0001752724-23-181477.txt : 20230818 0001752724-23-181477.hdr.sgml : 20230818 20230818121742 ACCESSION NUMBER: 0001752724-23-181477 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230818 DATE AS OF CHANGE: 20230818 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: WESTERN ASSET FUNDS INC CENTRAL INDEX KEY: 0000863520 IRS NUMBER: 000000000 STATE OF INCORPORATION: MD FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-06110 FILM NUMBER: 231184707 BUSINESS ADDRESS: STREET 1: 100 INTERNATIONAL DRIVE CITY: BALTIMORE STATE: MD ZIP: 21202 BUSINESS PHONE: 410-454-2760 MAIL ADDRESS: STREET 1: 100 INTERNATIONAL DRIVE STREET 2: 7TH FLOOR CITY: BALTIMORE STATE: MD ZIP: 21202 FORMER COMPANY: FORMER CONFORMED NAME: LM INSTITUTIONAL FUND ADVISORS I INC DATE OF NAME CHANGE: 19980818 FORMER COMPANY: FORMER CONFORMED NAME: WESTERN ASSET TRUST INC DATE OF NAME CHANGE: 19920703 0000863520 S000000715 Western Asset Inflation Indexed Plus Bond Fund C000002083 Class FI WATPX C000002084 Class I WAIIX C000066990 Class IS WAFSX C000113707 CLASS A WAFAX C000113708 CLASS C WAFCX C000113709 CLASS R WAFRX C000117036 Class C1 LWICX NPORT-P 1 primary_doc.xml NPORT-P false 0000863520 XXXXXXXX S000000715 C000002083 C000117036 C000113708 C000002084 C000113709 C000113707 C000066990 Western Asset Funds Inc 811-06110 0000863520 5493004NC00X8WKL1P34 620 Eighth Avenue 47th Floor New York 10018 1-877-721-1926 Western Asset Inflation Indexed Plus Bond Fund S000000715 54930060PJLL6R7TJG35 2023-12-31 2023-06-30 N 75434811.68 1083470.14 74351341.54 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 47809.93000000 USD N Bloomberg US Treasury Inflation Notes N/A YAMANA GOLD INC 54930002VY22NXG01418 98462YAD2 230000.00000000 PA USD 217211.23000000 0.292141641967 Long DBT CORP CA N 2 2027-12-15 Fixed 4.62500000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RF7 1041328.00000000 PA USD 981834.16000000 1.320533213878 Long DBT UST US N 2 2044-02-15 Fixed 1.37500000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810FH6 5905120.00000000 PA USD 6526372.99000000 8.777747455288 Long DBT UST US N 2 2029-04-15 Fixed 3.87500000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810SM1 2359920.00000000 PA USD 1652651.01000000 2.222758830936 Long DBT UST US N 2 2050-02-15 Fixed 0.25000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828N71 4468520.00000000 PA USD 4261644.64000000 5.731765630223 Long DBT UST US N 2 2026-01-15 Fixed 0.62500000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 88339WAA4 170000.00000000 PA USD 117473.33000000 0.157997593004 Long DBT CORP US N 2 2051-10-15 Fixed 3.50000000 N N N N N N BX Trust N/A 123918AA2 160000.00000000 PA USD 159788.16000000 0.214909585611 Long ABS-MBS CORP US N 2 2040-06-15 Floating 7.42799000 N N N N N N Bear Stearns Asset Backed Secu N/A 07384YLE4 4482.35000000 PA USD 4232.34000000 0.005692351896 Long ABS-MBS CORP US N 2 2034-01-25 Floating 5.89043000 N N N N N N ANTOFAGASTA PLC 213800MY6QVH4FVLD628 03718NAA4 340000.00000000 PA USD 277380.98000000 0.373067888560 Long DBT CORP GB N 2 2030-10-14 Fixed 2.37500000 N N N N N N KUWAIT INTL BOND 549300FSC1YD0D9XX589 000000000 350000.00000000 PA USD 338732.10000000 0.455583037217 Long DBT NUSS KW N 2 2027-03-20 Fixed 3.50000000 N N N N N N BX Trust N/A 05609TAA8 190000.00000000 PA USD 184891.60000000 0.248672849972 Long ABS-MBS CORP US N 2 2039-01-15 Floating 5.99699000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 29379VBY8 420000.00000000 PA USD 321826.55000000 0.432845653264 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CDX6 3392547.00000000 PA USD 2988221.99000000 4.019055914939 Long DBT UST US N 2 2032-01-15 Fixed 0.12500000 N N N N N N Residential Mortgage Loan Trus N/A 76123MAA1 46675.99000000 PA USD 45758.87000000 0.061544108084 Long ABS-MBS CORP US N 2 2060-05-25 Variable 1.65400000 N N N N N N INVERSIONES CMPC SA 549300G475ACIABB4385 000000000 240000.00000000 PA USD 230828.75000000 0.310456738532 Long DBT CORP CL N 2 2027-04-04 Fixed 4.37500000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CEJ6 5157312.00000000 PA USD 4774916.19000000 6.422098231315 Long DBT UST US N 2 2027-04-15 Fixed 0.12500000 N N N N N N BLP Commercial Mortgage Trust N/A 055531AA5 330000.00000000 PA USD 325739.93000000 0.438109014919 Long ABS-MBS CORP US N 2 2040-03-15 Floating 6.83899000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 10373QAZ3 410000.00000000 PA USD 392348.44000000 