# EDGAR Filing Document

**Accession Number:** 0001267902
**File Stem:** 0000940400-26-002848
**Filing Date:** 2026-1
**Character Count:** 63354
**Document Hash:** 7bc787ee021fe8f393b814ed9b39e19f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-002848.hdr.sgml**: 20260129

**ACCESSION NUMBER**: 0000940400-26-002848

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251128

**FILED AS OF DATE**: 20260129

**DATE AS OF CHANGE**: 20260129

**PERIOD START**: 20251130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** WESTERN ASSET INFLATION-LINKED OPPORTUNITIES & INCOME FUND
- **CENTRAL INDEX KEY:** 0001267902

**ORGANIZATION NAME:**
- **EIN:** 421607118
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21477
- **FILM NUMBER:** 26575840

**BUSINESS ADDRESS:**
- **STREET 1:** 620 EIGHTH AVENUE
- **STREET 2:** 47TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018
- **BUSINESS PHONE:** 8887770102

**MAIL ADDRESS:**
- **STREET 1:** 620 EIGHTH AVENUE
- **STREET 2:** 47TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WESTERN ASSET/CLAYMORE INFLATION-LINKED OPPORTUNITIES & INCOME FUND
- **DATE OF NAME CHANGE:** 20090701

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WESTERN ASSET CLAYMORE INFLATION-LINKED OPPORTUNITIES & INCOME FUND
- **DATE OF NAME CHANGE:** 20070810

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WESTERN ASSET CLAYMORE US TREASURY INFLATION PRO SEC FUND 2
- **DATE OF NAME CHANGE:** 20031022

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Western Asset Inflation-Linked Opportunities & Income Fund

- **b. Investment Company Act file number:** 811-21477

- **c. CIK number of Registrant:** 0001267902

- **d. LEI of Registrant:** 549300Z3DNF4FJBJ4A87

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

  - **Street Address 1:** 620 Eighth Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10018

  - **Telephone number:** 1-888-777-0102

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

- **a. Name of Series:** Western Asset Inflation-Linked Opportunities & Income Fund

- **c. LEI of Series:** 549300Z3DNF4FJBJ4A87

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

- **a. Date of fiscal year-end:** 2025-11-30

- **b. Date as of which information is reported:** 2025-11-28

**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:** $796537620.42

**Total Liabilities:** $200306599.69

**Net Assets:** $596231020.73

**Amount of Assets Invested in Other Investment Companies:** $45510450.86

**Cash Not Reported:** $4967884.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -194.43000000 | **1-Year:** 9894.36000000 | **5-Year:** 30844.12000000 | **10-Year:** 13593.70000000 | **30-Year:** 1064.32000000

