# EDGAR Filing Document

**Accession Number:** 0001516212
**File Stem:** 0001410368-26-066844
**Filing Date:** 2026-6
**Character Count:** 68335
**Document Hash:** 3e483c520d516092eed45bdc4adcbdae
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066844.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066844

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SSGA Active Trust
- **CENTRAL INDEX KEY:** 0001516212

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22542
- **FILM NUMBER:** 261122369

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SSgA Active Trust
- **DATE OF NAME CHANGE:** 20141208

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SSgA Active ETF Trust
- **DATE OF NAME CHANGE:** 20110322

## Series and Classes Contracts Data

### State Street(R) Short Duration IG Public & Private Credit ETF (Series ID: S000094390)

| Class ID   | Class Name                                                    | Ticker Symbol   |
|:---|:---|:---|
| C000262892 | State Street(R) Short Duration IG Public & Private Credit ETF | PRSD            |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** SSGA Active Trust

- **b. Investment Company Act file number:** 811-22542

- **c. CIK number of Registrant:** 0001516212

- **d. LEI of Registrant:** 549300MAXSRPQ75ICU67

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** One Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02114

  - **Telephone number:** 1-866-787-2257

**Item A.2. Information about the Series.**

- **a. Name of Series:** State Street Short Duration IG Public & Private Credit ETF

- **b. EDGAR series identifier (if any):** S000094390

- **c. LEI of Series:** 984500F10B63CAEB8504

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $108343881.58

**Total Liabilities:** $4303746.59

**Net Assets:** $104040134.99

**Delayed Delivery Securities:** $4233268.01

**Cash Not Reported:** $80024.40

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -107.77000000 | **1-Year:** -2426.53000000 | **5-Year:** -3062.06000000 | **10-Year:** -1008.78000000 | **30-Year:** -375.47000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -81.33000000 | **1-Year:** -533.89000000 | **5-Year:** -1255.96000000 | **10-Year:** -3866.50000000 | **30-Year:** -2705.41000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000262892 | 0.58%                | -0.41%               | 0.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5542.87                 | $263754.51                                 |
| Month 2  | $-66290.78               | $-622718.05                                |
| Month 3  | $56469.93                | $-95735.20                                 |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

- **Index Identifier:** Designated Reference Portfolio is the Fund`s Securities Portfolio

