# EDGAR Filing Document

**Accession Number:** 0001516212
**File Stem:** 0001752724-23-046951
**Filing Date:** 2023-2
**Character Count:** 61724
**Document Hash:** 25664a44ec7fdb1f4b9a9cc8b51cfba2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046951.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046951

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SSGA Active Trust
- **CENTRAL INDEX KEY:** 0001516212
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22542
- **FILM NUMBER:** 23683621

**BUSINESS ADDRESS:**
- **STREET 1:** ONE LINCOLN STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111
- **BUSINESS PHONE:** 617-664-1465

**MAIL ADDRESS:**
- **STREET 1:** ONE LINCOLN STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02111

**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:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**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:** $416691302.20

**Total Liabilities:** $66483.96

**Net Assets:** $416624818.24

**Cash Not Reported:** $506280.68

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -2853.96000000 | **1-Year:** -17117.91000000 | **5-Year:** -3965.61000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -48.75000000 | **1-Year:** -271.30000000 | **5-Year:** -87.28000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000119098 | 0.16%                | 0.52%                | 0.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-34724.82               | $-566581.70                                |
| Month 2  | $16252.23                | $1040990.15                                |
| Month 3  | $12968.38                | $505830.82                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PRICOA GLOBAL FUNDING 1                  | Pricoa Global Funding I                                    | CUSIP: 74153WCL1<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1428300.00   | 0.34%             | 2024-09-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                 | Warnermedia Holdings Inc                                   | CUSIP: 55903VAB9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2422475.00   | 0.58%             | 2024-03-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                   | American Honda Finance Corp                                | CUSIP: 02665WDG3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1899449.00   | 0.46%             | 2023-05-10      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                 | Ford Motor Credit Co LLC                                   | CUSIP: 345397WK5<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1485330.00   | 0.36%             | 2023-08-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Master Credit Card Trust                 | Master Credit Card Trust                                   | CUSIP: 576339CJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   5000000 | PA      | $4695692.50   | 1.13%             | 2025-11-21      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                     | Bank of America Corp                                       | CUSIP: 06051GJJ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989270.00    | 0.24%             | 2024-10-24      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                 | Met Tower Global Funding                                   | CUSIP: 58989VAA2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1499520.00   | 0.36%             | 2023-01-17      | Floating      | 4.35%                 | 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        |  26321701 | NS      | $26321701.33  | 6.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust | Ford Credit Floorplan Master Owner Trust A                 | CUSIP: 34528QHF4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7650913.28   | 1.84%             | 2026-09-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                | Boeing Co/The                                              | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1495080.00   | 0.36%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | Goldman Sachs Group Inc/The                                | CUSIP: 38141GWU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500615.00   | 0.36%             | 2023-02-23      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                  | Hyundai Capital America                                    | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $952180.00    | 0.23%             | 2024-01-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                   | GE HealthCare Technologies Inc                             | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   2945000 | PA      | $2954453.45   | 0.71%             | 2024-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cold Storage Trust                       | Cold Storage Trust 2020-ICE5                               | CUSIP: 193051AJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4914953 | PA      | $4758392.30   | 1.14%             | 2037-11-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust  | CUSIP: 00774MBA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $984630.00    | 0.24%             | 2023-09-29      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                             | Enbridge Inc                                               | CUSIP: 29250NBG9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $966640.00    | 0.23%             | 2023-10-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                  | Daimler Trucks Finance North America LLC                   | CUSIP: 233853AE0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987070.00    | 0.24%             | 2024-12-13      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                             | Centene Corp                                               | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1878100.00   | 0.45%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                 | Thermo Fisher Scientific Inc                               | CUSIP: 883556CN0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2996760.00   | 0.72%             | 2023-04-18      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                     | Bank of America Corp                                       | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1566000 | PA      | $1525565.88   | 0.37%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                            | Aircastle Ltd                                              | CUSIP: 00928QAR2<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   6281000 | PA      | $6214170.16   | 1.49%             | 2023-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                         | Bank of Montreal                                           | CUSIP: 06368EA44<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1755000 | PA      | $1747242.90   | 0.42%             | 2023-12-08      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                   | NextEra Energy Capital Holdings Inc                        | CUSIP: 65339KCE8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1498365.00   | 0.36%             | 2024-03-21      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL                 | Jackson National Life Global Funding                       | CUSIP: 