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

- **3-Month:** 23.37000000 | **1-Year:** 4927.86000000 | **5-Year:** 15531.92000000 | **10-Year:** 118.30000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 0.14%                | 0.03%                | 0.83%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2896788.98             | $4948767.46                                |
| Month 2  | $-3594981.00             | $3350670.35                                |
| Month 3  | $-178466.89              | $-571491.13                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CHICAGO MERCANTILE EXCHANGE INC.                        | 3 MONTH SOFR                                                  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        200 | NC      | $-30420.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                               | IRS USD                                                       | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-27038.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                | Columbia Pipelines Holding Co LLC                             | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1281080.77    | 0.21%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45880732 | PA      | $45492628.72   | 7.63%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 912810RL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46482410 | PA      | $34723488.86   | 5.82%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 912810FD5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14057120 | PA      | $14828117.19   | 2.49%             | 2028-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                          | Banc of America Funding 2015-R2 Trust                         | CUSIP: 05990TAP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3565003 | PA      | $2954549.20    | 0.50%             | 2036-09-29      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34173500 | PA      | $34092978.69   | 5.72%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | Morgan Stanley & Co                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |   -1426692 | PA      | $-1426692.09   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | Morgan Stanley & Co                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |  -20954524 | PA      | $-20954524.24  | -3.51%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | Morgan Stanley & Co                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |  -19720563 | PA      | $-19720563.28  | -3.31%            |  |  |  | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                         | Antofagasta PLC                                               | CUSIP: 03718NAA4<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    1110000 | PA      | $1006098.45    | 0.17%             | 2030-10-14      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION               | TRS JPEIFNTR INDEX                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $418993.31     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 912810RF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   18535412 | PA      | $15853732.32   | 2.66%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                   | General Dynamics Corp                                         | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    3470000 | PA      | $3017833.32    | 0.51%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BXMT Ltd                                                | BXMT 2020-FL2 LTD                                             | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     107334 | PA      | $107055.84     | 0.02%             | 2038-02-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                | EQT Corp                                                      | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1257728.42    | 0.21%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 91282CCM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7271100 | PA      | $6794540.54    | 1.14%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST II                                 | ILFC E-Capital Trust II                                       | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2084000 | PA      | $1777501.95    | 0.30%             | 2065-12-21      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                     | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1453250.72    | 0.24%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                   | CUSIP: 71647NAY5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    1410000 | PA      | $1447961.43    | 0.24%             | 2028-01-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15304950 | PA      | $15492413.75   | 2.60%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                               | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    2480000 | PA      | $2520607.52    | 0.42%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 912810QF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3907098 | PA      | $3932610.72    | 0.66%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2024-DNA2                       | CUSIP: 35564NCW1<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |     693851 | PA      | $697688.40     | 0.12%             | 2044-05-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                | Benchmark 2021-B29 Mortgage Trust                             | CUSIP: 08163JAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8060243 | PA      | $285510.74     | 0.05%             | 2054-09-15      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Residential Asset Securities C                          | RASC Series 2006-KS1 Trust                                    | CUSIP: 76113AAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     460000 | PA      | $451923.73     | 0.08%             | 2036-02-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2025-NQM4 Trust                                           | CUSIP: 67120QAC0<br>LEI: 254900IAVXYLOCPK6W54 | Long             | ABS-MBS          | CORP              | US        |    1398581 | PA      | $1406232.61    | 0.24%             | 2055-02-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 912810PS1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8053000 | PA      | $8141982.99    | 1.37%             | 2027-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                              | Verus Securitization Trust 2022-1                             | CUSIP: 92538WAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     920000 | PA      | $744141.54     | 0.12%             | 2067-01-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2023-NQM3 Trust                                           | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1239469 | PA      | $1240795.76    | 0.21%             | 2063-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                          | Bear Stearns Asset Backed Securities Trust 2007-SD2           | CUSIP: 07386UAM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      19695 | PA      | $19246.80      | 0.00%             | 2046-09-25      | Floating      | 4.87%                 | 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        |    1660000 | PA      | $1694320.83    | 0.28%             | 2040-01-25      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                | Angel Oak Mortgage Trust 2023-1                               | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1572664 | PA      | $1569190.31    | 0.26%             | 2067-09-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                  | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     400000 | PA      | $350481.20     | 0.06%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                                    | MAD Commercial Mortgage Trust 2025-11MD                       | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $905372.91     | 0.15%             | 2042-10-15      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17543200 | PA      | $17724928.96   | 2.97%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                           | UBS Commercial Mortgage Trust 2017-C7                         | CUSIP: 90276WAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     261106 | PA      | $258063.79     | 0.04%             | 2050-12-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie B                      | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   13698555 | PA      | $2289098.14    | 0.38%             | 2050-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   12386880 | PA      | $12581932.24   | 2.11%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                          | Wells Fargo Commercial Mortgage Trust 2021-C59                | CUSIP: 95003CBU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3852841 | PA      | $220551.66     | 0.04%             | 2054-04-15      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   30256200 | PA      | $31401536.05   | 5.27%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                               | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     600000 | PA      | $587080.98     | 0.10%             | 2030-06-18      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust 2025-ESH                          | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     570000 | PA      | $571675.57     | 0.10%             | 2042-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                        | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1380000 | PA      | $1418916.00    | 0.24%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                   | General Dynamics Corp                                         | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      30000 | PA      | $27925.09      | 0.00%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH AMERICAS                                  | Bausch Health Americas Inc                                    | CUSIP: 91911XAW4<br>LEI: KOO0397YRO83WY5MGD97 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $1968550.69    | 0.33%             | 2027-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                  | BP Capital Markets America Inc                                | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     270000 | PA      | $265751.84     | 0.04%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                 | Goldman Sachs & Co                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | RA               | CORP              | US        |    2500000 | PA      | $2500000.00    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                           | New Residential Mortgage Loan Trust 2016-3                    | CUSIP: 64829HAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     315264 | PA      | $310142.13     | 0.05%             | 2056-09-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | Morgan Stanley & Co                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |  -17183632 | PA      | $-17183631.81  | -2.88%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2023-DNA1                       | CUSIP: 35564KP37<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-MBS          | CORP              | US        |     414161 | PA      | $420064.91     | 0.07%             | 2043-03-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                           | NYC Commercial Mortgage Trust 2025-28L                        | CUSIP: 67123JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2006735.60    | 0.34%             | 2038-11-05      | Variable      | 8.13%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14057680 | PA      | $13955867.81   | 2.34%             | 2030-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                          | Greystone CRE Notes 2021-FL3 Ltd                              | CUSIP: 39809PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      78970 | PA      | $79123.96      | 0.01%             | 2039-07-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| SMRT                                                    | SMRT 2022-MINI                                                | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     390000 | PA      | $389514.76     | 0.07%             | 2039-01-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS CDX.NA.IG.45.V1                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $957113.73     | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-XL2                         | CUSIP: 05609KAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1225000 | PA      | $1223287.33    | 0.21%             | 2038-10-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | Morgan Stanley & Co                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |  -33610637 | PA      | $-33610636.93  | -5.64%            |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA                                 | Glencore Finance Canada Ltd                                   | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |    2330000 | PA      | $2287091.21    | 0.38%             | 2042-10-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                               | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     600000 | PA      | $550553.16     | 0.09%             | 2031-08-08      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | Morgan Stanley & Co                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | RA               | CORP              | US        |    6389691 | PA      | $6389690.57    | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2023-R05                  | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     510000 | PA      | $530493.94     | 0.09%             | 2043-06-25      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36811520 | PA      | $36175633.02   | 6.07%             | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1262420 | PA      | $1203909.56    | 0.20%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                          | SWCH Commercial Mortgage Trust 2025-DATA                      | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     300000 | PA      | $297758.31     | 0.05%             | 2042-02-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2024-HOME1 Trust                                        | CUSIP: 69391XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     983731 | PA      | $998022.20     | 0.17%             | 2059-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association               | BRL/USD FORWARD                                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-47532.