Western Asset Intermediate Bond Portfolio
Portfolio Information as of 9/30/08
Sector Weightings
|
|
Fund
|
|
U.S. Treasury
|
7%
|
|
U.S. Agency
|
6%
|
|
TIPS
|
2%
|
|
Interbank
|
-
|
|
Credit
|
39%
|
|
Mortgage-Backed
|
25%
|
|
Asset-Backed
|
1%
|
|
Short-term Securities
|
20%
|
Credit Quality
|
|
Fund
|
|
AAA
|
63%
|
|
AA
|
7%
|
|
A
|
12%
|
|
BBB
|
16%
|
|
Below Investment Grade
|
2%
|
|
Quality
|
AA
|
Portfolio Averages
|
|
Fund
|
|
Life
|
6.4 years
|
|
Duration
|
3.9 years
|
|
Coupon
|
5.2%
|
Top 10 Holdings
|
|
Fund
|
|
FHLB, 01/15/2009
|
6.71%
|
|
FNMA DISCOUNT, 01/20/2009
|
5.94%
|
|
FNMA 30YR OCT FWD 5.00%, 10/01/2038
|
4.59%
|
|
FHLMC 30YR GOLD POOL #G04222 5.50%, 04/01/2038
|
3.88%
|
|
FHLB DISC CORP, 01/02/2009
|
3.19%
|
|
FHLMC AGY NOTES 3.75%, 06/28/2013
|
2.72%
|
|
FHLB AGY BOND 3.62%, 09/16/2011
|
1.70%
|
|
US TREASURY T-NOTE 4.62%, 10/31/2011
|
1.63%
|
|
US TREASURY T-NOTE 4.62%, 07/31/2012
|
1.44%
|
|
GNMA I 30YR OCT FWD 5.00%, 10/01/2038
|
1.23%
|
Holdings and Sectors are subject to change; please review the fund's Shareholder Report.
View the complete holdings
For portfolio statistics as of the most recent available month end, please contact our account services group at 888-425-6432.
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