# EDGAR Filing Document

**Accession Number:** 0001474103
**File Stem:** 0001752724-25-203562
**Filing Date:** 2025-8
**Character Count:** 91113
**Document Hash:** 952a5fbabded0ef4cb580b73890553c8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-203562.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-203562

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Legg Mason Global Asset Management Trust
- **CENTRAL INDEX KEY:** 0001474103

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22338
- **FILM NUMBER:** 251253258

**BUSINESS ADDRESS:**
- **STREET 1:** 100 INTERNATIONAL DRIVE
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-539-0000

**MAIL ADDRESS:**
- **STREET 1:** 100 INTERNATIONAL DRIVE
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202

## Series and Classes Contracts Data

### BrandywineGLOBAL - Flexible Bond Fund (Series ID: S000053934)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000169730 | Class A      | LFLAX           |
| C000169732 | Class C      | LFLCX           |
| C000169735 | Class I      | LFLIX           |
| C000169736 | Class IS     | LFLSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Legg Mason Global Asset Management Trust

- **b. Investment Company Act file number:** 811-22338

- **c. CIK number of Registrant:** 0001474103

- **d. LEI of Registrant:** 549300BI5I8NVF50DG69

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

  - **Street Address 1:** 100 International Drive

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

  - **Telephone number:** 1-877-656-3863

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

- **a. Name of Series:** BrandywineGLOBAL - Flexible Bond Fund

- **b. EDGAR series identifier (if any):** S000053934

- **c. LEI of Series:** 549300LKGPDL1FZO8D31

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

- **a. Date of fiscal year-end:** 2025-12-31

- **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:** $485686671.98

**Total Liabilities:** $10502948.35

**Net Assets:** $475183723.63

**Cash Not Reported:** $13665493.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 189.60113982 | **1-Year:** 4893.57044631 | **5-Year:** 34572.17326780 | **10-Year:** 30512.42001677 | **30-Year:** 1669.12639587

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

- **3-Month:** 765.18038218 | **1-Year:** 23799.23549057 | **5-Year:** 38910.91989236 | **10-Year:** 7416.69511014 | **30-Year:** 134.31618497

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000169732 | 0.11%                | 0.43%                | 1.77%                |
| Class ID C000169730 | 0.11%                | 0.65%                | 1.75%                |
| Class ID C000169735 | 0.22%                | 0.54%                | 1.90%                |
| Class ID C000169736 | 0.21%                | 0.64%                | 1.82%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $193944.61               | $-4739449.56                               |
| Month 2  | $159265.61               | $1011479.31                                |
| Month 3  | $46713.19                | $5556869.92                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1855361.16   | 0.39%             | 2042-04-25      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                               | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   2030000 | PA      | $2010906.04   | 0.42%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| S&S HOLDINGS LLC                                         | S&S Holdings LLC                                                                 | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3120179.93   | 0.66%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                  | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        | 124200000 | PA      | $5448019.15   | 1.15%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                              | CAD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |         1 | NC      | $22126.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                              | Geopark Ltd                                                                      | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |   1920000 | PA      | $1691097.60   | 0.36%             | 2030-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                   | Blue Owl Credit Income Corp                                                      | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    510000 | PA      | $535104.25    | 0.11%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                                 | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   4295000 | PA      | $4322393.51   | 0.91%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                   | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AQ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1112105.78   | 0.23%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                         | Antares Holdings LP                                                              | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    645000 | PA      | $619304.28    | 0.13%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                 | Allwyn Entertainment Financing UK PLC                                            | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |   1650000 | PA      | $1722746.44   | 0.36%             | 2029-04-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                 | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    710889 | PA      | $722192.12    | 0.15%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit                            | Freddie Mac Mscr Trust Mn10                                                      | CUSIP: 35563UAB4<br>LEI: 529900M14O2Z3FO2N217 | Long             | ABS-MBS          | USGSE             | US        |   2380000 | PA      | $2362436.31   | 0.50%             | 2045-02-25      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Ginnie Mae II Pool                                                               | CUSIP: 3618N5JE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4748180 | PA      | $4822712.32   | 1.01%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                     | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |   1510000 | PA      | $1414870.00   | 0.30%             | 2035-01-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                      | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAH8<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   2310000 | PA      | $2021435.26   | 0.43%             | 2031-01-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                       | Subway Funding LLC                                                               | CUSIP: 864300AL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2616850 | PA      | $2598282.14   | 0.55%             | 2054-07-30      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2017-1AA PTT                                  | Air Canada 2017-1 Class AA Pass Through Trust                                    | CUSIP: 00908PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    266880 | PA      | $250068.05    | 0.05%             | 2030-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                        | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    710000 | PA      | $692069.66    | 0.15%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       278 | NC      | $587088.74    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2022-DNA7                                          | CUSIP: 35564KL49<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-MBS          | CORP              | US        |   1890000 | PA      | $2044352.52   | 0.43%             | 2052-03-25      | Floating      | 9.31%                 | No            |                  2 | On Loan: No      |
| WESTJET LOYALTY LP                                       | WESTJET LOYALTY LP                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   2277000 | PA      | $2280130.88   | 0.48%             | 2031-02-14      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $294314.97    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                            | PRA Group Inc                                                                    | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |   3040000 | PA      | $2804601.25   | 0.59%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                 | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |   1798000 | PA      | $1782708.01   | 0.38%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                     | Blue Owl Finance LLC                                                             | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $919492.03    | 0.19%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CNT PRNT/CDK GLO II/FIN                                  | Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                    | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1266612.49   | 0.27%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                                 | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd        | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1414000 | PA      | $1416738.92   | 0.30%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAYTEX ENERGY CORP                                       | Baytex Energy Corp                                                               | CUSIP: 07317QAJ4<br>LEI: 549300R5LTV2H7I1I079 | Long             | DBT              | CORP              | CA        |    564000 | PA      | $564750.81    | 0.12%             | 2030-04-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                    | Vale Overseas Ltd                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1680000 | PA      | $1652731.75   | 0.35%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XGN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    791129 | PA      | $802753.24    | 0.17%             | 2029-09-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                      | Charles Schwab Corp/The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4940000 | PA      | $4871986.08   | 1.03%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                 | Brazil Notas do Tesouro Nacional Serie F                                         | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  53310000 | PA      | $9310435.34   | 1.96%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| VICTRA HLDG/VICTRA FIN                                   | Victra Holdings LLC / Victra Finance Corp                                        | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4195520.00   | 0.88%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                       | Panama Government International Bond                                             | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   4410000 | PA      | $2524852.67   | 0.53%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                     | BlueMountain CLO XXVIII Ltd                                                      | CUSIP: 09630PAJ2<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |   1160000 | PA      | $1160000.00   | 0.24%             | 2034-04-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                     | YPF SA                                                                           | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    747692 | PA      | $756499.38    | 0.16%             | 2026-02-12      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                      | Allegiant Travel Co                                                              | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2262452.10   | 0.48%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                         | Societe Generale SA                                                              | CUSIP: 83368RBT8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2610000 | PA      | $2736515.78   | 0.58%             | 2053-01-10      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                             | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $1302551.71   | 0.27%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                     | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $1897261.71   | 0.40%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                      | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        | 122700000 | PA      | $2423922.54   | 0.51%             | 2025-07-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AFFINITY INTERACTIVE                                     | Affinity Interactive                                                             | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5110000 | PA      | $3139558.45   | 0.66%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                 | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1004875.38   | 0.21%             | 2033-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                          | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1179437.04   | 0.25%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1082382.04   | 0.23%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                                     | Grupo Aeromexico SAB de CV                                                       | CUSIP: 40054JAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    500000 | PA      | $492350.00    | 0.10%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                 | First Quantum Minerals Ltd                                                       | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2556000 | PA      | $2561416.16   | 0.54%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                         | Taseko Mines Ltd                                                                 | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |   2550000 | PA      | $2672726.76   | 0.56%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                           | Bain Capital Credit CLO 2023-3 Ltd                                               | CUSIP: 05682CAG2<br>LEI: 254900QJNS3TYDIDQH27 | Long             | ABS-CBDO         | CORP              | JE        |   2880000 | PA      | $2894501.38   | 0.61%             | 2036-07-24      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| YPF ENERGIA ELECTRICA SA                                 | YPF Energia Electrica SA                                                         | CUSIP: 98424MAB9<br>LEI: 5493002XN8FRTYQLR778 | Long             | DBT              | CORP              | AR        |   3020000 | PA      | $2995090.44   | 0.63%             | 2032-10-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BRASKEM NETHERLANDS                                      | Braskem Netherlands Finance BV                                                   | CUSIP: 10554TAJ4<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   2065000 | PA      | $1655407.25   | 0.35%             | 2034-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Connecticut Avenue Securities Trust 2022-R02                                     | CUSIP: 20754BAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $908684.20    | 0.19%             | 2042-01-25      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| GRUPO POSADAS SAB CV                                     | Grupo Posadas SAB de CV                                                          | CUSIP: 000000000<br>LEI: 529900NRFIXN5G8NUX35 | Long             | DBT              | CORP              | MX        |   3780000 | PA      | $3591621.43   | 0.76%             | 2027-12-30      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                                 | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05973KAA5<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |   1860000 | PA      | $1807896.56   | 0.38%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KWT2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1559880.00   | 0.33%             | 2042-05-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                           | Trust Fibra Uno                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1030000 | PA      | $978864.52    | 0.21%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                            | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $74571.53     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDICORP CAPITAL SOCIED                                 | Credicorp Capital Sociedad Titulizadora SA                                       | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |   2490000 | PA      | $721168.67    | 0.15%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  3 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                  | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        | 162700000 | PA      | $8652861.41   | 1.82%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                       | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2450654.11   | 0.52%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2022-HQA2                                          | CUSIP: 35564KB65<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | CORP              | US        |    990000 | PA      | $1076217.12   | 0.23%             | 2042-07-25      | Floating      | 10.31%                | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRISES                                  | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2670000 | PA      | $1014600.00   | 0.21%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| KRAKEN OIL & GAS PARTNER                                 | Kraken Oil & Gas Partners LLC                                                    | CUSIP: 50076PAA6<br>LEI: 549300DR5HSL4YAU3X12 | Long             | DBT              | CORP              | US        |    580000 | PA      | $570297.12    | 0.12%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                   | Egypt Government International Bond                                              | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    750000 | PA      | $759945.58    | 0.16%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                          | OHA Credit Funding 1 LTD                                                         | CUSIP: 67115WBA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2560000 | PA      | $2569542.91   | 0.54%             | 2037-04-20      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                 | AES Panama Generation Holdings SRL                                               | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |    804416 | PA      | $737078.79    | 0.16%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                                  | United Airlines 2020-1 Class B Pass Through Trust                                | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1661875 | PA      | $1659953.54   | 0.35%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                                  | Liberty Interactive LLC                                                          | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |    250000 | PA      | $30000.00     | 0.01%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |   2260000 | PA      | $2321034.01   | 0.49%             | 2041-11-25      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                   | AS Mileage Plan IP Ltd                                                           | CUSIP: 00218QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1065000 | PA      | $1048417.92   | 0.22%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                               | MXN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $39187.