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                                 | Mexican Bonos                                                 | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   88280000 | PA      | $4201428.94    | 0.70%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 91282CDX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   22848345 | PA      | $21076440.99   | 3.53%             | 2032-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| PRP Advisors, LLC                                       | PRPM 2024-NQM4 Trust                                          | CUSIP: 69381UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     560284 | PA      | $564124.09     | 0.09%             | 2069-12-26      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                 | Inter-American Development Bank                               | CUSIP: 000000000<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | N/A       |  251000000 | PA      | $2879354.93    | 0.48%             | 2030-10-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 912810FH6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  114593500 | PA      | $124285289.95  | 20.85%            | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                         | Yamana Gold Inc                                               | CUSIP: 98462YAD2<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    1360000 | PA      | $1367708.77    | 0.23%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 912810QV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14374200 | PA      | $11419487.17   | 1.92%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                            | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1235244.66    | 0.21%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 91282CNS6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14161420 | PA      | $14293509.80   | 2.40%             | 2035-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2019-R05                  | CUSIP: 20754HAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     356761 | PA      | $362692.07     | 0.06%             | 2039-07-25      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                          | USD/INR FORWARD                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $14512.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                  | Williams Cos Inc/The                                          | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2379408.30    | 0.40%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                               | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $188833.04     | 0.03%             | 2029-03-08      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2024-DNA1                       | CUSIP: 35564NBA0<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |    1850000 | PA      | $1864358.22    | 0.31%             | 2044-02-25      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie B                      | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   37671026 | PA      | $6633551.02    | 1.11%             | 2030-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2023-DNA2                       | CUSIP: 35564KT58<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | CORP              | US        |     970902 | PA      | $984491.91     | 0.17%             | 2043-04-25      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7900560 | PA      | $7779329.94    | 1.30%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2023-AFC1 Trust                                         | CUSIP: 693981AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1061274 | PA      | $1061683.69    | 0.18%             | 2058-02-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 912810FS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4909380 | PA      | $4904645.88    | 0.82%             | 2026-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2016-1 | CUSIP: 35563PAE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     783571 | PA      | $723970.29     | 0.12%             | 2055-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | Morgan Stanley & Co                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |   -6166776 | PA      | $-6166775.75   | -1.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America, National Association                   | MXN/USD FORWARD                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-62896.38     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SREIT Trust                                             | SREIT Trust 2021-MFP                                          | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     545247 | PA      | $544971.47     | 0.09%             | 2038-11-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM17 Trust                                          | CUSIP: 673911AE3<br>LEI: 254900HMH8TR6ZSMCB34 | Long             | ABS-MBS          | CORP              | US        |    1243621 | PA      | $1257100.80    | 0.21%             | 2064-11-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                     | Nigeria Government International Bond                         | CUSIP: 65412JAC7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     280000 | PA      | $282530.26     | 0.05%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                             | SREIT Trust 2021-PALM                                         | CUSIP: 85237AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1930000 | PA      | $1925523.94    | 0.32%             | 2034-10-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 91282CML2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32522404 | PA      | $33492199.00   | 5.62%             | 2035-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 912810SM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37268825 | PA      | $22122811.04   | 3.71%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                          | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3720000 | PA      | $3833832.00    | 0.64%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2022-CLS                                             | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1306948.24    | 0.22%             | 2027-10-13      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                           | Citigroup Commercial Mortgage Trust 2023-SMRT                 | CUSIP: 17291NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     570000 | PA      | $587443.14     | 0.10%             | 2040-10-12      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | Morgan Stanley & Co                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |  -23271924 | PA      | $-23271924.01  | -3.90%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | US 5YR NOTE (CBT)                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        322 | NC      | $139522.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QAZAQGAZ NC JSC                                         | QazaqGaz NC JSC                                               | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |    4000000 | PA      | $3978941.32    | 0.67%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2022-LP2                         | CUSIP: 05610HAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1274000 | PA      | $1275713.28    | 0.21%             | 2039-02-15      | Floating      | 8.06%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11667700 | PA      | $6369874.64    | 1.07%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                          | BOCA Commercial Mortgage Trust 2024-BOCA                      | CUSIP: 096817AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1080000 | PA      | $1083054.46    | 0.18%             | 2041-08-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Trust 2020-GC45                        | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     380000 | PA      | $358907.26     | 0.06%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                        | Peruvian Government International Bond                        | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     150000 | PA      | $117202.50     | 0.02%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT                                      | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2 | CUSIP: 35563PBH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85789 | PA      | $85526.95      | 0.01%             | 2056-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Western Asset Premier Institutional Government Reserves | Western Asset Premier Institutional Government Reserves       | CUSIP: 52470G494<br>LEI: 549300WB3XRN9YTWFB76 | Long             | STIV             | RF                | US        |    5666876 | NS      | $5666875.95    