# EDGAR Filing Document

**Accession Number:** 0001516212
**File Stem:** 0001752724-25-213299
**Filing Date:** 2025-9
**Character Count:** 28223
**Document Hash:** 55fc44eb01a1dc000e7af5fa0c4d7fa3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-213299.hdr.sgml**: 20250905

**ACCESSION NUMBER**: 0001752724-25-213299

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250905

**DATE AS OF CHANGE**: 20250905

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22542
- **FILM NUMBER:** 251296005

**BUSINESS ADDRESS:**
- **STREET 1:** ONE IRON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE IRON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

**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

### SPDR Bridgewater All Weather ETF (Series ID: S000089966)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000256834 | SPDR Bridgewater All Weather ETF | ALLW            |

## 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 Iron Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

  - **Telephone number:** 617-664-8594

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

- **a. Name of Series:** SPDR Bridgewater All Weather ETF

- **b. EDGAR series identifier (if any):** S000089966

- **c. LEI of Series:** 9845000EB73AD1385474

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $184586564.86

**Total Liabilities:** $95547.33

**Net Assets:** $184491017.53

**Amount of Assets Invested in Other Investment Companies:** $8837558.63

**Cash Not Reported:** $4824563.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000256834 |  | 0.54%                | -0.14%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $0.00                                      |
| Month 2  | $0.00                    | $-140227.25                                |
| Month 3  | $0.00                    | $63030.46                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Goldman Sachs & Co. LLC                          | Long: 581012205 TRS USD R E BCOMTR / Short: 581012205 TRS USD P V 03MTBILL BCOMTR TRS | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |    800000 | OU      | $-1042.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                                 | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2062908 | PA      | $1115904.30   | 0.60%             | 2052-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Long: 603335686 TRS USD R E BCOMTR / Short: 603335686 TRS USD P V 03MTBILL BCOMTR TRS | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | AU        |    775000 | OU      | $-9214.84     | -0.00%            |  |  |  | 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        |  70289323 | NS      | $70289323.27  | 38.10%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                                 | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2047518 | PA      | $1197718.05   | 0.65%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: 541296343 TRS USD R E BCOMTR / Short: 541296343 TRS USD P V 03MTBILL BCOMTR TRS | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |   7100000 | OU      | $-329054.76   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                 | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6875955 | PA      | $6813775.95   | 3.69%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: 549945528 TRS USD R E BCOMTR / Short: 549945528 TRS USD P V 03MTBILL BCOMTR TRS | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |   1300000 | OU      | $-68607.70    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                 | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6452956 | PA      | $6152868.08   | 3.34%             | 2033-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                                   | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10375000 | PA      | $10290553.93  | 5.58%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                                 | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    990829 | PA      | $966580.78    | 0.52%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                                 | CUSIP: 912810FQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    359476 | PA      | $400696.38    | 0.22%             | 2032-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: 610702864 TRS USD R E BCOMTR / Short: 610702864 TRS USD P V 03MTBILL BCOMTR TRS | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |   1500000 | OU      | $-31953.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: 603335678 TRS USD R E BCOMTR / Short: 603335678 TRS USD P V 03MTBILL BCOMTR TRS | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |    450000 | OU      | $-5689.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                                 | CUSIP: 912810TP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2253867 | PA      | $1804194.12   | 0.98%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                                 | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2784155 | PA      | $2049507.92   | 1.11%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: 563179731 TRS USD R E BCOMTR / Short: 563179731 TRS USD P V 03MTBILL BCOMTR TRS | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |   1742000 | OU      | $50124.11     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                                 | CUSIP: 912810QP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    976083 | PA      | $962146.93    | 0.52%             | 2041-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                                 | CUSIP: 912810SV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1923878 | PA      | $1059260.18   | 0.57%             | 2051-02-15      | Fixed         | 0.13%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: 518426391 TRS USD R E BCOMTR / Short: 518426391 TRS USD P V 03MTBILL BCOMTR TRS | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |    350000 | OU      | $-17115.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Portfolio S&P 500 ETF                       | SPDR Portfolio S&P 500 ETF                                                            | CUSIP: 78464A854<br>LEI: 5493004K4F0RL72RIJ47 | Long             | EC               | RF                | US        |    394482 | NS      | $25720226.40  | 13.94%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                                 | CUSIP: 912810RA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2449202 | PA      | $1833505.33   | 0.99%             | 2043-02-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                                 | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2019675 | PA      | $1540988.35   | 0.84%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Long: 508441372 TRS USD R E BCOMTR / Short: 508441372 TRS USD P V 03MTBILL BCOMTR TRS | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | AU        |   2750000 | OU      | $-105621.53   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: 615699251 TRS USD R E BCOMTR / Short: 615699251 TRS USD P V 03MTBILL BCOMTR TRS | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |    726000 | OU      | $-10380.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO STOXX 50 JUN25                                                                   | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       303 | NC      | $-263720.29   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)JUN25                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       415 | NC      | $452078.06    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: 480247941 TRS USD R E BCOMTR / Short: 480247941 TRS USD P V 03MTBILL BCOMTR TRS | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |  11700000 | OU      | $-396322.27   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                                 | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2682629 | PA      | $2096851.82   | 1.14%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: 512814463 TRS USD R E BCOMTR / Short: 512814463 TRS USD P V 03MTBILL BCOMTR TRS | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |    750000 | OU      | $-32151.25    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                 | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6837576 | PA      | $6849862.80   | 3.71%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | SPI 200 FUTURES JUN25                                                                 | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |        55 | NC      | $229386.27    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: 549407389 TRS USD R E BCOMTR / Short: 549407389 TRS USD P V 03MTBILL BCOMTR TRS | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |   1343000 | OU      | $-43643.54    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                                 | CUSIP: 912810RW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1982460 | PA      | $1448008.93   | 0.78%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | GOLD 100 OZ FUTR JUN25                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        72 | NC      | $1629807.58   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                               | Long: 552442671 TRS USD R E BCOMTR / Short: 552442671 TRS USD P V 03MTBILL BCOMTR TRS | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCO              |  | US        |   1034000 | OU      | $-58990.38    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                 | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5004104 | PA      | $5096268.93   | 2.76%             | 2035-01-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: 521443805 TRS USD R E BCOMTR / Short: 521443805 TRS USD P V 03MTBILL BCOMTR TRS | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |   1779000 | OU      | $-82243.59    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: 535480769 TRS USD R E BCOMTR / Short: 535480769 TRS USD P V 03MTBILL BCOMTR TRS | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |    260000 | OU      | $-10618.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                                 | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3093714 | PA      | $2617995.05   | 1.42%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                 | CUSIP: 91282CHP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5462444 | PA      | $5296863.67   | 2.87%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SPDR S&P China ETF                               | SPDR S&P China ETF                                                                    | CUSIP: 78463X400<br>LEI: 549300B1I89QUAK0X692 | Long             | EC               | RF                | US        |     55481 | NS      | $4539455.42   | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US LONG BOND(CBT) JUN25                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       210 | NC      | $9562.50      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: 569774122 TRS USD R E BCOMTR / Short: 569774122 TRS USD P V 03MTBILL BCOMTR TRS | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |   1400000 | OU      | $15670.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                                 | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2105048 | PA      | $1944209.41   | 1.05%             | 2054-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE JUN25                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |       119 | NC      | $256280.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | FTSE 100 IDX FUT JUN25                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        67 | NC      | $-43323.44    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                                 | CUSIP: 912810SB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    840938 | PA      | $624001.90    | 0.34%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 10Y BOND FUT JUN25                                                               | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |       211 | NC      | $310596.35    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: 599462000 TRS USD R E BCOMTR / Short: 599462000 TRS USD P V 03MTBILL BCOMTR TRS | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |   1335000 | OU      | $-23731.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Long: 545996565 TRS USD R E BCOMTR / Short: 545996565 TRS USD P V 03MTBILL BCOMTR TRS | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | AU        |   1031000 | OU      | $-53403.40    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                 | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6423534 | PA      | $5974012.07   | 3.24%             | 2032-07-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Bonds                                                 | CUSIP: 912810SG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2408915 | PA      | $1764012.71   | 0.96%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | Long: 566811059 TRS USD R E BCOMTR / Short: 566811059 TRS USD P V 03MTBILL BCOMTR TRS | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DCO              |  | AU        |    932000 | OU      | $34510.08     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE JUN25                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       199 | NC      | $606205.97    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | CAN 10YR BOND FUT JUN25                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        35 | NC      | $-18040.98    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Securities LLC                          | Long: 587469242 TRS USD R E BCOMTR / Short: 587469242 TRS USD P V 03MTBILL BCOMTR TRS | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCO              |  | US        |   3700000 | OU      | $-55445.65    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| SPDR Portfolio Emerging Markets ETF              | SPDR Portfolio Emerging Markets ETF                                                   | CUSIP: 78463X509<br>LEI: 5493005Z5SCOTBZOLJ04 | Long             | EC               | RF                | US        |    201962 | NS      | $7955283.18   | 4.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | TOPIX INDX FUTR JUN25                                                                 | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        49 | NC      | $77604.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                     | State Street Institutional US Government Money Market Fund                            | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    763866 | NS      | $763865.52    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co. LLC                          | Long: 499293658 TRS USD R E BCOMTR / Short: 499293658 TRS USD P V 03MTBILL BCOMTR TRS | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCO              |  | US        |    700000 | OU      | $-23899.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-19

**Name of Applicant:** SSGA Active Trust

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer