1,287 0.11 Bristol-Myers Squibb Co. 48,023 2,122 0.17 Broadcom, Inc. 105,766 29,951 2.46 Broadridge Financial Solutions, Inc. 2,161 222 0.02 Brookfield Asset Management Ltd. 11,491 383 0.03 Brookfield Renewable Corp. 1,334 38 0.00 Brown & Brown, Inc. 6,073 294 0.02 Bunge Global SA 2,744 226 0.02 Burlington Stores, Inc. 1,220 290 0.02 Cadence Design Systems, Inc. 6,111 1,724 0.14 Capital One Financial Corp. 13,933 2,139 0.18 Cardinal Health, Inc. 5,860 1,047 0.09 Carlisle Cos., Inc. 1,803 517 0.04 Carlyle Group, Inc. 12,432 383 0.03 Carnival Corp. Ltd. 28,077 619 0.05
State Street AUT North America A 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
United States — 92.55% (continued) Carrier Global Corp. 21,742 1,210 0.10 Carvana Co. 13,310 645 0.05 Casey's General Stores, Inc. 827 488 0.04 Caterpillar, Inc. 10,716 8,420 0.69 Cboe Global Markets, Inc. 2,702 472 0.04 CBRE Group, Inc. 6,827 704 0.06 CDW Corp. 2,259 239 0.02 Cencora, Inc. 4,772 1,016 0.08 Centene Corp. 13,590 664 0.05 CenterPoint Energy, Inc. 11,437 387 0.03 CF Industries Holdings, Inc. 2,764 219 0.02 CH Robinson Worldwide, Inc. 2,899 406 0.03 Charles Schwab Corp. 39,805 2,730 0.22 Charter Communications, Inc. 1,114 123 0.01 Cheniere Energy, Inc. 4,700 866 0.07 Chevron Corp. 43,961 5,593 0.46 Chipotle Mexican Grill, Inc. 28,489 712 0.06 Church & Dwight Co., Inc. 7,897 585 0.05 Ciena Corp. 3,480 1,264 0.10 Cigna Group 6,138 1,293 0.11 Cincinnati Financial Corp. 3,448 486 0.04 Cintas Corp. 7,052 902 0.07 Circle Internet Group, Inc. 3,000 173 0.01 Cisco Systems, Inc. 95,538 8,514 0.70 Citigroup, Inc. 41,425 4,419 0.36 Citizens Financial Group, Inc. 9,722 519 0.04 Clorox Co. 1,317 97 0.01 Cloudflare, Inc. 7,651 1,416 0.12 CME Group, Inc. 8,469 1,397 0.11 CMS Energy Corp. 9,080 535 0.04 Coca-Cola Co. 92,526 5,781 0.48 Coeur Mining, Inc. 17,100 212 0.02 Cognizant Technology Solutions Corp. 15,858 465 0.04 Coherent Corp. 4,267 1,266 0.10 Coinbase Global, Inc. 4,428 509 0.04
State Street AUT North America A 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
United States — 92.55% (continued) Colgate-Palmolive Co. 18,859 1,318 0.11 Comcast Corp. 82,040 1,530 0.13 Comfort Systems USA, Inc. 780 1,152 0.09 ConocoPhillips 27,236 2,139 0.18 Consolidated Edison, Inc. 9,171 778 0.06 Constellation Brands, Inc. 2,393 253 0.02 Constellation Energy Corp. 7,398 1,450 0.12 Cooper Cos., Inc. 3,294 178 0.01 Copart, Inc. 25,643 546 0.04 Corebridge Financial, Inc. 2,140 47 0.00 CoreWeave, Inc. 5,900 429 0.04 Corning, Inc. 18,600 3,640 0.30 Corpay, Inc. 1,380 351 0.03 Corteva, Inc. 16,211 1,022 0.08 CoStar Group, Inc. 5,106 114 0.01 Costco Wholesale Corp. 10,435 7,465 0.61 Credo Technology Group Holding Ltd. 3,700 689 0.06 CRH PLC 17,288 1,430 0.12 Crowdstrike Holdings, Inc. 6,036 3,395 0.28 Crown Castle, Inc.* 9,372 557 0.05 CSX Corp. 41,205 1,499 0.12 Cummins, Inc. 3,268 1,711 0.14 Curtiss-Wright Corp. 1,160 648 0.05 CVS Health Corp. 29,042 2,276 0.19 Danaher Corp. 15,657 2,272 0.19 Darden Restaurants, Inc. 2,340 365 0.03 Datadog, Inc. 7,101 1,338 0.11 Deckers Outdoor Corp. 4,950 380 0.03 Deere & Co. 5,698 2,700 0.22 Dell Technologies, Inc. 6,898 2,161 0.18 Delta Air Lines, Inc. 5,412 383 0.03 Devon Energy Corp. 28,287 896 0.07 Dexcom, Inc. 8,177 433 0.04 Diamondback Energy, Inc. 3,740 509 0.04 Dick's Sporting Goods, Inc. 1,264 222 0.02
State Street AUT North America A 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
United States — 92.55% (continued) Digital Realty Trust, Inc.* 8,684 1,252 0.10 Dollar General Corp. 6,072 539 0.04 Dollar Tree, Inc. 3,260 301 0.02 Dominion Energy, Inc. 21,774 1,139 0.09 Domino's Pizza, Inc. 513 114 0.01 DoorDash, Inc. 10,363 1,454 0.12 Dover Corp. 3,840 652 0.05 Dow, Inc. 16,260 343 0.03 Dr. Horton, Inc. 7,172 892 0.07 DTE Energy Co. 4,973 579 0.05 Duke Energy Corp. 17,933 1,740 0.14 DuPont de Nemours, Inc. 3,025 311 0.03 eBay, Inc. 9,780 820 0.07 EchoStar Corp. 3,300 252 0.02 Ecolab, Inc. 5,913 1,246 0.10 Edison International 8,473 484 0.04 Edwards Lifesciences Corp. 14,599 1,007 0.08 Electronic Arts, Inc. 6,229 966 0.08 Elevance Health, Inc. 5,417 1,587 0.13 Eli Lilly & Co. 18,875 17,503 1.44 EMCOR Group, Inc. 1,354 836 0.07 Emerson Electric Co. 15,292 1,655 0.14 Entegris, Inc. 3,350 434 0.04 Entergy Corp. 10,163 893 0.07 EOG Resources, Inc. 13,394 1,334 0.11 EQT Corp. 13,146 516 0.04 Equifax, Inc. 4,504 541 0.04 Equinix, Inc.* 2,252 1,848 0.15 Equity Residential* 8,790 454 0.04 Erie Indemnity Co. 218 39 0.00 Essex Property Trust, Inc.* 1,224 274 0.02 Estee Lauder Cos., Inc. 5,490 330 0.03 Evergy, Inc. 4,624 304 0.03 Everpure, Inc. 5,883 322 0.03 Eversource Energy 7,684 429 0.04