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2022-DNA5                       | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | CORP              | US        |    1820000 | PA      | $1915758.57    | 0.32%             | 2042-06-25      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                          | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1623643.57    | 0.27%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | ULTRA U.S. TREASURY BOND                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -131 | NC      | $-184445.38    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                             | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2880000 | PA      | $2795079.08    | 0.47%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | Morgan Stanley & Co                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        | -112318651 | PA      | $-112318650.60 | -18.84%           |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                                | Brazil Notas do Tesouro Nacional Serie B                      | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   34136799 | PA      | $6083524.92    | 1.02%             | 2029-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                          | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1248502.68    | 0.21%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                          | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     500000 | PA      | $499386.05     | 0.08%             | 2027-03-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39254040 | PA      | $38090560.46   | 6.39%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                     | Freddie Mac STACR REMIC Trust 2021-DNA1                       | CUSIP: 35564KBD0<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-MBS          | CORP              | US        |    1176000 | PA      | $1225290.16    | 0.21%             | 2051-01-25      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2024-R02                  | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $502619.65     | 0.08%             | 2044-02-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   35925420 | PA      | $36138986.20   | 6.06%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Origen Manufactured Housing                             | Origen Manufactured Housing Contract Trust 2007-B             | CUSIP: 68620KAA0<br>LEI: 5493005G5GFEQWMCSY59 | Long             | ABS-O            | CORP              | US        |     199654 | PA      | $199217.74     | 0.03%             | 2037-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                         | CDS CDX.NA.HY.45.V1                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $3029937.64    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                           | MHC Commercial Mortgage Trust 2021-MHC                        | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150540 | PA      | $150540.19     | 0.03%             | 2038-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BrightSpire Capital, Inc                                | BRSP 2021-FL1 Ltd                                             | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     729979 | PA      | $729613.08     | 0.12%             | 2038-08-19      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                              | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99561.81      | 0.02%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust 2021-ARIA                                            | CUSIP: 05608RAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2230000 | PA      | $2229598.82    | 0.37%             | 2036-10-15      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2023-R06                  | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     790000 | PA      | $813068.16     | 0.14%             | 2043-07-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                          | MF1 2022-FL9 LLC                                              | CUSIP: 55285AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1948636 | PA      | $1949708.64    | 0.33%             | 2037-06-19      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                          | MSWF Commercial Mortgage Trust 2023-1                         | CUSIP: 55376CAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     330000 | PA      | $346346.88     | 0.06%             | 2056-05-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CRSO 2023-BRND A                                        | CRSO 2023-BRND A                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     750000 | PA      | $782115.30     | 0.13%             | 2040-07-10      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | Morgan Stanley & Co                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Short            | RA               | CORP              | US        |   -3242911 | PA      | $-3242911.02   | -0.54%            |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2021-VOLT                        | CUSIP: 05609VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     881634 | PA      | $881239.32     | 0.15%             | 2036-09-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| COMMODITY EXCHANGE, INC.                                | COPPER                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              | CORP              | US        |         40 | NC      | $258909.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICAN UDIBONOS                                        | Mexican Udibonos                                              | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   64610588 | PA      | $3556228.73    | 0.60%             | 2028-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                       | EOG Resources Inc                                             | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70647.67      | 0.01%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2025-COPT                        | CUSIP: 05618XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1490000 | PA      | $1493626.96    | 0.25%             | 2042-08-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   23153760 | PA      | $22890199.82   | 3.84%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                     | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1246454.73    | 0.21%             | 2030-11-01      | Fixed         | 5.80%                 | 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        |     480000 | PA      | $519653.28     | 0.09%             | 2043-01-25      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                     | MRCD 2019-MARK Mortgage Trust                                 | CUSIP: 55348UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1520000 | PA      | $1342980.04    | 0.23%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO. LLC                                | Morgan Stanley & Co                                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | RA               | CORP              | US        |   34062674 | PA      | $34062674.11   | 5.71%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Commercial Mortgage Trust 2025-SPOT                        | CUSIP: 12433FAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2719926 | PA      | $2742172.05    | 0.46%             | 2040-04-15      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                         | United States Treasury Inflation Indexed Bonds                | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27247220 | PA      | $27077758.09   | 4.54%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-29

**Name of Applicant:** Western Asset Inflation-Linked Opportunities & Income Fund

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer