Western Asset Core Plus Bond FI (WACIX)

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Issue Coupon Maturity Date Amount Owned % of Fund
3mo Euribor Interest Rate Ftrs Sep11 Xlif 2011-09-19 $512,750,000 6.24
Ultra Long Us Treas Bond Ftrs Jun11 Xcbt 0 2011-06-21 $362,100,000 3.92
Gnma Ii Tba May 30 Jumbos 4.5 $359,200,000 3.23
90day Eurodollar Futures Cme Mar13 Xcme 0 2013-03-18 $376,750,000 3.22
FNMA 5.5 2099-12-01 $304,990,000 2.86
FHLMC 0 2011-08-09 $300,000,000 2.62
Gnma Ii Tba April 30 Jumbos 4.5 2099-12-01 $274,600,000 2.48
FNMA 5.5 2099-12-01 $239,460,000 2.24
FNMA 0 2011-05-23 $252,000,000 2.21
FNMA 5 2099-12-01 $233,900,000 2.14
FNMA 5 2099-12-01 $207,200,000 1.89
0wp131352 Irs Usd R V 03mlibor 1.24 2025-02-15 $212,490,000 1.86
US Treasury Note 3.625% 3.62 2021-02-15 $190,070,000 1.69
US Treasury Bond (Fut) 0 2011-06-21 $157,100,000 1.64
Morgan Stanley Repo Lend 0.08 2011-04-01 $186,335,000 1.63
FNMA 0 2011-07-05 $170,000,000 1.49
Goldman Sachs Ng Tri Party Repo 0.1 2011-04-01 $164,109,000 1.44
FNMA 6 2099-12-01 $149,400,000 1.42
FNMA 0 2011-06-02 $150,000,000 1.31
FHLMC 0 2011-06-29 $150,000,000 1.31
FHLBA 0.52% 0.52 2011-04-12 $143,600,000 1.26
US Treasury Bond (Fut) 0 2011-06-21 $134,700,000 -1.42
0wp131352 Irs Usd P F 4.29456 4.29 2025-02-15 $212,490,000 -1.93
90day Eurodollar Futures Cme Mar12 Xcme 0 2012-03-19 $376,750,000 -3.27
US Treasury Bond (Fut) 0 2011-06-30 $700,300,000 -6.93