Legg Mason WA Adj Rate Income I (SBAYX)

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Issue Coupon Maturity Date Amount Owned % of Fund
90day Eurodollar Futures Cme Mar12 Xcme 0 2012-03-19 $21,000,000 6.9
US Treasury Bond (Fut) 0 2011-06-30 $4,900,000 1.9
Us Cntrl Fed Cr Un Ncua Tcculg 1.25% 1.25 2011-10-19 $5,000,000 1.67
New Century He Tr 2004-2 FRN 1.95 2034-08-25 $5,889,000 1.62
FNMA FRN 0.24 2012-07-26 $4,000,000 1.33
Ncua Guarn Nts Tr 2010-A1 FRN 0.61 2020-12-10 $3,743,560 1.24
FNMA CMO 4.26 2043-08-25 $3,315,872 1.12
Pnc Fdg Corp Fdic Tlgp FRN 0.5 2012-04-01 $3,000,000 1
Citibank N A Fdic Gtd Tlgp FRN 0.31 2012-11-15 $3,000,000 0.99
FNMA FRN 0.27 2012-11-23 $3,000,000 0.99
Natl Rural Util Coop 0.23 2011-05-02 $3,000,000 0.99
Mitsubishi Int'l Co 0.26 2011-05-03 $3,000,000 0.99
Nordea North Amer. I 0.23 2011-05-09 $3,000,000 0.99
Sumitomo Mtsu Bkg Corp 0.26 2011-05-09 $3,000,000 0.99
FNMA CMO 5.52 2042-08-25 $2,755,412 0.96
Citigroup Inc Fdic Gtd Tlgp 2.125% 2.12 2012-04-30 $2,750,000 0.93
Credit Suisse New York Branch FRN 1.26 2014-01-14 $2,750,000 0.92
FNMA CMO 5.61 2042-03-25 $2,756,542 0.92
Nordea Bk Finland Plc N Y Brh 0.6 2011-10-14 $2,750,000 0.91
Goldman Sachs Gp Inc Fdic Tlgp FRN 0.56 2011-11-09 $2,600,000 0.86
Nib Cap Bk N V 144A FRN 0.64 2014-12-02 $2,570,000 0.85
Genl Elec Cap Corp Fdic Tlgp 2.125% 2.12 2012-12-21 $2,470,000 0.84
Verizon Wireless Cap FRN 2.87 2011-05-20 $2,500,000 0.83
Caterpillar Finl Svcs Mtns Be FRN 1.06 2011-06-24 $2,500,000 0.83
Westpac Bkg Corp Sr Mtn144a 144A FRN 0.6 2011-10-21 $2,500,000 0.83