WESTERN ASSET MANAGEMENT COMPANY, LLC has sponsored the creation of one or more 401k plans.
Submission information for form 5500 for 401k plan WESTERN ASSET MORTGAGE BACKED SECURITIES PORTFOLIO, L.L.C.
| Measure | Date | Value |
|---|
| 2023 : WESTERN ASSET MORTGAGE BACKED SECURITIES PORTFOLIO, L.L.C. 2023 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2023-12-31 | $37,108,437 |
| Total unrealized appreciation/depreciation of assets | 2023-12-31 | $37,108,437 |
| Total transfer of assets to this plan | 2023-12-31 | $43,400,708 |
| Total transfer of assets from this plan | 2023-12-31 | $121,263,778 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2023-12-31 | $56,160,531 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2023-12-31 | $98,082,197 |
| Total income from all sources (including contributions) | 2023-12-31 | $57,181,693 |
| Total loss/gain on sale of assets | 2023-12-31 | $-38,217,362 |
| Total of all expenses incurred | 2023-12-31 | $488,962 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2023-12-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2023-12-31 | $0 |
| Value of total assets at end of year | 2023-12-31 | $1,224,465,087 |
| Value of total assets at beginning of year | 2023-12-31 | $1,287,557,092 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2023-12-31 | $488,962 |
| Total interest from all sources | 2023-12-31 | $58,290,618 |
| Total dividends received (eg from common stock, registered investment company shares) | 2023-12-31 | $0 |
| Were there any nonexempt tranactions with any party-in-interest | 2023-12-31 | No |
| Assets. Other investments not covered elsewhere at end of year | 2023-12-31 | $24,000,000 |
| Assets. Other investments not covered elsewhere at beginning of year | 2023-12-31 | $9,526,822 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2023-12-31 | $25,461,570 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2023-12-31 | $93,117,671 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2023-12-31 | $55,611,452 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2023-12-31 | $97,316,217 |
| Administrative expenses (other) incurred | 2023-12-31 | $38,338 |
| Liabilities. Value of operating payables at end of year | 2023-12-31 | $549,079 |
| Liabilities. Value of operating payables at beginning of year | 2023-12-31 | $765,980 |
| Value of net income/loss | 2023-12-31 | $56,692,731 |
| Value of net assets at end of year (total assets less liabilities) | 2023-12-31 | $1,168,304,556 |
| Value of net assets at beginning of year (total assets less liabilities) | 2023-12-31 | $1,189,474,895 |
| Were any loans by the plan or fixed income obligations due to the plan in default | 2023-12-31 | No |
| Were any leases to which the plan was party in default or uncollectible | 2023-12-31 | No |
| Interest earned on other investments | 2023-12-31 | $700,161 |
| Income. Interest from US Government securities | 2023-12-31 | $41,667,764 |
| Income. Interest from corporate debt instruments | 2023-12-31 | $15,528,485 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2023-12-31 | $10,713,680 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2023-12-31 | $3,048,362 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2023-12-31 | $3,048,362 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2023-12-31 | $394,208 |
| Asset value of US Government securities at end of year | 2023-12-31 | $805,836,963 |
| Asset value of US Government securities at beginning of year | 2023-12-31 | $809,223,109 |
| Asset. Corporate debt instrument preferred debt at end of year | 2023-12-31 | $0 |
| Asset. Corporate debt instrument preferred debt at beginning of year | 2023-12-31 | $259,516,746 |
| Asset. Corporate debt instrument debt (other) at end of year | 2023-12-31 | $358,452,874 |
| Asset. Corporate debt instrument debt (other) at beginning of year | 2023-12-31 | $113,124,382 |
| Contract administrator fees | 2023-12-31 | $326,373 |
| Did the plan have assets held for investment | 2023-12-31 | Yes |
| Aggregate proceeds on sale of assets | 2023-12-31 | $471,025,861 |
| Aggregate carrying amount (costs) on sale of assets | 2023-12-31 | $509,243,223 |
| Opinion of an independent qualified public accountant for this plan | 2023-12-31 | Unqualified |
| Accountancy firm name | 2023-12-31 | PRICEWATERHOUSECOOPERS LLP |
| Accountancy firm EIN | 2023-12-31 | 134008324 |
| Unrealized appreciation/depreciation of other (non real estate) assets | 2023-01-01 | $37,108,437 |
| Total unrealized appreciation/depreciation of assets | 2023-01-01 | $37,108,437 |
| Total transfer of assets to this plan | 2023-01-01 | $43,400,708 |
| Total transfer of assets from this plan | 2023-01-01 | $121,263,778 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2023-01-01 | $56,160,531 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2023-01-01 | $98,082,197 |
| Total income from all sources (including contributions) | 2023-01-01 | $57,181,693 |
| Total loss/gain on sale of assets | 2023-01-01 | $-38,217,362 |
| Total of all expenses incurred | 2023-01-01 | $488,962 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2023-01-01 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2023-01-01 | $0 |
| Value of total assets at end of year | 2023-01-01 | $1,224,465,087 |
| Value of total assets at beginning of year | 2023-01-01 | $1,287,557,092 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2023-01-01 | $488,962 |
| Total interest from all sources | 2023-01-01 | $58,290,618 |
| Total dividends received (eg from common stock, registered investment company shares) | 2023-01-01 | $0 |
| Were there any nonexempt tranactions with any party-in-interest | 2023-01-01 | No |
| Assets. Other investments not covered elsewhere at end of year | 2023-01-01 | $24,000,000 |
| Assets. Other investments not covered elsewhere at beginning of year | 2023-01-01 | $9,526,822 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2023-01-01 | $25,461,570 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2023-01-01 | $93,117,671 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2023-01-01 | $55,611,452 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2023-01-01 | $97,316,217 |
| Administrative expenses (other) incurred | 2023-01-01 | $38,338 |
| Liabilities. Value of operating payables at end of year | 2023-01-01 | $549,079 |
| Liabilities. Value of operating payables at beginning of year | 2023-01-01 | $765,980 |
| Value of net income/loss | 2023-01-01 | $56,692,731 |
| Value of net assets at end of year (total assets less liabilities) | 2023-01-01 | $1,168,304,556 |
| Value of net assets at beginning of year (total assets less liabilities) | 2023-01-01 | $1,189,474,895 |
| Were any loans by the plan or fixed income obligations due to the plan in default | 2023-01-01 | No |
| Were any leases to which the plan was party in default or uncollectible | 2023-01-01 | No |
| Interest earned on other investments | 2023-01-01 | $700,161 |
| Income. Interest from US Government securities | 2023-01-01 | $41,667,764 |
| Income. Interest from corporate debt instruments | 2023-01-01 | $15,528,485 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2023-01-01 | $10,713,680 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2023-01-01 | $394,208 |
| Asset value of US Government securities at end of year | 2023-01-01 | $805,836,963 |
| Asset value of US Government securities at beginning of year | 2023-01-01 | $809,223,109 |
| Asset. Corporate debt instrument preferred debt at end of year | 2023-01-01 | $0 |
| Asset. Corporate debt instrument preferred debt at beginning of year | 2023-01-01 | $259,516,746 |
| Asset. Corporate debt instrument debt (other) at end of year | 2023-01-01 | $358,452,874 |
| Asset. Corporate debt instrument debt (other) at beginning of year | 2023-01-01 | $113,124,382 |
| Contract administrator fees | 2023-01-01 | $326,373 |
| Did the plan have assets held for investment | 2023-01-01 | Yes |
| Aggregate proceeds on sale of assets | 2023-01-01 | $471,025,861 |
| Aggregate carrying amount (costs) on sale of assets | 2023-01-01 | $509,243,223 |
| Opinion of an independent qualified public accountant for this plan | 2023-01-01 | 1 |
| Accountancy firm name | 2023-01-01 | PRICEWATERHOUSECOOPERS LLP |
| Accountancy firm EIN | 2023-01-01 | 134008324 |
| 2022 : WESTERN ASSET MORTGAGE BACKED SECURITIES PORTFOLIO, L.L.C. 2022 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2022-12-31 | $-166,985,441 |
| Total unrealized appreciation/depreciation of assets | 2022-12-31 | $-166,985,441 |
| Total transfer of assets to this plan | 2022-12-31 | $32,529,351 |
| Total transfer of assets from this plan | 2022-12-31 | $189,512,224 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2022-12-31 | $98,082,197 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2022-12-31 | $104,931,678 |
| Total income from all sources (including contributions) | 2022-12-31 | $-188,125,901 |
| Total loss/gain on sale of assets | 2022-12-31 | $-80,892,831 |
| Total of all expenses incurred | 2022-12-31 | $588,674 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2022-12-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2022-12-31 | $0 |
| Value of total assets at end of year | 2022-12-31 | $1,287,557,092 |
| Value of total assets at beginning of year | 2022-12-31 | $1,640,104,021 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2022-12-31 | $588,674 |
| Total interest from all sources | 2022-12-31 | $59,752,371 |
| Total dividends received (eg from common stock, registered investment company shares) | 2022-12-31 | $0 |
| Administrative expenses professional fees incurred | 2022-12-31 | $116,802 |
| Were there any nonexempt tranactions with any party-in-interest | 2022-12-31 | No |
| Assets. Other investments not covered elsewhere at end of year | 2022-12-31 | $9,526,822 |
| Assets. Other investments not covered elsewhere at beginning of year | 2022-12-31 | $352,782 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2022-12-31 | $93,117,671 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2022-12-31 | $41,426,870 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2022-12-31 | $97,316,217 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2022-12-31 | $104,181,293 |
| Administrative expenses (other) incurred | 2022-12-31 | $136,502 |
| Liabilities. Value of operating payables at end of year | 2022-12-31 | $765,980 |
| Liabilities. Value of operating payables at beginning of year | 2022-12-31 | $750,385 |
| Value of net income/loss | 2022-12-31 | $-188,714,575 |
| Value of net assets at end of year (total assets less liabilities) | 2022-12-31 | $1,189,474,895 |
| Value of net assets at beginning of year (total assets less liabilities) | 2022-12-31 | $1,535,172,343 |
| Were any loans by the plan or fixed income obligations due to the plan in default | 2022-12-31 | No |
| Were any leases to which the plan was party in default or uncollectible | 2022-12-31 | No |
| Interest earned on other investments | 2022-12-31 | $126,970 |
| Income. Interest from US Government securities | 2022-12-31 | $43,717,853 |
| Income. Interest from corporate debt instruments | 2022-12-31 | $15,764,926 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2022-12-31 | $3,048,362 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2022-12-31 | $25,156,678 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2022-12-31 | $25,156,678 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2022-12-31 | $142,622 |
| Asset value of US Government securities at end of year | 2022-12-31 | $809,223,109 |
| Asset value of US Government securities at beginning of year | 2022-12-31 | $1,038,280,847 |
| Asset. Corporate debt instrument preferred debt at end of year | 2022-12-31 | $259,516,746 |
| Asset. Corporate debt instrument preferred debt at beginning of year | 2022-12-31 | $336,070,320 |
| Asset. Corporate debt instrument debt (other) at end of year | 2022-12-31 | $113,124,382 |
| Asset. Corporate debt instrument debt (other) at beginning of year | 2022-12-31 | $198,816,524 |
| Contract administrator fees | 2022-12-31 | $335,370 |
| Did the plan have assets held for investment | 2022-12-31 | Yes |
| Aggregate proceeds on sale of assets | 2022-12-31 | $1,041,256,933 |
| Aggregate carrying amount (costs) on sale of assets | 2022-12-31 | $1,122,149,764 |
| Opinion of an independent qualified public accountant for this plan | 2022-12-31 | Unqualified |
| Accountancy firm name | 2022-12-31 | PRICEWATERHOUSECOOPERS LLP |
| Accountancy firm EIN | 2022-12-31 | 134008324 |
| Unrealized appreciation/depreciation of other (non real estate) assets | 2022-01-01 | $-166,985,441 |
| Total unrealized appreciation/depreciation of assets | 2022-01-01 | $-166,985,441 |
| Total transfer of assets to this plan | 2022-01-01 | $32,529,351 |
| Total transfer of assets from this plan | 2022-01-01 | $189,512,224 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2022-01-01 | $98,082,197 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2022-01-01 | $104,931,678 |
| Total income from all sources (including contributions) | 2022-01-01 | $-188,125,901 |
| Total loss/gain on sale of assets | 2022-01-01 | $-80,892,831 |
| Total of all expenses incurred | 2022-01-01 | $588,674 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2022-01-01 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2022-01-01 | $0 |
| Value of total assets at end of year | 2022-01-01 | $1,287,557,092 |
| Value of total assets at beginning of year | 2022-01-01 | $1,640,104,021 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2022-01-01 | $588,674 |
| Total interest from all sources | 2022-01-01 | $59,752,371 |
| Total dividends received (eg from common stock, registered investment company shares) | 2022-01-01 | $0 |
| Administrative expenses professional fees incurred | 2022-01-01 | $116,802 |
| Were there any nonexempt tranactions with any party-in-interest | 2022-01-01 | No |
| Assets. Other investments not covered elsewhere at end of year | 2022-01-01 | $9,526,822 |
| Assets. Other investments not covered elsewhere at beginning of year | 2022-01-01 | $352,782 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2022-01-01 | $93,117,671 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2022-01-01 | $41,426,870 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2022-01-01 | $97,316,217 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2022-01-01 | $104,181,293 |
| Administrative expenses (other) incurred | 2022-01-01 | $136,502 |
| Liabilities. Value of operating payables at end of year | 2022-01-01 | $765,980 |
| Liabilities. Value of operating payables at beginning of year | 2022-01-01 | $750,385 |
| Value of net income/loss | 2022-01-01 | $-188,714,575 |
| Value of net assets at end of year (total assets less liabilities) | 2022-01-01 | $1,189,474,895 |
| Value of net assets at beginning of year (total assets less liabilities) | 2022-01-01 | $1,535,172,343 |
| Were any loans by the plan or fixed income obligations due to the plan in default | 2022-01-01 | No |
| Were any leases to which the plan was party in default or uncollectible | 2022-01-01 | No |
| Interest earned on other investments | 2022-01-01 | $126,970 |
| Income. Interest from US Government securities | 2022-01-01 | $43,717,853 |
| Income. Interest from corporate debt instruments | 2022-01-01 | $15,764,926 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2022-01-01 | $3,048,362 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2022-01-01 | $142,622 |
| Asset value of US Government securities at end of year | 2022-01-01 | $809,223,109 |
| Asset value of US Government securities at beginning of year | 2022-01-01 | $1,038,280,847 |
| Asset. Corporate debt instrument preferred debt at end of year | 2022-01-01 | $259,516,746 |
| Asset. Corporate debt instrument preferred debt at beginning of year | 2022-01-01 | $336,070,320 |
| Asset. Corporate debt instrument debt (other) at end of year | 2022-01-01 | $113,124,382 |
| Asset. Corporate debt instrument debt (other) at beginning of year | 2022-01-01 | $198,816,524 |
| Contract administrator fees | 2022-01-01 | $335,370 |
| Did the plan have assets held for investment | 2022-01-01 | Yes |
| Aggregate proceeds on sale of assets | 2022-01-01 | $1,041,256,933 |
| Aggregate carrying amount (costs) on sale of assets | 2022-01-01 | $1,122,149,764 |
| Opinion of an independent qualified public accountant for this plan | 2022-01-01 | 1 |
| Accountancy firm name | 2022-01-01 | PRICEWATERHOUSECOOPERS LLP |
| Accountancy firm EIN | 2022-01-01 | 134008324 |
| 2021 : WESTERN ASSET MORTGAGE BACKED SECURITIES PORTFOLIO, L.L.C. 2021 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2021-12-31 | $-56,567,373 |
| Total unrealized appreciation/depreciation of assets | 2021-12-31 | $-56,567,373 |
| Total transfer of assets to this plan | 2021-12-31 | $56,192,419 |
| Total transfer of assets from this plan | 2021-12-31 | $301,884,679 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2021-12-31 | $104,931,678 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2021-12-31 | $376,679,227 |
| Total income from all sources (including contributions) | 2021-12-31 | $-5,767,043 |
| Total loss/gain on sale of assets | 2021-12-31 | $4,405,526 |
| Total of all expenses incurred | 2021-12-31 | $714,385 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2021-12-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2021-12-31 | $0 |
| Value of total assets at end of year | 2021-12-31 | $1,640,104,021 |
| Value of total assets at beginning of year | 2021-12-31 | $2,164,025,258 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2021-12-31 | $714,385 |
| Total interest from all sources | 2021-12-31 | $46,394,804 |
| Total dividends received (eg from common stock, registered investment company shares) | 2021-12-31 | $0 |
| Administrative expenses professional fees incurred | 2021-12-31 | $118,678 |
| Were there any nonexempt tranactions with any party-in-interest | 2021-12-31 | No |
| Assets. Other investments not covered elsewhere at end of year | 2021-12-31 | $352,782 |
| Assets. Other investments not covered elsewhere at beginning of year | 2021-12-31 | $9,157 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2021-12-31 | $41,426,870 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2021-12-31 | $133,039,171 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2021-12-31 | $104,181,293 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2021-12-31 | $376,126,589 |
| Administrative expenses (other) incurred | 2021-12-31 | $192,950 |
| Liabilities. Value of operating payables at end of year | 2021-12-31 | $750,385 |
| Liabilities. Value of operating payables at beginning of year | 2021-12-31 | $552,638 |
| Value of net income/loss | 2021-12-31 | $-6,481,428 |
| Value of net assets at end of year (total assets less liabilities) | 2021-12-31 | $1,535,172,343 |
| Value of net assets at beginning of year (total assets less liabilities) | 2021-12-31 | $1,787,346,031 |
| Were any loans by the plan or fixed income obligations due to the plan in default | 2021-12-31 | No |
| Were any leases to which the plan was party in default or uncollectible | 2021-12-31 | No |
| Income. Interest from US Government securities | 2021-12-31 | $32,167,989 |
| Income. Interest from corporate debt instruments | 2021-12-31 | $14,226,815 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2021-12-31 | $25,156,678 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2021-12-31 | $83,485,451 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2021-12-31 | $83,485,451 |
| Asset value of US Government securities at end of year | 2021-12-31 | $1,038,280,847 |
| Asset value of US Government securities at beginning of year | 2021-12-31 | $1,668,446,487 |
| Asset. Corporate debt instrument preferred debt at end of year | 2021-12-31 | $336,070,320 |
| Asset. Corporate debt instrument preferred debt at beginning of year | 2021-12-31 | $154,675,902 |
| Asset. Corporate debt instrument debt (other) at end of year | 2021-12-31 | $198,816,524 |
| Asset. Corporate debt instrument debt (other) at beginning of year | 2021-12-31 | $124,369,090 |
| Contract administrator fees | 2021-12-31 | $402,757 |
| Did the plan have assets held for investment | 2021-12-31 | Yes |
| Aggregate proceeds on sale of assets | 2021-12-31 | $2,615,002,789 |
| Aggregate carrying amount (costs) on sale of assets | 2021-12-31 | $2,610,597,263 |
| Opinion of an independent qualified public accountant for this plan | 2021-12-31 | Unqualified |
| Accountancy firm name | 2021-12-31 | PRICEWATERHOUSECOOPERS LLP |
| Accountancy firm EIN | 2021-12-31 | 134008324 |
| 2020 : WESTERN ASSET MORTGAGE BACKED SECURITIES PORTFOLIO, L.L.C. 2020 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2020-12-31 | $-9,966,670 |
| Total unrealized appreciation/depreciation of assets | 2020-12-31 | $-9,966,670 |
| Total transfer of assets to this plan | 2020-12-31 | $53,460,737 |
| Total transfer of assets from this plan | 2020-12-31 | $753,071,713 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2020-12-31 | $376,679,227 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2020-12-31 | $369,333,284 |
| Total income from all sources (including contributions) | 2020-12-31 | $92,587,884 |
| Total loss/gain on sale of assets | 2020-12-31 | $38,418,410 |
| Total of all expenses incurred | 2020-12-31 | $824,983 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2020-12-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2020-12-31 | $0 |
| Value of total assets at end of year | 2020-12-31 | $2,164,025,258 |
| Value of total assets at beginning of year | 2020-12-31 | $2,764,527,390 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2020-12-31 | $824,983 |
| Total interest from all sources | 2020-12-31 | $64,136,144 |
| Total dividends received (eg from common stock, registered investment company shares) | 2020-12-31 | $0 |
| Administrative expenses professional fees incurred | 2020-12-31 | $84,697 |
| Were there any nonexempt tranactions with any party-in-interest | 2020-12-31 | No |
| Assets. Other investments not covered elsewhere at end of year | 2020-12-31 | $9,157 |
| Assets. Other investments not covered elsewhere at beginning of year | 2020-12-31 | $48,000,000 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2020-12-31 | $133,039,171 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2020-12-31 | $262,997,732 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2020-12-31 | $376,126,589 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2020-12-31 | $368,807,742 |
| Administrative expenses (other) incurred | 2020-12-31 | $7,789 |
| Liabilities. Value of operating payables at end of year | 2020-12-31 | $552,638 |
| Liabilities. Value of operating payables at beginning of year | 2020-12-31 | $525,542 |
| Value of net income/loss | 2020-12-31 | $91,762,901 |
| Value of net assets at end of year (total assets less liabilities) | 2020-12-31 | $1,787,346,031 |
| Value of net assets at beginning of year (total assets less liabilities) | 2020-12-31 | $2,395,194,106 |
| Were any loans by the plan or fixed income obligations due to the plan in default | 2020-12-31 | No |
| Were any leases to which the plan was party in default or uncollectible | 2020-12-31 | No |
| Income. Interest from US Government securities | 2020-12-31 | $49,569,537 |
| Income. Interest from corporate debt instruments | 2020-12-31 | $14,477,623 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2020-12-31 | $83,485,451 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2020-12-31 | $6,407,902 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2020-12-31 | $6,407,902 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2020-12-31 | $88,984 |
| Asset value of US Government securities at end of year | 2020-12-31 | $1,668,446,487 |
| Asset value of US Government securities at beginning of year | 2020-12-31 | $2,029,328,520 |
| Asset. Corporate debt instrument preferred debt at end of year | 2020-12-31 | $154,675,902 |
| Asset. Corporate debt instrument preferred debt at beginning of year | 2020-12-31 | $0 |
| Asset. Corporate debt instrument debt (other) at end of year | 2020-12-31 | $124,369,090 |
| Asset. Corporate debt instrument debt (other) at beginning of year | 2020-12-31 | $417,793,236 |
| Contract administrator fees | 2020-12-31 | $732,497 |
| Did the plan have assets held for investment | 2020-12-31 | Yes |
| Aggregate proceeds on sale of assets | 2020-12-31 | $3,920,309,219 |
| Aggregate carrying amount (costs) on sale of assets | 2020-12-31 | $3,881,890,809 |
| Opinion of an independent qualified public accountant for this plan | 2020-12-31 | Unqualified |
| Accountancy firm name | 2020-12-31 | PRICEWATERHOUSECOOPERS LLP |
| Accountancy firm EIN | 2020-12-31 | 134008324 |
| 2019 : WESTERN ASSET MORTGAGE BACKED SECURITIES PORTFOLIO, L.L.C. 2019 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2019-12-31 | $58,319,027 |
| Total unrealized appreciation/depreciation of assets | 2019-12-31 | $58,319,027 |
| Total transfer of assets to this plan | 2019-12-31 | $102,160,801 |
| Total transfer of assets from this plan | 2019-12-31 | $298,295,587 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2019-12-31 | $369,333,284 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2019-12-31 | $680,193,293 |
| Total income from all sources (including contributions) | 2019-12-31 | $161,693,784 |
| Total loss/gain on sale of assets | 2019-12-31 | $15,507,940 |
| Total of all expenses incurred | 2019-12-31 | $977,043 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2019-12-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2019-12-31 | $0 |
| Value of total assets at end of year | 2019-12-31 | $2,764,527,390 |
| Value of total assets at beginning of year | 2019-12-31 | $3,110,805,444 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2019-12-31 | $977,043 |
| Total interest from all sources | 2019-12-31 | $87,866,817 |
| Total dividends received (eg from common stock, registered investment company shares) | 2019-12-31 | $0 |
| Administrative expenses professional fees incurred | 2019-12-31 | $122,056 |
| Were there any nonexempt tranactions with any party-in-interest | 2019-12-31 | No |
| Assets. Other investments not covered elsewhere at end of year | 2019-12-31 | $48,000,000 |
| Assets. Other investments not covered elsewhere at beginning of year | 2019-12-31 | $241,869,352 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2019-12-31 | $262,997,732 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2019-12-31 | $156,273,033 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2019-12-31 | $368,807,742 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2019-12-31 | $680,193,293 |
| Administrative expenses (other) incurred | 2019-12-31 | $21,654 |
| Liabilities. Value of operating payables at end of year | 2019-12-31 | $525,542 |
| Liabilities. Value of operating payables at beginning of year | 2019-12-31 | $0 |
| Value of net income/loss | 2019-12-31 | $160,716,741 |
| Value of net assets at end of year (total assets less liabilities) | 2019-12-31 | $2,395,194,106 |
| Value of net assets at beginning of year (total assets less liabilities) | 2019-12-31 | $2,430,612,151 |
| Were any loans by the plan or fixed income obligations due to the plan in default | 2019-12-31 | No |
| Were any leases to which the plan was party in default or uncollectible | 2019-12-31 | No |
| Interest earned on other investments | 2019-12-31 | $233,255 |
| Income. Interest from US Government securities | 2019-12-31 | $61,624,228 |
| Income. Interest from corporate debt instruments | 2019-12-31 | $24,303,064 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2019-12-31 | $6,407,902 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2019-12-31 | $158,824,418 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2019-12-31 | $158,824,418 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2019-12-31 | $1,706,270 |
| Asset value of US Government securities at end of year | 2019-12-31 | $2,029,328,520 |
| Asset value of US Government securities at beginning of year | 2019-12-31 | $2,004,665,064 |
| Asset. Corporate debt instrument debt (other) at end of year | 2019-12-31 | $417,793,236 |
| Asset. Corporate debt instrument debt (other) at beginning of year | 2019-12-31 | $549,173,577 |
| Contract administrator fees | 2019-12-31 | $833,333 |
| Did the plan have assets held for investment | 2019-12-31 | Yes |
| Aggregate proceeds on sale of assets | 2019-12-31 | $6,468,017,304 |
| Aggregate carrying amount (costs) on sale of assets | 2019-12-31 | $6,452,509,364 |
| Accountant perfomed limited scope audit pursuant to 29 CFR 2520.103-8 and/or 103-12(d) | 2019-12-31 | No |
| Opinion of an independent qualified public accountant for this plan | 2019-12-31 | Unqualified |
| Accountancy firm name | 2019-12-31 | KPMG LLP |
| Accountancy firm EIN | 2019-12-31 | 135565207 |
| 2018 : WESTERN ASSET MORTGAGE BACKED SECURITIES PORTFOLIO, L.L.C. 2018 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2018-12-31 | $-17,209,482 |
| Total unrealized appreciation/depreciation of assets | 2018-12-31 | $-17,209,482 |
| Total transfer of assets to this plan | 2018-12-31 | $210,825,198 |
| Total transfer of assets from this plan | 2018-12-31 | $58,653,254 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2018-12-31 | $680,193,293 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2018-12-31 | $1,142,019,638 |
| Total income from all sources (including contributions) | 2018-12-31 | $41,067,339 |
| Total loss/gain on sale of assets | 2018-12-31 | $-23,824,393 |
| Total of all expenses incurred | 2018-12-31 | $797,962 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2018-12-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2018-12-31 | $0 |
| Value of total assets at end of year | 2018-12-31 | $3,110,805,444 |
| Value of total assets at beginning of year | 2018-12-31 | $3,380,190,468 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2018-12-31 | $797,962 |
| Total interest from all sources | 2018-12-31 | $82,101,214 |
| Total dividends received (eg from common stock, registered investment company shares) | 2018-12-31 | $0 |
| Administrative expenses professional fees incurred | 2018-12-31 | $85,035 |
| Were there any nonexempt tranactions with any party-in-interest | 2018-12-31 | No |
| Assets. Other investments not covered elsewhere at end of year | 2018-12-31 | $241,869,352 |
| Assets. Other investments not covered elsewhere at beginning of year | 2018-12-31 | $60,000,000 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2018-12-31 | $156,273,033 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2018-12-31 | $202,479,208 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2018-12-31 | $680,193,293 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2018-12-31 | $1,142,019,638 |
| Administrative expenses (other) incurred | 2018-12-31 | $17,376 |
| Value of net income/loss | 2018-12-31 | $40,269,377 |
| Value of net assets at end of year (total assets less liabilities) | 2018-12-31 | $2,430,612,151 |
| Value of net assets at beginning of year (total assets less liabilities) | 2018-12-31 | $2,238,170,830 |
| Were any loans by the plan or fixed income obligations due to the plan in default | 2018-12-31 | No |
| Were any leases to which the plan was party in default or uncollectible | 2018-12-31 | No |
| Income. Interest from US Government securities | 2018-12-31 | $61,758,041 |
| Income. Interest from corporate debt instruments | 2018-12-31 | $20,271,192 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2018-12-31 | $158,824,418 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2018-12-31 | $916,183,100 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2018-12-31 | $916,183,100 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2018-12-31 | $71,981 |
| Asset value of US Government securities at end of year | 2018-12-31 | $2,004,665,064 |
| Asset value of US Government securities at beginning of year | 2018-12-31 | $1,767,191,333 |
| Asset. Corporate debt instrument debt (other) at end of year | 2018-12-31 | $549,173,577 |
| Asset. Corporate debt instrument debt (other) at beginning of year | 2018-12-31 | $434,336,827 |
| Contract administrator fees | 2018-12-31 | $695,551 |
| Did the plan have assets held for investment | 2018-12-31 | Yes |
| Aggregate proceeds on sale of assets | 2018-12-31 | $12,379,368,681 |
| Aggregate carrying amount (costs) on sale of assets | 2018-12-31 | $12,403,193,074 |
| Accountant perfomed limited scope audit pursuant to 29 CFR 2520.103-8 and/or 103-12(d) | 2018-12-31 | No |
| Opinion of an independent qualified public accountant for this plan | 2018-12-31 | Unqualified |
| Accountancy firm name | 2018-12-31 | KPMG LLP |
| Accountancy firm EIN | 2018-12-31 | 135565207 |
| 2017 : WESTERN ASSET MORTGAGE BACKED SECURITIES PORTFOLIO, L.L.C. 2017 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2017-12-31 | $15,242,857 |
| Total unrealized appreciation/depreciation of assets | 2017-12-31 | $15,242,857 |
| Total transfer of assets to this plan | 2017-12-31 | $384,348,645 |
| Total transfer of assets from this plan | 2017-12-31 | $183,636,870 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2017-12-31 | $1,142,019,638 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2017-12-31 | $993,490,543 |
| Expenses. Interest paid | 2017-12-31 | $2,208 |
| Amount of participant contributions which was failed to transmit to the plan within the time period described in 29 CFR 251.3-102 | 2017-12-31 | $2,208 |
| Total income from all sources (including contributions) | 2017-12-31 | $85,416,412 |
| Total loss/gain on sale of assets | 2017-12-31 | $11,577,997 |
| Total of all expenses incurred | 2017-12-31 | $649,643 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2017-12-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2017-12-31 | $0 |
| Value of total assets at end of year | 2017-12-31 | $3,380,190,468 |
| Value of total assets at beginning of year | 2017-12-31 | $2,946,182,829 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2017-12-31 | $647,435 |
| Total interest from all sources | 2017-12-31 | $58,595,558 |
| Total dividends received (eg from common stock, registered investment company shares) | 2017-12-31 | $0 |
| Administrative expenses professional fees incurred | 2017-12-31 | $89,078 |
| Were there any nonexempt tranactions with any party-in-interest | 2017-12-31 | No |
| Assets. Other investments not covered elsewhere at end of year | 2017-12-31 | $60,000,000 |
| Assets. Other investments not covered elsewhere at beginning of year | 2017-12-31 | $40,000,000 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2017-12-31 | $202,479,208 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2017-12-31 | $94,684,718 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2017-12-31 | $1,142,019,638 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2017-12-31 | $993,490,543 |
| Administrative expenses (other) incurred | 2017-12-31 | $17,483 |
| Value of net income/loss | 2017-12-31 | $84,766,769 |
| Value of net assets at end of year (total assets less liabilities) | 2017-12-31 | $2,238,170,830 |
| Value of net assets at beginning of year (total assets less liabilities) | 2017-12-31 | $1,952,692,286 |
| Were any loans by the plan or fixed income obligations due to the plan in default | 2017-12-31 | No |
| Were any leases to which the plan was party in default or uncollectible | 2017-12-31 | No |
| Income. Interest from US Government securities | 2017-12-31 | $41,195,524 |
| Income. Interest from corporate debt instruments | 2017-12-31 | $17,400,034 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2017-12-31 | $916,183,100 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2017-12-31 | $873,972,897 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2017-12-31 | $873,972,897 |
| Asset value of US Government securities at end of year | 2017-12-31 | $1,767,191,333 |
| Asset value of US Government securities at beginning of year | 2017-12-31 | $1,506,151,353 |
| Asset. Corporate debt instrument debt (other) at end of year | 2017-12-31 | $434,336,827 |
| Asset. Corporate debt instrument debt (other) at beginning of year | 2017-12-31 | $431,373,861 |
| Contract administrator fees | 2017-12-31 | $540,874 |
| Did the plan have assets held for investment | 2017-12-31 | Yes |
| Aggregate proceeds on sale of assets | 2017-12-31 | $12,911,449,780 |
| Aggregate carrying amount (costs) on sale of assets | 2017-12-31 | $12,899,871,783 |
| Accountant perfomed limited scope audit pursuant to 29 CFR 2520.103-8 and/or 103-12(d) | 2017-12-31 | No |
| Opinion of an independent qualified public accountant for this plan | 2017-12-31 | Unqualified |
| Accountancy firm name | 2017-12-31 | KPMG LLP |
| Accountancy firm EIN | 2017-12-31 | 135565207 |
| 2016 : WESTERN ASSET MORTGAGE BACKED SECURITIES PORTFOLIO, L.L.C. 2016 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2016-12-31 | $19,840,178 |
| Total unrealized appreciation/depreciation of assets | 2016-12-31 | $19,840,178 |
| Total transfer of assets to this plan | 2016-12-31 | $517,901,975 |
| Total transfer of assets from this plan | 2016-12-31 | $1,347,742,944 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2016-12-31 | $993,490,543 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2016-12-31 | $828,864,517 |
| Total income from all sources (including contributions) | 2016-12-31 | $46,189,266 |
| Total loss/gain on sale of assets | 2016-12-31 | $-16,860,831 |
| Total of all expenses incurred | 2016-12-31 | $753,419 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2016-12-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2016-12-31 | $0 |
| Value of total assets at end of year | 2016-12-31 | $2,946,182,829 |
| Value of total assets at beginning of year | 2016-12-31 | $3,565,961,925 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2016-12-31 | $753,419 |
| Total interest from all sources | 2016-12-31 | $43,209,919 |
| Total dividends received (eg from common stock, registered investment company shares) | 2016-12-31 | $0 |
| Administrative expenses professional fees incurred | 2016-12-31 | $99,342 |
| Were there any nonexempt tranactions with any party-in-interest | 2016-12-31 | No |
| Assets. Other investments not covered elsewhere at end of year | 2016-12-31 | $40,000,000 |
| Assets. Other investments not covered elsewhere at beginning of year | 2016-12-31 | $86,000,000 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2016-12-31 | $94,684,718 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2016-12-31 | $219,498,537 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2016-12-31 | $993,490,543 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2016-12-31 | $828,864,517 |
| Administrative expenses (other) incurred | 2016-12-31 | $13,136 |
| Value of net income/loss | 2016-12-31 | $45,435,847 |
| Value of net assets at end of year (total assets less liabilities) | 2016-12-31 | $1,952,692,286 |
| Value of net assets at beginning of year (total assets less liabilities) | 2016-12-31 | $2,737,097,408 |
| Were any loans by the plan or fixed income obligations due to the plan in default | 2016-12-31 | No |
| Were any leases to which the plan was party in default or uncollectible | 2016-12-31 | No |
| Income. Interest from US Government securities | 2016-12-31 | $32,198,067 |
| Income. Interest from corporate debt instruments | 2016-12-31 | $10,899,702 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2016-12-31 | $873,972,897 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2016-12-31 | $525,302,705 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2016-12-31 | $525,302,705 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2016-12-31 | $112,150 |
| Asset value of US Government securities at end of year | 2016-12-31 | $1,506,151,353 |
| Asset value of US Government securities at beginning of year | 2016-12-31 | $1,874,716,756 |
| Asset. Corporate debt instrument debt (other) at end of year | 2016-12-31 | $431,373,861 |
| Asset. Corporate debt instrument debt (other) at beginning of year | 2016-12-31 | $860,443,927 |
| Contract administrator fees | 2016-12-31 | $640,941 |
| Did the plan have assets held for investment | 2016-12-31 | Yes |
| Aggregate proceeds on sale of assets | 2016-12-31 | $8,743,580,258 |
| Aggregate carrying amount (costs) on sale of assets | 2016-12-31 | $8,760,441,089 |
| Accountant perfomed limited scope audit pursuant to 29 CFR 2520.103-8 and/or 103-12(d) | 2016-12-31 | No |
| Opinion of an independent qualified public accountant for this plan | 2016-12-31 | Unqualified |
| Accountancy firm name | 2016-12-31 | KPMG LLP |
| Accountancy firm EIN | 2016-12-31 | 135565207 |
| 2015 : WESTERN ASSET MORTGAGE BACKED SECURITIES PORTFOLIO, L.L.C. 2015 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2015-12-31 | $-27,042,831 |
| Total unrealized appreciation/depreciation of assets | 2015-12-31 | $-27,042,831 |
| Total transfer of assets to this plan | 2015-12-31 | $477,839,977 |
| Total transfer of assets from this plan | 2015-12-31 | $677,372,175 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2015-12-31 | $828,864,517 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2015-12-31 | $780,767,677 |
| Total income from all sources (including contributions) | 2015-12-31 | $51,825,325 |
| Total loss/gain on sale of assets | 2015-12-31 | $-3,364,008 |
| Total of all expenses incurred | 2015-12-31 | $1,002,294 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2015-12-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2015-12-31 | $0 |
| Value of total assets at end of year | 2015-12-31 | $3,565,961,925 |
| Value of total assets at beginning of year | 2015-12-31 | $3,666,574,252 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2015-12-31 | $1,002,294 |
| Total interest from all sources | 2015-12-31 | $82,232,164 |
| Total dividends received (eg from common stock, registered investment company shares) | 2015-12-31 | $0 |
| Administrative expenses professional fees incurred | 2015-12-31 | $127,260 |
| Were there any nonexempt tranactions with any party-in-interest | 2015-12-31 | No |
| Assets. Other investments not covered elsewhere at end of year | 2015-12-31 | $86,000,000 |
| Assets. Other investments not covered elsewhere at beginning of year | 2015-12-31 | $0 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2015-12-31 | $219,498,537 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2015-12-31 | $401,012,703 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2015-12-31 | $828,864,517 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2015-12-31 | $780,767,677 |
| Administrative expenses (other) incurred | 2015-12-31 | $12,078 |
| Value of net income/loss | 2015-12-31 | $50,823,031 |
| Value of net assets at end of year (total assets less liabilities) | 2015-12-31 | $2,737,097,408 |
| Value of net assets at beginning of year (total assets less liabilities) | 2015-12-31 | $2,885,806,575 |
| Were any loans by the plan or fixed income obligations due to the plan in default | 2015-12-31 | No |
| Were any leases to which the plan was party in default or uncollectible | 2015-12-31 | No |
| Income. Interest from US Government securities | 2015-12-31 | $84,696,653 |
| Income. Interest from corporate debt instruments | 2015-12-31 | $-2,500,577 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2015-12-31 | $525,302,705 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2015-12-31 | $344,755,394 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2015-12-31 | $344,755,394 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2015-12-31 | $36,088 |
| Assets. Value of investments in 103.12 investment entities at end of year | 2015-12-31 | $0 |
| Assets. Value of investments in 103.12 investment entities at beginning of year | 2015-12-31 | $42,748,321 |
| Asset value of US Government securities at end of year | 2015-12-31 | $1,874,716,756 |
| Asset value of US Government securities at beginning of year | 2015-12-31 | $1,802,035,404 |
| Asset. Corporate debt instrument debt (other) at end of year | 2015-12-31 | $860,443,927 |
| Asset. Corporate debt instrument debt (other) at beginning of year | 2015-12-31 | $1,076,022,430 |
| Contract administrator fees | 2015-12-31 | $862,956 |
| Did the plan have assets held for investment | 2015-12-31 | Yes |
| Aggregate proceeds on sale of assets | 2015-12-31 | $9,464,534,275 |
| Aggregate carrying amount (costs) on sale of assets | 2015-12-31 | $9,467,898,283 |
| Accountant perfomed limited scope audit pursuant to 29 CFR 2520.103-8 and/or 103-12(d) | 2015-12-31 | No |
| Opinion of an independent qualified public accountant for this plan | 2015-12-31 | Unqualified |
| Accountancy firm name | 2015-12-31 | PRICEWATERHOUSECOOPERS LLP |
| Accountancy firm EIN | 2015-12-31 | 134008324 |
| 2014 : WESTERN ASSET MORTGAGE BACKED SECURITIES PORTFOLIO, L.L.C. 2014 401k financial data |
|---|
| Total unrealized appreciation/depreciation of assets | 2014-12-31 | $0 |
| Total transfer of assets to this plan | 2014-12-31 | $225,204,410 |
| Total transfer of assets from this plan | 2014-12-31 | $476,059,597 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2014-12-31 | $780,767,677 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2014-12-31 | $941,768,365 |
| Total income from all sources (including contributions) | 2014-12-31 | $213,969,508 |
| Total loss/gain on sale of assets | 2014-12-31 | $41,712,945 |
| Total of all expenses incurred | 2014-12-31 | $5,808,439 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2014-12-31 | $0 |
| Expenses. Certain deemed distributions of participant loans | 2014-12-31 | $4,738,882 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2014-12-31 | $0 |
| Value of total assets at end of year | 2014-12-31 | $3,666,574,252 |
| Value of total assets at beginning of year | 2014-12-31 | $3,870,269,058 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2014-12-31 | $1,069,557 |
| Total interest from all sources | 2014-12-31 | $100,720,649 |
| Total dividends received (eg from common stock, registered investment company shares) | 2014-12-31 | $0 |
| Administrative expenses professional fees incurred | 2014-12-31 | $116,146 |
| Were there any nonexempt tranactions with any party-in-interest | 2014-12-31 | No |
| Assets. Other investments not covered elsewhere at end of year | 2014-12-31 | $0 |
| Assets. Other investments not covered elsewhere at beginning of year | 2014-12-31 | $200,750,377 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2014-12-31 | $401,012,703 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2014-12-31 | $345,480,305 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2014-12-31 | $780,767,677 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2014-12-31 | $941,768,365 |
| Administrative expenses (other) incurred | 2014-12-31 | $17,172 |
| Value of net income/loss | 2014-12-31 | $208,161,069 |
| Value of net assets at end of year (total assets less liabilities) | 2014-12-31 | $2,885,806,575 |
| Value of net assets at beginning of year (total assets less liabilities) | 2014-12-31 | $2,928,500,693 |
| Were any loans by the plan or fixed income obligations due to the plan in default | 2014-12-31 | No |
| Were any leases to which the plan was party in default or uncollectible | 2014-12-31 | No |
| Value of interest in registered invesment companies (eg mutual funds) at end of year | 2014-12-31 | $0 |
| Value of interest in registered invesment companies (eg mutual funds) at beginning of year | 2014-12-31 | $286,749,842 |
| Income. Interest from US Government securities | 2014-12-31 | $100,709,881 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2014-12-31 | $344,755,394 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2014-12-31 | $1,092,730 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2014-12-31 | $1,092,730 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2014-12-31 | $10,768 |
| Assets. Value of investments in 103.12 investment entities at end of year | 2014-12-31 | $42,748,321 |
| Assets. Value of investments in 103.12 investment entities at beginning of year | 2014-12-31 | $41,758,501 |
| Asset value of US Government securities at end of year | 2014-12-31 | $1,802,035,404 |
| Asset value of US Government securities at beginning of year | 2014-12-31 | $1,326,053,622 |
| Net gain/loss from 103.12 investment entities | 2014-12-31 | $71,535,914 |
| Asset. Corporate debt instrument debt (other) at end of year | 2014-12-31 | $1,076,022,430 |
| Asset. Corporate debt instrument debt (other) at beginning of year | 2014-12-31 | $1,668,383,681 |
| Contract administrator fees | 2014-12-31 | $936,239 |
| Did the plan have assets held for investment | 2014-12-31 | Yes |
| Aggregate proceeds on sale of assets | 2014-12-31 | $8,671,081,775 |
| Aggregate carrying amount (costs) on sale of assets | 2014-12-31 | $8,629,368,830 |
| Accountant perfomed limited scope audit pursuant to 29 CFR 2520.103-8 and/or 103-12(d) | 2014-12-31 | No |
| Opinion of an independent qualified public accountant for this plan | 2014-12-31 | Unqualified |
| Accountancy firm name | 2014-12-31 | PRICEWATERHOUSECOOPERS LLP |
| Accountancy firm EIN | 2014-12-31 | 134008324 |
| 2013 : WESTERN ASSET MORTGAGE BACKED SECURITIES PORTFOLIO, L.L.C. 2013 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2013-12-31 | $-38,773,014 |
| Total unrealized appreciation/depreciation of assets | 2013-12-31 | $-38,773,014 |
| Total transfer of assets to this plan | 2013-12-31 | $244,524,937 |
| Total transfer of assets from this plan | 2013-12-31 | $634,613,757 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2013-12-31 | $941,768,365 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2013-12-31 | $836,289,879 |
| Total income from all sources (including contributions) | 2013-12-31 | $3,136,091 |
| Total loss/gain on sale of assets | 2013-12-31 | $-47,966,605 |
| Total of all expenses incurred | 2013-12-31 | $1,176,918 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2013-12-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2013-12-31 | $0 |
| Value of total assets at end of year | 2013-12-31 | $3,870,269,058 |
| Value of total assets at beginning of year | 2013-12-31 | $4,152,920,219 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2013-12-31 | $1,176,918 |
| Total interest from all sources | 2013-12-31 | $87,864,640 |
| Total dividends received (eg from common stock, registered investment company shares) | 2013-12-31 | $20,393 |
| Total dividends received from registered investment company shares (eg mutual funds) | 2013-12-31 | $20,393 |
| Administrative expenses professional fees incurred | 2013-12-31 | $115,207 |
| Were there any nonexempt tranactions with any party-in-interest | 2013-12-31 | No |
| Assets. Other investments not covered elsewhere at end of year | 2013-12-31 | $200,750,377 |
| Assets. Other investments not covered elsewhere at beginning of year | 2013-12-31 | $11,064,361 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2013-12-31 | $345,480,305 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2013-12-31 | $71,731,251 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2013-12-31 | $941,768,365 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2013-12-31 | $830,962,879 |
| Other income not declared elsewhere | 2013-12-31 | $5,222 |
| Administrative expenses (other) incurred | 2013-12-31 | $20,043 |
| Liabilities. Value of operating payables at end of year | 2013-12-31 | $0 |
| Liabilities. Value of operating payables at beginning of year | 2013-12-31 | $5,327,000 |
| Value of net income/loss | 2013-12-31 | $1,959,173 |
| Value of net assets at end of year (total assets less liabilities) | 2013-12-31 | $2,928,500,693 |
| Value of net assets at beginning of year (total assets less liabilities) | 2013-12-31 | $3,316,630,340 |
| Were any loans by the plan or fixed income obligations due to the plan in default | 2013-12-31 | No |
| Were any leases to which the plan was party in default or uncollectible | 2013-12-31 | No |
| Value of interest in registered invesment companies (eg mutual funds) at end of year | 2013-12-31 | $286,749,842 |
| Value of interest in registered invesment companies (eg mutual funds) at beginning of year | 2013-12-31 | $0 |
| Income. Interest from US Government securities | 2013-12-31 | $100,986,238 |
| Income. Interest from corporate debt instruments | 2013-12-31 | $-13,121,598 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2013-12-31 | $1,092,730 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2013-12-31 | $275,617,612 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2013-12-31 | $275,617,612 |
| Assets. Value of investments in 103.12 investment entities at end of year | 2013-12-31 | $41,758,501 |
| Assets. Value of investments in 103.12 investment entities at beginning of year | 2013-12-31 | $94,773,046 |
| Asset value of US Government securities at end of year | 2013-12-31 | $1,326,053,622 |
| Asset value of US Government securities at beginning of year | 2013-12-31 | $3,188,807,829 |
| Net gain/loss from 103.12 investment entities | 2013-12-31 | $1,985,455 |
| Were any plan transactions or series of transactions in excess of 5% of the current value of the plan assets | 2013-12-31 | No |
| Has the plan failed to provide any benefit when due under the plan | 2013-12-31 | No |
| Asset. Corporate debt instrument debt (other) at end of year | 2013-12-31 | $1,668,383,681 |
| Asset. Corporate debt instrument debt (other) at beginning of year | 2013-12-31 | $510,926,120 |
| Contract administrator fees | 2013-12-31 | $1,041,668 |
| Did the plan have assets held for investment | 2013-12-31 | Yes |
| Aggregate proceeds on sale of assets | 2013-12-31 | $13,503,356,111 |
| Aggregate carrying amount (costs) on sale of assets | 2013-12-31 | $13,551,322,716 |
| Accountant perfomed limited scope audit pursuant to 29 CFR 2520.103-8 and/or 103-12(d) | 2013-12-31 | No |
| Opinion of an independent qualified public accountant for this plan | 2013-12-31 | Unqualified |
| Accountancy firm name | 2013-12-31 | PRICEWATERHOUSECOOPERS LLP |
| Accountancy firm EIN | 2013-12-31 | 134008324 |
| 2012 : WESTERN ASSET MORTGAGE BACKED SECURITIES PORTFOLIO, L.L.C. 2012 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2012-12-31 | $152,021,511 |
| Total unrealized appreciation/depreciation of assets | 2012-12-31 | $152,021,511 |
| Total transfer of assets to this plan | 2012-12-31 | $652,434,531 |
| Total transfer of assets from this plan | 2012-12-31 | $295,927,853 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2012-12-31 | $836,289,879 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2012-12-31 | $963,152,518 |
| Total income from all sources (including contributions) | 2012-12-31 | $257,132,894 |
| Total loss/gain on sale of assets | 2012-12-31 | $16,996,052 |
| Total of all expenses incurred | 2012-12-31 | $1,062,214 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2012-12-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2012-12-31 | $0 |
| Value of total assets at end of year | 2012-12-31 | $4,152,920,219 |
| Value of total assets at beginning of year | 2012-12-31 | $3,667,205,500 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2012-12-31 | $1,062,214 |
| Total interest from all sources | 2012-12-31 | $80,667,497 |
| Total dividends received (eg from common stock, registered investment company shares) | 2012-12-31 | $0 |
| Administrative expenses professional fees incurred | 2012-12-31 | $119,352 |
| Were there any nonexempt tranactions with any party-in-interest | 2012-12-31 | No |
| Assets. Other investments not covered elsewhere at end of year | 2012-12-31 | $11,064,361 |
| Assets. Other investments not covered elsewhere at beginning of year | 2012-12-31 | $20,275,375 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2012-12-31 | $71,731,251 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2012-12-31 | $219,729,623 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2012-12-31 | $830,962,879 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2012-12-31 | $963,152,518 |
| Other income not declared elsewhere | 2012-12-31 | $3,112 |
| Administrative expenses (other) incurred | 2012-12-31 | $942,862 |
| Liabilities. Value of operating payables at end of year | 2012-12-31 | $5,327,000 |
| Liabilities. Value of operating payables at beginning of year | 2012-12-31 | $0 |
| Value of net income/loss | 2012-12-31 | $256,070,680 |
| Value of net assets at end of year (total assets less liabilities) | 2012-12-31 | $3,316,630,340 |
| Value of net assets at beginning of year (total assets less liabilities) | 2012-12-31 | $2,704,052,982 |
| Were any loans by the plan or fixed income obligations due to the plan in default | 2012-12-31 | No |
| Were any leases to which the plan was party in default or uncollectible | 2012-12-31 | No |
| Income. Interest from US Government securities | 2012-12-31 | $79,495,094 |
| Income. Interest from corporate debt instruments | 2012-12-31 | $1,159,260 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2012-12-31 | $275,617,612 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2012-12-31 | $64,078,252 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2012-12-31 | $64,078,252 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2012-12-31 | $13,143 |
| Assets. Value of investments in 103.12 investment entities at end of year | 2012-12-31 | $94,773,046 |
| Assets. Value of investments in 103.12 investment entities at beginning of year | 2012-12-31 | $87,328,324 |
| Asset value of US Government securities at end of year | 2012-12-31 | $3,188,807,829 |
| Asset value of US Government securities at beginning of year | 2012-12-31 | $2,618,337,744 |
| Net gain/loss from 103.12 investment entities | 2012-12-31 | $7,444,722 |
| Asset. Corporate debt instrument debt (other) at end of year | 2012-12-31 | $510,926,120 |
| Asset. Corporate debt instrument debt (other) at beginning of year | 2012-12-31 | $657,456,182 |
| Did the plan have assets held for investment | 2012-12-31 | Yes |
| Aggregate proceeds on sale of assets | 2012-12-31 | $14,679,469,307 |
| Aggregate carrying amount (costs) on sale of assets | 2012-12-31 | $14,662,473,255 |
| Accountant perfomed limited scope audit pursuant to 29 CFR 2520.103-8 and/or 103-12(d) | 2012-12-31 | No |
| Opinion of an independent qualified public accountant for this plan | 2012-12-31 | Unqualified |
| Accountancy firm name | 2012-12-31 | PRICEWATERHOUSECOOPERS LLP |
| Accountancy firm EIN | 2012-12-31 | 134008324 |
| 2011 : WESTERN ASSET MORTGAGE BACKED SECURITIES PORTFOLIO, L.L.C. 2011 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2011-12-31 | $49,955,227 |
| Total unrealized appreciation/depreciation of assets | 2011-12-31 | $49,955,227 |
| Total transfer of assets to this plan | 2011-12-31 | $411,261,138 |
| Total transfer of assets from this plan | 2011-12-31 | $572,910,255 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2011-12-31 | $963,152,518 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2011-12-31 | $2,859,818,041 |
| Total income from all sources (including contributions) | 2011-12-31 | $162,436,825 |
| Total loss/gain on sale of assets | 2011-12-31 | $57,271,629 |
| Total of all expenses incurred | 2011-12-31 | $976,576 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2011-12-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2011-12-31 | $0 |
| Value of total assets at end of year | 2011-12-31 | $3,667,205,500 |
| Value of total assets at beginning of year | 2011-12-31 | $5,564,059,891 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2011-12-31 | $976,576 |
| Total interest from all sources | 2011-12-31 | $56,448,558 |
| Total dividends received (eg from common stock, registered investment company shares) | 2011-12-31 | $0 |
| Administrative expenses professional fees incurred | 2011-12-31 | $133,447 |
| Were there any nonexempt tranactions with any party-in-interest | 2011-12-31 | No |
| Assets. Other investments not covered elsewhere at end of year | 2011-12-31 | $20,275,375 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2011-12-31 | $219,729,623 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2011-12-31 | $1,795,850,008 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2011-12-31 | $956,440,131 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2011-12-31 | $14,253,124 |
| Other income not declared elsewhere | 2011-12-31 | $14,675 |
| Administrative expenses (other) incurred | 2011-12-31 | $23,581 |
| Liabilities. Value of operating payables at end of year | 2011-12-31 | $6,712,387 |
| Liabilities. Value of operating payables at beginning of year | 2011-12-31 | $2,845,564,917 |
| Value of net income/loss | 2011-12-31 | $161,460,249 |
| Value of net assets at end of year (total assets less liabilities) | 2011-12-31 | $2,704,052,982 |
| Value of net assets at beginning of year (total assets less liabilities) | 2011-12-31 | $2,704,241,850 |
| Were any loans by the plan or fixed income obligations due to the plan in default | 2011-12-31 | No |
| Were any leases to which the plan was party in default or uncollectible | 2011-12-31 | No |
| Income. Interest from US Government securities | 2011-12-31 | $43,202,966 |
| Income. Interest from corporate debt instruments | 2011-12-31 | $13,231,420 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2011-12-31 | $64,078,252 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2011-12-31 | $359,105,409 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2011-12-31 | $359,105,409 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2011-12-31 | $14,172 |
| Assets. Value of investments in 103.12 investment entities at end of year | 2011-12-31 | $87,328,324 |
| Assets. Value of investments in 103.12 investment entities at beginning of year | 2011-12-31 | $338,581,588 |
| Asset value of US Government securities at end of year | 2011-12-31 | $2,618,337,744 |
| Asset value of US Government securities at beginning of year | 2011-12-31 | $2,164,555,256 |
| Net gain/loss from 103.12 investment entities | 2011-12-31 | $-1,253,264 |
| Asset. Corporate debt instrument debt (other) at end of year | 2011-12-31 | $657,456,182 |
| Asset. Corporate debt instrument debt (other) at beginning of year | 2011-12-31 | $905,967,630 |
| Contract administrator fees | 2011-12-31 | $819,548 |
| Did the plan have assets held for investment | 2011-12-31 | Yes |
| Aggregate proceeds on sale of assets | 2011-12-31 | $20,126,056,808 |
| Aggregate carrying amount (costs) on sale of assets | 2011-12-31 | $20,068,785,179 |
| Accountant perfomed limited scope audit pursuant to 29 CFR 2520.103-8 and/or 103-12(d) | 2011-12-31 | No |
| Opinion of an independent qualified public accountant for this plan | 2011-12-31 | Unqualified |
| Accountancy firm name | 2011-12-31 | PRICEWATERHOUSECOOPERS LLP |
| Accountancy firm EIN | 2011-12-31 | 134008324 |
| 2010 : WESTERN ASSET MORTGAGE BACKED SECURITIES PORTFOLIO, L.L.C. 2010 401k financial data |
|---|
| Unrealized appreciation/depreciation of other (non real estate) assets | 2010-12-31 | $252,325,258 |
| Total unrealized appreciation/depreciation of assets | 2010-12-31 | $252,325,258 |
| Total transfer of assets to this plan | 2010-12-31 | $120,422,000 |
| Total transfer of assets from this plan | 2010-12-31 | $798,504,885 |
| Total liabilities at end of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2010-12-31 | $2,859,818,041 |
| Total liabilities at beginning of year (benefit claims payable, operating payabales, acquisition indebtedness and other liabilities) | 2010-12-31 | $1,487,933,451 |
| Total income from all sources (including contributions) | 2010-12-31 | $393,035,243 |
| Total loss/gain on sale of assets | 2010-12-31 | $54,052,771 |
| Total of all expenses incurred | 2010-12-31 | $836,419 |
| Benefit payments and payments to participlants,beneficiaries,insurance carriers and others | 2010-12-31 | $0 |
| Total contributions o plan (from employers,participants, others, non cash contrinutions) | 2010-12-31 | $0 |
| Value of total assets at end of year | 2010-12-31 | $5,564,059,891 |
| Value of total assets at beginning of year | 2010-12-31 | $4,478,059,362 |
| Total of administrative expenses incurred including professional, contract, advisory and management fees | 2010-12-31 | $836,419 |
| Total interest from all sources | 2010-12-31 | $55,659,847 |
| Total dividends received (eg from common stock, registered investment company shares) | 2010-12-31 | $0 |
| Administrative expenses professional fees incurred | 2010-12-31 | $96,735 |
| Were there any nonexempt tranactions with any party-in-interest | 2010-12-31 | No |
| Assets. Other investments not covered elsewhere at end of year | 2010-12-31 | $0 |
| Assets. Other investments not covered elsewhere at beginning of year | 2010-12-31 | $93,256 |
| Value of other receiveables (less allowance for doubtful accounts) at end of year | 2010-12-31 | $1,795,850,008 |
| Value of other receiveables (less allowance for doubtful accounts) at beginning of year | 2010-12-31 | $494,295,177 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at end of year | 2010-12-31 | $14,253,124 |
| Other liabilities (not benefit claims, operating payabales oe acquisition indebtedness) at beginning of year | 2010-12-31 | $1,487,933,451 |
| Administrative expenses (other) incurred | 2010-12-31 | $47,171 |
| Liabilities. Value of operating payables at end of year | 2010-12-31 | $2,845,564,917 |
| Value of net income/loss | 2010-12-31 | $392,198,824 |
| Value of net assets at end of year (total assets less liabilities) | 2010-12-31 | $2,704,241,850 |
| Value of net assets at beginning of year (total assets less liabilities) | 2010-12-31 | $2,990,125,911 |
| Were any loans by the plan or fixed income obligations due to the plan in default | 2010-12-31 | No |
| Were any leases to which the plan was party in default or uncollectible | 2010-12-31 | No |
| Income. Interest from US Government securities | 2010-12-31 | $41,254,988 |
| Income. Interest from corporate debt instruments | 2010-12-31 | $14,371,944 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at end of year | 2010-12-31 | $359,105,409 |
| Interest-bearing cash (include money market accounts & certificates of deposit) at beginning of the Year | 2010-12-31 | $359,278,305 |
| Value of interest bearing cash (including money market accounts and certificates of deposits) at beginning of year | 2010-12-31 | $359,278,305 |
| Interest earned from interest bearing cash (including money market accounts and certificates of deposit) | 2010-12-31 | $32,915 |
| Assets. Value of investments in 103.12 investment entities at end of year | 2010-12-31 | $338,581,588 |
| Assets. Value of investments in 103.12 investment entities at beginning of year | 2010-12-31 | $307,584,221 |
| Asset value of US Government securities at end of year | 2010-12-31 | $2,164,555,256 |
| Asset value of US Government securities at beginning of year | 2010-12-31 | $1,997,035,211 |
| Net gain/loss from 103.12 investment entities | 2010-12-31 | $30,997,367 |
| Asset. Corporate debt instrument debt (other) at end of year | 2010-12-31 | $905,967,630 |
| Asset. Corporate debt instrument debt (other) at beginning of year | 2010-12-31 | $1,319,773,192 |
| Contract administrator fees | 2010-12-31 | $692,513 |
| Did the plan have assets held for investment | 2010-12-31 | Yes |
| Aggregate proceeds on sale of assets | 2010-12-31 | $28,703,063,656 |
| Aggregate carrying amount (costs) on sale of assets | 2010-12-31 | $28,649,010,885 |
| Accountant perfomed limited scope audit pursuant to 29 CFR 2520.103-8 and/or 103-12(d) | 2010-12-31 | No |
| Opinion of an independent qualified public accountant for this plan | 2010-12-31 | Unqualified |
| Accountancy firm name | 2010-12-31 | PRICEWATERHOUSECOOPERS LLP |
| Accountancy firm EIN | 2010-12-31 | 134008324 |