46849LTN1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2398000 | PA      | $2397976.02   | 0.58%             | 2023-01-06      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                | Mylan Inc                                                  | CUSIP: 628530BD8<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2968140.00   | 0.71%             | 2023-11-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                  | Shell International Finance BV                             | CUSIP: 822582CA8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1000170.00   | 0.24%             | 2023-11-13      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                      | Sherwin-Williams Co/The                                    | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    875000 | PA      | $863782.50    | 0.21%             | 2024-08-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                        | HSBC Holdings PLC                                          | CUSIP: 404280CZ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1220137.50   | 0.29%             | 2024-11-22      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                     | Mercedes-Benz Finance North America LLC                    | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5029050.00   | 1.21%             | 2024-11-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                  | Metropolitan Life Global Funding I                         | CUSIP: 59217GEF2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500075.00   | 0.36%             | 2023-01-13      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                         | Duke Energy Corp                                           | CUSIP: 26441CBK0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996310.00    | 0.24%             | 2023-06-10      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                   | Verizon Communications Inc                                 | CUSIP: 92343VGD0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1490820.00   | 0.36%             | 2024-03-22      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust             | Credit Suisse Mortgage Capital Certificates 2019-ICE4      | CUSIP: 12653VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7350000 | PA      | $7265574.23   | 1.74%             | 2036-05-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                 | AT&T Inc                                                   | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1425390.00   | 0.34%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                             | 7-Eleven Inc                                               | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1902500.00   | 0.46%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                       | Royalty Pharma PLC                                         | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1938140.00   | 0.47%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                  | National Australia Bank Ltd                                | CUSIP: 6325C0DZ1<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1398885.00   | 0.34%             | 2025-01-12      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                       | Sonoco Products Co                                         | CUSIP: 835495AM4<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1367011.80   | 0.33%             | 2025-02-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                     | Parker-Hannifin Corp                                       | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978370.00    | 0.23%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                | Boeing Co/The                                              | CUSIP: 097023DD4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2655326.05   | 0.64%             | 2023-02-04      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                              | Truist Bank                                                | CUSIP: 89788JAD1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992700.00    | 0.24%             | 2024-01-17      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | Goldman Sachs Group Inc/The                                | CUSIP: 38141GXW9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992850.00    | 0.24%             | 2024-03-08      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                 | Microchip Technology Inc                                   | CUSIP: 595017AP9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1990900.00   | 0.48%             | 2023-06-01      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                   | Pacific Gas and Electric Co                                | CUSIP: 694308HE0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2459000 | PA      | $2426787.10   | 0.58%             | 2023-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                    | Wells Fargo & Co                                           | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1420485.00   | 0.34%             | 2025-10-30      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                       | Banco Santander SA                                         | CUSIP: 05964HAG0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   5000000 | PA      | $4979250.00   | 1.20%             | 2023-04-12      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                         | Carlisle Cos Inc                                           | CUSIP: 142339AK6<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    575000 | PA      | $556456.25    | 0.13%             | 2023-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                  | Daimler Trucks Finance North America LLC                   | CUSIP: 233853AC4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994980.00    | 0.24%             | 2023-12-14      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                 | Sumitomo Mitsui Trust Bank Ltd                             | CUSIP: 86563VAX7<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1488840.00   | 0.36%             | 2024-09-16      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                 | Canadian Pacific Railway Co                                | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1395000 | PA      | $1301604.75   | 0.31%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                      | Synchrony Financial                                        | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1452000 | PA      | $1419126.72   | 0.34%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                 | AT&T Inc                                                   | CUSIP: 00206RMH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994950.00    | 0.24%             | 2024-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                | Boeing Co/The                                              | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $956590.00    | 0.23%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                 | Thermo Fisher Scientific Inc                               | CUSIP: 883556CQ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1124342.35   | 0.27%             | 2024-10-18      