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State Street AUT Europe ex UK
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* 15
Comparative Table* 16
Financial statements: 17
Statement of Total Return 17
Statement of Change in Net Assets Attributable to Unitholders 17
Balance Sheet 18
Notes to the Financial Statements 19
Directory* 24
* These collectively comprise the Manager’s Report.
State Street AUT Europe ex UK Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Page 3
Authorised Status The State Street AUT Europe ex UK 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 European ex UK equity markets as represented by the MSCI Europe ex UK 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 14 developed market countries in Europe, excluding the United Kingdom.
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 14.60% for the Reporting Period ended 30 June 2026, compared to the Index return of 14.25%. The size of the Fund’s tracking difference for the Reporting Period was 0.35%.
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.
State Street AUT Europe ex UK Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Manager’s Report
For the first Reporting Period from 6th October 2025 (launch date) to 30 June 2026.
1
Page 4
For example a fund whose return has experienced significant rises and falls will be in a higher risk category, whereas a fund whose return has experienced less significant rises and falls will be in a lower risk category.
The lowest category (i.e. category 1) does not mean that a fund is a risk free investment.
As the Fund’s risk category has been calculated using historical data, it may not be a reliable indication of the Fund’s future risk profile.
The Fund’s risk category shown is not guaranteed and may change in the future.
Why is this Fund in this category?
The Fund is in risk category 5 as its return has experienced medium rises and falls historically.
The following are material risks relevant to the Fund which are not adequately captured by the risk category.
Concentration Risk: When the Fund focuses its investments in a particular way, the issues affecting the investments will have a greater effect than if the Fund was more diversified. This concentration may also limit the Fund’s liquidity.
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 £4,679,669.68 (0.14% 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 Europe ex UK Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Manager's Report (continued)
For the first Reporting Period from 6th October 2025 (launch date) to 30 June 2026.
2
Page 5
Holdings
Market Value £'000
% of Total Net Assets
Austria — 0.69% BAWAG Group AG 28,400 4,252 0.13 Erste Group Bank AG 122,249 12,295 0.37 OMV AG 59,626 2,805 0.08 Raiffeisen Bank International AG 55,165 2,637 0.08 Verbund AG 24,454 1,172 0.03
23,161 0.69
Belgium — 1.74% Ageas SA 59,820 3,601 0.11 Anheuser-Busch InBev SA 358,810 22,681 0.68 D'ieteren Group 8,401 1,221 0.04 Elia Group SA 16,587 2,002 0.06 Financiere de Tubize SA 7,676 1,541 0.04 Groupe Bruxelles Lambert NV 28,649 1,973 0.06 KBC Group NV 93,929 9,611 0.29 Lotus Bakeries NV 157 1,585 0.05 Sofina SA 5,915 1,137 0.03 Syensqo SA 27,531 1,553 0.04 UCB SA 49,336 11,309 0.34
58,214 1.74
Czech Republic — 0.02% CSG NV 71,686 793 0.02
Denmark — 3.35% AP Moller - Maersk AS 'A' Shares 1,071 1,933 0.06 AP Moller - Maersk AS 'B' Shares 1,403 2,604 0.08 Carlsberg AS 37,877 3,790 0.11 Coloplast AS 53,767 2,329 0.07 Danske Bank AS 256,444 10,331 0.31 Demant AS 32,991 1,023 0.03 DSV AS 75,564 13,749 0.41 Genmab AS 24,942 5,297 0.16
State Street AUT Europe ex UK 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
Denmark — 3.35% (continued) Novo Nordisk AS 1,287,143 47,285 1.41 Novonesis Novozymes B 145,655 6,926 0.21 Orsted AS 190,961 3,236 0.10 Pandora AS 28,680 2,469 0.07 Rockwool AS 33,434 815 0.03 Tryg AS 121,638 2,085 0.06 Vestas Wind Systems AS 377,432 8,157 0.24
112,029 3.35
Finland — 2.39% Elisa OYJ 63,788 2,025 0.06 Fortum OYJ 182,813 3,178 0.09 Kesko OYJ 119,127 1,998 0.06 Kone OYJ 130,725 5,618 0.17 Metso OYJ 266,394 3,502 0.10 Neste OYJ 169,300 4,111 0.12 Nokia OYJ 2,006,987 20,267 0.61 Nordea Bank Abp 1,228,296 17,437 0.52 Orion OYJ 44,716 2,765 0.08 Sampo OYJ 967,572 7,643 0.23 Stora Enso OYJ 211,334 1,702 0.05 UPM-Kymmene OYJ 210,405 4,194 0.13 Wartsila OYJ Abp 193,378 5,559 0.17
79,999 2.39
France — 17.35% Abivax SA 20,467 1,996 0.06 Accor SA 76,124 3,315 0.10 Aeroports de Paris SA 12,403 1,227 0.04 Air Liquide SA 256,656 38,370 1.15 Alstom SA 133,441 1,752 0.05 Amundi SA 26,355 1,900 0.06 AXA SA 625,858 23,579 0.70 Ayvens SA 127,181 1,272 0.04
State Street AUT Europe ex UK 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
France — 17.35% (continued) BioMerieux 15,023 895 0.03 BNP Paribas SA 397,427 34,763 1.04 Bollore SE 251,350 886 0.03 Bouygues SA 85,333 3,610 0.11 Bureau Veritas SA 122,411 2,811 0.08 Capgemini SE 60,236 4,575 0.14 Carrefour SA 238,063 3,369 0.10 Cie de Saint-Gobain SA 180,207 12,357 0.37 Cie Generale des Etablissements Michelin SCA 246,937 7,189 0.21 Covivio SA* 20,168 944 0.03 Credit Agricole SA 381,973 5,760 0.17 Danone SA 252,669 15,643 0.47 Dassault Aviation SA 7,094 1,745 0.05 Dassault Systemes SE 262,556 4,067 0.12 Eiffage SA 28,010 3,117 0.09 Engie SA 712,341 16,970 0.51 EssilorLuxottica SA 120,429 16,938 0.51 Gecina SA* 16,635 1,056 0.03 Getlink SE 110,061 1,778 0.05 Hermes International SCA 10,474 14,459 0.43 Ipsen SA 13,585 1,947 0.06 Kering SA 28,761 6,214 0.18 Klepierre SA* 87,975 2,792 0.08 Legrand SA 104,131 13,238 0.40 L'Oreal SA 95,691 31,670 0.95 LVMH Moet Hennessy Louis Vuitton SE 99,730 41,594 1.24 Orange SA 739,017 10,652 0.32 Pernod Ricard SA 76,648 4,249 0.13 Publicis Groupe SA 91,638 6,908 0.21 Renault SA 69,510 1,498 0.04 Rexel SA 90,394 2,977 0.09 Safran SA 138,333 40,981 1.22 Sanofi SA 440,061 28,736 0.86 Sartorius Stedim Biotech 11,142 1,740 0.05 Schneider Electric SE 220,569 54,470 1.63
State Street AUT Europe ex UK 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
France — 17.35% (continued) Societe Generale SA 259,184 17,305 0.52 Sodexo SA 31,787 1,393 0.04 Thales SA 38,046 7,333 0.22 TotalEnergies SE 792,666 46,374 1.39 Unibail-Rodamco-Westfield* 43,716 3,876 0.12 Veolia Environnement SA 237,397 7,426 0.22 Vinci SA 186,058 20,507 0.61
580,223 17.35
Germany — 16.97% adidas AG 66,350 10,370 0.31 Allianz SE 151,845 54,055 1.62 BASF SE 359,030 14,562 0.44 Bayer AG 398,934 16,224 0.49 Bayerische Motoren Werke AG 110,190 5,497 0.16 Bayerische Motoren Werke AG Preference Shares 19,630 978 0.03 Beiersdorf AG 34,858 2,256 0.07 Brenntag SE 44,105 2,023 0.06 Commerzbank AG 258,583 8,329 0.25 Continental AG 44,876 2,773 0.08 CTS Eventim AG & Co. KGaA 22,449 985 0.03 Daimler Truck Holding AG 190,139 6,810 0.20 Delivery Hero SE 69,477 2,157 0.06 Deutsche Bank AG 725,448 18,387 0.55 Deutsche Boerse AG 73,218 15,106 0.45 Deutsche Lufthansa AG 240,340 2,052 0.06 Deutsche Post AG 368,202 16,826 0.50 Deutsche Telekom AG 1,377,750 28,716 0.86 Dr. Ing hc F Porsche AG 43,338 1,625 0.05 E.ON SE 906,079 14,092 0.42 Evonik Industries AG 99,997 1,358 0.04 Fresenius Medical Care AG 79,099 2,694 0.08 Fresenius SE & Co. KGaA 175,499 6,025 0.18 GEA Group AG 60,653 3,139 0.09
State Street AUT Europe ex UK 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
Germany — 16.97% (continued) Hannover Rueck SE 23,688 4,932 0.15 Heidelberg Materials AG 52,397 7,657 0.23 Henkel AG & Co. KGaA 37,996 2,266 0.07 Henkel AG & Co. KGaA Preference Shares 63,869 4,036 0.12 Hensoldt AG 23,971 1,398 0.04 HOCHTIEF AG 5,826 2,561 0.08 Infineon Technologies AG 525,983 36,601 1.10 Knorr-Bremse AG 24,657 2,140 0.06 Mercedes-Benz Group AG 286,382 10,704 0.32 Merck KGaA 50,457 6,382 0.19 MTU Aero Engines AG 22,293 7,032 0.21 Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen 52,545 22,064 0.66 Nemetschek SE 20,639 940 0.03 Porsche Automobil Holding SE 57,633 1,356 0.04 Rational AG 1,828 1,020 0.03 Rheinmetall AG 18,613 15,735 0.47 RWE AG 261,017 12,668 0.38 SAP SE 416,807 48,278 1.44 Sartorius AG 9,504 1,872 0.06 Scout24 SE 26,929 1,693 0.05 Siemens AG 296,738 71,880 2.15 Siemens Energy AG 310,506 44,338 1.33 Siemens Healthineers AG 136,809 4,049 0.12 Symrise AG 53,788 4,058 0.12 Talanx AG 23,224 2,206 0.07 Volkswagen AG 86,005 5,266 0.16 Vonovia SE 290,572 5,405 0.16 Zalando SE 79,197 1,755 0.05
