# EDGAR Filing Document

**Accession Number:** 0001516212
**File Stem:** 0001752724-25-211202
**Filing Date:** 2025-8
**Character Count:** 74233
**Document Hash:** 5f2d9b37df3221ddb790f67ebabe2aeb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-211202.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-211202

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20250630

**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:** 251270208

**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 SSGA Ultra Short Term Bond ETF (Series ID: S000038607)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000119098 | SPDR SSGA Ultra Short Term Bond ETF | ULST            |

## 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 SSGA Ultra Short Term Bond ETF

- **b. EDGAR series identifier (if any):** S000038607

- **c. LEI of Series:** 5493006M03N5HKGPK294

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

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $660720741.87

**Total Liabilities:** $1904928.43

**Net Assets:** $658815813.44

**Delayed Delivery Securities:** $1795212.00

**Cash Not Reported:** $80804.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4858.79000000 | **1-Year:** -24683.23000000 | **5-Year:** -4831.70000000 | **10-Year:** -56.91000000 | **30-Year:** 0.00000000

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

- **3-Month:** -231.40000000 | **1-Year:** -1639.89000000 | **5-Year:** -711.30000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000119098 | 0.48%                | 0.22%                | 0.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $339527.42                                 |
| Month 2  | $607812.50               | $-1309937.63                               |
| Month 3  | $7028.98                 | $717720.73                                 |

