Western Asset Inflation-Linked Income Fund
Sponsor: Western Asset (Franklin Templeton) · Inception Sep 29, 2003 · Pays monthly
Market priceShare price
$7.64
+0.26% (+$0.02)
NAVAsset value per share
$8.57
as of Oct 14, 2026 · Nasdaq NAV symbol
Premium / discountPrice vs. assets
10.85% discount *
Indicative: latest price vs latest reported NAV
Distribution rate (price)Payout rate
8.17%
regular, annualised · on NAV 7.28%
Expense ratioAnnual cost
Not reported
no tagged fee table
LeverageBorrowing
Not reported
senior securities not tagged
Quote status: Market closed — last regular-session price · last trade Oct 16, 2026, 3:58 PM EDT (exchange time, ET) · retrieved Oct 16, 2026, 5:45 PM EDTRegular-session prices; extended-hours quotes are not displayed.
Full portfolio as filed on SEC Form N-PORT for the month ending May 29, 2026, filed Jul 22, 2026. 158 positions; weights are percent of net assets as reported. Weights sum to 100.0% — leverage, cash, derivatives and short positions mean totals need not equal 100%. This is a historical report, not a live portfolio.
Top 10 holdings
| # | Security | Type | Country | Weight | Value (USD) |
|---|---|---|---|---|---|
| 1 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | Debt | United States | 6.74% | $14.2M |
| 2 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | Debt | United States | 6.56% | $13.9M |
| 3 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | Debt | United States | 6.05% | $12.8M |
| 4 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | Debt | United States | 5.25% | $11.1M |
| 5 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | Debt | United States | 5.22% | $11M |
| 6 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | Debt | United States | 4.47% | $9.4M |
| 7 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | Debt | United States | 3.88% | $8.2M |
| 8 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | Debt | United States | 3.66% | $7.7M |
| 9 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | Debt | United States | 3.63% | $7.7M |
| 10 | UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | Debt | United States | 3.33% | $7M |
Asset class
| Asset class | % net assets | Value |
|---|---|---|
| ABS (other) | 6.80% | $14.4M |
| Short-term investment vehicle | 2.71% | $5.7M |
| Debt | 122.79% | $260M |
| Loans | 1.57% | $3.3M |
| Derivative (credit) | 0.38% | $807K |
| CDO/CLO | 0.16% | $337K |
| Derivative (equity) | 0.08% | $167K |
| Mortgage-backed | 0.05% | $113K |
| Repurchase agreement | -34.45% | $-72.8M |
| Derivative (FX) | -0.06% | $-117K |
| Derivative (interest rate) | -0.04% | $-92.5K |
| Derivative (commodity) | -0.00% | $-5.4K |
Country (top 12)
| Country (top 12) | % net assets | Value |
|---|---|---|
| United States | 91.78% | $194M |
| Brazil | 2.26% | $4.8M |
| Mexico | 1.76% | $3.7M |
| Canada | 1.53% | $3.2M |
| Cayman Islands | 0.75% | $1.6M |
| Netherlands | 0.55% | $1.2M |
| Peru | 0.31% | $661K |
| Colombia | 0.30% | $630K |
| United Kingdom | 0.24% | $497K |
| Chile | 0.15% | $327K |
| Bermuda | 0.15% | $310K |
| EC | 0.12% | $254K |
Region
| Region | % net assets | Value |
|---|---|---|
| United States | 91.78% | $194M |
| Latin America | 4.78% | $10.1M |
| Canada | 1.53% | $3.2M |
| Offshore domiciles | 0.90% | $1.9M |
| Developed Europe | 0.78% | $1.7M |
| Other | 0.12% | $254K |
| Africa | 0.10% | $203K |
Issuer type
| Issuer type | % net assets | Value |
|---|---|---|
| Non-U.S. sovereign | 4.60% | $9.7M |
| Registered fund | 2.71% | $5.7M |
| U.S. GSE | 2.27% | $4.8M |
| U.S. Treasury | 108.25% | $229M |
| U.S. government agency | 0.13% | $276K |
| Corporate | -17.96% | $-38M |
Fair-value level
| Fair-value level | % net assets | Value |
|---|---|---|
| Level 2 | 97.34% | $206M |
| Level 1 | 2.66% | $5.6M |
Level 3 = valued with unobservable inputs (typically private or illiquid).