State Street AUT North America A 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
United States — 92.55% (continued) Exelon Corp. 22,427 799 0.07 Expand Energy Corp. 5,263 348 0.03 Expedia Group, Inc. 3,074 619 0.05 Expeditors International of Washington, Inc. 2,724 334 0.03 Extra Space Storage, Inc.* 5,361 601 0.05 Exxon Mobil Corp. 98,718 10,126 0.83 F5, Inc. 2,050 638 0.05 Fair Isaac Corp. 394 351 0.03 Fastenal Co. 30,078 1,080 0.09 FedEx Corp. 5,274 1,300 0.11 Fedex Freight Holding Co., Inc. 2,157 244 0.02 Ferguson Enterprises, Inc. 4,166 753 0.06 Fidelity National Financial, Inc. 6,972 251 0.02 Fidelity National Information Services, Inc. 13,408 393 0.03 Fifth Third Bancorp 21,589 929 0.08 First Citizens BancShares, Inc. 165 260 0.02 First Solar, Inc. 2,267 399 0.03 FirstEnergy Corp. 11,249 409 0.03 Fiserv, Inc. 16,278 602 0.05 Flex Ltd. 8,700 1,052 0.09 Flutter Entertainment PLC 2,190 173 0.01 Ford Motor Co. 92,909 986 0.08 Fortinet, Inc. 14,547 1,697 0.14 Fortive Corp. 4,495 207 0.02 Fox Corp. 'A' Shares 1,768 67 0.01 Fox Corp. 'B' Shares 4,680 162 0.01 Freeport-McMoRan, Inc. 33,165 1,549 0.13 FTAI Aviation Ltd. 2,674 535 0.04 Gaming & Leisure Properties, Inc.* 4,206 146 0.01 GE HealthCare Technologies, Inc. 8,381 412 0.03 GE Vernova, Inc. 6,229 5,187 0.43 Gen Digital, Inc. 20,182 383 0.03 General Electric Co. 25,507 7,226 0.59 General Mills, Inc. 11,853 326 0.03 General Motors Co. 24,994 1,461 0.12
State Street AUT North America A 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
United States — 92.55% (continued) Genuine Parts Co. 4,419 392 0.03 Gilead Sciences, Inc. 29,194 2,789 0.23 Global Payments, Inc. 5,972 322 0.03 Goldman Sachs Group, Inc. 6,798 5,201 0.43 Graco, Inc. 6,605 379 0.03 Halliburton Co. 16,797 433 0.04 Hartford Insurance Group, Inc. 6,823 689 0.06 HCA Healthcare, Inc. 3,749 1,113 0.09 HEICO Corp. 1,716 455 0.04 HEICO Corp. 'A' Shares 2,300 443 0.04 Hershey Co. 3,400 467 0.04 Hewlett Packard Enterprise Co. 32,482 1,092 0.09 Hilton Worldwide Holdings, Inc. 4,942 1,242 0.10 Hologic, Inc.~ 3,065 0 0.00 Home Depot, Inc. 24,024 6,365 0.52 Honeywell Aerospace, Inc. 7,386 1,229 0.10 Honeywell International, Inc. 7,386 1,271 0.10 Howmet Aerospace, Inc. 10,085 2,052 0.17 HP, Inc. 18,266 313 0.03 Hubbell, Inc. 1,003 391 0.03 Humana, Inc. 3,082 906 0.07 Huntington Bancshares, Inc. 59,787 805 0.07 Hyatt Hotels Corp. 2,373 355 0.03 IDEX Corp. 2,682 459 0.04 IDEXX Laboratories, Inc. 1,642 668 0.05 Illinois Tool Works, Inc. 6,994 1,416 0.12 Illumina, Inc. 2,740 376 0.03 Incyte Corp. 4,075 356 0.03 Ingersoll Rand, Inc. 10,648 654 0.05 Insmed, Inc. 3,400 270 0.02 Insulet Corp. 765 91 0.01 Intel Corp. 103,970 10,333 0.85 Interactive Brokers Group, Inc. 12,538 839 0.07 Intercontinental Exchange, Inc. 12,860 1,197 0.10 International Business Machines Corp. 22,125 4,657 0.38
State Street AUT North America A 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
United States — 92.55% (continued) International Flavors & Fragrances, Inc. 6,023 349 0.03 International Paper Co. 8,781 255 0.02 Intuit, Inc. 6,120 1,233 0.10 Intuitive Surgical, Inc. 7,912 2,432 0.20 Invitation Homes, Inc.* 9,553 221 0.02 IonQ, Inc. 6,700 274 0.02 IQVIA Holdings, Inc. 5,449 798 0.07 Iron Mountain, Inc.* 6,557 646 0.05 Jabil, Inc. 3,096 876 0.07 Jacobs Solutions, Inc. 3,756 352 0.03 JB Hunt Transport Services, Inc. 1,490 325 0.03 Johnson & Johnson 57,057 11,149 0.92 Johnson Controls International PLC 14,008 1,489 0.12 JPMorgan Chase & Co. 62,342 15,571 1.28 Kenvue, Inc. 42,771 617 0.05 Keurig Dr. Pepper, Inc. 39,319 996 0.08 KeyCorp 24,212 425 0.03 Keysight Technologies, Inc. 3,877 997 0.08 Kimberly-Clark Corp. 9,515 791 0.07 Kimco Realty Corp.* 9,835 192 0.02 Kinder Morgan, Inc. 47,275 1,153 0.09 KKR & Co., Inc. 12,801 856 0.07 KLA Corp. 29,000 6,211 0.51 Kraft Heinz Co. 20,539 376 0.03 Kroger Co. 11,937 505 0.04 Labcorp Holdings, Inc. 1,978 418 0.03 Lam Research Corp. 29,342 9,123 0.75 Las Vegas Sands Corp. 7,748 272 0.02 Leidos Holdings, Inc. 3,800 289 0.02 Lennar Corp. 5,431 374 0.03 Lennox International, Inc. 813 350 0.03 Liberty Media Corp.-Liberty Formula One 4,871 344 0.03 Linde PLC 10,952 4,231 0.35 Live Nation Entertainment, Inc. 4,082 564 0.05 Lockheed Martin Corp. 5,072 1,923 0.16
State Street AUT North America A 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
United States — 92.55% (continued) Loews Corp. 4,857 418 0.03 Lowe's Cos., Inc. 12,753 2,124 0.17 LPL Financial Holdings, Inc. 1,748 356 0.03 Lumentum Holdings, Inc. 1,647 1,065 0.09 LyondellBasell Industries NV 5,076 205 0.02 M&T Bank Corp. 3,407 617 0.05 Marathon Petroleum Corp. 6,619 1,295 0.11 Markel Group, Inc. 316 468 0.04 Marriott International, Inc. 5,134 1,460 0.12 Marsh & McLennan Cos., Inc. 12,118 1,527 0.13 Martin Marietta Materials, Inc. 1,463 644 0.05 Marvell Technology, Inc. 20,399 4,278 0.35 Masco Corp. 4,106 251 0.02 MasTec, Inc. 2,040 663 0.05 Mastercard, Inc. 18,904 7,295 0.60 McCormick & Co., Inc. 6,916 273 0.02 McDonald's Corp. 17,122 3,460 0.28 McKesson Corp. 2,853 1,612 0.13 Medline, Inc. 7,400 222 0.02 MercadoLibre, Inc. 1,036 1,323 0.11 Merck & Co., Inc. 57,912 5,601 0.46 Meta Platforms, Inc. 51,755 22,080 1.81 MetLife, Inc. 11,406 744 0.06 Mettler-Toledo International, Inc. 377 359 0.03 Microchip Technology, Inc. 13,232 894 0.07 Micron Technology, Inc. 26,826 23,265 1.91 Microsoft Corp. 165,761 46,386 3.81 Mid-America Apartment Communities, Inc.* 2,603 277 0.02 Mondelez International, Inc. 29,108 1,324 0.11 MongoDB, Inc. 1,705 437 0.04 Monolithic Power Systems, Inc. 1,033 1,027 0.08 Monster Beverage Corp. 16,471 1,217 0.10 Moody's Corp. 4,220 1,448 0.12 Morgan Stanley 27,807 4,401 0.36 Motorola Solutions, Inc. 3,767 1,176 0.10
State Street AUT North America A 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
United States — 92.55% (continued) MSCI, Inc. 1,593 673 0.06 Nasdaq, Inc. 10,105 588 0.05 Natera, Inc. 2,799 578 0.05 NetApp, Inc. 4,036 474 0.04 Netflix, Inc. 98,010 5,471 0.45 Neurocrine Biosciences, Inc. 1,797 231 0.02 Newmont Corp. 25,642 1,830 0.15 News Corp. 8,085 155 0.01 NextEra Energy, Inc. 50,345 3,376 0.28 NIKE, Inc. 24,915 784 0.06 NiSource, Inc. 12,904 470 0.04 Nordson Corp. 1,159 265 0.02 Norfolk Southern Corp. 5,466 1,310 0.11 Northern Trust Corp. 5,903 783 0.06 NRG Energy, Inc. 3,402 384 0.03 Nucor Corp. 5,955 1,030 0.08 NVIDIA Corp. 545,981 80,778 6.64 NVR, Inc. 58 299 0.02 Occidental Petroleum Corp. 20,309 752 0.06 Okta, Inc. 3,261 324 0.03 Old Dominion Freight Line, Inc. 4,785 796 0.07 Omnicom Group, Inc. 4,650 260 0.02 ON Semiconductor Corp. 8,721 584 0.05 ONEOK, Inc. 14,137 948 0.08 Oracle Corp. 41,607 4,716 0.39 O'Reilly Automotive, Inc. 18,160 1,239 0.10 Otis Worldwide Corp. 8,269 456 0.04 PACCAR, Inc. 12,622 1,143 0.09 Packaging Corp. of America 1,522 274 0.02 Palantir Technologies, Inc. 51,244 4,497 0.37 Palo Alto Networks, Inc. 19,555 4,884 0.40 Parker-Hannifin Corp. 2,785 2,034 0.17 Paychex, Inc. 9,925 750 0.06 PayPal Holdings, Inc. 20,858 701 0.06 PepsiCo, Inc. 32,097 3,358 0.28
State Street AUT North America A 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
United States — 92.55% (continued) Pfizer, Inc. 131,964 2,433 0.20 PG&E Corp. 51,153 666 0.05 Philip Morris International, Inc. 36,239 5,015 0.41 Phillips 66 8,474 1,116 0.09 Pinnacle Financial Partners, Inc. 6,300 481 0.04 PNC Financial Services Group, Inc. 8,886 1,661 0.14 PPG Industries, Inc. 4,595 421 0.03 PPL Corp. 15,465 430 0.04 Principal Financial Group, Inc. 4,410 362 0.03 Procter & Gamble Co. 54,007 6,049 0.50 Progressive Corp. 13,760 2,289 0.19 Prologis, Inc.* 21,983 2,311 0.19 Prudential Financial, Inc. 8,324 689 0.06 PTC, Inc. 4,992 431 0.04 Public Service Enterprise Group, Inc. 10,968 683 0.06 Public Storage* 3,947 968 0.08 PulteGroup, Inc. 4,554 476 0.04 Qnity Electronics, Inc. 5,438 651 0.05 QUALCOMM, Inc. 24,864 3,554 0.29 Quanta Services, Inc. 3,427 1,856 0.15 Quest Diagnostics, Inc. 2,142 344 0.03 Raymond James Financial, Inc. 4,631 523 0.04 RB Global, Inc. 5,448 469 0.04 Realty Income Corp.* 22,791 1,086 0.09 Reddit, Inc. 2,226 295 0.02 Regency Centers Corp.* 3,989 245 0.02 Regeneron Pharmaceuticals, Inc. 2,682 1,282 0.11 Regions Financial Corp. 21,851 503 0.04 Reliance, Inc. 1,134 321 0.03 Republic Services, Inc. 6,073 985 0.08 ResMed, Inc. 3,239 486 0.04 Restaurant Brands International, Inc. 8,279 458 0.04 Revolution Medicines, Inc. 4,400 640 0.05 Rivian Automotive, Inc. 15,241 194 0.02 Robinhood Markets, Inc. 16,602 1,283 0.11