**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        |   2500000 | PA      | $2499475.00   | 0.38%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                | Northern Trust Corp                                                | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    298000 | PA      | $289366.94    | 0.04%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                          | Boeing Co/The                                                      | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4930400.00   | 0.75%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                               | Bank of America Corp                                               | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217432.60    | 0.03%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                           | Siemens Financieringsmaatschappij NV                               | CUSIP: 82620KAU7<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   5000000 | PA      | $4950850.00   | 0.75%             | 2027-03-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                           | South Bow USA Infrastructure Holdings LLC                          | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1762390.00   | 0.27%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                  | BA Credit Card Trust                                               | CUSIP: 05522RDG0<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   7655000 | PA      | $7687854.57   | 1.17%             | 2028-05-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HLDGS CORP                            | Schlumberger Holdings Corp                                         | CUSIP: 806851AL5<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2533425.00   | 0.38%             | 2027-05-29      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                              | Stellantis Finance US Inc                                          | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2630566.80   | 0.40%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                            | HCA Inc                                                            | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5004500.00   | 0.76%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CROWDSTRIKE HOLDINGS INC                           | Crowdstrike Holdings Inc                                           | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3305190.00   | 0.50%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                         | AbbVie Inc                                                         | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $3277157.95   | 0.50%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                             | Goldman Sachs Bank USA/New York NY                                 | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161308.80    | 0.02%             | 2027-05-21      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                             | Verizon Communications Inc                                         | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147031.50    | 0.02%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                             | Philip Morris International Inc                                    | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $3450130.20   | 0.52%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIEMENS FUNDING BV                                 | Siemens Funding BV                                                 | CUSIP: 82622RAA4<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1865000 | PA      | $1880013.25   | 0.29%             | 2028-05-26      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                              | Athene Global Funding                                              | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2522300.00   | 0.38%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                     | Eli Lilly & Co                                                     | CUSIP: 532457CE6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   3555000 | PA      | $3555817.65   | 0.54%             | 2026-02-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                       | Centene Corp                                                       | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   5036000 | PA      | $4961265.76   | 0.75%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                               | CUSIP: 78016HZT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    290000 | PA      | $292987.00    | 0.04%             | 2027-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                 | Realty Income Corp                                                 | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |   6889000 | PA      | $6887346.64   | 1.05%             | 2026-01-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                              | Wells Fargo & Co                                                   | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1843322.40   | 0.28%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                     | Mastercard Inc                                                     | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92097.90     | 0.01%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                  | General Mills Inc                                                  | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55314.60     | 0.01%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                | Synchrony Financial                                                | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75282.75     | 0.01%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                            | Nissan Auto Lease Trust 2024-A                                     | CUSIP: 65481CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2252574 | PA      | $2255156.85   | 0.34%             | 2026-10-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                               | Glencore Funding LLC                                               | CUSIP: 378272AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1084157.60   | 0.16%             | 2025-09-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust          | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    915000 | PA      | $945012.00    | 0.14%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                        | Citibank NA                                                        | CUSIP: 17325FBA5<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1883102.00   | 0.29%             | 2025-09-29      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                           | Sumitomo Mitsui Financial Group Inc                                | CUSIP: 86562MCT5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $10051400.00  | 1.53%             | 2026-01-13      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                             | General Motors Financial Co Inc                                    | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5925000 | PA      | $5952136.50   | 0.90%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                         | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $2971320.00   | 0.45%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                       | Illumina Inc                                                       | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700812.00    | 0.11%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                            | Dell International LLC / EMC Corp                                  | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2870000 | PA      | $2904153.00   | 0.44%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                              | Toronto-Dominion Bank/The                                          | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    158000 | PA      | $159491.52    | 0.02%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                            | Bristol-Myers Squibb Co                                            | CUSIP: 110122EE4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    835000 | PA      | $845955.20    | 0.13%             | 2027-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                           | Sabine Pass Liquefaction LLC                                       | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35193.20     | 0.01%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                            | Imperial Brands Finance PLC                                        | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2963400.00   | 0.45%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                               | Las Vegas Sands Corp                                               | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4930100.00   | 0.75%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                             | Bank of New York Mellon Corp/The                                   | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79066.40     | 0.01%             | 2028-02-07      | Fixed         | 3.44%                 | 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        |  74779548 | NS      | $74779548.34  | 11.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Hawaii Hotel Trust                                 | Hawaii Hotel Trust 2025-MAUI                                       | CUSIP: 419909AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3000466.77   | 0.46%             | 2042-03-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  69658000 | PA      | $70028058.13  | 10.63%            | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                           | Sumitomo Mitsui Financial Group Inc                                | CUSIP: 86562MCU2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2010600.00   | 0.31%             | 2026-01-13      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                           | TWDC Enterprises 18 Corp                                           | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    131000 | PA      | $127814.08    | 0.02%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                           | Pioneer Natural Resources Co                                       | CUSIP: 723787AV9<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    795000 | PA      | $798744.45    | 0.12%             | 2026-03-29      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                | Bank of Nova Scotia/The                                            | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14571.45     | 0.00%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                      | Boeing Co/The                                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277803.00    | 0.04%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                              | Accenture Capital Inc                                              | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1535703.40   | 0.23%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                        | Nutrien Ltd                                                        | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1085000 | PA      | $1101383.50   | 0.17%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 2YR NOTE (CBT) SEP25                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        70 | NC      | $37734.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCE                           | Pioneer Natural Resources Co                                       | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982300.00    | 0.15%             | 2026-01-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                             | Mitsubishi UFJ Financial Group Inc                                 | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $9964400.00   | 1.51%             | 2026-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                             | Mid-America Apartments LP                                          | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |   5000000 | PA      | $4948500.00   | 0.75%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                    | Sands China Ltd                                                    | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   5000000 | PA      | $4972950.00   | 0.75%             | 2026-01-08      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                           | Caterpillar Financial Services Corp                                | CUSIP: 14913UAA8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15006.60     | 0.00%             | 2026-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                          | Amgen Inc                                                          | CUSIP: 031162DN7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500020.00    | 0.08%             | 2026-03-02      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                     | Microsoft Corp                                                     | CUSIP: 594918CN2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |  12250000 | PA      | $12172702.50  | 1.85%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                           | Lincoln Financial Global Funding                                   | CUSIP: 53359KAB7<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1888537.50   | 0.29%             | 2028-05-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                           | Vistra Operations Co LLC                                           | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1316654.80   | 0.20%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                     | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5111050.00   | 0.78%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                | CUSIP: 91282CHN4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20183100 | PA      | $20186253.61  | 3.06%             | 2025-07-31      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                 | Bank of America NA                                                 | CUSIP: 06428CAD6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5002000.00   | 0.76%             | 2025-08-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                     | Mercedes-Benz Auto Lease Trust 2023-A                              | CUSIP: 58768RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4049656 | PA      | $4050812.42   | 0.61%             | 2027-01-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                  | HSBC Holdings PLC                                                  | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4995400.00   | 0.76%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                            | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59703.00     | 0.01%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                              | The Campbell's Company                                             | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    830000 | PA      | $833452.80    | 0.13%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                             | Philip Morris International Inc                                    | CUSIP: 718172CY3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7008750.00   | 1.06%             | 2026-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                | CUSIP: 91282CJB8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3738000 | PA      | $3743840.63   | 0.57%             | 2025-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                        | Citibank NA                                                        | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2441732.50   | 0.37%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                           | Tyco Electronics Group SA                                          | CUSIP: 902133AZ0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |  14833000 | PA      | $14817573.68  | 2.25%             | 2026-02-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bills                                                | CUSIP: 912797PZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  30000000 | PA      | $29975806.20  | 4.55%             | 2025-07-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                           | RTX Corp                                                           | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763897.50    | 0.12%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                              | Rio Tinto Finance USA PLC                                          | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1070000 | PA      | $1075820.80   | 0.16%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                       | Comcast Corp                                                       | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4931500.00   | 0.75%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                 | Sonoco Products Co                                                 | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    990000 | PA      | $989059.50    | 0.15%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                              | Unilever Capital Corp                                              | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51233.00     | 0.01%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                | American Express Co                                                | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    151000 | PA      | $156442.04    | 0.02%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                            | John Deere Capital Corp                                            | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81308.80     | 0.01%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                  | Ares Capital Corp                                                  | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23559.50     | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                              | DuPont de Nemours Inc                                              | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   9950000 | PA      | $9935871.00   | 1.51%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                            | John Deere Capital Corp                                            | CUSIP: 24422EWP0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002980.00   | 0.30%             | 2026-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                           | Toyota Lease Owner Trust 2023-B                                    | CUSIP: 89240HAD7<br>LEI: 254900ILC8EOVFWZQA04 | Long             | ABS-O            | CORP              | US        |   2890235 | PA      | $2899731.34   | 0.44%             | 2026-11-20      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                            | Principal Financial Group Inc                                      | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48777.00     | 0.01%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                | Charles Schwab Corp/The                                            | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7118650.00   | 1.08%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                             | American Honda Finance Corp                                        | CUSIP: 02665WEQ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3008370.00   | 0.46%             | 2025-10-03      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                       | Barclays PLC                                                       | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3057420.00   | 0.46%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                          | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145744.50    | 0.02%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                            | American Electric Power Co Inc                                     | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     83000 | PA      | $81008.83     | 0.01%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                | BHMS 2018-ATLS                                                     | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2870000 | PA      | $2868313.93   | 0.44%             | 2035-07-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                 | Energy Transfer LP                                                 | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1531605.00   | 0.23%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                           | National Rural Utilities Cooperative Finance Corp                  | CUSIP: 63743HFK3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5082950.00   | 0.77%             | 2026-11-13      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                             | Philip Morris International Inc                                    | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5099.60      | 0.00%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                   | Duke Energy Corp                                                   | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60591.00     | 0.01%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                           | Warnermedia Holdings Inc                                           | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2834370.00   | 0.43%             | 2027-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                             | Philip Morris International Inc                                    | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15251.10     | 0.00%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                           | AerCap Ireland Capital DAC / AerCap Global Aviation Trust          | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     35000 | PA      | $33349.75     | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                          | Apple Inc                                                          | CUSIP: 037833ES5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1785071.40   | 0.27%             | 2026-05-08      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                | Charles Schwab Corp/The                                            | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14598.60     | 0.00%             | 2026-05-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                           | Caterpillar Financial Services Corp                                | CUSIP: 14913UAB6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3501750.00   | 0.53%             | 2025-08-11      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                            | Imperial Brands Finance PLC                                        | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $1799496.00   | 0.27%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                | Toyota Auto Receivables 2023-D Owner Trust                         | CUSIP: 89239FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1032258 | PA      | $1033511.24   | 0.16%             | 2026-11-16      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                             | Canadian Imperial Bank of Commerce                                 | CUSIP: 13607LWT6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2549075.00   | 0.39%             | 2026-10-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                           | Sumitomo Mitsui Financial Group Inc                                | CUSIP: 86562MAC4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $9956000.00   | 1.51%             | 2026-03-09      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                         | US Bancorp                                                         | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3007410.00   | 0.46%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                  | Ares Capital Corp                                                  | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $516135.00    | 0.08%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                            | Corebridge Global Funding                                          | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2531875.00   | 0.38%             | 2026-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY                              | The Campbell's Company                                             | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34859.65     | 0.01%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                    | Nissan Motor Co Ltd                                                | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   8489000 | PA      | $8431359.69   | 1.28%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                  | Vornado Realty LP                                                  | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |   3000000 | PA      | $2914320.00   | 0.44%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                       | Comcast Corp                                                       | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53499.05     | 0.01%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                         | Humana Inc                                                         | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191230.00    | 0.03%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                             | Advanced Micro Devices Inc                                         | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |   3595000 | PA      | $3622214.15   | 0.55%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                 | Smith & Nephew