Company: WIA
Filing Date: 2025-01-28
Form Type: N-CSR
Source: 0001133228-25-000566
Chunk: 13

Company: WESTERN ASSET INFLATION-LINKED INCOME FUND
Filing Date: 2025-01-28
Form: N-CSR
Chunk 13
---
 sale of shares. † Hypothetical illustration of $10,000 invested in Western Asset Inflation-Linked Income Fund on November 30, 2014, assuming the reinvestment of all distributions, including returns of capital, if any, at net asset value and also assuming the reinvestment of all distributions, including returns of capital, if any, in additional shares in accordance with the Fund’s Dividend Reinvestment Plan through November 30, 2024. The hypothetical illustration also assumes a $10,000 investment in the Bloomberg U.S. Government Inflation-Linked 1-10 Year Index and the Bloomberg U.S. Government Inflation-Linked All Maturities Index (together, the “ Indices ” ). The Bloomberg U.S. Government Inflation-Linked 1-10 Year Index measures the performance of the intermediate U.S. Treasury Inflation-Protected Securities (“TIPS”) market. The Bloomberg U.S. Government Inflation-Linked All Maturities Index measures the performance of the U.S. TIPS market. The index includes TIPS with one or more years remaining maturity with total outstanding issue size of $500 million or more. The Indices are unmanaged. Please note that an investor cannot invest directly in an index.

Western Asset Inflation-Linked Income Fund 2024 Annual Report 11

Consolidated schedule of investments November 30, 2024 Western Asset Inflation-Linked Income Fund

(Percentages shown based on Fund net assets)

| Security                                                                 |     | Rate   | MaturityDate | FaceAmount† |          Value |
| U.S. Treasury Inflation Protected Securities — 120.7%                    |     |        |              |             |                |
| U.S. Treasury Bonds, Inflation Indexed                                   |     | 2.000% | 1/15/26      |  11,120,200 | $11,117,690(a) |
| U.S. Treasury Bonds, Inflation Indexed                                   |     | 2.375% | 1/15/27      |   3,126,980 |      3,163,401 |
| U.S. Treasury Bonds, Inflation Indexed                                   |     | 2.500% | 1/15/29      |  13,217,130 |     13,593,940 |
| U.S. Treasury Bonds, Inflation Indexed                                   |     | 3.875% | 4/15/29      |