Western Asset Core Bond FI (WAPIX)

Categories

Core »

Family

Legg Mason/Western »
Issue Coupon Maturity Date Amount Owned % of Fund
US Treasury Bond (Fut) 0 2011-06-21 $142,400,000 5.58
Goldman Sachs Ng Tri Party Repo 0.1 2011-04-01 $145,924,000 4.8
Ultra Long Us Treas Bond Ftrs Jun11 Xcbt 0 2011-06-21 $101,000,000 4.11
90day Eurodollar Futures Cme Mar13 Xcme 0 2013-03-18 $100,750,000 3.24
0wp131352 Irs Usd R V 03mlibor 1.24 2025-02-15 $91,600,000 3.02
FHLMC 0 2011-08-09 $90,000,000 2.96
FNMA 5 2099-12-01 $78,000,000 2.69
FNMA 0 2011-05-23 $70,000,000 2.3
Gnma Ii Tba May 30 Jumbos 4.5 $56,400,000 1.91
FNMA 0 2011-07-05 $54,700,000 1.8
FNMA 0 2011-06-02 $50,000,000 1.65
FNMA 5.5 2099-12-01 $45,300,000 1.59
Gnma Ii Tba April 30 Jumbos 4.5 2099-12-01 $46,900,000 1.59
FNMA 5 2099-12-01 $45,900,000 1.58
US Treasury Bond (Fut) 0 2011-06-30 $36,800,000 1.32
FNMA 6% 6 2039-12-01 $35,735,728 1.28
FNMA 5.5 2099-12-01 $34,900,000 1.23
US Treasury Note 2.125% 2.12 2016-02-29 $36,650,000 1.2
US Treasury Bond 2.375% 2.38 2027-01-15 $32,515,591 1.19
US Treasury Bond 2.375% 2.38 2025-01-15 $30,219,523 1.12
FNMA 4.5 2099-12-01 $32,500,000 1.09
US Treasury Bond (Fut) 0 2011-06-21 $37,100,000 -1.47
US Treasury Bond (Fut) 0 2011-06-30 $49,800,000 -1.91
0wp131352 Irs Usd P F 4.29456 4.29 2025-02-15 $91,600,000 -3.14
90day Eurodollar Futures Cme Mar12 Xcme 0 2012-03-19 $100,750,000 -3.29