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                            | Citigroup Inc                                              | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1477080.00   | 0.35%             | 2025-05-24      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                    | Toronto-Dominion Bank/The                                  | CUSIP: 89114TZF2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1515000 | PA      | $1491078.15   | 0.36%             | 2024-09-10      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                   | Blackstone Private Credit Fund                             | CUSIP: 09261HAH0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $915330.00    | 0.22%             | 2024-11-22      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                 | Thermo Fisher Scientific Inc                               | CUSIP: 883556CR1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2488000.00   | 0.60%             | 2023-10-18      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust | Ford Credit Floorplan Master Owner Trust A                 | CUSIP: 34528QHL1<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   8780000 | PA      | $8742774.38   | 2.10%             | 2025-09-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                  | Imperial Brands Finance PLC                                | CUSIP: 453140AB1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2491875.00   | 0.60%             | 2023-02-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2019-XL     | BX Commercial Mortgage Trust 2019-XL                       | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1430053 | PA      | $1412400.87   | 0.34%             | 2036-10-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                      | JPMorgan Chase & Co                                        | CUSIP: 46647PAQ9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999570.00    | 0.24%             | 2024-04-23      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                      | Dollar General Corp                                        | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1075830.00   | 0.26%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                 | Sumitomo Mitsui Financial Group Inc                        | CUSIP: 86562MBE9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1000810.00   | 0.24%             | 2023-10-16      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                      | BHMS 2018-ATLS                                             | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2870000 | PA      | $2771916.20   | 0.67%             | 2035-07-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                     | Royal Bank of Canada                                       | CUSIP: 78015K7E8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1999620.00   | 0.48%             | 2023-01-17      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                 | National Rural Utilities Cooperative Finance Corp          | CUSIP: 63743HFA5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2464200.00   | 0.59%             | 2024-10-18      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                    | TransCanada PipeLines Ltd                                  | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   2035000 | PA      | $1885020.50   | 0.45%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | United States Treasury Bill                                | CUSIP: 912796X95<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  30000000 | PA      | $29993941.80  | 7.20%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                   | Williams Cos Inc/The                                       | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1977840.00   | 0.47%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                 | Graphic Packaging International LLC                        | CUSIP: 38869PAN4<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $936230.00    | 0.22%             | 2024-04-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | Morgan Stanley                                             | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1463100.00   | 0.35%             | 2025-04-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                           | Morgan Stanley                                             | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1420545.00   | 0.34%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                           | Morgan Stanley                                             | CUSIP: 61744YAG3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1682000 | PA      | $1684993.96   | 0.40%             | 2024-05-08      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                    | Continental Resources Inc/OK                               | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1084025.00   | 0.26%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                 | Sumitomo Mitsui Trust Bank Ltd                             | CUSIP: 86563VAW9<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   2500000 | PA      | $2308425.00   | 0.55%             | 2024-09-16      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | United States Treasury Bill                                | CUSIP: 912796ZJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  65000000 | PA      | $64954277.05  | 15.59%            | 2023-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                      | Southern California Edison Co                              | CUSIP: 842400HH9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3748052.00   | 0.90%             | 2023-08-01      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                  | Bristol-Myers Squibb Co                                    | CUSIP: 110122DT2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1580828.80   | 0.38%             | 2023-11-13      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                   | CenterPoint Energy Inc                                     | CUSIP: 15189TAZ0<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1481670.00   | 0.36%             | 2024-05-13      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                          | PerkinElmer Inc                                            | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $927580.00    | 0.22%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                               | Leidos Inc                                                 | CUSIP: 52532XAB1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1422630.30   | 0.34%             | 2023-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                  | John Deere Capital Corp                                    | CUSIP: 24422EVV8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1483290.00   | 0.36%             | 2024-10-11      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                   | US 2YR NOTE (CBT) MAR23                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -327 | NC      | $-70955.78    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                   | Philip Morris International Inc                            | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2502125.00   | 0.60%             | 2024-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                 | Blackstone Holdings Finance Co LLC                         | CUSIP: 09256BAD9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1498980.00   | 0.36%             | 2023-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                 | Omega Healthcare Investors Inc                             | CUSIP: 681936BJ8<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |   5000000 | PA      | $4959950.00   | 1.19%             | 2023-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                     | Royal Bank of Canada                                       | CUSIP: 78016EZP5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $484865.00    | 0.12%             | 2026-01-20      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                      | Rockwell Automation Inc                                    | CUSIP: 773903AK5<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971970.00    | 0.23%             | 2023-08-15      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                        | HSBC Holdings PLC                                          | CUSIP: 404280DB2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $981190.00    | 0.24%             | 2026-03-10      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                 | Ford Motor Credit Co LLC                                   | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1533638.40   | 0.37%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Master Credit Card Trust                 | Master Credit Card Trust II Series 2018-1                  | CUSIP: 576339BM6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   7000000 | PA      | $6999881.70   | 1.68%             | 2024-07-21      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC           | Enterprise Fleet Financing 2019-3 LLC                      | CUSIP: 29374WAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58630 | PA      | $58548.60     | 0.01%             | 2025-05-20      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                    | Toronto-Dominion Bank/The                                  | CUSIP: 89114TZS4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1996220.00   | 0.48%             | 2024-03-08      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                   | CNH Industrial Capital LLC                                 | CUSIP: 12592BAN4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    960000 | PA      | $930595.20    | 0.22%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust  | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $922170.00    | 0.22%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                  | Nissan Motor Acceptance Co LLC                             | CUSIP: 654740BR9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $982080.00    | 0.24%             | 2024-03-08      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                     | Westpac Banking Corp                                       | CUSIP: 961214EK5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $999910.00    | 0.24%             | 2023-01-13      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                      | NatWest Markets PLC                                        | CUSIP: 63906YAC2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2125000 | PA      | $2087472.50   | 0.50%             | 2024-08-12      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                           | Brunswick Corp/DE                                          | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $924050.00    | 0.22%             | 2024-08-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                    | LyondellBasell Industries NV                               | CUSIP: 552081AK7<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3006210.00   | 0.72%             | 2024-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                            | Allstate Corp/The                                          | CUSIP: 020002BF7<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1499430.00   | 0.36%             | 2023-03-29      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                               | Cigna Corp                                                 | CUSIP: 125523AC4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001430.00   | 0.24%             | 2023-07-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                   | Skyworks Solutions Inc                                     | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   4638000 | PA      | $4543060.14   | 1.09%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                 | Siemens Financieringsmaatschappij NV                       | CUSIP: 82620KBB8<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $994790.00    | 0.24%             | 2024-03-11      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                 | Warnermedia Holdings Inc                                   | CUSIP: 55903VAA1<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2493250.00   | 0.60%             | 2024-03-15      | Floating      | 6.09%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                      | American Tower Corp                                        | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1000000 | PA      | $997850.00    | 0.24%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                         | Genuine Parts Co                                           | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    660000 | PA      | $616862.40    | 0.15%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                   | NXP BV / NXP Funding LLC                                   | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    750000 | PA      | $743977.50    | 0.18%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                   | United States Treasury Note/Bond                           | CUSIP: 91282CDA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27995200 | PA      | $27076607.50  | 6.50%             | 2023-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                   | General Motors Financial Co Inc                            | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2414900.00   | 0.58%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                           | Air Lease Corp                                             | CUSIP: 00912XAT1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1472655.00   | 0.35%             | 2023-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                  | Cooperatieve Rabobank UA/NY                                | CUSIP: 21688AAM4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $250020.00    | 0.06%             | 2023-01-10      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                 | Sabine Pass Liquefaction LLC                               | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2505925.00   | 0.60%             | 2025-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                              | Nutrien Ltd                                                | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $840325.20    | 0.20%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                        | Hyatt Hotels Corp                                          | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1483518.60   | 0.36%             | 2023-10-01      | Fixed         | 1.30%                 | 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      | $2359749.20   | 0.57%             | 2036-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                        | Atmos Energy Corp                                          | CUSIP: 049560AV7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3122875.00   | 0.75%             | 2023-03-09      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                 | Cheniere Corpus Christi Holdings LLC                       | CUSIP: 16412XAD7<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3053070.00   | 0.73%             | 2024-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                  | Astrazeneca Finance LLC                                    | CUSIP: 04636NAC7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1886560.00   | 0.45%             | 2024-05-28      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance II LLC                  | Bayer US Finance II LLC                                    | CUSIP: 07274NAG8<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500075.00   | 0.36%             | 2023-12-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                        | HSBC Holdings PLC                                          | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $982650.00    | 0.24%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                  | John Deere Capital Corp                                    | CUSIP: 24422EWF2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1350079.20   | 0.32%             | 2025-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                      | Macquarie Group Ltd                                        | CUSIP: 55608JBB3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $975230.00    | 0.23%             | 2025-10-14      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                 | Warnermedia Holdings Inc                                   | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951160.00    | 0.23%             | 2025-03-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                   | CenterPoint Energy Resources Corp                          | CUSIP: 15189WAN0<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3448413.00   | 0.83%             | 2023-03-02      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                   | NextEra Energy Capital Holdings Inc                        | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1234950.00   | 0.30%             | 2024-09-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                          | Chevron USA Inc                                            | CUSIP: 166756AP1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983140.00    | 0.24%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Cold Storage Trust                       | Cold Storage Trust 2020-ICE5                               | CUSIP: 193051AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3178991 | PA      | $3095776.04   | 0.74%             | 2037-11-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                   | Verizon Communications Inc                                 | CUSIP: 92343VEP5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1511985.00   | 0.36%             | 2025-05-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQ INV IRELAND DA                 | Shire Acquisitions Investments Ireland DAC                 | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1965140.00   | 0.47%             | 2023-09-23      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                 | Cintas Corp No 2                                           | CUSIP: 17252MAP5<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    585000 | PA      | $565858.80    | 0.14%             | 2025-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                  | Goldman Sachs Group Inc/The                                | CUSIP: 38141GYQ1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1474125.00   | 0.35%             | 2024-10-21      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                         | Berry Global Inc                                           | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3326575.00   | 0.80%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                    | United Parcel Service Inc                                  | CUSIP: 911312BJ4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199932.00    | 0.05%             | 2023-04-01      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                              | KeyBank NA/Cleveland OH                                    | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    770000 | PA      | $752975.30    | 0.18%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE                   | Alliant Energy Finance LLC                                 | CUSIP: 01882YAA4<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992050.00    | 0.24%             | 2023-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                    | Athene Global Funding                                      | CUSIP: 04685A2X8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981120.00    | 0.24%             | 2024-05-24      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                  | John Deere Capital Corp                                    | CUSIP: 24422EWJ4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1970060.00   | 0.47%             | 2025-09-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                            | DTE Energy Co                                              | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1230037.50   | 0.30%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Dupont De Nemours Inc                    | DuPont de Nemours Inc                                      | CUSIP: 26078JAH3<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998970.00    | 0.24%             | 2023-11-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                   | NextEra Energy Capital Holdings Inc                        | CUSIP: 65339KBX7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1494015.00   | 0.36%             | 2023-11-03      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                        | L3Harris Technologies Inc                                  | CUSIP: 502431AG4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000490.00   | 0.24%             | 2023-03-10      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                | BPR Trust 2022-OANA                                        | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1772479.84   | 0.43%             | 2037-04-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                 | Sumitomo Mitsui Financial Group Inc                        | CUSIP: 86562MBA7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2004300.00   | 0.48%             | 2023-07-19      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-18

**Name of Applicant:** SSGA Active Trust

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer