Western Asset Intermediate Bond IS (WABSX)

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Issue Coupon Maturity Date Amount Owned % of Fund
US Treasury Bond (Fut) 0 2011-06-21 $42,200,000 12.81
Deutsche Bank Tri Party Repo Tri Party 0.15 2011-04-01 $18,805,000 4.8
90day Eurodollar Futures Cme Mar13 Xcme 0 2013-03-18 $11,500,000 2.87
US Treasury Bond (Fut) 0 2011-06-30 $7,500,000 2.23
0wp028798 Western Cds Rec Fix 1.0000000 Usd 1 2012-06-20 $7,550,942 1.92
Mastr Adj Mtg 2004-13 CMO 3.79 2034-11-21 $6,815,190 1.69
US Treasury Note 3.625% 3.62 2021-02-15 $5,740,000 1.48
US Treasury Note 2.875% 2.88 2018-03-31 $5,780,000 1.47
Gmac 2.2% 2.2 2012-12-19 $5,160,000 1.35
FNMA 0 2011-05-23 $5,000,000 1.27
Commonwealth Bk Australia 144a 144A 2.9% 2.9 2014-09-17 $4,630,000 1.22
US Treasury Note 3.5% 3.5 2020-05-15 $4,690,000 1.21
Landwirtschaftliche Rentenbank 2.5% 2.5 2016-02-15 $3,980,000 1.01
Ncua Guarn Nts Tr 2010-A1 FRN 0.61 2020-12-10 $3,872,648 0.99
FNMA CMO 5.763% 5.76 2011-12-25 $3,663,449 0.97
Farmer Mac 144a 144A 5.125% 5.12 2017-04-19 $3,350,000 0.93
Tennessee Valley Auth 3.875% 3.88 2021-02-15 $3,600,000 0.92
Dexia Cr Loc N Y Brh 144A 2% 2 2013-03-05 $3,410,000 0.86
GNMA CMO 0.71 2060-11-20 $3,093,926 0.78
GNMA FRN 2.09 2060-06-20 $2,865,052 0.77
Countrywide Finl Corp Mtn Bk 5.8% 5.8 2012-06-07 $2,820,000 0.76
Tennessee Valley Auth 6.79% 6.79 2012-05-23 $2,747,000 0.75
0wp028798 Western Cds Pay Var 0mevent Usd 1 2012-06-20 $7,550,942 -1.93
90day Eurodollar Futures Cme Mar12 Xcme 0 2012-03-19 $11,500,000 -2.91
US Treasury Bond (Fut) 0 2011-06-30 $32,000,000 -8.9