Western Asset Core Plus Bond IS (WAPSX)

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Issue Coupon Maturity Date Amount Owned % of Fund
Deutsche Bank Tri Party Repo Tri Party 0.02 2011-05-02 $18,245,000 6.86
Morgan Stanley Tri Party Pimco 0.01 2011-05-02 $18,245,000 6.86
3mo Euribor Interest Rate Ftrs Sep11 Xlif 2011-09-19 $11,250,000 6.15
Barclays Repo Repo 0.01 2011-05-02 $15,210,000 5.72
3mo Euribor Interest Rate Ftrs Mar12 Xlif 2012-03-19 $8,000,000 4.36
FNMA 5 2099-12-01 $9,500,000 3.77
FNMA 5.5 2099-12-01 $9,150,000 3.7
FHLBA 0 2011-05-25 $6,400,000 2.41
FNMA 6 2099-12-01 $5,700,000 2.34
Ultra Long Us Treas Bond Ftrs Jun11 Xcbt 0 2011-06-21 $4,700,000 2.23
90day Eurodollar Futures Cme Mar13 Xcme 0 2013-03-18 $6,000,000 2.22
Gnma Ii Tba May 30 Jumbos 4.5 $5,500,000 2.16
FHLBA 0 2011-06-17 $5,500,000 2.07
Government Natl Mtg Assn 4.5 $5,000,000 1.95
US Treasury Note 2.75% 2.75 2018-02-28 $5,120,000 1.94
US Treasury Note 2.125% 2.12 2016-02-29 $4,370,000 1.66
US Treasury Note 2.625% 2.62 2018-04-30 $3,360,000 1.26
U S Treas Bd Stripped Prin Pmt 0 2025-02-15 $5,840,000 1.24
US Treasury Bond (Fut) 0 2011-06-21 $2,500,000 1.15
Fnma Tba 30yr Single Family Ju 3.5 2099-12-01 $2,900,000 1.1
FNMA 5.375% 5.38 2017-06-12 $2,390,000 1.04
FNMA 4 2099-12-01 $2,100,000 0.82
US Treasury Bond (Fut) 0 2011-06-21 $3,800,000 -1.73
90day Eurodollar Futures Cme Mar12 Xcme 0 2012-03-19 $6,000,000 -2.24
US Treasury Bond (Fut) 0 2011-06-30 $4,000,000 -3.51