State Street AUT North America A 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
United States — 92.55% (continued) ROBLOX Corp. 16,166 668 0.05 Rocket Cos., Inc. 24,153 284 0.02 Rocket Lab Corp. 12,479 955 0.08 Rockwell Automation, Inc. 2,855 1,043 0.09 Rollins, Inc. 5,938 190 0.02 Roper Technologies, Inc. 3,027 767 0.06 Ross Stores, Inc. 7,425 1,162 0.10 Royal Caribbean Cruises Ltd. 6,173 1,510 0.12 Royalty Pharma PLC 8,993 388 0.03 RPM International, Inc. 4,435 372 0.03 RTX Corp. 33,216 4,707 0.39 S&P Global, Inc. 6,820 2,110 0.17 Salesforce, Inc. 20,169 2,413 0.20 Samsara, Inc. 7,960 194 0.02 SBA Communications Corp.* 2,830 384 0.03 Seagate Technology Holdings PLC 5,063 3,713 0.31 Sempra 12,901 917 0.08 ServiceNow, Inc. 23,640 1,790 0.15 SharkNinja, Inc. 1,900 211 0.02 Sherwin-Williams Co. 5,409 1,409 0.12 Simon Property Group, Inc.* 9,045 1,557 0.13 SLB Ltd. 34,580 1,212 0.10 Snap-on, Inc. 1,478 446 0.04 Snowflake, Inc. 8,064 1,531 0.13 SoFi Technologies, Inc. 25,440 351 0.03 Southern Co. 25,788 1,885 0.15 Space Exploration Technologies Corp. 12,700 1,575 0.13 SS&C Technologies Holdings, Inc. 2,814 134 0.01 Starbucks Corp. 26,051 2,046 0.17 State Street Corp. 5,342 689 0.06 Steel Dynamics, Inc. 2,873 510 0.04 STERIS PLC 2,958 477 0.04 Strategy, Inc. 5,080 347 0.03 Stryker Corp. 9,019 2,255 0.19 Sun Communities, Inc.* 2,516 230 0.02
State Street AUT North America A 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
United States — 92.55% (continued) Super Micro Computer, Inc. 10,198 221 0.02 Synchrony Financial 11,287 671 0.06 Synopsys, Inc. 3,960 1,343 0.11 Sysco Corp. 12,128 765 0.06 T. Rowe Price Group, Inc. 6,664 577 0.05 Take-Two Interactive Software, Inc. 3,854 720 0.06 Tapestry, Inc. 4,539 505 0.04 Targa Resources Corp. 4,432 909 0.07 Target Corp. 11,074 1,121 0.09 Teledyne Technologies, Inc. 1,111 539 0.04 Teradyne, Inc. 3,804 1,334 0.11 Tesla, Inc. 66,241 20,493 1.68 Texas Instruments, Inc. 21,113 4,552 0.37 Texas Pacific Land Corp. 1,278 405 0.03 Textron, Inc. 6,044 413 0.03 Thermo Fisher Scientific, Inc. 8,475 3,253 0.27 TJX Cos., Inc. 26,525 3,035 0.25 T-Mobile U.S., Inc. 11,029 1,450 0.12 Toast, Inc. 6,829 146 0.01 Tractor Supply Co. 13,964 329 0.03 Tradeweb Markets, Inc. 1,924 134 0.01 TransDigm Group, Inc. 1,477 1,480 0.12 TransUnion 4,725 257 0.02 Travelers Cos., Inc. 5,188 1,303 0.11 Trimble, Inc. 10,020 386 0.03 Truist Financial Corp. 25,689 985 0.08 Twilio, Inc. 3,120 470 0.04 Tyler Technologies, Inc. 755 166 0.01 Tyson Foods, Inc. 6,617 294 0.02 U.S. Bancorp 41,803 1,941 0.16 Uber Technologies, Inc. 39,849 2,281 0.19 Ulta Beauty, Inc. 793 276 0.02 Union Pacific Corp. 13,262 2,739 0.23 United Airlines Holdings, Inc. 1,282 132 0.01 United Parcel Service, Inc. 16,668 1,363 0.11
State Street AUT North America A 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
United States — 92.55% (continued) United Rentals, Inc. 1,737 1,476 0.12 United Therapeutics Corp. 738 304 0.03 UnitedHealth Group, Inc. 21,669 6,888 0.57 Valero Energy Corp. 7,278 1,462 0.12 Veeva Systems, Inc. 4,741 633 0.05 Ventas, Inc.* 13,219 892 0.07 Veralto Corp. 8,275 553 0.05 VeriSign, Inc. 1,388 265 0.02 Verisk Analytics, Inc. 4,210 570 0.05 Verizon Communications, Inc. 102,840 3,433 0.28 Vertex Pharmaceuticals, Inc. 6,093 2,302 0.19 Vertiv Holdings Co. 8,099 1,880 0.15 VICI Properties, Inc.* 25,102 516 0.04 Visa, Inc. 39,213 10,114 0.83 Vistra Corp. 9,091 1,117 0.09 Vulcan Materials Co. 3,095 712 0.06 W.R. Berkley Corp. 3,432 184 0.02 Walmart, Inc. 103,582 8,967 0.74 Walt Disney Co. 41,297 3,085 0.25 Warner Bros Discovery, Inc. 54,547 1,121 0.09 Waste Management, Inc. 9,773 1,650 0.14 Waters Corp. 2,092 584 0.05 Watsco, Inc. 918 285 0.02 WEC Energy Group, Inc. 9,551 855 0.07 Wells Fargo & Co. 72,418 4,586 0.38 Welltower, Inc.* 16,274 2,802 0.23 West Pharmaceutical Services, Inc. 2,091 561 0.05 Western Digital Corp. 8,266 4,080 0.34 Westinghouse Air Brake Technologies Corp. 4,160 845 0.07 Weyerhaeuser Co.* 18,458 344 0.03 Williams Cos., Inc. 29,356 1,665 0.14 Williams-Sonoma, Inc. 3,195 581 0.05 Workday, Inc. 6,181 579 0.05 WP Carey, Inc.* 9,104 506 0.04 WW Grainger, Inc. 1,069 1,095 0.09
