Company: WIA
Filing Date: 2025-01-24
Form Type: NPORT-P
Source: 0001752724-25-011840
Chunk: 3

Company: WESTERN ASSET INFLATION-LINKED INCOME FUND
Filing Date: 2025-01-24
Form: NPORT-P
Chunk 3
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00000 |
| 5 years.         | 35666.36000000 |
| 10 years.        | 59621.35000000 |
| 30 years.        | 40886.91000000 |

b. Interest Rate Risk (DV100). For each currency for which the Fund had a value of 1% or more of the Fund’s net asset value, provide the change in value of the portfolio resulting from a 100 basis point change in interest rates, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

| Maturity period. |                  |
| 3 month.         |   44583.72000000 |
| 1 year.          | 2088495.14000000 |
| 5 years.         | 3566636.19000000 |
| 10 years.        | 5962135.13000000 |
| 30 years.        | 4088691.38000000 |

c. Credit Spread Risk (SDV01, CR01 or CS01). Provide the change in value of the portfolio resulting from a 1 basis point change in credit spreads where the shift is applied to the option adjusted spread, aggregated by investment grade and non-investment grade exposures, for each of the following maturities: 3 month, 1 year, 5 years, 10 years, and 30 years.

| Investment grade.     |                |
| Maturity period.      |                |
| 3 month.              |  -119.32000000 |
| 1 year.               |  4246.65000000 |
| 5 years.              | 13361.79000000 |
| 10 years.             | 16989.07000000 |
| 30 years.             |  2811.67000000 |
| Non-Investment grade. |                |
| Maturity period.      |                |
| 3 month.              |     0.04000000 |
| 1 year.               |  1292.51000000 |
| 5 years.              |  4249.64000000 |
| 10 years.             |   322.38000000 |
| 30 years.             |     0.00000000 |

For purposes of Item B.3., calculate value as the sum of the absolute values