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      <invstOrSec>
        <name>Discover Financial Services</name>
        <lei>Z1YLO2USPORE63VVUL20</lei>
        <title>Discover Financial Services</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SOUTHERN COPPER CORP</name>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>THE BANK OF NEW YORK MELLON</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
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        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="C00GUI90DKKANIQI"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mitsubishi Corp</name>
        <lei>KVIPTY4PULAPGC1VVD26</lei>
        <title>Mitsubishi Corp</title>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>THE BANK OF NEW YORK MELLON CORPORATION</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
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        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="C00GUJ04PHYVKUJR"/>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VALE OVERSEAS LIMITED</name>
        <lei>254900BA3U6G5DNV5V04</lei>
        <title>Vale Overseas Ltd</title>
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        <balance>50000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>10 YEAR US TREASURY NOTE</title>
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          <ticker value="TYU0"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG00R2NN6F2"/>
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        <balance>17.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8158.19000000</valUSD>
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        <fairValLevel>1</fairValLevel>
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                <issuerName>US TREASURY N/B</issuerName>
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            <expDate>2020-09-21</expDate>
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      <invstOrSec>
        <name>CAPITAL ONE FINANCIAL CORP</name>
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        <title>CAPITAL ONE FINANCIAL CORP</title>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>UNITEDHEALTH GROUP INC</name>
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        <title>UNITEDHEALTH GROUP INC</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Cummins Inc</name>
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        <title>Cummins Inc</title>
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        <name>United Microelectronics Corp</name>
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        <title>United Microelectronics Corp</title>
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        <name>ENERGY TRANSFER OPERATNG</name>
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        <title>Energy Transfer Operating LP</title>
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        <name>WW Grainger Inc</name>
        <lei>549300TWZSP6O1IH2V34</lei>
        <title>WW Grainger Inc</title>
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        <name>Northrop Grumman Corp</name>
        <lei>RIMU48P07456QXSO0R61</lei>
        <title>Northrop Grumman Corp</title>
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        <name>Comerica Inc</name>
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        <title>Comerica Inc</title>
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        <name>Jack in the Box Inc</name>
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        <name>TSY INFL IX N/B</name>
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        <title>United States Treasury Inflation Indexed Bonds</title>
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        <name>ENTERPRISE PRODUCTS OPER</name>
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        <title>Enterprise Products Operating LLC</title>
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        <name>Sumitomo Corp</name>
        <lei>V82KK8NH1P0JS71FJC05</lei>
        <title>Sumitomo Corp</title>
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        <name>LG Uplus Corp</name>
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        <name>OSAKA EXCHANGE,INC</name>
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        <name>ICE FUTURES EUROPE</name>
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        <name>Shionogi &amp; Co Ltd</name>
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        <name>Under Armour Inc</name>
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        <name>TSY INFL IX N/B</name>
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        <name>ASM International NV</name>
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        <name>THE BANK OF NEW YORK MELLON CORPORATION</name>
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        <name>STIT - Government &amp; Agency Portfolio</name>
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        <name>UBS SECURITIES LLC</name>
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        <name>BORSA ITALIANA S.P.A.</name>
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        <name>Auto Trader Group PLC</name>
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      <invstOrSec>
        <name>Novo Nordisk A/S</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Royal Dutch Shell PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Aozora Bank Ltd</name>
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          <isin value="JP3711200000"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Clorox Co/The</name>
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          <isin value="US1890541097"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MCKESSON CORP</name>
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        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TSY INFL IX N/B</name>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EUREX CLEARING AKTIENGESELLSCHAFT</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CapitaLand Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TSY INFL IX N/B</name>
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        <name>Dreyfus Government Cash Management</name>
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        <name>BNP PARIBAS SECURITIES CORP.</name>
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        <name>HALLIBURTON CO</name>
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        <title>Halliburton Co</title>
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        <name>Sekisui House Ltd</name>
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        <title>Sekisui House Ltd</title>
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        <name>Kimberly-Clark de Mexico SAB d</name>
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        <title>Kimberly-Clark de Mexico SAB de CV</title>
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        <name>TECK RESOURCES LIMITED</name>