State Street AUT North America A 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
United States — 92.55% (continued) Xcel Energy, Inc. 14,397 892 0.07 XPO, Inc. 2,500 391 0.03 Xylem, Inc. 4,656 411 0.03 Yum! Brands, Inc. 5,837 699 0.06 Zimmer Biomet Holdings, Inc. 2,556 176 0.01 Zoetis, Inc. 8,619 478 0.04 Zoom Communications, Inc. 4,223 276 0.02 Zscaler, Inc. 2,639 275 0.02
1,126,362 92.55
Derivatives — (0.00)%
Futures — (0.00)% S&P 500 E Mini Index Futures September 2026† 9 (24) 0.00
Portfolio of investments^ 1,197,160 98.37 Net other assets 19,889 1.63
Total net assets 1,217,049 100.00
All holdings are ordinary shares or common stock unless otherwise stated. ^ Includes derivative liabilities. * Real Estate Investment Trust. † Goldman Sachs is the counterparty, total notional exposure is £2,559,211 and 0.21% as a percentage of the Fund’s value.
~ Market value is less than £500, therefore rounded down to 0.
Fund was launched on 20th October 2025 therefore there are no comparatives.
State Street AUT North America A Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
21
Page 24
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Page 25
Comparative Table For the period ended 30th June 2026
2026 (to 30.06) Closing net asset value (£'000) 1,217,049 Closing number of units 106,884,182 Closing net asset value per unit (£) 11.3866 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 North America A Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
23
Page 26
Statement of Total Return For the period ended 30th June 2026
Period ended 30.06.26 £'000 £'000 Income Net capital gains 87,429 Revenue 4,448 Expenses (27)
Net revenue before taxation 4,421 Taxation (668)
Net revenue after taxation 3,753
Total return before distributions 91,182 Distributions 4,345
Change in net assets attributable to unitholders from investment activities 95,527
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 1,124,218 Cancellation of units (2,768)
1,121,450 Dilution adjustment 72 Change in unitholders' funds from investment activities 95,527
Closing net assets 1,217,049
Fund was launched on 20th October 2025 therefore there are no comparatives.
State Street AUT North America A Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
24
Page 27
Balance Sheet As at 30th June 2026
30.06.26 £'000 Assets Investments 1,197,184 Amounts receivable 22,599 Cash and Cash equivalents 2,461
Total assets 1,222,244
Liabilities Investments 24 Other amounts payable 5,171
Total liabilities 5,195
Net assets attributable to unitholders 1,217,049
All items within the Balance Sheet are deemed current.
Notes to the Financial Statements are on pages 26 to 30.
Fund was launched on 20th October 2025 therefore there are no comparatives.
State Street AUT North America A Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
25
Page 28
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 £26,773.
At the Reporting Period end £6,784 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 North America A Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements
For the period ended 30th June 2026
26
Page 29
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: 1,133,753
Securities and commodities on loan 15,818 1.40%
Assets engaged in SFTs and total return swaps as at 30th June 2026 £'000 %
Fund assets under management ("AUM") 1,217,049
Absolute value of assets engaged in:
Securities lending 15,818 1.30%
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 1,902
United Kingdom Gilt 1,085
Kingdom of Netherlands 990
ASML Holding 161
Amazon.com 154
Intel Corp 150
Berkshire Hathaway 145
Toronto-Dominion Bank 143
United States of America Treasury Inflation Indexed Bonds 86
Microsoft 84
Top 10 Counterparties Name and value of outstanding transactions as at 30th June 2026 £'000
Barclays Capital Securities 6,359
UBS 5,151
HSBC Bank 3,010
Barclays Bank 1,092
JP Morgan Securities 204
Morgan Stanley International 2
The table includes a full list of counterparties.
State Street AUT North America A Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
27
Page 30
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 323
Equity Traded on recognised exchange Australian Dollar 8
Equity Traded on recognised exchange Canadian Dollar 411
Equity Traded on recognised exchange Danish Krone 165
Equity Traded on recognised exchange Euro 1,227
Equity Traded on recognised exchange Hong Kong Dollar 77
Equity Traded on recognised exchange Japanese Yen 203
Equity Traded on recognised exchange Norwegian Krone 93
Equity Traded on recognised exchange Singapore Dollar 293
Equity Traded on recognised exchange Swedish Krona 15
Equity Traded on recognised exchange Swiss Franc 138
Equity Traded on recognised exchange US Dollar 4,130
Fixed Income Investment Grade Sterling 2,986
Fixed Income Investment Grade Canadian Dollar 871
Fixed Income Investment Grade Euro 4,255
Fixed Income Investment Grade Swedish Krona 3
Fixed Income Investment Grade US Dollar 1,814
Total Collateral held 17,012
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 - - - - - 9,929 7,083 17,012
State Street AUT North America A Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
28
Page 31
3. Securities Financing Transactions ("SFT") (continued)
Counterparty details as at 30th June 2026
Type
Country of counterparty establishment Settlement and clearing £'000
Securities lending Switzerland Tri-party 5,702
Securities lending United Kingdom 11,310
Total collateral held 17,012
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 - - - - - - 15,818 15,818
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 13,579
JP Morgan 3,433
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 North America A Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
29
Page 32
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 1,197,184 - - 1,197,184 1,197,184 - - 1,197,184 Liabilities: Derivatives (24) - - (24) (24) - - (24)
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 North America A Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
30
Page 33
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 North America A 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 North America A Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Directory
31
Page 34
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 North America A Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Directory (continued)
32
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"text": "Directors\u0027 Report to Unitholders*"
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"text": "Comparative Table*"
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"text": "Statement of Change in Net Assets Attributable to Unitholders 24"
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"text": "State Street AUT North America A Index Equity Fund"
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"text": "The State Street AUT North America A Index Equity Fund (the \u201cFund\u201d) is an Authorised Unit Trust Scheme as defined in"
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"text": "section 243 of the Financial Services and Markets Act 2000 and it is a UCITS Retail Scheme within the meaning of the FCA"
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"text": "equity markets as represented by the MSCI North America Index (\u201cthe Index\u201d) net of withholding taxes (or its recognised"
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"text": "replacement or equivalent) while also seeking to screen out securities based on assessment of their adherence to certain"
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"text": "criteria in relation to controversial weapons and controversial behaviours as defined by the Screen Provider (the \u201cExcluded"
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"text": "Securities\u201d). The Index includes large and mid-cap stocks across the United States and Canada."
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"text": "The Fund is passively managed, meaning that the objective of the Fund is to achieve an investment return that is as close as"
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"text": "possible, and on a \u201cgross of fees\u201d basis, to the return of the Index minus the Excluded Securities. The Investment Adviser"
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"text": "seeks to achieve the objective by screening out the Excluded Securities and then applying a replication strategy in respect of"
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"text": "the remaining investable universe. This strategy seeks to hold all of the securities of the investable universe, with the"
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"text": "approximate pro-rated weightings as per the Index after the removal of the Excluded Securities."
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"text": "thresholds, set by the Screen Provider, relating to companies directly associated with an exclusion category and/or ii) the"
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"text": "The Fund returned 13.87% for the Reporting Period ended 30 June 2026 compared to the Index return of 13.00%. The size"
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"text": "of the Fund\u2019s tracking difference for the Reporting Period was 0.87%."
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"text": "The risk category above is not a measure of capital loss or gains but of how significant the rises and falls in the Fund\u2019s return"
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"text": "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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"id": "e4ab9790-025b-4418-a9b7-a1ef1f707377",
"page_number": 3,
"text": "Manager\u2019s Report"
},
{
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"id": "19d85b89-39fa-4366-a1e9-3ad43ca18766",
"page_number": 3,
"text": "For the first Reporting Period from 20th October 2025 (launch date) to 30 June 2026."
},
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"page_number": 3,
"text": "1"
},
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"id": "645f1a45-8b00-4430-994a-7480b8793206",
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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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"id": "427db109-02eb-4851-9d33-4c3ef266b9ec",
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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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"id": "66c1a393-0d6c-4878-b3d3-1f37a38232e0",
"page_number": 4,
"text": "risk profile."
},
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"id": "fc3145df-0818-4db9-837e-5f310773acbf",
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"text": "The Fund\u2019s risk category shown is not guaranteed and may change in the future."
},
{
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"id": "7caf5709-00f4-4670-b4e3-4b2005d13e5f",
"page_number": 4,
"text": "Why is this Fund in this category?"
},
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"id": "5e6ff2c1-1db4-47a0-b1f5-d1ac9543c6ad",
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"text": "The Fund is in risk category 6 as its return has experienced very high rises and falls historically."
},
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"id": "173732d1-4e33-44b5-9d8f-92072dc3ca37",
"page_number": 4,
"text": "The following are material risks relevant to the Fund which are not adequately captured by the risk category."
},
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"id": "45e337e7-b292-4173-b8a8-8f24c40f8509",
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"text": "Concentration Risk:"
},
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"width": 739,
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},
"id": "f8f60987-198b-4786-826e-97659491ba49",
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"text": "When the Fund focuses its investments in a particular way, the issues affecting the investments will"
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"id": "7434511b-3b9f-4d92-9534-317ea5039e81",
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"text": "have a greater effect than if the Fund was more diversified. This concentration may also limit the Fund\u2019s liquidity."
},
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"id": "e9c29ca6-17ec-4dab-b77b-0568b6fba51c",
"page_number": 4,
"text": "Screening Risk:"
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"x": 178,
"y": 352
},
"id": "d63f5966-71c8-4cc9-b37a-f01d1fbcdd16",
"page_number": 4,
"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": "1dfe16ac-32df-4bb0-b8d0-28f492216844",
"page_number": 4,
"text": "limited to environmental, social and governance (ESG) criteria. The screen may be fully or partially designed by the Manager"
},
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"width": 904,
"x": 47,
"y": 381
},
"id": "fd5df549-28ca-477d-8343-238019a62430",
"page_number": 4,
"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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"x": 47,
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},
"id": "ce4b57f1-9e55-44a2-8203-ceac9e6bf9af",
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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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"width": 902,
"x": 48,
"y": 409
},
"id": "eb9ca570-2321-4694-9a12-fa9ba2c214f7",
"page_number": 4,
"text": "provider. In such circumstances, there is no guarantee that a replacement screen provided would result in a similar screening"
},
{
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"x": 48,
"y": 424
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"id": "f519f63b-0c80-4bca-a19d-c250d857e371",
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"text": "process or would be available."
},
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"x": 47,
"y": 445
},
"id": "cd17ea92-4ce7-4e05-abf9-45d2cae8d567",
"page_number": 4,
"text": "Counterparty Risk:"
},
{
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"width": 744,
"x": 207,
"y": 445
},
"id": "71209d25-5f85-429e-abcf-7a303b6209fc",
"page_number": 4,
"text": "The Fund will be subject to credit risk with respect to the counterparties with which it enters into"
},
{
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"width": 903,
"x": 47,
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},
"id": "676897b2-e0f0-4a4e-a0f5-d3c0591322b8",
"page_number": 4,
"text": "derivatives contracts and other transactions. There is a risk that these institutions may not be able to perform their obligations."
},
{
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"box": {
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"width": 403,
"x": 47,
"y": 473
},
"id": "a7b713e3-20ad-4992-8bab-cfd0c7cea6c8",
"page_number": 4,
"text": "This could reduce the value of the Fund\u0027s investments."
},
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"id": "d7e537c5-d189-4082-813a-3f4ed2bd343d",
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"text": "Currency Hedging Risk:"
},
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"width": 708,
"x": 243,
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},
"id": "6cc83c76-aaa1-4780-98e5-afb846848517",
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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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"x": 48,
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},
"id": "f221fb78-ca85-4105-9bfe-6a25b57580e0",
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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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"x": 48,
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},
"id": "6a945ab1-f2a0-4a5d-b88f-4db13514b46f",
"page_number": 4,
"text": "Index Tracking Risk:"
},
{
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"width": 733,
"x": 217,
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},
"id": "05b88a4c-09ab-4cf5-8646-794c58415142",
"page_number": 4,
"text": "The Fund\u0027s performance may not exactly track the Index. This can result from market fluctuations,"
},
{
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"x": 47,
"y": 544
},
"id": "4746a986-9ba0-4cb8-887e-fbaf70dd6465",
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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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"width": 74,
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},
"id": "5cffa62d-d483-4e42-a8f3-afb086ad7fc5",
"page_number": 4,
"text": "expenses."
},
{
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"width": 112,
"x": 48,
"y": 580
},
"id": "fab108d3-2b70-4442-9ac1-0dead3fd9241",
"page_number": 4,
"text": "Liquidity Risk:"
},
{
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"box": {
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"width": 784,
"x": 167,
"y": 580
},
"id": "bfcb9a41-865f-4383-ba8c-6cf7b5c75e2e",
"page_number": 4,
"text": "It may be difficult for the Fund to buy or sell certain investments in difficult market conditions. Consequently"
},
{
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"id": "b7cba122-b6cc-4004-ada1-b272e12f4e99",
"page_number": 4,
"text": "the price obtained when selling securities may be lower than under normal market conditions."
},
{
"block_type": "box",
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"x": 48,
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"id": "80cc240f-17c7-4259-9c46-31a3045b773b",
"page_number": 4,
"text": "Please refer to the Prospectus for full details about the risks associated with this Fund."
},
{
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"x": 48,
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"id": "3f3184b9-e3b1-4b39-8911-13c7065c0ec0",
"page_number": 4,
"text": "Derivatives Usage"
},
{
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"box": {
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"x": 48,
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},
"id": "e1ebf8b1-58f6-432a-92a4-258b972e1bb5",
"page_number": 4,
"text": "Derivatives are used in the Fund for efficient portfolio management purposes. The Fund invests in index futures to manage"
},
{
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},
"id": "2185740b-5b54-4769-810e-b9a41469af9e",
"page_number": 4,
"text": "client inflows and outflows and to hedge accrued income. At all times the futures exposure is covered entirely by cash or cash"
},
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"id": "7734136b-9c9d-41d0-96bc-8e79342dc3f3",
"page_number": 4,
"text": "equivalents."
},
{
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},
"id": "8a672dad-873b-423c-8950-e525553e5943",
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"text": "As at 30th June 2026, the Fund had a total notional exposure to futures of \u00a32,559,210.78 (0.21% of the Fund)."
},
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"id": "af1d4d57-7d3a-4a3d-8bee-29c568614968",
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"text": "Tracking Error"
},
{
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},
"id": "05db4afa-6798-4276-90cb-82074edb8d14",
"page_number": 4,
"text": "The Tracking Error measures the standard deviation of the relative returns. It is the annualised standard deviation of the"
},
{
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"width": 902,
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"id": "40f4072a-7bd6-4914-9667-64ab4c12c558",
"page_number": 4,
"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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"x": 47,
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},
"id": "0858acce-4d3e-475f-b874-ce355f227e59",
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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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"page_number": 4,
"text": "characteristics."
},
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"x": 46,
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"id": "0f2ff2b8-c6fe-43db-ab26-c63abdac88ad",
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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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"box": {
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"x": 47,
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},
"id": "f840bdaf-400c-4f2d-8a98-c298cc99e15a",
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"text": "available."
},
{
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"id": "3baf3732-00ad-4acc-bdc9-585759c54d31",
"page_number": 4,
"text": "State Street AUT North America A Index Equity Fund"
},
{
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"x": 48,
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},
"id": "ba9bb395-8db8-4516-915e-d98cfa9b4d12",
"page_number": 4,
"text": "Interim Report and Unaudited Financial Statements 2026"
},
{
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"x": 48,
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},
"id": "eaf877f3-24ac-4438-a4c2-1538b391166d",
"page_number": 4,
"text": "Manager\u0027s Report (continued)"
},
{
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"x": 48,
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},
"id": "ab8d3b5d-91bb-4fdb-87ad-e5cdaaea0271",
"page_number": 4,
"text": "For the first Reporting Period from 20th October 2025 (launch date) to 30 June 2026."
},
{
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"x": 496,
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"id": "7675f1e1-14fd-475f-9c02-d7122d365a0f",
"page_number": 4,
"text": "2"
},
{
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"width": 70,
"x": 621,
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},
"id": "d99dbfba-6fc3-4157-b3ac-2c8257fa10ab",
"page_number": 5,
"text": "Holdings"
},
{
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"width": 101,
"x": 724,
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},
"id": "41d7f58c-05e7-4c57-9f6b-1e6414e9fb30",
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"text": "Market Value"
},
{
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"box": {
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"width": 40,
"x": 785,
"y": 173
},
"id": "4adaaacb-9cd1-450f-af12-0d2983b42724",
"page_number": 5,
"text": "\u00a3\u0027000"
},
{
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"box": {
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"width": 77,
"x": 873,
"y": 159
},
"id": "9a562e07-bed9-4239-8dd3-de52dc205dac",
"page_number": 5,
"text": "% of Total"
},
{
"block_type": "box",
"box": {
"height": 8,
"width": 84,
"x": 867,
"y": 174
},
"id": "f734796a-e19e-42f0-8f0b-cec17b129d03",
"page_number": 5,
"text": "Net Assets"
},
{
"block_type": "box",
"box": {
"height": 9,
"width": 145,
"x": 46,
"y": 208
},
"id": "a7e6b0ce-69af-48e2-a6ff-13e17a5ca806",
"page_number": 5,
"text": "Australia \u2014 0.03%"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 902,
"x": 46,
"y": 228
},
"id": "2ba01ccd-f1d9-448f-b997-1aaf00e87ea4",
"page_number": 5,
"text": "Atlassian Corp. 2,530 152 0.01"
},
{
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"box": {
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"width": 902,
"x": 48,
"y": 247
},
"id": "d826261f-0cef-4e8c-9852-7f3018c5282b",
"page_number": 5,
"text": "IREN Ltd. 7,168 249 0.02"
},
{
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"box": {
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"width": 153,
"x": 798,
"y": 275
},
"id": "53ee17ee-3017-4749-afc3-febbe28b79f5",
"page_number": 5,
"text": "401 0.03"
},
{
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"box": {
"height": 9,
"width": 144,
"x": 48,
"y": 323
},
"id": "3205a7be-b823-471a-a3b2-e0810dd20a1b",
"page_number": 5,
"text": "Bermuda \u2014 0.06%"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 905,
"x": 46,
"y": 343
},
"id": "8d5f0167-06d7-4635-b9be-7c3522cc4352",
"page_number": 5,
"text": "Arch Capital Group Ltd. 7,792 577 0.05"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 900,
"x": 48,
"y": 363
},
"id": "6f934c1c-1363-4afd-94a6-bf998e6305ab",
"page_number": 5,
"text": "Everest Group Ltd. 640 175 0.01"
},
{
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"box": {
"height": 9,
"width": 153,
"x": 798,
"y": 390
},
"id": "bf3dacd1-0c28-400a-b5bd-e60b362fe922",
"page_number": 5,
"text": "752 0.06"
},
{
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"box": {
"height": 9,
"width": 133,
"x": 47,
"y": 439
},
"id": "f1e78227-02e1-4c98-95c8-0681b1b2f601",
"page_number": 5,
"text": "Canada \u2014 4.31%"
},
{
"block_type": "box",
"box": {
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"width": 902,
"x": 46,
"y": 459
},
"id": "677b3d69-254c-4cd1-bb1b-87886dcf7225",
"page_number": 5,
"text": "Agnico Eagle Mines Ltd. 11,356 1,322 0.11"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 905,
"x": 46,
"y": 478
},
"id": "190f6dfe-8fdf-4971-ac35-936a8fa54e09",
"page_number": 5,
"text": "Alamos Gold, Inc. 17,735 413 0.03"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 905,
"x": 46,
"y": 498
},
"id": "eeeed652-74e2-49c8-8bfa-b4060d20fcac",
"page_number": 5,
"text": "Alimentation Couche-Tard, Inc. 20,741 1,010 0.08"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 902,
"x": 46,
"y": 518
},
"id": "2f18ec44-8d5e-4219-baab-327e77e0278e",
"page_number": 5,
"text": "AltaGas Ltd. 3,503 99 0.01"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 46,
"y": 537
},
"id": "166965a9-e503-479f-a104-a313c6203dab",
"page_number": 5,
"text": "ARC Resources Ltd. 18,978 299 0.02"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 902,
"x": 46,
"y": 557
},
"id": "f11bfacf-7831-49b5-85ce-fa09063f1aa5",
"page_number": 5,
"text": "AtkinsRealis Group, Inc. 3,604 166 0.01"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 903,
"x": 48,
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"text": "Bank of Nova Scotia 30,397 1,987 0.16"
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"text": "Barrick Mining Corp. 40,367 1,130 0.09"
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"text": "BCE, Inc. 11,556 194 0.02"
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"text": "Bombardier, Inc. 2,875 505 0.04"
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"x": 48,
"y": 675
},
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"text": "Brookfield Corp. 41,406 1,322 0.11"
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"text": "CAE, Inc. 11,686 223 0.02"
},
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"text": "Cameco Corp. 10,981 857 0.07"
},
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"id": "0e9ed1c5-833f-4dd8-982c-b05697b6eb6c",
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"text": "Canadian Imperial Bank of Commerce 22,636 1,943 0.16"
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"text": "Canadian National...