PLC                                                 | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    525000 | PA      | $531667.50    | 0.08%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                     | Eli Lilly & Co                                                     | CUSIP: 532457CJ5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15121.65     | 0.00%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                               | Royal Bank of Canada                                               | CUSIP: 78016EZP5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $500485.00    | 0.08%             | 2026-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                             | Pacific Gas and Electric Co                                        | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22803.36     | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                         | Intuit Inc                                                         | CUSIP: 46124HAE6<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2529650.00   | 0.38%             | 2026-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                 | Honda Auto Receivables 2023-4 Owner Trust                          | CUSIP: 438123AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    402074 | PA      | $402363.28    | 0.06%             | 2026-06-22      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                             | Diamondback Energy Inc                                             | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506980.00    | 0.08%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                               | Las Vegas Sands Corp                                               | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    385000 | PA      | $393104.25    | 0.06%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                             | Cadence Design Systems Inc                                         | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45086.85     | 0.01%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                       | Barclays PLC                                                       | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     15000 | PA      | $15155.40     | 0.00%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                      | Owens Corning                                                      | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715505.00    | 0.11%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bills                                                | CUSIP: 912797QA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  35000000 | PA      | $34943685.00  | 5.30%             | 2025-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                           | Caterpillar Financial Services Corp                                | CUSIP: 14913R3B1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2503525.00   | 0.38%             | 2026-01-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEM CO                           | Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6668000 | PA      | $6586583.72   | 1.00%             | 2026-12-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                           | Vistra Operations Co LLC                                           | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2467375.00   | 0.37%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                             | Marriott International Inc/MD                                      | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50352.00     | 0.01%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust | GM Financial Consumer Automobile Receivables Trust 2023-3          | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7002304 | PA      | $7049703.73   | 1.07%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                             | NextEra Energy Capital Holdings Inc                                | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500730.00    | 0.08%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                     | Morgan Stanley                                                     | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4999550.00   | 0.76%             | 2026-07-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                            | Pfizer Investment Enterprises Pte Ltd                              | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     90000 | PA      | $90724.50     | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Bills                                                | CUSIP: 912797QH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  30000000 | PA      | $29875913.10  | 4.53%             | 2025-08-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                   | NTT Finance Corp                                                   | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   7500000 | PA      | $7316400.00   | 1.11%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                         | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24745.50     | 0.00%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                           | Huntington National Bank/The                                       | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5015350.00   | 0.76%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BX Trust                                           | BX 2021-LBA3 Mortgage Trust                                        | CUSIP: 05609PAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2489119.20   | 0.38%             | 2036-10-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| United States Treasury                             | U.S. Treasury Notes                                                | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6746000 | PA      | $6803973.44   | 1.03%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                           | Mars Inc                                                           | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3012480.00   | 0.46%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                        | Prologis LP                                                        | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     70000 | PA      | $71432.20     | 0.01%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                            | Goldman Sachs Group Inc/The                                        | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1390858.00   | 0.21%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                         | Intel Corp                                                         | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   5565000 | PA      | $5567114.70   | 0.85%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                   | T-Mobile USA Inc                                                   | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152550.00    | 0.02%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                    | BAE Systems PLC                                                    | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2528800.00   | 0.38%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                             | American Honda Finance Corp                                        | CUSIP: 02665WEE7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2921471.30   | 0.44%             | 2026-01-12      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                | JPMorgan Chase & Co                                                | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60171.62     | 0.01%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                           | BHP Billiton Finance USA Ltd                                       | CUSIP: 055451AY4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   4000000 | PA      | $4012000.00   | 0.61%             | 2026-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                           | Constellation Brands Inc                                           | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104501.10    | 0.02%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                  | HSBC Holdings PLC                                                  | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2038240.00   | 0.31%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                        | Walmart Inc                                                        | CUSIP: 931142EM1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197974.00    | 0.03%             | 2026-07-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                           | Stanley Black & Decker Inc                                         | CUSIP: 854502AS0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2500550.00   | 0.38%             | 2026-03-06      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                               | Fifth Third Bank Inc                                               | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4964700.00   | 0.75%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                | American Tower Corp                                                | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     45000 | PA      | $44120.25     | 0.01%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                  | L3Harris Technologies Inc                                          | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016950.00   | 0.15%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                 | Pacific Life Global Funding II                                     | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   4168000 | PA      | $4180920.80   | 0.63%             | 2026-06-04      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                             | US 5YR NOTE (CBT) SEP25                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       138 | NC      | $160166.66    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                   | Deutsche Bank AG/New York NY                                       | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3000000 | PA      | $3050220.00   | 0.46%             | 2028-02-08      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                       | Synopsys Inc                                                       | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1095526.30   | 0.17%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                        | KeyBank NA/Cleveland OH                                            | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    770000 | PA      | $768945.10    | 0.12%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                           | Siemens Financieringsmaatschappij NV                               | CUSIP: 826200AD9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3066720.00   | 0.47%             | 2026-08-17      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                            | John Deere Capital Corp                                            | CUSIP: 24422EWJ4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1997480.00   | 0.30%             | 2025-09-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                            | Blackstone Secured Lending Fund                                    | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4960150.00   | 0.75%             | 2026-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                           | Canadian Pacific Railway Co                                        | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14480.55     | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                             | Daimler Truck Finance North America LLC                            | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2522875.00   | 0.38%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                               | Utah Acquisition Sub Inc                                           | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   3070000 | PA      | $3040466.60   | 0.46%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                             | Mizuho Financial Group Inc                                         | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     25000 | PA      | $24296.50     | 0.00%             | 2027-05-22      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                     | Starbucks Corp                                                     | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43331.85     | 0.01%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                             | Morgan Stanley Bank NA                                             | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176471.75    | 0.03%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-29

**Name of Applicant:** SSGA Active Trust

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer