# EDGAR Filing Document

**Accession Number:** 0001474103
**File Stem:** 0001752724-23-035969
**Filing Date:** 2023-2
**Character Count:** 90762
**Document Hash:** 92f2128465b06f9fd82b20270b59dd18
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035969.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035969

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Legg Mason Global Asset Management Trust
- **CENTRAL INDEX KEY:** 0001474103
- **IRS NUMBER:** 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:** 23657681

**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:** 620 Eighth Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10018

  - **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:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $226012224.41

**Total Liabilities:** $2546945.98

**Net Assets:** $223465278.43

**Cash Not Reported:** $1208974.63

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 214.78266278 | **1-Year:** 5471.18578313 | **5-Year:** 14745.95481364 | **10-Year:** 9415.41945857 | **30-Year:** 1189.86949192

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

- **3-Month:** 300.88832344 | **1-Year:** 15984.17379294 | **5-Year:** 22385.98395654 | **10-Year:** 2501.00002745 | **30-Year:** 2.25895552

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000169732 | -1.51%               | 4.15%                | -0.41%               |
| Class ID C000169730 | -1.39%               | 4.13%                | -0.28%               |
| Class ID C000169735 | -1.39%               | 4.23%                | -0.30%               |
| Class ID C000169736 | -1.39%               | 4.23%                | -0.27%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2371284.93             | $1389177.13                                |
| Month 2  | $-1504966.84             | $5394666.96                                |
| Month 3  | $138895.93               | $-1477312.16                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| RUMO LUXEMBOURG SARL                                     | Rumo Luxembourg Sarl                                                             | CUSIP: 781467AE5<br>LEI: 222100HOIQFT7YOSPB46 | Long             | DBT              | CORP              | LU        |      675000 | PA      | $540860.63    | 0.24%             | 2032-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                        | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      710000 | PA      | $615222.10    | 0.28%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                       | Viking Cruises Ltd                                                               | CUSIP: 92676XAE7<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |      680000 | PA      | $718513.11    | 0.32%             | 2025-05-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                                     | Japan Government Five Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   259600000 | PA      | $1980385.48   | 0.89%             | 2023-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                               | USD/THB FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $133548.44    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                      | FS KKR Capital Corp                                                              | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      725000 | PA      | $585713.78    | 0.26%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                      | SVB Financial Group                                                              | CUSIP: 78486QAF8<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     1290000 | PA      | $943936.82    | 0.42%             | 2031-02-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                 | First Quantum Minerals Ltd                                                       | CUSIP: 335934AP0<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1959500.00   | 0.88%             | 2024-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                       | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     6220000 | PA      | $1218691.98   | 0.55%             | 2040-08-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                       | Ford Motor Co                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $925282.50    | 0.41%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP                                  | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                 | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2480000 | PA      | $2359486.78   | 1.06%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KJA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1935000 | PA      | $1773111.32   | 0.79%             | 2034-01-25      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| GOL FINANCE SA                                           | Gol Finance SA                                                                   | CUSIP: 36254VAC2<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | LU        |      710000 | PA      | $423030.72    | 0.19%             | 2026-06-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE CO                                      | Travel + Leisure Co                                                              | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      490000 | PA      | $480191.01    | 0.21%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                 | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |      685000 | PA      | $531625.72    | 0.24%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                               | Fannie Mae Pool                                                                  | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5095591 | PA      | $4909696.51   | 2.20%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                    | Level 3 Financing Inc                                                            | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      715000 | PA      | $515300.61    | 0.23%             | 2029-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                          | Nissan Motor Co Ltd                                                              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     1070000 | PA      | $971898.83    | 0.43%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BRASKEM IDESA SAPI                                       | Braskem Idesa SAPI                                                               | CUSIP: 10554NAA6<br>LEI: YH0V7ZHY352ITDGEYB83 | Long             | DBT              | CORP              | MX        |      610000 | PA      | $482583.75    | 0.22%             | 2029-11-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | AUD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $22862.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC                                        | MicroStrategy Inc                                                                | CUSIP: 594972AF8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |     1026000 | PA      | $735098.22    | 0.33%             | 2028-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FINA                                 | Owl Rock Technology Finance Corp                                                 | CUSIP: 691205AE8<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |      835000 | PA      | $731289.58    | 0.33%             | 2026-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                 | AES Panama Generation Holdings SRL                                               | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |      855000 | PA      | $744743.48    | 0.33%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIVITAS RESOURCES INC                                    | Civitas Resources Inc                                                            | CUSIP: 097793AE3<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1052831.58   | 0.47%             | 2026-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                      | Altice Financing SA                                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      290000 | PA      | $228646.98    | 0.10%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                    | Athene Global Funding                                                            | CUSIP: 04685A3A7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     1360000 | PA      | $1248702.06   | 0.56%             | 2024-08-19      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                  | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |      250000 | PA      | $194518.01    | 0.09%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| LIBERTY INTERACTIVE LLC                                  | Liberty Interactive LLC                                                          | CUSIP: 530715AJ0<br>LEI: 549300SZUIU7Z32Q0664 | Long             | DBT              | CORP              | US        |      250000 | PA      | $114163.75    | 0.05%             | 2030-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                                 | Altice France Holding SA                                                         | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |     1270000 | PA      | $752400.98    | 0.34%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2020-2A PTT                                   | Air Canada 2020-2 Class A Pass Through Trust                                     | CUSIP: 00909DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     1145348 | PA      | $1083788.48   | 0.48%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                            | CommScope Inc                                                                    | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      830000 | PA      | $594689.86    | 0.27%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                        | DISH Network Corp                                                                | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     2949000 | PA      | $1854921.00   | 0.83%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                        | Golub Capital BDC Inc                                                            | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |       65000 | PA      | $52938.39     | 0.02%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                           | Sabre GLBL Inc                                                                   | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |     1470000 | PA      | $1362513.60   | 0.61%             | 2028-06-30      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                  | New Fortress Energy Inc                                                          | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4370000 | PA      | $4143284.40   | 1.85%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                               | FedEx Corp                                                                       | CUSIP: 31428XCB0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      370000 | PA      | $314964.29    | 0.14%             | 2029-05-04      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                 | Turning Point Brands Inc                                                         | CUSIP: 90041LAF2<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1079912.40   | 0.48%             | 2026-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                       | Meta Platforms Inc                                                               | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1007800.64   | 0.45%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                   | Philip Morris International Inc                                                  | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      360000 | PA      | $366057.90    | 0.16%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ALLEGIANT TRAVEL CO                                      | Allegiant Travel Co                                                              | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1133572.29   | 0.51%             | 2027-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                | Jabil Inc                                                                        | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1408440.27   | 0.63%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                           | Var Energi ASA                                                                   | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      255000 | PA      | $260243.87    | 0.12%             | 2028-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OUTFRONT MEDIA CAP LLC/C                                 | Outfront Media Capital LLC / Outfront Media Capital Corp                         | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      780000 | PA      | $648183.90    | 0.29%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Connecticut Avenue Securities Trust 2020-R02                                     | CUSIP: 20754WAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4007724 | PA      | $3949546.14   | 1.77%             | 2040-01-25      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                    | Owl Rock Capital Corp                                                            | CUSIP: 69121KAB0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |      560000 | PA      | $525608.73    | 0.24%             | 2025-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                       | Valero Energy Corp                                                               | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     1585000 | PA      | $1126261.04   | 0.50%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2021-HQA1                                          | CUSIP: 35564KBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2555000 | PA      | $2411404.91   | 1.08%             | 2033-08-25      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                                 | OWL Rock Core Income Corp                                                        | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1107993.87   | 0.50%             | 2026-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DPL INC                                                  | DPL Inc                                                                          | CUSIP: 233293AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1285000 | PA      | $1209467.29   | 0.54%             | 2025-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                        | Golub Capital BDC Inc                                                            | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $918205.84    | 0.41%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                        | HSBC Holdings PLC                                                                | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $574531.42    | 0.26%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                 | Consolidated Communications Inc                                                  | CUSIP: 20903XAH6<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     1065000 | PA      | $786787.15    | 0.35%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Commercial Mortgage Trust 2021-VOLT                                           | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      260000 | PA      | $240101.39    | 0.11%             | 2036-09-15      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                               | NBN Co Ltd                                                                       | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      775000 | PA      | $615589.54    | 0.28%             | 2031-05-05      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                         | Bellemeade Re 2020-3 Ltd                                                         | CUSIP: 07877KAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      690000 | PA      | $677813.84    | 0.30%             | 2030-10-25      | Floating      | 9.24%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                   | Blackstone Private Credit Fund                                                   | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |      495000 | PA      | $410342.46    | 0.18%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                            | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $159567.70    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| PDC ENERGY INC                                           | PDC Energy Inc                                                                   | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1042258.00   | 0.47%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                     | Tencent Holdings Ltd                                                             | CUSIP: 88032WBC9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |      200000 | PA      | $142076.20    | 0.06%             | 2051-04-22      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                      | DT Auto Owner Trust 2019-2                                                       | CUSIP: 26252TAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      805000 | PA      | $794113.42    | 0.36%             | 2026-05-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      698098 | PA      | $706367.83    | 0.32%             | 2030-02-25      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                              | Geopark Ltd                                                                      | CUSIP: 37255BAB5<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |      650000 | PA      | $559861.59    | 0.25%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CORE INCOME COR                                 | OWL Rock Core Income Corp                                                        | CUSIP: 69120VAN1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |      510000 | PA      | $509173.63    | 0.23%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| HARSCO CORP                                              | Harsco Corp                                                                      | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |      395000 | PA      | $312502.90    | 0.14%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XGN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      233918 | PA      | $240307.13    | 0.11%             | 2029-09-25      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                          | United States Treasury Note/Bond                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5580000 | PA      | $3882459.38   | 1.74%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                 | Siemens Financieringsmaatschappij NV                                             | CUSIP: 82620KAX1<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |      600000 | PA      | $570958.89    | 0.26%             | 2024-03-11      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| BANCO DO BRASIL (CAYMAN)                                 | Banco do Brasil SA/Cayman                                                        | CUSIP: 059578AF1<br>LEI: QE0Q0253K88YAGNPE356 | Long             | DBT              | CORP              | BR        |      480000 | PA      | $442454.40    | 0.20%             | 2026-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                   | Philip Morris International Inc                                                  | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      570000 | PA      | $582858.20    | 0.26%             | 2032-11-17      | Fixed         | 5.75%                 | 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        |      318080 | PA      | $272322.19    | 0.12%             | 2030-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                      | Block Financial LLC                                                              | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      945000 | PA      | $828992.56    | 0.37%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (5 YEAR ISSUE)                                     | Japan Government Five Year Bond                                                  | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   260000000 | PA      | $1982995.89   | 0.89%             | 2023-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LL                                 | Black Knight InfoServ LLC                                                        | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |     1310000 | PA      | $1146905.00   | 0.51%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                                       | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     5270000 | PA      | $1220084.15   | 0.55%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                  | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |      230000 | PA      | $222467.50    | 0.10%             | 2024-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AETHON UN/AETHIN UN FIN                                  | Aethon United BR LP / Aethon United Finance Corp                                 | CUSIP: 00810GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      590000 | PA      | $585929.64    | 0.26%             | 2026-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                                   | Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC              | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      630000 | PA      | $559849.74    | 0.25%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                | Boeing Co/The                                                                    | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      595000 | PA      | $590979.47    | 0.26%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DT Auto Owner Trust                                      | DT Auto Owner Trust 2021-1                                                       | CUSIP: 23344GAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1800000 | PA      | $1648934.46   | 0.74%             | 2028-01-18      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                            | TransDigm Inc                                                                    | CUSIP: 893647BE6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1160000 | PA      | $1146532.40   | 0.51%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                    | Stellantis Finance US Inc                                                        | CUSIP: 85855CAE0<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2306988.38   | 1.03%             | 2032-09-12      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      910000 | PA      | $671872.89    | 0.30%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                     | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 39735000000 | PA      | $5805310.47   | 2.60%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                 | First Quantum Minerals Ltd                                                       | CUSIP: 335934AT2<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1705000 | PA      | $1603182.94   | 0.72%             | 2027-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                      | Ashtead Capital Inc                                                              | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |      420000 | PA      | $402945.90    | 0.18%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                                 | Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc                           | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1020000 | PA      | $885628.34    | 0.40%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                          | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      420000 | PA      | $357363.17    | 0.16%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                        | Ares Capital Corp                                                                | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      745000 | PA      | $686204.87    | 0.31%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                      | Global Payments Inc                                                              | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      360000 | PA      | $314192.75    | 0.14%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                 | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBC3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      960000 | PA      | $876000.00    | 0.39%             | 2026-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                           | Air Lease Corp                                                                   | CUSIP: 00914AAP7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      580000 | PA      | $534424.84    | 0.24%             | 2024-08-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                       | Leviathan Bond Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |     1830000 | PA      | $1794543.75   | 0.80%             | 2025-06-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                         | Bellemeade Re 2020-2 Ltd                                                         | CUSIP: 078782AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     6550000 | PA      | $6593707.50   | 2.95%             | 2030-08-26      | Floating      | 10.39%                | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                        | NatWest Group PLC                                                                | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      340000 | PA      | $244265.53    | 0.11%             | N/A             | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                            | Carnival Corp                                                                    | CUSIP: 143658BU5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     1010000 | PA      | $906980.00    | 0.41%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2020-DNA3                                          | CUSIP: 35565WBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      972634 | PA      | $1014320.10   | 0.45%             | 2050-06-25      | Floating      | 9.49%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                  | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |      480000 | PA      | $398080.33    | 0.18%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                    | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      935000 | PA      | $717879.13    | 0.32%             | 2047-12-06      | Fixed         | 4.20%                 | 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        |     1381589 | PA      | $1376617.87   | 0.62%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Connecticut Avenue Securities Trust 2019-R05                                     | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      693958 | PA      | $703732.17    | 0.31%             | 2039-07-25      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                | TEGNA INC                                                                        | CUSIP: 87901JAF2<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      650000 | PA      | $631394.05    | 0.28%             | 2026-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                               | NZD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $278694.75    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                 | Main Street Capital Corp                                                         | CUSIP: 56035LAD6<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |      270000 | PA      | $266274.10    | 0.12%             | 2024-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Eagle Re Ltd                                             | Eagle RE 2019-1 Ltd                                                              | CUSIP: 269822AC6<br>LEI: 254900L82OLW9QTLJ788 | Long             | ABS-MBS          | CORP              | US        |     1609196 | PA      | $1540709.42   | 0.69%             | 2029-04-25      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                             | Ecopetrol SA                                                                     | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      340000 | PA      | $237467.38    | 0.11%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                             | Vontier Corp                                                                     | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |      610000 | PA      | $489644.29    | 0.22%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| XP INC                                                   | XP Inc                                                                           | CUSIP: 98379XAA2<br>LEI: 5493008KDA8NBZRJST80 | Long             | DBT              | CORP              | KY        |     1405000 | PA      | $1264457.85   | 0.57%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                             | Broadcom Inc                                                                     | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $854818.30    | 0.38%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JAPAN (10 YEAR ISSUE)                                    | Japan Government Ten Year Bond                                                   | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   346200000 | PA      | $2653684.99   | 1.19%             | 2023-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | CDS ITRAXX.EU.32.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $3065.