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                           | Ginnie Mae II Pool                                                               | CUSIP: 3618N5GQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4755412 | PA      | $4830208.02   | 1.02%             | 2055-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM GILT                                      | United Kingdom Gilt                                                              | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |  28760000 | PA      | $30654211.97  | 6.45%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1404801 | PA      | $1399084.65   | 0.29%             | 2036-09-15      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                  | El Salvador Government International Bond                                        | CUSIP: 283875BZ4<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    325000 | PA      | $271375.00    | 0.06%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KJA8<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |   1935000 | PA      | $2067493.51   | 0.44%             | 2034-01-25      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Connecticut Avenue Securities Trust 2023-R04                                     | CUSIP: 20754QAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200000 | PA      | $2408379.38   | 0.51%             | 2043-05-25      | Floating      | 9.66%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                  | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3240000 | PA      | $3411337.68   | 0.72%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                    | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   3450000 | PA      | $3535070.10   | 0.74%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                  | Enova International Inc                                                          | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1422213.75   | 0.30%             | 2029-08-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                    | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    990000 | PA      | $1035898.38   | 0.22%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                               | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-380934.70   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                       | Panama Government International Bond                                             | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   3375000 | PA      | $2180655.41   | 0.46%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                     | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2316116.40   | 0.49%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                 | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1753015.65   | 0.37%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| ATP TOW/ANDEAN TELECOM                                   | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1590000 | PA      | $1614481.75   | 0.34%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                                         | Teine Energy Ltd                                                                 | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | CORP              | CA        |   3100000 | PA      | $3097112.04   | 0.65%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                 | Neuberger Berman CLO XXI Ltd                                                     | CUSIP: 64130DCA6<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | KY        |   3600000 | PA      | $3616349.04   | 0.76%             | 2039-01-20      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-1A PTT                                   | Air Canada 2015-1 Class A Pass Through Trust                                     | CUSIP: 009090AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2585595 | PA      | $2526560.63   | 0.53%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                             | Ecopetrol SA                                                                     | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   3080000 | PA      | $3028801.38   | 0.64%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |    890000 | PA      | $924927.16    | 0.19%             | 2042-02-25      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                          | Zayo Issuer LLC                                                                  | CUSIP: 98919WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2680000 | PA      | $2783490.34   | 0.59%             | 2055-06-20      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                           | Sabre GLBL Inc                                                                   | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |   1426476 | PA      | $1419700.04   | 0.30%             | 2028-06-30      | Floating      | 9.43%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                          | ERO Copper Corp                                                                  | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |   2095000 | PA      | $2086504.78   | 0.44%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cogent IPv4 LLC                                          | Cogent Ipv4 LLC                                                                  | CUSIP: 19240JAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2790000 | PA      | $2877370.25   | 0.61%             | 2055-04-25      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                  | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1838638.54   | 0.39%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                 | Bain Capital Specialty Finance Inc                                               | CUSIP: 05684BAB3<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1088676.16   | 0.23%             | 2026-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                    | Argentine Republic Government International Bond                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   6573600 | PA      | $5258880.00   | 1.11%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN TITAN FIN LTD                                 | Transocean Titan Financing Ltd                                                   | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1357143 | PA      | $1379545.64   | 0.29%             | 2028-02-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                      | Petroleos Mexicanos                                                              | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |  12680000 | PA      | $12183978.69  | 2.56%             | 2028-02-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                 | Devon Energy Corp                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2296256.65   | 0.48%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | US ULTRA BOND CBT                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       266 | NC      | $1346135.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |   3650000 | PA      | $3986397.51   | 0.84%             | 2042-09-25      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Connecticut Avenue Securities Trust 2023-R07                                     | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2310000 | PA      | $2407555.69   | 0.51%             | 2043-09-25      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| AS MILEAGE PLAN IP LTD                                   | AS MILEAGE PLAN IP LTD                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    970125 | PA      | $976430.81    | 0.21%             | 2031-10-15      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                 | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2560222.46   | 0.54%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                 | Main Street Capital Corp                                                         | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    940000 | PA      | $978494.57    | 0.21%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                         | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1988000 | PA      | $2107065.30   | 0.44%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KXA2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | CORP              | US        |   4750000 | PA      | $5083420.08   | 1.07%             | 2042-05-25      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-38149.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ATP TOW / AND TELECOM                                    | ATP Tower Holdings LLC / Andean Tower Partners Colombia SAS / Andean Telecom Par | CUSIP: 00216DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1390000 | PA      | $1360990.70   | 0.29%             | 2026-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                               | goeasy Ltd                                                                       | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4234728.00   | 0.89%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                 | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2140000 | PA      | $1947532.94   | 0.41%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MGM RESORTS INTL                                         | MGM Resorts International                                                        | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2768350.15   | 0.58%             | 2029-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                 | KRW/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |         1 | NC      | $202476.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                    | Long Ridge Energy LLC                                                            | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1673672.89   | 0.35%             | 2032-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                  | El Salvador Government International Bond                                        | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    680000 | PA      | $721650.00    | 0.15%             | 2030-04-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Connecticut Avenue Securities Trust 2023-R07                                     | CUSIP: 20753BAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2710000 | PA      | $2912269.79   | 0.61%             | 2043-09-25      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                 | Univision Communications Inc                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    600000 | PA      | $598915.19    | 0.13%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYW3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |   5230000 | PA      | $5756803.26   | 1.21%             | 2042-06-25      | Floating      | 11.06%                | No            |                  2 | On Loan: No      |
