Company: WIA
Filing Date: 2025-01-28
Form Type: N-CSR
Source: 0001133228-25-000566
Chunk: 14

Company: WESTERN ASSET INFLATION-LINKED INCOME FUND
Filing Date: 2025-01-28
Form: N-CSR
Chunk 14
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 (30 Day Average SOFR +3.350%) |     | 8.084% | 5/25/42      |     240,000 | 251,726(d)(e) |
| Federal Home Loan Mortgage Corp. (FHLMC)REMIC, Structured Agency Credit Risk Trust,2024-DNA1 M2 (30 Day Average SOFR +1.950%)  |     | 6.684% | 2/25/44      |     460,000 | 466,240(d)(e) |
| Federal Home Loan Mortgage Corp. (FHLMC)REMIC, Structured Agency Credit Risk Trust,2024-DNA2 A1 (30 Day Average SOFR +1.250%)  |     | 5.984% | 5/25/44      |     320,041 | 320,659(d)(e) |
| Federal Home Loan Mortgage Corp. (FHLMC)Seasoned Credit Risk Transfer Trust, 2019-1 M                                          |     | 4.750% | 7/25/58      |     425,842 | 414,995(d)(e) |
| Federal National Mortgage Association(FNMA) — CAS, 2017-C07 1B1 (30 DayAverage SOFR + 4.114%)                                  |     | 8.849% | 5/25/30      |     440,000 | 477,087(d)(e) |
| Federal National Mortgage Association(FNMA) — CAS, 2019-R03 1B1 (30 DayAverage SOFR + 4.214%)                                  |     | 8.949% | 9/25/31      |     197,874 | 210,008(d)(e) |
| Federal National Mortgage Association(FNMA) — CAS, 2019-R05 1B1 (30 DayAverage SOFR + 4.214%)                                  |     | 8.949% | 7/25/39      |     283,918 | 296,122(d)(e) |

See Notes to Consolidated Financial Statements. Western Asset Inflation-Linked Income Fund 2024 Annual Report 15

Consolidated schedule of investments (cont’d) November 30, 2024 Western Asset Inflation-Linked Income Fund

(Percentages shown based on Fund net assets)

| Security                                                                                      |     |