QS LEGG MASON GLOBAL ASSET ALLOCATION, LLC Information

620 EIGHTH AVENUE, NEW YORK, New York, 10018, (212) 886-9200

Report Date: 06/30/2014

Position Statistics

Total Positions 69
New Positions 4
Increased Positions 33
Decreased Positions 24
Positions with Activity 57
Sold Out Positions 3
Total Mkt Value (in $ millions) 946

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials
Capital Goods 0.25%
Conglomerates
Consumer Cyclical 0.14%
Consumer/Non-Cyclical 0.33%
Energy 0.16%
Financial 98.24%
Healthcare 0.14%
Services 0.38%
Technology 0.26%
Transportation 0.06%
Utilities

69 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
ISHARES TR CORE S&P500 ETF 300,901 32,236 12.00 1,506,991
VANGUARD BD INDEX FD INC TOTAL BND MRKT 238,904 37,275 18.49 2,893,004
ISHARES TR 20+ YR TR BD ETF 69,046 6,003 9.52 579,292
ISHARES TR MSCI EAFE ETF 63,329 7,784 14.02 1,008,100
SPDR S&P 500 ETF TR TR UNIT 51,913 12,888 33.03 261,646
ISHARES TR CORE US AGGBD ET 43,080 9,456 28.12 391,139
VANGUARD INDEX FDS SMALL CP ETF 42,269 5,751 15.75 371,920
VANGUARD INDEX FDS REIT ETF 18,973 -2,154 (10.19) 243,365
ISHARES TR RUS 1000 VAL ETF 18,153 1,239 7.33 180,482
ISHARES TR RUS 1000 ETF 15,842 1,098 7.44 143,020
ISHARES TR RUSSELL 2000 ETF 13,979 1,391 11.05 122,437
ISHARES INTERM CR BD ETF 13,195 1,539 13.21 119,922
ISHARES TR RUS 1000 GRW ETF 12,938 894 7.43 139,769
ISHARES INTL TREA BD ETF 12,531 1,383 12.41 125,170
VANGUARD INDEX FDS TOTAL STK MKT 6,870 673 10.86 67,138
ISHARES TR TIPS BD ETF 1,935 -420 (17.82) 17,095
ACCENTURE PLC IRELAND SHS CLASS A 1,424 New 17,915
NEWELL RUBBERMAID INC COM 1,136 New 32,356
CITIGROUP INC COM NEW 1,066 43 4.16 20,326
FLUOR CORP NEW COM 1,059 45 4.43 15,903