567,331 16.97
Ireland — 1.00% AerCap Holdings NV 63,300 7,072 0.21 AIB Group PLC 858,103 7,708 0.23 Bank of Ireland Group PLC 392,004 5,897 0.18
State Street AUT Europe ex UK 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
Ireland — 1.00% (continued) Kerry Group PLC 64,512 4,486 0.13 Kingspan Group PLC 62,729 4,378 0.13 Ryanair Holdings PLC 164,512 3,879 0.12
33,420 1.00
Italy — 6.28% Banca Mediolanum SpA 82,197 1,532 0.05 Banca Monte dei Paschi di Siena SpA 757,411 7,088 0.21 Banco BPM SpA 447,799 5,800 0.17 BPER Banca SpA 640,403 7,488 0.22 Buzzi SpA 29,341 1,116 0.03 Davide Campari-Milano NV 219,300 1,026 0.03 Enel SpA 3,076,823 26,910 0.81 Eni SpA 738,033 13,044 0.39 Ferrari NV 48,033 13,408 0.40 FinecoBank Banca Fineco SpA 244,209 4,572 0.14 Generali 329,344 11,985 0.36 Intesa Sanpaolo SpA 5,551,927 28,540 0.85 Italgas SpA 256,137 2,263 0.07 Leonardo SpA 167,316 6,792 0.20 Moncler SpA 85,981 3,768 0.11 Poste Italiane SpA 182,045 4,506 0.14 Prysmian SpA 112,892 14,301 0.43 Recordati Industria Chimica e Farmaceutica SpA 42,087 1,870 0.06 Snam SpA 801,704 4,366 0.13 Telecom Italia SpA 693,231 4,811 0.14 Terna - Rete Elettrica Nazionale 556,262 4,939 0.15 UniCredit SpA 544,112 36,501 1.09 Unipol Assicurazioni SpA 151,836 3,183 0.10
209,809 6.28
Luxembourg — 0.49% ArcelorMittal SA 168,511 7,728 0.23 CVC Capital Partners PLC 79,073 863 0.03
State Street AUT Europe ex UK 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
Luxembourg — 0.49% (continued) Eurofins Scientific SE 44,283 2,607 0.08 Millicom International Cellular SA 35,500 2,481 0.07 Tenaris SA 122,979 2,614 0.08
16,293 0.49
Netherlands — 13.95% ABN AMRO Bank NV 246,960 7,823 0.23 Adyen NV 11,021 7,852 0.24 Aegon Ltd. 468,751 3,011 0.09 Airbus SE 236,508 39,669 1.19 Akzo Nobel NV 61,553 3,136 0.09 Argenx SE 25,246 17,677 0.53 ASM International NV 18,962 16,250 0.49 ASML Holding NV 155,664 224,675 6.72 ASR Nederland NV 63,124 3,610 0.11 BE Semiconductor Industries NV 28,048 6,905 0.21 Euronext NV 31,012 3,719 0.11 EXOR NV 33,592 1,942 0.06 Ferrovial NV 188,674 9,846 0.29 Heineken Holding NV 46,569 2,663 0.08 Heineken NV 120,221 7,540 0.23 ING Groep NV 1,178,681 27,915 0.83 Koninklijke Ahold Delhaize NV 351,090 10,656 0.32 Koninklijke KPN NV 1,561,070 5,889 0.18 Koninklijke Philips NV 303,345 6,235 0.19 Magnum Ice Cream Co. NV 190,059 2,478 0.07 Nebius Group NV 80,800 16,047 0.48 NN Group NV 106,777 7,071 0.21 Prosus NV 516,535 16,970 0.51 Qiagen NV 78,648 2,339 0.07 Stellantis NV 800,960 3,421 0.10 Universal Music Group NV 407,888 6,505 0.19 Wolters Kluwer NV 91,567 4,476 0.13
466,320 13.95
State Street AUT Europe ex UK 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
Norway — 1.12% Aker BP ASA 126,379 2,902 0.09 DNB Bank ASA 319,765 7,179 0.21 Equinor ASA 280,722 6,661 0.20 Gjensidige Forsikring ASA 75,747 1,550 0.05 Kongsberg Gruppen ASA 161,426 3,688 0.11 Mowi ASA 175,116 2,423 0.07 Norsk Hydro ASA 530,303 3,672 0.11 Orkla ASA 289,034 2,325 0.07 Salmar ASA 25,315 892 0.03 Telenor ASA 254,211 2,770 0.08 Var Energi ASA 357,983 1,116 0.03 Yara International ASA 69,525 2,338 0.07
37,516 1.12
Poland — 0.04% InPost SA 97,140 1,287 0.04
Portugal — 0.35% Banco Comercial Portugues SA 3,240,278 2,886 0.09 EDP SA 1,119,974 4,433 0.13 Galp Energia SGPS SA 168,812 2,691 0.08 Jeronimo Martins SGPS SA 109,035 1,583 0.05
11,593 0.35
Spain — 7.45% Acciona SA 9,407 2,248 0.07 ACS Actividades de Construccion y Servicios SA 70,540 7,799 0.23 ACS Actividades de Construccion y Servicios SA Rights 70,540 113 0.00 Aena SME SA 307,623 7,232 0.22 Amadeus IT Group SA 177,708 7,936 0.24 Banco Bilbao Vizcaya Argentaria SA 2,257,554 42,385 1.27 Banco de Sabadell SA 1,912,527 5,111 0.15 Banco Santander SA 5,759,882 59,467 1.78
State Street AUT Europe ex UK 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
Spain — 7.45% (continued) Bankinter SA 242,036 3,042 0.09 CaixaBank SA 1,416,945 15,071 0.45 Cellnex Telecom SA 188,830 4,295 0.13 EDP Renewables SA 145,952 1,765 0.05 Endesa SA 128,311 4,420 0.13 Iberdrola SA 2,436,607 46,293 1.38 Indra Sistemas SA 28,576 1,181 0.04 Industria de Diseno Textil SA 435,664 20,874 0.62 Mapfre SA 331,587 1,235 0.04 Naturgy Energy Group SA 161,552 3,829 0.11 Redeia Corp. SA 170,985 2,194 0.07 Repsol SA 440,410 8,291 0.25 Telefonica SA 1,454,182 4,457 0.13
249,238 7.45
Sweden — 6.54% AddTech AB 105,967 2,838 0.08 Alfa Laval AB 113,239 5,052 0.15 Assa Abloy AB 385,076 10,292 0.31 Atlas Copco AB 'A' Shares 1,000,557 15,284 0.46 Atlas Copco AB 'B' Shares 599,751 8,043 0.24 Beijer Ref AB 195,479 2,174 0.06 Boliden AB 112,818 4,805 0.14 Epiroc AB 'B' Shares 147,345 2,581 0.08 Epiroc AB 'A' Shares 247,209 5,124 0.15 EQT AB 177,638 3,779 0.11 Essity AB 223,648 4,763 0.14 Evolution AB 47,843 2,496 0.07 Fastighets AB Balder 264,004 1,058 0.03 H&MH ennes & Mauritz AB 178,117 2,337 0.07 Hexagon AB 817,692 5,148 0.15 Industrivarden AB 'A' Shares 38,492 1,621 0.05 Industrivarden AB 'C' Shares 66,209 2,721 0.08 Indutrade AB 101,643 1,581 0.05
State Street AUT Europe ex UK 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
Sweden — 6.54% (continued) Investment AB Latour 53,543 807 0.02 Investor AB 'B' Shares 691,297 21,697 0.65 L E Lundbergforetagen AB 27,066 1,180 0.03 Lifco AB 83,949 2,084 0.06 Nibe Industrier AB 548,525 1,534 0.05 Saab AB 125,624 4,914 0.15 Sagax AB 'B' Shares 79,347 948 0.03 Sandvik AB 415,435 12,891 0.39 Securitas AB 210,123 2,605 0.08 Skandinaviska Enskilda Banken AB 'A' Shares 599,320 8,955 0.27 Skanska AB 143,448 2,899 0.09 SKF AB 140,346 2,724 0.08 Spotify Technology SA 59,280 20,726 0.62 Svenska Cellulosa AB SCA 263,710 2,037 0.06 Svenska Handelsbanken AB 'A' Shares 531,863 5,883 0.18 Swedbank AB 323,035 9,064 0.27 Swedish Orphan Biovitrum AB 70,529 2,539 0.08 Tele2 AB 222,298 2,967 0.09 Telefonaktiebolaget LM Ericsson 1,044,156 8,837 0.26 Telia Co. AB 949,202 3,531 0.11 Trelleborg AB 72,273 2,329 0.07 Volvo AB 'B' Shares 623,615 15,921 0.48
218,769 6.54
Switzerland — 19.37% ABB Ltd. 630,639 51,500 1.54 Alcon AG 206,081 10,523 0.31 Avolta AG 35,177 1,797 0.05 Banque Cantonale Vaudoise 10,790 1,203 0.04 Barry Callebaut AG 1,377 1,448 0.04 Belimo Holding AG 4,009 3,401 0.10 BKW AG 7,579 968 0.03 Chocoladefabriken Lindt & Spruengli AG 39 3,518 0.10 Chocoladefabriken Lindt & Spruengli AG (Non-Voting) 382 3,366 0.10
State Street AUT Europe ex UK 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
Switzerland — 19.37% (continued) Cie Financiere Richemont SA 215,555 37,962 1.13 DSM-Firmenich AG 69,273 4,917 0.15 EMS-Chemie Holding AG 3,135 2,043 0.06 Galderma Group AG 73,200 12,850 0.38 Geberit AG 12,945 6,549 0.20 Givaudan SA 3,755 11,954 0.36 Helvetia Baloise Holding AG 30,519 5,973 0.18 Holcim AG 206,537 14,146 0.42 Julius Baer Group Ltd. 81,890 5,323 0.16 Kuehne & Nagel International AG 19,508 3,593 0.11 Logitech International SA 56,289 4,004 0.12 Lonza Group AG 27,799 14,163 0.42 Nestle SA 1,034,220 80,637 2.41 Novartis AG 734,446 87,634 2.62 Partners Group Holding AG 8,580 5,271 0.16 Roche Holding AG 11,543 3,720 0.11 Roche Holding AG (Non-Voting) 281,758 88,819 2.66 Sandoz Group AG 168,189 11,708 0.35 Schindler Holding AG 8,427 2,035 0.06 Schindler Holding AG Participating Certificates 16,508 4,139 0.12 SGS SA 67,553 5,948 0.18 Sika AG 62,189 9,649 0.29 Sonova Holding AG 20,507 3,667 0.11 STMicroelectronics NV 258,614 14,474 0.43 Straumann Holding AG 45,058 4,549 0.14 Swatch Group AG (Bearer) 12,905 2,391 0.07 Swiss Life Holding AG 11,084 9,229 0.28 Swiss Prime Site AG 32,456 4,017 0.12 Swiss Re AG 118,250 14,297 0.43 Swisscom AG 10,542 6,202 0.19 UBS Group AG 1,277,507 47,783 1.43 VAT Group AG 10,541 6,885 0.21 Zurich Insurance Group AG 60,016 33,498 1.00
647,753 19.37
State Street AUT Europe ex UK 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 Kingdom — 0.27% Coca-Cola Europacific Partners PLC 79,200 6,080 0.18 International Consolidated Airlines Group SA 465,469 2,229 0.07 Verisure PLC 95,264 794 0.02
9,103 0.27
United States — 0.03% Octave Intelligence PLC 80,226 987 0.03
Derivatives — 0.00%
Futures — 0.00% MSCI EUROPE EX UK Futures September 2026† 115 65 0.00
Portfolio of investments 3,323,903 99.40 Net other assets 20,161 0.60
Total net assets 3,344,064 100.00
All holdings are ordinary shares or common stock unless otherwise stated. * Real Estate Investment Trust. † Goldman Sachs is the counterparty, total notional exposure is £4,679,670 and 0.14% as a percentage of the Fund’s value.
Fund was launched on 6th October 2025 therefore there are no comparatives.
State Street AUT Europe ex UK Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Portfolio Statement (continued)
As at 30th June 2026
14
Page 17
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.2
Page 18
Comparative Table For the period ended 30th June 2026
2026 (to 30.06) Closing net asset value (£'000) 3,344,064 Closing number of units 291,756,312 Closing net asset value per unit (£) 11.4618 Change in net asset value per unit 0.00% Operating charges 0.01%
Fund was launched on 6th 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 Europe ex UK Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
16
Page 19
Statement of Total Return For the period ended 30th June 2026
Period ended 30.06.26 £'000 £'000 Income Net capital gains 247,876 Revenue 62,366 Expenses (105)
Net revenue before taxation 62,261 Taxation (7,736)
Net revenue after taxation 54,525
Total return before distributions 302,401 Distributions 17,308
Change in net assets attributable to unitholders from investment activities 319,709
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 3,022,075 Cancellation of units (78)
3,021,997 Dilution adjustment 2,358 Change in unitholders' funds from investment activities 319,709
Closing net assets 3,344,064
Fund was launched on 6th October 2025 therefore there are no comparatives.
State Street AUT Europe ex UK Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
17
Page 20
Balance Sheet As at 30th June 2026
30.06.26 £'000 Assets Investments 3,323,903 Amounts receivable 20,878 Cash and Cash equivalents 5,848
Total assets 3,350,629
Liabilities Other amounts payable 6,565
Total liabilities 6,565
Net assets attributable to unitholders 3,344,064
All items within the Balance Sheet are deemed current.
Notes to the Financial Statements are on pages 19 to 23.
Fund was launched on 6th October 2025 therefore there are no comparatives.
State Street AUT Europe ex UK Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
18
Page 21
1. Accounting policies The Fund was launched on 6th 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 £104,170.
At the Reporting Period end £19,770 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 Europe ex UK Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements
For the period ended 30th June 2026
19
Page 22
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: 3,153,782
Securities and commodities on loan 90,547 2.87%
Assets engaged in SFTs and total return swaps as at 30th June 2026 £'000 %
Fund assets under management ("AUM") 3,344,064
Absolute value of assets engaged in:
Securities lending 90,547 2.71%
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 9,782
Kingdom of Netherlands 5,080
United Kingdom Gilt 4,759
Apple 2,071
Australia Government Bond 958
Finland Government Bond 882
British American Tobacco 815
Amazon.com 708
Erste Group Bank 687
United States of America Treasury Inflation Indexed Bonds 673
Top 10 Counterparties Name and value of outstanding transactions as at 30th June 2026 £'000
HSBC Bank 34,027
Barclays Capital Securities 23,768
UBS 12,136
Citigroup Global Markets (UK) 8,914
BNP Paribas Financial Markets 8,100
Morgan Stanley International 3,602
The table includes a full list of counterparties.
State Street AUT Europe ex UK Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
20
Page 23
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 7,947
Equity Traded on recognised exchange Australian Dollar 633
Equity Traded on recognised exchange Canadian Dollar 1,923
Equity Traded on recognised exchange Danish Krone 761
Equity Traded on recognised exchange Euro 14,238
Equity Traded on recognised exchange Hong Kong Dollar 5,824
Equity Traded on recognised exchange Japanese Yen 6,861
Equity Traded on recognised exchange Norwegian Krone 245
Equity Traded on recognised exchange Singapore Dollar 739
Equity Traded on recognised exchange Swedish Krona 1,976
Equity Traded on recognised exchange Swiss Franc 981
Equity Traded on recognised exchange US Dollar 11,269
Fixed Income Investment Grade Sterling 14,541
Fixed Income Investment Grade Australian Dollar 958
Fixed Income Investment Grade Canadian Dollar 1,323
Fixed Income Investment Grade Euro 16,934
Fixed Income Investment Grade New Zealand Dollar 21
Fixed Income Investment Grade Norwegian Krone 129
Fixed Income Investment Grade Swedish Krona 9
Fixed Income Investment Grade US Dollar 9,796
Total Collateral held 97,108
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 - - - - - 43,711 53,397 97,108
State Street AUT Europe ex UK Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
21
Page 24
3. Securities Financing Transactions ("SFT") (continued)
Counterparty details as at 30th June 2026
Type
Country of counterparty establishment Settlement and clearing £'000
Securities lending France Tri-party 8,762
Securities lending Switzerland Tri-party 13,153
Securities lending United Kingdom Tri-party 75,193
Total collateral held 97,108
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 - - - - - - 90,547 90,547
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
JP Morgan 54,725
Bank of New York 42,383
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 Europe ex UK Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
22
Page 25
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 3,323,838 - - 3,323,838 Derivatives 65 - - 65 3,323,903 - - 3,323,903
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.
0
State Street AUT Europe ex UK Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Notes to the Financial Statements (continued)
For the period ended 30th June 2026
23
Page 26
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 Europe ex UK 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 Europe ex UK Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Directory
24
Page 27
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 Europe ex UK Index Equity Fund
Interim Report and Unaudited Financial Statements 2026
Directory (continued)
25
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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 14 developed market countries in Europe, excluding the"
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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": "The Screen Provider deems anti-personnel mines, cluster munitions, chemical and biological weapons depleted uranium"
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"text": "weapons and nuclear weapons to be controversial weapons. The Screen Provider considers international standards on"
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"text": "responsible conduct in assessing controversial behaviour of companies including: the United Nations Global Compact"
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"text": "(UNGC) Principles and the Organization for Economic Co-operation and Development (OECD) Guidelines for Multinational"
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"text": "Enterprises. Whether a particular security is excluded will depend on whether i) the security meets specific ownership"
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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": "Screen Provider\u2019s assessment of the effectiveness of any engagement aimed at eliminating a company\u2019s breach of the UNGC"
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"text": "and/ or OECD Guidelines."
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"text": "The Fund may also invest in transferable securities, money market instruments, warrants, units in collective investment"
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"text": "schemes, deposits and derivatives."
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"text": "The Fund may invest in collective investment schemes managed or operated by companies in the same group as the"
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"text": "Manager or the Investment Adviser. The Fund will seek to track the performance of the Index whilst seeking to minimise as"
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"text": "far as possible the tracking error between the Fund\u2019s performance and that of the Index."
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"text": "Performance"
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"text": "The Fund returned 14.60% for the Reporting Period ended 30 June 2026, compared to the Index return of 14.25%. The size"
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"text": "of the Fund\u2019s tracking difference for the Reporting Period was 0.35%."
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"text": "Note: Performance returns presented above are in GBP."
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"text": "Risk and Reward Profile"
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"text": "Lower risk"
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"text": "Potentially higher reward"
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"text": "1234 67 5"
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"text": "Risk Disclaimer"
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"text": "The risk category above is not a measure of capital loss or gains but of how significant the rises and falls in the Fund\u2019s return"
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"text": "have been historically."
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"text": "State Street AUT Europe ex UK 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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"text": "For the first Reporting Period from 6th October 2025 (launch date) to 30 June 2026."
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"text": "For example a fund whose return has experienced significant rises and falls will be in a higher risk category, whereas a fund"
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"text": "whose return has experienced less significant rises and falls will be in a lower risk category."
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"text": "The lowest category (i.e. category 1) does not mean that a fund is a risk free investment."
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"text": "As the Fund\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": "Concentration Risk:"
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"text": "When the Fund focuses its investments in a particular way, the issues affecting the investments will"
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"text": "have a greater effect than if the Fund was more diversified. This concentration may also limit the Fund\u2019s liquidity."
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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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"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": "Counterparty Risk:"
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"text": "The Fund will be subject to credit risk with respect to the counterparties with which it enters into"
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"text": "derivatives contracts and other transactions. There is a risk that these institutions may not be able to perform their obligations."
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"text": "This could reduce the value of the Fund\u0027s investments."
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"text": "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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},
"id": "478211a3-6548-417c-bf72-400397c0b111",
"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": "8e0d77a8-3749-423e-a681-147189243a1f",
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"text": "the price obtained when selling securities may be lower than under normal market conditions."
},
{
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"x": 48,
"y": 651
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"id": "453c4add-27bf-4643-88aa-af5d2e5d2f28",
"page_number": 4,
"text": "Please refer to the Prospectus for full details about the risks associated with this Fund."