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        <name>Regeneron Pharmaceuticals Inc</name>
        <lei>549300RCBFWIRX3HYQ56</lei>
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        <name>CITIBANK, NATIONAL ASSOCIATION</name>
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        <name>ALLSTATE CORP</name>
        <lei>OBT0W1ED8G0NWVOLOJ77</lei>
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        <name>George Weston Ltd</name>
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      <invstOrSec>
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          <isin value="BRJBSSACNOR8"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Check Point Software Technolog</name>
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          <isin value="IL0010824113"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>Country Garden Holdings Co Ltd</name>
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        <title>Country Garden Holdings Co Ltd</title>
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          <isin value="KYG245241032"/>
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        <currencyConditional curCd="HKD" exchangeRt="7.75050000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>CHICAGO MERCANTILE EXCHANGE INC.</name>
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        <title>S&amp;P500 EMINI</title>
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          <ticker value="ESU0"/>
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        <valUSD>4538.82000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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            <payOffProf>Long</payOffProf>
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                <issuerName>STANDARD &amp; POOR'S FINANCIAL SERVICES LLC</issuerName>
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                  <cusip value="000000000"/>
                  <ticker value="SPX"/>
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            <expDate>2020-09-18</expDate>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES LLC</name>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="C00EUJ45DB6HKSDD"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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        <name>Roche Holding AG</name>
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        <title>Roche Holding AG</title>
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          <isin value="CH0012032048"/>
          <ticker value="ROG"/>
          <other otherDesc="SEDOL" value="7110388"/>
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        <assetCat>EC</assetCat>
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        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Ameriprise Financial Inc</name>
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          <ticker value="AMP"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Singapore Exchange (was SIMEX)</name>
        <lei>N/A</lei>
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          <ticker value="BJU0"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG00P9H3290"/>
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        <balance>6.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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            <payOffProf>Long</payOffProf>
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        <name>THE BANK OF NEW YORK MELLON CORPORATION</name>
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        <title>EUR/USD FORWARD</title>
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          <other otherDesc="INTERNAL" value="C00GUJ04TDJWDEFS"/>
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        <fairValLevel>2</fairValLevel>
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        <name>THE BANK OF NEW YORK MELLON CORPORATION</name>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="C00GUJ04EIKQDMPE"/>
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        <fairValLevel>2</fairValLevel>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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        <name>UBS SECURITIES LLC</name>
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          <ticker value="N/A"/>
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        <name>THE BANK OF NEW YORK MELLON</name>
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        <name>Swiss Life Holding AG</name>
        <lei>5493000KUC3Z24U77V93</lei>
        <title>Swiss Life Holding AG</title>
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        <name>TSY INFL IX N/B</name>
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        <name>Daito Trust Cons</name>
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        <title>Daito Trust Construction Co Ltd</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>China Mobile Ltd</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Prudential PLC</name>
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      <invstOrSec>
        <name>REPUBLIC OF INDONESIA</name>
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      <invstOrSec>
        <name>Anglo American Platinum Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HSBC SECURITIES (USA) INC.</name>
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        <name>REPUBLIC OF PERU</name>
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          <isin value="US715638DF60"/>
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        <invCountry>PE</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Activision Blizzard Inc</name>
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        <assetCat>EC</assetCat>
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        <name>CITIGROUP INC</name>
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        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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        <name>Morinaga &amp; Co Ltd/Japan</name>
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        <name>TSY INFL IX N/B</name>
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        <name>THE BANK OF NEW YORK MELLON</name>
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        <name>CITIBANK, NATIONAL ASSOCIATION</name>
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        <title>Postal Savings Bank of China Co Ltd</title>
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        <assetCat>EC</assetCat>
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        <invCountry>CN</invCountry>
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        <title>Western Midstream Operating LP</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Alimentation Couche-Tard Inc</name>
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        <name>Amazon.com Inc</name>
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        <name>Estee Lauder Cos Inc/The</name>
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        <name>ASML Holding NV</name>
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        <name>Invesco S&amp;P 500 Quality ETF</name>
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        <title>Invesco S&amp;P 500 Quality ETF</title>
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          <ticker value="SPHQ"/>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ingredion Inc</name>
        <lei>PKSTQ48QDN0XSVS7YK88</lei>
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          <isin value="US4571871023"/>
          <ticker value="INGR"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIBANK, NATIONAL ASSOCIATION</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="C00GUI90D68YLJCH"/>
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        <curCd>USD</curCd>
        <valUSD>511.06000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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      <invstOrSec>
        <name>Singapore Exchange (was SIMEX)</name>
        <lei>N/A</lei>
        <title>10YR MINI JGB</title>
        <cusip>000000000</cusip>
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          <ticker value="BJU0"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG00P9H3290"/>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>Singapore Exchange (was SIMEX)</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>JAPAN (10 YEAR ISSUE)</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>Magna International Inc</name>
        <lei>95RWVLFZX6VGDZNNTN43</lei>
        <title>Magna International Inc</title>
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          <isin value="CA5592224011"/>
          <ticker value="MG"/>
          <other otherDesc="SEDOL" value="2554475"/>
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        <pctVal>0.114370790460</pctVal>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>VALERO ENERGY CORP</name>
        <lei>549300XTO5VR8SKV1V74</lei>
        <title>VALERO ENERGY CORP</title>
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          <isin value="US91913Y1001"/>
          <ticker value="VLO"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>THE BANK OF NEW YORK MELLON</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CHF/USD FORWARD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="C00GIJ30IHFUOXSC"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Pandora A/S</name>
        <lei>5299007OWYZ6I1E46843</lei>
        <title>Pandora A/S</title>
        <cusip>000000000</cusip>
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          <isin value="DK0060252690"/>
          <ticker value="PNDORA"/>
          <other otherDesc="SEDOL" value="B44XTX8"/>
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        <balance>1880.00000000</balance>
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        <currencyConditional curCd="DKK" exchangeRt="6.63250000"/>
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        <pctVal>0.113957409151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>UBS SECURITIES LLC</name>
        <lei>T6FIZBDPKLYJKFCRVK44</lei>
        <title>JPY/USD FORWARD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="C00GUI90EZCSHVGA"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>China Unicom Hong Kong Ltd</name>
        <lei>5299006RQXYNFYPOUS20</lei>
        <title>China Unicom Hong Kong Ltd</title>
        <cusip>000000000</cusip>
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          <isin value="HK0000049939"/>
          <ticker value="762"/>
          <other otherDesc="SEDOL" value="6263830"/>
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        <currencyConditional curCd="HKD" exchangeRt="7.75050000"/>
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        <pctVal>0.058022782135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NOTA DO TESOURO NACIONAL</name>
        <lei>254900ZFY40OYEADAP90</lei>
        <title>Brazil Notas do Tesouro Nacional Serie B</title>
        <cusip>000000000</cusip>
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          <isin value="BRSTNCNTB3B8"/>
          <other otherDesc="SEDOL" value="B43TY21"/>
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        <currencyConditional curCd="BRL" exchangeRt="5.43810000"/>
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        <pctVal>0.389585890274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Legal &amp; General Group PLC</name>
        <lei>213800JH9QQWHLO99821</lei>
        <title>Legal &amp; General Group PLC</title>
        <cusip>000000000</cusip>
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          <isin value="GB0005603997"/>
          <ticker value="LGEN"/>
          <other otherDesc="SEDOL" value="0560399"/>
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        <currencyConditional curCd="GBP" exchangeRt="0.80703736"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>APPLE INC</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>APPLE INC</title>
        <cusip>037833100</cusip>
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          <isin value="US0378331005"/>
          <ticker value="AAPL"/>
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        <curCd>USD</curCd>
        <valUSD>891206.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Seven &amp; i Holdings Co Ltd</name>
        <lei>52990037G8JRM3TWGY86</lei>
        <title>Seven &amp; i Holdings Co Ltd</title>
        <cusip>000000000</cusip>
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          <isin value="JP3422950000"/>
          <ticker value="3382"/>
          <other otherDesc="SEDOL" value="B0FS5D6"/>
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        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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        <name>Mastercard Inc</name>
        <lei>AR5L2ODV9HN37376R084</lei>
        <title>Mastercard Inc</title>
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          <isin value="US57636Q1040"/>
          <ticker value="MA"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIBANK, NATIONAL ASSOCIATION</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>NZD/USD FORWARD</title>
        <cusip>000000000</cusip>
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          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="C00GIJ11EJEMWTOJ"/>
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        <curCd>USD</curCd>
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        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>EURONEXT AMSTERDAM N.V.</name>
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        <title>AMSTERDAM INDEX</title>
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        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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                <issuerName>EURONEXT</issuerName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ING Groep NV</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING Groep NV</title>
        <cusip>000000000</cusip>
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          <isin value="NL0011821202"/>
          <ticker value="INGA"/>
          <other otherDesc="SEDOL" value="BZ57390"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Shimao Group Holdings Ltd</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>EDWARDS LIFESCIENCES CORP</name>
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        <name>Morgan Stanley</name>
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        <name>Applied Materials Inc</name>
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        <name>THE BANK OF NEW YORK MELLON</name>
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        <name>iShares Core High Dividend ETF</name>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6995358.37000000</valUSD>
        <pctVal>7.810897315919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-17</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROSS STORES INC</name>
        <lei>549300ENZFLPGRDFZQ60</lei>
        <title>ROSS STORES INC</title>
        <cusip>778296103</cusip>
        <identifiers>
          <isin value="US7782961038"/>
          <ticker value="ROST"/>
        </identifiers>
        <balance>1937.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>165109.88000000</valUSD>
        <pctVal>0.184358863450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Safran SA</name>
        <lei>969500UIC89GT3UL7L24</lei>
        <title>Safran SA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FR0000073272"/>
          <ticker value="SAF"/>
          <other otherDesc="SEDOL" value="B058TZ6"/>
        </identifiers>
        <balance>1329.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89007565"/>
        <valUSD>132942.90000000</valUSD>
        <pctVal>0.148441764646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Glencore PLC</name>
        <lei>2138002658CPO9NBH955</lei>
        <title>Glencore PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JE00B4T3BW64"/>
          <ticker value="GLEN"/>
          <other otherDesc="SEDOL" value="B4T3BW6"/>
        </identifiers>
        <balance>51900.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.80703736"/>
        <valUSD>109854.14000000</valUSD>
        <pctVal>0.122661250772</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Electric Power Development Co</name>
        <lei>549300KMHPUAQI8VEH90</lei>
        <title>Electric Power Development Co Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3551200003"/>
          <ticker value="9513"/>
          <other otherDesc="SEDOL" value="B02Q328"/>
        </identifiers>
        <balance>5000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>94795.95000000</valUSD>
        <pctVal>0.105847533786</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Chugai Pharmaceutical Co Ltd</name>
        <lei>529900T9LAII161DCN95</lei>
        <title>Chugai Pharmaceutical Co Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3519400000"/>
          <ticker value="4519"/>
          <other otherDesc="SEDOL" value="6196408"/>
        </identifiers>
        <balance>3000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>160371.22000000</valUSD>
        <pctVal>0.179067756874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aegon NV</name>
        <lei>O4QK7KMMK83ITNTHUG69</lei>
        <title>Aegon NV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NL0000303709"/>
          <ticker value="AGN"/>
          <other otherDesc="SEDOL" value="5927375"/>
        </identifiers>
        <balance>21112.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89007565"/>
        <valUSD>62794.30000000</valUSD>
        <pctVal>0.070115039628</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alphabet Inc</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>Alphabet Inc</title>
        <cusip>02079K107</cusip>
        <identifiers>
          <isin value="US02079K1079"/>
          <ticker value="GOOG"/>
        </identifiers>
        <balance>130.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>183769.30000000</valUSD>
        <pctVal>0.205193652161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC SECURITIES (USA) INC.</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>JPY/USD FORWARD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="N/A"/>
          <other otherDesc="INTERNAL" value="C00GFI93FFPYVYBT"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1011.25000000</valUSD>
        <pctVal>0.001129144425</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>HSBC SECURITIES (USA) INC.</counterpartyName>
              <counterpartyLei>CYYGQCGNHMHPSMRL3R97</counterpartyLei>
            </counterparties>
            <amtCurSold>-20900000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>194586.56000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-06</settlementDt>
            <unrealizedAppr>1011.25000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VANGUARD REAL ESTATE ETF</name>
        <lei>N/A</lei>
        <title>VANGUARD REAL ESTATE ETF</title>
        <cusip>922908553</cusip>
        <identifiers>
          <isin value="US9229085538"/>
          <ticker value="VNQ"/>
        </identifiers>
        <balance>111306.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8740860.18000000</valUSD>
        <pctVal>9.759894734141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HOME DEPOT INC</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HOME DEPOT INC</title>
        <cusip>437076102</cusip>
        <identifiers>
          <isin value="US4370761029"/>
          <ticker value="HD"/>
        </identifiers>
        <balance>1210.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>303117.10000000</valUSD>
        <pctVal>0.338455361050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CISCO SYSTEMS INC</name>
        <lei>8E6NF1YAL0WT6CWXXV93</lei>
        <title>CISCO SYSTEMS INC</title>
        <cusip>17275R102</cusip>
        <identifiers>
          <isin value="US17275R1023"/>
          <ticker value="CSCO"/>
        </identifiers>
        <balance>4337.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>202277.68000000</valUSD>
        <pctVal>0.225859792195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Marubeni Corp</name>
        <lei>4P4N3ORD02UGQT1T1W12</lei>
        <title>Marubeni Corp</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3877600001"/>
          <ticker value="8002"/>
          <other otherDesc="SEDOL" value="6569464"/>
        </identifiers>
        <balance>11000.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.97500000"/>
        <valUSD>49757.00000000</valUSD>
        <pctVal>0.055557813794</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-08-20</ncom:dateSigned>
      <ncom:nameOfApplicant>Legg Mason Global Asset Management Trust</ncom:nameOfApplicant>
      <ncom:signature>Christopher Berarducci</ncom:signature>
      <ncom:signerName>Christopher Berarducci</ncom:signerName>
      <ncom:title>Principal Financial Officer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