0.527695172505 Long DBT CORP US N 2 2027-04-14 Fixed 3.58800000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 49456BAF8 170000.00000000 PA USD 165881.80000000 0.223105322061 Long DBT CORP US N 2 2025-06-01 Fixed 4.30000000 N N N N N N CIM Trust N/A 12569UAA9 186280.68000000 PA USD 180457.38000000 0.242708976411 Long ABS-MBS CORP US N 2 2062-05-25 Variable 5.00000000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRF8 200000.00000000 PA USD 197839.06000000 0.266086738856 Long ABS-MBS CORP US N 2 2042-02-25 Floating 7.46655000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCM1 565930.00000000 PA USD 502102.75000000 0.675310948800 Long DBT UST US N 2 2031-07-15 Fixed 0.12500000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Y38 2779642.00000000 PA USD 2634947.87000000 3.543914360418 Long DBT UST US N 2 2028-07-15 Fixed 0.75000000 N N N N N N Morgan Stanley BAML Trust N/A 61691GAR1 189678.78000000 PA USD 176147.25000000 0.236911999637 Long ABS-MBS CORP US N 2 2049-12-15 Fixed 3.45900000 N N N N N N SOUTHERN COPPER CORP 2549007U6NAP46Q9TU15 84265VAG0 440000.00000000 PA USD 421273.73000000 0.566598693815 Long DBT CORP US N 2 2042-11-08 Fixed 5.25000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 91911TAP8 140000.00000000 PA USD 144435.12000000 0.194260274271 Long DBT CORP KY N 2 2026-08-10 Fixed 6.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CM5 130000.00000000 PA USD 117053.68000000 0.157433178172 Long DBT CORP US N 2 2027-02-15 Fixed 3.00000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AB3 120000.00000000 PA USD 114813.62000000 0.154420374430 Long DBT CORP US N 2 2025-02-01 Variable 3.35000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599DC6 110000.00000000 PA USD 108696.50000000 0.146193058186 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N Fannie Mae - CAS N/A 20754RAB2 130000.00000000 PA USD 127476.02000000 0.171450867408 Long ABS-MBS CORP US N 2 2041-10-25 Floating 6.61655000 N N N N N N Ellington Financial Mortgage T N/A 31573CAB1 120000.00000000 PA USD 85391.72000000 0.114848929731 Long ABS-MBS CORP US N 2 2067-01-25 Variable 3.00100000 N N N N N N Freddie Mac - STACR 5493000ISA3AUOXQEF68 35564KRE1 131564.14000000 PA USD 130855.11000000 0.175995627368 Long ABS-MBS CORP US N 2 2042-02-25 Floating 6.36655000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AN8 140000.00000000 PA USD 133567.19000000 0.179643281793 Long DBT CORP US N 2 2027-03-27 Fixed 4.00000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912828Z37 4716400.00000000 PA USD 4232566.55000000 5.692656598163 Long DBT UST US N 2 2030-01-15 Fixed 0.12500000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 9128287D6 1897552.00000000 PA USD 1733397.68000000 2.331360328000 Long DBT UST US N 2 2029-07-15 Fixed 0.25000000 N N N N N N New Residential Mortgage Loan N/A 64830NAA9 116696.15000000 PA USD 107786.89000000 0.144969663986 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.75000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CDC2 6994071.00000000 PA USD 6540074.59000000 8.796175636564 Long DBT UST US N 2 2026-10-15 Fixed 0.12500000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 715638DF6 340000.00000000 PA USD 291502.40000000 0.392060713313 Long DBT NUSS PE N 2 2031-01-23 Fixed 2.78300000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QV3 4564670.00000000 PA USD 3882297.71000000 5.221557041995 Long DBT UST US N 2 2042-02-15 Fixed 0.75000000 N N N N N N La Quinta Mortgage Trust N/A 516681AA1 262722.06000000 PA USD 262131.20000000 0.352557458373 Long ABS-MBS CORP US N 2 2036-03-15 Floating 7.23842300 N N N N N N HALLIBURTON CO ENYF8GB5SMQZ25S06U51 406216BG5 5000.00000000 PA USD 4832.33000000 0.006499317833 Long DBT CORP US N 2 2025-11-15 Fixed 3.80000000 N N N N N N WAMU Mortgage Pass-Through Cer N/A 92922FG77 201743.40000000 PA USD 191248.53000000 0.257222702427 Long ABS-MBS CORP US N 2 2035-04-25 Variable 3.91327300 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -391.87000000 -0.00052705168 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -90706.22000000 USD 82690.00000000 EUR 2023-07-18 -391.87000000 N N N Credit Suisse Mortgage Trust N/A 12663TAA7 175261.16000000 PA USD 161087.93000000 0.216657731607 Long ABS-MBS CORP US N 2 2062-04-25 Variable 3.90435000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810QF8 1052662.50000000 PA USD 1130356.54000000 1.520290712430 Long DBT UST US N 2 2040-02-15 Fixed 2.12500000 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 037411BA2 150000.00000000 PA USD 110476.50000000 0.148587097033 Long DBT CORP US N 2 2043-04-15 Fixed 4.75000000 N N N N N N Freddie Mac - STACR 5493000ISONLNOUKGB71 35564KKY4 190000.00000000 PA USD 185392.25000000 0.249346207022 Long ABS-MBS CORP US N 2 2041-10-25 Floating 6.56655000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272BH0 230000.00000000 PA USD 155246.41000000 0.208801087894 Long DBT CORP US N 2 2051-09-23 Fixed 3.37500000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 30231GAT9 90000.00000000 PA USD 86060.15000000 0.115747945117 Long DBT CORP US N 2 2026-03-01 Fixed 3.04300000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD -1252.35000000 -0.00168436772 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -82690.00000000 EUR 89062.00000000 USD 2023-07-18 -1252.35000000 N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CCA7 7056297.00000000 PA USD 6617991.87000000 8.900971701283 Long DBT UST US N 2 2026-04-15 Fixed 0.12500000 N N N N N N Credit Suisse Mortgage Trust N/A 12596XAC6 182243.94000000 PA USD 166880.25000000 0.224448203009 Long ABS-MBS CORP US N 2 2049-07-25 Variable 2.87700000 N N N N N N ARCELORMITTAL 2EULGUTUI56JI9SAL165 03938LAP9 140000.00000000 PA USD 146334.85000000 0.196815345855 Long DBT CORP LU N 2 2039-10-15 Variable 7.00000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 034863AT7 280000.00000000 PA USD 263503.25000000 0.354402818486 Long DBT CORP GB N 2 2027-09-11 Fixed 4.00000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RL4 8760236.00000000 PA USD 7247487.79000000 9.747622087088 Long DBT UST US N 2 2045-02-15 Fixed 0.75000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 25179MAV5 490000.00000000 PA USD 494075.57000000 0.664514667478 Long DBT CORP US N 2 2025-12-15 Fixed 5.85000000 N N N N N N Freddie Mac - STACR 5493000IS4M3TZMRB410 35564KUW7 157058.20000000 PA USD 157565.91000000 0.211920735707 Long ABS-MBS CORP US N 2 2042-04-25 Floating 7.06655000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810PZ5 2288995.20000000 PA USD 2358166.21000000 3.171652536667 Long DBT UST US N 2 2029-01-15 Fixed 2.50000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 91282CGK1 1425788.00000000 PA USD 1366935.01000000 1.838480626828 Long DBT UST US N 2 2033-01-15 Fixed 1.12500000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TP3 816440.00000000 PA USD 793437.76000000 1.067146528315 Long DBT UST US N 2 2053-02-15 Fixed 1.50000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 9128285W6 4565434.00000000 PA USD 4323071.86000000 5.814383130766 Long DBT UST US N 2 2029-01-15 Fixed 0.87500000 N N N N N N Citigroup Commercial Mortgage N/A 17291NAA9 230000.00000000 PA USD 230008.53000000 0.309353570811 Long ABS-MBS CORP US N 2 2028-06-10 Variable 6.01468600 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAP8 30000.00000000 PA USD 28437.40000000 0.038247326021 Long DBT CORP US N 2 2025-05-15 Fixed 2.90000000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810RA8 659740.00000000 PA USD 541765.91000000 0.728656536356 Long DBT UST US N 2 2043-02-15 Fixed 0.62500000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 279158AP4 200000.00000000 PA USD 154572.96000000 0.207895320781 Long DBT CORP CO N 2 2031-11-02 Fixed 4.62500000 N N N N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810TE8 1634640.00000000 PA USD 1086010.08000000 1.460646247271 Long DBT UST US N 2 2052-02-15 Fixed 0.12500000 N N N N N N Morgan Stanley BAML Trust N/A 61763BAU8 190000.00000000 PA USD 188177.29000000 0.253091990140 Long ABS-MBS CORP US N 2 2046-11-15 Fixed 4.03900000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 674599CS2 240000.00000000 PA USD 206373.60000000 0.277565401949 Long DBT CORP US N 2 2029-08-15 Fixed 3.50000000 N N N N N N BENCHMARK Mortgage Trust N/A 081916AE8 130000.00000000 PA USD 132426.54000000 0.178109146731 Long ABS-MBS CORP US N 2 2056-04-15 Fixed 5.52460000 N N N N N N Deephaven Residential Mortgage N/A 24382JAB2 210000.00000000 PA USD 160410.83000000 0.215747055369 Long ABS-MBS CORP US N 2 2067-01-25 Variable 2.96100000 N N N N N N SMRT N/A 78457JAA0 240000.00000000 PA USD 232839.02000000 0.313160482618 Long ABS-MBS CORP US N 2 2039-01-15 Floating 6.14700000 N N N N N N 2023-08-15 Western Asset Funds Inc Christopher Berarducci Christopher Berarducci Principal Financial Officer