### Schedule of Portfolio Investments

| Name                                           | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749827.50    | 0.72%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                     | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    182000 | PA      | $179714.08    | 0.17%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Luxury Lease Partners Auto Trust               | Luxury Lease Partners Auto Lease Trust 2025-A                                   | CUSIP: 55069BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    204803 | PA      | $204081.60    | 0.20%             | 2032-03-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                   | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48886.08     | 0.05%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    186000 | PA      | $185681.94    | 0.18%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                               | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144789.75    | 0.14%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                          | Campbell's Company/The                                                          | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120870.00    | 0.12%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                            | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-21013.57    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89277.66     | 0.09%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                      | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87525.48     | 0.08%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                               | Progressive Corp/The                                                            | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22685.13     | 0.02%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| D2 Multifamily Credit 2026-FL1 Issuer, Ltd     | D2 Multifamily Credit 2026-FL1 Issuer Ltd                                       | CUSIP: 23347LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $100032.97    | 0.10%             | 2043-11-19      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                          | Entergy Louisiana LLC                                                           | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     89000 | PA      | $87808.29     | 0.08%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     78000 | PA      | $78978.12     | 0.08%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    393000 | PA      | $391384.77    | 0.38%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                   | Synopsys Inc                                                                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     89000 | PA      | $89550.91     | 0.09%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust 2024-INV1                                            | CUSIP: 92540FAD2<br>LEI: 9845000FE754F4AE7E70 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $252403.46    | 0.24%             | 2069-03-25      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    111000 | PA      | $110415.03    | 0.11%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                               | ArcelorMittal SA                                                                | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    387000 | PA      | $398540.34    | 0.38%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Estate Notes         | Greystone CRE Notes 2025 HC-4 LLC                                               | CUSIP: 39809NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $249998.50    | 0.24%             | 2042-10-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                       | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402148.00    | 0.39%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86384.91     | 0.08%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3142JCBY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1880379 | PA      | $1894366.58   | 1.82%             | 2041-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                        | Jersey Central Power & Light Co                                                 | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    750000 | PA      | $740310.00    | 0.71%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                           | Glencore Funding LLC                                                            | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    103000 | PA      | $102193.51    | 0.10%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                        | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    255000 | PA      | $251384.10    | 0.24%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                         | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    852000 | PA      | $859276.08    | 0.83%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INCOME FUN                 | NORTH HAVEN PRIVATE INCOME FUN                                                  | CUSIP: 000000000<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1522500.00   | 1.46%             | 2027-03-01      | Fixed         | 8.92%                 | No            |                  3 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                             | CUSIP: 25746UDF3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    107000 | PA      | $106369.77    | 0.10%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                       | Martin Marietta Materials Inc                                                   | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86170.02     | 0.08%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                      | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    196000 | PA      | $192950.24    | 0.19%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| AP FIDES HOLDING LLC                           | AP Fides Holdings LLC                                                           | CUSIP: 00188TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    596534 | PA      | $727754.38    | 0.70%             | 2048-11-30      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| DB Master Finance LLC                          | DB Master Finance LLC                                                           | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    920000 | PA      | $911857.27    | 0.88%             | 2047-11-20      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                             | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14388000 | PA      | $14303695.38  | 13.75%            | 2028-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2024-CES2                                                   | CUSIP: 74938PAE6<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008082.78   | 0.97%             | 2044-04-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                 | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    350000 | PA      | $343073.50    | 0.33%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                          | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586320.00    | 0.56%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Acres PLC                                      | ACRES 2025-FL3 LLC                                                              | CUSIP: 00501DAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $492568.98    | 0.47%             | 2040-08-18      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751800.00    | 0.72%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                 | AutoNation Inc                                                                  | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $144392.54    | 0.14%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                          | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     99000 | PA      | $98107.02     | 0.09%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87014.79     | 0.08%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies               | Carlyle US CLO 2025-1 Ltd                                                       | CUSIP: 14319VAG3<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000800.00   | 0.96%             | 2038-04-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                  | DTE Energy Co                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93585.90     | 0.09%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                   | State Street Institutional US Government Money Market Fund                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  11387609 | NS      | $11387609.29  | 10.95%            |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2024-CES9                                                   | CUSIP: 749426AJ1<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250842.69    | 0.24%             | 2044-12-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                          | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46783.84     | 0.04%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     97000 | PA      | $94231.62     | 0.09%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                             | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21014000 | PA      | $20928630.63  | 20.12%            | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                   | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    194000 | PA      | $189553.52    | 0.18%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $719288.00    | 0.69%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                         | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     91000 | PA      | $89560.38     | 0.09%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                        | AEP Transmission Co LLC                                                         | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123222.52    | 0.12%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                            | Abbott Laboratories                                                             | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     