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"id": "d5f7b978-5845-4d83-a81d-e101df95ae6e",
"page_number": 4,
"text": "Derivatives Usage"
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{
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"x": 48,
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},
"id": "a12c4671-bd70-4c2f-88d5-eb858e078ec0",
"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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"width": 903,
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"id": "fa0395b5-6435-4399-82c7-08b45481d342",
"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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"x": 47,
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"id": "479f4a0b-3594-4d75-9b19-53a650546e33",
"page_number": 4,
"text": "equivalents."
},
{
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"box": {
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"width": 815,
"x": 46,
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},
"id": "a0a24934-f610-406b-9b44-42c00e929a12",
"page_number": 4,
"text": "As at 30th June 2026, the Fund had a total notional exposure to futures of \u00a34,679,669.68 (0.14% of the Fund)."
},
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"x": 47,
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"id": "a7997929-a98a-4a32-a795-3fd878415aa9",
"page_number": 4,
"text": "Tracking Error"
},
{
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"box": {
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"width": 904,
"x": 47,
"y": 802
},
"id": "203fa5a4-be5d-4335-9795-b7d4a8405a05",
"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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"box": {
"height": 11,
"width": 902,
"x": 48,
"y": 816
},
"id": "ab6bc094-bcc7-4287-9ba7-f483d1f0300e",
"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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"box": {
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"width": 903,
"x": 47,
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},
"id": "a7caa2b4-8dd9-45b8-8973-e6c9273251fe",
"page_number": 4,
"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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"box": {
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"width": 110,
"x": 47,
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"id": "7f07067e-6520-4dac-a6ac-f7012fcd9837",
"page_number": 4,
"text": "characteristics."
},
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"x": 46,
"y": 866
},
"id": "d3857e00-4b4c-47d5-89b8-89ce8cb92382",
"page_number": 4,
"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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"width": 69,
"x": 47,
"y": 880
},
"id": "7c9bc24c-5e08-42b1-8fc0-26fc750f2cb4",
"page_number": 4,
"text": "available."
},
{
"block_type": "box",
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"width": 473,
"x": 47,
"y": 44
},
"id": "011e198e-4407-4f8a-aaba-737421aae7f6",
"page_number": 4,
"text": "State Street AUT Europe ex UK Index Equity Fund"
},
{
"block_type": "box",
"box": {
"height": 13,
"width": 505,
"x": 48,
"y": 65
},
"id": "df2f07d8-1689-4d54-b4ee-aa7603d14052",
"page_number": 4,
"text": "Interim Report and Unaudited Financial Statements 2026"
},
{
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"box": {
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"width": 281,
"x": 48,
"y": 123
},
"id": "4a33b4a0-0884-49a9-9d77-6e5813c0f0bf",
"page_number": 4,
"text": "Manager\u0027s Report (continued)"
},
{
"block_type": "box",
"box": {
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"width": 616,
"x": 48,
"y": 147
},
"id": "60e6e830-fea0-42dd-bdf7-7c952c99fa3a",
"page_number": 4,
"text": "For the first Reporting Period from 6th October 2025 (launch date) to 30 June 2026."
},
{
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"box": {
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"width": 6,
"x": 496,
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},
"id": "3ce1f823-883b-498d-88f2-23e862487b8f",
"page_number": 4,
"text": "2"
},
{
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"width": 70,
"x": 621,
"y": 174
},
"id": "b3a07457-7ee8-479e-aa26-efc90e7f621d",
"page_number": 5,
"text": "Holdings"
},
{
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"width": 101,
"x": 724,
"y": 159
},
"id": "9b3c9a83-f123-4bbe-91f5-f92a2f1c0f4b",
"page_number": 5,
"text": "Market Value"
},
{
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"box": {
"height": 9,
"width": 40,
"x": 785,
"y": 173
},
"id": "c08aff57-24ce-4c9c-8bf9-630fda5371a1",
"page_number": 5,
"text": "\u00a3\u0027000"
},
{
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"width": 77,
"x": 873,
"y": 159
},
"id": "e7f0fe90-a03a-4a2f-b9c9-28e9fbd93f8c",
"page_number": 5,
"text": "% of Total"
},
{
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"box": {
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"width": 84,
"x": 867,
"y": 174
},
"id": "d93d6bdf-be21-4abd-a747-aafa8a8da792",
"page_number": 5,
"text": "Net Assets"
},
{
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"width": 131,
"x": 46,
"y": 208
},
"id": "f491bf03-2135-40e5-8597-19d45c509b8e",
"page_number": 5,
"text": "Austria \u2014 0.69%"
},
{
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"box": {
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"width": 903,
"x": 48,
"y": 228
},
"id": "af783edb-9bc5-4707-ba37-fbaab90b0eb3",
"page_number": 5,
"text": "BAWAG Group AG 28,400 4,252 0.13"
},
{
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"width": 903,
"x": 48,
"y": 247
},
"id": "ad368f86-7766-4379-8725-5318923f4b8b",
"page_number": 5,
"text": "Erste Group Bank AG 122,249 12,295 0.37"
},
{
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"box": {
"height": 10,
"width": 904,
"x": 47,
"y": 267
},
"id": "084c4670-6866-46f4-8682-62ead3edaab1",
"page_number": 5,
"text": "OMV AG 59,626 2,805 0.08"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 903,
"x": 48,
"y": 287
},
"id": "b3e03296-4b72-4707-bf7c-bdeaeea74a34",
"page_number": 5,
"text": "Raiffeisen Bank International AG 55,165 2,637 0.08"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 905,
"x": 46,
"y": 306
},
"id": "b7a290ad-3190-47c7-abf7-0faa020dfb60",
"page_number": 5,
"text": "Verbund AG 24,454 1,172 0.03"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 176,
"x": 775,
"y": 334
},
"id": "75c5074f-43d7-4a5f-8e7f-bc75ac43e1d5",
"page_number": 5,
"text": "23,161 0.69"
},
{
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"width": 137,
"x": 48,
"y": 382
},
"id": "0bef9bba-e379-42f7-91a2-fab3f3c1eb35",
"page_number": 5,
"text": "Belgium \u2014 1.74%"
},
{
"block_type": "box",
"box": {
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"width": 902,
"x": 46,
"y": 402
},
"id": "9809220c-b722-47ec-8096-cc8db2478fca",
"page_number": 5,
"text": "Ageas SA 59,820 3,601 0.11"
},
{
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"box": {
"height": 10,
"width": 905,
"x": 46,
"y": 422
},
"id": "13afb5cb-ad4c-4b1b-963f-29d7266fd53d",
"page_number": 5,
"text": "Anheuser-Busch InBev SA 358,810 22,681 0.68"
},
{
"block_type": "box",
"box": {
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"width": 903,
"x": 48,
"y": 441
},
"id": "ee9b36d2-d92a-4153-b745-debe27bb8189",
"page_number": 5,
"text": "D\u0027ieteren Group 8,401 1,221 0.04"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 903,
"x": 48,
"y": 461
},
"id": "b713f274-f1ca-4cc8-b19d-719ed7f35243",
"page_number": 5,
"text": "Elia Group SA 16,587 2,002 0.06"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 903,
"x": 48,
"y": 481
},
"id": "66d2a502-3819-461e-8265-4639f0e94b37",
"page_number": 5,
"text": "Financiere de Tubize SA 7,676 1,541 0.04"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 47,
"y": 500
},
"id": "3943333c-5819-4845-b364-6993ed37fb3f",
"page_number": 5,
"text": "Groupe Bruxelles Lambert NV 28,649 1,973 0.06"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 903,
"x": 48,
"y": 520
},
"id": "76861e3a-cf65-4823-865a-b57c608d2d65",
"page_number": 5,
"text": "KBC Group NV 93,929 9,611 0.29"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 903,
"x": 48,
"y": 540
},
"id": "f5526eae-b999-46c9-ad35-4f00287af375",
"page_number": 5,
"text": "Lotus Bakeries NV 157 1,585 0.05"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 904,
"x": 47,
"y": 559
},
"id": "502cf7a7-c577-4706-88ad-7b336fc7e5b1",
"page_number": 5,
"text": "Sofina SA 5,915 1,137 0.03"
},
{
"block_type": "box",
"box": {
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"width": 904,
"x": 47,
"y": 579
},
"id": "8a9ac72a-603f-4519-aff8-eaf1a3aec84b",
"page_number": 5,
"text": "Syensqo SA 27,531 1,553 0.04"
},
{
"block_type": "box",
"box": {
"height": 10,
"width": 903,
"x": 48,
"y": 599
},
"id": "cafeaf5f-fc97-4a11-8056-fb06c02598da",
"page_number": 5,
"text": "UCB SA 49,336 11,309 0.34"
},
{
"block_type": "box",
"box": {
"height": 11,
"width": 176,
"x": 775,
"y": 626
},
"id": "3e9a5465-5eb0-4414-be26-1d1a9bb43141",
"page_number": 5,
"text": "58,214 1.74"
},
{
"block_type": "box",
"box": {
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"width": 197,
"x": 47,
"y": 675
},
"id": "9efba797-6d1e-4030-9683-ebfdf873b2c6",
"page_number": 5,
"text": "Czech Republic \u2014 0.02%"
},
{
"block_type": "box",
"box": {
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"width": 644,
"x": 47,
"y": 695
},
"id": "16724999-5bac-4feb-9627-ec49d3030d26",
"page_number": 5,
"text": "CSG NV 71,686"
},
{
"block_type": "box",
"box": {
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"width": 152,
"x": 798,
"y": 695
},
"id": "d7336e56-6a07-4045-8d07-74267bba2c55",
"page_number": 5,
"text": "793 0.02"
},
{
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"box": {
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"width": 143,
"x": 48,
"y": 743
},
"id": "819d2070-4b6d-4fe7-be17-0107aa4fcc4a",
"page_number": 5,
"text": "Denmark \u2014 3.35%"
},
{
"block_type": "box",
"box": {
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"width": 905,
"x": 46,
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},
"id": "1ca85986-2a00-4f6f-a04a-e3b1e1df4bd9",
"page_number": 5,
"text": "AP Moller - Maersk AS \u0027A\u0027 Shares 1,071...