Long / short
| Long / short | % net assets | Value |
|---|---|---|
| Long | 134.09% | $283M |
| N/A | 0.36% | $759K |
| Short | -34.45% | $-72.8M |
All allocation percentages use net assets as the denominator (N-PORT convention). A position's share of invested assets may differ from its share of the whole fund including cash and leverage.
All 158 positions
| Security | Identifier | Type | Issuer | Country | Balance | Units | Value (USD) | Weight | FV level |
|---|---|---|---|---|---|---|---|---|---|
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912810PZ5 | Debt | UST | United States | 13,842,180 | principal | $14.2M | 6.74% | 2 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912810RL4 | Debt | UST | United States | 19,211,373 | principal | $13.9M | 6.56% | 2 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 91282CGK1 | Debt | UST | United States | 13,302,720 | principal | $12.8M | 6.05% | 2 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 91282CJY8 | Debt | UST | United States | 11,172,096 | principal | $11.1M | 5.25% | 2 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 91282CDC2 | Debt | UST | United States | 10,996,713 | principal | $11M | 5.22% | 2 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 91282CML2 | Debt | UST | United States | 9,312,515 | principal | $9.4M | 4.47% | 2 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912810SM1 | Debt | UST | United States | 14,385,280 | principal | $8.2M | 3.88% | 2 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 9128285W6 | Debt | UST | United States | 7,846,560 | principal | $7.7M | 3.66% | 2 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 91282CDX6 | Debt | UST | United States | 8,338,610 | principal | $7.7M | 3.63% | 2 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 91282CPH8 | Debt | UST | United States | 7,145,950 | principal | $7M | 3.33% | 2 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912810QF8 | Debt | UST | United States | 7,027,788 | principal | $6.9M | 3.27% | 2 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 9128283R9 | Debt | UST | United States | 6,693,550 | principal | $6.6M | 3.12% | 2 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 91282CNS6 | Debt | UST | United States | 6,478,857 | principal | $6.4M | 3.05% | 2 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912810FH6 | Debt | UST | United States | 41,177,940 | principal | $44M | 20.80% | 2 |
| LEGG MASON PARTNERS INSTITUTIONAL TRUST | 52470G494 | Short-term inv. | RF | United States | 5,726,353 | shares | $5.7M | 2.71% | 1 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 91282CFR7 | Debt | UST | United States | 5,573,600 | principal | $5.6M | 2.66% | 2 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 91282CGW5 | Debt | UST | United States | 5,504,500 | principal | $5.5M | 2.60% | 2 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 91282CLV1 | Debt | UST | United States | 5,247,200 | principal | $5.3M | 2.50% | 2 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 91282CNB3 | Debt | UST | United States | 5,186,650 | principal | $5.2M | 2.46% | 2 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912810RF7 | Debt | UST | United States | 5,667,440 | principal | $4.7M | 2.23% | 2 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912810TE8 | Debt | UST | United States | 8,659,406 | principal | $4.5M | 2.15% | 2 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 91282CEJ6 | Debt | UST | United States | 22,221,070 | principal | $22M | 10.41% | 2 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912810QV3 | Debt | UST | United States | 4,384,110 | principal | $3.4M | 1.61% | 2 |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL | BRSTNCNTB3D4 | Debt | NUSS | Brazil | 14,152,473 | principal | $2.4M | 1.14% | 2 |
| BRAZIL, FEDERATIVE REPUBLIC OF - SECRETARIA DO TESOURO NACIONAL | BRSTNCNTB716 | Debt | NUSS | Brazil | 12,430,589 | principal | $2.4M | 1.11% | 2 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912810QP6 | Debt | UST | United States | 2,261,820 | principal | $2.2M | 1.04% | 2 |
| GENERAL DYNAMICS CORP | 369550BJ6 | Debt | CORP | United States | 2,560,000 | principal | $2.2M | 1.02% | 2 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912810FD5 | Debt | UST | United States | 2,041,630 | principal | $2.1M | 1.01% | 2 |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO | MX0SGO0000F0 | Debt | NUSS | Mexico | 29,607,143 | principal | $1.7M | 0.81% | 2 |
| UNITED MEXICAN STATES - SECRETARIA DE HACIENDA Y CREDITO PUBLICO | 91087BBE9 | Debt | NUSS | Mexico | 1,480,000 | principal | $1.5M | 0.70% | 2 |
| WILLIAMS COMPANIES INC (THE) | 969457BV1 | Debt | CORP | United States | 1,340,000 | principal | $1.3M | 0.63% | 2 |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT | 912828Z37 | Debt | UST | United States | 1,283,460 | principal | $1.2M | 0.58% | 2 |
| ENTERPRISE PRODUCTS OPERATING LLC | 29379VBV4 | Debt | CORP | United States | 1,170,000 | principal | $1.1M | 0.53% | 2 |
| BX TRUST 2018-BILT | 12433FAJ7 | ABS | CORP | United States | 997,306 | principal | $1M | 0.47% | 2 |
| BAUSCH HEALTH AMERICAS INC | 91911XAW4 | Debt | CORP | United States | 970,000 | principal | $963K | 0.46% | 2 |
| GLENCORE FINANCE (CANADA) LTD | 98417EAR1 | Debt | CORP | Canada | 950,000 | principal | $931K | 0.44% | 2 |
| ILFC E-CAPITAL TRUST II | 44965UAA2 | Debt | CORP | United States | 1,010,000 | principal | $887K | 0.42% | 2 |
| OCCIDENTAL PETROLEUM CORP | 674599CM5 | Debt | CORP | United States | 810,000 | principal | $805K | 0.38% | 2 |
| GLENCORE FUNDING LLC | 378272AQ1 | Debt | CORP | United States | 800,000 | principal | $794K | 0.38% | 2 |
| MRCD 2019 - PARK MORTGAGE TRUST SERIES 2019 - PARK | 55348UAG3 | ABS | CORP | United States | 850,000 | principal | $769K | 0.36% | 2 |
| NYC COMMERCIAL MORTGAGE TRUST 2025-28L | 67123JAL3 | ABS | CORP | United States | 750,000 | principal | $749K | 0.35% | 2 |
| CAPSTONE COPPER CORP | 14071LAA6 | Debt | CORP | Canada | 700,000 | principal | $714K | 0.34% | 2 |
| OCCIDENTAL PETROLEUM CORP | 674599DJ1 | Debt | CORP | United States | 660,000 | principal | $696K | 0.33% | 2 |
| FIRST QUANTUM MINERALS LTD | 335934AW5 | Debt | CORP | Canada | 640,000 | principal | $671K | 0.32% | 2 |
| YAMANA GOLD INC | 98462YAD2 | Debt | CORP | Canada | 670,000 | principal | $670K | 0.32% | 2 |
| PROSUS NV | 74365PAF5 | Debt | CORP | Netherlands | 700,000 | principal | $638K | 0.30% | 2 |
| INTER-AMERICAN DEVELOPMENT BANK | XS2696224745 | Debt | NUSS | United States | 61,000,000 | principal | $633K | 0.30% | 2 |
| ECOPETROL SA | 279158AP4 | Debt | CORP | Colombia | 700,000 | principal | $630K | 0.30% | 2 |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA3 | 35564KUX5 | ABS | USGSE | United States | 600,000 | principal | $610K | 0.29% | 2 |
| CONSTELLATION ENERGY GENERATION LLC | 210385AD2 | Debt | CORP | United States | 570,000 | principal | $608K | 0.29% | 2 |
| SANDS CHINA LTD | 80007RAE5 | Debt | CORP | Cayman Islands | 600,000 | principal | $608K | 0.29% | 2 |
| INTERCONTINENTAL EXCHANGE, INC. | — | Credit deriv. | CORP | United States | 1 | contracts | $600K | 0.28% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 35564UFB8 | ABS | USGSE | United States | 570,000 | principal | $571K | 0.27% | 2 |
| J P MORGAN MTG TR 2025-NQM1 | 46664DAE1 | ABS | CORP | United States | 557,012 | principal | $553K | 0.26% | 2 |
| COMISION FEDERAL DE ELECTRICIDAD | 200447AQ3 | Debt | CORP | Mexico | 530,000 | principal | $521K | 0.25% | 2 |
| PETROBRAS GLOBAL FINANCE BV | 71647NAY5 | Debt | CORP | Netherlands | 510,000 | principal | $520K | 0.25% | 2 |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO | 715638FC1 | Debt | NUSS | Peru | 500,000 | principal | $506K | 0.24% | 2 |
| TOWD POINT MORTGAGE TRUST 2020-2 | 89176UAN4 | ABS | CORP | United States | 543,665 | principal | $497K | 0.24% | 2 |
| ANTOFAGASTA PLC | 03718NAA4 | Debt | CORP | United Kingdom | 550,000 | principal | $497K | 0.24% | 2 |
| BANK5 2026-5YR20 | 06211HAC8 | ABS | CORP | United States | 460,000 | principal | $476K | 0.23% | 2 |
| CWALT INC | 02150LAC1 | ABS | CORP | United States | 1,086,195 | principal | $474K | 0.22% | 2 |
| FREDDIE MAC STACR REMIC TRUST 2024-DNA1 | 35564NBA0 | ABS | USGSE | United States | 460,000 | principal | $465K | 0.22% | 2 |
| CONNECTICUT AVENUE SECURITIES TRUST 2019-R05 | 20754HAD0 | ABS | USGSE | United States | 462,280 | principal | $464K | 0.22% | 2 |
| OBX 2025-NQM4 TRUST | 67120QAC0 | ABS | CORP | United States | 456,056 | principal | $457K | 0.22% | 2 |
| COLUMBIA PIPELINES HOLDING CO LLC | 19828AAB3 | Debt | CORP | United States | 440,000 | principal | $453K | 0.21% | 2 |
| PRKCM 2021-AFC1 TRUST | 69357TAA8 | ABS | CORP | United States | 524,591 | principal | $450K | 0.21% | 2 |
| TARGA RESOURCES CORP | 87612GAA9 | Debt | CORP | United States | 470,000 | principal | $447K | 0.21% | 2 |
| EQT CORP | 26884LAL3 | Debt | CORP | United States | 440,000 | principal | $444K | 0.21% | 2 |
| Gainwell Technologies (fka Milano Acqusition/DXC State & Local HHS) | 59909TAC8 | Loan | CORP | United States | 448,816 | principal | $442K | 0.21% | 2 |
| CRSO TRUST 2023-BRND | 228925AA1 | ABS | CORP | United States | 430,000 | principal | $441K | 0.21% | 2 |
| ENERGY TRANSFER LP | 29278NAG8 | Debt | CORP | United States | 430,000 | principal | $438K | 0.21% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 35563PC80 | ABS | USGSE | United States | 460,000 | principal | $429K | 0.20% | 2 |
| ONEOK INC | 682680BK8 | Debt | CORP | United States | 410,000 | principal | $426K | 0.20% | 2 |
| SANDS CHINA LTD | 80007RAL9 | Debt | CORP | Cayman Islands | 420,000 | principal | $411K | 0.19% | 2 |
| BX COMMERCIAL MORTGAGE TRUST 2025-BCAT | 05619RAA0 | ABS | CORP | United States | 390,000 | principal | $391K | 0.19% | 2 |
| CLYDESDALE ACQUISITION | 18972FAE2 | Loan | CORP | United States | 408,970 | principal | $388K | 0.18% | 2 |
| SANDS CHINA LTD | 80007RAS4 | Debt | CORP | Cayman Islands | 400,000 | principal | $368K | 0.17% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 20754CAF6 | ABS | USGSE | United States | 350,000 | principal | $355K | 0.17% | 2 |
| FREDDIE MAC STACR REMIC TRUST 2025-DNA1 | 35564NGA5 | ABS | USGSE | United States | 340,000 | principal | $341K | 0.16% | 2 |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 | 20754RAF3 | ABS | USGSE | United States | 330,000 | principal | $333K | 0.16% | 2 |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES | 35563PJQ3 | ABS | USGSE | United States | 327,818 | principal | $329K | 0.16% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 20754EAB1 | ABS | USGSE | United States | 320,000 | principal | $328K | 0.16% | 2 |
| CORPORACION NACIONAL DEL COBRE DEL CHILE SA | 21987BBQ0 | Debt | CORP | Chile | 330,000 | principal | $327K | 0.15% | 2 |
| BDS 2026-FL17 LLC | 05494WAA9 | CDO/CLO | CORP | United States | 320,000 | principal | $320K | 0.15% | 2 |
| BROADCOM INC | 11135FBP5 | Debt | CORP | United States | 370,000 | principal | $315K | 0.15% | 2 |
| HOME RE 2023-1 LTD | 43731BAC5 | ABS | CORP | Bermuda | 290,000 | principal | $310K | 0.15% | 2 |
| PRKCM 2023-AFC1 TRUST | 693981AA0 | ABS | CORP | United States | 301,876 | principal | $302K | 0.14% | 2 |
| CD 2017-CD5 MORTGAGE TRUST | 12515HAZ8 | ABS | CORP | United States | 300,000 | principal | $296K | 0.14% | 2 |
| VERUS SECURITIZATION TRUST 2023-8 | 92540DAE5 | ABS | CORP | United States | 290,000 | principal | $294K | 0.14% | 2 |
| AmWINS Group | 03234TBB3 | Loan | CORP | United States | 279,293 | principal | $279K | 0.13% | 2 |
| VERUS SECURITIZATION TRUST 2022-1 | 92538WAE7 | ABS | CORP | United States | 350,000 | principal | $278K | 0.13% | 2 |
| Nexstar Broadcasting | 65336RBF4 | Loan | CORP | United States | 273,429 | principal | $274K | 0.13% | 2 |
| MERIDIAN ARC HOLDCO LLC | 58990CAA1 | Debt | CORP | United States | 260,000 | principal | $261K | 0.12% | 2 |
| FIRST QUANTUM MINERALS LTD | 335934AX3 | Debt | CORP | Canada | 250,000 | principal | $257K | 0.12% | 2 |
| ECUADOR, REPUBLICA DEL - MINISTERIO DE FINANZAS Y CREDITO PUBLICO | 27927WAQ5 | Debt | NUSS | EC | 250,000 | principal | $254K | 0.12% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 20754GAE0 | ABS | USGSE | United States | 250,000 | principal | $252K | 0.12% | 2 |
| VERUS SECURITIZATION TRUST 2024-8 | 92540PAC2 | ABS | CORP | United States | 231,992 | principal | $233K | 0.11% | 2 |
| Sedgwick CMS | 81527CAP2 | Loan | CORP | United States | 219,447 | principal | $220K | 0.10% | 2 |
| Jane Street Group | 47077DAM2 | Loan | CORP | United States | 219,421 | principal | $218K | 0.10% | 2 |
| Asurion | 04649VBF6 | Loan | CORP | United States | 220,000 | principal | $215K | 0.10% | 2 |
| UKG | 89841EAB1 | Loan | CORP | United States | 219,449 | principal | $212K | 0.10% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 35563PAE9 | ABS | USGSE | United States | 228,310 | principal | $211K | 0.10% | 2 |
| Harbor Freight | 41151PAR6 | Loan | CORP | United States | 211,605 | principal | $211K | 0.10% | 2 |
| INTERCONTINENTAL EXCHANGE, INC. | — | Credit deriv. | CORP | United States | 1 | contracts | $207K | 0.10% | 2 |
| Focus Financial | 34416DBD9 | Loan | CORP | United States | 209,474 | principal | $206K | 0.10% | 2 |
| Cloud Software Group (Citrix/TIBCO) | 88632NBK5 | Loan | CORP | United States | 218,897 | principal | $206K | 0.10% | 2 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST | 17291NAA9 | ABS | CORP | United States | 200,000 | principal | $204K | 0.10% | 2 |
| NIGERIA, FEDERAL REPUBLIC OF - DEBT MANAGEMENT OFFICE (THE) | 65412JAC7 | Debt | NUSS | Nigeria | 200,000 | principal | $203K | 0.10% | 2 |
| GLENCORE FUNDING LLC | 378272AN8 | Debt | CORP | United States | 200,000 | principal | $200K | 0.09% | 2 |
| athenahealth | 04686RAF0 | Loan | CORP | United States | 199,496 | principal | $199K | 0.09% | 2 |
| TOWD POINT MORTGAGE TRUST 2020-2 | 89176UAV6 | ABS | CORP | United States | 250,000 | principal | $198K | 0.09% | 2 |
| EXTENDED STAY AMERICA INC | 30227TAA8 | ABS | CORP | United States | 192,627 | principal | $193K | 0.09% | 2 |
| SANDS CHINA LTD | 80007RAQ8 | Debt | CORP | Cayman Islands | 200,000 | principal | $191K | 0.09% | 2 |
| PRPM 2024-NMQ4 TRUST | 69381UAA5 | ABS | CORP | United States | 187,115 | principal | $188K | 0.09% | 2 |
| BP CAPITAL MARKETS AMERICA INC | 10373QBL3 | Debt | CORP | United States | 190,000 | principal | $185K | 0.09% | 2 |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2014-1 | 64828AAA1 | ABS | CORP | United States | 186,910 | principal | $181K | 0.09% | 2 |
| ANGEL OAK MORTGAGE TRUST 2023-1 | 03465WAA9 | ABS | CORP | United States | 175,919 | principal | $176K | 0.08% | 2 |
| CORE SCIENTIFIC FINANCE I LLC | 21874LAA0 | Debt | CORP | United States | 170,000 | principal | $174K | 0.08% | 2 |
| Cloudera | 74339VAB4 | Loan | CORP | United States | 199,479 | principal | $171K | 0.08% | 2 |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | — | Equity deriv. | CORP | United States | 1 | contracts | $167K | 0.08% | 2 |
| PERU, REPUBLIC OF - DIRECCION GENERAL DE CREDITO PUBLICO | 715638DS8 | Debt | NUSS | Peru | 200,000 | principal | $155K | 0.07% | 2 |
| DIRECTV FINANCING LLC / DIRECTV FINANCING CO-OBLIGOR INC | 25461LAE2 | Debt | CORP | United States | 140,000 | principal | $144K | 0.07% | 2 |
| BENCHMARK 2021-B29 MORTGAGE TRUST | 08163JAG9 | ABS | CORP | United States | 4,053,139 | principal | $129K | 0.06% | 2 |
| TALEN ENERGY SUPPLY LLC | 87422VAP3 | Debt | CORP | United States | 120,000 | principal | $120K | 0.06% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II MORTGAGE-BACKED SECURITIES | 38378XYD7 | ABS | USGA | United States | 5,406,038 | principal | $114K | 0.05% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | 38379RAJ2 | ABS | USGA | United States | 4,766,074 | principal | $103K | 0.05% | 2 |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-C3 | 17325GAC0 | ABS | CORP | United States | 78,361 | principal | $78K | 0.04% | 2 |
| BANK 2021-BNK32 | 06542BBN6 | ABS | CORP | United States | 2,465,498 | principal | $63.7K | 0.03% | 2 |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION | 3140QQWS0 | MBS | USGSE | United States | 60,074 | principal | $63.5K | 0.03% | 2 |
| FEDERAL HOME LOAN MORTGAGE CORP | 3133BSPH9 | MBS | USGSE | United States | 48,107 | principal | $49.2K | 0.02% | 2 |
| Goldman Sachs Bank USA | ticker N/A | FX deriv. | CORP | United States | 1 | contracts | $47.6K | 0.02% | 2 |
| T-MOBILE USA INC | 87264ABD6 | Debt | CORP | United States | 40,000 | principal | $39.8K | 0.02% | 2 |
| EOG RESOURCES INC | 26875PAU5 | Debt | CORP | United States | 40,000 | principal | $39.8K | 0.02% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II MORTGAGE-BACKED SECURITIES | 38378B2Q1 | ABS | USGA | United States | 1,080,440 | principal | $31.8K | 0.02% | 2 |
| Hub International | 44332EAZ9 | Loan | CORP | United States | 29,911 | principal | $30K | 0.01% | 2 |
| CoreLogic | 21870FBA6 | Loan | CORP | United States | 29,922 | principal | $29.7K | 0.01% | 2 |
| Truist Insurance Holdings | 89788VAG7 | Loan | CORP | United States | 20,000 | principal | $19.9K | 0.01% | 2 |
| GS MORTGAGE SECURITIES CORP | 36242DFP3 | ABS | CORP | United States | 17,308 | principal | $17.6K | 0.01% | 2 |
| BXMT 2020-FL2 LTD | 12434LAA2 | CDO/CLO | CORP | Cayman Islands | 17,042 | principal | $17.1K | 0.01% | 2 |
| CHICAGO BOARD OF TRADE | ticker ZF U26 | Rate deriv. | CORP | United States | 41 | contracts | $17K | 0.01% | 1 |
| Government National Mortgage Association | 38379KVU9 | ABS | USGA | United States | 3,025,662 | principal | $16.4K | 0.01% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II MORTGAGE-BACKED SECURITIES | 38378NF99 | ABS | USGA | United States | 473,844 | principal | $10.8K | 0.01% | 2 |
| CITIBANK, NATIONAL ASSOCIATION | ticker N/A | FX deriv. | CORP | United States | 1 | contracts | $9.4K | 0.00% | 2 |
| GENERAL DYNAMICS CORP | 369550BH0 | Debt | CORP | United States | 10,000 | principal | $9K | 0.00% | 2 |
| RESIDENTIAL ASSET MORTGAGE PRODUCTS INC | 76112BGP9 | ABS | CORP | United States | 28,170 | principal | $7.3K | 0.00% | 2 |
| CHICAGO MERCANTILE EXCHANGE | ticker 6A U26 | FX deriv. | CORP | United States | 10 | contracts | $2.7K | 0.00% | 1 |
| CHASE MORTGAGE FINANCE TRUST | 161630AJ7 | ABS | CORP | United States | 909 | principal | $869 | 0.00% | 2 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION II MORTGAGE-BACKED SECURITIES | 38378NK51 | ABS | USGA | United States | 84,610 | principal | $332 | 0.00% | 2 |
| MORGAN STANLEY & CO. LLCshort | — | Repo | CORP | United States | -72,809,787 | principal | $-72.8M | -34.45% | 2 |
| JPMorgan Chase Bank, National Association | ticker N/A | FX deriv. | CORP | United States | 2 | contracts | $-103K | -0.05% | 2 |
| CHICAGO BOARD OF TRADE | ticker XUB U26 | Rate deriv. | CORP | United States | -45 | contracts | $-79.1K | -0.04% | 1 |
| CITIBANK, NATIONAL ASSOCIATION | ticker N/A | FX deriv. | CORP | United States | 1 | contracts | $-36.8K | -0.02% | 2 |
| MORGAN STANLEY & CO. LLC | ticker N/A | FX deriv. | CORP | United States | 1 | contracts | $-32.7K | -0.02% | 2 |
| CHICAGO MERCANTILE EXCHANGE | ticker SR3 H26-CME | Rate deriv. | CORP | United States | 51 | contracts | $-18K | -0.01% | 1 |
| CHICAGO BOARD OF TRADE | ticker ZN U26 | Rate deriv. | CORP | United States | -15 | contracts | $-12.4K | -0.01% | 1 |
| CME Group Inc. | ticker GC Z26 | Commodity deriv. | CORP | United States | 7 | contracts | $-5.4K | -0.00% | 1 |
| JPMorgan Chase Bank, National Association | ticker N/A | FX deriv. | CORP | United States | 1 | contracts | $-4.2K | -0.00% | 2 |
| Bank of America, National Association | ticker N/A | FX deriv. | CORP | United States | 1 | contracts | $-470 | -0.00% | 2 |
Equities show share counts; bonds and loans show principal amount. Coupon, maturity and ratings are shown where the filing discloses them. Source: SEC N-PORT via market-data vendor re-serve, position-level.
Holdings reports on file
| Report date | Filed | Positions | Σ weight | Net assets (calc.) | Coverage |
|---|---|---|---|---|---|
| May 29, 2026 | Jul 22, 2026 | 158 | 100.0% | $211M | full |
| Feb 27, 2026 | Apr 24, 2026 | 156 | 100.0% | $217M | full |
| Nov 28, 2025 | Jan 29, 2026 | 132 | 100.0% | $214M | full |
Net assets here are calculated from position values ÷ reported weights (median across positions), not a reported figure.
CEF Explorer research page for Western Asset Inflation-Linked Income Fund. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.