97000 | PA      | $96836.07     | 0.09%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                   | SK hynix Inc                                                                    | CUSIP: 78392BAG2<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    300000 | PA      | $302205.00    | 0.29%             | 2027-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                              | General Motors Co                                                               | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     87000 | PA      | $87756.90     | 0.08%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trackside Rail, LLC                            | Trackside Rail LLC                                                              | CUSIP: 89239YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    832683 | PA      | $817094.74    | 0.79%             | 2056-03-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust    | MF1 2024-FL14 LLC                                                               | CUSIP: 55416AAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501013.70    | 0.48%             | 2039-03-19      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                         | Marvell Technology Inc                                                          | CUSIP: 573874AF1<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     93000 | PA      | $89510.64     | 0.09%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    298000 | PA      | $299877.40    | 0.29%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418FWW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2500000 | PA      | $2481041.10   | 2.38%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     87000 | PA      | $86501.49     | 0.08%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                   | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    238000 | PA      | $242117.40    | 0.23%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                           | Glencore Funding LLC                                                            | CUSIP: 378272CC0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500555.00    | 0.48%             | 2031-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                              | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91369.80     | 0.09%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                 | CUSIP: 31418FF85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    349264 | PA      | $351833.28    | 0.34%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                       | Avolon Holdings Funding Ltd                                                     | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    112000 | PA      | $108125.92    | 0.10%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                         | Marvell Technology Inc                                                          | CUSIP: 573874AN4<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    750000 | PA      | $757342.50    | 0.73%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                                                | CUSIP: 373334KH3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50635.35     | 0.05%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING                          | PK ALIFT Loan Funding 7 LP                                                      | CUSIP: 69291NAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935770 | PA      | $926301.40    | 0.89%             | 2043-03-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                          | Continental Resources Inc/OK                                                    | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54732.70     | 0.05%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    149000 | PA      | $147253.72    | 0.14%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust                   | Navient Education Loan Trust 2026-A                                             | CUSIP: 63943MAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124000 | PA      | $123542.25    | 0.12%             | 2056-09-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    107000 | PA      | $106275.61    | 0.10%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                             | Essex Portfolio LP                                                              | CUSIP: 29717PAR8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     64000 | PA      | $63537.28     | 0.06%             | 2027-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3142JCB82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1718221 | PA      | $1731001.84   | 1.66%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                 | Phillips 66 Co                                                                  | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    407000 | PA      | $410410.66    | 0.39%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                          | American Homes 4 Rent LP                                                        | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     52000 | PA      | $51681.76     | 0.05%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                           | Cross 2026-NQM3 Mortgage Trust                                                  | CUSIP: 227925AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2987367.66   | 2.87%             | 2071-03-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    390000 | PA      | $397113.60    | 0.38%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                       | International Business Machines Corp                                            | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150910.50    | 0.15%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     97000 | PA      | $93227.67     | 0.09%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    392000 | PA      | $382862.48    | 0.37%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Iskandar Enterprise LLC                        | Iskandar Enterprise LLC                                                         | CUSIP: 464338AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    361111 | PA      | $359345.82    | 0.35%             | 2056-04-17      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    494000 | PA      | $493832.04    | 0.47%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| AP HERMES HOLDINGS SARL                        | AP Hermes Holdings Sarl                                                         | CUSIP: 00188RAA2<br>LEI: 529900INJNAYCBSVL259 | Long             | DBT              | CORP              | LU        |    718735 | PA      | $851543.26    | 0.82%             | 2048-07-25      | Fixed         | 6.25%                 | No            |                  3 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2023-CES3                                                   | CUSIP: 749407AC6<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $504315.20    | 0.48%             | 2043-11-25      | Variable      | 7.61%                 | No            |                  2 | On Loan: No      |
| SUMISHO AIR LEASE CORP                         | Sumisho Air Lease Corp                                                          | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004850.00   | 0.97%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                      | Apple Inc                                                                       | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     48000 | PA      | $45752.64     | 0.04%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AP ORYX HOLDINGS LLC                           | AP Oryx Holdings LLC                                                            | CUSIP: 03744AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    783869 | PA      | $797586.33    | 0.77%             | 2043-09-08      | Fixed         | 6.10%                 | No            |                  3 | On Loan: No      |
| SBA COMMUNICATIONS CORP                        | SBA Communications Corp                                                         | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              |  | US        |    850000 | PA      | $844874.50    | 0.81%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375378.75    | 0.36%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $765795.00    | 0.74%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                            | Carrier Global Corp                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     93000 | PA      | $91794.72     | 0.09%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                       | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              |  | XX        |         1 | NC      | $11897.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                              | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    102000 | PA      | $102923.10    | 0.10%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92392.84     | 0.09%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2025-CES8                                                   | CUSIP: 74939WAD2<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004028.55   | 0.97%             | 2055-08-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                               | Berry Global Inc                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     72000 | PA      | $70630.56     | 0.07%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust                 | Pagaya AI Debt Grantor Trust 2026-1                                             | CUSIP: 694969AC0<br>LEI: 254900ULYEY0HX0PKA54 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $495843.98    | 0.48%             | 2033-09-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                  | Aircastle Ltd                                                                   | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     96000 | PA      | $93100.80     | 0.09%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                    | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296451.00    | 0.28%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                            | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $4167.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    153000 | PA      | $151405.74    | 0.15%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                            | PURCHASED EUR / SOLD USD                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | XX        |         1 | NC      | $10243.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                              | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $197448.00    | 0.19%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                       | First-Citizens Bank & Trust Co                                                  | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133185.00    | 0.13%             | 2028-03-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PFP III                                        | PFP 2024-11 Ltd                                                                 | CUSIP: 69291WAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    975625 | PA      | $976569.05    | 0.94%             | 2039-09-17      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortgage Loan Trust    | MF1 2024-FL15                                                                   | CUSIP: 58003MAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $502050.20    | 0.48%             | 2041-08-18      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                             | Ingersoll Rand Inc                                                              | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     39000 | PA      | $39858.78     | 0.04%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                      | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    284000 | PA      | $283454.72    | 0.27%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 2YR NOTE (CBT) JUN26                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -60 | NC      | $12048.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED MICRO DEVICES                         | Advanced Micro Devices Inc                                                      | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66301.62     | 0.06%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| AP BOSPHORUS HOLDINGS                          | AP Bosphorus Holdings Ltd                                                       | CUSIP: 00188MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    500000 | PA      | $496150.00    | 0.48%             | 2037-12-15      | Floating      | 6.27%                 | No            |                  3 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2025-CES8                                                   | CUSIP: 74939WAE0<br>LEI: 254900FCN7EI8DTYGA19 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $992738.96    | 0.95%             | 2055-08-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                        | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80203.77     | 0.08%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                 | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43521.59     | 0.04%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                             | Ingersoll Rand Inc                                                              | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93764.46     | 0.09%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                           | M&T Bank Corp                                                                   | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    348000 | PA      | $349211.04    | 0.34%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                          | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71602.79     | 0.07%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                            | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-29044.01    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     97000 | PA      | $96885.54     | 0.09%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                           | Las Vegas Sands Corp                                                            | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    750000 | PA      | $757620.00    | 0.73%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                             | Coterra Energy Inc                                                              | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    750000 | PA      | $769050.00    | 0.74%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                               | Paramount Global                                                                | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    687000 | PA      | $676695.00    | 0.65%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                         | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72048.96     | 0.07%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $641842.50    | 0.62%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                    | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71497.44     | 0.07%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    565000 | PA      | $533184.85    | 0.51%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MINERA LOS PELAMBRES                           | MINERA LOS PELAMBRES                                                            | CUSIP: 000000000<br>LEI: 549300ONXZ5DHLQ2GV42 | Long             | DBT              | CORP              | CL        |   1500000 | PA      | $1568580.00   | 1.51%             | 2044-11-30      | Fixed         | 7.07%                 | No            |                  3 | On Loan: No      |
| PK ALIFT LOAN FUNDING                          | PK Alift Loan Funding 8 LP                                                      | CUSIP: 72585CAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1230976.38   | 1.18%             | 2043-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HPS CORP                                       | HPS CORP                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $512500.00    | 0.49%             | 2027-09-14      | Fixed         | 8.67%                 | No            |                  3 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                        | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    387000 | PA      | $369495.99    | 0.36%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust | Morgan Stanley Residential Mortgage Loan Trust 2025-HX1                         | CUSIP: 617942AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    784193 | PA      | $790670.26    | 0.76%             | 2070-03-25      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Ascent Education Funding Trust                 | Ascent Education Funding Trust 2024-A                                           | CUSIP: 04362VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $486714.30    | 0.47%             | 2050-10-25      | Fixed         | 8.01%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                          | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150502.50    | 0.14%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                            | PURCHASED USD / SOLD EUR                                                        | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |         1 | NC      | $-785.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                         | Church & Dwight Co Inc                                                          | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     93000 | PA      | $91844.94     | 0.09%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                        | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399864.00    | 0.38%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                    | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     81000 | PA      | $80348.76     | 0.08%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71521.85     | 0.07%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                             | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     42000 | PA      | $40020.54     | 0.04%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                    | RCKT Mortgage Trust 2026-CES2                                                   | CUSIP: 74940EAA5<br>LEI: 254900JZ559190WVJ551 | Long             | ABS-MBS          | CORP              | US        |   2438475 | PA      | $2414099.14   | 2.32%             | 2056-02-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                       | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81366.12     | 0.08%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73886.04     | 0.07%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                     | Ecolab Inc                                                                      | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     39000 | PA      | $38325.30     | 0.04%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1174078.05   | 1.13%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                       | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51239.76     | 0.05%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                | CUSIP: 3142JCAT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2334333 | PA      | $2351697.01   | 2.26%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                         | BP Capital Markets America Inc                                                  | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43496.22     | 0.04%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                   | State Street Institutional US Government Money Market Fund                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    175530 | NS      | $175529.52    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDIA GROUP INC                              | Expedia Group Inc                                                               | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42061.32     | 0.04%             | 2027-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-20

**Name of Applicant:** SSGA Active Trust

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer