NPORT-P false 0001474103 XXXXXXXX S000036894 C000112917 C000112920 C000112919 C000112922 C000112918 C000116979 C000112921 Legg Mason Global Asset Management Trust 811-22338 0001474103 549300BI5I8NVF50DG69 620 Eighth Avenue 47thFloor New York 10018 1-877-656-3863 BrandywineGLOBAL - Global Opportunities Bond Fund S000036894 549300UL6SM15ZRNUZ25 2023-12-31 2023-03-31 N 2155041277.71 20859836.90 2134181440.81 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3919902.73000000 BRL COP EUR KRW MXN PLN USD ZAR N FTSE WGBI N/A J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 274509.83000000 0.012862534775 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -7759081.10000000 USD 37620000000.00000000 COP 2023-04-27 274509.83000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 522851.86000000 0.024498941374 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -101586272.02000000 USD 1065000000.00000000 NOK 2023-06-23 522851.86000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TD0 155300000.00000000 PA USD 115886558.98000000 5.430023744186 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 922700000.00000000 PA 45392282.82000000 2.126917700248 Long DBT NUSS MX N 2 2053-07-31 Fixed 8.00000000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 378180000000.00000000 PA 64214977.81000000 3.008880903098 Long DBT NUSS CO N 2 2042-05-28 Fixed 9.25000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -262842.24000000 -0.01231583383 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -56460000000.00000000 COP 11793950.53000000 USD 2023-04-27 -262842.24000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -309651.58000000 -0.01450914969 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -62074395.60000000 USD 56840000.00000000 EUR 2023-05-05 -309651.58000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 115780000.00000000 PA USD 101741675.00000000 4.767245795249 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -88561.12000000 -0.00414965280 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -74200000.00000000 ZAR 4062206.95000000 USD 2023-05-15 -88561.12000000 N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -153807.07000000 -0.00720684132 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -78100000.00000000 MXN 4159993.01000000 USD 2023-04-24 -153807.07000000 N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 301900000.00000000 PA 55944670.89000000 2.621364323586 Long DBT NUSS BR N 2 2027-01-01 Fixed 10.00000000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWES8 31764937.28000000 PA USD 31151350.19000000 1.459639260014 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N RUSSIA GOVT BOND - OFZ 5493004EHVGF71PDBU58 000000000 859000000.00000000 PA 553122.99000000 0.025917336709 Long DBT NUSS RU N 2 2030-04-10 Fixed 7.65000000 N Y N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -38686.27000000 -0.00181269826 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -13762000000.00000000 JPY 104796643.34000000 USD 2023-06-16 -38686.27000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 66661.23000000 0.003123503406 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -2293577.98000000 USD 12000000.00000000 BRL 2023-04-19 66661.23000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -34709.93000000 -0.00162638140 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -3136093.74000000 USD 4190000.00000000 CAD 2023-04-25 -34709.93000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -14655.92000000 -0.00068672324 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -75200000.00000000 MXN 4138964.64000000 USD 2023-04-24 -14655.92000000 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWE66 22502100.96000000 PA USD 22067441.38000000 1.034000247496 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 4.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 1100.00000000 NC USD -286924.00000000 -0.01344421774 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-06-21 133541617.00000000 USD -286924.00000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 205550000000.00000000 PA 35412097.06000000 1.659282401338 Long DBT NUSS CO N 2 2028-04-28 Fixed 6.00000000 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 000000000 38120000.00000000 PA 17691171.11000000 0.828944098740 Long DBT NUSS NZ N 2 2051-05-15 Fixed 2.75000000 N N N N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -10995795.49000000 -0.51522308646 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -3566500000.00000000 MXN 185997392.44000000 USD 2023-04-24 -10995795.49000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -24816.68000000 -0.00116281959 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -42000000.00000000 NOK 4002022.01000000 USD 2023-06-23 -24816.68000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 305495.84000000 0.014314426794 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -35708629.20000000 USD 158700000.00000000 MYR 2023-04-21 305495.84000000 N N N NATIONAL AUSTRALIA BANK LIMITED F8SB4JFBSYQFRQEH3Z21 000000000 1.00000000 NC USD 49582.89000000 0.002323274350 N/A DFE CORP US N 2 NATIONAL AUSTRALIA BANK LIMITED F8SB4JFBSYQFRQEH3Z21 -1431296.64000000 USD 6400000.00000000 PLN 2023-04-20 49582.89000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -49182.95000000 -0.00230453461 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1356900000.00000000 ZAR 75856170.13000000 USD 2023-05-15 -49182.95000000 N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 1198000000.00000000 PA 58011587.68000000 2.718212546070 Long DBT NUSS MX N 2 2042-11-13 Fixed 7.75000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 1133100000.00000000 PA 61928756.77000000 2.901756879044 Long DBT NUSS MX N 2 2029-05-31 Fixed 8.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EHK9 45600266.14000000 PA USD 44719429.51000000 2.095390235097 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.50000000 N N N N N N BUNDESREPUB. DEUTSCHLAND 529900AQBND3S6YJLY83 000000000 110060000.00000000 PA 113673994.99000000 5.326351022284 Long DBT NUSS DE N 2 2032-08-15 Fixed 1.70000000 N N N N N N MALAYSIA GOVERNMENT 254900GSIL471JOBYY43 000000000 45970000.00000000 PA 10578113.62000000 0.495652029285 Long DBT NUSS MY N 2 2027-11-16 Fixed 3.89900000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -730153.80000000 -0.03421235823 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -185000000.00000000 MYR 41252285.60000000 USD 2023-04-21 -730153.80000000 N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 000000000 62000000000.00000000 PA 35070279.88000000 1.643266088317 Long DBT NUSS KR N 2 2051-03-10 Fixed 1.87500000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 548900000.00000000 PA 90260447.12000000 4.229277108029 Long DBT NUSS PL N 2 2032-04-25 Fixed 1.75000000 N N N N N N JACKSON NATL LIFE GLOBAL 635400PQXLYXWJI5QD78 46849CJL6 38470000.00000000 PA USD 38204092.67000000 1.790105186909 Long DBT CORP US N 2 2024-06-28 Floating 5.96462200 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 10872609.52000000 0.509451038796 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -461533881.59000000 USD 62014000000.00000000 JPY 2023-06-16 10872609.52000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 68890000000.00000000 PA 9175930.25000000 0.429950803363 Long DBT NUSS CO N 2 2050-10-26 Fixed 7.25000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 94695000.00000000 PA 16356372.56000000 0.766400281027 Long DBT NUSS BR N 2 2031-01-01 Fixed 10.00000000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 94112.66000000 0.004409777828 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -10631046.09000000 USD 9870000.00000000 EUR 2023-05-05 94112.66000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -1012924.08000000 -0.04746194773 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -102034746.23000000 USD 1046300000.00000000 SEK 2023-05-08 -1012924.08000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 102402.53000000 0.004798211063 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -8343238.55000000 USD 36500000.00000000 PLN 2023-04-20 102402.53000000 N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 1127900000.00000000 PA 39896176.35000000 1.869390089666 Long DBT NUSS ZA N 2 2041-02-28 Fixed 6.50000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 91165000.00000000 PA 16214125.63000000 0.759735105926 Long DBT NUSS BR N 2 2029-01-01 Fixed 10.00000000 N N N N N N Pastor IM FTH/FTA 95980020140005262912 000000000 3580341.72000000 PA 3366251.68000000 0.157730341742 Long ABS-MBS CORP ES N 2 2044-03-22 Floating 2.89000000 N N N N N N MACQUARIE GROUP LTD ACMHD8HWFMFUIQQ8Y590 55608JBL1 41040000.00000000 PA USD 41728840.39000000 1.955262078099 Long DBT CORP AU N 2 2024-11-22 Fixed 6.20700000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3133KPUP1 15373719.79000000 PA USD 15368301.63000000 0.720102861740 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 5.00000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 837200000.00000000 PA 41379144.28000000 1.938876587001 Long DBT NUSS MX N 2 2047-11-07 Fixed 8.00000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 933000000.00000000 PA 40343538.33000000 1.890351849123 Long DBT NUSS ZA N 2 2048-02-28 Fixed 8.75000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 1568345.97000000 0.073487002557 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -116223671.13000000 USD 108400000.00000000 EUR 2023-05-05 1568345.97000000 N N N US TREASURY FRN 254900HROIFWPRGM1V77 91282CGF2 118300000.00000000 PA USD 118380425.07000000 5.546877261994 Long DBT UST US N 2 2025-01-31 Floating 4.93090683 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFG3 18859460.95000000 PA USD 18827837.22000000 0.882204149093 Long ABS-MBS USGSE US N 2 2052-11-01 Fixed 5.00000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 176000000.00000000 PA 29587935.75000000 1.386383331061 Long DBT NUSS BR N 2 2033-01-01 Fixed 10.00000000 N N N N N N KOREA TREASURY BOND 549300O0QCVSQGPGDT58 000000000 158400000000.00000000 PA 110445356.05000000 5.175068714311 Long DBT NUSS KR N 2 2031-06-10 Fixed 2.00000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 80958.18000000 0.003793406617 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -28430906.88000000 USD 45600000.00000000 NZD 2023-06-26 80958.18000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -205554.53000000 -0.00963153957 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -59723996.55000000 USD 80410000.00000000 CAD 2023-04-25 -205554.53000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GZV9 39900000.00000000 PA USD 40205844.27000000 1.883900004993 Long DBT CORP US N 2 2024-11-01 Fixed 5.70000000 N N N N N N UBS Securities LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD 61557.77000000 0.002884373784 N/A DFE CORP US N 2 UBS Securities LLC T6FIZBDPKLYJKFCRVK44 -3820697.00000000 USD 69400000.00000000 ZAR 2023-05-15 61557.77000000 N N N Western Asset Premier Institutional US Treasury Reserves 549300FS1J68EF5THY28 52470G478 55488258.71000000 NS USD 55488258.71000000 2.599978504589 Long STIV RF US N 1 N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3132DWFS7 52925154.77000000 PA USD 53506929.24000000 2.507140593430 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ELX6 33845694.23000000 PA USD 33788506.51000000 1.583206838176 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 51690000.00000000 PA USD 35220879.56000000 1.650322642981 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -373896.16000000 -0.01751941764 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -22170510.36000000 USD 102070000000.00000000 COP 2023-04-27 -373896.16000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -1036504.64000000 -0.04856684723 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -266350000.00000000 BRL 51350971.38000000 USD 2023-04-19 -1036504.64000000 N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 152300000000.00000000 PA 25179524.84000000 1.179821188513 Long DBT NUSS CO N 2 2031-03-26 Fixed 7.00000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -1634495.45000000 -0.07658652721 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -278815194.00000000 USD 255080000.00000000 EUR 2023-05-05 -1634495.45000000 N N N US TREASURY FRN 254900HROIFWPRGM1V77 91282CFD8 71425000.00000000 PA USD 71366133.66000000 3.343958123490 Long DBT UST US N 2 2024-07-31 Floating 4.76790683 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD -406059.35000000 -0.01902646805 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -294690000000.00000000 COP 62523736.28000000 USD 2023-04-27 -406059.35000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD 958935.18000000 0.044932223739 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -8155000000.00000000 JPY 63081599.98000000 USD 2023-06-16 958935.18000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -144652.56000000 -0.00677789419 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -14230000.00000000 EUR 15318266.29000000 USD 2023-05-05 -144652.56000000 N N N COMMONWEALTH BANK AUST MSFSBD3QN1GSN7Q6C537 2027A0KJ7 42300000.00000000 PA USD 42233330.12000000 1.978900636675 Long DBT CORP AU N 2 2025-03-14 Floating 5.39861900 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 118600.30000000 0.005557179803 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -105750355.82000000 USD 143030000.00000000 CAD 2023-04-25 118600.30000000 N N N CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 000000000 1.00000000 NC USD -184912.09000000 -0.00866430971 N/A DFE CORP US N 2 CITIGROUP GLOBAL MARKETS INC. MBNUM2BPBDO7JBLYG310 -92580000000.00000000 KRW 71233741.00000000 USD 2023-06-09 -184912.09000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD -110728.29000000 -0.00518832597 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -1754000000.00000000 JPY 13250786.62000000 USD 2023-06-16 -110728.29000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -744365.17000000 -0.03487825148 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1046300000.00000000 SEK 100277456.98000000 USD 2023-05-08 -744365.17000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418ELY4 38333631.60000000 PA USD 38755010.21000000 1.815919184232 Long ABS-MBS USGSE US N 2 2052-12-01 Fixed 5.50000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -465430.25000000 -0.02180837304 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -23440731.31000000 USD 782100000.00000000 THB 2023-05-12 -465430.25000000 N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31418EJ76 15991999.58000000 PA USD 15962922.61000000 0.747964643715 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.00000000 N N N N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 1196300000.00000000 PA 63428463.32000000 2.972027687389 Long DBT NUSS MX N 2 2038-11-18 Fixed 8.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CGM7 126310000.00000000 PA USD 126517226.71000000 5.928138268411 Long DBT UST US N 2 2033-02-15 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDY4 56500000.00000000 PA USD 49603027.49000000 2.324217919877 Long DBT UST US N 2 2032-02-15 Fixed 1.87500000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 2020564.64000000 0.094676328889 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -86221436.08000000 USD 71440000.00000000 GBP 2023-06-02 2020564.64000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 207.00000000 NC USD 1146776.26000000 0.053733775304 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-06-21 28066098.74000000 USD 1146776.26000000 N N N 2023-05-15 Legg Mason Global Asset Management Trust Christopher Berarducci Christopher Berarducci Principal Financial Officer XXXX