Legg Mason WA Strategic Income C (SDSIX)

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Family

Issue Coupon Maturity Date Amount Owned % of Fund
0wp191471 Irs Usd R V 03mlibor Bb Sl3a18xw 0.31 2013-02-11 $225,000,000 36.43
0wp191455 Irs Usd R F 2.55450 2.55 2016-02-11 $93,000,000 15.19
Euro Bund (Fut) 0 2011-06-08 $31,300,000 8.71
Morgan Stanley Tri Party Pimco 0.11 2011-04-01 $46,195,000 7.48
3mo Euribor Interest Rate Ftrs Sep11 Xlif 2011-09-19 $28,500,000 6.42
Ultra Long Us Treas Bond Ftrs Jun11 Xcbt 0 2011-06-21 $24,400,000 4.88
FNMA 5 2099-12-01 $16,900,000 2.85
FNMA 5.5 2099-12-01 $14,000,000 2.42
US Treasury Note 1.25% 1.25 2020-07-15 $10,540,746 1.76
Gnma Ii Tba April 30 Jumbos 4.5 2099-12-01 $10,500,000 1.75
0wp198211 Cds Usd R F 1.00000 1 2016-06-20 $10,000,000 1.62
FNMA 5 2099-12-01 $9,400,000 1.59
Brazil(Fed Rep Of) 10% 10 2017-01-01 $17,649,000 1.55
FHLMC 0 2011-05-11 $9,505,000 1.54
U S Treas Bd Stripped Prin Pmt 0 2025-02-15 $15,620,000 1.4
FHLMC 0 2011-11-01 $7,300,000 1.18
Gnma Ii Tba May 30 Jumbos 4.5 $6,700,000 1.11
Wachovia Corp New 5.25% 5.25 2014-08-01 $5,280,000 0.92
Jpmorgan Chase 5.125% 5.12 2014-09-15 $5,160,000 0.9
FNMA 4.5 2099-12-01 $5,000,000 0.82
0wp198211 Cds Usd P V 00mevent Jp1200551248 1 2016-06-20 $10,000,000 -1.62
US Treasury Bond (Fut) 0 2011-06-30 $16,800,000 -2.97
US Treasury Bond (Fut) 0 2011-06-21 $27,200,000 -5.27
0wp191455 Irs Usd P V 03mlibor Bb Sl3a18y3 0.31 2016-02-11 $93,000,000 -15.06
0wp191471 Irs Usd P F .99700 1 2013-02-11 $225,000,000 -36.52