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                                         | Teine Energy Ltd                                                                 | CUSIP: 879068AB0<br>LEI: 5493002EE80G6ER7SM91 | Long             | DBT              | CORP              | CA        |     1250000 | PA      | $1130050.00   | 0.51%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                             | Vontier Corp                                                                     | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     2010000 | PA      | $1702709.99   | 0.76%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                             | Ecopetrol SA                                                                     | CUSIP: 279158AK5<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      685000 | PA      | $653873.53    | 0.29%             | 2025-01-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                     | Talos Production Inc                                                             | CUSIP: 87485LAC8<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1180256.00   | 0.53%             | 2026-01-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | USD/JPY FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $54733.77     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | STACR Trust 2018-HRP2                                                            | CUSIP: 35564ACB5<br>LEI: 549300YG8OJES76WL398 | Long             | ABS-MBS          | CORP              | US        |     3910000 | PA      | $3911987.06   | 1.75%             | 2047-02-25      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                  | New Fortress Energy Inc                                                          | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      455000 | PA      | $423423.00    | 0.19%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA/FOOD/FINANCE                                     | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | CUSIP: 46590XAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      335000 | PA      | $317997.97    | 0.14%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                           | Synchrony Bank                                                                   | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |     2360000 | PA      | $2318561.63   | 1.04%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                 | Univision Communications Inc                                                     | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      600000 | PA      | $580161.00    | 0.26%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                         | Antares Holdings LP                                                              | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      645000 | PA      | $517498.42    | 0.23%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | 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      | $1355131.72   | 0.61%             | 2040-01-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                           | Sabre GLBL Inc                                                                   | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      388000 | PA      | $399775.80    | 0.18%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                  | Blackstone Secured Lending Fund                                                  | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |      980000 | PA      | $902512.60    | 0.40%             | 2026-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| WESTERN ALLIANCE BANCORP                                 | Western Alliance Bancorp                                                         | CUSIP: 957638AD1<br>LEI: 5493003VJXZ5JXT9S762 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1690187.40   | 0.76%             | 2031-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                  | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAD3<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     1265000 | PA      | $1239105.45   | 0.55%             | 2023-07-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CITGO HOLDING INC                                        | Citgo Holding Inc                                                                | CUSIP: 17302WAB4<br>LEI: 549300NYHOALWZ2BSL72 | Long             | DBT              | CORP              | US        |      600000 | PA      | $599839.12    | 0.27%             | 2024-08-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MOHEGAN TRIBAL GAMING AU                                 | Mohegan Tribal Gaming Authority                                                  | CUSIP: 608328BH2<br>LEI: 549300UB083Z2NRDHC48 | Long             | DBT              | CORP              | US        |     1180000 | PA      | $1105683.60   | 0.49%             | 2026-02-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                   | Diamondback Energy Inc                                                           | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1303151.99   | 0.58%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITI GRP/UNITI HLD/CSL                                  | Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC                      | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2140000 | PA      | $2076063.22   | 0.93%             | 2025-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                     | Glencore Funding LLC                                                             | CUSIP: 378272AV0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     1020000 | PA      | $979730.90    | 0.44%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                         | Taseko Mines Ltd                                                                 | CUSIP: 876511AF3<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     1505000 | PA      | $1325286.85   | 0.59%             | 2026-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| B3 SA-BRASIL BOLSA BALCA                                 | B3 SA - Brasil Bolsa Balcao                                                      | CUSIP: 11778EAA4<br>LEI: 4GTK5S46E6H318LMDS44 | Long             | DBT              | CORP              | BR        |      500000 | PA      | $421946.74    | 0.19%             | 2031-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Connecticut Avenue Securities Trust 2019-R01                                     | CUSIP: 20754FAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       60000 | PA      | $61338.26     | 0.03%             | 2031-07-25      | Floating      | 8.74%                 | 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        |    28990000 | PA      | $4716245.68   | 2.11%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SK HYNIX INC                                             | SK Hynix Inc                                                                     | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |      915000 | PA      | $673884.04    | 0.30%             | 2031-01-19      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                         | BAT Capital Corp                                                                 | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1542444.68   | 0.69%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                            | UBS AG/London                                                                    | CUSIP: 902674YK0<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |      220000 | PA      | $205134.32    | 0.09%             | 2024-08-09      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                 | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     3565028 | PA      | $3434970.40   | 1.54%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMAGGI LUX INTL SARL                                     | Amaggi Luxembourg International Sarl                                             | CUSIP: 02265WAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      380000 | PA      | $358678.20    | 0.16%             | 2028-01-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 35565TBD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1437662.10   | 0.64%             | 2050-11-25      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Connecticut Avenue Securities Trust 2019-R07                                     | CUSIP: 20753WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      115000 | PA      | $111567.14    | 0.05%             | 2039-10-25      | Floating      | 7.79%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                  | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     2180000 | PA      | $1962000.00   | 0.88%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.              | US ULTRA TREASURY BOND                                                           | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         303 | NC      | $-1132686.72  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                  | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXZ2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1165000 | PA      | $1152532.66   | 0.52%             | 2024-03-08      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| KENBOURNE INVEST SA                                      | Kenbourne Invest SA                                                              | CUSIP: 000000000<br>LEI: 222100QGH6Y9KFYZ4B27 | Long             | DBT              | CORP              | LU        |     1030000 | PA      | $982213.15    | 0.44%             | 2024-11-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                           | Var Energi ASA                                                                   | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      520000 | PA      | $537611.57    | 0.24%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| HANESBRANDS INC                                          | Hanesbrands Inc                                                                  | CUSIP: 410345AJ1<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1212697.03   | 0.54%             | 2024-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                        | Ares Capital Corp                                                                | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      300000 | PA      | $241036.51    | 0.11%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                                     | Flutter Financing BV                                                             | CUSIP: 000000000<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |     1000000 | PA      | $997085.00    | 0.45%             | 2028-07-04      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| XIAOMI BEST TIME INTL                                    | Xiaomi Best Time International Ltd                                               | CUSIP: 98422HAA4<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | HK        |      600000 | PA      | $469254.92    | 0.21%             | 2030-04-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                                         | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |      495000 | PA      | $403080.98    | 0.18%             | 2031-07-15      | Fixed         | 4.75%                 | 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        |    18200491 | NS      | $18200491.07  | 8.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                 | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      781000 | PA      | $762353.63    | 0.34%             | 2025-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                                   | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1186119.89   | 0.53%             | 2024-05-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2020-HQA4                                          | CUSIP: 35565RBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      685000 | PA      | $700841.24    | 0.31%             | 2050-09-25      | Floating      | 9.64%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                               | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      255000 | PA      | $226295.34    | 0.10%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                               | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |      895000 | PA      | $814539.50    | 0.36%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                       | Mativ Holdings Inc                                                               | CUSIP: 808541AA4<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1092814.45   | 0.49%             | 2026-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                                 | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | CUSIP: 559665AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2310000 | PA      | $2221180.50   | 0.99%             | 2026-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BUNDESREPUB. DEUTSCHLAND                                 | Bundesrepublik Deutschland Bundesanleihe                                         | CUSIP: 000000000<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4290000 | PA      | $3962681.85   | 1.77%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                 | Main Street Capital Corp                                                         | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     1215000 | PA      | $1048508.79   | 0.47%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                   | HP Inc                                                                           | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |      840000 | PA      | $816496.43    | 0.37%             | 2028-01-15      | Fixed         | 4.75%                 | 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      | $955771.16    | 0.43%             | 2026-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                    | Owl Rock Capital Corp                                                            | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |      365000 | PA      | $301563.52    | 0.13%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 35565TAJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |     2854941 | PA      | $2824080.35   | 1.26%             | 2050-11-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM / SPEC I                                 | Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC  | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2071824.05   | 0.93%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                 | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $861051.69    | 0.39%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                 | Embraer Netherlands Finance BV                                                   | CUSIP: 29082HAC6<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |      535000 | PA      | $535920.20    | 0.24%             | 2028-01-17      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| OWL ROCK TECHNOLOGY FINA                                 | Owl Rock Technology Finance Corp                                                 | CUSIP: 691205AC2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |      685000 | PA      | $620943.86    | 0.28%             | 2025-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                 | Texas Capital Bancshares Inc                                                     | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $959853.35    | 0.43%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                             | GS Mortgage Securities Corp Trust 2019-70P                                       | CUSIP: 36257MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      160000 | PA      | $154164.35    | 0.07%             | 2036-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                     | Tencent Holdings Ltd                                                             | CUSIP: 88032WAV8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |      450000 | PA      | $285328.05    | 0.13%             | 2050-06-03      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | CDS ITRAXX.EUR.33.V1                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $56050.66     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                     | Blue Owl Finance LLC                                                             | CUSIP: 09581JAA4<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $770970.31    | 0.35%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                                 | Graphic Packaging International LLC                                              | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |     1339000 | PA      | $1169627.72   | 0.52%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                              | Freddie Mac Pool                                                                 | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2512473 | PA      | $2420749.57   | 1.08%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac Structured Agency Credit Risk Debt Notes                             | CUSIP: 35564KDB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | CORP              | US        |      930000 | PA      | $920093.92    | 0.41%             | 2033-08-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                      | American Tower Corp                                                              | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      405000 | PA      | $360550.47    | 0.16%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                               | Weibo Corp                                                                       | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |      520000 | PA      | $404544.44    | 0.18%             | 2030-07-08      | Fixed         | 3.38%                 | 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      | $1227606.30   | 0.55%             | 2026-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                     | Chart Industries Inc                                                             | CUSIP: 16115Q407<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EP               | CORP              | US        |       20000 | NS      | $1012800.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX CORP                                              | ROBLOX Corp                                                                      | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      455000 | PA      | $359222.50    | 0.16%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | USD/NZD FORWARD                                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |           1 | NC      | $10494.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ROCC HOLDINGS LLC                                        | ROCC Holdings LLC                                                                | CUSIP: 70789PAA2<br>LEI: 6XOCUKRR0UU0LF5P1W14 | Long             | DBT              | CORP              | US        |      325000 | PA      | $323976.42    | 0.14%             | 2026-08-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| HUDBAY MINERALS INC                                      | Hudbay Minerals Inc                                                              | CUSIP: 443628AJ1<br>LEI: 549300WI524AL577IX21 | Long             | DBT              | CORP              | CA        |      650000 | PA      | $591213.78    | 0.26%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                        | Ares Capital Corp                                                                | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     2294000 | PA      | $1944935.33   | 0.87%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                     | Tencent Holdings Ltd                                                             | CUSIP: 88032WBB1<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |      600000 | PA      | $442101.90    | 0.20%             | 2041-04-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                               | Intel Corp                                                                       | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      890000 | PA      | $834812.19    | 0.37%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES LTD                                       | Viking Cruises Ltd                                                               | CUSIP: 92676XAC1<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     1250000 | PA      | $1142193.75   | 0.51%             | 2025-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VISTA OUTDOOR INC                                        | Vista Outdoor Inc                                                                | CUSIP: 928377AC4<br>LEI: 549300QI2D33ESTJLN81 | Long             | DBT              | CORP              | US        |      175000 | PA      | $128719.50    | 0.06%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | CDS CDX.NA.IG.34                                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $99231.44     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                       | CNX Resources Corp                                                               | CUSIP: 12653CAC2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      109000 | PA      | $108369.98    | 0.05%             | 2027-03-14      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                  | Blackstone Secured Lending Fund                                                  | CUSIP: 09261LAD0<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89179.05     | 0.04%             | 2023-07-14      | Fixed         | 3.65%                 | 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      | $175430.04    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| WORLD ACCEPTANCE CORP                                    | World Acceptance Corp                                                            | CUSIP: 981419AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1122501.26   | 0.50%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                     | Hercules Capital Inc                                                             | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     1868000 | PA      | $1577652.22   | 0.71%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                    | Minerva Luxembourg SA                                                            | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |      355000 | PA      | $291978.63    | 0.13%             | 2031-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | CDS CDX.NA.HY.31.V14                                                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $456251.24    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

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

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer