# EDGAR Filing Document

**Accession Number:** 0001474103
**File Stem:** 0000940400-26-007242
**Filing Date:** 2026-2
**Character Count:** 94271
**Document Hash:** 8d6a1d6fa94f7a5f872fdafc1928a96e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-007242.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0000940400-26-007242

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**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:** 26664685

**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:** One Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

  - **Telephone number:** 1-800-691-6960

**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:** 2025-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $467215603.94

**Total Liabilities:** $5463043.89

**Net Assets:** $461752560.05

**Cash Not Reported:** $1389928.24

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 53.03379360 | **1-Year:** 8799.27910295 | **5-Year:** 37504.27801407 | **10-Year:** 20734.92824665 | **30-Year:** 1106.48850354

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

- **3-Month:** 714.15041176 | **1-Year:** 21502.58850584 | **5-Year:** 38308.56383162 | **10-Year:** 8657.86228368 | **30-Year:** 2068.47094516

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000169730 | 0.32%                | 0.53%                | 0.47%                |
| Class ID C000169732 | 0.32%                | 0.43%                | 0.38%                |
| Class ID C000169735 | 0.32%                | 0.63%                | 0.44%                |
| Class ID C000169736 | 0.32%                | 0.63%                | 0.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-491423.78              | $-609665.52                                |
| Month 2  | $-398326.64              | $286691.29                                 |
| Month 3  | $376275.43               | $360273.62                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY & CO. LLC                                 | USD/EGP FORWARD                                                                  | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |           1 | NC      | $182937.53    | 0.04%             |  |  |  | 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        |         509 | NC      | $-396964.01   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| RIVERS ENTERPRISE                                        | Rivers Enterprise Lender LLC / Rivers Enterprise Lender Corp                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1399042.63   | 0.30%             | 2030-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                         | Antares Holdings LP                                                              | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     2640000 | PA      | $2794436.70   | 0.61%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| AES PANAMA GENERATION HL                                 | AES Panama Generation Holdings SRL                                               | CUSIP: 00109AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | PA        |      798150 | PA      | $751618.12    | 0.16%             | 2030-05-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ADECOAGRO SA                                             | Adecoagro SA                                                                     | CUSIP: 00676LAC0<br>LEI: 529900Q00UR5LFELO811 | Long             | DBT              | CORP              | LU        |      550000 | PA      | $520839.00    | 0.11%             | 2032-07-29      | Fixed         | 7.50%                 | 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      | $4827926.95   | 1.05%             | 2048-10-25      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                                 | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |      990000 | PA      | $945956.10    | 0.20%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TEINE ENERGY LTD                                         | Teine Energy Ltd                                                                 | CUSIP: 879068AB0<br>LEI: 894500JBC83AX7PYEU16 | Long             | DBT              | CORP              | CA        |     3100000 | PA      | $3111281.83   | 0.67%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                        | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     1790000 | PA      | $1818761.72   | 0.39%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ZIPRECRUITER INC                                         | ZipRecruiter Inc                                                                 | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |     2755000 | PA      | $2165628.36   | 0.47%             | 2030-01-15      | Fixed         | 5.00%                 | 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      | $1372333.10   | 0.30%             | 2026-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                               | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $328490.41    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KUE7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | CORP              | US        |     3880000 | PA      | $4139564.24   | 0.90%             | 2042-03-25      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                         | Bellemeade Re 2023-1 Ltd                                                         | CUSIP: 07876XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     1680000 | PA      | $1728893.21   | 0.37%             | 2033-10-25      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC                                          | Star Parent Inc                                                                  | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1196673.08   | 0.26%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                      | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    57025000 | PA      | $1183450.39   | 0.26%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                       | Ally Financial Inc                                                               | CUSIP: 02005NBN9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     3165000 | PA      | $3021400.66   | 0.65%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I                           | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5220000 | PA      | $5101210.55   | 1.10%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | 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      | $2014539.09   | 0.44%             | 2052-03-25      | Floating      | 8.87%                 | 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      | $2389072.22   | 0.52%             | 2043-09-25      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                           | Trust Fibra Uno                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      351000 | PA      | $343734.12    | 0.07%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                         | Bellemeade Re Ltd                                                                | CUSIP: 078915AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     1190000 | PA      | $1230528.31   | 0.27%             | 2034-08-25      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                            | KRW/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-271038.74   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                       | Mativ Holdings Inc                                                               | CUSIP: 808541AC0<br>LEI: 549300Z1FU4IDULG1R21 | Long             | DBT              | CORP              | US        |     1365000 | PA      | $1380390.29   | 0.30%             | 2029-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                     | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     2691000 | PA      | $2761640.01   | 0.60%             | 2032-03-15      | Fixed         | 7.00%                 | 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      | $899520.84    | 0.19%             | 2042-01-25      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers                            | Retained Vantage Data Centers Issuer LLC                                         | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |     6990000 | PA      | $6975318.20   | 1.51%             | 2048-09-15      | Fixed         | 5.00%                 | 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        |    10446123 | NS      | $10446123.12  | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR CAPITAL CORP                                      | FS KKR Capital Corp                                                              | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      725000 | PA      | $669256.05    | 0.14%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XGN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      728502 | PA      | $744559.48    | 0.16%             | 2029-09-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                      | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   207300000 | PA      | $4323194.91   | 0.94%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                          | Zayo Issuer LLC                                                                  | CUSIP: 98919WAN3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2295000 | PA      | $2296739.15   | 0.50%             | 2055-10-20      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                                 | IREN Ltd                                                                         | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |     1340000 | PA      | $995620.00    | 0.22%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                            | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $1683408.29   | 0.36%             |  |  |  | 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      | $1074980.89   | 0.23%             | 2031-10-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAEL FINANCE                                  | Energean Israel Finance Ltd                                                      | CUSIP: 000000000<br>LEI: 98450044QACBL3F8EB03 | Long             | DBT              | CORP              | IL        |     3050000 | PA      | $3012770.94   | 0.65%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc                                           | Sabre GLBL Inc                                                                   | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |      866148 | PA      | $855321.41    | 0.19%             | 2028-06-30      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                 | OHA Credit Funding 1 LTD                                                         | CUSIP: 67115WBA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     2560000 | PA      | $2579336.96   | 0.56%             | 2037-04-20      | Floating      | 7.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                      | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KUX5<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |     1800000 | PA      | $1845729.36   | 0.40%             | 2042-04-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                         | Taseko Mines Ltd                                                                 | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     2550000 | PA      | $2711884.20   | 0.59%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                      | Petroleos Mexicanos                                                              | CUSIP: 71654QCK6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2340000 | PA      | $2350423.55   | 0.51%             | 2028-02-12      | Fixed         | 5.35%                 | 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      | $1640835.48   | 0.36%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                    | Mineral Resources Ltd                                                            | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     3450000 | PA      | $3623881.14   | 0.78%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                  | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   139000000 | PA      | $7187195.56   | 1.56%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                                 | Turning Point Brands Inc                                                         | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1429528.08   | 0.31%             | 2032-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                      | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    19450000 | PA      | $401695.76    | 0.09%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                 | First Quantum Minerals Ltd                                                       | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     2640000 | PA      | $2781488.16   | 0.60%             | 2031-06-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                            | Aircastle Ltd                                                                    | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     5000000 | PA      | $5010170.50   | 1.09%             | N/A             | Fixed         | 5.25%                 | 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      | $2057042.77   | 0.45%             | 2034-01-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                       | Ally Financial Inc                                                               | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2530000 | PA      | $2514572.62   | 0.54%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                              | Vistra Corp                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1126768.38   | 0.24%             | N/A             | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $1170972.66   | 0.25%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALLWYN ENTERTAINMENT FIN                                 | Allwyn Entertainment Financing UK PLC                                            | CUSIP: 02007VAA8<br>LEI: 315700J7ZTIN8XGCX365 | Long             | DBT              | CORP              | GB        |     1650000 | PA      | $1718272.73   | 0.37%             | 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        |      708213 | PA      | $745592.25    | 0.16%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                  | Enova International Inc                                                          | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1438106.40   | 0.31%             | 2029-08-01      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| ERO COPPER CORP                                          | ERO Copper Corp                                                                  | CUSIP: 296006AA7<br>LEI: 549300KL8A21SEIO8I47 | Long             | DBT              | CORP              | CA        |     2095000 | PA      | $2098924.88   | 0.45%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AVIANCA MIDCO 2 PLC                                      | Avianca Midco 2 PLC                                                              | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1030000 | PA      | $1034223.00   | 0.22%             | 2030-02-14      | Fixed         | 9.62%                 | 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      | $2883784.79   | 0.62%             | 2042-06-25      | Floating      | 8.37%                 | 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      | $830197.45    | 0.18%             | 2026-06-17      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AFFINITY INTERACTIVE                                     | Affinity Interactive                                                             | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5110000 | PA      | $3031763.66   | 0.66%             | 2027-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cogent IPv4 LLC                                          | Cogent Ipv4 LLC                                                                  | CUSIP: 19240JAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2790000 | PA      | $2865158.69   | 0.62%             | 2055-04-25      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| VISTRA CORP                                              | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |     1310000 | PA      | $1337776.81   | 0.29%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                   | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      337000 | PA      | $330968.07    | 0.07%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                 | Devon Energy Corp                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     2480000 | PA      | $2401982.18   | 0.52%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NFE FINANCING LLC                                        | NFE Financing LLC                                                                | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8384212 | PA      | $2431421.48   | 0.53%             | 2029-11-15      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                             | UBS Group AG                                                                     | CUSIP: 225401AZ1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     4140000 | PA      | $4563378.14   | 0.99%             | 2033-08-12      | Fixed         | 6.54%                 | 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       |     1485000 | PA      | $1577053.98   | 0.34%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                     | Cleveland-Cliffs Inc                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     1959000 | PA      | $2048694.72   | 0.44%             | 2034-01-15      | Fixed         | 7.62%                 | 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      | $1381377.76   | 0.30%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WestJet Loyalty LP                                       | WESTJET LOYALTY LP                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |     2259750 | PA      | $2272811.36   | 0.49%             | 2031-02-14      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| SGUS LLC                                                 | SGUS LLC                                                                         | CUSIP: 81880AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1446900 | PA      | $542587.50    | 0.12%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Star Parent Inc                                          | STAR PARENT INC                                                                  | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |     1129875 | PA      | $1132479.36   | 0.25%             | 2030-09-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| PRIME HEALTHCARE SERVICE                                 | Prime Healthcare Services Inc                                                    | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1765000 | PA      | $1856083.90   | 0.40%             | 2029-09-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                 | Permian Resources Operating LLC                                                  | CUSIP: 71424VAB6<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |      995000 | PA      | $1021129.70   | 0.22%             | 2033-02-01      | Fixed         | 6.25%                 | 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        |     2472210 | PA      | $2445781.09   | 0.53%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Consolidated Communications LL                           | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC                  | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     1940000 | PA      | $1987594.99   | 0.43%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                    | Argentine Republic Government International Bond                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     6760000 | PA      | $5046340.00   | 1.09%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                      | JPMorgan Chase & Co                                                              | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1860000 | PA      | $1850671.91   | 0.40%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                 | Transocean International Ltd                                                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     1360000 | PA      | $1348019.62   | 0.29%             | 2031-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                     | YPF SA                                                                           | CUSIP: 984245BB5<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     2360000 | PA      | $2417730.32   | 0.52%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                                     | Grupo Aeromexico SAB de CV                                                       | CUSIP: 40054JAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     2286000 | PA      | $2340429.66   | 0.51%             | 2029-11-15      | Fixed         | 8.25%                 | 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      | $2905268.51   | 0.63%             | 2043-09-25      | Floating      | 8.37%                 | 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      | $3623198.04   | 0.78%             | 2039-01-20      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| TPG Real Estate Finance                                  | TRTX 2025-FL7 Issuer Ltd                                                         | CUSIP: 87277LAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     3980000 | PA      | $3983503.59   | 0.86%             | 2043-06-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                    | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1250284.38   | 0.27%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                         | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1988000 | PA      | $2080260.65   | 0.45%             | 2028-12-15      | Fixed         | 9.25%                 | 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      | $1860192.56   | 0.40%             | 2030-04-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| DANAOS CORP                                              | Danaos Corp                                                                      | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |     2060000 | PA      | $2132165.92   | 0.46%             | 2032-10-15      | Fixed         | 6.88%                 | 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      | $1855745.81   | 0.40%             | N/A             | Fixed         | 5.88%                 | 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      | $720553.40    | 0.16%             | 2030-03-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                 | Transocean International Ltd                                                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      276000 | PA      | $278354.00    | 0.06%             | 2029-05-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                                    | Argentine Republic Government International Bond                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     5904000 | PA      | $5033160.00   | 1.09%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                          | Zayo Issuer LLC                                                                  | CUSIP: 98919WAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6380000 | PA      | $6590599.97   | 1.43%             | 2055-06-20      | Fixed         | 6.59%                 | 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      | $4692549.84   | 1.02%             | 2055-05-20      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                     | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     1200000 | PA      | $918978.88    | 0.20%             | 2035-01-17      | Fixed         | 5.70%                 | 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      | $2362311.36   | 0.51%             | 2045-02-25      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| BELLEMEADE RE LT                                         | Bellemeade Re Ltd                                                                | CUSIP: 078915AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | BM        |     2120000 | PA      | $2159415.46   | 0.47%             | 2034-08-25      | Floating      | 7.82%                 | 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      | $1112960.66   | 0.24%             | N/A             | Fixed         | 5.00%                 | 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      | $2592436.86   | 0.56%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                            | Citigroup Inc                                                                    | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1452071.73   | 0.31%             | N/A             | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                           | Trust Fibra Uno                                                                  | CUSIP: 89834JAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      972000 | PA      | $1065877.67   | 0.23%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                   | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      765000 | PA      | $750548.54    | 0.16%             | N/A             | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| S&S HOLDINGS LLC                                         | S&S Holdings LLC                                                                 | CUSIP: 78525CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1724000 | PA      | $1653482.88   | 0.36%             | 2031-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                    | Petroleos del Peru SA                                                            | CUSIP: 716564AB5<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     2570000 | PA      | $1636312.58   | 0.35%             | 2047-06-19      | Fixed         | 5.62%                 | 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      | $1477501.57   | 0.32%             | 2040-01-25      | Floating      | 7.24%                 | 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      | $5018237.25   | 1.09%             | 2042-05-25      | Floating      | 9.12%                 | 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      | $3032680.55   | 0.66%             | 2029-02-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                             | Ecopetrol SA                                                                     | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     3080000 | PA      | $3173662.80   | 0.69%             | 2032-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PLUSPETROL SA                                            | Pluspetrol SA                                                                    | CUSIP: 72942BAB1<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | AR        |      980000 | PA      | $974019.62    | 0.21%             | 2031-05-18      | Fixed         | 8.12%                 | 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      | $4239912.00   | 0.92%             | 2029-09-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                            | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-2273335.59  | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                      | Charles Schwab Corp/The                                                          | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     4940000 | PA      | $4912850.55   | 1.06%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                               | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     2030000 | PA      | $2021482.12   | 0.44%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GRAHAM PACKAGING/GPC CAP                                 | Graham Packaging Co