Fund Portfolio for Legg Mason WA Core Bond B (TRBBX)

  • Style Box Details

    Details
    Average Eff Duration 3.96 Yrs
    Average Eff Maturity 7.28 Yrs
    Average Credit Quality AA

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    Style Box Detail calculations do not include the fund´s short positions (if any)
    Data as of 09/30/2009

  • Asset Allocation


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  • Sector Weightings

    Bonds Relative to Category Average Net Assets
    US Government 38.58% 1.63 31.88%
    US Treasuries 26.33% 1.96 19.63%
    TIPS 1.74% 1.93 1.74%
    US Agency 10.51% 1.13 10.51%
    Mortgage 18.04% 0.66 18.04%
    Mortgage Pass-Thru 10.74% 0.60 10.74%
    Mortgage CMO 7.30% 0.76 7.30%
    Mortgage ARM 0.00% — 0.00%
    Credit 14.72% 0.46 14.72%
    US Corporate 13.54% 0.47 13.54%
    Asset-Backed 1.05% 0.36 1.05%
    Convertible 0.00% 0.00 0.00%
    Municipal 0.13% 0.19 0.13%
    Inflation Proof 0.00% — 0.00%
    Foreign 3.13% 0.43 3.13%
    Foreign Corp 2.93% 0.50 2.93%
    Foreign Govt 0.20% 0.14 0.20%
    Cash 31.94% 1.91 31.93%
    Data as of 09/30/2009

  • Bond Quality

    AAA 70.50%
    AA 4.78%
    A 10.00%
    BBB 10.50%
    BB 0.73%
    B 2.08%
    Below B 1.41%
    Not Rated 0.00%
    Data as of 06/30/2009

  • Top 25 Holdings

    Total Number of Stock Holdings (short): 0
    Total Number of Stock Holdings (long): 0
    Total Number of Bond Holdings (short): 7
    Total Number of Bond Holdings (long): 442
    Total Number of Other Holdings (short): 19
    Total Number of Other Holdings (long): 38
    Assets in Top 10 Holdings: 43.14%
    Turnover: 44.00%
    30 Day SEC Yield % 2.68
    Summary data as of 06/30/2009
    Holdings Maturity Date Total Holdings Value of Holdings Net Assets
    * US Treasury Bond (Fut) 09/30/2009 85.4 M 96.08 M 23.38%
    * FNMA — 32.2 M 32.79 M 7.98%
    * US Treasury Bond (Fut) 09/21/2009 24.9 M -28.93 M 7.04%
    + 90DAY EURODOLLAR (Fut) 03/15/2010 18.5 M 18.28 M 4.45%
    = FHLMC 10/19/2009 17.4 M 17.4 M 4.23%
    - Currency Europe (Fut) 09/14/2009 13 M 12.91 M 3.14%
    = FHLBA FRN 11/20/2009 10 M 10.01 M 2.44%
    = 0wp128390 Cds Usd P V — 9.18 M -9.18 M 2.24%
    + 90DAY EURODOLLAR (Fut) 09/13/2010 9.25 M 9.07 M 2.21%
    * FNMA 10/05/2009 9 M 9 M 2.19%
    = 0wp128390 Cds Usd R F 3.50000 — 9.18 M 8.82 M 2.15%
    * Morgan Stanley Tri Party Pimco 07/01/2009 8.11 M 8.11 M 1.97%
    * FNMA — 7.7 M 8.06 M 1.96%
    * US TREASURY NOTE 06/30/2014 7.51 M 7.54 M 1.83%
    * 90DAY EURODOLLAR (Fut) 06/14/2010 6 M 5.91 M 1.44%
    - FHLMC 5.5% 12/01/2036 5.28 M 5.46 M 1.33%
    * GNMA — 4.7 M 4.9 M 1.19%
    = Ford Motor Credit 7.375% 10/28/2009 4.42 M 4.38 M 1.07%
    - FNMA 5% 02/01/2036 3.76 M 3.84 M 0.93%
    * 90day Eurodollar (Fut) 12/14/2009 3.5 M 3.47 M 0.84%
    * GNMA — 3 M 3.13 M 0.76%
    = GMAC 01/19/2010 2.91 M 2.87 M 0.70%
    - FHLMC FRN 01/01/2038 2.59 M 2.71 M 0.66%
    - FNMA 5% 06/01/2035 2.63 M 2.69 M 0.65%
    = 0wp137052 Cds Usd R V 01mus000 08/17/2050 2.5 M 2.5 M 0.61%
    + Increase - Decrease = No change * New since last portfolio
    Top 25 holdings account for the fund's short positions (if any). Net short positions appear shaded.
    Data as of 10/31/2009