Western Asset Inflation-Linked Opportunities & Income Fund

Fund Profile

Fund profile

Fund manager

Total assets

$864.00 mm

Liabilities

$265.94 mm

Net assets

$598.06 mm

Number of holdings

156.00

156 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
United States Treasury Inflation Indexed Bonds	120.70 mm	111.24 mm principal	20.18	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	95.37 mm	96.87 mm principal	15.95	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	38.67 mm	39.68 mm principal	6.47	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	36.23 mm	36.62 mm principal	6.06	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	35.16 mm	40.05 mm principal	5.88	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	35.06 mm	43.54 mm principal	5.86	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	32.10 mm	34.08 mm principal	5.37	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	30.93 mm	31.85 mm principal	5.17	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	30.21 mm	29.37 mm principal	5.05	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	29.94 mm	30.38 mm principal	5.01	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	28.48 mm	37.09 mm principal	4.76	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	25.41 mm	25.42 mm principal	4.25	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	22.52 mm	23.45 mm principal	3.77	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	19.63 mm	22.18 mm principal	3.28	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	16.65 mm	16.92 mm principal	2.78	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	14.97 mm	23.79 mm principal	2.50	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	14.44 mm	13.65 mm principal	2.41	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	13.61 mm	13.67 mm principal	2.28	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	11.83 mm	20.05 mm principal	1.98	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	7.91 mm	7.82 mm principal	1.32	Debt	Long	USA
Uruguay Government International Bond	7.67 mm	326.04 mm principal	1.28	Debt	Long	Uruguay
United States Treasury Inflation Indexed Bonds	7.37 mm	7.67 mm principal	1.23	Debt	Long	USA
Mexican Bonos	6.37 mm	162.58 mm principal	1.07	Debt	Long	Mexico
United States Treasury Inflation Indexed Bonds	6.33 mm	7.06 mm principal	1.06	Debt	Long	USA
XOM Exxon Mobil Corporation	5.75 mm	6.59 mm principal	0.96	Debt	Long	USA
Brazil Notas do Tesouro Nacional Serie B	5.70 mm	36.01 mm principal	0.95	Debt	Long	Brazil
Western Asset Premier Institutional Government Reserves	5.36 mm	5.36 mm shares	0.90	Short-term investment vehicle	Long	USA
Brazil Notas do Tesouro Nacional Serie B	5.21 mm	32.63 mm principal	0.87	Debt	Long	Brazil
Wells Fargo & Co	4.26 mm	4.48 mm principal	0.71	Debt	Long	USA
United States Treasury Inflation Indexed Bonds	4.11 mm	4.77 mm principal	0.69	Debt	Long	USA
Bonos de la Tesoreria de la Republica en pesos	3.96 mm	4.04 bn principal	0.66	Debt	Long	Chile
QazaqGaz NC JSC	3.85 mm	4.00 mm principal	0.64	Debt	Long	Kazakhstan
United States Treasury Inflation Indexed Bonds	3.83 mm	3.79 mm principal	0.64	Debt	Long	USA
Uruguay Government International Bond	3.71 mm	152.83 mm principal	0.62	Debt	Long	Uruguay
Mexico Government International Bond	3.60 mm	3.72 mm principal	0.60	Debt	Long	Mexico
CDS CDX.NA.HY.43.V1	3.45 mm	1.00 contracts	0.58	Credit derivative	N/A	USA
Brazil Notas do Tesouro Nacional Serie B	3.35 mm	22.29 mm principal	0.56	Debt	Long	Brazil
United Kingdom Inflation-Linked Gilt	3.31 mm	4.36 mm principal	0.55	Debt	Long	UK
Banc of America Funding 2015-R2 Trust	3.14 mm	3.89 mm principal	0.53	ABS-mortgage backed security	Long	USA
Valeant Pharmaceuticals International	3.04 mm	3.13 mm principal	0.51	Debt	Long	USA
Inter-American Development Bank	3.03 mm	251.00 mm principal	0.51	Debt	Long	N/A
GD General Dynamics Corporation	3.01 mm	3.47 mm principal	0.50	Debt	Long	USA
OXY Occidental Petroleum Corporation	2.76 mm	2.69 mm principal	0.46	Debt	Long	USA
Enterprise Products Operating LLC	2.71 mm	2.88 mm principal	0.45	Debt	Long	USA
SCHYF Sands China Ltd.	2.46 mm	2.48 mm principal	0.41	Debt	Long	Cayman Islands
WMB The Williams Companies, Inc.	2.39 mm	2.35 mm principal	0.40	Debt	Long	USA
Glencore Finance Canada Ltd	2.30 mm	2.33 mm principal	0.38	Debt	Long	Canada
MF1 2022-FL9 LLC	2.27 mm	2.27 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	USA
BX Trust 2021-ARIA	2.22 mm	2.23 mm principal	0.37	ABS-mortgage backed security	Long	USA
Mexican Bonos	2.00 mm	51.28 mm principal	0.33	Debt	Long	Mexico
BHMS 2018-ATLS	2.00 mm	2.00 mm principal	0.33	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2022-DNA5	1.96 mm	1.82 mm principal	0.33	ABS-mortgage backed security	Long	USA
Apache Corp	1.94 mm	2.63 mm principal	0.32	Debt	Long	USA
SREIT Trust 2021-PALM	1.92 mm	1.93 mm principal	0.32	ABS-mortgage backed security	Long	USA
MSC Trust 2021-ILP	1.90 mm	1.90 mm principal	0.32	ABS-mortgage backed security	Long	USA
CLR Continental Resources Inc (OKLA)	1.88 mm	2.25 mm principal	0.31	Debt	Long	USA
Freddie Mac STACR REMIC Trust 2024-DNA1	1.88 mm	1.85 mm principal	0.31	ABS-mortgage backed security	Long	USA
Angel Oak Mortgage Trust 2023-1	1.76 mm	1.78 mm principal	0.29	ABS-mortgage backed security	Long	USA
Hawaii Hotel Trust 2019-MAUI	1.76 mm	1.76 mm principal	0.29	ABS-mortgage backed security	Long	USA
ILFC E-Capital Trust II	1.75 mm	2.08 mm principal	0.29	Debt	Long	USA
Connecticut Avenue Securities Trust 2020-R01	1.72 mm	1.66 mm principal	0.29	ABS-mortgage backed security	Long	USA
Valeant Pharmaceuticals International	1.63 mm	1.97 mm principal	0.27	Debt	Long	USA
Anglo American Capital PLC	1.60 mm	1.63 mm principal	0.27	Debt	Long	UK
Glencore Funding LLC	1.59 mm	1.63 mm principal	0.27	Debt	Long	USA
BHP Billiton Finance USA Ltd	1.58 mm	1.62 mm principal	0.26	Debt	Long	Australia
CDS CDX.NA.IG.43.V1	1.55 mm	1.00 contracts	0.26	Credit derivative	N/A	USA
OBX 2023-NQM3 Trust	1.55 mm	1.54 mm principal	0.26	ABS-mortgage backed security	Long	USA
SCCO Southern Copper Corporation	1.49 mm	1.60 mm principal	0.25	Debt	Long	USA
Petrobras Global Finance BV	1.43 mm	1.41 mm principal	0.24	Debt	Long	Netherlands
PRKCM 2023-AFC1 Trust	1.42 mm	1.41 mm principal	0.24	ABS-mortgage backed security	Long	USA
PRKCM 2024-HOME1 Trust	1.37 mm	1.36 mm principal	0.23	ABS-mortgage backed security	Long	USA
AUY Yamana Gold Inc.	1.35 mm	1.36 mm principal	0.23	Debt	Long	Canada
MRCD 2019-MARK Mortgage Trust	1.33 mm	1.52 mm principal	0.22	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2023-DNA2	1.32 mm	1.30 mm principal	0.22	ABS-mortgage backed security	Long	USA
BX Trust 2022-CLS	1.30 mm	1.30 mm principal	0.22	ABS-mortgage backed security	Long	USA
BX Commercial Mortgage Trust 2022-LP2	1.27 mm	1.27 mm principal	0.21	ABS-mortgage backed security	Long	USA
Columbia Pipelines Holding Co LLC	1.27 mm	1.23 mm principal	0.21	Debt	Long	USA
Freddie Mac STACR REMIC Trust 2021-DNA1	1.25 mm	1.18 mm principal	0.21	ABS-mortgage backed security	Long	USA
BRSP 2021-FL1 Ltd	1.25 mm	1.25 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
EQT EQT Corporation	1.24 mm	1.24 mm principal	0.21	Debt	Long	USA
OKE ONEOK, Inc.	1.23 mm	1.18 mm principal	0.21	Debt	Long	USA
BX Commercial Mortgage Trust 2021-XL2	1.22 mm	1.23 mm principal	0.20	ABS-mortgage backed security	Long	USA
ET+E Energy Transfer Operating, L.P.	1.22 mm	1.20 mm principal	0.20	Debt	Long	USA
Barrick North America Finance LLC	1.21 mm	1.17 mm principal	0.20	Debt	Long	USA
NGLS TRI Resources Inc.	1.21 mm	1.30 mm principal	0.20	Debt	Long	USA
Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2	1.15 mm	1.16 mm principal	0.19	ABS-mortgage backed security	Long	USA
United States Treasury Inflation Indexed Bonds	1.13 mm	1.23 mm principal	0.19	Debt	Long	USA
BOCA Commercial Mortgage Trust 2024-BOCA	1.09 mm	1.08 mm principal	0.18	ABS-mortgage backed security	Long	USA
Brazil Letras do Tesouro Nacional	965.99 k	6.69 mm principal	0.16	Debt	Long	Brazil
Antofagasta PLC	943.16 k	1.11 mm principal	0.16	Debt	Long	UK
BX Commercial Mortgage Trust 2021-VOLT	908.94 k	910.00 k principal	0.15	ABS-mortgage backed security	Long	USA
Greystone CRE Notes 2021-FL3 Ltd	835.37 k	836.15 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apache Corp	800.76 k	910.00 k principal	0.13	Debt	Long	USA
CRSO 2023-BRND A	780.83 k	750.00 k principal	0.13	Debt	Long	USA
Freddie Mac STACR REMIC Trust 2024-DNA2	773.35 k	771.86 k principal	0.13	ABS-mortgage backed security	Long	USA
Origen Manufactured Housing Contract Trust 2007-B	639.74 k	646.15 k principal	0.11	ABS-other	Long	USA
SREIT Trust 2021-MFP	621.76 k	621.96 k principal	0.10	ABS-mortgage backed security	Long	USA
Citigroup Commercial Mortgage Trust 2023-SMRT	582.81 k	570.00 k principal	0.10	ABS-mortgage backed security	Long	USA
Alcoa Nederland Holding BV	577.30 k	570.00 k principal	0.10	Debt	Long	Netherlands
Freddie Mac STACR REMIC Trust 2023-DNA1	575.76 k	567.12 k principal	0.10	ABS-mortgage backed security	Long	USA
SCHYF Sands China Ltd.	562.88 k	600.00 k principal	0.09	Debt	Long	Cayman Islands
BP Capital Markets America Inc	552.90 k	580.00 k principal	0.09	Debt	Long	USA
Connecticut Avenue Securities Trust 2023-R05	535.93 k	510.00 k principal	0.09	ABS-mortgage backed security	Long	USA
Connecticut Avenue Securities Trust 2023-R02	527.86 k	480.00 k principal	0.09	ABS-mortgage backed security	Long	USA
SCHYF Sands China Ltd.	516.02 k	600.00 k principal	0.09	Debt	Long	Cayman Islands
Connecticut Avenue Securities Trust 2024-R02	504.07 k	500.00 k principal	0.08	ABS-mortgage backed security	Long	USA
XOM Exxon Mobil Corporation	493.49 k	660.00 k principal	0.08	Debt	Long	USA
Glencore Funding LLC	491.75 k	500.00 k principal	0.08	Debt	Long	USA
Connecticut Avenue Securities Trust 2019-R05	426.97 k	409.37 k principal	0.07	ABS-mortgage backed security	Long	USA
SMRT 2022-MINI	388.29 k	390.00 k principal	0.06	ABS-mortgage backed security	Long	USA
Brazil Notas do Tesouro Nacional Serie F	379.11 k	2.45 mm principal	0.06	Debt	Long	Brazil
MHC Commercial Mortgage Trust 2021-MHC	371.41 k	371.75 k principal	0.06	ABS-mortgage backed security	Long	USA
Benchmark 2021-B29 Mortgage Trust	358.81 k	8.11 mm principal	0.06	ABS-mortgage backed security	Long	USA
GS Mortgage Securities Trust 2020-GC45	344.26 k	380.00 k principal	0.06	ABS-mortgage backed security	Long	USA
MSWF Commercial Mortgage Trust 2023-1	340.17 k	330.00 k principal	0.06	ABS-mortgage backed security	Long	USA
Broadcom Pte. Ltd.	332.90 k	400.00 k principal	0.06	Debt	Long	USA
OXY Occidental Petroleum Corporation	331.98 k	330.00 k principal	0.06	Debt	Long	USA
BXMT 2020-FL2 LTD	311.20 k	316.72 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Nigeria Government International Bond	266.49 k	280.00 k principal	0.04	Debt	Long	Nigeria
Wells Fargo Commercial Mortgage Trust 2021-C59	264.12 k	3.89 mm principal	0.04	ABS-mortgage backed security	Long	USA
UBS Commercial Mortgage Trust 2017-C7	263.90 k	274.27 k principal	0.04	ABS-mortgage backed security	Long	USA
EOG EOG Resources, Inc.	234.55 k	250.00 k principal	0.04	Debt	Long	USA
SCHYF Sands China Ltd.	178.87 k	200.00 k principal	0.03	Debt	Long	Cayman Islands
TRS JPEIFNTR INDEX	158.62 k	1.00 contracts	0.03	Commodity derivative	N/A	USA
CLP/USD FORWARD MORGAN STANLEY & CO. LLC	156.54 k	1.00 contracts	0.03	DFE	N/A	USA
US 10YR NOTE (CBT)	132.92 k	122.00 contracts	0.02	Interest rate derivative	N/A	USA
UYU/USD FORWARD Citibank, National Association	123.20 k	1.00 contracts	0.02	DFE	N/A	USA
GBP/USD FORWARD Bank of America, National Association	111.74 k	1.00 contracts	0.02	DFE	N/A	USA
T-Mobile USA Inc	97.98 k	100.00 k principal	0.02	Debt	Long	USA
EOG EOG Resources, Inc.	69.04 k	70.00 k principal	0.01	Debt	Long	USA
5 YEAR U.S TREASURY NOTE	54.13 k	68.00 contracts	0.01	Interest rate derivative	N/A	USA
Morgan Stanley Mortgage Loan Trust 2007-11AR	35.65 k	62.00 k principal	0.01	ABS-mortgage backed security	Long	USA
GD General Dynamics Corporation	27.24 k	30.00 k principal	0.00	Debt	Long	USA
USD/BRL FORWARD GOLDMAN SACHS & CO. LLC	26.26 k	1.00 contracts	0.00	DFE	N/A	USA
Bear Stearns Asset Backed Securities Trust 2007-SD2	19.77 k	20.77 k principal	0.00	ABS-other	Long	USA
HAL Halliburton Company	10.90 k	11.00 k principal	0.00	Debt	Long	USA
JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN	4.76 k	2.15 mm principal	0.00	ABS-mortgage backed security	Long	USA
EUR/USD FORWARD Bank of America, National Association	-1.10 k	1.00 contracts	-0.00	DFE	N/A	USA
WTI CRUDE	-14.15 k	60.00 contracts	-0.00	Commodity derivative	N/A	USA
INR/USD FORWARD Citibank, National Association	-19.70 k	1.00 contracts	-0.00	DFE	N/A	USA
USD/BRL FORWARD GOLDMAN SACHS & CO. LLC	-26.10 k	1.00 contracts	-0.00	DFE	N/A	USA
USD/BRL FORWARD GOLDMAN SACHS & CO. LLC	-40.48 k	1.00 contracts	-0.01	DFE	N/A	USA
USD/MXN FORWARD J.P. MORGAN SECURITIES LLC	-98.26 k	1.00 contracts	-0.02	DFE	N/A	USA
COPPER	-147.86 k	140.00 contracts	-0.02	Commodity derivative	N/A	USA
US ULTRA BOND CBT	-196.64 k	-85.00 contracts	-0.03	Interest rate derivative	N/A	USA
COPPER	-383.96 k	160.00 contracts	-0.06	Commodity derivative	N/A	USA
US LONG BOND(CBT)	-804.70 k	-266.00 contracts	-0.13	Interest rate derivative	N/A	USA
Morgan Stanley & Co	-3.13 mm	-3.13 mm principal	-0.52	Repurchase agreement	Short	USA
Morgan Stanley & Co	-13.99 mm	-13.99 mm principal	-2.34	Repurchase agreement	Short	USA
Morgan Stanley & Co	-15.41 mm	-15.41 mm principal	-2.58	Repurchase agreement	Short	USA
Morgan Stanley & Co	-16.48 mm	-16.48 mm principal	-2.76	Repurchase agreement	Short	USA
Morgan Stanley & Co	-19.14 mm	-19.14 mm principal	-3.20	Repurchase agreement	Short	USA
Morgan Stanley & Co	-20.11 mm	-20.11 mm principal	-3.36	Repurchase agreement	Short	USA
Morgan Stanley & Co	-22.61 mm	-22.61 mm principal	-3.78	Repurchase agreement	Short	USA
Morgan Stanley & Co	-51.11 mm	-51.11 mm principal	-8.55	Repurchase agreement	Short	USA
Morgan Stanley & Co	-100.14 mm	-100.14 mm principal	-16.74	Repurchase agreement	Short	USA