| ALGOMA STEEL INC                                         | Algoma Steel Inc                                                                 | CUSIP: 01566MAD7<br>LEI: 5493006RXIB5GVHWJS53 | Long             | DBT              | CORP              | CA        |    799000 | PA      | $740049.86    | 0.16%             | 2029-04-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                    | Petroleos del Peru SA                                                            | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |   2260000 | PA      | $1431447.16   | 0.30%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |   2740000 | PA      | $2914431.41   | 0.61%             | 2042-06-25      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                     | YPF SA                                                                           | CUSIP: 984245AQ3<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |    955000 | PA      | $948046.17    | 0.20%             | 2027-07-21      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING CO LLC                                       | PBF Holding Co LLC / PBF Finance Corp                                            | CUSIP: 69318FAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $681426.32    | 0.14%             | 2030-03-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $2054308.62   | 0.43%             | 2042-04-25      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                        | Golub Capital BDC Inc                                                            | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1338422.46   | 0.28%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                            | EchoStar Corp                                                                    | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    404312 | PA      | $369284.47    | 0.08%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2175050.73   | 0.46%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                              | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1326608.18   | 0.28%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                     | YPF SA                                                                           | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |   2360000 | PA      | $2365528.68   | 0.50%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2023-HQA3                                          | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |   2560000 | PA      | $2704060.93   | 0.57%             | 2043-11-25      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                 | Blue Owl Technology Finance Corp                                                 | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    835000 | PA      | $818777.61    | 0.17%             | 2026-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                           | Air Lease Corp                                                                   | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2057000 | PA      | $1999522.89   | 0.42%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Western Asset Premier Institutional US Treasury Reserves | Western Asset Premier Institutional US Treasury Reserves                         | CUSIP: 52470G478<br>LEI: 549300FS1J68EF5THY28 | Long             | STIV             | RF                | US        |  25799466 | NS      | $25799466.05  | 5.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                                         | Connecticut Avenue Securities Trust 2020-R01                                     | CUSIP: 20754CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1487041.70   | 0.31%             | 2040-01-25      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                  | NEW FORTRESS ENERGY INC                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     36090 | NS      | $104695.07    | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| BELLEMEADE RE LT                                         | Bellemeade Re 2023-1 Ltd                                                         | CUSIP: 07876XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1680000 | PA      | $1740209.52   | 0.37%             | 2033-10-25      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                        | NFE Financing LLC                                                                | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7694212 | PA      | $3499519.97   | 0.74%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                 | Turning Point Brands Inc                                                         | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1406281.76   | 0.30%             | 2032-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                 | Uruguay Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  66730000 | PA      | $1665623.98   | 0.35%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR Trust 2018-HQA2                                                | CUSIP: 35563XAC6<br>LEI: 5493005RUXPCBST1N217 | Long             | ABS-MBS          | CORP              | US        |   4700000 | PA      | $4802481.62   | 1.01%             | 2048-10-25      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                 | First Quantum Minerals Ltd                                                       | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |   2640000 | PA      | $2742292.08   | 0.58%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-376728.79   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS DEL SUR                                 | Transportadora de Gas del Sur SA                                                 | CUSIP: 893870AY1<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |   1570000 | PA      | $1650241.13   | 0.35%             | 2031-07-24      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                             | UBS Group AG                                                                     | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4140000 | PA      | $4504581.65   | 0.95%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                          | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |    780000 | PA      | $788970.00    | 0.17%             | N/A             | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                         | Antares Holdings LP                                                              | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2789579.92   | 0.59%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                         | CSN Resources SA                                                                 | CUSIP: 12644VAF5<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |   2045000 | PA      | $2027530.79   | 0.43%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                              | Enviri Corp                                                                      | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1763227.46   | 0.37%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                 | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1028782.85   | 0.22%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                  | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |   4620000 | PA      | $4410945.00   | 0.93%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                               | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $2422013.08   | 0.51%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                             | SM Energy Co                                                                     | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1692501.20   | 0.36%             | 2027-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                       | Leviathan Bond Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |   4370000 | PA      | $4351641.63   | 0.92%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                         | Bellemeade Re Ltd                                                                | CUSIP: 078915AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   2120000 | PA      | $2181668.68   | 0.46%             | 2034-08-25      | Floating      | 8.26%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                 | Texas Capital Bancshares Inc                                                     | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1048447.96   | 0.22%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                      | Global Payments Inc                                                              | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2119280.00   | 0.45%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Connecticut Avenue Securities Trust 2020-SBT1                                    | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2920000 | PA      | $3036016.86   | 0.64%             | 2040-02-25      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                             | Ecopetrol SA                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    590000 | PA      | $609060.05    | 0.13%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CNTRL PARENT/CDK GLB INC                                 | Central Parent Inc / CDK Global Inc                                              | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $971528.14    | 0.20%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL / MS DIG                                  | Mohegan Tribal Gaming Authority / MS Digital Entertainment Holdings LLC          | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $618518.64    | 0.13%             | 2031-04-15      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                          | STAR PARENT INC                                                                  | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |   1135625 | PA      | $1125983.54   | 0.24%             | 2030-09-30      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                    | Minerva Luxembourg SA                                                            | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |   1180000 | PA      | $1275395.92   | 0.27%             | 2033-09-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                      | FS KKR Capital Corp                                                              | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    725000 | PA      | $665056.69    | 0.14%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2020-HQA5                                          | CUSIP: 35565TBD0<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | CORP              | US        |   3060000 | PA      | $3388800.06   | 0.71%             | 2050-11-25      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                              | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1122235.94   | 0.24%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                       | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1238500.67   | 0.26%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                 | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2415731.36   | 0.51%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    860000 | PA      | $893905.50    | 0.19%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                     | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    445000 | PA      | $437212.50    | 0.09%             | 2037-02-25      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                            | EchoStar Corp                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   1616088 | PA      | $1906984.36   | 0.40%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                                 | Yinson Boronia Production BV                                                     | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |   2854598 | PA      | $3041678.33   | 0.64%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS DOMINICANOS                                  | Aeropuertos Dominicanos Siglo XXI SA                                             | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |    990000 | PA      | $1031248.35   | 0.22%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citibank, National Association                           | USD/JPY FORWARD                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-131039.19   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                   | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1673815.94   | 0.35%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LL                           | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 209031AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4580000 | PA      | $4733712.13   | 1.00%             | 2055-05-20      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                                    | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2952312.72   | 0.62%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                    | Mineral Resources Ltd                                                            | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    690000 | PA      | $690133.45    | 0.15%             | 2027-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                       | Leviathan Bond Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |   1075000 | PA      | $1062872.66   | 0.22%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |    420793 | PA      | $428689.33    | 0.09%             | 2030-02-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                       | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $2846436.42   | 0.60%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                 | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2455500.00   | 0.52%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4703624.17   | 0.99%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                    | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |         1 | NC      | $-38944.55    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                     | YPF SA                                                                           | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |   1970000 | PA      | $2076754.30   | 0.44%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| FNZ USA FINCO                                            | FNZ USA FINCO                                                                    | CUSIP: 30339HAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1157100 | PA      | $960393.00    | 0.20%             | 2031-11-05      | Floating      | 9.26%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                         | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1495000 | PA      | $1383848.71   | 0.29%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                         | Bellemeade Re Ltd                                                                | CUSIP: 078915AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |   1190000 | PA      | $1240284.40   | 0.26%             | 2034-08-25      | Floating      | 8.91%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                           | Trust Fibra Uno                                                                  | CUSIP: 89834JAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1460000 | PA      | $1523312.90   | 0.32%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                   | Egypt Government International Bond                                              | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   1520000 | PA      | $1409753.24   | 0.30%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Connecticut Avenue Securities Trust 2023-R02                                     | CUSIP: 20755AAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1640000 | PA      | $1790924.61   | 0.38%             | 2043-01-25      | Floating      | 9.86%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                            | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1504951.72  | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                  | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        | 296100000 | PA      | $14419423.66  | 3.03%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                         | Societe Generale SA                                                              | CUSIP: 83368RBY7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3225000 | PA      | $3286680.12   | 0.69%             | 2055-01-19      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                            | CAD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $330658.78    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                    | Minerva Luxembourg SA                                                            | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |    355000 | PA      | $316924.62    | 0.07%             | 2031-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                            | Aircastle Ltd                                                                    | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $4961504.45   | 1.04%             | N/A             | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                 | Uruguay Government International Bond                                            | CUSIP: 760942BF8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |  53520000 | PA      | $1415773.04   | 0.30%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                            | USD/KRW FORWARD                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-3556.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

**Name of Applicant:** Legg Mason Global Asset Management Trust

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer