Western Asset Emerging Markets Debt Portfolio

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   as of Jun-30-2010
 
IDENTIFIERPAR/SHARESSECURITIES DESCRIPTION (all data unaudited)
99S04IVH8 260,146 0WP145873 IRS BRL R F 10.56000 10.1410% Mat 01/02/2012
99S04IVI6 -260,146 0WP145873 IRS BRL P V 03MLIBOR 9.6400% Mat 01/02/2012
99XQ96007 800,000 10YR US TREASURY NOTE FUTURES
99S04J437 -408,489 0WP145998 IRS BRL P V 00MBRCDI 10.1000% Mat 01/02/2012
99S04J429 408,489 0WP145998 IRS BRL R F 10.51000 10.5100% Mat 01/02/2012




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