Inc                                                          | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1032943.74   | 0.22%             | 2028-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                      | Global Payments Inc                                                              | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     2360000 | PA      | $2122820.00   | 0.46%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                             | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1377558.91   | 0.30%             | 2030-02-15      | Fixed         | 5.00%                 | 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        |     1145625 | PA      | $1145667.27   | 0.25%             | 2026-01-15      | Fixed         | 4.88%                 | 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      | $1059698.08   | 0.23%             | 2042-07-25      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                    | Vale Overseas Ltd                                                                | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     1680000 | PA      | $1716120.00   | 0.37%             | 2054-06-28      | Fixed         | 6.40%                 | 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      | $1789621.34   | 0.39%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      860000 | PA      | $902465.07    | 0.20%             | 2029-02-01      | Fixed         | 9.25%                 | 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      | $1010126.63   | 0.22%             | 2029-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                               | Trust 2401                                                                       | CUSIP: 89834MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      679000 | PA      | $669263.14    | 0.14%             | 2030-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                   | Egypt Government International Bond                                              | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1520000 | PA      | $1625308.61   | 0.35%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Blue Stream Issuer, LLC                                  | Blue Stream Issuer LLC                                                           | CUSIP: 09606BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2490000 | PA      | $2544705.05   | 0.55%             | 2053-05-20      | Fixed         | 8.90%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                      | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    92100000 | PA      | $1795579.36   | 0.39%             | 2026-04-28      | None          | 0.00%                 | 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      | $1101321.42   | 0.24%             | 2026-03-10      | Fixed         | 2.95%                 | 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        |      256640 | PA      | $245694.43    | 0.05%             | 2030-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                    | Minerva Luxembourg SA                                                            | CUSIP: 603374AH2<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |     1180000 | PA      | $1290816.16   | 0.28%             | 2033-09-13      | Fixed         | 8.88%                 | 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      | $17733.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOEASY LTD                                               | goeasy Ltd                                                                       | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     4000000 | PA      | $4116048.00   | 0.89%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TRUST 2401                                               | Trust 2401                                                                       | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |      488000 | PA      | $540303.84    | 0.12%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| COGENT COMMS GRP / FIN                                   | Cogent Communications Group LLC / Cogent Finance Inc                             | CUSIP: 19240WAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2294320.85   | 0.50%             | 2032-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                             | SM Energy Co                                                                     | CUSIP: 78454LAP5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     1690000 | PA      | $1701495.33   | 0.37%             | 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        |     1075000 | PA      | $1095651.29   | 0.24%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GEOPARK LTD                                              | Geopark Ltd                                                                      | CUSIP: 37255BAC3<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |     1920000 | PA      | $1795180.97   | 0.39%             | 2030-01-31      | Fixed         | 8.75%                 | 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      | $1548625.80   | 0.34%             | 2042-05-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                     | Kioxia Holdings Corp                                                             | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      460000 | PA      | $473678.41    | 0.10%             | 2030-07-24      | Fixed         | 6.25%                 | 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      | $3365000.91   | 0.73%             | 2050-11-25      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                   | Venture Global LNG Inc                                                           | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     2490000 | PA      | $1968247.14   | 0.43%             | N/A             | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                                    | CDS REPUBLIC OF PANAMA                                                           | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $18102.64     | 0.00%             |  |  |  | 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      | $2381555.44   | 0.52%             | 2043-05-25      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| AMERITEX HOLDCO INTERMED                                 | AmeriTex HoldCo Intermediate LLC                                                 | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      740000 | PA      | $781276.46    | 0.17%             | 2033-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BANCO DE CREDITO DEL PER                                 | Banco de Credito del Peru S.A.                                                   | CUSIP: 05971U2K2<br>LEI: 549300EQYQ8SCQZ4BY14 | Long             | DBT              | CORP              | PE        |     1360000 | PA      | $1368500.00   | 0.30%             | 2037-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                             | Ecopetrol SA                                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |      590000 | PA      | $630501.89    | 0.14%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                              | Enviri Corp                                                                      | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |     1785000 | PA      | $1787288.37   | 0.39%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                                     | Colombian TES                                                                    | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 18630000000 | PA      | $4437427.14   | 0.96%             | 2046-07-25      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                     | Blue Owl Finance LLC                                                             | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $939678.32    | 0.20%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV                                          | Cemex SAB de CV                                                                  | CUSIP: 151290CC5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      780000 | PA      | $814437.00    | 0.18%             | N/A             | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Connect US Finco LLC                                     | CONNECT FINCO SARL                                                               | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |     1625863 | PA      | $1625635.32   | 0.35%             | 2029-09-27      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                   | Egypt Government International Bond                                              | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      750000 | PA      | $862378.34    | 0.19%             | 2033-02-04      | Fixed         | 9.45%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                               | USD/CLP FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $138787.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                         | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1483263.81   | 0.32%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| LONG RIDGE ENERGY LLC                                    | Long Ridge Energy LLC                                                            | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |     1610000 | PA      | $1715094.36   | 0.37%             | 2032-02-15      | Fixed         | 8.75%                 | 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      | $1827458.84   | 0.40%             | 2048-04-01      | Fixed         | 5.75%                 | 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      | $2681104.90   | 0.58%             | 2043-11-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                     | YPF SA                                                                           | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     1970000 | PA      | $2104298.84   | 0.46%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Connecticut Avenue Securities Trust 2025-R06                                     | CUSIP: 20754YCL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1310000 | PA      | $1318656.22   | 0.29%             | 2045-09-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                      | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    19675000 | PA      | $387103.36    | 0.08%             | 2026-04-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                                 | Yinson Boronia Production BV                                                     | CUSIP: 98584XAA3<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |     2825539 | PA      | $3084631.85   | 0.67%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                               | Viasat Inc                                                                       | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     2430000 | PA      | $2435554.25   | 0.53%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1061209.48   | 0.23%             | 2031-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                            | USD/KRW FORWARD                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-495788.01   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                     | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2345358.65   | 0.51%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES                                 | Texas Capital Bancshares Inc                                                     | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1067266.15   | 0.23%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | 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      | $3935175.96   | 0.85%             | 2042-09-25      | Floating      | 9.62%                 | 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      | $3010726.15   | 0.65%             | 2040-02-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                            | EchoStar Corp                                                                    | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     1928588 | PA      | $6446306.86   | 1.40%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                                     | YPF SA                                                                           | CUSIP: 984245AY6<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     2070000 | PA      | $2145147.21   | 0.46%             | 2031-09-11      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                        | Golub Capital BDC Inc                                                            | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1350149.12   | 0.29%             | 2029-07-15      | Fixed         | 6.00%                 | 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      | $1767626.77   | 0.38%             | 2043-01-25      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| PRA GROUP INC                                            | PRA Group Inc                                                                    | CUSIP: 69354NAD8<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |     3040000 | PA      | $2861355.62   | 0.62%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS DOMINICANOS                                  | Aeropuertos Dominicanos Siglo XXI SA                                             | CUSIP: 007866AE6<br>LEI: 254900KJA5MXNPYB4W32 | Long             | DBT              | CORP              | DO        |      990000 | PA      | $1044395.55   | 0.23%             | 2034-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES (USA) INC.                               | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $46493.69     | 0.01%             |  |  |  | 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      | $3406378.24   | 0.74%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                         | Antares Holdings LP                                                              | CUSIP: 03666HAD3<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |      645000 | PA      | $630681.48    | 0.14%             | 2027-01-15      | Fixed         | 2.75%                 | 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      | $1634354.30   | 0.35%             | 2031-07-24      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                       | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2160000 | PA      | $2178638.64   | 0.47%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                   | Sempra                                                                           | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     4830000 | PA      | $4750701.06   | 1.03%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PRIO LUX HLD SARL                                        | PRIO Luxembourg Holding Sarl                                                     | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |     1740000 | PA      | $1694760.00   | 0.37%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                                 | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAC9<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |       80100 | PA      | $504.63       | 0.00%             | 2029-12-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ALGOMA STEEL INC                                         | Algoma Steel Inc                                                                 | CUSIP: 01566MAD7<br>LEI: 5493006RXIB5GVHWJS53 | Long             | DBT              | CORP              | CA        |     1329000 | PA      | $1114322.11   | 0.24%             | 2029-04-15      | Fixed         | 9.12%                 | 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      | $3786693.78   | 0.82%             | 2027-12-30      | Variable      | 8.00%                 | 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      | $800095.21    | 0.17%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                             | COP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-53419.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                  | Mexican Bonos                                                                    | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   443100000 | PA      | $21015165.94  | 4.55%             | 2053-07-31      | Fixed         | 8.00%                 | 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      | $916937.81    | 0.20%             | 2042-02-25      | Floating      | 7.62%                 | 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        |   138590000 | PA      | $21359260.14  | 4.63%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| EGYPT TREASURY BILL                                      | Egypt Treasury Bills                                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |   306475000 | PA      | $6422958.10   | 1.39%             | 2026-01-06      | None          | 0.00%                 | 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      | $1028438.73   | 0.22%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4826898.47   | 1.05%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| YPF ENERGIA ELECTRICA SA                                 | YPF Energia Electrica SA                                                         | CUSIP: 98424MAB9<br>LEI: 5493002XN8FRTYQLR778 | Long             | DBT              | CORP              | AR        |     3020000 | PA      | $3033004.12   | 0.66%             | 2032-10-16      | Fixed         | 7.88%                 | 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      | $9423032.02   | 2.04%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| SAKS GLOBAL ENTERPRS LLC                                 | Saks Global Enterprises LLC                                                      | CUSIP: 79380MAD7<br>LEI: 5493007HQSJGRH78Q684 | Long             | DBT              | CORP              | US        |     2136000 | PA      | $138840.00    | 0.03%             | 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        |     1880000 | PA      | $1863569.36   | 0.40%             | 2029-08-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC.                            | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DFE              | CORP              | US        |           1 | NC      | $30700.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAGE HOLD                                    | Freedom Mortgage Holdings LLC                                                    | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1127180.60   | 0.24%             | 2032-04-01      | Fixed         | 8.38%                 | 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      | $2032193.67   | 0.44%             | 2042-04-25      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Connecticut Avenue Securities Trust 2021-R02                                     | CUSIP: 20754KAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2260000 | PA      | $2304577.60   | 0.50%             | 2041-11-25      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                    | Level 3 Financing Inc                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      560000 | PA      | $574189.08    | 0.12%             | 2036-01-15      | Fixed         | 8.50%                 | 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      | $1331701.90   | 0.29%             | 2029-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                                       | Leviathan Bond Ltd                                                               | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |      893000 | PA      | $900040.86    | 0.19%             | 2027-06-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSN RESOURCES SA                                         | CSN Resources SA                                                                 | CUSIP: 12644VAF5<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     2045000 | PA      | $1901430.78   | 0.41%             | 2030-12-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                                 | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     2420000 | PA      | $2435306.50   | 0.53%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MINERVA LUXEMBOURG SA                                    | Minerva Luxembourg SA                                                            | CUSIP: 603374AF6<br>LEI: 222100NM3G3RCPGZ2Z17 | Long             | DBT              | CORP              | LU        |      355000 | PA      | $330431.55    | 0.07%             | 2031-03-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                         | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | CORP              | US        |      372198 | PA      | $378024.73    | 0.08%             | 2030-02-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-21

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

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer