Western Asset Inflation-Linked Opportunities & Income Fund Portfolio Composition as of March 31, 2019

Western Asset Inflation-Linked Opportunities & Income Fund (NYSE:WIW) announces its portfolio composition as of March 31, 2019.

Investment Objective: The Fund’s primary investment objective is to provide current income. Capital appreciation, when consistent with current income, is a secondary investment objective.

Portfolio Composition*:
Asset Allocation
Inflation-Linked		80.2%
Emerging Market Debt		7.4%
Sovereign Debt External Currency		2.0%
Sovereign Debt Local Currency		4.2%
Corporates External Currency		1.2%
Investment Grade Corporate Bonds		4.4%
Mortgage-Backed Securities		3.5%
High Yield Corporate Bonds		2.5%
Asset-Backed Securities		0.5%
Cash & Other Securities		1.5%
Credit Quality Allocation**
AAA		76.4%
AA		1.1%
A		1.9%
BBB		8.9%
BB		3.8%
B		2.6%
CCC		0.8%
CC		0.6%
Not Rated		4.0%
Currency Allocation
US Dollar		84.6%
Russian Ruble		3.6%
Brazilian Real		3.5%
Colombian Peso		2.4%
Indian Rupee		1.4%
Mexican Peso		1.1%
Malaysian Ringgit		1.1%
Indonesian Rupiah		1.0%
Japanese Yen		0.7%
Argentine Peso		0.7%
Chilean Peso		0.7%
Uruguayan Peso		0.6%
New Taiwan Dollar		-1.5%
Average Life (years)		5.8
Average Effective Duration (years)		6.3
Average Coupon (%)		2.4
Portfolio Statistics:
Inception Date		February 25, 2004
Inception Price		$15.00
Total Assets***		$1,086,056,094
Net Assets		$761,007,344
Loans****		0.00%
Preferred Shares****		0.00%
Reverse Repos****		29.93%
Market Price		$10.73
NAV		$12.44
(Daily NAV is available on market quotation systems using the symbol XWIWX.)
Distribution Rate*****		$0.0360 per share
Frequency		Monthly (Declared quarterly, paid monthly)

Note: Prior to April 27, 2018, the fund was known as Western Asset/Claymore Inflation-Linked Opportunities & Income Fund.