Company: WIA
Filing Date: 2025-07-29
Form Type: N-CSRS
Source: 0001133228-25-007660
Chunk: 9

Company: WESTERN ASSET INFLATION-LINKED INCOME FUND
Filing Date: 2025-07-29
Form: N-CSRS
Chunk 9
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MIC, Structured Agency Credit Risk Trust,2024-DNA1 M2 (30 Day Average SOFR + 1.950%) |     | 6.272% | 2/25/44      |     460,000 | 467,065(d)(e) |
| Federal Home Loan Mortgage Corp. (FHLMC)REMIC, Structured Agency Credit Risk Trust,2024-DNA2 A1 (30 Day Average SOFR + 1.250%) |     | 5.572% | 5/25/44      |     305,037 | 306,585(d)(e) |
| Federal Home Loan Mortgage Corp. (FHLMC)REMIC, Structured Agency Credit Risk Trust,2025-DNA1 M2 (30 Day Average SOFR + 1.350%) |     | 5.672% | 1/25/45      |     340,000 | 339,498(d)(e) |
| Federal Home Loan Mortgage Corp. (FHLMC)Seasoned Credit Risk Transfer Trust, 2016-1 M2                                         |     | 3.750% | 9/25/55      |     259,805 | 237,415(d)(e) |
| Federal Home Loan Mortgage Corp. (FHLMC)Seasoned Credit Risk Transfer Trust, 2019-1 M                                          |     | 4.750% | 7/25/58      |     393,796 | 383,112(d)(e) |
| Federal Home Loan Mortgage Corp. (FHLMC)Seasoned Credit Risk Transfer Trust, 2022-1 M                                          |     | 4.500% | 11/25/61     |     460,000 | 388,728(d)(e) |
| Federal National Mortgage Association (FNMA)— CAS, 2017-C07 1B1 (30 Day Average SOFR +4.114%)                                  |     | 8.436% | 5/25/30      |     440,000 | 468,038(d)(e) |

See Notes to Consolidated Financial Statements. Western Asset Inflation-Linked Income Fund 2025 Semi-Annual Report 5

Consolidated schedule of investments (unaudited) (cont’d) May 31, 2025 Western Asset Inflation-Linked Income Fund

(Percentages shown based on Fund net assets)