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SSGA Active Trust

 Beau Yanoshik

 Partner

 +1.202.373.6133

 beau.yanoshik@morganlewis.com

via EDGAR Correspondence

 September 4, 2024

 Mr. Mark Cowan

 Division of
Investment Management

 U.S. Securities and Exchange Commission

100 F Street, N.E.

 Washington,
D.C. 20549

Re:
 SSGA Active Trust (the “Registrant”); SEC File Nos. 333-173276 and 811-22542; Post-Effective
Amendment No. 215 to the Registrant’s Registration Statement on Form N-1A (“Amendment No. 215”)

 Dear
Mr. Cowan:

 This letter responds to comments you provided in a telephonic conversation with me on August 12, 2024, with respect to Amendment
No. 215. Amendment No. 215 was filed on June 26, 2024, and included disclosure with respect to the SPDR Galaxy Digital Asset Ecosystem ETF, SPDR Galaxy Hedged Digital Asset Ecosystem ETF and SPDR Galaxy Transformative Tech
Accelerators ETF (formerly, SPDR Galaxy Emerging Technology Enablers ETF) (each a “Fund”, and collectively the “Funds”), each a series of the Registrant, as set forth in the Funds’ Prospectuses and Statements of Additional
Information filed as part of Amendment No. 215.

 Summaries of the comments with respect to the Funds, and responses thereto on behalf of the
Registrant, are provided below. All page references refer to the pages in Amendment No. 215. Capitalized terms not defined herein should be given the meaning provided in Amendment No. 215.

General Comments:

1.
 Comment: Please file on EDGAR a completed draft of each Fund’s fee table and example information
and ensure the Fund’s ticker symbol and series and class IDs have been completed on EDGAR prior to effectiveness.

Response: The completed fee and example tables are included in Appendix A to this correspondence. The Registrant confirms each
Fund’s ticker symbol and series and class IDs will be updated on EDGAR prior to effectiveness.

Morgan, Lewis & Bockius LLP

1111 Pennsylvania Avenue, NW

Washington, DC 20004

 +1.202.739.3000

United States

 +1.202.739.3001

2.
 Comment: For the Funds investing in a wholly owned subsidiary organized in the Cayman Islands (a
“Subsidiary”), please confirm the Subsidiary’s management fee, including any performance fee, will be included in the “Management fees” line item in the “Annual Fund Operating Expenses” table or, alternatively, if
the Subsidiary’s management fee will be offset. In addition, please confirm in correspondence that the Subsidiary’s other expenses will be included in the “Other expenses” line item in the “Annual Fund Operating
Expenses” table.

 Response: SSGA Funds Management, Inc. (“SSGA FM”), investment adviser to the
Subsidiary, will not charge a management fee to the Subsidiary. SSGA FM will pay all fees and expenses of the Subsidiary, except for brokerage expenses, taxes, interest, fees and expenses of the Subsidiary’s board, litigation expenses and other
extraordinary expenses (the “excluded expenses”). Any excluded expenses will be included in the Fund’s “Other expenses” line item in the “Annual Fund Operating Expenses” table. The excluded expenses are currently
not expected to exceed one basis point of the Fund’s average net assets.

3.
 Comment: For the SPDR Galaxy Digital Asset Ecosystem ETF and SPDR Galaxy Hedged Digital Asset Ecosystem
ETF, please include disclosure in each Fund’s principal investment strategy in bold face type that the Fund will not invest directly in cryptocurrency assets.

Response: The SPDR Galaxy Digital Asset Ecosystem ETF and SPDR Galaxy Hedged Digital Asset Ecosystem ETF have added the following
disclosure in bold face type to their principal investment strategies:

 The Fund does not invest directly in crypto assets.

4.
 Comment: Please add a line item for Acquired Fund Fees and Expenses to the “Annual Fund Operating
Expenses” table if a Fund will incur expenses equal to or greater than one basis point of the Fund’s fees and expenses.

Response: Pursuant to the investment advisory agreement, SSGA FM has agreed to reduce its management fee in an amount equal to acquired
fund fees and expenses attributable to each Fund’s investment in other investment companies (except acquired fund fees and expenses associated with holdings of acquired funds for cash management purposes). The acquired fund fees and expenses
associated with holdings of acquired funds for cash management purposes are not currently expected to exceed one basis point. As a result, the Registrant does not believe a separate line item for acquired fund fees and expenses is necessary.

5.
 Comment: Please add disclosure to the “Fluctuation of Net Asset Value, Share Premiums and Discounts
Risk” discussing the risk of widening bid-ask spreads. Please add similar disclosure with regards to the “Liquidity Risk” and “Valuation Risk” discussions.

Response: The Registrant believes the disclosure below, which is currently included in the “Costs of Buying and Selling
Shares” discussion, addresses the risks of widening bid-ask spreads and, as a result, the Registrant has not revised the “Fluctuation of Net Asset Value, Share Premiums and Discounts Risk”, “Liquidity Risk” and
“Valuation Risk” discussions as requested.

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 In addition, secondary market investors will also incur the cost of the difference between the
price that an investor is willing to pay for Fund Shares (the “bid” price) and the price at which an investor is willing to sell Fund Shares (the “ask” price). This difference in bid and ask prices is often referred to as the
“spread” or “bid/ask spread.” The bid/ask spread varies over time for Fund Shares based on trading volume and market liquidity, and is generally lower if Fund Shares have more trading volume and market liquidity and higher if
Fund Shares have little trading volume and market liquidity. Further, increased market volatility may cause increased bid/ask spreads. Due to the costs of buying or selling Fund Shares, including bid/ask spreads, frequent trading of Fund Shares may
significantly reduce investment results and an investment in Fund Shares may not be advisable for investors who anticipate regularly making small investments.

6.
 Comment: The Staff notes the inclusion of “Portfolio Turnover Risk” in the “Principal
Risks of Investing in the Fund” section for each Fund. To the extent a Fund will engage in frequent trading of portfolio securities, please include corresponding disclosure in the Fund’s principal investment strategy.

 Response: The Registrant has removed “Portfolio Turnover Risk” from the “Principal Risks of
Investing in the Fund” section for each Fund. Because the SPDR Galaxy Hedged Digital Asset Ecosystem expects to trade options on a frequent basis, the Registrant has added the following disclosure to the Fund’s principal investment
strategy and to the Options Risk discussion:

 Principal Strategy:

The Fund will also write (sell) out of the money covered call options and purchase put option protection on certain investments held in the
portfolio. When writing a covered call option, Sub-Adviser will analyze each portfolio security individually to determine the appropriate quantity, strike price, and expiry of an option to generate sufficient premium income and still allow for
capital appreciation of the underlying security. Individual securities may have call options written against 0-100% of the shares owned by the portfolio. In general, Sub-Adviser will seek to have calls written against 25-75% of the portfolio under
normal market conditions. Furthermore, Sub-Adviser may use a portion, or all, of the premium income generated from writing calls to attempt to protect the portfolio against potential losses by purchasing protective put options. The Sub-Adviser will
analyze each portfolio security individually to determine the appropriate quantity, strike price, and expiry of a put option. In general, Sub-Adviser will seek to hold puts against 25-75% of the portfolio depending on current or future market
conditions. The Sub-Adviser intends to write call options and purchase put options on a frequent basis.

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 Principal Risk:

Options Risk: The Fund’s use of options involves speculation and can lead to losses because of adverse movements in the price or
value of the underlying stock, index, or other asset, which may be magnified by certain features of the options. The Fund’s successful use of options depends on the ability of the Adviser to forecast market movements correctly. For example, if
the Fund were to write (sell) a call option on a security based on the Adviser’s expectation that the price of the security would fall, but the price were to rise instead, the Fund could be required to sell the security upon exercise at a price
below the current market price. When selling a call option, the Fund will receive a premium; however, this premium may not be enough to offset a loss incurred by the Fund if the price of the underlying asset is above the strike price by an amount
equal to or greater than the premium. Purchasing of put options involves the payment of premiums, which may adversely affect the Fund’s performance. Purchasing a put option gives the purchaser of the option the right to sell a specified
quantity of an underlying asset at a fixed exercise price over a defined period of time. In order for a put option to be profitable, the market price of the underlying security must decline sufficiently below the exercise price to cover the premium
and transaction costs that the Fund must pay. These costs will reduce any profit the Fund might have realized had it sold the underlying security instead of buying the put option. Frequent purchasing and selling of options may result in higher
Fund expenses and may result in increased taxable distributions to investors, including potentially increased distributions that are taxable to individuals as ordinary income. The value of an option may be adversely affected if the market
for the option becomes less liquid or smaller, and will be affected by changes in the value or yield of the option’s underlying asset, an increase in interest rates, a change in the actual or perceived volatility of the stock market or the
underlying asset and the remaining time to expiration. Additionally, the value of an option does not increase or decrease at the same rate as the underlying asset(s). In addition, if the price of the underlying asset of an option is above the strike
price of a written call, the value of the option, and consequently of the Fund, may decline significantly more than if the Fund invested directly in the underlying asset instead of using options. The Fund could experience a loss if its options do
not perform as anticipated, or are not correlated with the performance of their underlying asset or if the Fund is unable to purchase or liquidate a position because of an illiquid secondary market. The effective use of options also depends on the
Fund’s ability to terminate option positions at times when the Adviser deems it desirable to do so. There is no assurance that the Fund will be able to effect closing transactions at any particular time or at an acceptable price. The use of
options by the Fund may create investment leverage.

7.
 Comment: Please identify supplementally the broad-based index each Fund intends to use in the average
annual total returns table.

 Response: Each Fund currently intends to use the MSCI ACWI Index as its broad-based
securities market index.

8.
 Comment: Please state that the portfolio managers listed are jointly and primarily responsible for the
day-to-day management of each Fund.

 Response: The Registrant believes the current disclosure is appropriate and
consistent with Item 5 of Form N-1A, which states: “State the name, title, and length of service of the person or persons employed by or associated with the Fund or an investment adviser of the Fund who are primarily responsible
for the day-to-day management of the Fund’s portfolio” (emphasis added).

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9.
 Comment: The Staff notes that the disclosure in the “Additional Strategies Information”
section cross-references the “Fund Summary” for a more complete discussion. Item 9 disclosure should not cross reference to information included in the “Fund Summary” and instead should follow the layered approach
contemplated by Form N-1A. The summary should be derived from the more detailed discussion of the principal strategies disclosed in Item 9. Please revise in accordance with the requirements of Item 4 and Item 9. See IM Guidance
Update 2014-08.

 Response: The Registrant has added additional details related to the Fund’s principal
investment strategy in the “Additional Strategies Information” section.

10.
 Comment: With respect to the following disclosure in the “Lending of Securities” discussion in
the “Non-Principal Strategies” section, investments of cash collateral should be limited to short-term, highly liquid investments. As a result, please remove references to asset-backed securities, mortgage-related securities and repurchase
agreements.

 To the extent the Fund receives cash collateral, as of the date of this Prospectus, the Adviser expects to
invest such cash collateral in a fund managed by the Adviser that invests in: a broad range of money market instruments; certificates of deposit and time deposits of U.S. and foreign banks; commercial paper and other high quality obligations of U.S.
or foreign companies; asset-backed securities; mortgage-related securities; repurchase agreements; and shares of money market funds

Response: The Registrant believes each Fund’s investment of cash collateral as described in the sentence above is appropriate and,
therefore, respectfully declines to remove the references to asset-backed securities, mortgage-related securities and repurchase agreements. As noted in the sentence above, the Fund will invest cash collateral received from securities lending
activities in shares of a fund managed by the Adviser (the “underlying fund”). Shares of the underlying fund are primarily offered to, and held by, clients that participate in the State Street Bank and Trust Company securities lending
program, and the underlying fund is used exclusively for the investment of cash received as collateral for securities loans. The underlying fund currently invests only in U.S. dollar-denominated, short-term, high quality debt obligations, including
asset-backed securities, mortgage-related securities and repurchase agreements. The Registrant expects the shares of the underlying fund to be highly liquid.

11.
 Comment: Please revise the “Authorized Participants, Market Makers and Liquidity Providers
Concentration Risk” discussion to address the risk of widening bid-ask spreads. Please add similar disclosure with regards to the “Liquidity Risk” discussion.

Response: The Registrant believes the disclosure below, which is currently included in the “Costs of Buying and Selling
Shares” discussion, addresses the risks of widening bid-ask spreads and, as a result, the Registrant has not revised the “Authorized Participants, Market Makers and Liquidity Providers Concentration Risk” and “Liquidity
Risk” discussions as requested.

 5

 In addition, secondary market investors will also incur the cost of the difference between the
price that an investor is willing to pay for Fund Shares (the “bid” price) and the price at which an investor is willing to sell Fund Shares (the “ask” price). This difference in bid and ask prices is often referred to as the
“spread” or “bid/ask spread.” The bid/ask spread varies over time for Fund Shares based on trading volume and market liquidity, and is generally lower if Fund Shares have more trading volume and market liquidity and higher if
Fund Shares have little trading volume and market liquidity. Further, increased market volatility may cause increased bid/ask spreads. Due to the costs of buying or selling Fund Shares, including bid/ask spreads, frequent trading of Fund Shares may
significantly reduce