Western Asset Mortgage Backed Securities Fund

Scorecard
3 / 5 Stars
Lipper
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Zacks Investment Research
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Standard & Poor's
1 / 5 Stars
TheStreet.com
A- (Buy)

Fund Holdings

Asset Allocation

% Long % Short % Net
Cash 18.16 0.0 18.16
Stocks 0.0 0.0 0.0
Bonds 88.75 0.0 88.75
Other 9.29 9.27 0.02
Foreign Bonds 21.64 28.57 -6.93
Foreign Stocks 0.0 0.0 0.0
Convertible 0.0 0.0 0.0
Preferred 0.0 0.0 0.0

Updated 12.31.2013

Top 10 Holdings

Performance as of 02.28.2014

Portfolio as of 12.31.2013

% Net Assets
Us 5yr Note (Cbt) Mar14 Xcbt 20140331 12.47
Us 10yr Note (Cbt)mar14 Xcbt 20140320 11.81
FNMA 4.5% TBA 8.41
0wp253511 Irs Usd R V 03mlibor 1 Vanilla 7.77
0wp253511 Irs Usd P F 1.45375 2 Vanilla 7.69
Us 2yr Note (Cbt) Mar14 Xcbt 20140331 6.79
FNMA 5% TBA 5.03
FNMA 3.22
FNMA 2.83
0wp265879 Trs Usd P F .00000 Index - Ios.Fn30.450.10 2.56

Bond Ratings (%)

Updated 12.31.2013

Sector LWMSX
AAA 81.48
AA 0.77
A 1.48
BBB 2.36
BB 2.03
B 4.44
Below B 12.11
Other -4.66