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Legg Mason Inc.

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FY2007 Annual Report · Legg Mason Inc.
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Legg Mason, Inc. 2007 Annual Report

LEGG MASON
Global Asset Management

On the grOund, arOund the wOrld

Our Major Office Locations Worldwide:

Barrett Associates
New York

Bartlett & Co.
Cincinnati

Batterymarch  
Financial Management
Boston
London

Brandywine Global  
Investment Management
Philadelphia
Chicago
San Francisco
Singapore

ClearBridge Advisors
New York
San Francisco

Legg Mason  
Capital Management
Baltimore

Legg Mason  
International Equities
London
Hong Kong
Melbourne
New York
São Paulo
Singapore
Warsaw

Legg Mason  
International Distribution
Baltimore
Frankfurt
Hong Kong
London 
Luxembourg
Madrid
Melbourne
Miami
New York
Paris
Santiago
Singapore
Sydney
Taipei
Tokyo
Toronto
Warsaw
Waterloo

Legg Mason Investment  
Counsel & Trust
Baltimore
Chicago
Cincinnati
New York
Philadelphia

Legg Mason  
Investor Services
Baltimore
New York
Stamford

Legg Mason  
Real Estate Investors
Los Angeles

Permal Group
London
New York
Boston
Dubai
Hong Kong
Nassau
Paris
Singapore

Private Capital  
Management
Naples, FL

Royce & Associates
New York

Western Asset  
Management
Pasadena
Hong Kong
London
Melbourne
New York
São Paulo
Singapore 
Tokyo

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©

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Legg Mason, Inc. is one of the largest independent asset management  
firms in the world. At fiscal year end, we had $969 billion of assets under  
management, of which $324 billion was managed on behalf of clients domiciled 
outside the United States. We now have professional staff on-the-ground in  
20 cities and 16 countries around the world, in addition to the United States.

Our aim is to be one of the best asset management firms in the world. 
Achieving this aim requires that we exercise uncompromising standards  
of excellence in all aspects of our business. 

The central tenet of our management philosophy, which we believe has been 
fundamental to our success, is that we rigorously support and protect the 
investment independence of our managers. We believe this is essential to their 
achievement of investment excellence over the long term. We also help our 
managers stay focused on their business of investing by introducing their 
expertise, through mutual funds and similar products that mirror their core 
competencies, to institutional and individual investors around the world.

During the past year, we have executed one of the largest business consolida-
tions and realignments in the history of our industry. The integration of our 
business is complete, and the infrastructure for our future growth is in place. 
We now believe we can return to the business of growth.

Financial	HigHligHts
(dollars in thousands, except per share amounts)

Years Ended March 31, 
OPERATING RESULTS1 
Operating revenues 
Operating income 
Income from continuing operations before  
  income tax provision and minority interest 
Net income2 

2003 

2004 

2005 

2006 

2007

  $    803,146  
214,518  

 $ 1,153,076   
 326,248    

$1,570,700  
489,117 

$2,645,212   $4,343,675
1,028,298

679,730 

181,202  
190,909  

301,563    
297,764  

470,758  
408,431  

715,462 
1,144,168 

1,043,854
646,818

PER COMMON SHARE 
Diluted income2 
Income from continuing operations per diluted share 
Cash income from continuing operations per diluted share3 
Dividends declared 
Book value 

$           1.78  
1.07  
1.40  
0.287  
12.39 

$           2.65    
 1.68    
 1.98    
 0.373    
15.18   

$           3.53  
2.56  
3.17  
0.550  
20.97 

$           8.80   $            4.48
4.48
5.86
0.810
45.99

3.35  
4.10  
0.690  
41.67 

FINANCIAL CONDITION 
Total assets 
Total stockholders’ equity 

$6,067,450  
1,247,957  

$7,282,483    
1,559,610    

$8,219,472  
2,293,146  

$9,302,490   $9,604,488
6,541,490

5,850,116  

1	

	Reflects	results	of	CAM	and	Permal	since	acquisition	in	fiscal	2006	and	except	for	Net	income	excludes	discontinued	private	client,	capital	markets		
and	mortgage	banking	and	servicing	operations,	where	applicable.	

2	 Fiscal	2006	includes	gain	on	sale	of	discontinued	operations	of	$644,040	or	$4.94	per	share.
3	

	Cash	income	from	continuing	operations	per	diluted	share	represents	a	performance	measure	that	is	based	on	a	methodology	other	than	generally	
accepted	accounting	principles	(“non-GAAP”).	For	more	information	regarding	this	non-GAAP	financial	measure,	see	Management’s	Discussion		
and	Analysis	of	Financial	Condition	and	Results	of	Operations	included	in	this	Annual	Report	and	the	corporate	website	at	www.leggmason.com	
under	the	“Investor	Relations—Financial	Highlights”	section.

Operating	
reVenUes	
(dollars	in	millions)

net	incOme	
(dollars	in	millions)

DilUteD	earnings		
per	sHare	
(dollars)

casH	incOme	FrOm		
cOntinUing	OperatiOns	
per	DilUteD	sHare
(dollars)	

stOcKHOlDers’	
eQUitY
(dollars	in	billions)

5,000	

1,200	

10.00	

4,000	

3,000	

2,000	

1,000	

960	

720	

480	

240	

8.00	

6.00	

4.00	

2.00	

6.00	

4.80	

3.60	

2.40	

1.20	

7.00

5.60

4.20

2.80

1.40

	 03	 04	 05	 06	 07

	03	 04	 05	 06	 07

	03	 04	 05	 06	 07

	03	 04	 05	 06	 07

	03	 04	 05	 06	 07

 The portion of the bars in light blue above represents the gain on sale of our discontinued operations of $644.0 million or $4.94 per share.



 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
$969

$868

assets	UnDer	management1
(dollars in billions)

1,000

800

600

400

200

$375

$286

$192

$177

$140

$112

$89

$71

$44

97	

98	

99	

00	

01	

02	

03	

04	

05	

06	

07

	(Fiscal	Years	ended	march	31)

1   Includes assets under management acquired in acquisitions. The light blue portion of the 06 bar represents $408.6 billion of assets under 

management acquired in the December 1, 2005 closing of our transaction with Citigroup.



		
raymond	a.	(“chip”)	mason	

chairman,	president	and	chief	executive	Officer



tO	OUr	stOcKHOlDers

At Legg Mason, we just completed our first full year as a pure asset manager and one of the largest 
independent asset management firms in the world. 

As most of you know, at the end of calendar 2005 our firm completed two transactions that doubled 
our assets under management, broadened our investment capabilities into several new currencies 
and asset classes, dramatically expanded our on-the-ground presence around the world, and 
introduced us to new markets and distribution channels that will be vital to our future success in  
an open architecture world. 

During the last 12 months, we have executed one of the largest business consolidations and  
realignments in the history of our industry. Our focus this year has been on retaining our key 
people, our clients and our managed assets while realigning and rationalizing our global fund  
and distribution platforms, as well as integrating and building out our global technology platforms 
and other key infrastructure worldwide. 

I am very pleased to report that we ended this fiscal year with $968.5 billion of assets under 
management, up $100.9 billion from the $867.6 billion we managed a year ago. Our managed 
assets now include $324.0 billion from clients domiciled outside the United States, and our 
managers now have over 725 employees on-the-ground in 20 cities in 16 countries around the 
world, in addition to the United States.

In the last 12 months, we have successfully completed the realignment and rationalization of our 
mutual fund families in the United States, and now have a more streamlined set of products 
utilizing our best investment management capabilities. 

We have also largely completed the consolidation and rationalization of our international, cross-
border funds. These funds are sold throughout Europe, Asia, the Middle East and the Americas and 
have now been approved for distribution in Hong Kong, Singapore and Taiwan. In total, investors 
in over 180 countries have now invested in Legg Mason’s proprietary cross-border funds.1

Our non-US fund presence now includes “local” fund families in eight countries—up from two prior 
to the Citigroup transaction—that are directed only to investors in such countries. In addition to the 
United Kingdom and Singapore, where we have had local fund families for several years, we now also 
have local fund families in Australia, Brazil, Chile, Hong Kong, Japan and Poland. Each of these fund 
families offers a range of local, regional and international or global funds, offering investors not only 
the expertise of their locally based investment staffs but now also the expertise of other members of the 
Legg Mason group around the world. 

1 

 Excludes Permal funds.



Western	Asset	has	proven—once	again	this	year—its	ability	to	grow	without	negatively	affecting	its	investment	performance.	
As	shown	above,	investment	staff	meetings	take	advantage	of	videoconferencing	to	permit	participation	by	its	investment	
professionals	around	the	world.

Most recently, Legg Mason has received the regulatory approvals necessary to permit our offering a fund 
to investors in Australia that will be invested in one of Permal’s core funds. This fund will be the first 
Legg Mason proprietary fund to feature Permal.

BUSINESS HIGHLIGHTS

As indicated above, Legg Mason ended the year with $968.5 billion of assets under management, an 
increase of $100.9 billion from the $867.6 billion we managed a year ago. Currently, one-third of our 
total assets under management, or $324.0 billion, are managed on behalf of clients domiciled outside the 
United States, in more than 190 countries. 

Permal, which is one of the world’s largest and oldest managers of funds of hedge funds, increased its 
assets under management by 33% during the year and by almost 75% since we acquired the firm in 
November 2005, reflecting continued strong net client flows and continued strong performance. Close 
to 80% of Permal’s assets under management are in multi-manager funds distributed outside the United 
States, to investors in more than 90 countries.

Western Asset—our legacy manager most affected by the Citigroup transaction in terms of the work-
load required to absorb over $275 billion in new assets and the related clients, and supporting staff and 
systems—had an exceptional year under the circumstances, with its assets under management up 16%, 
and with approximately 60% of the increase from net client flows. 



Throughout	its	history	of	growth,	Western	Asset	has	retained	its	unique	culture,	including	its	collegiality.

ClearBridge Advisors—the new asset management company we established to absorb, consolidate and 
manage most of the active US equity assets, products and personnel that came to us from Citigroup—
experienced continued outflows during the year, partially as expected due to the fund rationalization 
process and partially due to investment performance. 

The non-US equity assets and investment staffs acquired from Citigroup, which have largely become 
part of the newly formed Legg Mason International Equities (“LMIE”) group or Legg Mason’s 
International Distribution platform, saw their combined assets under management grow over 40% 
during the year, thanks to their performance in the strong equity markets outside the United States.

Testament to the success of Western Asset’s integration of the former Citigroup fixed income and 
liquidity assets onto its platform, our long-term fixed income assets under management ended the year 
at $470.9 billion, up $60.3 billion, or 15%, from the year ago total of $410.6 billion, while our liquidity 
assets under management ended the year at $159.6 billion (or 16% of our total), having increased by 
$27.5 billion, or 21%, from $132.1 billion a year ago. Our equity assets under management increased by 
$13.1 billion, or 4%, over the last 12 months, ending the year at $338.0 billion (35% of our total), up 
from $324.9 billion a year ago. 

Overall, we now have $335.5 billion invested in our proprietary funds around the world, which 
represents an increase of $47.1 billion, or 16%, from $288.4 billion a year ago. Of these amounts, 
$252.9 billion (versus $229.0 billion) is in funds registered in the United States, while the remaining 
$82.6 billion (versus $59.4 billion) is in offshore and other non-US funds, sourced from clients in 
over 180 countries.2 

2  Excludes Permal’s and Legg Mason Canada’s funds sponsored by external parties, as we classify them as institutional separate accounts.



pOsitiOning	legg	masOn	FOr	tHe	FUtUre	

Mark Fetting

Peter Bain

Mike Abbaei

Tom Lemke

Joe Timmins

CJ Daley

 Tom Hirschmann

David Penn

 Amy Olmert 

Terry Johnson

 Don Froude 

Some	of	our	division	and	department	heads	who	have	been	instrumental	in	integrating	the	businesses	acquired	from	Citigroup	
are	shown	above,	as	well	as,	immediately	above,	some	members	of	our	senior	management	team	who	have	recently	been	given		
new	or	expanded	responsibilities.



In Pensions & Investments’ 2007 ranking of “The Largest Money Managers,” Legg Mason is ranked as the 
4th largest institutional manager in the world, the 6th largest manager of US-client assets and the 9th largest 
manager overall, based on our worldwide assets under management at the end of calendar 2006.3 

In this same survey, Legg Mason is also ranked as the 4th largest hedge fund manager in the world, a 
category that included fund-of-hedge-fund assets, and the 13th largest manager of absolute-return strategies.

According to this same survey, Legg Mason is ranked as the 6th largest manager of US pension fund 
assets.4 Within this critical market segment, we are ranked #1 (the largest) manager of active US fixed 
income and the 4th largest manager of active US equity. 

Based on a separate P&I ranking of the top 200 pension funds/sponsors,5 Legg Mason manages money 
on behalf of more than 60% of the largest pension funds/sponsors in the United States.

Our aim is to be one of the best asset management firms in the world. As a result, we have always aimed 
to increase and broaden the scale of our asset management business without jeopardizing our goal of 
delivering consistently strong investment performance over the long term. Some recently published 
industry rankings and awards provide an indication of our success in this regard:

•  In its 2007 Achievement Awards for institutional funds management, announced in April 2007,  
AsianInvestor named Western Asset for the second consecutive year as the “Best Global Fixed Income 
(hedged) Manager” for their 3-year risk-adjusted performance and also named Brandywine Global as the 
“Best Global Fixed Income (unhedged) Manager,” for their 5-year risk-adjusted performance.6

•  In March 2007, Bill Miller and Mary Chris Gay, as managers of Legg Mason Value Trust, were 
recognized as the winner in the Large Cap Blend category of Standard & Poor’s/Business Week 
“Excellence in Fund Management Awards”;7 Bill has received this Award every year since the Awards 
were initiated in 2003. Also, in the April 2007 edition of Global Investor, Legg Mason Capital 
Management was named winner of “The 2007 Global Investor Award” for Investment Excellence in 
the US Equity category: these Awards are given for strong investment performance, a clear investment 
process and stable and strong business management.

•  In April 2007, Brandywine was named “Best of the Best in Global Bonds” on both a 1- and 3-year 

basis by Asia Asset Management and “Bond Manager of the Year” by Money Management Letter in its 
6th Annual Public Pension Awards for Excellence.8

3   Pensions & Investments, May 28, 2007. The survey ranked and profiled 784 managers of US institutional tax-exempt assets, 
with rankings based on assets under management as of December 31, 2006. Pensions & Investments is a trademark of Crain 
Communications Inc., which is not affiliated with Legg Mason.

4   Measured by the assets managed internally on behalf of US institutional, tax-exempt clients.
5   Pensions & Investments, “The Top 200 Pension Funds/Sponsors,” January 22, 2007.
6  AsianInvestor is owned by Haymarket Publishing, which is not affiliated with Legg Mason.
7   Standard & Poor’s is a division of The McGraw-Hill Companies, and Business Week is a trademark of The McGraw-Hill Companies, 

8 

none of which is affiliated with Legg Mason.
 Asia Asset Management is produced by Asia-Pacific Media, Ltd., an independent publishing firm set up in Hong Kong in December 1995,  
and Money Management Letter is a trademark of Institutional Investor Inc., which is a subsidiary of Euromoney Institutional Investor PLC, 
neither of which is affiliated with Legg Mason.



For	the	period	January	2000	through	March	2007,	Permal’s	historic	investment	approach	is	evidenced	in	the	performance	of	its	Absolute	
Return	and	Global	Directional	Strategies	in	comparison	with	the	performance	(including	reinvested	dividends)	of	the	S&P	500	Index.

perFOrmance	Vs.	tHe	s&p	500,	bY	Ye ar	

	permal’s	absolute	return	strategy
	permal’s	global	Directional	strategy
	s&p	500	(Dividends	reinvested)

29%	

21%	

13%	

14%	

8%	

8%	

6%	

11%	

10%	

12%	

10%	10%	

5%	

16%	

10%	

0%	

-1%	

-3%	

-9%	

-12%	

-22%	

2000	

2001	

2002	

2003	

2004	

2005	

2006

2%	 3%	

1%	

March	31,		
2007

The	performance	for	the	Absolute	Return	Strategy	comprises	the	actual	returns	(net	of	fees)	of	selected	
Permal	Multi-Manager	Funds	that	can	be	categorized	as	absolute	return	portfolios,	pro-rated	each	year	
based	on	each	Fund’s	assets	for	that	year.	The	performance	for	the	Global	Directional	Strategy	comprises	
the	actual	returns	(net	of	fees)	of	a	selected	Permal	Multi-Manager	Fund	that	can	be	categorized	as	a	
global	directional	portfolio.

40%

30%

20%

10%

0%

-10%

-20%

-30%

10

	
	
	
	
	
	
	
	
	
	
•  In September 2006, the Royce Funds topped the list of Forbes’ 2006 Mutual Fund Survey of fund 

families; in compiling the list, Forbes ranked the performance of the 25 largest fund families based on the 
average annual performance of each domestic equity fund during the six-year period.9 In January 2007,  
in its 2007 Mutual Fund Survey, Forbes magazine cited Royce’s Heritage Fund (Service Class) as one of 
only four “Brilliant” performing mutual funds, based on its market performance in both up and down 
markets.10 In February 2007, the Heritage Fund was also one of 20 funds named by USA Today to its 
2007 USA Today Mutual Fund All-Stars.

OUR NEWEST MANAGERS

The Permal Group

Permal is one of the largest fund-of-hedge fund managers in the world, with over $30 billion in assets 
under management. With a performance record that extends for more than 30 years, the firm is also 
one of the most longstanding managers in this rapidly growing industry.

Our acquisition of Permal, completed in November 2005, was quite typical of what we historically have 
looked for in a “stand-alone” acquisition: it had the necessary scale, management depth, infrastructure 
and performance record to permit its operating within the Legg Mason family as a “stand-alone” 
business. When Permal was acquired by Legg Mason, the only thing that really changed was its owner-
ship structure, and the signing of a revenue sharing agreement with Legg Mason. 

As indicated above, Permal increased its assets under management by 33% during the year and by almost 
75% since its acquisition, reflecting the company’s continued strong net client flows and continued 
strong performance. Permal offers a wide variety of investment programs covering different specific 
geographic regions, investment strategies, investment structures and risk/return objectives. Close to 80% 
of Permal’s assets under management are in multi-manager funds distributed outside the United States. 

Permal’s products include both directional and absolute return strategies and are available through multi-
manager and single manager funds, separately managed accounts and structured products sponsored by 
several of the world’s most prominent financial institutions. Permal selects from among thousands of 
investment managers and firms in designing and managing its portfolios. In managing its directional 
strategies, Permal’s objective is to participate significantly in strong markets, preserve capital in down or 
volatile markets and outperform market indices over a full market cycle, with reduced risk and volatility.  
In managing its absolute return strategies, Permal seeks to achieve positive investment returns in all market 
conditions with low correlation to the overall equity markets.

9  September 18, 2006 edition. Forbes is a trademark of FORBES Management Co., Inc., which is not affiliated with Legg Mason. 
10  January 29, 2007 edition. Forbes is a trademark of FORBES Management Co., Inc., which is not affiliated with Legg Mason.

11

For the period January 2000 through March 2007, Permal’s historic investment approach is 
evidenced in the performance of its Absolute Return and Global Directional Strategies in com-
parison with the performance (including reinvested dividends) of the S&P 500 Index,11 shown on 
page 10. The performance indicated for Permal’s Absolute Return Strategy comprises the actual 
returns (net of fees) of selected Permal multi-manager funds that can be categorized as absolute 
return portfolios, pro-rated each year based on each fund’s assets for that year. The performance 
indicated for Permal’s Global Directional Strategy comprises the actual returns (net of fees) of a 
selected Permal multi-manager fund that can be categorized as a global directional portfolio.

Permal has broadened Legg Mason’s market exposure not only in terms of its asset class but also in 
regard to its client base and distribution expertise. Most of Permal’s ultimate investors are high net 
worth individuals domiciled in more than 90 countries outside the United States. Permal accesses 
these investors through a worldwide, open architecture distribution network that includes many  
of the world’s largest banks and securities firms as well as highly regarded private banks and other 
high-net-worth intermediaries that operate in more narrow geographic markets.

Since it was acquired, Permal has launched a new multi-manager fund focused on India, established an 
office in Hong Kong, established its initial US product offering on several large distribution platforms 
directed to US high net worth investors and strengthened its separate account marketing efforts directed 
to US institutional investors. Most recently, Legg Mason has received the regulatory approvals necessary 
to permit our offering a fund to investors in Australia that will be invested in one of Permal’s core funds. 
This fund will be the first Legg Mason proprietary fund to feature Permal.

Permal has more than 150 employees worldwide, with its investment staff headquartered in  
New York City, risk management and global distribution headquartered in London and private 
equity headquartered in Boston. The company also has offices in Dubai, Hong Kong, Nassau, 
Paris and Singapore to support its worldwide network of distributors and also to provide investment 
research support. 

Importantly, all three of Permal’s investment management operations are registered with the US 
Securities & Exchange Commission, while its London operation is also an FSA-authorized and 
regulated manager. Permal’s offices in Dubai, Hong Kong and Singapore are all licensed and  
regulated by the government authorities in those jurisdictions. In addition, eight of Permal’s  
14 core fund offerings are rated by Standard & Poor’s, and all but two of these funds—each of which 
has less than $400 million under management—are either AA- or AAA-rated.12

11   The S&P Index has not been selected to represent a benchmark for the Strategies, but rather to allow for a comparison of the Strategies’ 

performance against that of a widely recognized investment benchmark. Past performance is not a guide to future results. This 
material is not an offer or solicitation to subscribe for shares in any fund, does not constitute investment advice, and is provided to 
illustrate Permal’s investment philosophy during a specified time period. Sales of shares are made on the basis of the relevant offering 
circular and cannot be offered in any jurisdiction in which such offer is not authorized. The Permal Funds are not for public sale in the 
US or to US persons, including US citizens and residents, and their sale is restricted in certain other jurisdictions.

12   Standard & Poor’s fund-of-hedge-fund ratings of A to AAA reflect Standard & Poor’s opinion regarding the quality of the rated 
fund based on its investment process, management team’s experience, control of risks and consistency of performance relative to 
the fund’s own objectives. See footnote 7.

1

ClearBridge’s	mission	is	to	deliver	consistently	superior	investment	performance,	which	is	pursued	through	a	combination	
of	research-driven,	fundamental	investing	and	the	insights	of	its	veteran	portfolio	managers,	some	of	whom	have	been	
managing	the	same	portfolios	for	decades.

ClearBridge Advisors

Our business swap with Citigroup, completed in December 2005, enabled us to focus entirely on 
asset management as our sole business worldwide. It also involved by far the largest acquisition in 
our history, and the most complex, as it has required us to take a myriad of operating entities around 
the world and re-structure them into businesses that better fit our model. The fixed income and 
liquidity assets, which represented about 2/3 of the acquired assets, as well as the investment 
professionals who had been responsible for managing these assets, have been integrated into 
Western Asset. Management of most of the acquired active US equity assets, and the investment 
teams responsible for their management, have been consolidated into a single asset management 
business, which we named ClearBridge Advisors, with an independent investment operation just 
like our other managers. 

ClearBridge focuses exclusively on equity management, but its products cover all major market 
capitalizations and a wide range of equity styles. With more than $110 billion of assets under manage-
ment,13 ClearBridge is our largest equity manager and our second largest manager overall. 

Just over 40% of ClearBridge’s managed assets are in the former Smith Barney, Salomon Brothers and 
Citigroup mutual funds that have since been rebranded as the Legg Mason Partners Funds, with the 
remainder in separate accounts for institutions and retail investors. ClearBridge’s separate accounts 
primarily include broker-distributed Separately Managed Accounts (“SMAs”), a business in which 

13   Some of the assets that were managed by ClearBridge a year ago were transferred during this fiscal year to other, newly created 

subsidiaries of Legg Mason.

1

On	tHe	grOUnD,	arOUnD	tHe	WOrlD

Roberto	Apelfeld:		Brazil

Paulo	Clini:		Brazil

Hirohisa	Tajima:		Japan

Patrick	Tan:		Singapore

Acquico	Wen:		UK/Emerging	Markets

Reece	Birtles:		Australia

Kimon	Kouriyialas:		Australia

Tomasz	Jedrezejczak:		Poland

Heinrich	Lessau:		Chile

1

Legg Mason is ranked as the largest manager,14 but also include Section 529 College Savings Plans, 401(k) 
and other qualified retirement plans, and the underlying investment options in variable annuity and life 
contracts issued by leading insurance companies.

ClearBridge now has over 180 employees, with an investment staff of 51 professionals, including 13 
senior portfolio managers who offer an average of more than 23 years of investment industry experience. 
The portfolio managers all follow a fundamental, bottom-up approach to investing and are encouraged 
to follow their own distinct management styles, but they are now supported by a shared, sector-specific 
research infrastructure that serves to find new investment possibilities and to conduct surveillance of 
current portfolio holdings. 

Legg Mason International Equities and Distribution 

The non-US equity assets and local investment staffs acquired from Citigroup have largely become part of 
the newly formed Legg Mason International Equities group or Legg Mason’s International Distribution 
platform. As indicated above, the combined assets under management of these non-US equity 
businesses increased over 40% during the year, primarily as a result of their investment performance in 
the strong equity markets outside the United States.

These non-US equity businesses now have equity investment professionals and support staff on-the-
ground in London, Warsaw, Singapore, Hong Kong, Tokyo, Melbourne, São Paulo, Santiago and New 
York, plus additional distribution and client support provided through the offices of Legg Mason 
Investments throughout Europe and the Asia/Pacific region. Legg Mason Investments, headquartered 
in London, is the principal mutual fund distributor for Legg Mason outside North America: it serves as 
the principal distributor for our cross-border funds as well as our local funds in the United Kingdom, 
Singapore and Hong Kong. 

OUR GLOBAL FOOTPRINT

We believe the international marketplace presents Legg Mason with significant long-term  
growth opportunity. 

To support our future growth in the traditional equity and fixed income asset classes in the overseas 
markets, we have believed for several years that having top investment talent “on the ground” in the 
major markets would be vital. We now have—in both fixed income and equity—investment teams with 
both the recognized expertise in their local markets and a requisite scale that would have taken years for 
us to replicate. 

Legg Mason managers now have investment teams on-the-ground around the world, including over 450 
investment staff in 13 cities around the United States plus approximately 140 investment staff situated in  
10 cities in 9 countries outside the United States—in Hong Kong; London; Melbourne; Santiago; São Paulo; 
Singapore; Tokyo; Toronto and Waterloo; and Warsaw. 

Legg Mason managers also have fund distribution and client support offices in Dubai, Frankfurt, 
Luxembourg, Madrid, Nassau, Paris, Sydney, and Taipei, as well as in Miami.

14   Source: Cerulli Associates, which is not affiliated with Legg Mason.

1

Over the last year, in addition to realigning and rationalizing our mutual fund families 
offered to US investors, we have also restructured our wholesaling teams to re-orient them 
to focus on the open architecture world of today. Included in these efforts has been an 
expanded focus on penetrating the wirehouse firms in particular but also the regional 
banks and brokerage firms, insurance companies, RIAs and plan sponsors that serve as 
gatekeepers to individual investors.

Outside the United States, we have completed the consolidation of our Dublin-domiciled 
cross-border funds. These funds now aggregate approximately $30 billion under manage-
ment in funds managed by Batterymarch, Brandywine Global, ClearBridge, Legg Mason 
Capital Management, Private Capital Management, Royce and Western Asset. Our 
cross-border funds are now sold throughout Europe, Asia, the Middle East and the 
Americas, and have been approved for distribution in Hong Kong, Singapore and 
Taiwan. In total, investors in over 180 countries have invested in Legg Mason’s proprietary 
cross-border funds.15

In addition to our cross-border funds, our non-US fund presence includes “local” fund 
families in eight countries—up from two prior to the Citigroup transaction—that are 
directed only to investors in such countries. In addition to the United Kingdom and 
Singapore, where we have had local fund families for several years, we now also have local 
fund families in Australia, Brazil, Chile, Hong Kong, Japan and Poland. Each of these fund 
families offers a range of local, regional and international or global funds, offering investors 
not only the expertise of their locally based investment staffs but now also the expertise of 
other members of the Legg Mason group around the world. 

Most recently, we have received the regulatory approvals necessary to permit our offering a 
fund to investors in Australia that will be invested in one of Permal’s core funds. This fund 
will be the first Legg Mason proprietary fund to feature Permal.

Going forward, we intend to continue to strengthen our global footprint and utilize it to 
expand both our separate accounts and funds businesses across the greater Asia/Pacific 
region as well as in Europe and Latin America. As we have stated before, we would like 
greater exposure in European and Asian equities.

15   Excludes Permal funds.

1

Legg	Mason	Capital	Management	is	recognized	not	only	for	its	long	record	of	performance	but	also	its	distinct	value	investment	process.

Photo by David Shaw, LMI

IN CLOSING

At Legg Mason, our aim is to be one of the best asset management firms in the world. We are an 
investment-driven culture, and we aim to deliver investment excellence, including superior client 
service, to all our investors around the world.

Although much may seem new about Legg Mason, far more has remained the same:

•  The central tenet of our management philosophy, which we believe has been fundamental to our 

performance to date, remains the same: we rigorously support and protect the independence of the 
investment process of each of our managers. 

•   Our focus on the long-term—the long-term interests of our clients, and through them our 

stockholders and employees—also remains unchanged. We do not manage our business to the 
short-term. 

1

•  We do not believe in growth for growth’s sake. Growth must be intelligently managed, and the 

infrastructure for growth must be firmly in place before growth itself can be pursued. 

•  Because our business inherently exposes us to the ongoing risks of a volatile global marketplace,  
we continue to believe in the importance of maintaining a conservative balance sheet, as well as 
delivering the strong levels of free cash flow we need to sustain future growth. 

•  Last but definitely not least, our business requires trust, and to win and sustain the trust of our 
many constituencies—investors, regulators, our shareholders and our highly talented cadre of 
employees—we must adhere to uncompromising ethical standards at all times. 

Change is inherent in our industry and our world, so the ability to manage change is crucial to our 
long-term success. At Legg Mason, we believe we manage change well. 

Before closing, I want to acknowledge with gratitude the contributions made to Legg Mason  
by the Hon. Carl Bildt, who retired from our Board of Directors this year when he was named 
Foreign Minister by Sweden’s newly elected government. Carl joined our Board in 2002 after  
having served as Sweden’s Prime Minister (1991−1994) and leading its entry into the European 
Union, after which he represented the United Nations as the first High Representative to Bosnia 
and the UN Special Envoy to the Balkans. Carl’s unique knowledge and experience have been 
particularly helpful to us as we have expanded our global presence over the last five years. 

Although the last year has not been easy, and the workload imposed on our employees around the 
world has been enormous, the integration and realignment of the businesses we acquired from 
Citigroup are complete. Now, I am delighted to say, we feel we can return to the business of growth.

Sincerely,

Raymond A. Mason 
Chairman, President and Chief Executive Officer 
June 14, 2007

1

bOarD	OF	DirectOrs

BACK, LEft to RiGht

harold L. Adams
Chairman Emeritus,  
RTKL Associates, Inc.

Roger W. Schipke
Executive in Residence, University of 
Louisville, College of Business and 
Public Administration (Chairman of  
the Compensation Committee)
Kurt L. Schmoke
Dean, School of Law at  
Howard University; 
Former Mayor of Baltimore

Cheryl Gordon Krongard
Private Investor; Former CEO, 
Rothschild Asset Management

James E. Ukrop
Chairman, Ukrop’s Super Markets, Inc.
Dennis R. Beresford
Professor, University of Georgia; Former 
Chairman of Financial Accounting Standards 
Board (Chairman of Audit Committee)

Raymond A. Mason
Chairman, President and Chief Executive 
Officer, Legg Mason, Inc.

Margaret Milner Richardson
Private Consultant and Investor; 
Former U.S. Commissioner of  
Internal Revenue

W. Allen Reed
Private Investor; Retired CEO, 
GM Asset Management Corporation

Robert Angelica
Former Chairman and CEO,  
AT&T Investment  
Management Corporation

Edward i. o’Brien
Private Investor; Retired President, 
Securities Industry Association

on StAiRS, LEft to RiGht

John E. Koerner iii
Managing Member, Koerner Capital, LLC

nicholas J. St. George
Private Investor (Lead Independent 
Director and Chairman of Nominating 
& Corporate Governance Committee)

OUR NEW DIR ECTOR

Robert Angelica joined the Legg Mason Board in April 2007. Currently engaged in  
private investment activities, in December 2006 he retired from AT&T, where he had  
been responsible for the investment and administration of  AT&T’s employee benefit plan 
assets (which totaled $80 billion at the end of his tenure).

1

pUrsUing	OUr	gOal	OF	inVestment	excellence

Western Asset Management

Permal

Legg Mason Capital Management

ClearBridge

ClearBridge

0

Permal

Royce & Associates

Private Capital Management

Brandywine Global

Batterymarch

Batterymarch

Brandywine Global

1

pUrsUing	OUr	gOal	OF	inVestment	excellence

Western Asset is widely recognized 
as one of the world’s leading fixed 
income managers. It is also one of 
the largest, with nearly $600 billion  
in assets under management in over 
38 marketed product composites in 
fixed income and currency markets 
across the globe. On-the-ground 
asset management is provided  
out of Pasadena, California, where 
the company is headquartered,  
New York, London, Melbourne,  
São Paulo, Singapore and Tokyo. At 
yearend, clients domiciled outside 
the United States contributed 39%  
of Western Asset’s total assets  
under management. 

ClearBridge Advisors is our largest 
equity manager, and second largest 
manager overall, with over $110 billion 
in assets under management, 
primarily in mutual funds and 
Separately Managed Accounts 
managed on behalf of individual 
investors in the United States. The 
company houses most of the active 
US equity management operations  
of the Citigroup Asset Management 
businesses that we acquired. The 
ClearBridge platform offers a variety 
of investment styles, from small-cap 
value to large-cap growth, but all 
utilize a research-driven, bottom-up, 
fundamental approach to security 
selection. All of ClearBridge’s 
employees are based in the United 
States, primarily in New York and  
San Francisco, and almost all of its 
client base is US-domiciled.

Legg Mason Capital Management, 
headquartered in Baltimore, is widely 
recognized for its distinctive value 
investing process and long history of 
investment performance. Since its 
inception in 1982 with the launch of 
Legg Mason Value Trust, LMCM has 
grown to $68 billion in assets under 
management. Today LMCM offers 
investors six equity capabilities:  
Value Equity, Mid-Cap, All Cap, 
Growth Equity, Opportunity, and 
American Leading Companies.  
These capabilities are available 
through mutual funds and other 
pooled accounts offered by Legg 
Mason and third parties, as well  
as through institutional separately 
managed accounts. The same 
intrinsic value investment approach 
and disciplined investment process 
are applied across all six mandates 
with an objective of delivering  
excess returns over the long-term  
for investors. At yearend, 24% of 
LMCM’s assets under management 
were managed on behalf of non-US 
domiciled clients.

Batterymarch, founded in 1969 to 
manage US institutional equity  
assets, was one of the first US-based 
managers to invest internationally and 
was also a pioneer in the use of 
sophisticated quantitative models 
based on the tenets of fundamental 
analysis. Today, Batterymarch 
manages US, international, emerging 
markets, global and alternative equity 
products. The firm customizes  
its investment strategies to adapt to 
the specific characteristics of each 
region, country, sector and asset 
class, as well as to meet specific 
client requirements. Acquired by  
Legg Mason in 1995, Batterymarch 
has approximately $26 billion in 
assets under management, including 
roughly $6 billion for which it has 
become responsible as a result of our 
acquisition of CAM; more than 45% of 
Batterymarch’s total assets represent 
global, international or emerging 
markets accounts, and nearly 20% 
are managed on behalf of clients 
domiciled outside the United States. 
Batterymarch is located in Boston, 
with an affiliated office in London. 



 Brandywine Global has pursued 
one investment approach—value 
investing—since its founding in 
1986. Acquired by Legg Mason in 
January 1998, Brandywine Global’s 
assets under management are 
close to evenly split between 
equity and fixed income, including 
global and international fixed 
income mandates as well as US, 
international and global equity 
mandates, all of which are 
managed on a value basis. Socially 
responsible mandates are also 
offered in several asset classes. 
Brandywine Global’s offices are 
located in the United States and 
Singapore. As of yearend, more 
than two-thirds of Brandywine 
Global’s assets under management 
were in global or international 
portfolios, fixed income as well as 
equity, while 30% of its assets were 
managed on behalf of non-US 
domiciled clients.

Permal is one of the five largest 
fund-of-hedge-fund managers in 
the world, with over $30 billion  
in assets under management in  
a variety of investment programs 
covering different geographic 
regions, investment strategies and 
risk/return objectives. Permal’s 
products include both directional 
and absolute return strategies.
Permal’s ultimate investors are 
primarily high-net-worth individu-
als, in 90 countries outside the US, 
accessed through a worldwide 
network of distributors. Permal’s 
asset management offices are in 
New York, London and Boston, 
with offices in Paris, Dubai, Hong 
Kong, Nassau and Singapore 
providing client service and 
investment research support. All 
three of Permal’s asset manage-
ment operations are registered  
with the US Securities & Exchange 
Commission, while London is also 
FSA-regulated. Permal’s offices in 
Dubai, Hong Kong and Singapore 
are all licensed and regulated  
by the government authorities  
in those jurisdictions.

Headquartered in Naples, Florida, 
Private Capital Management 
celebrated its 20th anniversary this 
year. The firm was founded in 1986, 
acquired by Legg Mason in August 
2001, and continues to be led by the 
same Portfolio Management team of 
founder and Chief Executive Officer 
Bruce Sherman and President Gregg 
Powers who joined the firm in 1988. 
The company is one of the most 
highly regarded US equity managers 
available today, based on its long-
term record of performance. The 
company has an absolute return-
oriented, proprietary research 
intensive investment process that 
utilizes a bottom-up, all-cap, value 
oriented approach to identify hidden 
opportunities and mitigate risks.

For more than 30 years, Royce  
& Associates has utilized a 
disciplined value approach to 
invest in smaller-cap companies. 
The company, acquired by Legg 
Mason in 2001, is particularly well-
known for its Royce Funds, which 
have retained their franchise name 
and pre-existing distribution 
channels since the acquisition. 
Unlike many mutual fund groups 
with broad product offerings, 
Royce concentrates on smaller 
company investing and provides  
a range of options to take full 
advantage of this large and diverse 
sector. Royce is located in New 
York City, and almost all of Royce’s 
approximately $32 billion in assets 
under management is managed on 
behalf of US-domiciled investors.



 “	OUr	missiOn…tO	remain	a	leaDer	in	DiVersiFieD	

FixeD	incOme	inVestment	management	WitH	

integr ateD	glObal	Oper atiOns,	e xercising	

UncOmprOmising	stanDarDs	OF	e xcellence	in	

all	aspects	OF	OUr	bUsiness.”

Western	asset’s	mission	statement

Western Asset is one of the world’s largest managers of fixed income investments, with assets under management of 
nearly $600 billion. With a combined staff of over 950 employees working from offices in Pasadena—where the company  
is headquartered—as well as in New York, London, Tokyo, Singapore, Hong Kong, Melbourne and São Paulo, Western 
Asset offers a broad range of fixed income investment services representing a global array of currencies, investment 
strategies and markets. 

The strategic plan that has guided the company for many years remains the model for growth today:

• Be global, with a global platform and operations;

• Be seamlessly integrated in the way it operates its business;

•  Continue diversifying its product line, with the ultimate aim of providing any fixed income solution that its clients 

may require, in any currency; and 

•  Achieve leverage within its organization through sizable, ongoing investments in technology and key support 
functions, as a way to support and protect the ability of its investment professionals to focus on their jobs of 
managing their clients’ money.

Over the past 10 years, under the leadership of CEO Jim Hirschmann, Western Asset has successfully executed its strategic 
plan and established a long and enviable track record of managing transformation and growth, both organically and 
through acquisition. During this period, Western Asset has consistently proven that it can grow while retaining its unique 
culture and without impacting its investment team’s ability to provide strong long-term performance. The size and breadth  
of the company has expanded dramatically as a result of the integration of the fixed income businesses acquired from 
Citigroup: Western Asset now has 38 marketed product composites, managed globally, in more than a dozen currencies.

new YORk
USD

Liquidity
Municipal
sMas

LOndOn
GBP, EUR, SEK, USD

absolute Return
Broad Market
Corporate
Global
High Yield
Inflation-Linked
Limited duration
Liquidity
Long duration
non-us/International

TOkYO
JPY

absolute Return
Broad Market
Global

HOnG kOnG

sãO PauLO
BRL

Broad Market
Liquidity
sovereign

sInGaPORe
HKD, MYR, SGD, TWD

asian Bond
singapore Bond
singapore Cash

MeLBOuRne
AUD, NZD

Broad Market
Corporate
High Yield
Limited duration
Long duration

Pasadena
CAD, USD

aBs / MBs  
absolute Return  
Broad Market  
Corporate  
emerging Markets  
Government Only  
High Yield  
Limited duration  
Long duration  
Portable alpha  
TIPs 



On May 1, 2006, we established ClearBridge Advisors to house most of the active US equity management business 
acquired from Citigroup.  

ClearBridge is now our largest equity manager, and our second largest manager overall, with over $110 billion in assets 
under management, primarily in mutual funds and Separately Managed Accounts managed on behalf of individual 
investors in the United States. 

The ClearBridge platform offers a variety of investment styles, from small-cap value to large-cap growth, but all utilize a 
bottom-up, fundamental approach to security selection that is primary-research driven and focuses on companies with solid 
economic returns relative to their risk-adjusted valuations. In order to promote cross-fertilization among the managers and 
research team, all issues related to broad investment philosophy, risk management and investment infrastructure are taken 
up by a newly formed Investment Committee that includes the most seasoned and tenured portfolio managers of these 
various styles. The Committee is chaired by ClearBridge’s co-chief investment officers, Brian Posner and Hersh Cohen, a 
38-year industry veteran. The Committee also includes senior portfolio managers Alan Blake, Richie Freeman and John 
Goode, among others.

ClearBridge intends to leverage its portfolio managers in the same way that Legg Mason Capital Management and our 
other managers have been so successfully leveraged in the past: by creating new products that will be managed in the same 
way as their best performing US funds, but offered to new markets—such as institutional separate accounts—and through 
new distribution channels.

ClearBridge currently has approximately 130 employees, including 51 investment professionals, all of whom are based in 
the United States. Its client base is predominantly US-domiciled.

assets	bY	strategY

international	aDr	1%	

convertibles	1%

small	cap	Value	1%

small	cap	growth	1%

multi	cap	44%

specialty/Other	7%

large	cap	core	16%

large	cap	growth	21%

large	cap	Value	7%

mid	cap	core	1%



Legg Mason Capital Management traces its history to 1982 when our first equity mutual fund, Legg Mason Value Trust, 
was launched. Since then, LMCM has added five equity mandates and grown to $68 billion in assets under management  
for clients around the world. At year-end, 24% of LMCM’s assets under management were managed on behalf of non-US 
domiciled clients.

While LMCM’s intrinsic value investment philosophy has remained constant, it is focused on continuously evaluating and 
improving its investment process to adapt to changing markets and gain a competitive advantage. This focus on process, rather 
than short-term outcomes, has led LMCM to take a multi-disciplinary approach to understanding businesses and markets. 
Diversity of thought and learning agility, including critical thinking, the ability to make fresh connections, eagerness to learn 
and the ability to cope with novel situations, are highly prized. In order to gain a competitive advantage, LMCM embraces 
conceptual models that lie beyond the world of finance in areas like psychology, complex systems, and cognition, and applies 
them to its investment decision making. LMCM strives to foster a culture that is conducive to making rational, long-term 
decisions: inquisitive, supportive, humble, candid, respectful, and accountable. At the heart of LMCM is a cohesive team of  
48 investment professionals with diverse talents and perspectives, who apply the same investment philosophy and disciplined 
investment process across its six equity mandates.

Legg Mason Capital Management’s mission is to deliver consistent excess returns over the long-term, and the firm has 
produced a strong investment record in this regard, as evidenced by the chart below. Despite the challenges of the past year, 
during which each mandate underperformed its benchmark, over any trailing five-year period—calculated on a rolling basis 
every month over the last 10 years—four of LMCM’s composites (Value Equity, Opportunity, Growth and All Cap) have 
outperformed their respective benchmarks 100% of the time, while the Mid-Cap composite has outperformed 98% of the 
time. The American Leading Companies composite has outperformed its benchmark 98% of the time during the full 10-year 
period, and 100% of the time during the tenure of its current portfolio manager, which commenced in April 1998. 

100%

100%

98%

100%

100%

98%

100%

OUtperFOrming	FiVe-Year	periODs 16,17

this	chart	illustrates	the	percentage	of	rolling	five-year	periods,	
calculated	as	of	every	month-end	for	the	last	10	years,	during		
which	each	of	lmcm’s	equity	composites	have	outperformed	their	
respective	benchmarks,	net	of	management	fees.18,19

y
t
i

u
q
E
e
u

l

a
V

Assets	By	Style20	($	in	billions)

48.2

y
t
i

n
u
t
r
o
p
p
O

7.2

p
a
C
-
d
M

i

4.3

y
t
i

u
q
E
h
t

w
o
r
G

5.0

p
a
C

l
l

A

1.8

s
e
i

n
a
p
m
o
C
g
n

i

d
a
e
L
n
a
c
i
r
e
m
A

0.8

16  Relevant benchmarks are Value Equity—S&P 500; Opportunity—Russell 3000 and S&P 500; Mid-Cap—Russell Midcap; Growth Equity— 

Russell 1000 Growth; All-Cap—Russell 3000; American Leading Companies—S&P 500. 

17  Over the time span covered in this analysis, there were various periods, including the most recent 12-month period, during which the various mandates 

underperformed their relevant benchmarks.

18  Since 10 years of information is not available for the All-Cap and Opportunity composites, the data covered in this analysis spans the time period from  
the first full calendar month after their respective inceptions through March 31, 2007 (December 1, 1999 for All-Cap composite; January 1, 2000 for 
Opportunity composite).

19  The analysis for the American Leading Companies composite that appears in blue is for the full 10-year period. The second analysis, in yellow,  
begins April 1, 1998, which is the beginning of the first full month since David Nelson became the portfolio manager, through March 31, 2007.

20  As of March 31, 2007.



	
	
	
	
	
Batterymarch, which was founded in 1969 to manage US institutional equity assets, later became one of the first US-based 
managers to invest internationally. The company was also a pioneer in the use of computer-driven models based on the 
tenets of fundamental analysis. Today, as a global equity manager of both institutional separate accounts and subadvised 
funds, Batterymarch invests in nearly 50 countries, with products that span the full range of equity asset classes. The firm 
customizes its investment strategies to adapt to the specific characteristics of each region, country, sector and asset class, as 
well as to meet specific client requirements. All of Batterymarch’s investment strategies are collaborative and team-driven, 
and incorporate rigorous stock selection, effective risk control and cost-efficient trading. 

Batterymarch has grown from approximately $4 billion in assets under management 10 years ago to approximately  
$26 billion today, including roughly $6 billion for which it has become responsible as a result of our transaction  
with Citigroup. Batterymarch has achieved this growth without sacrificing its strong and consistent record of long-
term performance. 

As of March 31, 2007, Batterymarch had approximately 85 employees, including an investment staff of 26 professionals at 
its offices in Boston and London. Batterymarch’s clients represent a broad spectrum of investors, including corporate 
pension plans, public funds, foundations and endowments, Taft-Hartley plans and investment companies. For Legg Mason, 
Batterymarch subadvises seven retail funds and one institutional fund for US investors plus 15 non-US funds for investors 
in the United Kingdom, Europe, Asia and Australia. More than 45% of Batterymarch’s $26 billion in assets under manage-
ment represent global, international or emerging markets accounts, and nearly 20% are managed on behalf of clients 
domiciled outside the United States.  

range	OF	inVestment	strategies

us equITIes 
-Large capitalization 
     -Core 
     -Value
-Mid-capitalization
-small/mid-capitalization
-small capitalization 
     -Core 
     -Growth

GLOBaL equITIes 
-Core 
-sector 
-specialist

HedGed equITIes 
-us market neutral 
-130/30 us large capitalization 
-Global ex-us market neutral

nOn-us deVeLOPed equITIes 
-Core 
-small capitalization 
-Regional 
     -europe 
     -uk

eMeRGInG MaRkeT equITIes 
-Global core 
-Regional 
     -asia ex-Japan



Brandywine Global has pursued one investment approach—value investing—since its founding in 1986. Acquired by Legg 
Mason in January 1998, Brandywine Global’s assets under management are close to evenly split between equity and fixed 
income, including global and international fixed income mandates as well as US, international and global equity mandates, all 
of which are managed on a value basis. Socially responsible mandates are also offered in several asset classes. Although its client 
base is predominantly institutional, approximately 15% of Brandywine Global’s assets are managed for individual investors 
through the investment programs offered by several leading banks and securities firms in the United States and Canada. As of 
yearend, more than 2/3 of Brandywine Global’s assets under management were in global or international portfolios, fixed 
income as well as equity, and 30% of its assets were managed on behalf of non-US domiciled clients.

Brandywine Global increased its assets under management by approximately 40% this year, to just over $42 billion, with all 
of its growth organic. Despite this level of growth, Brandywine Global’s investment performance has remained strong, as 
evidenced by some of the awards recently received by the firm:

•  Brandywine Global was named “Best of the Best in Global Bonds” on both a 1- and 3-year basis by Asia Asset 

Management in its Best of the Best Awards for 2006.21 

•  The firm was also named “Bond Manager of the Year” by Money Management Letter in its 6th Annual Public 

Pension Plan Awards for Excellence.22 

•  In its 2007 Achievement Awards for institutional funds management, announced in April 2007, AsianInvestor named 
Brandywine Global as the “Best Global Fixed Income (unhedged) Manager” for its 5-year risk adjusted performance.23

Today, Brandywine Global has over 150 employees, including 39 investment professionals, at its offices in Philadelphia, 
Chicago, San Francisco and Singapore. Over the course of the past year, Brandywine Global has been working closely with 
Legg Mason to leverage the Legg Mason technology platform for many of its key operations including trading, settlement, 
cash and position reconciliation, portfolio accounting and performance measurement, quarterly fee billing, and compliance. 
This extensive project management effort is expected to result in improved operational efficiencies moving forward.

assets	bY	strategY

assets	bY	client	tYpe

1%	balanced
15%	large	cap	equity

Operating	reserves	21%

Fixed	income	46%

13%	Diversified	equity

5%	small/smid	cap	equity

subadvisory	21%

international/global	equity	20%

taft-Hartley	6%
endowment/Foundation	6%

12%	private	clients

14%	erisa

19%	public	Funds

1%	Other

21   See Footnote 8.
22   See Footnote 8.
23   See Footnote 6.



The Permal Group is one of the five largest fund-of-hedge-fund managers in the world, with over $30 billion in assets under 
management. The company offers a variety of investment programs covering different geographic regions, investment strategies 
and risk/return objectives. Permal’s products also include both directional and absolute return strategies. Permal’s principal 
asset management offices are in New York City and London, with offices in Paris, Dubai, Hong Kong, Nassau and Singapore 
providing client service and investment research support, and an office in Boston housing its private equity group. Through  
its worldwide network of distributors, which includes many of the world’s largest banks and securities firms, Permal has 
developed a client base that extends to more than 90 countries. 

A key reason for our interest in Permal, which joined the Legg Mason family in 2005, was its strong, and very long, record 
of performance. Permal’s more than 30 years of experience with hedge funds, its strong capabilities in fundamental analysis 
and its highly sophisticated analytic and risk management tools have enabled it to structure and manage highly diversified 
portfolios of specialized managers and distinct investment styles that have achieved a solid record of performance: Permal’s 
directional strategies have participated or outperformed in strong market environments, while protecting capital in volatile 
and down markets.

Permal’s entire management team has stayed with the company under long-term employment agreements, with a sizable 
stake in the company’s ongoing operations. Permal’s assets under management increased by 33% during the year and by 
almost 75% since its acquisition, thanks to continuing strong performance and substantial net client flows. 

All three of Permal’s investment management operations are registered with the US Securities & Exchange Commission, 
while its London operation is also an FSA-authorized and regulated manager. Its offices in Dubai, Hong Kong and 
Singapore are all licensed and regulated by the government authorities in those jurisdictions. In addition, eight of 
Permal’s 14 core fund offerings are rated by Standard & Poor’s, and all but two of these funds—each of which has less 
than $400 million under management—are either AA- or AAA-rated.

mUlti-manager	FUnDs’	assets	bY	strategY

Fixed	income	strategies	8%

relative	Value	6%

natural	resources	4%

event	Driven	7%

emerging	markets	2%

equity	long	9%

Other	long/short	5%

europe	long/short	4%

3%	Other  

35%	global	macro		

  12%	Us	long/short

  5%	Japan	long/short



Headquartered in Naples, Florida, Private Capital Management celebrated its 20th anniversary this year. 
The firm was founded in 1986, acquired by Legg Mason in August 2001, and continues to be led by the 
same Portfolio Management team of founder and Chief Executive Officer Bruce Sherman and President 
Gregg Powers who joined the firm in 1988.

The firm has a single investment discipline—U.S. All-Cap Equity—and has attained 19% annualized  
composite returns net of fees since inception and is one of the most highly regarded U.S. equity managers 
available today, as evidenced by its ranking in the top 1% for performance of all U.S. equity managers over the 
last 20 years based on the PSN Domestic Equity Universe.24

Private Capital Management has an absolute return-oriented investment philosophy that is grounded in 
three fundamental investment objectives:

•  Preserve clients’ capital. Private Capital Management’s principal objective is to preserve client 

capital over the long term while investing in publicly traded equities. The firm pursues this goal 
utilizing a bottom-up, all-cap, value-oriented investment approach to mitigate risk.

•  Produce consistent appreciation in clients’ assets. Private Capital Management also seeks to 

double its clients’ assets over five year periods.

•  Focus on absolute, not relative, results. Private Capital Management focuses on individual stock 

selection and does not manage against a benchmark index per se. Investment returns are 
unlikely to correlate closely to any equity market index over time. The firm believes relative 
return objectives may create inappropriate incentives, which can result in greater risks being 
taken and longer time horizon opportunities being missed. 

The foundation of Private Capital Management’s performance is a comprehensive and highly disciplined 
investment strategy that relies on intensive, proprietary research to identify and capture for its clients 
fundamental values that are not yet recognized in a company’s stock price. Private Capital Management 
views each investment as a direct, proprietary ownership interest. This high conviction approach often 
results in the firm’s being a significant shareholder of its portfolio companies.

24  The PSN Domestic Equity Universe includes all products that invest in any domestic equity style as selected by Informa Investment 
Solutions.  Private Capital Management’s percentile ranking is determined by Informa Investment Solutions (on a net of fees basis). Past 
performance is not a guarantee of future results. Individual account performance will vary and no assurances can be given that an investor 
will not lose invested capital. The standard deviation of returns for clients included in Private Capital Management’s composite for 2006 
was 2.01% and the composite’s return (on a net of fee basis) for calender year 2006 was 15.35%. As of December 31, 2006, Private Capital 
Management’s composite results comprised approximately 97% of its assets under management. Returns reflect the reinvestment of 
dividends and other earnings.  

0

For more than 30 years, Royce & Associates has utilized a disciplined value approach to invest in smaller-cap companies. The 
company, which was founded by president and chief investment officer Chuck Royce and acquired by Legg Mason in October 
2001, is particularly well-known for its family of mutual funds, The Royce Funds, which have retained their franchise name and 
pre-existing distribution channels since the acquisition. Unlike many mutual fund groups with broad product offerings, Royce 
has chosen to concentrate on smaller company investing and provides investors with a range of options to take full advantage of 
this large and diverse sector.

Like Legg Mason’s other equity managers, Royce’s investment strategy is focused on achieving above-average, long-term results. 
The investment team utilizes a bottom-up, value-oriented approach to investing, seeking companies with strong balance sheets, 
above-average returns on capital, and that are trading at substantial discounts to their intrinsic value. 

Although actual stock selection approaches employed by individual fund managers may vary, portfolio companies are selected 
primarily from the small- and micro-cap universe, defined as those with market caps below $2.5 billion. Royce pays close attention 
to risk and strives to maintain the same discipline, regardless of market movements and trends. 

Royce & Associates is located in New York City and has approximately 100 employees, including an investment staff of 25 
professionals. The firm’s approximately $32 billion of assets under management include 22 open-end mutual funds that Royce 
manages, the company also offers three closed-end funds that carry its name as well as institutional accounts and limited 
partnerships. Royce also manages four Legg Mason-sponsored funds offered outside the United States, which introduced Royce’s 
expertise to the non-US marketplace, and utilizes our institutional funds distribution platform to expand Royce’s presence in 
targeted markets.

cUrrent	pOrtFOliO	cHaracteristics 25

FUND NAME 

Pennsylvania Mutual 

Royce Micro-Cap 

Royce Premier 

Royce Low-Priced Stock 

Royce Total Return 

Royce Heritage Fund 

Royce Opportunity 

Royce Special Equity 

Royce Value 

Royce Value Plus 

Portfolio	Composition	
Micro  Small  Mid 

Portfolio	Approach	
Limited  Diversified 

Volatility
Low  Moderate  High

e	

d	

e	

e	

e	

e	

e	

d	

e	

d	

d	

d	

d	

d	

d	

d	

d	

e	

e	

e	

e	

e	

e	

e	

e	

e	

e	

e	

e	

e	

e

e	

e

e

e

e

e

e

e

e

25 A larger d	indicates where a Fund’s Weighted Average Market Capitalization falls.

1

	
	
	
	
	
	
 
	
	
	
	
	
 
	
	
	
	
	
	
	
	
	
	
 
	
	
	
	


SELECTED FINANCIAL DATA
(Dollars in thousands, except per share amounts or unless otherwise noted)

2007	

Years	Ended	March	31,
2005	

2006	

2004	

2003

OPERATING RESULTS(1) 
Operating	revenues	
Operating	expenses	
Operating	income	
Other	income	(expense)	
Income	from	continuing	operations	before		
	 income	tax	provision	and	minority	interests	
Income	tax	provision	
Income	from	continuing	operations	before		
	 minority	interests	
Minority	interests,	net	of	tax	
Income	from	continuing	operations	
Income	from	discontinued	operations,	net	of	tax	
Gain	on	sale	of	discontinued	operations,	net	of	tax	
Net	income	
PER SHARE(2) 
Net	income	per	share:	
	 Basic	

Income	from	continuing	operations	
Income	from	discontinued	operations	
	 Gain	on	sale	of	discontinued	operations	

	 Diluted	

Income	from	continuing	operations	
Income	from	discontinued	operations	
	 Gain	on	sale	of	discontinued	operations	

Weighted	average	shares	outstanding:(2)	
	 Basic	
	 Diluted	
Dividends	declared	
BALANCE SHEET 
Total	assets	
Long-term	debt	
Total	stockholders’	equity	
FINANCIAL RATIOS AND OTHER DATA 
Profit	margin:(3)	
	 Pre-tax	
	 After-tax	
Long-term	debt	to	equity(4)	
Assets	under	management (in millions)	
Full-time	employees	

$4,343,675	 $2,645,212	 $1,570,700	 $1,153,076	 $			803,146
588,628
1,081,583	
214,518
489,117	
(33,316)
(18,359)	

3,315,377	
1,028,298	
15,556	

1,965,482	
679,730	
35,732	

826,828	
326,248	
(24,685)	

1,043,854	
397,612	

715,462	
275,595	

470,758	
175,334	

301,563	
114,223	

181,202
67,888

646,242	
4	
646,246	
—	
572	

113,314
—
113,314
77,595
—
$   646,818	 $1,144,168	 $			408,431	 $			297,764	 $			190,909

439,867	
(6,160)	
433,707	
66,421	
644,040	

187,340	
—	
187,340	
103,943	
6,481	

295,424	
—	
295,424	
113,007	
—	

$         4.58	 $									3.60	 $									2.86	 $									1.87	 $									1.15
0.78
—
$         4.58	 $									9.50	 $									3.95	 $									2.97	 $									1.93

0.55	
5.35	

1.09	
—	

1.04	
0.06	

—	
—	

$         4.48	 $									3.35	 $									2.56	 $									1.68	 $									1.07
0.71
—
$         4.48	 $									8.80	 $									3.53	 $									2.65	 $									1.78

0.97	
—	

0.51	
4.94	

0.91	
0.06	

—	
—	

141,112	
144,386	

99,002
109,697
$         .810	 $									.690	 $									.550	 $									.373	 $									.287

120,396	
130,279	

103,428	
117,074	

100,292	
114,049	

$9,604,488	 $9,302,490	 $8,219,472	 $7,282,483	 $6,067,450
786,753
1,247,957

1,112,624	
6,541,490	

1,202,960	
5,850,116	

811,164	
2,293,146	

794,238	
1,559,610	

24.0%	
14.9%	
17.0%	

27.0%	
16.6%	
20.6%	

30.0%	
18.8%	
35.4%	

26.2%	
16.2%	
50.9%	

22.6	%
14.1	%
63.0%

$   968,510	 $			867,550	 $			374,529	 $			286,168	 $			192,224
5,290

4,030	

5,580	

3,820	

5,250	

(1)	Reflects	results	of	CAM	and	Permal	since	acquisition	in	fiscal	2006	and	discontinued	private	client,	capital	markets	and	mortgage	banking	and	servicing	operations,	where	applicable.	
(2)		Adjusted	to	reflect	September	2004	stock	split,	where	applicable.	Diluted	earnings	per	share	and	weighted	average	diluted	shares	outstanding	have	been	restated	as	required	by	
EITF	04-8,	“The	Effect	of	Contingently	Convertible	Instruments	on	Diluted	Earnings	per	Share,”	where	applicable.	The	non-voting	convertible	preferred	shares	are	considered	
“participating	securities”	and	therefore	are	included	in	the	calculation	of	basic	and	diluted	weighted	average	shares	outstanding	beginning	in	fiscal	2006.

(3)	Calculated	based	on	income	from	continuing	operations	before	minority	interests.	
(4)	Calculated	based	on	long-term	debt	as	a	percentage	of	total	stockholders’	equity	as	of	March	31.	

33

	
	
 
 
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
 
 
	
MANAgEMENT’S DISCuSSIoN AND ANALySIS oF   
FINANCIAL CoNDITIoN AND RESuLTS oF opERATIoNS

EXECUTIVE OVERVIEW 
Legg	Mason,	Inc.,	a	holding	company,	with	its	subsidiaries	
(which	collectively	comprise	“Legg	Mason”)	is	a	global		
asset	management	firm.	Acting	through	our	subsidiaries,	
we	provide	investment	management	and	related	services		
to	institutional	and	individual	clients,	company-sponsored	
mutual	funds	and	other	investment	vehicles.	We	offer		
these	products	and	services	directly	and	through	various	
financial	intermediaries.	We	have	operations	principally		
in	the	United	States	of	America	and	the	United	Kingdom	
and	also	have	offices	in	Australia,	Bahamas,	Brazil,	
Canada,	Chile,	China,	Dubai,	France,	Germany,	Japan,	
Luxembourg,	Poland,	Singapore,	Spain	and	Taiwan.	

On	December	1,	2005,	we	completed	a	strategic		
acquisition	to	become	a	pure	asset	management		
company	in	which	we	transferred	our	Private	Client		
and	Capital	Markets	businesses	(“PC/CM”)	to	Citigroup	
Inc.	(“Citigroup”)	as	a	portion	of	the	consideration	in	
exchange	for	substantially	all	of	Citigroup’s	asset		
management	business	(“CAM”).	Prior	to	the	closing	of	
this	transaction,	we	reported	the	PC/CM	businesses	as	
separate	business	segments;	however,	both	businesses	are	
now	included	in	discontinued	operations	for	all	periods	
presented.	Effective	November	1,	2005,	we	also	pur-
chased	Permal	Group	Ltd	(“Permal”),	a	leading	global	
funds-of-hedge	funds	manager,	to	expand	our	global	
asset	management	business.	See	Notes	2	and	3	of	Notes	
to	the	Consolidated	Financial	Statements	for	additional	
information	related	to	the	transaction	with	Citigroup	
and	the	acquisition	of	Permal.	

As	a	result	of	the	sale	of	our	PC/CM	businesses	to	
Citigroup,	the	portion	of	parent	company	interest	income	
and	expense	and	general	corporate	overhead	costs	that	was	
previously	allocated	to	these	businesses	is	now	included	in	
our	continuing	operations.	In	addition,	distribution	fees	
earned	on	company-sponsored	investment	funds	are	
reported	in	continuing	operations	as	distribution	fee	rev-
enue,	of	which	a	substantial	portion	is	passed	through	to	
third	parties,	including	parties	that	were	related	prior	to	
the	sale,	as	distribution	and	servicing	expense.	All	periods	
presented	have	been	restated	to	reflect	these	changes.	

services	to	institutional	clients.	Wealth	Management	is		
primarily	focused	on	providing	asset	management	services	
to	high	net	worth	individuals	and	families	and	endowments	
and	includes	our	funds-of-hedge	funds	business.	See	Note	
18	of	Notes	to	Consolidated	Financial	Statements	for	addi-
tional	information	regarding	the	aggregation	of	operating	
segments	for	financial	reporting	purposes.

Our	operating	revenues	primarily	consist	of	investment	
advisory	fees,	from	separate	accounts	and	funds,	and		
distribution	and	service	fees.	Investment	advisory	fees		
are	generally	calculated	as	a	percentage	of	the	assets	of		
the	investment	portfolios	that	we	manage.	In	addition,	
performance	fees	may	be	earned	under	certain	investment	
advisory	contracts	for	exceeding	performance	bench-
marks.	Distribution	and	service	fees	are	fees	received		
for	distributing	investment	products	and	services	or	for	
providing	other	support	services	to	investment	portfolios,	
and	are	generally	calculated	as	a	percentage	of	the	assets	
in	an	investment	portfolio	or	a	percentage	of	new	assets	
added	to	an	investment	portfolio.	Our	revenues,	therefore,	
are	dependent	upon	the	level	of	our	assets	under	manage-
ment,	and	thus	are	affected	by	factors	such	as	securities	
market	conditions,	our	ability	to	attract	and	maintain	
assets	under	management	and	key	investment	personnel,	
and	investment	performance.	The	fees	that	we	charge	for	
our	investment	services	vary	based	upon	factors	such	as	
the	type	of	underlying	investment	product,	the	amount		
of	assets	under	management,	and	the	type	of	services	(and	
investment	objectives)	that	are	provided.	Fees	charged	for	
equity	asset	management	services	are	generally	higher	than	
fees	charged	for	fixed	income	and	liquidity	asset	manage-
ment	services.	Accordingly,	our	revenues	will	be	affected		
by	the	composition	of	our	assets	under	management.	In		
addition,	under	revenue	sharing	agreements,	our	subsid-
iaries	retain	different	percentages	of	revenues	to	cover	
their	costs,	including	compensation.	As	such,	our	net	
income,	profit	margin	and	compensation	as	a	percentage	
of	operating	revenues	are	impacted	based	on	which	sub-
sidiaries	generate	our	revenues,	and	a	change	in	assets	
under	management	at	one	subsidiary	can	have	a	dramati-
cally	different	effect	on	our	revenues	and	earnings	than	
an	equal	change	at	another	subsidiary.	

We	now	operate	in	one	reportable	business	segment,		
Asset	Management,	with	three	divisions:	Managed	
Investments,	Institutional,	and	Wealth	Management.	
Managed	Investments	is	primarily	engaged	in	providing	
investment	advisory	services	to	proprietary	investment	
funds	or	to	retail	separately	managed	account	programs.	
Institutional	focuses	on	providing	asset	management		

The	most	significant	component	of	our	cost	structure	is	
employee	compensation	and	benefits,	of	which	a	majority	
is	variable	in	nature	and	includes	incentive	compensation	
that	is	primarily	based	upon	revenue	levels	and	profits.	
The	next	largest	component	of	our	cost	structure	is	distri-
bution	and	servicing	fees,	which	are	primarily	fees	paid	to	
third	party	distributors	for	selling	our	asset	management	

34

products	and	services	and	are	largely	variable	in	nature.	
Certain	other	operating	costs	are	fixed	in	nature,	such	as	
occupancy,	depreciation	and	amortization,	and	fixed	con-
tract	commitments	for	market	data,	communication	and	
technology	services,	and	usually	do	not	decline	with	
reduced	levels	of	business	activity	or,	conversely,	usually	do	
not	rise	proportionately	with	increased	business	activity.	

Our	financial	position	and	results	of	operations	are	materially	
affected	by	the	overall	trends	and	conditions	of	the	financial	
markets,	particularly	in	the	United	States,	but	increasingly	
in	the	other	countries	in	which	we	operate.	Results	of	any	
individual	period	should	not	be	considered	representative	
of	future	results.	Our	profitability	is	sensitive	to	a	variety	
of	factors,	including	the	amount	and	composition	of	our	
assets	under	management,	and	the	volatility	and	general	
level	of	securities	prices	and	interest	rates,	among	other	
things.	Sustained	periods	of	unfavorable	market	condi-
tions	are	likely	to	affect	our	profitability	adversely.	In	
addition,	the	diversification	of	services	and	products	
offered,	investment	performance,	access	to	distribution	
channels,	reputation	in	the	market,	attracting	and	retain-
ing	key	employees	and	client	relations	are	significant	
factors	in	determining	whether	we	are	successful	in	
attracting	and	retaining	clients.	In	the	past	decade,	we	
have	experienced	substantial	expansion	due	to	internal	
growth	and	the	strategic	acquisition	of	asset	management	
firms	that	provided,	among	other	things,	a	broader	range	
of	investment	expertise,	additional	product	diversification	
and	increased	assets	under	management.	

The	financial	services	business	in	which	we	are	engaged	is	
extremely	competitive.	Our	competition	includes	numerous	
global,	national,	regional	and	local	asset	management	firms,	
broker-dealers	and	commercial	banks.	The	industry	has		
been	affected	by	the	consolidation	of	financial	services	firms	
through	mergers	and	acquisitions.	The	industry	in	which	we	
operate	is	also	subject	to	extensive	regulation	under	federal,	
state,	and	foreign	laws.	Like	most	firms,	we	have	been	
impacted	by	the	regulatory	and	legislative	changes	in	the		
post-Enron	era.	In	addition,	the	financial	services	industry		
has	been	the	subject	of	a	number	of	regulatory	proceedings	
and	requirements	over	the	last	few	years,	including	proceed-
ings	regarding	a	number	of	mutual	funds	sales	practices.	The	
Sarbanes-Oxley	Act	continues	to	require	us	to	review	existing	
policies	with	respect	to	corporate	governance,	auditor	inde-
pendence	and	internal	controls	over	financial	reporting.	
Responding	to	these	changes	has	required	us	to	incur	costs	
that	continue	to	impact	our	profitability.	

Discontinued Operations 
As	a	result	of	the	sale	of	the	PC/CM	businesses	in	fiscal	
2006,	the	results	of	Private	Client	and	Capital	Markets	
segments	are	reflected	in	discontinued	operations.	

Private	Client	distributed	a	wide	range	of	financial	
products	through	its	branch	distribution	network,	
including	equity	and	fixed	income	securities,	proprietary	
and	non-affiliated	mutual	funds	and	annuities.	The	
primary	sources	of	net	revenues	for	Private	Client	were	
commissions	and	principal	credits	earned	on	equity		
and	fixed	income	transactions	in	customer	brokerage	
accounts,	distribution	fees	earned	from	mutual	funds,	
fee-based	account	fees	and	net	interest	from	customers’	
margin	loan	and	credit	account	balances.	Sales	credits	
associated	with	underwritten	offerings	initiated	in	the	
Capital	Markets	segment	were	reported	in	Private	Client	
when	sold	through	its	branch	distribution	network.	

Capital	Markets	consisted	of	our	equity	and	fixed	income	
institutional	sales	and	trading	and	corporate	and	public	
finance.	The	primary	sources	of	revenue	for	equity	and	
fixed	income	institutional	sales	and	trading	included	
commissions	and	principal	credits	on	transactions	in	
both	corporate	and	municipal	products.	We	maintained	
proprietary	fixed	income	and	equity	securities	inventories	
primarily	to	facilitate	customer	transactions	and	as	a	
result	recognized	trading	profits	and	losses	from	our		
trading	activities.	Corporate	finance	revenues	included	
underwriting	fees	and	advisory	fees	from	private		
placements	and	mergers	and	acquisitions.	Sales	credits	
associated	with	underwritten	offerings	were	reported	in	
Capital	Markets	when	sold	through	institutional	distri-
bution	channels.	The	results	of	this	business	segment	also	
included	realized	and	unrealized	gains	and	losses	on	
investments	acquired	in	connection	with	merchant	and	
investment	banking	activities.

All	references	to	fiscal	2007,	2006	or	2005	refer	to	our	
fiscal	year	ended	March	31	of	that	year.	Terms	such	as	
“we,”	“us,”	“our,”	and	“company”	refer	to	Legg	Mason.	

BUSINESS ENVIRONMENT AND RESULTS  
OF OPERATIONS
The	financial	environment	in	the	United	States	during	
fiscal	2007	was	mixed	and,	despite	investor	concerns	
about	rising	interest	rates,	high	fuel	prices,	a	downturn	in	
housing	markets,	turbulence	in	the	Middle	East,	and	the	
weakening	of	the	U.S.	dollar	against	other	major	curren-
cies,	all	three	major	market	indexes	rose	during	the	fiscal	

35

year.	The	Dow	Jones	Industrial	Average(1),	Nasdaq	
Composite	Index(2)	and	the	S&P	500(3)	were	up	11%,		
3%	and	10%,	respectively,	for	the	fiscal	year.	During	fiscal	
2007,	the	U.S.	Federal	Reserve	raised	the	federal	funds	rate		
by	0.25%	two	times	to	bring	the	federal	funds	rate	to	5.25%.

The	following	table	sets	forth,	for	the	periods	indicated,	
items	in	the	Consolidated	Statements	of	Income	as	a	
percentage	of	operating	revenues	and	the	increase	
(decrease)	by	item	as	a	percentage	of	the	amount	for		
the	previous	period:	

Percentage	of	Operating	Revenues	
Years	Ended	
March	31,	
2006	

2007	

2005	

Operating Revenues 

Investment	advisory	fees	
	 Separate	accounts	
	 Funds	
	 Performance	fees	

	 Distribution	and	service	fees	
	 Other	

	 Total	operating	revenues	

Operating Expenses 
	 Compensation	and	benefits	
	 Transaction-related	compensation	
	 Total	compensation	and	benefits	

	 Distribution	and	servicing	
	 Communications	and	technology	
	 Occupancy	
	 Amortization	of	intangible	assets	
	 Litigation	award	settlement	
	 Other	

	 Total	operating	expenses	

Operating Income	
Other Income (Expense) 

Interest	income	
Interest	expense	

	 Other	

	 Total	other	income	(expense)	

Income from Continuing Operations before  
  Income Tax Provision and Minority Interests 

Income	tax	provision	

Income from Continuing Operations
  before Minority Interests 
	 Minority	interests,	net	of	tax	
Income from Continuing Operations 

Income	from	discontinued	operations,	net	of	tax	
	 Gain	on	sale	of	discontinued	operations,	net	of	tax	
Net Income	

33.3%	
46.5	
3.3	
16.5	
0.4	
100.0	

41.6%	
37.6	
3.8	
16.1	
0.9	
100.0	

49.2%	
	29.3	
3.1	
	16.7	
1.7	
100.0	

35.8	
0.3	
36.1	
27.5	
4.0	
2.3	
1.6	
—	
4.8	
76.3	
23.7	

1.4	
(1.6)	
0.5	
0.3	

24.0 
9.1	

40.6	
2.0	
42.6	
21.2	
3.4	
1.9	
1.5	
(0.3)	
4.0	
74.3	
25.7	

1.8	
(2.0)	
1.5	
	1.3	

27.0	
10.4	

	42.1	
—	
42.1	
	16.1 
3.0	
1.8	
		1.4	
—	
		4.5	
	68.9	
31.1	

		1.3	
	(2.8)	
		0.4	
	(1.1)	

	30.0 
	11.2	

14.9 
—	
14.9 
—	
—	
14.9%	

16.6	
(0.2)	
16.4	
2.5	
24.4	
43.3%	

	18.8 
—	
	18.8 
		7.2	
—	
26.0%	

n/m	–	not	meaningful	
*Calculated	based	on	the	change	in	actual	amounts	between	fiscal	years	as	a	percentage	of	the	prior	year	amount.	

(1)	 Dow	Jones	Industrial	Average	is	a	trademark	of	Dow	Jones	&	Company,	which	is	not	affiliated	with	Legg	Mason.
(2)	 Nasdaq	is	a	trademark	of	the	Nasdaq	Stock	Market,	Inc.,	which	is	not	affiliated	with	Legg	Mason.
(3)	 S&P	is	a	trademark	of	Standard	&	Poor’s,	a	division	of	the	McGraw-Hill	Companies,	Inc.,	which	is	not	affiliated	with	Legg	Mason.

36

Period	to	Period	Change*
2006		

2007	

Compared	 Compared		

to 2006	

to	2005

31.3%	

103.5	
40.0	
68.3	
(28.7)	
64.2	

44.9	
(77.1)	
39.2	
112.9	
95.2	
96.7	
77.9	
n/m	
96.2	
68.7	
51.3	

22.8	
35.8	
(30.4)	
(56.5)	

45.9 
44.3	

46.9 
n/m	
49.0 
n/m	
n/m	
(43.5)	

42.6%
115.8
107.8
62.7
(17.8)
68.4	

62.3
n/m
70.3
121.7
92.7
85.3
80.7
n/m
48.6	
81.7	
39.0	

139.3
17.6
536.3	
294.6	

52.0
57.2	

48.9
n/m	
46.8
(41.2)
n/m	
180.1

	
	
	
	
	
	
	
	
 
	
	
	
	
	
	
	
 
	
	
	
	
	
 
	
	
	
	
	
	
	
	
	
	
FISCAL 2007 COMPARED WITH FISCAL 2006

Financial Overview 
Since	our	strategic	transaction	with	Citigroup	was	com-
pleted	on	December	1,	2005,	in	which	we	acquired	the	
CAM	business	and	sold	the	PC/CM	businesses,	we	have	
retroactively	reflected	the	results	of	operations	of	the	PC/
CM	businesses	as	discontinued	operations	for	fiscal	2006	
and	2005.	Effective	November	1,	2005,	we	completed	the	
acquisition	of	Permal.	As	a	result	of	the	acquisitions,	the	
results	of	our	continuing	operations	for	the	fiscal	year	
ended	March	31,	2007	include	a	full	year	of	results	from	
CAM	and	Permal,	while	the	results	of	continuing	opera-
tions	for	the	fiscal	year	ended	March	31,	2006	include	
four	months	of	results	from	CAM	and	five	months	of	
results	from	Permal.

For	the	fiscal	year,	net	income	and	diluted	earnings	per	
share	declined	43%,	to	$646.8	million,	and	49%,	to	
$4.48,	respectively,	from	the	prior	year	as	a	result	of	the	
after-tax	gain	on	the	sale	of	the	PC/CM	businesses	of	
$644.0	million,	or	$4.94	per	diluted	share,	recognized	in	
the	prior	year.	Income	from	continuing	operations	totaled	
$646.2	million,	up	49%	from	the	prior	year	and	income	
from	continuing	operations	per	diluted	share	increased	
34%	to	$4.48	despite	an	11%	increase	in	weighted	average	
diluted	shares	outstanding.	Operating	revenues	increased	
to	$4.3	billion	from	$2.6	billion,	an	increase	of	64%.	The	
Company’s	revenues,	expenses	and	income	from	continu-
ing	operations	increased	primarily	as	a	result	of	the	
addition	of	a	full	year’s	results	of	CAM	and	Permal.	The	
pre-tax	profit	margin	from	continuing	operations	declined	
to	24.0%	from	27.0%	in	the	prior	year,	primarily	as	a	
result	of	the	addition	of	a	full	year’s	results	of	CAM	and	
Permal.	Increases	in	distribution	revenues,	of	which	a	sub-
stantial	portion	is	passed	through	to	third	parties	as	
distribution	and	servicing	expense,	and	an	increase	in	
other	non-compensation	related	expenses	were	offset	in	
part	by	decreases	in	compensation	and	benefits	as	a	per-
cent	of	revenue,	due	in	part	to	higher	revenue	share-based	
incentive	expense	on	higher	revenues	at	certain	of	our	
subsidiaries	which	retain	a	lower	percentage	of	revenues	as	
compensation,	transaction-related	compensation,	and	
other	non-operating	income.	The	pre-tax	profit	margin	
from	continuing	operations,	as	adjusted	(see	Supplemental	
Non-GAAP	Financial	Information),	declined	to	33.2%	

from	34.3%	in	the	prior	year,	primarily	as	a	result	of	an	
increase	in	other	non-compensation	related	expenses	and	
a	decrease	in	non-operating	income,	offset	in	part	by	
reduced	compensation	and	benefits,	as	a	percent	of	total	
revenue,	and	transaction-related	compensation.	In	the	
prior	year,	income	from	discontinued	operations,	net	of	
tax,	totaled	$66.4	million;	diluted	earnings	per	share	from	
discontinued	operations	were	$0.51	in	the	prior	year.

Assets Under Management
Assets	under	management	(“AUM”)	at	March	31,	2007	
were	$968.5	billion,	up	$100.9	billion	or	12%	from	
March	31,	2006.	Net	client	cash	flows	for	the	fiscal	year	
were	$44.2	billion,	representing	5%	of	our	AUM	at	
March	31,	2006,	and	were	driven	by	approximately		
$27	billion	in	each	of	fixed	income	and	liquidity	flows,	
while	negative	client	cash	flows	in	equity	assets	resulting,	
in	part,	from	lower	relative	investment	performance,	were	
approximately	$10	billion.	We	generally	earn	higher	fees	
and	profit	margins	on	equity	AUM	and	outflows	in	this	
asset	class	will	disproportionately	impact	our	revenues		
and	net	income.

The	components	of	the	changes	in	our	AUM	(in	billions)	
for	the	years	ended	March	31	were	as	follows:	

Beginning	of	period	
Net	client	cash	flows	
Market	performance	and	other	
Acquisitions	(dispositions),	net	
End	of	period	

2007 
$867.6	
44.2	
57.5	
(0.8)	
$968.5	

2006
$374.5
35.6
36.9
420.6
$867.6

Average	AUM	for	the	years	ended	March	31,	2007	and	
2006	were	$905.8	billion	and	$546.9	billion,	respectively.	

Our	AUM	by	asset	class	(in	billions)	as	of	March	31	were	
as	follows:	

2007 
Equity 
$338.0 
Fixed	Income	 470.9 
Liquidity 
159.6 
Total 

% of	
Total	
34.9	
48.6	
16.5	
$968.5  100.0	

%	of	
2006	 Total	 Change

%

$324.9	 37.5	
410.6	 47.3	
132.1	 15.2	
$867.6	 100.0	

4.0
14.7
20.8
11.6

37

 
	
	
	
	
AUM by Division

FY 2007

FY 2006

The	following	discussion	separately	addresses	the	results	of	
our	continuing	operations	and	our	discontinued	operations.

Wealth  
Management 

Wealth  
Management 

Managed  
Investments 

Managed  
Investments  

Institutional 

Institutional 

Our	AUM	by	division	(in	billions)	as	of	March	31	were	
as	follows:	

2007 

% of	
Total	

2006	

%	of	
Total	 Change

%

Managed		
  Investments	 $403.2	
Institutional	
496.3	
Wealth		
  Management	 69.0	
Total	

41.6	
51.3	

$356.5	 41.1	
444.8	 51.3	

7.1	
$968.5  100.0	

66.3	

7.6	
$867.6	 100.0	

13.1
11.6

4.1
11.6

The	components	of	the	changes	in	our	AUM	by	division	(in	
billions)	for	the	year	ended	March	31,	2007	were	as	follows:

Managed		
Wealth	 Total
Investments	Institutional	Management		AUM
$66.3	 $867.6

$444.8	

21.7	

(1.0)	

44.2

RESULTS OF CONTINUING OPERATIONS 

Operating Revenues 
Revenues	from	continuing	operations	for	the	year	ended	
March	31,	2007	were	$4.3	billion,	up	64%	from	$2.6	bil-
lion	in	the	prior	year	primarily	as	a	result	of	including	a	
full	year’s	results	of	CAM	and	Permal,	including	Permal’s	
growth	since	acquisition,	which	combined	accounted	for	
approximately	90%	of	the	increase	in	revenues.	Higher	
average	AUM,	reflecting	favorable	market	conditions	and	
net	client	cash	flows,	also	contributed	to	the	increase.	

Investment	advisory	fees	from	separate	accounts	increased	
31%	to	$1.4	billion,	primarily	as	a	result	of	the	acquisition	
of	CAM,	which	accounted	for	approximately	80%	of		
the	increase,	as	well	as	higher	AUM	at	Western	Asset	
Management	Company	(“Western	Asset”),	Brandywine	
Global	Investment	Management,	LLC	(“Brandywine”)	
and	Legg	Mason	Capital	Management,	Inc.	(“LMCM”),	
offset	in	part	by	a	decline	in	advisory	fees	due	to	lower	
average	assets	managed	by	Private	Capital	Management,	
LP	(“PCM”).

Investment	advisory	fees	from	funds	increased	103%		
to	$2.0	billion,	with	approximately	90%	of	the	increase	
attributable	to	the	acquisitions	of	CAM	and	Permal,	
including	Permal’s	growth	since	acquisition.	Performance	
fees	increased	40%	to	$142.2	million	during	fiscal	2007,	
primarily	as	a	result	of	$31.9	million	of	increased	fees	
earned	by	Permal.	

30.2	

4.0	

57.5

(0.4)	
$496.3 

(0.3)	

(0.8)
$69.0  $968.5

Distribution	and	service	fees	increased	68%	to		
$716.4	million	with	approximately	75%	of	the	increase		
due	to	the	addition	of	fees	earned	by	CAM.	In	addition,	
distribution	and	service	fees	from	Permal	contributed	
approximately	10%	of	the	increase.	

Assets	managed	for	U.S.	domiciled	clients	accounted		
for	67%	and	68%	of	total	assets	managed	and	non-U.S.	
domiciled	clients	represented	33%	and	32%	of	total	assets	
managed	as	of	March	31,	2007	and	2006,	respectively.	Assets	
managed	for	non-U.S.	domiciled	clients	as	of	March	31,	2006	
have	been	revised	to	include	$19.3	billion	of	assets	previ-
ously	included	as	assets	managed	for	U.S.	domiciled		
clients,	principally	non-U.S.	domiciled	feeder	funds.

Revenues by Division

FY 2007

FY 2006

Wealth  
Management 

Managed  
Investments  

Wealth  
Management 

Managed  
Investments  

Institutional 

Institutional 

38

23.5	

March	31,	2006	 $356.5	
Net	client		
  cash	flows	
Market		
  performance		
  and	other	
Acquisitions		
  (dispositions),	net	
(0.1)	
March 31, 2007  $403.2 

23.3	

	
	
	
	
	
	
	
Our	operating	revenues	by	division	(in	millions)	for	the	
years	ended	March	31	were	as	follows:	

Managed	Investments		
Institutional		
Wealth	Management	
Total	

2007 	
$2,444.4	
970.0	
929.3	
$4,343.7	

2006(1)
$1,364.0	
717.6
563.6
$2,645.2

(1)		Fiscal	 year	 2006	 includes	 a	 reclassification	 of	 approximately	 $29.4	 million	 and	
$4.6	 million	 from	 the	 Institutional	 and	Wealth	 Management	 divisions,	 respec-
tively,	to	the	Managed	Investments	division	to	reflect	a	change	whereby	the	rev-
enues	 generated	 by	 all	 proprietary	 funds,	 except	 those	 managed	 by	 Permal,	 are	
included	in	the	Managed	Investments	division.

The	increase	in	operating	revenues	in	the	Managed	
Investments	and	Institutional	divisions	was	primarily	due	
to	including	a	full	year’s	results	of	CAM.	The	increase	in	
the	operating	revenues	in	the	Wealth	Management	divi-
sion	was	primarily	due	to	including	a	full	year’s	results	of	
Permal,	including	growth	since	acquisition,	offset	in	part	
by	decreases	at	PCM.

Operating Expenses 
Compensation	and	benefits	increased	39%	to	$1.6	billion,	
primarily	as	a	result	of	the	addition	of	compensation	costs	
from	the	acquired	businesses	and	increased	revenue		
share-based	incentive	expense	on	higher	revenues	at	certain	
of	our	other	subsidiaries.	Compensation	as	a	percentage	of	
operating	revenues	was	36.1%	for	the	year	ended	March	31,	
2007,	down	from	42.6%,	primarily	as	a	result	of	higher	
revenues	at	revenue	share	entities,	including	revenues		
transferred	from	acquired	entities,	which	retain	a	lower		
percentage	of	revenues	as	compensation,	and	a	decrease		
in	transaction-related	compensation.	Transaction-related		
compensation	costs	primarily	include	recognition	of		
previously	deferred	compensation	for	CAM	employees	
under	prior	Citigroup	plans	and	accruals	for	retention		
compensation	for	transitional	CAM	employees.	Costs		
for	severance	at	CAM	are	included	in	the	purchase	price		
allocation	and	are	not	reflected	in	our	results	of	operations.	
Compensation	as	a	percentage	of	revenues	also	decreased		
as	a	result	of	the	significant	increase	in	fund	revenues,	of	
which	a	substantial	portion	is	passed	through	to	third		
parties	as	distribution	and	servicing	expense.	

Distribution	and	servicing	expenses	increased	113%	to	
$1.2	billion,	with	approximately	80%	of	the	increase	
resulting	from	the	addition	of	the	acquired	businesses.	
The	majority	of	distribution	and	servicing	expenses	are	
paid	to	Citigroup,	who	is	our	primary	distributor.	

Communications	and	technology,	occupancy,	amortization	
of	intangible	assets	and	other	expenses	all	increased	primar-
ily	as	a	result	of	a	full	year	of	expenses	related	to	the	CAM	
operations.	The	increase	in	other	expenses	was	primarily	
from	travel,	professional	fees	and	advertising	costs.

The	litigation	award	settlement	during	fiscal	2006	reflects	
the	reversal	of	$8.2	million	of	charges	recorded	in	fiscal	
2004	as	a	result	of	the	settlement	of	a	civil	copyright	
infringement	lawsuit.	

Other Income (Expense) 
Interest	income	increased	$10.9	million	to	$58.9	million,	
primarily	as	a	result	of	higher	average	interest	rates	earned	
on	higher	average	firm	investment	account	balances.	
Interest	expense	increased	$18.8	million	to	$71.5	million	
primarily	due	to	the	impact	of	a	full	year	of	interest	
expense	on	a	$700	million	term	loan	issued	to	finance	the	
acquisition	of	CAM,	offset	in	part	by	the	repayment	at	
maturity	of	$100	million	in	senior	notes	during	fiscal	
2006	and	the	conversion	of	our	zero-coupon	contingent	
convertible	senior	notes	to	common	stock.	Other	income	
decreased	$12.3	million	to	$28.1	million	as	a	result	of	
investments	held	by	variable	interest	entities	(“VIEs”)	that	
are	no	longer	consolidated,	offset	in	part	by	correspond-
ing	minority	interests.

Provision for Income Taxes 
The	provision	for	income	taxes	increased	44.3%	to		
$397.6	million,	primarily	as	a	result	of	the	increase	in	
income	from	continuing	operations.	The	effective	tax	rate	
decreased	to	38.1%	from	38.5%	in	the	prior	year	primar-
ily	reflecting	increased	revenues	and	earnings	in	foreign	
jurisdictions	with	lower	effective	tax	rates.

Supplemental Non-GAAP Financial Information 
Cash	income	from	continuing	operations	rose	59%	for	
the	fiscal	year	to	$845.4	million	or	$5.86	per	diluted	share	
from	$532.1	million	or	$4.10	per	diluted	share	primarily	
due	to	including	a	full	year’s	results	of	CAM	and	Permal.	
The	pre-tax	profit	margin	from	continuing	operations	as	
adjusted	for	distribution	and	servicing	expense	for	fiscal	
years	2007	and	2006	was	33.2%	and	34.3%,	respectively.	

Cash Income from Continuing Operations 
As	supplemental	information,	we	are	providing	a	perfor-
mance	measure	that	is	based	on	a	methodology	other	than	
generally	accepted	accounting	principles	(“non-GAAP”)	
for	“cash	income	from	continuing	operations”	that		
management	uses	as	a	benchmark	in	evaluating	and		

39

	
comparing	the	period-to-period	operating	performance	of	
Legg	Mason,	Inc.	and	its	subsidiaries.	We	define	“cash	
income	from	continuing	operations”	as	income	from	con-
tinuing	operations,	plus	amortization	and	deferred	taxes	
related	to	intangible	assets.	We	believe	that	cash	income	
from	continuing	operations	provides	a	good	representa-
tion	of	our	operating	performance	adjusted	for	non-cash	
acquisition	related	items	and	it	facilitates	comparison	of	
our	results	to	the	results	of	other	asset	management	firms	
that	have	not	engaged	in	significant	acquisitions.	We	also	
believe	that	cash	income	from	continuing	operations	is	an	
important	metric	in	estimating	the	value	of	an	asset	man-
agement	business.	In	considering	acquisitions,	we	often	
calculate	a	target	firm’s	cash	earnings	as	a	metric	in	esti-
mating	its	value.	This	measure	is	provided	in	addition	to	
income	from	continuing	operations,	but	is	not	a	substitute	
for	income	from	continuing	operations	and	may	not	be	
comparable	to	non-GAAP	performance	measures,	includ-
ing	measures	of	cash	earnings	or	cash	income,	of	other	
companies.	Further,	cash	income	from	operations	is	not	a	
liquidity	measure	and	should	not	be	used	in	place	of	cash	
flow	measures	determined	under	GAAP.	Legg	Mason	
considers	cash	income	from	continuing	operations	to	be	
useful	to	investors	because	it	is	an	important	metric	in	
measuring	the	economic	performance	of	asset	manage-
ment	companies,	as	an	indicator	of	value	and	because	it	
facilitates	comparisons	of	Legg	Mason’s	operating	results	
with	the	results	of	other	asset	management	firms	that	have	
not	engaged	in	significant	acquisitions.	

In	calculating	cash	income	from	continuing	operations,	
we	add	the	impact	of	the	amortization	of	intangible	assets	
from	acquisitions,	such	as	management	contracts,	to	
income	from	continuing	operations	to	reflect	the	fact	that	
this	non-cash	expense	does	not	represent	an	actual	decline	
in	the	value	of	the	intangible	assets.	Deferred	taxes	on	
intangible	assets,	including	goodwill,	represent	actual	tax	

Income	from	Continuing	Operations	
	 Plus:

	 Amortization	of	intangible	assets	
	 Deferred	income	taxes	on	intangible	assets(1)	

Cash	Income	from	Continuing	Operations	
Cash	Income	per	Diluted	Share

benefits	that	are	not	realized	under	GAAP	absent	an	
impairment	charge	or	the	disposition	of	the	related	busi-
ness.	Because	we	actually	receive	these	tax	benefits,	we	
add	them	to	income	in	the	calculation	of	cash	income	
from	continuing	operations.	Should	a	disposition	or	
impairment	charge	occur,	its	impact	on	cash	income	from	
continuing	operations	may	distort	actual	changes	in	the	
operating	performance	or	value	of	our	firm.	Accordingly,	
we	monitor	changes	in	intangible	assets	and	goodwill	and	
the	related	impact	on	cash	income	from	continuing	opera-
tions	for	distorting	effects	and	ensure	appropriate	
explanations	accompany	disclosures	of	cash	income	from	
continuing	operations.

Although	depreciation	and	amortization	on	fixed	assets	
are	non-cash	expenses,	we	do	not	add	these	charges	in	
calculating	cash	income	from	continuing	operations	
because	these	charges	are	related	to	assets	that	will	ulti-
mately	require	replacement.

We	have	revised	our	definition	of	cash	income	from	con-
tinuing	operations.	The	changes	relate	to	the	treatment	of	
stock-based	compensation	expense	and	the	timing	of	tax	
effects	associated	with	the	amortization	of	intangibles.	In	
calculating	cash	income	from	continuing	operations,	we	no	
longer	adjust	for	stock-based	compensation	expense.	In	
addition,	to	more	consistently	reflect	the	timing	of	tax	
effects	on	our	non-GAAP	adjustments,	we	now	add	back	to	
income	from	continuing	operations	amortization	expense	
for	intangible	assets	before	taxes,	rather	than	adding	such	
expense	net	of	taxes.	We	have	applied	these	changes	to	all	
periods	presented.	However,	the	adjustments	do	not	have	a	
significant	aggregate	impact	on	the	amount	of	cash	income	
from	continuing	operations	for	the	periods	presented.

A	reconciliation	of	income	from	continuing	operations	to	
cash	income	from	continuing	operations	(in	thousands	
except	per	share)	is	as	follows:	

For	the	Years	Ended	March	31,	
		2006			
		 2007			
$433,707	
$646,246	

Period	to
Period	Change

49.0%

68,410	
130,758	
$845,414	

38,460	
59,940	
$532,107	

Income	from	continuing	operations	per	diluted	share	
	 Amortization	of	intangible	assets	
	 Deferred	income	taxes	on	intangible	assets	

$						3.35	
0.29	
0.46	
Cash	Income	per	Diluted	Share	
$						4.10	
	(1)	Increase	from	prior	year	primarily	relates	to	deferred	income	taxes	on	intangible	assets	and	goodwill	on	acquired	entities	for	a	full	fiscal	year.

$						4.48	
0.47	
0.91	
$      5.86	

40

77.9
118.1
58.9

33.7
62.1
97.8
42.9

	
	
	
	
	
	
	
Pre-tax Profit Margin from Continuing Operations,  
as Adjusted 
We	believe	that	pre-tax	profit	margin	from	continuing		
operations	adjusted	for	distribution	and	servicing	expense	is	
a	useful	measure	of	our	performance	because	it	indicates	
what	our	margins	would	have	been	without	the	distribution	
revenues	that	are	passed	through	to	third	parties	as	a	direct	
cost	of	selling	our	products,	and	thus	shows	the	effect	of	
these	revenues	on	our	margins.	This	measure	is	provided	in		

addition	to	the	Company’s	pre-tax	profit	margin	from		
continuing	operations	calculated	under	GAAP,	but	is	not	a	
substitute	for	calculations	of	margin	under	GAAP	and	may	
not	be	comparable	to	non-GAAP	performance	measures,	
including	measures	of	adjusted	margins,	of	other	companies.	

A	reconciliation	of	pre-tax	profit	margin	from	continuing	
operations	adjusted	for	distribution	and	servicing	expense		
(in	thousands)	is	as	follows:

Operating	Revenues,	GAAP	basis	
	 Less:	
	 Distribution	and	servicing	expense	
Operating	Revenues,	as	adjusted	
Income	from	Continuing	Operations	before		
  Income	Tax	Provision	and	Minority	Interests	

Pre-tax	profit	margin,	GAAP	basis	
Pre-tax	profit	margin,	as	adjusted	

For	the	Years	Ended	March	31,

2007 
$4,343,675	

2006
$2,645,212

								    1,196,019	
$3,147,656	

												561,788
$2,083,424	

$1,043,854	

$			715,462	

									         24.0%	
														    33.2	

27.0%

															34.3

RESULTS OF DISCONTINUED OPERATIONS 
Income	from	discontinued	operations,	net	of	tax,	for		
the	year	ended	March	31,	2006,	was	$66.4	million,	or	
$0.51	per	diluted	share.	Gain	on	sale	of	discontinued	
operations,	net	of	tax,	for	fiscal	2007	and	2006	was		
$0.6	million	and	$644.0	million,	respectively.	Gain	on	
sale	of	discontinued	operations	had	no	impact	on	our	
earnings	per	share	in	fiscal	2007	and	was	responsible		
for	$4.94	per	diluted	share	in	fiscal	2006.	

FISCAL 2006 COMPARED WITH FISCAL 2005 

Financial Overview 
As	a	result	of	the	acquisitions	of	Permal	and	CAM,	the	
results	of	our	continuing	operations	for	fiscal	2006	
include	five	months	of	results	from	Permal	and	four	
months	of	results	from	CAM.	

Operating	revenues	increased	68%	to	$2.6	billion	as	a	
result	of	higher	revenues	from	significantly	increased		
levels	of	AUM	primarily	from	the	CAM	and	Permal	
acquisitions.	Net	income	and	diluted	earnings	per	share	
for	the	year	ended	March	31,	2006	also	increased	signifi-
cantly	compared	to	the	prior	year.	Net	income	increased	
to	$1.1	billion	from	$408.4	million,	or	180%,	and	diluted	
earnings	per	share	increased	to	$8.80	from	$3.53,	up	
149%,	primarily	due	to	a	net	gain	on	the	sale	of	discon-
tinued	operations	of	$644.0	million,	or	$4.94	per	share.	
Income	from	continuing	operations	totaled	$433.7	million,	

up	47%	from	the	prior	year,	primarily	due	to	the	acquisi-
tions	of	CAM	and	Permal.	Higher	levels	of	AUM	at	
Western	Asset	and	LMCM	also	contributed	to	the	increase.	
The	pre-tax	profit	margin	from	continuing	operations	was	
27%,	down	from	30%	in	fiscal	2005.	The	decrease	in	the	
pre-tax	profit	margin	was	primarily	due	to	a	significant	
increase	in	fund	revenues,	of	which	a	substantial	portion		
is	passed	through	to	third	parties	as	distribution	and	servicing	
expense,	and	to	transaction-related	compensation	costs	
related	to	the	CAM	acquisition.	The	pre-tax	profit	margin	
from	continuing	operations,	as	adjusted	(see	Supplemental	
Non-GAAP	Financial	Information),	declined	to	34.3%	
from	35.7%	in	fiscal	2005,	primarily	as	a	result	of		
transaction-related	compensation	costs	related	to	the	
CAM	acquisition.	Diluted	earnings	per	share	from		
continuing	operations	were	$3.35,	an	increase	of	31%	
from	$2.56.	Weighted	average	diluted	shares	increased	
11%	to	130.3	million	due	primarily	to	the	issuance	of	
common	and	non-voting	convertible	preferred	shares	in	
connection	with	the	acquisition	of	CAM.	Income	from	
discontinued	operations,	net	of	tax,	totaled	$66.4	million,	
down	41%	from	the	prior	year	primarily	due	to	the	sale	of	
the	PC/CM	businesses	on	December	1,	2005.	Diluted	
earnings	per	share	from	discontinued	operations	were	
$0.51,	a	decrease	of	47%	from	$0.97	for	the	prior	year.		
All	share	and	earnings	per	share	numbers	have	been	
restated	for	fiscal	2005,	where	appropriate,	for	a	3	for	2	
stock	split	effective	September	24,	2004.	

41

	
	
	
Assets Under Management 
AUM	at	March	31,	2006	were	$867.6	billion,	up	$493.1	billion	
or	132%	from	March	31,	2005.	The	acquisitions	of	CAM	
and	Permal	were	responsible	for	approximately	$426.1	billion	
or	86%	of	the	net	increase.	Net	client	cash	flows	were	respon-
sible	for	$35.6	billion	or	7%	of	the	increase.

CAM’s	fixed	income	and	international	equity	separate	
accounts	are	included	in	our	Institutional	division,	while	
its	U.S.	equity	separate	accounts	and	all	mutual	and	other	
proprietary	fund	AUM	are	included	in	our	Managed	
Investments	division.	Permal’s	AUM	are	included	in	our	
Wealth	Management	division.	

The	components	of	the	changes	in	our	AUM	(in	billions)	
for	the	years	ended	March	31	were	as	follows:	

The	components	of	the	changes	in	our	AUM	by	division	(in	
billions)	for	the	years	ended	March	31,	2006	were	as	follows:

Beginning	of	period	
Net	client	cash	flows	
Market	performance	and	other	
Acquisitions	(dispositions),	net	
End	of	period	

2006	
$374.5	
35.6	
36.9	
420.6	
$867.6	

2005
$286.2
65.3
16.8
6.2
$374.5

Our	AUM	by	asset	class	(in	billions)	as	of	March	31	were		
as	follows:	

Equity	
Fixed	Income	
Liquidity 
Total	

2006	
$324.9	
410.6	
132.1	
$867.6	

%

%	of	
Total	
37.5	 $144.7	
220.9	
	47.3	
8.9	
	15.2	
	100.0	

%	of	
2005(1)	 Total	 Change
124.5
38.6	
59.0	
85.9
2.4	 1,384.3
131.7

$374.5	 100.0	

(1)		Certain	 accounts	 totaling	 $12.5	 billion	 with	 average	 maturities	 in	 excess	 of	 90	
days	are	included	in	Fixed	Income,	rather	than	Liquidity,	to	conform	to	the	cur-
rent	period	presentation.

AUM by Division

FY 2006

FY 2005

Wealth  
Management 

Managed  
Investments  

Wealth  
Management 

Managed  
Investments  

Institutional 

Institutional 

Our	AUM	by	division	(in	billions)	as	of	March	31	were		
as	follows:	

2006	

%	of	
Total	

%	of	
2005(1)	 Total	 Change

%

41.1	 $		71.4	
254.1	
51.3	

19.1	 399.3
75.0	
67.8	

Managed		
  Investments		 $356.5	
Institutional	
444.8	
Wealth		
  Management	
Total 

66.3	

35.3
$867.6	 100.0	 $374.5	 100.0	 131.7

49.0	

13.1	

7.6	

(1)		$6.5	billion	in	managed	assets	have	been	reclassified	from	Managed	Investments	

to	Institutional.

42

Wealth	 Total
Managed		
Investments	Institutional	Management		AUM
$374.5

$254.1	

$	71.4	

$49.0	

(8.9)	

March	31,	2005	
Net	client		
  cash	flows	
Market		
  performance		
  and	other	
Acquisitions		
  (dispositions),	net	 276.2	
$356.5	
March	31,	2006	

17.8	

45.9	

(1.4)	

35.6

13.3	

5.8	

36.9

131.5	
$444.8	

12.9	
$66.3	

420.6
$867.6

Assets	managed	for	U.S.-domiciled	clients	accounted	for	
68%	and	75%	of	total	assets	managed	and	non-U.S.	
domiciled	clients	represented	32%	and	25%	of	total	assets	
managed	as	of	March	31,	2006	and	2005,	respectively.

The	following	discussion	separately	addresses	the	results	
of	continuing	operations	and	the	results	of	our	discontin-
ued	operations.	

RESULTS OF CONTINUING OPERATIONS 

Operating Revenues 
Revenues	from	continuing	operations	for	the	year		
ended	March	31,	2006	were	$2.6	billion,	up	68%	from	
$1.6	billion	in	the	prior	year	as	a	result	of	growth	in	
AUM,	including	increases	from	acquisitions.	The	CAM	
and	Permal	acquisitions	accounted	for	70%	of	the	increase		
in	revenues.	Strong	growth	in	aggregate	AUM	experi-
enced	by	Western	Asset	and	LMCM	also	contributed		
to	the	increase.	

Investment	advisory	fees	from	separate	accounts	increased	
43%	to	$1.1	billion,	primarily	as	a	result	of	the	acquisition	
of	CAM	and	growth	in	assets	managed	at	Western	Asset.	
CAM	and	Western	Asset	accounted	for	41%	and	28%	of	
the	increase,	respectively.	Collectively	PCM,	Brandywine,	
and	LMCM	accounted	for	23%	of	the	increased	invest-
ment	advisory	fees	from	separate	accounts.	

	
	
	
	
	
	
	
	
	
	
	
	
Investment	advisory	fees	from	funds	increased	116%	to	
$1.0	billion,	primarily	as	a	result	of	the	acquisitions	of	
CAM	and	Permal.	CAM	and	Permal	accounted	for	86%	
of	the	increase	in	investment	advisory	fees	from	funds.	
Increases	in	fund	assets	managed	by	Royce	and	Associates,	
LLC	(“Royce”)	and	LMCM	accounted	for	7%	of		
the	increase.	

Performance	fees	rose	$52.7	million	to	$101.6	million	
during	fiscal	2006,	primarily	attributable	to	the	acquisi-
tion	of	Permal.	Distribution	and	service	fees	increased	
63%	to	$425.6	million,	with	$120.5	million,	or	73%	of	
the	increase,	due	to	the	addition	of	CAM.	

Other	operating	revenues	decreased	by	18%	to		
$22.6	million,	primarily	as	a	result	of	declines	in		
commissions	earned	by	PCM’s	related	broker-dealer.

Revenues by Division

FY 2006

FY 2005

Wealth  
Management 

Wealth  
Management 

Managed  
Investments  

Managed  
Investments  

Institutional 

Institutional 

Our	operating	revenues	by	division	(in	millions)	for	the	
years	ended	March	31	were	as	follows:	

Managed	Investments	
Institutional	
Wealth	Management	
Total	

2006(1)	
$1,364.0	
717.6	
563.6	
$2,645.2	

2005(1)
$			740.5
501.8
328.4
$1,570.7

(1)		Fiscal	years	2006	and	2005	include	reclassifications	of	approximately	$29.4	million	
and	$13.6	million,	respectively,	from	the	Institutional	division,	and	$4.6	million	
and	 $2.9	 million,	 respectively,	 from	 the	 Wealth	 Management	 division,	 to	 the	
Managed	Investments	division	to	reflect	a	change	whereby	the	revenues	generated	
by	 all	 proprietary	 funds,	 except	 those	 managed	 by	 Permal,	 are	 included	 in	 the	
Managed	Investments	division.

The	increases	in	operating	revenues	in	the	Managed	
Investments	and	Institutional	divisions	were	primarily	
due	to	the	acquisition	of	CAM.	The	increase	in	the	oper-
ating	revenues	of	the	Wealth	Management	division	is	
primarily	due	to	the	inclusion	of	Permal’s	revenues.	

Operating Expenses 
Compensation	and	benefits	increased	70%	to	$1.1	billion,	
primarily	as	a	result	of	the	addition	of	transaction-related	
compensation	costs	from	the	acquired	businesses,	includ-
ing	compensation	related	to	the	CAM	acquisition,	and	
increased	revenue	share-based	incentive	expense	on	higher	
revenues	at	certain	of	our	other	subsidiaries.	Compensation	
as	a	percentage	of	operating	revenues	was	42.6%	for	the	
year	ended	March	31,	2006,	up	from	42.1%,	resulting	
from	the	transaction-related	compensation	discussed	
above,	offset	in	part	by	the	significant	increase	in	fund	
revenues,	of	which	a	substantial	portion	is	passed	through	
to	third	parties	as	distribution	and	servicing	expense.	

Distribution	and	servicing	expenses	increased	122%	to	
$561.8	million,	primarily	as	a	result	of	the	addition	of	
$183.4	million	in	distribution	and	service	fee	expense	at	
CAM.	Permal	also	contributed	to	the	increase.	

Communications	and	technology,	occupancy,	and		
amortization	of	intangible	assets	expense	all	increased		
primarily	as	a	result	of	the	addition	of	expenses	related		
to	the	CAM	acquisition.	

The	litigation	award	settlement	reflects	the	reversal	of	
$8.2	million	of	charges	recorded	in	fiscal	2004	as	a	result	
of	the	settlement	of	a	civil	copyright	infringement	lawsuit	
in	the	current	period.

Other	expenses	increased	49%	to	$106.0	million,		
primarily	due	to	increased	promotional	costs	at	CAM		
and	professional	fees.	In	connection	with	the	acquisition	
of	CAM	and	sale	of	the	PC/CM	businesses,	Legg	Mason	
and	Citigroup	entered	into	mutual	transition	services	
agreements	to	provide	certain	administrative	services	
(other	than	investment	advisory	services)	provided	by		
the	seller	to	the	transferred	business	in	the	ordinary	
course	prior	to	the	date	of	sale.	Under	each	agreement,		
the	respective	services	are	to	be	provided	for	up	to	eigh-
teen	months	with	a	provision	for	an	additional	six-month	
renewal.	The	service	recipient	may	terminate	the	services	
on	an	individual	basis	with	notice.	For	the	four	months	
ended	March	31,	2006,	Other	expenses	include	approxi-
mately	$14.9	million	of	costs	for	services	provided	to	the	
CAM	operations	by	Citigroup	and	$16.8	million	of	
expense	reductions	for	cost	of	services	provided	to	
Citigroup	for	support	of	sold	businesses.	

43

	
 
 
Other Income (Expense) 
Interest	income	increased	$27.9	million	to	$48.0	million,	
primarily	as	a	result	of	higher	average	interest	rates	on	
higher	average	firm	investment	account	balances.	Interest	
expense	increased	$7.9	million	to	$52.6	million	due	to	
additional	debt	incurred	in	connection	with	the	CAM	
acquisition,	offset	in	part	by	the	conversion	of	$479.9	mil-
lion	principal	amount	at	maturity	of	zero-coupon	
contingent	convertible	senior	notes	to	common	stock.	
Other	income	increased	$34.0	million	to	$40.4	million	as	
a	result	of	net	gains	on	firm	investments	and	gains	from	
trading	investments	held	by	consolidated	VIEs	as	a	result	
of	the	Permal	acquisition,	which	are	offset	in	part	by	a	
corresponding	minority	interests	allocation.	

Provision for Income Taxes 
The	provision	for	income	taxes	increased	57%	to		
$275.6	million,	primarily	as	a	result	of	the	increase	in	
income	from	continuing	operations.	The	effective	tax	rate	
increased	to	38.5%	from	37.2%	in	the	prior	year’s	period	

primarily	due	to	a	higher	provision	for	state	income	taxes		
as	a	result	of	the	acquisition	of	CAM,	which	operates	in	
state	and	local	jurisdictions	with	higher	tax	rates.	

Supplemental Non-GAAP Financial Information 
Cash	income	from	continuing	operations	rose	45%	for	the	
fiscal	year	to	$532.1	million	or	$4.10	per	diluted	share	
from	$367.0	million	or	$3.17	per	diluted	share,	primarily	
from	the	increase	in	income	from	continuing	operations	
due	to	the	acquisitions	of	CAM	and	Permal.	The	pre-tax	
profit	margin	from	continuing	operations,	as	adjusted	for	
distribution	and	servicing	expense,	for	fiscal	years	2006	
and	2005	was	34.3%	and	35.7%,	respectively.	See	
Supplemental	Non-GAAP	Financial	Information	in	
Fiscal	2007	Compared	with	Fiscal	2006	section	regarding	
these	non-GAAP	disclosures.	

A	reconciliation	of	income	from	continuing	operations	to	
cash	income	from	continuing	operations	(in	thousands	
except	per	share)	is	as	follows:	

Income	from	Continuing	Operations	
	 Plus:

	 Amortization	of	intangible	assets	
	 Deferred	income	taxes	on	intangible	assets	

Cash	Income	from	Continuing	Operations	
Cash	Income	per	Diluted	Share	

Income	from	continuing	operations	per	diluted	share	
	 Amortization	of	intangible	assets	
	 Deferred	income	taxes	on	intangible	assets	

Cash	Income	per	Diluted	Share	

For	the	Years	Ended	March	31,	

			2006			
$433,707	

			2005	
$295,424	

Period	to
Period	Change
46.8%

38,460	
59,940	
$532,107	

$						3.35	
0.29	
0.46	
$						4.10	

21,286	
50,291	
$367,001	

$						2.56	
0.18	
0.43	
$						3.17	

80.7
19.2
45.0	

30.9
		61.1
7.0	
29.3

44

	
	
	
	
	
	
	
A	reconciliation	of	pre-tax	profit	margin	from	continuing	operations	adjusted	for	distribution	and	servicing	expense		
(in	thousands)	is	as	follows:

Operating	Revenues,	GAAP	basis	
	 Less:
	 Distribution	and	servicing	expense	
Operating	Revenues,	as	adjusted	
Income	from	Continuing	Operations	before		
  Income	Tax	Provision	and	Minority	Interests	

Pre-tax	profit	margin,	GAAP	basis	
Pre-tax	profit	margin,	as	adjusted	

For	the	Years	Ended	March	31,

2006	
$2,645,212	

561,788	
$2,083,424	

2005
$1,570,700

253,394
$1,317,306

$			715,462	

$			470,758

27.0%	
34.3	

30.0%
35.7

RESULTS OF DISCONTINUED OPERATIONS 
Since	the	announcement	of	the	transaction	to	sell		
the	PC/CM	businesses	in	June	2005,	these	businesses	
have	been	reflected	as	discontinued	operations	for	all	
periods	presented.	See	Notes	2	and	3	of	Notes	to	the	
Consolidated	Financial	Statements	for	additional	infor-
mation	related	to	the	transaction	with	Citigroup.	Prior		
to	the	sale	on	December	1,	2005,	the	PC/CM	businesses	
were	business	segments.	

to	twelve	months	in	fiscal	2005.	The	results	of	discontin-
ued	operations	for	fiscal	2006	were	also	negatively	affected	
by	the	announcement	of	the	transaction.	As	a	result,	net	
revenues	from	discontinued	operations	for	the	year	ended	
March	31,	2006	decreased	$310.7	million,	or	36%,	to	
$545.7	million.	Income	from	discontinued	operations	
before	income	tax	decreased	$78.5	million,	or	42%.	
Diluted	earnings	per	share	from	discontinued	operations	
were	$0.51,	a	decrease	of	47%	from	$0.97	in	the	prior	year.	

Due	to	the	sale	of	the	PC/CM	businesses	on	December	1,	
2005,	fiscal	2006	reflects	results	for	eight	months	compared	

Financial	results	of	discontinued	operations	by	business	
segment	(in	thousands)	were	as	follows:	

NET REVENUES
	 Private	Client	
	 Capital	Markets	

	 Reclassification(1)	

	 Total	

INCOME BEFORE 
  INCOME TAX PROVISION

	 Private	Client	
	 Capital	Markets	

	 Total	

2006	

2005

$		502,400	
168,751	
671,151	
(125,436)	
$		545,715	

$		727,888
306,653
1,034,541
(178,175)
$		856,366

$		100,289	
9,115	
$		109,404	

$		132,785
55,164
$		187,949

(1)		Represents	distribution	fees	from	proprietary	mutual	funds,	historically	reported	in	Private	Client,	that	have	been	reclassified	to	Asset	Management	as	distribution	fee	

revenue,	with	a	corresponding	distribution	expense,	to	reflect	Legg	Mason’s	continuing	role	as	funds’	distributor.	

45

	
	
	
	
	
	
	
	
	
	
	
LIQUIDITY AND CAPITAL RESOURCES 
The	primary	objective	of	our	capital	structure	and	fund-
ing	practices	is	to	appropriately	support	Legg	Mason’s	
business	strategies	and	to	provide	needed	liquidity	at	all	
times,	including	maintaining	required	capital	in	certain	
subsidiaries.	Liquidity	and	the	access	to	liquidity	is	
important	to	the	success	of	our	ongoing	operations.	Our	
overall	funding	needs	and	capital	base	are	continually	
reviewed	to	determine	if	the	capital	base	meets	the	
expected	needs	of	our	businesses.	We	intend	to	continue	
to	explore	potential	acquisition	opportunities	as	a	means	
of	diversifying	and	strengthening	our	asset	management	
business.	These	opportunities	may	from	time	to	time	
involve	acquisitions	that	are	material	in	size	and	may	
require,	among	other	things,	the	raising	of	additional	
equity	capital	and/or	the	issuance	of	additional	debt.	

On	December	1,	2005,	we	completed	the	acquisition	of	
CAM	in	exchange	for	(i)	all	outstanding	stock	of	Legg	
Mason	subsidiaries	that	constituted	our	PC/CM	busi-
nesses;	(ii)	5,393,545	shares	of	common	stock	and	
13.346632	shares	of	non-voting	Legg	Mason	convertible	
preferred	stock,	which	is	convertible,	upon	transfer,	into	

13,346,632	shares	of	common	stock;	and	(iii)	$512	million	
in	cash	borrowed	under	a	$700	million	five-year		
syndicated	term	loan	facility.	Under	the	terms	of	the	
agreement,	we	paid	a	post-closing	purchase	price	adjust-
ment	of	$84.7	million	to	Citigroup	in	September	2006,	
based	on	the	retention	of	certain	AUM	nine	months	after	
the	closing.	Since	this	contingent	payment	was	paid	from	
available	cash,	an	unsecured	5-year,	$300	million	float-
ing-rate	credit	agreement	that	we	had	entered	to	fund		
this	obligation	terminated	in	accordance	with	its	terms.	
During	fiscal	2006,	Legg	Mason	issued	approximately	
4.96	million	common	shares	upon	conversion	of	approxi-
mately	4.96	shares	of	the	convertible	preferred	stock	that	
was	issued	in	the	CAM	acquisition.	

The	following	table	summarizes	the	credit	facilities	that	
were	executed	in	connection	with	the	CAM	acquisition.	
The	credit	facilities	include	agreements	to	fund	working	
capital	needs	and	for	general	corporate	purposes,	includ-
ing	acquisitions.	The	facilities	have	restrictive	covenants	
that	require	us,	among	other	things,	to	maintain	specific	
leverage	ratios.	We	have	maintained	compliance	with	the	
applicable	covenants	of	these	borrowing	facilities.	

Type	
5-Year	Term	Loan	

Available	
Amount	
$700,000	

Outstanding	 Outstanding
at	March	31,	 at	March	31,	

2007	
$650,000	

2006	

Interest	Rate	

Maturity	

$700,000	 LIBOR	+	0.35%	 October	2010	

5-Year	Credit	Agreement(1)	
$300,000	 $										—	
3-Year	Term	Loan(2)	
$		16,000	 $				8,543	
Promissory	Note(3)	
$		83,227	 $										—			
Revolving	Credit	Agreement	
$500,000	 $										—	
Revolving	Credit	Agreement(1)	 $130,000	 $										—	

$										—	 LIBOR	+	0.35%	 November	2010	
$			15,776	 Floating	+	0.35%	 November	2008	 Purchase	price
$			83,227	 LIBOR	+	0.35%	 November	2006	 Purchase	price
$										—	 LIBOR	+	0.35%	 October	2010	 Working	capital
$										—	 LIBOR	+	0.27%	 November	2006	 Working	capital

(1)	Terminated	in	fiscal	2007.	There	were	no	borrowings	during	fiscal	2007.
(2)	Loan	denominated	in	Chilean	Pesos.	Floating	rate	linked	to	Bank	of	Chile	offering	rate.
(3)	Matured	in	fiscal	2007.

On	October	14,	2005,	Legg	Mason	entered	into	a	syndi-
cated	five-year	$700	million	unsecured	floating-rate	term	
loan	agreement	to	primarily	fund	the	cash	portion	of	the	
purchase	price	of	the	Citigroup	transaction.	At	closing,	
we	borrowed	$600	million,	of	which	$512	million	was	
used	to	fund	the	cash	portion	of	the	purchase	and	the	
remainder	was	used	to	fund	acquisition-related	expenses.	
The	remaining	$100	million	of	the	$700	million	loan	
facility	was	drawn	down	in	February	2006	for	additional	

acquisition	related	costs;	$650	million	remains	outstand-
ing	as	of	March	31,	2007.	Effective	with	the	closing	of		
the	Citigroup	transaction,	we	entered	into	a	$400	million	
three-year	amortizing	interest	rate	swap	(“Swap”)	to	hedge	
a	portion	of	the	$700	million	floating	rate	term	loan	at	a	
fixed	rate	of	4.9%.	During	the	March	2007	quarter,	this	
Swap	began	to	unwind	and	we	repaid	a	corresponding	
$50	million	of	the	debt.	We	currently	intend	to	repay	a	
minimum	of	$50	million	per	quarter	of	the	current		

46

Purpose
Purchase	price
Contingent
	 Acquisition	costs

	
	
	
	
	
	
	
	
	
$650	million	outstanding	balance	on	this	loan	in	order	to	
match	the	amortization	of	the	Swap.	

Also	in	connection	with	the	Citigroup	transaction,	one	of	
our	subsidiaries	was	the	borrower	under	a	364-day	prom-
issory	note	of	$83.2	million.	During	the	fiscal	year	ended	
March	31,	2007,	we	paid	from	available	cash	the	balance	
outstanding	on	this	note.	

Effective	November	1,	2005,	we	acquired	80%	of	the		
outstanding	equity	of	Permal.	Concurrent	with	the		
acquisition,	Permal	completed	a	reorganization	in	which	
the	residual	20%	of	outstanding	equity	was	converted	to	
preference	shares,	resulting	in	Legg	Mason	owning	100%	
of	the	outstanding	voting	common	stock	of	Permal.	We	
have	the	right	to	purchase	the	preference	shares	over	the	
four	years	subsequent	to	the	closing	and,	if	that	right	is	
not	exercised,	the	holders	of	those	equity	interests	have	
the	right	to	require	Legg	Mason	to	purchase	the	interests	
in	the	same	general	time	frame	for	approximately	the	
same	consideration.	The	aggregate	consideration	paid		
by	Legg	Mason	at	closing	was	$800	million,	of	which	
$200	million	was	in	the	form	of	1,889,322	newly	issued	
shares	of	Legg	Mason	common	stock	and	the	remainder	
was	cash.	We	funded	the	cash	portion	of	the	acquisition	
from	existing	cash.	It	is	anticipated	that	we	will	acquire	the	
remaining	20%	ownership	interest	in	Permal,	and	we	will		
do	so	in	purchases	that	will	be	made	two	and	four	years	
after	the	initial	closing	at	prices	based	on	Permal’s	revenues.		
The	maximum	aggregate	price,	including	earnout	payments	
related	to	each	purchase	and	based	upon	future	revenue		
levels,	for	all	equity	interests	in	Permal	is	$1.386	billion,		
with	a	$961	million	minimum	price,	excluding	acquisition	
costs	and	dividends.	Based	upon	current	performance	levels,	
as	of	March	31,	2007,	$130	million	of	the	$161	million	
difference	between	the	minimum	purchase	price	and		
consideration	paid	at	closing	is	classified	as	Contractual	
acquisition	payable,	a	current	liability.	We	may	elect	to	
deliver	up	to	25%	of	each	of	the	future	payments	in	the	
form	of	shares	of	our	common	stock.	In	addition,	during	
fiscal	2007	we	paid	approximately	$12	million	in	dividends	
on	the	preference	shares,	and	we	will	pay	a	minimum	of	
$27	million	in	dividends	on	the	preference	shares	over	the	
next	3	years.	

Our	assets	consist	primarily	of	intangible	assets,	goodwill,	
cash	and	cash	equivalents	and	investment	advisory		
and	related	fees	receivables.	Our	assets	are	principally		
funded	by	equity	capital	and	long-term	debt.	The	invest-
ment	advisory	fee	receivables	are	short-term	in	nature	and		

collectibility	is	reasonably	certain.	Excess	cash	is	generally	
invested	in	institutional	money	market	funds	and		
commercial	paper.	The	highly	liquid	nature	of	our		
current	assets	provides	us	with	flexibility	in	financing		
and	managing	our	anticipated	operating	needs.	

At	March	31,	2007,	our	total	assets	and	stockholders’	
equity	were	$9.6	billion	and	$6.5	billion,	respectively.	
During	fiscal	2007,	stockholders’	equity	increased	approxi-
mately	$691.4	million,	primarily	due	to	the	net	income		
for	the	year.	During	the	year	ended	March	31,	2007,		
cash	and	cash	equivalents	increased	by	$160.1	million		
from	$1.02	billion	at	March	31,	2006	to	$1.18	billion	at	
March	31,	2007.	Cash	flows	from	operating	activities	pro-
vided	$905.5	million,	primarily	attributable	to	net	income.	
Cash	flows	from	investing	activities	used	$542.1	million,	
primarily	attributable	to	a	contingent	earnout	payment	to	
the	previous	owners	of	PCM,	payments	for	fixed	assets	and	
the	purchase	price	adjustment	paid	to	Citigroup.	Financing	
activities	used	$209.4	million,	primarily	due	to	payment	of	
cash	dividends	and	repayment	of	short-term	and	long-term	
borrowings.	We	expect	that	cash	flows	provided	by	operat-
ing	activities	will	be	the	primary	source	of	working	capital	
for	the	next	year.

As	of	March	31,	2007,	our	outstanding	debt	balance	was	
$1.1	billion.	In	addition	to	the	$650.0	million	five-year	
term	loan	discussed	previously,	included	in	the	outstand-
ing	debt	is	$425.0	million	principal	amount	of	senior	
notes	due	July	2,	2008,	which	bear	interest	at	6.75%.		
The	notes	were	issued	at	a	discount	to	yield	6.80%.	The	
accreted	balance	at	March	31,	2007	was	$424.8	million.	
During	fiscal	2006,	holders	of	zero-coupon	contingent	
convertible	notes	aggregating	$479.9	million	principal	
amount	at	maturity	converted	the	notes	into	approxi-
mately	5.5	million	shares	of	common	stock.	During	fiscal	
2007,	all	remaining	outstanding	zero-coupon	contingent	
convertible	senior	notes	were	converted	into	756	thousand	
shares	of	common	stock.	Proceeds	from	our	long-term	
debt	have	been	primarily	used	to	fund	the	acquisition		
of	asset	management	entities.	

On	September	21,	2006,	Moody’s	Investor	Service,	Inc.	
upgraded	the	rating	on	our	senior,	unsecured	debt	from	
A3	to	A2.	Our	debt	ratings	at	March	31,	2007	for	
Standard	and	Poor’s	Rating	Services	and	Fitch	Ratings	
were	BBB+	and	A-,	respectively.

On	August	1,	2001,	Legg	Mason	purchased	PCM	for	cash	
of	approximately	$682.0	million,	excluding	acquisition	
costs.	The	transaction	included	two	contingent	payments	

47

based	on	PCM’s	revenue	growth	for	the	years	ending	on	
the	third	and	fifth	anniversaries	of	closing,	with	the	
aggregate	purchase	price	to	be	no	more	than	$1.382	bil-
lion.	During	fiscal	2005,	we	made	the	maximum	third	
anniversary	payment	of	$400.0	million	to	the	former	
owners	of	PCM.	During	the	quarter	ended	September	30,	
2006,	we	paid	from	available	cash	the	maximum	fifth	
anniversary	payment	of	$300.0	million,	which	was	
accrued	as	a	liability	with	a	corresponding	increase	to	
goodwill	at	March	31,	2006.	This	payment	is	subject	to	
certain	limited	claw-back	provisions.	

We	maintain	an	unsecured	revolving	credit	facility	of	
$500	million	that	matures	on	October	1,	2010,	to	fund	
working	capital	needs	and	for	general	corporate	purposes.	
There	were	no	borrowings	outstanding	under	this	facility	
as	of	March	31,	2007	or	2006.

We	have	available	under	a	shelf	registration	statement	
approximately	$1.25	billion	for	the	issuance	of	additional	
debt	or	equity	securities.	A	shelf	filing	permits	us	to	regis-
ter	securities	in	advance	and	then	sell	them	when	
financing	needs	arise	or	market	conditions	are	favorable.	
We	intend	to	use	the	shelf	registration	for	general	corpo-
rate	purposes,	including	the	expansion	of	our	business.	
There	are	no	assurances	as	to	the	terms	of	any	securities	
that	may	be	issued	pursuant	to	the	shelf	registration	since	
they	are	dependent	on	market	conditions	and	interest	
rates	at	the	time	of	issuance.

The	Board	of	Directors	previously	authorized	us,	at	our	
discretion,	to	purchase	up	to	3.0	million	shares	of	our	
common	stock.	There	were	no	repurchases	during	fiscal	
2007	and	2006.	During	fiscal	2005	we	repurchased	
734,700	shares	for	$40.7	million.	As	of	March	31,	2007,	
the	maximum	amount	of	shares	that	may	yet	be	pur-
chased	under	the	program	is	666,200.	In	fiscal	2007,	
2006	and	2005,	we	paid	cash	dividends	of	$109.9	million,	
$78.6	million,	and	$51.7	million,	respectively.	We	antici-
pate	that	we	will	continue	to	pay	quarterly	dividends	and	
to	repurchase	shares	on	a	discretionary	basis.	

Certain	of	our	asset	management	subsidiaries	maintain	
various	credit	facilities	for	general	operating	purposes.	See	
Notes	7	and	8	of	Notes	to	Consolidated	Financial	
Statements	for	additional	information.	Certain	subsidiar-
ies	are	also	subject	to	the	capital	requirements	of	various	
regulatory	agencies.	All	such	subsidiaries	met	their	respec-
tive	capital	adequacy	requirements.	

Off-Balance Sheet Arrangements 
Off-balance	sheet	arrangements,	as	defined	by	the	
Securities	and	Exchange	Commission	(“SEC”),	include	
certain	contractual	arrangements	pursuant	to	which	a		
company	has	an	obligation,	such	as	certain	contingent		
obligations,	certain	guarantee	contracts,	retained	or	contin-
gent	interest	in	assets	transferred	to	an	unconsolidated	
entity,	certain	derivative	instruments	classified	as	equity		
or	material	variable	interests	in	unconsolidated	entities		
that	provide	financing,	liquidity,	market	risk	or	credit	risk		
support.	Disclosure	is	required	for	any	off-balance	sheet	
arrangements	that	have,	or	are	reasonably	likely	to	have,	a	
material	current	or	future	effect	on	our	financial	condition,	
results	of	operations,	liquidity	or	capital	resources.	We		
generally	do	not	enter	into	off-balance	sheet	arrange-
ments,	as	defined,	other	than	those	described	in	the	
Contractual	Obligations	and	Contingent	Payments		
section	that	follows	and	Special	Purpose	and	Variable	
Interest	Entities	in	Notes	1	and	17	of	Notes	to	the	
Consolidated	Financial	Statements.	

Contractual Obligations and Contingent Payments 
Legg	Mason	has	contractual	obligations	to	make	future	
payments	in	connection	with	our	long-term	debt	and	
non-cancelable	lease	agreements.	In	addition,	as	described	
in	Liquidity	and	Capital	Resources	above,	we	have	made	
or	expect	to	make	contingent	payments	under	business	
purchase	agreements.	See	Notes	7,	8,	and	10	of	Notes	to	
Consolidated	Financial	Statements	for	additional	disclo-
sures	related	to	our	commitments.	

48

The	following	table	sets	forth	these	contractual	and	contingent	obligations	by	fiscal	year:	

Contractual and Contingent Obligations at March 31, 2007 

(In millions)	
Contractual Obligations
Long-term	borrowings	by	contract	maturity	
Coupon	interest	on	long-term	borrowings(1)	
Minimum	rental	commitments	
Total	Contractual	Obligations	
Contingent Obligations
Contingent	payments	related		
	 to	business	acquisitions(2)	
Total	Contractual	and		
	 Contingent	Obligations(3)	

2008	

2009	

2010	

2011	

2012	 Thereafter	 Total

$				5.1	
65.2	
97.2	
			167.5	

	$438.8	
			48.4	
	108.8	
	596.0	

$				5.5	
	33.2	
104.1	
142.8	

$654.0	
	24.9	
82.7	
		761.6	

		$				0.8	
		0.5	
76.2	
77.5	

$				8.6	
1.6	
630.9	
641.1	

$1,112.8
173.8
1,099.9
2,386.5

			252.0	

7.5	

293.5	

			—	

	60.0	

			—	

		613.0

$419.5	

$603.5	

$436.3	

$761.6	

$137.5	

$641.1	

$2,999.5

(1)	Coupon	interest	on	floating	rate	long-term	debt	is	based	on	rates	outstanding	at	March	31,	2007.	
(2)		The	amount	of	contingent	payments	reflected	for	any	year	represents	the	maximum	amount	that	could	be	payable	at	the	earliest	possible	date	under	the	terms	of	business	

purchase	agreements.	

(3)		The	table	above	does	not	include	approximately	$39.3	in	capital	commitments	to	investment	partnerships	in	which	Legg	Mason	is	a	limited	partner.	These	obligations	will	

be	funded,	as	required,	through	the	end	of	the	commitment	periods	that	range	from	fiscal	2008	to	2011.	

Restructuring Charges
Prior	to	consummation	of	the	CAM	transaction,		
senior	management	assessed	and	formulated	plans	for	
restructuring	the	business	of	the	combined	entities,	
which	included	reductions	in	the	acquired	workforce,	
rationalization	and	realignment	of	the	acquired	mutual	
funds,	and	an	evaluation	of	office	lease	obligations	
assumed	in	the	transaction	in	several	geographic	regions.	
Costs	associated	with	reductions	of	the	acquired	work	
force	were	accrued	at	acquisition	date,	at	which	time		
specific	plans	and	the	communication	of	those	plans	were	
finalized.	Costs	associated	with	mutual	fund	realignment		
and	office	space	rationalization	were	accrued	during	fiscal	
2007,	as	management	finalized	plans	and	amounts	could		
be	reasonably	estimated.	As	part	of	the	fund	realignment,	
certain	domestic	funds	have	been	or	are	being	merged	
with	funds	of	similar	strategy	and	certain	funds	have	
been	or	are	being	re-domiciled	or	liquidated,	as	approved	
by	the	Boards	of	Directors	of	the	funds	or	fund		

shareholders.	The	fund	realignment	costs	were	not	associ-
ated	with	or	incurred	to	generate	revenues	of	the	combined	
entity	after	the	consummation	date,	were	incremental	to	
other	costs	incurred	in	the	conduct	of	activities	prior	to	the	
transaction	date,	and	were	incurred	as	a	direct	result	of	the	
plan	to	exit	certain	CAM	activities.	The	determination	of	
excess	office	space	in	several	geographic	regions	resulted	
from	staff	reductions	and	business	integrations.	Excess	
office	space	costs	include	both	amounts	incurred	under	
existing	contractual	obligations	of	CAM	that	will	continue	
with	no	economic	benefit	and	penalties	incurred	to	cancel	
contractual	obligations	of	the	acquired	business.

The	costs	for	workforce	reductions,	mutual	fund	realign-
ment	and	excess	office	space	aggregating	$85.4	million		
are	associated	with	integration	of	the	acquired	CAM		
business	and	such	costs	are	reflected	as	additional		
goodwill	and	only	impact	future	earnings	to	the		
extent	recorded	goodwill	becomes	impaired.	

A	summary	of	all	accrued	restructuring	costs	(in	millions)	follows:

Accrued	at	acquisition	
Payments	
Accrual	at	March	31,	2006	
Accruals	
Payments	
Accrual at March 31, 2007 

Acquired	
Workforce		
Reductions	
	 $	27.5	
(19.5)	
8.0	
1.2	
(9.0)	
  $   0.2 

Fund
Realignment	

Office	Leases		

$				—	
	—	
	—	
42.4	
(37.2)	
$   5.2 

$	 	—	
	 	—	
	 	—	
14.3	
(3.3)	
 $11.0 

Total
$	27.5
		(19.5)
8.0
57.9
(49.5)
 $ 16.4

49

	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
 
The	purchase	price	allocation	was	completed	during	fiscal	
2007,	and	we	expect	the	remaining	accrued	costs	to	be	paid	
as	incurred	or	over	their	contractual	terms	in	future	years.

MARKET RISK 
The	following	describes	certain	aspects	of	our	business	
that	are	sensitive	to	market	risk.	

Revenues and Net Income 
The	majority	of	our	revenue	is	based	on	the	market	value	
of	our	AUM.	Accordingly,	a	decline	in	the	prices	of	secu-
rities	generally	may	cause	our	AUM	to	decrease.	In	
addition,	our	fixed	income	and	liquidity	AUM	are	subject	
to	the	impact	of	interest	rate	fluctuations,	as	rising	interest	
rates	may	tend	to	reduce	the	market	value	of	bonds	held	
in	various	mutual	fund	portfolios	or	separately	managed	
accounts.	Performance	fees	may	be	earned	on	certain	
investment	advisory	contracts	for	exceeding	performance	
benchmarks.	Declines	in	market	values	of	AUM	and	
underperformance	of	advisory	contracts	versus	the	appli-
cable	performance	benchmarks	will	result	in	reduced	fee	
revenues	and	net	income.	

Investments 
Legg	Mason	invests	in	sponsored	mutual	funds,	limited	
partnerships,	limited	liability	companies	and	certain	other	
investment	products.	No	investments	were	classified	as	
held-to-maturity	at	March	31,	2007.	Legg	Mason	has	also	
made	certain	available-for-sale	investments	of	$8.3	mil-
lion	at	March	31,	2007.	Declines	in	market	values	of	these	
investments	may	negatively	impact	Legg	Mason’s	reve-
nues,	net	income	and	comprehensive	income.	

Trading Assets 
Of	our	securities	owned,	$273.2	million	and	$142.2	mil-
lion	as	of	March	31,	2007	and	2006,	respectively,	are	
classified	as	trading	assets.	Approximately	$153.7	million	of	
these	assets	as	of	March	31,	2007	and	substantially	all	of	
these	assets	as	of	March	31,	2006	are	related	to	long-term	
incentive	compensation	plans	of	subsidiaries	that	have	cor-
responding	liabilities.	Accordingly,	fluctuation	in	the	
market	value	of	these	assets	and	the	related	liabilities	will	
have	no	impact	on	our	operating	revenues	and	will	not	have	
a	material	effect	on	our	net	income	or	liquidity.	However,		
it	may	have	an	impact	on	our	compensation	expense	with		
a	corresponding	offset	in	other	non-operating	income.	
Approximately	$35.3	million	of	these	assets	are	seed	capital	
investments	that	are	economically	hedged.	Fluctuations	in	
the	market	value	of	these	assets	will	not	have	a	material	

impact	on	our	net	income.	Approximately	$84.2	million	of	
these	assets,	including	approximately	$37.9	million	related	
to	long-term	incentive	compensation,	represent	investments	
in	which	fluctuations	in	market	value	may	impact	our	non-
operating	income	and	net	income.	

Foreign Exchange Sensitivity 
Legg	Mason	operates	primarily	in	the	United	States,	but	
provides	services,	earns	revenues	and	incurs	expenses	out-
side	the	United	States.	Accordingly,	fluctuations	in	foreign	
exchange	rates	for	currencies,	principally	in	the	United	
Kingdom,	Canada,	Brazil	and	Australia,	may	impact	our	
comprehensive	and	net	income.	Certain	of	our	subsidiaries	
have	entered	into	forward	contracts	to	manage	the	impact	
of	fluctuations	in	foreign	exchange	rates	on	their	results	of	
operations.	We	do	not	expect	foreign	currency	fluctuations	
to	have	a	material	effect	on	our	comprehensive	or	net	
income	or	liquidity.	

Interest Rate Risk 
Exposure	to	interest	rate	changes	on	our	outstanding	debt	
is	not	material	as	a	substantial	portion	of	our	debt	is	at	
fixed	interest	rates.	In	addition,	a	significant	portion	of	our	
outstanding	floating	rate	debt	is	hedged	through	an	inter-
est	rate	swap	that	reduces	our	exposure	in	a	rising	interest	
rate	environment.	Gains	and	losses	in	the	market	value	of	
the	swap	will	be	recorded	as	a	component	of	other	compre-
hensive	income	as	long	as	the	hedge	is	effective	as	a	cash	
flow	hedge.	See	Note	8	of	Notes	to	Consolidated	Financial	
Statements	for	additional	disclosures	regarding	debt.	

CRITICAL ACCOUNTING POLICIES 
Accounting	policies	are	an	integral	part	of	the	preparation		
of	our	financial	statements	in	accordance	with	accounting	
principles	generally	accepted	in	the	United	States	of	
America.	Understanding	these	policies,	therefore,	is	a	key	
factor	in	understanding	our	reported	results	of	operations	
and	financial	position.	See	Note	1	of	Notes	to	Consolidated	
Financial	Statements	for	a	discussion	of	our	significant	
accounting	policies	and	other	information.	Certain	critical	
accounting	policies	require	us	to	make	estimates	and	
assumptions	that	affect	the	amounts	of	assets,	liabilities,	
revenues	and	expenses	reported	in	the	financial	statements.	
Due	to	their	nature,	estimates	involve	judgment	based	upon	
available	information.	Therefore,	actual	results	or	amounts	
could	differ	from	estimates	and	the	difference	could	have	a	
material	impact	on	the	consolidated	financial	statements.	

We	consider	the	following	to	be	among	our	current	account-
ing	policies	that	involve	significant	estimates	or	judgments.	

50

Intangible Assets and Goodwill 
Our	identifiable	intangible	assets	consist	primarily	of	asset	
management	contracts,	contracts	to	manage	proprietary	
mutual	funds	or	funds-of-hedge	funds	and	trade	names	
resulting	from	acquisitions.	Management	contracts	are	
amortizable	intangible	assets	that	are	capitalized	at	acqui-
sition	and	amortized	over	the	expected	life	of	the	contract.	
Contracts	to	manage	proprietary	mutual	funds	or	funds-
of-hedge	funds	are	indefinite-life	intangible	assets	because	
we	assume	that	there	is	no	foreseeable	limit	on	the	con-
tract	period	due	to	the	likelihood	of	continued	renewal	at	
little	or	no	cost.	Similarly,	trade	names	are	considered	
indefinite-life	intangible	assets	because	they	are	expected	
to	generate	cash	flows	indefinitely.	

Goodwill	represents	the	residual	amount	of	acquisition	
cost	in	excess	of	identified	tangible	and	intangible	assets	
and	assumed	liabilities.	

In	allocating	the	purchase	price	of	an	acquisition	to		
intangible	assets,	we	must	determine	the	fair	value	of	the	
assets	acquired.	We	determine	fair	values	of	intangible	
assets	acquired	based	upon	certain	estimates	and	assump-
tions	including	projected	future	cash	flows,	growth	or	
attrition	rates	for	acquired	contracts	based	upon	historical	
experience,	estimated	contract	lives,	discount	rates	and	
investment	performance.	The	determination	of	estimated	
contract	lives	requires	judgment	based	upon	historical	
client	turnover	and	attrition	rates	and	the	probability		
that	contracts	with	termination	dates	will	be	renewed.	

As	of	March	31,	2007,	we	had	approximately	$2.4	billion	
in	goodwill,	$3.9	billion	in	indefinite-life	intangible	assets	
and	$553.5	million	in	net	amortizable	intangible	assets.	
The	estimated	useful	lives	of	amortizable	intangible	assets	
currently	range	from	5	to	20	years.	As	of	March	31,	2007,	
amortizable	intangible	assets	are	being	amortized	over	a	
remaining	weighted-average	life	of	11	years.	

Goodwill	is	evaluated	quarterly	at	the	reporting	unit	level	
and	is	considered	impaired	when	the	carrying	amount	of	
the	reporting	unit	exceeds	the	implied	fair	value	of	the	
reporting	unit.	In	estimating	the	implied	fair	value	of	the	
reporting	unit,	we	use	valuation	techniques	based	on	dis-
counted	cash	flows,	similar	to	techniques	employed	in	
analyzing	the	purchase	price	of	an	acquisition	target.		
We	have	defined	the	reporting	units	to	be	the	Managed	
Investments,	Institutional	and	Wealth	Management		
divisions,	which	are	the	same	as	our	operating	segments.	
Allocations	of	goodwill	to	our	divisions	for	acquisitions	
and	dispositions	are	based	on	relative	fair	values	of	the	

businesses	added	to	or	sold	from	the	divisions.	See	Note	
18	of	Notes	to	Consolidated	Financial	Statements	for	
additional	information	related	to	business	segments.	

Significant	assumptions	used	in	assessing	the	implied	fair	
value	of	goodwill	under	the	discounted	cash	flow	method	
include	the	projected	cash	flows	generated	by	the	report-
ing	unit,	the	growth	rate	used	in	projecting	the	cash	
flows,	and	the	discount	rate	used	to	determine	the	present	
value	of	the	cash	flows.	Annual	cash	flow	growth	rates	are	
based	on	historical	growth	rates.	

The	Wealth	Management	and	Managed	Investments	
reporting	units	represent	approximately	51%	and	44%,	
respectively,	of	our	goodwill.	Wealth	Management	good-
will	is	principally	attributable	to	PCM	and	Managed	
Investments	goodwill	is	principally	attributable	to	CAM.	
Projected	cash	flows	for	these	divisions	are	assumed	to	
grow	10%	annually	over	the	next	five	years,	with	a	long-
term	annual	growth	rate	of	5%.	The	projected	cash	flows	
are	discounted	at	16%	to	determine	the	present	value.	
The	discount	rate	is	based	on	risk-adjusted	estimated	
weighted	average	cost	of	capital.	For	the	Wealth	
Management	reporting	unit,	annual	cash	flows	would	
have	to	decline	by	more	than	35%	or	the	discount	rate	
increase	to	more	than	20%	for	the	goodwill	to	be	deemed	
impaired.	For	the	Managed	Investments	reporting	unit,	
annual	cash	flows	would	have	to	decline	by	more	than	
50%	or	the	discount	rate	increase	to	more	than	25%	for	
the	goodwill	to	be	deemed	impaired.	

We	review	the	fair	value	of	our	intangible	assets	on	a		
quarterly	basis,	considering	projected	cash	flows,	to		
determine	whether	the	assets	are	impaired	and	the	amor-
tization	periods	are	appropriate.	If	an	asset	is	determined	
to	be	impaired,	the	difference	between	the	value	of	the	
asset	reflected	on	the	financial	statements	and	its	current	
implied	fair	value	is	recognized	as	an	expense	in	the	
period	in	which	the	impairment	is	determined	to	be		
other	than	temporary.	If	the	amortization	periods	are		
not	appropriate,	the	expected	lives	are	adjusted	and	the	
impact	on	the	fair	value	is	assessed.	

The	implied	fair	values	of	intangible	assets	subject	to	
amortization	are	determined	at	each	reporting	period	
using	an	undiscounted	cash	flow	analysis.	Significant	
assumptions	used	in	assessing	the	implied	fair	value	of	
management	contract	intangible	assets	include	projected	
cash	flows	generated	by	the	contracts,	and	attrition	rates	
and	the	remaining	lives	of	the	contracts.	Projected	cash	
flows	are	based	on	fees	generated	by	current	AUM	for	the	

51

applicable	contracts.	Contracts	are	assumed	to	turnover	
evenly	throughout	the	life	of	the	intangible	asset.	The	
expected	life	of	the	asset	is	based	upon	factors	such	as	
average	client	retention	and	client	turnover	rates.	

Management	contract	intangible	assets	related	to	the	
retail	separately	managed	accounts	acquired	in	the	CAM	
acquisition	and	client	contracts	acquired	with	PCM	repre-
sent	approximately	48%	and	37%,	respectively,	of	our	
total	amortizable	intangible	assets.	This	CAM	intangible	
asset	has	an	expected	life	of	12	years	(which	represents	an	
annual	contract	turnover	rate	of	8%).	For	CAM	contracts	
to	be	impaired,	contract	cash	flows	would	have	to	decline	
by	approximately	70%	or	client	attrition	would	have	to	
accelerate	to	a	rate	such	that	the	estimated	life	decreases	
by	more	than	65%.	

The	PCM	intangible	asset	related	to	client	contracts	had	
an	original	expected	life	of	18	years	(which	represents	an	
annual	contract	turnover	rate	of	6%),	with	an	expected	
remaining	life	of	12	years	at	March	31,	2007.	At	current	
expected	client	attrition	rates,	the	cash	flows	generated		
by	the	underlying	management	contracts	held	by	PCM	
would	have	to	decline	by	approximately	50%	for	the	asset	
to	become	impaired.	Similarly,	with	no	change	to	the	
profitability	of	the	contracts,	client	attrition	would	have		
to	accelerate	to	a	rate	such	that	our	estimated	useful	life	
would	decline	by	approximately	35%	before	the	asset	
would	be	deemed	impaired.	

For	intangible	assets	with	lives	that	are	indeterminable	or	
indefinite,	fair	value	is	determined	based	on	anticipated	
discounted	cash	flows.	We	have	two	primary	types	of	
indefinite-life	intangible	assets:	proprietary	fund	contracts	
and	to	a	lesser	extent,	trade	names.	

Significant	assumptions	used	in	assessing	the	fair	value	of	
proprietary	fund	contracts	include	the	projected	cash	
flows	generated	by	those	contracts	and	the	discount	rate	
used	to	determine	the	present	value	of	the	cash	flows.	
Projected	cash	flows	are	based	on	annualized	cash	flows	
for	the	applicable	contracts	projected	forward	forty	years,	
assuming	annual	cash	flow	growth	approximating	market	
returns.	Contracts	within	the	same	family	of	funds	are	
reviewed	in	aggregate	and	are	considered	interchangeable	
because	investors	can	transfer	between	funds	with	limited	
restrictions.	Similarly,	cash	flows	generated	by	new	funds	
added	to	the	fund	family	are	included	when	determining	
the	fair	value	of	the	intangible	asset.	

The	domestic	mutual	fund	contracts	acquired	in	the	CAM	
acquisition	and	the	Permal	funds-of-hedge	funds	contracts	
account	for	approximately	65%	and	25%,	respectively,	of	
our	indefinite	life	intangible	assets.	Cash	flows	from	the	
CAM	and	Permal	contracts	are	assumed	to	grow	at	long-
term	annual	rates	of	5%	and	8%,	respectively,	which	
approximates	the	expected	average	market	returns.	The	
projected	cash	flows	from	the	CAM	and	Permal	funds	are	
discounted	at	13%	and	14%,	respectively,	based	on	the	esti-
mated	weighted	average	cost	of	capital	of	the	respective	
businesses.	Changes	in	assumptions,	such	as	an	increased	
discount	rate	or	declining	cash	flows,	could	result	in	an	
impairment.	At	current	profitability	levels,	cash	flows	gen-
erated	by	the	CAM	mutual	fund	contracts	would	have	to	
fall	approximately	13%	or	the	discount	rate	used	in	the	test	
would	have	to	be	raised	to	14%	for	the	asset	to	be	deemed	
impaired.	Likewise,	cash	flows	generated	by	the	Permal	
funds-of-hedge	funds	contracts	would	have	to	decline	by	
approximately	36%	or	the	discount	rate	raised	to	20%	for	
the	asset	to	be	deemed	impaired.	

Some	of	our	business	acquisitions,	such	as	PCM,	Royce	
and	Permal	involved	closely	held	companies	in	which	cer-
tain	key	employees	were	also	owners	of	those	companies.	
In	establishing	the	purchase	price,	we	may	include	contin-
gent	consideration	whereby	only	a	portion	of	the	purchase	
price	is	paid	on	the	acquisition	date.	The	determination	of	
these	contingent	payments	is	consistent	with	our	methods	
of	valuing	and	establishing	the	purchase	price,	and	we	
record	these	payments	as	additional	purchase	price	and	
not	compensation	when	the	contingencies	are	met.	
Historically,	contingent	payments	have	been	recorded	as	
additional	goodwill.	See	Note	6	of	Notes	to	Consolidated	
Financial	Statements	for	additional	information	regarding	
intangible	assets	and	goodwill.	

Loss Contingencies 
Legg	Mason	has	been	the	subject	of	customer	complaints	
and	has	also	been	named	as	a	defendant	in	various	legal	
actions	arising	primarily	from	securities	brokerage,	asset	
management	and	investment	banking	activities,	including	
certain	class	actions,	which	primarily	allege	violations	of	
securities	laws	and	seek	unspecified	damages,	which	could	
be	substantial.	Legg	Mason	is	also	involved	in	governmen-
tal	and	self-regulatory	agency	inquiries,	investigations	and	
proceedings.	With	the	sale	of	our	private	client	and	capi-
tal	markets	businesses,	we	agreed	to	indemnify	Citigroup	
for	most	customer	complaints,	litigation	and	regulatory	
liabilities	that	result	from	pre-closing	events.	Similarly,	
Citigroup	has	agreed	to	be	liable	to	Legg	Mason	for	most	

52

customer	complaints	litigation	and	regulatory	liabilities	of	
the	CAM	business	that	result	from	pre-closing	events.	In	
accordance	with	Statement	of	Financial	Accounting	
Standards	(“SFAS”)	No.	5,	“Accounting	for	Contingencies,”	
we	have	established	liabilities	for	potential	losses	from	
complaints,	legal	actions,	investigations	and	proceedings,	
exclusive	of	legal	fees.	In	establishing	these	liabilities,		
we	use	our	judgment	to	determine	the	probability	that	
losses	have	been	incurred	and	a	reasonable	estimate	of	the	
amount	of	the	losses.	In	making	these	decisions,	we	base	
our	judgments	on	our	knowledge	of	the	situations,	con-
sultations	with	legal	counsel	and	our	historical	experience	
in	resolving	similar	matters.	In	many	lawsuits,	arbitrations	
and	regulatory	proceedings,	it	is	not	possible	to	determine	
whether	a	liability	has	been	incurred	or	to	estimate		
the	amount	of	that	liability	until	the	matter	is	close	to	
resolution.	However,	accruals	are	reviewed	monthly	and	
are	adjusted	to	reflect	our	estimates	of	the	impact	of		
developments,	rulings,	advice	of	counsel	and	any	other	
information	pertinent	to	a	particular	matter.	Because	of	
the	inherent	difficulty	in	predicting	the	ultimate	outcome	
of	legal	and	regulatory	actions,	we	cannot	predict	with	
certainty	the	eventual	loss	or	range	of	loss	related	to	such	
matters.	If	our	judgments	prove	to	be	incorrect,	our	liabil-
ity	for	losses	and	contingencies	may	not	accurately	reflect	
actual	losses	that	result	from	these	actions,	which	could	
materially	affect	results	in	the	period	the	expenses	are	
ultimately	determined.	As	of	March	31,	2007	and	2006,	
our	liability	for	losses	and	contingencies	was	$2.6	million	
and	$4.3	million,	respectively.	See	Note	10	of	Notes	to	
Consolidated	Financial	Statements	for	additional	disclo-
sures	regarding	contingencies.	

Stock-Based Compensation 
Our	stock-based	compensation	plans	include	stock	
options,	employee	stock	purchase	plans,	restricted	stock	
awards	and	deferred	compensation	payable	in	stock.	
Under	our	stock	compensation	plans,	we	issue	stock	
options	to	officers,	key	employees	and	non-employee	
members	of	our	Board	of	Directors.

During	fiscal	year	2007,	Legg	Mason	adopted	SFAS	No.	
123	(R),	“Share-Based	Payment”	and	related	pronounce-
ments	using	the	modified-prospective	method	and	the	
related	transition	election.	Under	this	method,	compensa-
tion	expense	for	the	year	ended	March	31,	2007	includes	
compensation	cost	for	all	non-vested	share-based	awards		
at	their	grant-date	fair	value	amortized	over	the	respective	
vesting	periods	on	the	straight-line	method.	As	further	
described	below,	Legg	Mason	determines	the	fair	value		

of	stock-based	compensation	using	the	Black-Scholes	
option	pricing	model,	with	the	exception	of	market-based	
performance	grants,	which	are	valued	with	a	Monte	Carlo	
option-pricing	model.	Prior	to	fiscal	2007,	awards	were	
also	accounted	for	at	grant-date	fair	value,	except	for	
awards	granted	prior	to	April	1,	2003,	that	were	recorded	
at	their	intrinsic	value.	As	a	result,	prior	to	the	adoption	of	
SFAS	No.	123	(R),	no	related	compensation	expense	was	
recognized	for	the	awards	granted	prior	to	April	1,	2003,	
and	the	expense	related	to	stock-based	employee	compen-
sation	included	in	the	determination	of	net	income	for	
fiscal	years	2006	and	2005	is	less	than	that	which	would	
have	been	included	if	the	fair	value	method	had	been	
applied	to	all	awards.	Under	the	modified-prospective	
method,	the	results	for	the	years	ended	March	31,	2006	
and	2005	have	not	been	restated.	Additionally,	unamortized	
deferred	compensation	previously	classified	as	a	separate		
component	of	stockholders’	equity	has	been	reclassified	as	a	
reduction	of	additional	paid-in	capital.	Also	under	SFAS	No.	
123	(R),	cash	flows	related	to	income	tax	deductions	in	excess	
of	stock-based	compensation	expense	are	classified	as	financ-
ing	cash	flows	for	the	year	ended	March	31,	2007.	For	the	
years	ended	March	31,	2006	and	2005,	such	amount	was	
$92,376	and	$18,972,	respectively,	and	continues	to	be		
classified	as	operating	cash	inflows.

In	accordance	with	the	provisions	of	SFAS	No.	123	(R),	
we	provide	disclosure	in	Note	13	of	Notes	to	Consolidated	
Financial	Statements	of	our	pro	forma	results	if	compensa-
tion	expense	associated	with	all	stock	option	grants	had	
been	recognized	at	grant-date	fair	value	over	their	respec-
tive	vesting	period.	If	we	accounted	for	prior	years’	stock	
option	grants	at	grant-date	fair	value,	net	income	from	
continuing	operations	would	have	been	reduced	by		
$3.2	million	and	$7.9	million	in	fiscal	2006	and	2005,	
respectively.	Net	income	from	discontinued	operations	
would	have	been	reduced	by	$4.0	million	and	$6.1	million	
in	fiscal	2006	and	2005,	respectively.	These	reductions	are	
the	result	of	including	additional	expenses	for	grants	made	
prior	to	April	2003.	

We	granted	1,037,380,	1,101,105	and	579,104	stock	
options,	including	those	to	non-employee	directors,	in	
fiscal	2007,	2006	and	2005,	respectively.		For	additional	
information	on	share-based	compensation,	see	Note	13		
of	Notes	to	Consolidated	Financial	Statements.

We	determine	the	fair	value	of	each	option	grant	using	the	
Black-Scholes	option-pricing	model,	except	for	performance	
or	market-based	grants,	for	which	we	use	a	Monte	Carlo	

53

option-pricing	model.	Both	models	require	management		
to	develop	estimates	regarding	certain	input	variables.	The	
inputs	for	the	Black-Scholes	model	include:	stock	price	on	
the	date	of	grant,	exercise	price	of	the	option,	dividend	
yield,	volatility,	expected	life	and	the	risk-free	interest	rate,	
all	of	which	except	the	grant	date	stock	price	and	the	exer-
cise	price	require	estimates	or	assumptions.	We	calculate	
the	dividend	yield	based	upon	the	average	of	the	historical	
quarterly	dividend	payments	over	a	term	equal	to	the	vest-
ing	period	of	the	options.	We	estimate	volatility	in	part	
based	upon	the	historical	prices	of	our	stock	over	a	period	
equal	to	the	expected	life	of	the	option	and	in	part	upon	
the	implied	volatility	of	market-listed	options	at	the	date		
of	grant.	The	expected	life	is	the	estimated	length	of	time	
an	option	is	held	before	it	is	either	exercised	or	canceled,	
based	upon	our	historical	option	exercise	experience.	The	
risk-free	interest	rate	is	the	rate	available	for	zero-coupon	
U.S.	Government	issues	with	a	remaining	term	equal	to	the	
expected	life	of	the	options	being	valued.	For	market-based	
(performance)	option	grants,	we	use	a	Monte	Carlo	option-
pricing	model	to	estimate	the	fair	value.	If	we	used	different	
methods	to	estimate	our	variables	for	the	Black-Scholes		
and	Monte	Carlo	models,	or	if	we	used	a	different	type	of	
option-pricing	model,	the	fair	value	of	our	option	grants	
might	be	different.	

Income Taxes 
Legg	Mason	and	its	subsidiaries	are	subject	to	the	income	
tax	laws	of	the	Federal,	state	and	local	jurisdictions	of	the	
U.S.	and	numerous	foreign	jurisdictions	in	which	we	oper-
ate.	We	file	income	tax	returns	representing	our	filing	
positions	with	each	jurisdiction.	Due	to	the	inherent	com-
plexities	arising	from	conducting	business	and	being	taxed	
in	a	substantial	number	of	jurisdictions,	we	must	make	cer-
tain	estimates	and	judgments	in	determining	our	income	
tax	provision	for	financial	statement	purposes.	These	esti-
mates	and	judgments	are	used	in	determining	the	tax	basis	
of	assets	and	liabilities,	and	in	the	calculation	of	certain	tax	
assets	and	liabilities	that	arise	from	differences	in	the	tim-
ing	of	revenue	and	expense	recognition	for	tax	and	financial	
statement	purposes.	Management	assesses	the	likelihood	
that	Legg	Mason	will	be	able	to	realize	its	deferred	tax	
assets.	If	it	is	more	likely	than	not	that	the	deferred	tax	asset	
will	not	be	realized,	then	a	valuation	allowance	is	estab-
lished	with	a	corresponding	increase	to	deferred	tax	
provision.	The	calculation	of	our	tax	liabilities	involves	
uncertainties	in	the	application	of	complex	tax	regulations.	
We	recognize	liabilities	for	anticipated	tax	uncertainties	in	
the	U.S.	and	other	tax	jurisdictions	based	on	our	estimate	

of	whether,	and	the	extent	to	which,	additional	taxes	will	
be	due.	If	we	determine	that	our	estimates	have	changed,	
the	income	tax	provision	will	be	adjusted	in	the	period	in	
which	that	determination	is	made.	See	Note	9	of	Notes	to	
Consolidated	Financial	Statements	for	additional	disclo-
sures	regarding	income	taxes.

In	July	2006,	the	Financial	Accounting	Standards	Board	
(“FASB”)	issued	FASB	Interpretation	No.	48,	“Accounting	
for	Uncertainty	in	Income	Taxes,”	(“FIN	48”)	to	prescribe	
recognition	and	measurement	thresholds	in	financial	
statements	for	tax	positions.	As	noted	below,	this	new	
accounting	pronouncement	is	not	expected	to	have	a	
material	impact	on	our	consolidated	financial	statements.

RECENT ACCOUNTING DEVELOPMENTS 
The	following	relevant	accounting	pronouncements	were	
recently	issued.	

The	FASB	issued	FIN	48	in	July	2006.	FIN	48	clarifies	
previously	issued	FASB	Statement	No.	109,	“Accounting	
for	Income	Taxes,”	by	prescribing	a	recognition	threshold	
and	a	measurement	attribute	in	financial	statements	for	
tax	positions	taken	or	expected	to	be	taken	in	a	tax	
return.	FIN	48	also	provides	guidance	on	derecognition,	
classification,	interest	and	penalties,	interim	accounting,	
disclosure	and	transition	and	will	be	effective	for	fiscal	
year	2008.	We	have	substantially	completed	an	analysis	of	
adopting	the	provisions	of	FIN	48	and,	based	on	that	
analysis,	do	not	currently	expect	an	adjustment	to	open-
ing	retained	earnings	or	existing	income	tax	reserves	as	of	
April	1,	2007,	that	will	be	material	to	our	consolidated	
financial	statements.

In	September	2006,	the	FASB	issued	Statement	No.	157,	“Fair	
Value	Measurements”	(“SFAS	157”),	to	provide	a	consistent	
definition	of	fair	value	and	establish	a	framework	for	measur-
ing	fair	value	in	generally	accepted	accounting	principles.	
SFAS	157	has	additional	disclosure	requirements	and	will	be	
effective	for	fiscal	year	2009.	We	are	evaluating	the	adoption	
of	SFAS	157	and	cannot	estimate	the	impact,	if	any,	on	our	
consolidated	financial	statements	at	this	time.

In	September	2006,	the	FASB	issued	Statement	No.	158,	
“Employers’	Accounting	for	Defined	Benefit	Pension	and	
Other	Postretirement	Plans—an	amendment	of	FASB	
Statements	No.	87,	88,	106	and	132	(R)”	(“SFAS	158”).	
SFAS	158	requires	an	employer	that	is	a	business	entity	that	
sponsors	one	or	more	single-employer	defined	benefit	plans	
to	recognize	the	funded	status	of	its	plans	on	its	balance	

54

sheet	as	of	the	balance	sheet	date.	SFAS	158	also	requires	
gains	or	losses	and	prior	service	costs	or	credits	that	are	
not	components	of	net	periodic	benefit	costs	to	be	cycled	
through	other	comprehensive	income	until	recognized	as	
net	periodic	benefit	cost.	SFAS	158	has	additional	disclo-
sure	requirements	and	is	effective	as	of	March	31,	2007.	
The	adoption	of	SFAS	158	did	not	have	a	material	impact	
on	our	consolidated	financial	statements.

In	September	2006,	the	SEC	staff	issued	Staff	Accounting	
Bulletin	No.	108,	“Considering	the	Effects	of	Prior	Year	
Misstatements	when	Quantifying	Misstatements	in	
Current	Year	Financial	Statements”	(“SAB	108”),	to	elim-
inate	diversity	in	how	registrants	quantify	financial	
statement	misstatements.	Prior	to	SAB	108,	registrants	
have	used	one	of	two	widely	recognized	methods	to	quan-
tify	financial	statement	misstatements:	the	“rollover”	
method	or	the	“iron	curtain”	method.	The	iron	curtain	
method	quantifies	uncorrected	misstatements	based	on	
the	effects	of	correcting	the	misstatements	existing	in	the	
balance	sheet	in	the	current	year,	irrespective	of	the	year	
of	origination	of	the	misstatement.	The	rollover	method	
quantifies	uncorrected	misstatements	based	on	the	
amount	of	misstatements	originating	in	the	current	year	
income	statement	and	ignores	the	effects	of	correcting	the	
portion	relating	to	balance	sheet	misstatements	from	prior	
years.	SAB	108	requires	that	a	registrant	consider	both	the	
iron	curtain	and	rollover	methods	when	evaluating	uncor-
rected	misstatements.	As	such,	uncorrected	misstatements	
previously	deemed	to	be	immaterial	under	one	method,	
may	now	be	material	under	the	new	“dual	approach”	and	
require	correction	in	the	current	year	financial	statements.	
SAB	108	has	additional	disclosure	requirements.	SAB	108	
has	been	adopted	as	of	March	31,	2007	and	did	not	
impact	our	consolidated	financial	statements.

In	February	2007,	the	FASB	issued	Statement	No.	159,	
“The	Fair	Value	Option	for	Financial	Assets	and	
Financial	Liabilities—Including	an	Amendment	of	FASB	
Statement	No.	115”	(“SFAS	159”).	SFAS	159	permits	com-
panies	to	measure	many	financial	instruments	and	
certain	other	items	at	fair	value.	The	provisions	of	SFAS	
159	are	not	mandatory	and	we	have	the	option	to	adopt	
SFAS	159	for	fiscal	2008	or	fiscal	2009.	We	are	in	the	
process	of	evaluating	the	potential	future	effect	of	SFAS	
159	on	our	consolidated	financial	statements.	

FORWARD-LOOKING STATEMENTS 
We	have	made	in	this	2007	Annual	Report,	and	from	time	
to	time	may	otherwise	make	in	our	public	filings,	press	

releases	and	statements	by	our	management,	“forward-
looking	statements”	within	the	meaning	of	the	Private	
Securities	Litigation	Reform	Act	of	1995,	including	infor-
mation	relating	to	anticipated	growth	in	revenues	or	
earnings	per	share,	anticipated	changes	in	our	businesses	or	
in	the	amount	of	our	client	AUM,	anticipated	future	per-
formance	of	our	business,	anticipated	future	investment	
performance	of	our	subsidiaries,	our	expected	future	net	
client	cash	flows,	anticipated	expense	levels,	changes	in	
expenses,	the	expected	effects	of	acquisitions	and	expecta-
tions	regarding	financial	market	conditions.	The	words	or	
phrases	“can	be,”	“may	be,”	“expects,”	“may	affect,”	“may	
depend,”	“believes,”	“estimate,”	“project,”	“anticipate”	and	
similar	words	and	phrases	are	intended	to	identify	such	
forward-looking	statements.	Such	forward-looking	state-
ments	are	subject	to	various	known	and	unknown	risks		
and	uncertainties	and	we	caution	readers	that	any	forward-	
looking	information	provided	by	or	on	behalf	of	Legg	
Mason	is	not	a	guarantee	of	future	performance.		

Actual	results	may	differ	materially	from	those	in	forward-
looking	information	as	a	result	of	various	factors,	some		
of	which	are	beyond	our	control,	including	but	not	lim-
ited	to	those	discussed	below	and	those	discussed	under	
the	heading	“Risk	Factors”	and	elsewhere	in	our	2007	
Annual	Report	on	Form	10-K	and	our	other	public	fil-
ings,	press	releases	and	statements	by	our	management.	
Due	to	such	risks,	uncertainties	and	other	factors,	we		
caution	each	person	receiving	such	forward-looking	infor-
mation	not	to	place	undue	reliance	on	such	statements.	
Further,	such	forward-looking	statements	speak	only	as	of	
the	date	on	which	such	statements	are	made,	and	we	
undertake	no	obligations	to	update	any	forward-looking	
statement	to	reflect	events	or	circumstances	after	the	date	
on	which	such	statement	is	made	or	to	reflect	the	occur-
rence	of	unanticipated	events.	

Our	future	revenues	may	fluctuate	due	to	numerous	factors,	
such	as:	the	total	value	and	composition	of	AUM;	the	volatil-
ity	and	general	level	of	securities	prices	and	interest	rates;	the	
relative	investment	performance	of	company-sponsored	
investment	funds	and	other	asset	management	products	
compared	with	competing	offerings	and	market	indices;	
investor	sentiment	and	confidence;	general	economic	condi-
tions;	our	ability	to	maintain	investment	management	and	
administrative	fees	at	current	levels;	competitive	conditions	
in	our	business;	the	ability	to	attract	and	retain	key	personnel	
and	the	effects	of	acquisitions,	including	prior	acquisitions.	
Our	future	operating	results	are	also	dependent	upon	the	
level	of	operating	expenses,	which	are	subject	to	fluctuation	

55

for	the	following	or	other	reasons:	variations	in	the	level	of	
compensation	expense	incurred	as	a	result	of	changes	in	the	
number	of	total	employees,	competitive	factors,	changes	in	
the	percentages	of	revenues	paid	as	compensation	or	other	
reasons;	variations	in	expenses	and	capital	costs,	including	
depreciation,	amortization	and	other	non-cash	charges	
incurred	by	us	to	maintain	our	administrative	infrastructure;	
unanticipated	costs	that	may	be	incurred	by	Legg	Mason	
from	time	to	time	to	protect	client	goodwill	or	in	connection	
with	litigation	or	regulatory	proceedings;	and	the	effects	of	
acquisitions	and	dispositions.	

Our	business	is	also	subject	to	substantial	governmental	regu-
lation	and	changes	in	legal,	regulatory,	accounting,	tax	and	

compliance	requirements	that	may	have	a	substantial	effect	on	
our	business	and	results	of	operations.	

EFFECTS OF INFLATION 
The	rate	of	inflation	can	directly	affect	various	expenses,	
including	employee	compensation,	communications	and	
technology	and	occupancy,	which	may	not	be	readily	recov-
erable	in	charges	for	services	provided	by	us.	Further,	to	the	
extent	inflation	adversely	affects	the	securities	markets,	it	
may	impact	revenues	and	recorded	intangible	and	goodwill	
values.	See	discussion	of	“Market	Risks—Revenues	and	Net	
Income”	and	“Critical	Accounting	Policies—Intangibles	
and	Goodwill”	previously	discussed.

56

REpoRT oF MANAgEMENT oN 
INTERNAL CoNTRoL oVER FINANCIAL REpoRTINg

The	management	of	Legg	Mason,	Inc.	is	responsible	for	establishing	and	maintaining	adequate	internal	control	over	
financial	reporting.	

Legg	Mason’s	internal	control	over	financial	reporting	is	a	process	designed	to	provide	reasonable	assurance	regarding	
the	reliability	of	financial	reporting	and	the	preparation	of	financial	statements	for	external	purposes	in	accordance	
with	accounting	principles	generally	accepted	in	the	United	States	of	America.	Legg	Mason’s	internal	control	over	
financial	reporting	includes	those	policies	and	procedures	that	(i)	pertain	to	the	maintenance	of	records	that,	in	reason-
able	detail,	accurately	and	fairly	reflect	the	transactions	and	dispositions	of	the	assets	of	Legg	Mason;	(ii)	provide	
reasonable	assurance	that	transactions	are	recorded	as	necessary	to	permit	preparation	of	financial	statements	in	accor-
dance	with	accounting	principles	generally	accepted	in	the	United	States	of	America,	and	that	receipts	and	expenditures	
of	Legg	Mason	are	being	made	only	in	accordance	with	authorizations	of	management	and	directors	of	Legg	Mason;	
and	(iii)	provide	reasonable	assurance	regarding	prevention	or	timely	detection	of	unauthorized	acquisition,	use,	or	dis-
position	of	Legg	Mason’s	assets	that	could	have	a	material	effect	on	the	financial	statements.	

Because	of	its	inherent	limitations,	internal	control	over	financial	reporting	may	not	prevent	or	detect	misstatements.	Also,	
projections	of	any	evaluation	of	effectiveness	to	future	periods	are	subject	to	the	risk	that	controls	may	become	inadequate	
because	of	changes	in	conditions,	or	that	the	degree	of	compliance	with	the	policies	or	procedures	may	deteriorate.	

Management	assessed	the	effectiveness	of	Legg	Mason’s	internal	control	over	financial	reporting	as	of	March	31,	2007,	
based	on	the	framework	set	forth	by	the	Committee	of	Sponsoring	Organizations	of	the	Treadway	Commission	
(“COSO”)	in	Internal Control—Integrated Framework.	Based	on	that	assessment,	management	concluded	that,	as	of	
March	31,	2007,	Legg	Mason’s	internal	control	over	financial	reporting	is	effective	based	on	the	criteria	established	in	
the	COSO	framework.	

Management’s	assessment	of	the	effectiveness	of	Legg	Mason’s	internal	control	over	financial	reporting	as	of	March	31,	
2007,	has	been	audited	by	PricewaterhouseCoopers	LLP,	an	independent	registered	public	accounting	firm,	as	stated	in	
their	report	appearing	herein,	which	expresses	unqualified	opinions	on	management’s	assessment	and	on	the	effective-
ness	of	Legg	Mason’s	internal	control	over	financial	reporting	as	of	March	31,	2007.	

Raymond	A.	Mason	
Chairman	and	Chief	Executive	Officer	

Charles	J.	Daley,	Jr.	
Senior	Vice	President,	Chief	Financial	Officer	and	Treasurer	

57

	
REpoRT oF INDEpENDENT  
REgISTERED pubLIC ACCouNTINg FIRM

To	the	Board	of	Directors		
and	Stockholders	of	Legg	Mason,	Inc.:

We	have	completed	integrated	audits	of	Legg	Mason,	Inc.’s	consolidated	financial	statements	and	of	its	internal	control	over	financial	
reporting	as	of	March	31,	2007,	in	accordance	with	the	standards	of	the	Public	Company	Accounting	Oversight	Board	(United	States).	
Our	opinions,	based	on	our	audits,	are	presented	below.	

Consolidated	financial	statements	
In	our	opinion,	the	accompanying	consolidated	balance	sheets	and	the	related	consolidated	statements	of	income,	comprehensive	
income,	shareholders’	equity	and	cash	flows	present	fairly,	in	all	material	respects,	the	financial	position	of	Legg	Mason,	Inc.	and	its	
subsidiaries	at	March	31,	2007	and	March	31,	2006,	and	the	results	of	their	operations	and	their	cash	flows	for	each	of	the	three	years	
in	the	period	ended	March	31,	2007	in	conformity	with	accounting	principles	generally	accepted	in	the	United	States	of	America.	
These	financial	statements	are	the	responsibility	of	the	Company’s	management.	Our	responsibility	is	to	express	an	opinion	on	these	
financial	statements	based	on	our	audits.	We	conducted	our	audits	of	these	statements	in	accordance	with	the	standards	of	the	Public	
Company	Accounting	Oversight	Board	(United	States).	Those	standards	require	that	we	plan	and	perform	the	audit	to	obtain	rea-
sonable	assurance	about	whether	the	financial	statements	are	free	of	material	misstatement.	An	audit	of	financial	statements	includes	
examining,	on	a	test	basis,	evidence	supporting	the	amounts	and	disclosures	in	the	financial	statements,	assessing	the	accounting	
principles	used	and	significant	estimates	made	by	management,	and	evaluating	the	overall	financial	statement	presentation.	We	
believe	that	our	audits	provide	a	reasonable	basis	for	our	opinion.	

Internal	control	over	financial	reporting	
Also,	in	our	opinion,	management’s	assessment,	included	in	the	accompanying	Report	of	Management	on	Internal	Control	Over	
Financial	Reporting,	that	the	Company	maintained	effective	internal	control	over	financial	reporting	as	of	March	31,	2007	based	on	
criteria	established	in Internal Control—Integrated Framework	issued	by	the	Committee	of	Sponsoring	Organizations	of	the	Treadway	
Commission	(COSO),	is	fairly	stated,	in	all	material	respects,	based	on	those	criteria.	Furthermore,	in	our	opinion,	the	Company	
maintained,	in	all	material	respects,	effective	internal	control	over	financial	reporting	as	of	March	31,	2007,	based	on	criteria	estab-
lished	in	Internal Control—Integrated Framework	issued	by	the	COSO.	The	Company’s	management	is	responsible	for	maintaining	
effective	internal	control	over	financial	reporting	and	for	its	assessment	of	the	effectiveness	of	internal	control	over	financial	reporting.	
Our	responsibility	is	to	express	opinions	on	management’s	assessment	and	on	the	effectiveness	of	the	Company’s	internal	control	over	
financial	reporting	based	on	our	audit.	We	conducted	our	audit	of	internal	control	over	financial	reporting	in	accordance	with	the	
standards	of	the	Public	Company	Accounting	Oversight	Board	(United	States).	Those	standards	require	that	we	plan	and	perform	
the	audit	to	obtain	reasonable	assurance	about	whether	effective	internal	control	over	financial	reporting	was	maintained	in	all	mate-
rial	respects.	An	audit	of	internal	control	over	financial	reporting	includes	obtaining	an	understanding	of	internal	control	over	
financial	reporting,	evaluating	management’s	assessment,	testing	and	evaluating	the	design	and	operating	effectiveness	of	internal	
control,	and	performing	such	other	procedures	as	we	consider	necessary	in	the	circumstances.	We	believe	that	our	audit	provides	a	
reasonable	basis	for	our	opinions.	

A	company’s	internal	control	over	financial	reporting	is	a	process	designed	to	provide	reasonable	assurance	regarding	the	reliability	of	
financial	reporting	and	the	preparation	of	financial	statements	for	external	purposes	in	accordance	with	generally	accepted	accounting	
principles.	A	company’s	internal	control	over	financial	reporting	includes	those	policies	and	procedures	that	(i)	pertain	to	the	mainte-
nance	of	records	that,	in	reasonable	detail,	accurately	and	fairly	reflect	the	transactions	and	dispositions	of	the	assets	of	the	company;	
(ii)	provide	reasonable	assurance	that	transactions	are	recorded	as	necessary	to	permit	preparation	of	financial	statements	in	accor-
dance	with	generally	accepted	accounting	principles,	and	that	receipts	and	expenditures	of	the	company	are	being	made	only	in	
accordance	with	authorizations	of	management	and	directors	of	the	company;	and	(iii)	provide	reasonable	assurance	regarding	pre-
vention	or	timely	detection	of	unauthorized	acquisition,	use,	or	disposition	of	the	company’s	assets	that	could	have	a	material	effect	on	
the	financial	statements.	

Because	of	its	inherent	limitations,	internal	control	over	financial	reporting	may	not	prevent	or	detect	misstatements.	Also,	projections	
of	any	evaluation	of	effectiveness	to	future	periods	are	subject	to	the	risk	that	controls	may	become	inadequate	because	of	changes	in	
conditions,	or	that	the	degree	of	compliance	with	the	policies	or	procedures	may	deteriorate.

Baltimore,	Maryland	
May	30,	2007

58

CoNSoLIDATED STATEMENTS oF INCoME
(Dollars in thousands, except per share amounts)

OPERATING REVENUES 
Investment advisory fees
Investment	advisory	fees	
Separate	accounts	
	 Separate accounts
Funds	
	 Funds
Performance	fees	
	 Performance fees
	 Distribution and service fees
Distribution	and	service	fees	
	 OtherOther	
Total	operating	revenues	
OPERATING EXPENSES 
Compensation	and	benefits	
	 Compensation and benefits
Transaction-related	compensation	
	 Transaction-related compensation
	 Total compensation and benefits
Total	compensation	and	benefits	
Distribution	and	servicing	
	 Distribution and servicing
Communications	and	technology	
	 Communications and technology
Occupancy	
	 Occupancy
	 Amortization of intangible assets
Amortization	of	intangible	assets	
Litigation	award	settlement	
	 Litigation award settlement
	 OtherOther	
Total	operating	expenses	

OPERATING INCOME	

OTHER INCOME (EXPENSE) 

Interest income
Interest	income	
Interest	expense	
Interest expense

	 OtherOther	
Total	other	income	(expense)	
INCOME FROM CONTINUING OPERATIONS BEFORE  
  INCOME TAX PROVISION AND MINORITY INTERESTS	

Income	tax	provision	
Income tax provision

INCOME FROM CONTINUING OPERATIONS  
  BEFORE MINORITY INTERESTS	
	 Minority interests, net of tax
Minority	interests,	net	of	tax	
INCOME FROM CONTINUING OPERATIONS	

Income from discontinued operations, net of tax
Income	from	discontinued	operations,	net	of	tax	
	 Gain on sale of discontinued operations, net of tax
Gain	on	sale	of	discontinued	operations,	net	of	tax	
NET INCOME	
NET INCOME PER SHARE 
Basic:	
	 Basic:

Income from continuing operations
Income	from	continuing	operations	
Income from discontinued operations
Income	from	discontinued	operations	
Gain	on	sale	of	discontinued	operations	
	 Gain on sale of discontinued operations

Diluted:	
	 Diluted:

Income from continuing operations
Income	from	continuing	operations	
Income	from	discontinued	operations	
Income from discontinued operations
Gain	on	sale	of	discontinued	operations	
	 Gain on sale of discontinued operations

See	notes	to	consolidated	financial	statements.	

Years	Ended	March	31,
2006	

2007	

2005

$1,445,796	
   2,023,140	
142,245	
716,402	
16,092	
4,343,675	

1,556,397	
12,171	
1,568,568	
1,196,019	
174,160	
100,180	
68,410	
—	
—
208,040	
			  3,315,377	

$1,101,249	
994,232	
101,605	
425,554	
22,572	
2,645,212	

1,074,120	
53,063	
1,127,183	
561,788	
89,234	
50,919	
38,460	
(8,150)	
(8,150)
106,048	
1,965,482	

$			772,103
460,629
48,906
261,587
27,475
1,570,700

661,785
—
661,785
253,394
46,299
27,472
21,286
—
—
71,347
1,081,583

1,028,298	

679,730	

489,117

58,916	
(71,474)	
28,114	
15,556	

1,043,854	
397,612	

646,242	
4	
646,246	
—
—	
572	
$   646,818	

$

$

$

$

4.58
         4.584.58	
—
—	
—	
—
         4.584.58	
4.58

4.48
         4.484.48	
—	
—
—
—	
         4.484.48	
4.48

47,992	
(52,648)	
40,388	
35,732	

715,462	
275,595	

439,867	
(6,160)	
433,707	
66,421
66,421	
644,040	
$1,144,168	

$

$

$

$

3.60
3.60	
	 	 	 	 	3.60
0.55
0.55	
5.35	
5.35
9.50	
9.50
	 	 	 	 	9.50

3.35
3.35	
	 	 	 	 	3.35
0.51	
0.51
4.94
4.94	
8.80	
	 	 	 	 	8.80
8.80

20,059
(44,765)
6,347
(18,359)

470,758
175,334

295,424
—
295,424
113,007
113,007
—
$			408,431

$
$
$

$
$
$

$
$
$

$
$
$

2.86
	 	 	 	 	2.862.86
2.86
2.86
1.09
1.09
—
—
	 	 	 	 	3.953.95
3.95
3.95
3.95

2.56
	 	 	 	 	2.562.56
2.56
2.56
0.97
0.97
—
—
	 	 	 	 	3.533.53
3.53
3.53
3.53

59

	
	
  
  
 
	
		
		
	
	
	
	
  
  
 
	
  
  
 
	
	
	
	
  
  
 
		
		
	
	
	
	
	
	
	
		
		
	
	
	
	
	
	
	
CoNSoLIDATED bALANCE ShEETS
(Dollars in thousands)

ASSETS 
	 Current	Assets	

	 Cash	and	cash	equivalents	
	 Receivables:	

Investment	advisory	and	related	fees	

	 Other	
Investment	securities	
	 Deferred	income	taxes	
	 Other	

	 Total	current	assets	

Investment	securities	

	 Fixed	assets,	net	

Intangible	assets,	net	

	 Goodwill	
	 Other	
Total Assets	

LIABILITIES AND STOCKHOLDERS’ EQUITY 
	 Liabilities	

	 Current	Liabilities	

	 Accrued	compensation	
	 Short-term	borrowings	
	 Current	portion	of	long-term	debt	
	 Contractual	acquisition	payable	
	 Payables	for	distribution	and	servicing	
	 Other	

	 Total	current	liabilities	

	 Deferred	compensation	
	 Deferred	income	taxes	
	 Other	
	 Long-term	debt	

	 Total Liabilities	

	 Commitments and Contingencies (Note 10)	

	 Stockholders’ Equity	

	 Common	stock,	par	value	$.10;	authorized	500,000,000	shares;	

	 issued	131,776,500	shares	in	2007	and	129,709,847	shares	in	2006	
	 Convertible	preferred	stock,	par	value	$10;	authorized	4,000,000	shares;	

	 8.39	shares	outstanding	in	2007	and	2006	

	 Shares	exchangeable	into	common	stock	
	 Additional	paid-in	capital	
	 Employee	stock	trust	
	 Deferred	compensation	employee	stock	trust	
	 Retained	earnings	
	 Accumulated	other	comprehensive	income,	net	

	 Total Stockholders’ Equity	
Total Liabilities and Stockholders’ Equity	

See	notes	to	consolidated	financial	statements.	

60

March	31,

2007	

2006

$1,183,617	

$1,023,470

585,857	
266,128	
273,166	
33,873	
48,866	
2,391,507	
9,595	
219,437	
4,425,409	
2,432,840	
125,700	
$9,604,488	

$   559,390	
—	
5,117	
130,000	
160,656	
456,898	
1,312,061	
136,013	
444,218	
63,199	
1,107,507	
3,062,998	

560,407
289,433
142,206
60,135
51,080
2,126,731
26,272
182,609
4,493,316
2,303,799
169,763
$9,302,490

$			586,899
83,227
36,883
300,000
135,607
455,090
1,597,706
97,101
392,009
199,481
1,166,077
3,452,374

13,178	

12,971

—	
5,188	
3,372,385	
(31,839)	
31,839	
3,112,844	
37,895	
6,541,490	
$9,604,488	

—
5,720
3,235,583
(45,924)
45,924
2,580,898
14,944
5,850,116
$9,302,490

	
 
  
 
		
	
	
	
		
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
  
 
		
	
	
		
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
		
	
		
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
CoNSoLIDATED STATEMENTS oF   
ChANgES IN SToCkhoLDERS’ EquITy
(Dollars in thousands)

COMMON STOCK 
	 Beginning	balance	
	 Stock	options	and	other	stock-based	compensation	
	 Deferred	compensation	employee	stock	trust	
	 Deferred	compensation,	net	
	 Conversion	of	debt	
	 Exchangeable	shares	
	 Business	acquisitions	
	 Public	offering	
	 Shares	repurchased	and	retired	
	 Stock	split	
	 Ending	balance	
SHARES EXCHANGEABLE INTO COMMON STOCK    
	 Beginning	balance	
	 Exchanges	
	 Ending	balance	
ADDITIONAL PAID-IN CAPITAL 
	 Beginning	balance	
	 Stock	options	and	other	stock-based	compensation	
	 Deferred	compensation	employee	stock	trust	
	 Deferred	compensation,	net	and	officer	note	receivable	
	 Conversion	of	debt	
	 Exchangeable	shares	
	 Business	acquisitions	
	 Public	issuance	of	stock	
	 Shares	repurchased	and	retired	
	 Stock	split	
	 Ending	balance	
EMPLOYEE STOCK TRUST 
	 Beginning	balance	
	 Shares	issued	to	plans	
	 Distributions	and	forfeitures	
	 Ending	balance	
DEFERRED COMPENSATION EMPLOYEE STOCK TRUST 
	 Beginning	balance	
	 Shares	issued	to	plans	
	 Distributions	and	forfeitures	
	 Ending	balance	
RETAINED EARNINGS 
	 Beginning	balance	
	 Net	income	
	 Dividends	declared	
	 Ending	balance	
ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS), NET 
	 Beginning	balance	
	 Realized	and	unrealized	holding	gains	(losses)	on	investment	securities,		

2007	

Years	Ended	March	31,
2006	

2005

$     12,971	
86	
5	
19	
76	
21	
—	
—	
—	
—	
13,178	

5,720	
(532)	
5,188	

3,235,583	
80,514	
5,228	
17,675	
32,874	
511	
—	
—	
—	
—	
3,372,385	

(45,924)	
(772)	
14,857	
(31,839)	

45,924	
772	
(14,857)	
31,839	

2,580,898	
646,818	
(114,872)	
3,112,844	

$					10,668	
469	
13	
3	
555	
39	
1,224	
—	
—	
—	
12,971	

6,697	
(977)	
5,720	

736,196	
306,637	
11,714	
19,203	
237,086	
938	
1,923,809	
—	
—	
—	
3,235,583	

(127,780)	
(13,355)	
95,211	
(45,924)	

127,780	
13,355	
(95,211)	
45,924	

1,523,875	
1,144,168	
(87,145)	
2,580,898	

$							6,655
204
24
20
25
26
—
460
(73)
3,327
10,668

7,351
(654)
6,697

361,373
65,300
14,674
15,053
10,712
628
—
312,439
(40,656)
(3,327)
736,196

(117,331)
(20,365)
9,916
(127,780)

117,331
20,365
(9,916)
127,780

1,173,282
408,431
(57,838)
1,523,875

14,944	

15,710	

10,949

  net	of	tax	

	 Unrealized	and	realized	gains	(losses)	on	cash	flow	hedges,	net	of	tax	
	 Foreign	currency	translation	adjustment	
	 Ending	balance	
TOTAL STOCKHOLDERS’ EQUITY	

97	
(738)	
23,592	
37,895	
$6,541,490	

(124)	
1,323	
(1,965)	
14,944	
$5,850,116	

(44)
—
4,805
15,710
$2,293,146

See	notes	to	consolidated	financial	statements.	

61

	
 
  
  
 
  
 
  
  
 
  
  
 
  
  
 
  
  
 
  
  
 
	
	 Years	Ended	March	31,		
2006	
$1,144,168	

2007	
$646,818	

2005
$408,431

23,592	

(1,965)	

4,805

37	
60	
97	

			(216)	
92	
			(124)	

(54)
10
(44)

(738)	
22,951	
$669,769	

1,323	
			(766)	
$1,143,402	

—
4,761
$413,192

CoNSoLIDATED STATEMENTS  
oF CoMpREhENSIVE INCoME
(Dollars in thousands)

NET INCOME 	
	 Other comprehensive income gains (losses):
Other	comprehensive	income	gains	(losses):	
Foreign	currency	translation	adjustment	
	 Foreign currency translation adjustment
Unrealized	gains	(losses)	on	investment	securities:	
	 Unrealized gains (losses) on investment securities:
Unrealized	holding	gains	(losses),	net	of	tax	(provision)	benefit	
	 Unrealized holding gains (losses), net of tax (provision) benefit
	 	of	$(24),	$144	and	$53,	respectively	
Reclassification	adjustment	for	losses	included	in	net	income	
	 Reclassification adjustment for losses included in net income

Net	unrealized	gains	(losses)	on	investment	securities	
	 Net unrealized gains (losses) on investment securities
Unrealized	and	realized	gains	(losses)	on	cash	flow	hedge,		
	 Unrealized and realized gains (losses) on cash flow hedge,
	 	net	of	tax	(provision)	benefit	of	$524	and	$(938),	respectively	
	 Total other comprehensive income (loss)
Total	other	comprehensive	income	(loss)	
COMPREHENSIVE INCOME	

See	notes	to	consolidated	financial	statements.	

62

	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
CoNSoLIDATED STATEMENTS  
oF CASh FLowS 
(Dollars in thousands)

CASH FLOWS FROM OPERATING ACTIVITIES	
	 Net	income	

Income	from	discontinued	operations,	net	of	tax	
	 Gain	on	sale	of	discontinued	operations,	net	of	tax	
	 Non-cash	items	included	in	net	income:	

	 Depreciation	and	amortization	
	 Amortization	of	deferred	sales	commissions	
	 Accretion	and	amortization	of	securities	discounts	and	premiums,	net	
	 Stock-based	compensation	
	 Unrealized	(gains)	losses	on	investments	
	 Deferred	income	taxes	
	 Other	

	 Decrease	(increase)	in	assets	excluding	acquisitions:	

Investment	advisory	and	related	fees	receivable	

	 Net	purchases	of	trading	investments	
	 Other	receivables	
	 Restricted	cash	
	 Other	current	assets	
	 Other	non-current	assets	
Increase	(decrease)	in	liabilities	excluding	acquisitions:	
	 Accrued	compensation	
	 Deferred	compensation	
	 Payables	for	distribution	and	servicing	

Income	taxes	payable	
	 Other	current	liabilities	
	 Other	non-current	liabilities	

	 Net	cash	provided	by	(used	for)	operating	activities	of	discontinued	operations	
CASH PROVIDED BY OPERATING ACTIVITIES	
CASH FLOWS FROM INVESTING ACTIVITIES	
	 Payments	for:	
	 Fixed	assets	
	 Business	acquisitions	and	related	costs,	net	of	cash	acquired	in	2006 
	 Contractual	acquisition	earnouts	

	 Purchases	of	investment	securities	
	 Proceeds	from	sales	and	maturities	of	investment	securities	
	 Net	cash	used	for	investing	activities	of	discontinued	operations	
CASH USED FOR INVESTING ACTIVITIES	
CASH FLOWS FROM FINANCING ACTIVITIES	
	 Net	decrease	in	short-term	borrowings	
	 Proceeds	from	issuance	of	long-term	debt	
	 Third	party	distribution	financing	
	 Repayment	of	principal	on	long-term	debt	

Issuance	of	common	stock	
	 Repurchase	of	common	stock	
	 Dividends	paid	
	 Excess	tax	benefit	associated	with	stock-based	compensation	
CASH PROVIDED BY (USED FOR) FINANCING ACTIVITIES	
EFFECT OF EXCHANGE RATE CHANGES ON CASH	
NET INCREASE IN CASH AND CASH EQUIVALENTS	
CASH AND CASH EQUIVALENTS AT BEGINNING OF YEAR	
CASH AND CASH EQUIVALENTS AT END OF YEAR	
SUPPLEMENTARY DISCLOSURE	
	 Cash	paid	for:	

Income	taxes	
Interest	

See	notes	to	consolidated	financial	statements.	

2007	

Years	Ended	March	31,
2006	

2005

$   646,818	
—	
(572)	

$	1,144,168	
		(66,421)	
				(644,040)	

$	408,431
(113,007)
—

137,852	
64,265	
1,295	
40,654	
(7,141)	
128,801	
8,854	

(23,797)	
(138,167)	
30,354	
—	
(2,947)	
(916)	

(25,803)	
38,912	
25,049	
(24,863)	
126,757	
(120,506)	
572	
905,471	

(112,026)	
(60,330)	
(384,748)	
(20,787)	
35,788	
—	
(542,103)	

(83,227)	
—	
3,617	
(61,096)	
26,728	
—	
(109,919)	
14,466	
(209,431)	
6,210	
160,147	
1,023,470	
$1,183,617	

73,768	
29,873	
4,889	
35,465	
8,360	
		(17,233)	
161	

(161,570)	
				(93,261)	
61,216	
20,658	
						(39,643)	
71,896	

			(143,617)	
						31,291	
135,607	
(1,163)	
				(403,814)	
(32,009)	
530,180	
544,761	

(85,204)	
(880,008)	
(16,300)	
(25,551)	
8,074	
(4,592)	
(1,003,581)	

—	
728,580	
—	
(103,113)	
140,454	
—	
(78,626)	
—	
687,295	
(126)	
228,349	
795,121	
$	1,023,470	

40,604
4,232
8,201
9,921
2,564
39,266
1,265

(71,739)
(30,701)
(10,352)
(20,658)
14,752
(26,639)

72,434
54,508
—
(5,094)
6,815
9,153
(28,201)
365,755

(26,557)
(57,404)
(502,500)
(10,654)
10,827
(9,477)
(595,765)

—
20,000
—
—
370,336
(40,729)
(51,728)
—
297,879
1,681
69,550
725,571
$	795,121

$   260,015	
71,226	

$				654,118	
105,258	

$	191,708
70,815

63

	
 
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
		
		
	
		
		
	
	
	
	
	
NoTES To CoNSoLIDATED FINANCIAL STATEMENTS
(Amounts in thousands, except per share amounts or unless otherwise noted)

1.   SUMMARY OF SIGNIFICANT  
ACCOUNTING POLICIES 

Basis of Presentation 
Legg	Mason,	Inc.	(“Parent”)	and	its	subsidiaries		
(collectively,	“Legg	Mason”)	are	principally	engaged	in	
providing	asset	management	and	related	financial	services	
to	individuals,	institutions,	corporations	and	municipali-
ties.	On	December	1,	2005,	Legg	Mason	acquired	
substantially	all	of	Citigroup	Inc.’s	(“Citigroup”)	world-
wide	asset	management	business	(“CAM”)	in	exchange	
for	Legg	Mason’s	Private	Client	and	Capital	Markets	
(“PC/CM”)	businesses,	common	and	preferred	stock	and	
cash.	Also,	effective	November	1,	2005,	Legg	Mason	
acquired	Permal	Group	Ltd	(“Permal”).	See	Notes	2		
and	3	for	additional	information.	

The	consolidated	financial	statements	include	the	accounts	
of	the	Parent	and	its	subsidiaries	in	which	it	has	a	control-
ling	financial	interest,	including	CAM	and	Permal	from	
the	dates	of	acquisition.	Generally,	an	entity	is	considered	
to	have	a	controlling	financial	interest	when	it	owns	a	
majority	of	the	voting	interest	in	an	entity.	Legg	Mason		
is	also	required	to	consolidate	any	variable	interest	entity	
(“VIE”)	in	which	it	is	considered	to	be	the	primary	benefi-
ciary.	See	discussion	of	Special	Purpose	and	Variable	
Interest	Entities	that	follows	for	a	further	discussion	of	
VIEs.	All	material	intercompany	balances	and	transactions	
have	been	eliminated.	Where	appropriate,	prior	years’	
financial	statements	reflect	reclassifications	to	conform	to	
the	current	year	presentation,	including	the	current	period	
breakout	of	performance	fees	as	a	separate	component	of	
investment	advisory	fees	and	deferred	income	tax	assets	
and	liabilities	from	other	current	assets	and	other	non-
current	liabilities,	respectively.

Unless	otherwise	noted,	all	per	share	amounts	include		
common	shares	of	Legg	Mason,	shares	issued	in	connection	
with	the	acquisition	of	Legg	Mason	Canada	Inc.,	which		
are	exchangeable	into	common	shares	of	Legg	Mason	on	a	
one-for-one	basis	at	any	time,	and	non-voting	convertible	
preferred	stock,	which	is	convertible	upon	sale	into	shares	
of	Legg	Mason	common	stock.	These	non-voting	convert-
ible	preferred	shares	are	considered	“participating	securities”	
and	therefore	are	included	in	the	calculation	of	basic	earn-
ings	per	common	share.	During	July	2006,	the	number	of	
authorized	common	shares	was	increased	from	250	million	
to	500	million.	

In	connection	with	the	sale	of	Legg	Mason’s	PC/CM	
businesses,	Legg	Mason	reflected	the	related	results	of	

operations	of	PC/CM	businesses	as	Income	from	discon-
tinued	operations	on	the	Consolidated	Statements		
of	Income.	Operating	and	investing	cash	flows	from		
discontinued	operations	are	shown	separately	in	the	
Consolidated	Statements	of	Cash	Flows.	There	were	no	
financing	cash	flows	from	discontinued	operations.	All	
references	to	fiscal	2007,	2006	or	2005	refer	to	Legg	
Mason’s	fiscal	year	ended	March	31	of	that	year.	

Use of Estimates 
The	consolidated	financial	statements	are	prepared	in	
accordance	with	accounting	principles	generally	accepted	
in	the	United	States	of	America,	which	require	manage-
ment	to	make	assumptions	and	estimates	that	affect	the	
amounts	reported	in	the	financial	statements	and	accompa-
nying	notes,	including	intangible	assets	and	goodwill,	
liabilities	for	losses	and	contingencies,	stock-based		
compensation	and	income	taxes.	Management	believes	
that	the	estimates	used	are	reasonable,	although	actual	
amounts	could	differ	from	the	estimates	and	the	differ-
ences	could	have	a	material	impact	on	the	consolidated	
financial	statements.	

Cash and Cash Equivalents 
Cash	equivalents	are	highly	liquid	investments	with		
original	maturities	of	90	days	or	less.	

Financial Instruments 
Substantially	all	financial	instruments	are	reflected	in	the	
financial	statements	at	fair	value	or	amounts	that	approxi-
mate	fair	value.	

Legg	Mason	holds	debt	and	marketable	equity	investments	
which	are	classified	as	available-for-sale,	held-to-maturity	
or	trading.	Debt	and	marketable	equity	securities	classi-
fied	as	available-for-sale	are	reported	at	fair	value	and	
resulting	unrealized	gains	and	losses	are	reflected	in		
stockholders’	equity	and	comprehensive	income,	net	of	
applicable	income	taxes.	Debt	securities,	for	which	there	is	
positive	intent	and	ability	to	hold	to	maturity,	are	classified	
as	held-to-maturity	and	are	recorded	at	amortized	cost.	

Amortization	of	discount	or	premium	is	recorded	under	
the	interest	method	and	is	included	in	interest	income.	

Certain	investment	securities	are	classified	as	trading	
securities.	These	investments	are	recorded	at	fair	value	
and	unrealized	gains	and	losses	are	included	in	current	
period	earnings.	Realized	gains	and	losses	for	all	invest-
ments	are	included	in	current	period	earnings.	

64

Legg	Mason	evaluates	its	non-trading	investment	securi-
ties	for	“other	than	temporary”	impairment.	Impairment	
may	exist	when	the	fair	value	of	an	investment	security	
has	been	below	the	adjusted	cost	for	an	extended	period	of	
time.	If	an	“other	than	temporary”	impairment	is	deter-
mined	to	exist,	the	difference	between	the	value	of	the	
investment	security	recorded	on	the	financial	statements	
and	its	fair	value	is	recognized	as	a	charge	to	income	in	
the	period	the	impairment	is	determined	to	be	other	than	
temporary.	As	of	March	31,	2007	and	2006,	the	amount	
of	unrealized	losses	for	investment	securities	not	recog-
nized	in	income	was	not	material.	

For	investments	in	illiquid	and	privately-held	securities		
for	which	market	prices	or	quotations	are	not	readily	
available,	management	must	estimate	the	value	of	the	
security	based	upon	available	information	in	order	to	
determine	fair	value.	As	of	March	31,	2007	and	2006,	Legg	
Mason	had	approximately	$1,298	and	$1,503	respectively,	of	
non-trading	financial	instruments	which	were	valued	based	
upon	management’s	assumptions	or	estimates,	taking	into	
consideration	available	financial	information	of	the	company	
and	industry.	At	March	31,	2007	and	2006,	Legg	Mason	
had	approximately	$58,265	and	$64,026,	respectively,		
of	investments	in	partnerships	and	limited	liability	
corporations.	These	investments	are	reflected	in	Other		
non-current	assets	on	the	Consolidated	Balance	Sheets		
and	are	accounted	for	under	the	cost	or	equity	method.	

In	addition	to	the	financial	instruments	described	above,	
other	financial	instruments	that	are	carried	at	fair	value	or	
amounts	that	approximate	fair	value	include	Cash	and	
cash	equivalents	and	Short-term	borrowings.	The	fair	
value	of	Long-term	debt	at	March	31,	2007	and	2006	was	
$1,120,253	and	$1,277,508	respectively.	These	fair	values	
were	estimated	using	current	market	prices.	

Fixed Assets 
Fixed	assets	consist	of	equipment,	software	and	leasehold	
improvements.	Equipment	consists	primarily	of	commu-
nications	and	technology	hardware	and	furniture	and	
fixtures.	Software	includes	both	purchased	software	and	
internally	developed	software.	Fixed	assets	are	reported	at	
cost,	net	of	accumulated	depreciation	and	amortization.	
Depreciation	and	amortization	are	determined	by	use	of	
the	straight-line	method.	Equipment	is	depreciated	over	
the	estimated	useful	lives	of	the	assets,	generally	ranging	
from	three	to	eight	years.	Software	is	amortized	over	the	
estimated	useful	lives	of	the	assets,	which	are	generally	
three	years.	Leasehold	improvements	are	amortized	over	

the	initial	term	of	the	lease	unless	options	to	extend	are	
likely	to	be	exercised.	Maintenance	and	repair	costs	are	
expensed	as	incurred.	Internally	developed	software	is	
reviewed	periodically	to	determine	if	there	is	a	change	in	
the	useful	life,	or	if	an	impairment	in	value	may	exist.	If	
impairment	is	deemed	to	exist,	the	asset	is	written	down	
to	its	fair	value	or	is	written	off	if	the	asset	is	determined	
to	no	longer	have	any	value.	

Intangible Assets and Goodwill 
Intangible	assets	consist	principally	of	asset	management	
contracts,	contracts	to	manage	proprietary	funds	and	
trade	names	resulting	from	acquisitions.	Intangible	assets	
are	amortized	over	their	estimated	useful	lives,	using	the	
straight-line	method,	unless	the	asset	is	determined	to	
have	an	indefinite	useful	life.	Asset	management	contracts	
are	amortizable	intangible	assets	that	are	capitalized	at	
acquisition	and	amortized	over	the	expected	life	of	the	
contract.	The	value	of	contracts	to	manage	assets	in	pro-
prietary	funds	and	the	value	of	trade	names	are	classified	
as	indefinite-life	intangible	assets.	The	assignment	of	
indefinite	lives	to	proprietary	fund	contracts	is	based	
upon	the	assumption	that	there	is	no	foreseeable	limit	on	
the	contract	period	to	manage	proprietary	funds	due	to	
the	likelihood	of	continued	renewal	at	little	or	no	cost.	
The	assignment	of	indefinite	lives	to	trade	names	is	based	
on	the	assumption	that	they	are	expected	to	generate	cash	
flows	indefinitely.	

Goodwill	represents	the	excess	cost	of	a	business		
acquisition	over	the	fair	value	of	the	net	assets	acquired.	
Indefinite-life	intangible	assets	and	goodwill	are	not	
amortized.	Legg	Mason	evaluates	its	intangible	assets	and	
goodwill	on	a	quarterly	basis,	considering	factors	such	as	
projected	cash	flows	and	revenue	multiples,	to	determine	
whether	the	value	of	the	assets	is	impaired	and	the	amor-
tization	periods	are	appropriate.	If	an	asset	is	impaired,	
the	difference	between	the	value	of	the	asset	reflected	on	
the	financial	statements	and	its	current	fair	value	is		
recognized	as	an	expense	in	the	period	in	which	the	
impairment	is	determined.	The	fair	values	of	intangible	
assets	subject	to	amortization	are	reviewed	at	each	report-
ing	period	using	an	undiscounted	cash	flow	analysis.		
For	intangible	assets	with	indefinite	lives,	fair	value	is	
determined	based	on	anticipated	discounted	cash	flows.	
Goodwill	is	evaluated	at	the	reporting	unit	level,	and	is	
deemed	to	be	impaired	if	the	carrying	amount	of	the	
reporting	unit	exceeds	its	implied	fair	value.	In	estimating	
the	fair	value	of	the	reporting	unit,	Legg	Mason	uses	valu-
ation	techniques	based	on	discounted	cash	flows	similar	

65

to	models	employed	in	analyzing	the	purchase	price	of	an	
acquisition	target.	Legg	Mason	defines	the	reporting	units		
to	be	its	Managed	Investments,	Institutional	and	Wealth	
Management	divisions,	which	are	the	same	as	its	operating	
segments.	Allocations	of	goodwill	to	Legg	Mason’s	divisions	
for	acquisitions	and	dispositions	are	based	on	relative	fair	
values	of	the	businesses	added	to	or	sold	from	the	divisions.	
See	Note	6	for	additional	information	regarding	intangible	
assets	and	goodwill	and	Note	18	for	additional	information	
regarding	business	segments.	

Translation of Foreign Currencies 
Assets	and	liabilities	of	foreign	subsidiaries	that	are	
denominated	in	non-U.S.	dollar	functional	currencies	are	
translated	at	exchange	rates	as	of	the	Consolidated	Balance	
Sheet	dates.	Revenues	and	expenses	are	translated	at	aver-
age	exchange	rates	during	the	period.	The	gains	or	losses	
resulting	from	translating	foreign	currency	financial	state-
ments	into	U.S.	dollars	are	included	in	stockholders’	equity	
and	comprehensive	income.	Gains	or	losses	resulting	from	
foreign	currency	transactions	are	included	in	earnings.	

Investment Advisory Fees 
Legg	Mason	earns	investment	advisory	fees	on	assets	in	
separately	managed	accounts,	investment	funds,	and	
other	products	managed	for	Legg	Mason’s	clients.	These	
fees	are	primarily	based	on	predetermined	percentages		
of	the	market	value	of	the	assets	under	management	
(“AUM”),	are	recognized	over	the	period	in	which	services	
are	performed	and	may	be	billed	in	advance	of	the	period	
earned.	Performance	fees	may	be	earned	on	certain	invest-
ment	advisory	contracts	for	exceeding	performance	
benchmarks	and	are	generally	recognized	at	the	end		
of	the	performance	measurement	period	or	when	they		
are	determined	to	be	realizable.	

Distribution and Service Fees Revenue and Expense 
Distribution	and	service	fees	represent	fees	earned	from	
funds	to	reimburse	the	distributor	for	the	costs	of	market-
ing	and	selling	fund	shares	and	servicing	proprietary	
funds	and	are	generally	determined	as	a	percentage	of		
client	assets.	Reported	amounts	also	include	fees	earned	
from	providing	client	or	shareholder	servicing,	including	
record	keeping	or	administrative	services	to	proprietary	
funds.	Distribution	fees	earned	on	company-sponsored	
investment	funds	are	reported	as	revenue.	When	Legg	
Mason	enters	into	arrangements	with	broker-dealers	or	
other	third	parties	to	sell	or	market	proprietary	fund	
shares,	distribution	and	service	fee	expense	is	accrued	for	

the	amounts	owed	to	third	parties,	including	finders’	fees	
and	referral	fees	paid	to	unaffiliated	broker-dealers	or	
introducing	parties.	Distribution	and	servicing	expense	
also	includes	payments	to	third	parties	for	certain	share-
holder	administrative	services	and	sub-advisory	fees	paid	
to	unaffiliated	asset	managers.	

Deferred Sales Commissions 
Commissions	paid	to	financial	intermediaries	in	connec-
tion	with	sales	of	certain	classes	of	company-sponsored	
mutual	funds	are	capitalized	as	deferred	sales	commis-
sions.	The	asset	is	amortized	over	periods	not	exceeding	
six	years,	which	represent	the	periods	during	which	com-
missions	are	generally	recovered	from	distribution	and	
service	fee	revenues	and	from	contingent	deferred	sales	
charges	(“CDSC”)	received	from	shareholders	of	those	
funds	upon	redemption	of	their	shares.	CDSC	receipts		
are	recorded	as	distribution	and	servicing	revenue	when	
received,	with	a	corresponding	expense	and	a	reduction	of	
the	unamortized	balance	of	deferred	sales	commissions.	

Management	periodically	tests	the	deferred	sales	commis-
sion	asset	for	impairment	by	reviewing	the	changes	in	
value	of	the	related	shares,	the	relevant	market	conditions	
and	other	events	and	circumstances	that	may	indicate	an	
impairment	in	value	has	occurred.	If	these	factors	indicate	
an	impairment	in	value,	management	compares	the	carry-
ing	value	to	the	estimated	undiscounted	cash	flows	
expected	to	be	generated	by	the	asset	over	its	remaining	
life.	If	management	determines	that	the	deferred	sales	
commission	asset	is	not	fully	recoverable,	the	asset	will		
be	deemed	impaired	and	a	loss	will	be	recorded	in	the	
amount	by	which	the	recorded	amount	of	the	asset	
exceeds	its	estimated	fair	value.	For	the	years	ended	
March	31,	2007,	2006,	and	2005,	no	impairment	charges	
were	recorded.	Deferred	sales	commissions,	included	in	
Other	non-current	assets	in	the	Consolidated	Balance	
Sheets,	were	$44.9	million	and	$78.9	million	at	
March	31,	2007	and	2006,	respectively.	

Income Taxes 
Deferred	income	taxes	are	provided	for	the	effects	of		
temporary	differences	between	the	tax	basis	of	an	asset		
or	liability	and	its	reported	amount	in	the	financial		
statements.	Deferred	income	tax	assets	are	subject	to	a		
valuation	allowance	if,	in	management’s	opinion,	it	is	more	
likely	than	not	that	these	benefits	may	not	be	realized.	Legg	
Mason’s	deferred	income	taxes	principally	relate	to	business	
combinations,	amortization	and	accrued	compensation.	

66

Loss Contingencies 
Legg	Mason	accrues	estimates	for	loss	contingencies	
related	to	legal	actions,	investigations,	and	proceedings,	
exclusive	of	legal	fees,	when	it	is	probable	that	a	liability	
has	been	incurred	and	the	amount	of	loss	can	be	reason-
ably	estimated.	

Stock-Based Compensation 
Legg	Mason’s	stock-based	compensation	includes	stock	
options,	employee	stock	purchase	plans,	restricted	stock	
awards	and	deferred	compensation	payable	in	stock.	
Under	its	stock	compensation	plans,	Legg	Mason	issues	
stock	options	to	officers,	key	employees	and	non-employee	
members	of	the	Board	of	Directors.	

During	fiscal	year	2007,	Legg	Mason	adopted	SFAS	No.	
123	(R),	“Share-Based	Payment”	and	related	pronounce-
ments	using	the	modified-prospective	method	and	the	
related	transition	election.	Under	this	method,	compensa-
tion	expense	for	the	year	ended	March	31,	2007	includes	
compensation	cost	for	all	non-vested	share-based	awards	
at	their	grant-date	fair	value	amortized	over	the	respective	
vesting	periods	on	the	straight-line	method.	Legg	Mason	
determines	the	fair	value	of	stock-based	compensation	
using	the	Black-Scholes	option	pricing	model,	with	the	
exception	of	market-based	performance	grants,	which	are	
valued	with	a	Monte	Carlo	option-pricing	model.	Prior	to	
fiscal	2007,	awards	were	also	accounted	for	at	grant-date	
fair	value,	except	for	awards	granted	prior	to	April	1,	
2003,	that	were	recorded	at	their	intrinsic	value.	As	a	
result,	prior	to	the	adoption	of	SFAS	No.	123	(R),	no	
related	compensation	expense	was	recognized	for	the	
awards	granted	prior	to	April	1,	2003,	and	the	expense	
related	to	stock-based	employee	compensation	included	in	
the	determination	of	net	income	for	fiscal	years	2006	and	
2005	is	less	than	that	which	would	have	been	included	if	
the	fair	value	method	had	been	applied	to	all	awards.	
Under	the	modified-prospective	method,	the	results	for	
the	years	ended	March	31,	2006	and	2005	have	not	been	
restated.	Additionally,	unamortized	deferred	compensa-
tion	previously	classified	as	a	separate	component	of	
stockholders’	equity	has	been	reclassified	as	a	reduction	of	
additional	paid-in	capital.	Also	under	SFAS	No.	123	(R),	
cash	flows	related	to	income	tax	deductions	in	excess	of	
stock-based	compensation	expense	of	$14,466	are	classi-
fied	as	financing	cash	flows	for	the	year	ended	March	31,	
2007.	For	the	years	ended	March	31,	2006	and	2005,	
these	cash	flows	were	$92,376	and	$18,972,	respectively,	
and	continue	to	be	classified	as	operating	cash	inflows.

See	Note	13	for	additional	discussion	of	stock-	
based	compensation.

Earnings Per Share 
Basic	earnings	per	share	(“EPS”)	is	calculated	by	dividing	
net	income	by	the	weighted	average	number	of	shares		
outstanding.	The	calculation	of	weighted	average	shares	
includes	common	shares,	shares	exchangeable	into	common	
stock	and	convertible	preferred	shares	that	are	considered	
participating	securities.	Diluted	EPS	is	similar	to	basic	EPS,	
but	adjusts	for	the	effect	of	potential	common	shares.	All	
share	and	per	share	information	have	been	retroactively	
restated	to	reflect	the	September	2004	three-for-two	split.	
See	Note	15	for	additional	discussion	of	EPS.	

Special Purpose and Variable Interest Entities 
Special	purpose	entities	(“SPEs”)	are	trusts,	partnerships,	
corporations	or	other	vehicles	that	are	established	for	a	
limited	business	purpose.	SPEs	generally	involve	the	
transfer	of	assets	and	liabilities	in	which	the	transferor	
may	or	may	not	have	continued	involvement,	derive		
continued	benefit,	exhibit	control	or	have	recourse.	Legg	
Mason	does	not	utilize	SPEs	as	a	form	of	financing	or	to	
provide	liquidity,	nor	has	Legg	Mason	recognized	any	
gains	or	losses	from	the	sale	of	assets	to	SPEs.	

In	accordance	with	Financial	Accounting	Standards	
Board	(“FASB”)	Interpretation	No.	(“FIN”)	46	(R),	
“Consolidation	of	Variable	Interest	Entities—an	interpre-
tation	of	ARB	No.	51,”	all	SPEs	are	designated	as	either		
a	voting	interest	entity	or	a	VIE,	with	VIEs	subject	to	
consolidation	by	the	party	deemed	to	be	the	primary		
beneficiary,	if	any.	A	VIE	is	an	entity	that	does	not	have	
sufficient	equity	at	risk	to	finance	its	activities	without	
additional	subordinated	financial	support	or	in	which		
the	equity	investors	do	not	have	the	characteristics	of	a	
controlling	financial	interest.	The	primary	beneficiary		
is	the	entity	that	will	absorb	a	majority	of	the	VIE’s	
expected	losses,	or	if	there	is	no	such	entity,	the	entity		
that	will	receive	a	majority	of	the	VIE’s	expected	residual	
returns,	if	any.	In	accordance	with	FIN	46	(R),	Legg	
Mason’s	determination	of	expected	residual	returns	
excludes	gross	fees	paid	to	a	decision	maker.	It	is	unlikely	
that	Legg	Mason	will	be	the	primary	beneficiary	for	VIEs	
created	to	manage	assets	for	clients	unless	its	ownership	
interest,	including	interests	of	related	parties,	in	a	VIE	is	
substantial,	or	unless	Legg	Mason	may	earn	significant	
performance	fees	from	the	VIE.	

67

FIN	46	(R)	also	requires	the	disclosure	of	VIEs	in	which	
Legg	Mason	is	considered	to	have	a	significant	variable	
interest.	In	determining	whether	a	variable	interest	is	sig-
nificant,	Legg	Mason	considers	the	same	factors	used	for	
determination	of	the	primary	beneficiary.	In	determining	
whether	it	is	the	primary	beneficiary	of	these	VIEs,	Legg	
Mason	considers	both	qualitative	and	quantitative	factors	
such	as	the	voting	rights	of	the	equity	holders,	economic	
participation	of	all	parties,	including	how	fees	are	earned	
by	and	paid	to	Legg	Mason,	related	party	ownership	and	
guarantees.	In	determining	the	primary	beneficiary,	Legg	
Mason	must	make	assumptions	and	estimates	about,	
among	other	things,	the	future	performance	of	the	underlying	
assets	held	by	the	VIE,	including	investment	returns,	cash	
flows	and	credit	risks.	These	assumptions	and	estimates	
have	a	significant	bearing	on	the	determination	of	the	pri-
mary	beneficiary.	If	Legg	Mason’s	assumptions	or	estimates	
were	to	be	materially	incorrect,	Legg	Mason	might	be	
required	to	consolidate	additional	VIEs.	Consolidation		
of	these	VIEs	would	result	in	an	increase	to	assets	with		
a	corresponding	increase	in	Minority	Interests	on	the	
Consolidated	Balance	Sheets	and	an	increase	in	revenues	
with	a	corresponding	increase	in	Minority	Interests	on	the	
Consolidated	Statements	of	Income.	

Supplemental Cash Flow Information 
The	following	non-cash	activities	are	excluded	from	the	
Consolidated	Statements	of	Cash	Flows.	As	described	in	
Note	8,	during	fiscal	2007	and	2006,	the	holders	of	the		
$76	million	and	$480	million	in	zero-coupon	contingent	
convertible	senior	notes	converted	the	notes	into	756	thou-
sand	and	5.5	million	shares	of	common	stock,	respectively.	
There	were	no	zero-coupon	contingent	convertible	senior	
notes	outstanding	after	the	conversion	in	fiscal	2007.	

As	described	in	Note	2,	during	fiscal	2006,	Legg	Mason	issued	
5.4	million	shares	of	common	stock	and	13.346632	shares	of	
non-voting	convertible	preferred	stock	to	Citigroup	in	the	
acquisition	of	CAM.	During	March	2006,	Citigroup	sold,	
and	thus	converted,	approximately	4.96	shares	of	non-voting	
convertible	preferred	stock	into	4.96	million	shares	of	com-
mon	stock.	In	addition,	an	$83.2	million	promissory	note,		
as	described	in	Note	7,	was	executed	as	a	result	of	the	final	
purchase	price	at	closing.	As	also	described	in	Note	2,	during	
fiscal	2006,	Legg	Mason	issued	1.9	million	shares	of	common	
stock	valued	at	$200	million	to	acquire	Permal.	As	described	
in	Note	3,	during	fiscal	2006,	Legg	Mason	recognized	a	gain	
on	the	sale	of	its	PC/CM	businesses	to	Citigroup,	based	on	
a	value	of	$1.65	billion	for	the	businesses,	as	a	portion	of	
the	consideration	to	acquire	CAM.	Assets	and	liabilities	of	

the	PC/CM	businesses	transferred	to	Citigroup	as	part		
of	the	transaction	were	approximately	$4.2	billion	and		
$3.7	billion,	respectively.	

The	amounts	reflected	in	the	supplementary	disclosure	on		
the	Consolidated	Statements	of	Cash	Flows	as	cash	paid	for	
income	taxes	and	interest	represent	amounts	for	both	con-
tinuing	and	discontinued	operations,	where	applicable.	

Derivative Instruments 
The	fair	values	of	derivative	instruments	are	recorded	as	
assets	or	liabilities	on	the	Consolidated	Balance	Sheets.	
Legg	Mason	generally	does	not	engage	in	derivative	or	
hedging	activities,	except	to	hedge	interest	rate	risk	on	
debt,	as	described	in	Note	8.	In	addition,	Legg	Mason	
uses	currency	and	other	hedges	to	hedge	the	risk	of	move-
ment	in	exchange	rates	or	interest	rates	on	financial	assets.

Legg	Mason	applies	hedge	accounting	as	defined	in	SFAS	
No.	133,	“Accounting	For	Derivative	Instruments	and	
Hedging	Activities,”	to	the	aforementioned	debt	interest	
rate	risk	hedge.	Adjustment	of	this	cash	flow	hedge	is	
recorded	in	Other	comprehensive	income.	The	gain	or	loss	
on	other	derivative	instruments	not	designated	for	hedge	
accounting	are	included	as	Other	income	(expense)	in	the	
Consolidated	Statements	of	Income	and	are	not	material.	

Recent Accounting Developments 
The	following	relevant	accounting	pronouncements	were	
recently	issued.	

The	FASB	issued	FASB	Interpretation	No.	48,	“Accounting	
for	Uncertainty	in	Income	Taxes”	(“FIN	48”),	in	July	
2006.	FIN	48	clarifies	previously	issued	FASB	Statement	
No.	109,	“Accounting	for	Income	Taxes,”	by	prescribing	a	
recognition	threshold	and	a	measurement	attribute	in	
financial	statements	for	tax	positions	taken	or	expected	to	
be	taken	in	a	tax	return.	FIN	48	also	provides	guidance	on	
derecognition,	classification,	interest	and	penalties,	interim	
accounting,	disclosure	and	transition	and	will	be	effective	
for	fiscal	year	2008.	Legg	Mason	has	substantially	com-
pleted	an	analysis	of	adopting	the	provisions	of	FIN	48	
and,	based	on	that	analysis,	does	not	currently	expect	an	
adjustment	to	opening	retained	earnings	or	existing	income	
tax	reserves	as	of	April	1,	2007,	that	will	be	material	to	the	
consolidated	financial	statements.

In	September	2006,	the	FASB	issued	Statement	No.	157,	
“Fair	Value	Measurements”	(“SFAS	157”),	to	provide	a	con-
sistent	definition	of	fair	value	and	establish	a	framework	for	

68

measuring	fair	value	in	generally	accepted	accounting	
principles.	SFAS	157	has	additional	disclosure	require-
ments	and	will	be	effective	for	fiscal	year	2009.	Legg	
Mason	is	evaluating	the	adoption	of	SFAS	157	and	cannot	
estimate	the	impact,	if	any,	on	its	consolidated	financial	
statements	at	this	time.

In	September	2006,	the	FASB	issued	Statement	No.	158,	
“Employers’	Accounting	for	Defined	Benefit	Pension	and	
Other	Postretirement	Plans—an	amendment	of	FASB	
Statements	No.	87,	88,	106	and	132	(R)”	(“SFAS	158”).	
SFAS	158	requires	an	employer	that	is	a	business	entity	that	
sponsors	one	or	more	single-employer	defined	benefit	plans	
to	recognize	the	funded	status	of	its	plans	on	its	balance	
sheet	as	of	the	balance	sheet	date.	SFAS	158	also	requires	
gains	or	losses	and	prior	service	costs	or	credits	that	are	not	
components	of	net	periodic	benefit	costs	to	be	cycled	
through	other	comprehensive	income	until	recognized	as	
net	periodic	benefit	cost.	SFAS	158	has	additional	disclosure	
requirements	and	is	effective	as	of	March	31,	2007.	The	
adoption	of	SFAS	158	did	not	have	a	material	impact	on	
Legg	Mason’s	consolidated	financial	statements.	

In	September	2006,	the	SEC	staff	issued	Staff	Accounting	
Bulletin	No.	108,	“Considering	the	Effects	of	Prior		
Year	Misstatements	when	Quantifying	Misstatements		
in	Current	Year	Financial	Statements”	(“SAB	108”),	to	
eliminate	diversity	in	how	registrants	quantify	financial	
statement	misstatements.	Prior	to	SAB	108,	registrants	
have	used	one	of	two	widely	recognized	methods	to	quan-
tify	financial	statement	misstatements:	the	“rollover”	
method	or	the	“iron	curtain”	method.	The	iron	curtain	
method	quantifies	uncorrected	misstatements	based	on	
the	effects	of	correcting	the	misstatements	existing	in	the	
balance	sheet	in	the	current	year,	irrespective	of	the	year	
of	origination	of	the	misstatement.	The	rollover	method	
quantifies	uncorrected	misstatements	based	on	the	
amount	of	misstatements	originating	in	the	current	year	
income	statement	and	ignores	the	effects	of	correcting	the	
portion	relating	to	balance	sheet	misstatements	from	prior	
years.	SAB	108	requires	that	a	registrant	consider	both	the	
iron	curtain	and	rollover	methods	when	evaluating	uncor-
rected	misstatements.	As	such,	uncorrected	misstatements	
previously	deemed	to	be	immaterial	under	one	method,	
may	now	be	material	under	the	new	“dual	approach”	and	
require	correction	in	the	current	year	financial	statements.	
SAB	108	has	additional	disclosure	requirements.	SAB	108	
has	been	adopted	as	of	March	31,	2007	and	did	not	
impact	Legg	Mason’s	consolidated	financial	statements.	

In	February	2007,	the	FASB	issued	Statement	No.	159,		
“The	Fair	Value	Option	for	Financial	Assets	and	Financial	
Liabilities—Including	an	Amendment	of	FASB	Statement	
No.	115”	(“SFAS	159”).	SFAS	159	permits	companies	to	
measure	many	financial	instruments	and	certain	other	
items	at	fair	value.	The	provisions	of	SFAS	159	are	not	
mandatory	and	Legg	Mason	has	the	option	to	adopt	SFAS	
159	for	fiscal	2008	or	fiscal	2009.	Legg	Mason	is	in	the	
process	of	evaluating	the	potential	future	effect	of	SFAS	
159	on	its	consolidated	financial	statements.	

2.  ACQUISITIONS 
On	December	1,	2005,	Legg	Mason	completed	the	acqui-
sition	of	CAM	in	exchange	for	(i)	all	outstanding	stock		
of	Legg	Mason	subsidiaries	that	constituted	its	PC/CM	
businesses	(see	Note	3	for	a	discussion	of	discontinued	
operations);	(ii)	approximately	5.39	million	shares	of	com-
mon	stock	and	13.346632	shares,	$10	par	value	per	share,	
of	non-voting	Legg	Mason	convertible	preferred	stock,	which	
is	convertible,	upon	transfer,	into	approximately	13.35	mil-
lion	shares	of	common	stock;	and	(iii)	$512	million	in	cash	
borrowed	under	a	$700	million	five-year	syndicated	term	
loan	facility.	

The	CAM	acquisition	price	initially	aggregated	$3.96	billion,	
including	$1.73	billion	of	Legg	Mason	stock	(5.39	million	
shares	of	common	stock	and	13.35	million	shares	of		
common	stock	issuable	upon	conversion	of	convertible	
preferred	stock,	all	at	$92.05	per	share);	$1.65	billion	for	
the	PC/CM	business;	$512	million	of	cash;	and	related	
costs	of	$68	million.	In	accordance	with	EITF	99-12,	
“Determination	of	the	Measurement	Date	for	the	Market	
Price	of	Acquirer	Securities	Issued	in	a	Purchase	Business	
Combination,”	the	common	stock	and	convertible	stock	
issued	in	the	transaction	were	valued	based	on	the	average	
closing	price	of	Legg	Mason	common	stock	immediately	
before	and	following	June	24,	2005,	the	date	on	which	
the	terms	of	the	transaction	were	agreed	by	both	parties	
and	announced.	The	convertible	preferred	stock	was	val-
ued	on	the	same	basis	as	the	common	stock	because	both	
classes	have	the	same	economic	rights.	The	value	assigned	
to	the	PC/CM	business	was	based	on	negotiations	
between	the	buyer	(Citigroup)	and	seller	(Legg	Mason)	
using	market	metrics,	such	as	revenue,	book	value	and	
earnings	multiples,	and	was	developed	in	conjunction	
with	independent	third-party	advisors.

At	the	time	of	the	acquisition,	CAM	managed	assets	of	
approximately	$408.6	billion,	which	excluded	certain	
assets	that	were	not	expected	to	be	retained	by	CAM.		

69

The	determination	of	the	purchase	price	was	made	on	the	
basis	of,	among	other	things,	the	revenues,	profitability	and	
growth	rates	of	CAM.	The	acquisition	of	CAM	fits	one	of	
Legg	Mason’s	strategic	objectives	to	become	a	pure	global	
asset	management	company.	

A	summary	of	the	fair	values	of	the	net	assets	acquired	is	
as	follows:	

Cash	
Receivables	
Deferred	sales	commissions	
Fixed	assets,	net	
Other	assets	
Amortizable	asset	management	contracts	
Indefinite-life	mutual	fund	contracts	
Goodwill	
Current	liabilities	
Deferred	tax	liability	
Total	purchase	price,		
	 including	acquisition	costs	

$			109,106
389,517
87,994
35,217
17,152
356,677
2,702,376
854,367
(579,220)
(12,522)

$3,960,664

Amortizable	asset	management	contracts	are	being	
amortized	over	periods	ranging	from	six	to	twelve	years,	
excluding	certain	contracts	of	approximately	$11	million,	
which	were	amortized	over	16	months.	The	value	of	the	
indefinite-life	mutual	fund	contracts	is	not	subject	to	
amortization	but	is	evaluated	quarterly	for	impairment.	
Approximately	$739	million	of	the	goodwill	is	deduct-
ible	over	15	years	for	tax	purposes.

In	accordance	with	the	terms	of	the	acquisition	agreement	
for	CAM,	a	post-closing	purchase	price	adjustment	of	
$84.7	million	was	paid	to	Citigroup	in	the	September	
2006	quarter	based	on	the	retention	of	certain	acquired	
AUM.	This	payment	was	recorded	as	additional	goodwill	
and	therefore	will	only	impact	future	earnings	to	the	
extent	recorded	goodwill	becomes	impaired.

Prior	to	consummation	of	the	CAM	transaction,	senior	
management	began	to	assess	and	formulate	plans	for	
restructuring	the	business	of	the	combined	entities,	which	
included	reductions	in	the	acquired	workforce,	rational-
ization	and	realignment	of	the	acquired	mutual	funds,	
and	an	evaluation	of	office	lease	obligations	assumed	in	
the	transaction	in	several	geographic	regions.	Costs	asso-
ciated	with	reductions	of	the	acquired	workforce	were	
accrued	at	acquisition	date,	at	which	time	specific	plans	

70

and	the	communication	of	those	plans	were	finalized.	
Costs	associated	with	mutual	fund	realignment	and	office	
space	rationalization	were	accrued	during	fiscal	2007,		
as	management	finalized	plans	and	amounts	could	be		
reasonably	estimated.	As	part	of	the	fund	realignment,	
certain	domestic	funds	have	been	or	are	being	merged	
with	funds	of	similar	strategy	and	certain	funds	have	been	
or	are	being	re-domiciled	or	liquidated,	as	approved	by	
the	Boards	of	Directors	of	the	funds	or	fund	shareholders.	
The	fund	realignment	costs	were	not	associated	with	or	
incurred	to	generate	revenues	of	the	combined	entity	after	
the	consummation	date,	were	incremental	to	other	costs	
incurred	in	the	conduct	of	activities	prior	to	the	transac-
tion	date,	and	were	incurred	as	a	direct	result	of	the	plan	
to	exit	certain	CAM	activities.	The	evaluation	of	excess	
office	space	in	several	geographic	regions	resulted	from	
staff	reductions	and	business	integrations.	Excess	office	
space	costs	include	both	amounts	incurred	under	existing	
contractual	obligations	of	CAM	that	will	continue	with	
no	economic	benefit	and	penalties	incurred	to	cancel	con-
tractual	obligations	of	the	acquired	business.

The	costs	for	workforce	reductions,	mutual	fund	realign-
ment	and	excess	office	space	aggregating	$85.4	million		
are	associated	with	integration	of	the	acquired	CAM		
business	and,	for	the	reasons	described	above,	such	costs	are	
reflected	as	additional	goodwill	and	will	only	impact	future	
earnings	to	the	extent	recorded	goodwill	becomes	impaired.	

A	summary	of	all	accrued	restructuring	costs	follows:

Acquired
Workforce		
Fund	
Reductions	 Realignment	 Leases	 Total

Office

$	27.5	
	(19.5)	

Accrued	at		
	 acquisition	
Payments	
Accrual	at		
	 March	31,	2006	
Accruals	
Payments	
Accrual at  
  March 31, 2007  $  0.2 

8.0	
1.2	
	(9.0)	

$				—	
—	

$			—	 $	27.5
(19.5)

—	

—	
42.4	
(37.2)	

									—	
				14.3	
						(3.3)	

8.0
57.9
(49.5)

$  5.2 

 $11.0  $16.4

The	purchase	price	allocation	was	completed	during	fiscal	
2007,	and	Legg	Mason	expects	the	remaining	accrued	
costs	to	be	paid	as	incurred	or	over	their	contractual	terms	
in	future	years.

	
	
	
In	connection	with	the	acquisition	of	CAM,	effective	
October	3,	2005,	Legg	Mason	entered	into	a	three-year	
Global	Distribution	Agreement	with	Citigroup	pursuant	
to	which	Legg	Mason	intends	to	distribute	the	asset	man-
agement	products	and	services	of	CAM	and	its	other	
subsidiaries,	including	the	Legg	Mason	Funds	family	of	
mutual	funds,	through	Citigroup’s	various	distribution	
businesses.	These	businesses	include	Citigroup’s	retail	
securities	brokerage,	retail	and	institutional	banks	and	life	
and	variable	annuity	representatives.	Citigroup’s	retail	
securities	brokerage	will	be	the	exclusive	retail	distributor	
of	the	Legg	Mason	Funds	that	are	managed	by	Legg	
Mason	Capital	Management,	subject	to	a	few	exceptions.	
The	term	of	this	exclusivity	is	for	up	to	three	years,	sub-
ject	to	certain	conditions.	

Prior	to	the	acquisition	of	CAM	and	in	conjunction	with	a	
Citigroup	entity,	Smith	Barney	Fund	Management	LLC	
(“SBFM”),	one	of	the	entities	acquired	from	Citigroup,	
completed	a	settlement	with	the	U.S.	Securities	and	
Exchange	Commission	(“SEC”)	resolving	an	investigation	
by	the	SEC	into	matters	relating	to	arrangements	between	
certain	Smith	Barney	mutual	funds,	a	Citigroup	affiliated	
transfer	agent,	and	an	unaffiliated	sub-transfer	agent.	
Under	the	terms	of	the	settlement,	SBFM	paid	$184	million	
to	the	U.S.	Treasury,	which	will	be	distributed	pursuant	to	
a	distribution	plan	that	is	subject	to	approval	by	the	SEC.	
Although	the	transfer	agency	business	was	not	included	in	
the	acquisition	of	CAM,	the	liabilities	of	SBFM	assumed		
in	the	acquisition	include	approximately	$184	million	for	
amounts	to	be	paid	pursuant	to	the	plan	of	distribution,	
when	approved.	In	addition,	the	assets	acquired	include	a	
receivable	of	approximately	$184	million	for	the	amount	
that	will	be	returned	to	Legg	Mason	by	the	U.S.	Treasury	
for	distribution	pursuant	to	the	plan.	This	settlement	has	
still	not	been	disbursed	and	as	such,	the	receivable	balance	
is	included	in	Other	receivables	and	the	related	liability	is	
included	in	Other	current	liabilities	as	of	March	31,	2007	
and	2006.	

Effective	November	1,	2005,	Legg	Mason	acquired	80%	of	
the	outstanding	equity	of	Permal,	a	leading	global	funds-
of-hedge	funds	manager.	Concurrent	with	the	acquisition,	
Permal	completed	a	reorganization	in	which	the	residual	

20%	of	outstanding	equity	was	converted	to	preference	
shares,	resulting	in	Legg	Mason	owning	100%	of	the	out-
standing	voting	common	stock	of	Permal.	Legg	Mason	has	
the	right	to	purchase	the	preference	shares	over	the	next	
four	years	and,	if	that	right	is	not	exercised,	the	holders		
of	those	shares	have	the	right	to	require	Legg	Mason	to	
purchase	the	interests	in	the	same	general	time	frame	for	
approximately	the	same	consideration.	The	aggregate	con-
sideration	paid	by	Legg	Mason	at	closing	was	$800	million,	
excluding	$8.5	million	of	acquisition-related	costs,	of	which	
$200	million	was	in	the	form	of	approximately	1,889	newly	
issued	shares	of	Legg	Mason	common	stock	and	the	
remainder	was	cash.	It	is	anticipated	that	Legg	Mason	will	
acquire	the	remaining	20%	ownership	interest	in	Permal	
represented	by	the	preference	shares,	and	Legg	Mason	will	
do	so	in	purchases	that	will	be	made	two	and	four	years	
after	the	initial	closing	at	prices	based	on	Permal’s	revenues.	
The	additional	payments	are	treated	as	contingent		
consideration.	The	maximum	aggregate	price,	including	
earnout	payments	related	to	each	purchase	and	based	upon	
future	revenue	levels,	for	all	equity	interests	in	Permal	is		
$1.386	billion,	with	a	$969.5	million	minimum	price,	
including	acquisition	costs.	Legg	Mason	may	elect	to	
deliver	up	to	25%	of	each	of	the	future	payments	in	the	
form	of	shares	of	its	common	stock.	All	payments	for	the	
preference	shares,	including	dividends,	and	other	contingent	
earnouts	exceeding	the	$969.5	million	minimum	purchase	
price	will	be	recognized	as	additional	goodwill.	During		
fiscal	2007,	Legg	Mason	paid	approximately	$12	million		
in	dividends	on	the	preference	shares.	Based	upon	current		
performance	levels,	as	of	March	31,	2007,	$130	million	of	
the	$161	million	difference	between	the	minimum	price	
and	the	consideration	paid	at	closing,	including	acquisition	
costs,	is	classified	as	Contractual	acquisition	payable,	a		
current	liability.	As	of	March	31,	2006,	the	$161	million	
difference	was	included	in	Other	non-current	liabilities.

At	the	time	of	acquisition,	Permal	managed	assets	of	
approximately	$17.5	billion	(excluding	approximately		
$2.0	billion	of	assets	cross-invested	among	its	managed	
funds	and	$2.7	billion	of	assets	that	Permal	did	not	
expect	to	retain).	The	acquisition	of	Permal	fits	one	of	
Legg	Mason’s	strategic	objectives	to	expand	its	global	
asset	management	business.

71

A	summary	of	the	fair	values	of	the	net	assets	acquired	is	
as	follows:	

Cash	
Receivables	
Investments	(primarily	investments	of	VIEs)(1)	
Other	current	assets	
Other	non-current	assets	
Amortizable	asset	management	contracts	
Indefinite-life	funds-of-hedge	funds	contracts	
Indefinite-life	trade	name	
Goodwill	
Current	liabilities		
	 (primarily	accrued	compensation)	
Deferred	tax	liability	
Other	non-current	liabilities	
Minority	interests	in	VIEs(1)	
Total	minimum	purchase	price,		
	 including	acquisition	costs	

$		181,406
48,252
242,802
9,183
58,537
9,960
947,000
62,100
126,704

(220,759)
(275,700)
(8,838)
(211,178)

$		969,469

(1)		Subsequent	to	acquisition,	adjustments	to	certain	contractual	agreements		

occurred	and	the	VIEs	are	no	longer	required	to	be	consolidated.	

The	fair	value	of	the	amortizable	asset	management	con-
tracts	of	approximately	$10.0	million	is	being	amortized	
over	periods	ranging	from	two	to	nine	years.	The	values	
of	the	indefinite-life	trade	name	and	funds-of-hedge	funds	
contracts	are	not	subject	to	amortization	but	are	evaluated	
quarterly	for	impairment.	

The	following	unaudited	pro	forma	consolidated	results	
are	presented	as	though	the	acquisitions	of	CAM	and	
Permal	had	occurred	as	of	the	beginning	of	each	period	
presented	and	excludes	the	results	of	discontinued		
operations	(including	the	gain	on	sale	of	the	PC/CM	
businesses).	The	pro	forma	results	include	adjustments		
to	exclude	certain	non-transferred	CAM	businesses	in	
accordance	with	the	terms	of	the	transaction	agreement,	
to	conform	accounting	policies	of	the	acquired	entities,	
and	to	adjust	for	the	effect	of	acquisition	related	expenses.	

Years	Ended	March	31,

2006	
$3,988,526	

2005
$3,636,289

$			589,820	

$			544,983

Revenues	
Income	from	continuing		
	 operations	
Income	from	continuing		
	 operations	per	common	share:	

	 Basic	
	 Diluted	

$									4.39	
$									4.10	

$									4.37
$									3.98

The	former	owners	of	Private	Capital	Management	
(“PCM”)	earned	the	maximum	fifth	anniversary	payment	
of	$300.0	million,	which	was	accrued	as	of	March	31,	
2006	and	paid	during	fiscal	2007.	This	payment	is	
recorded	as	additional	goodwill	and	is	subject	to	certain	
limited	claw-back	provisions.

On	December	31,	2004,	Legg	Mason	Investment	Counsel,	
LLC,	a	wholly	owned	subsidiary	of	Legg	Mason,	acquired	
from	Deutsche	Investment	Management	Americas	the	New	
York	City,	Philadelphia,	Cincinnati	and	Chicago	offices		
of	Scudder	Private	Investment	Counsel	(the	“Acquired	
Offices”)	for	cash	of	$55.0	million.	The	acquisition	of	these	
offices	fits	Legg	Mason’s	strategic	objective	to	grow	its	asset	
management	business.	The	transaction	included	a	contin-
gent	payment	based	on	the	revenues	of	the	Acquired	
Offices	on	the	first	anniversary	of	closing,	which	resulted		
in	a	payment	of	approximately	$16.3	million	in	March	
2006	that	was	recorded	as	additional	goodwill.	The	
Acquired	Offices	had	$6.2	billion	of	AUM	at	December	31,	
2004.	The	allocation	of	the	purchase	price	resulted	in	
approximately	$20.0	million	of	goodwill	and	$34.0	million	
of	amortizable	asset	management	contracts.	The	fair	value		
of	the	asset	management	contracts	of	$34.0	million	is	being	
amortized	over	an	estimated	life	of	12	years.	

3.  DISCONTINUED OPERATIONS 
On	December	1,	2005,	Legg	Mason	sold	the	entities	that	
comprised	its	PC/CM	businesses	to	Citigroup	as	a	portion	
of	the	consideration	in	the	purchase	of	Citigroup’s	global	
asset	management	businesses.	In	accordance	with	SFAS	
No.	144,	“Accounting	for	the	Impairment	or	Disposal	of	
Long-Life	Assets,”	the	after-tax	results	of	operations	of	
PC/CM	are	reflected	as	Income	from	discontinued	opera-
tions	on	the	Consolidated	Income	Statements	for	the	
fiscal	years	ended	March	31,	2006	and	2005.	

As	a	result	of	the	sale,	Legg	Mason	recognized	a	gain	of	
$1.09	billion,	net	of	$97.2	million	in	costs	related	to	the	
sale,	including	$78.7	million	for	accelerated	vesting	of	
employee	stock	option	and	other	deferred	compensation	
awards.	As	required	by	SFAS	No.	123,	a	modification	of	
the	terms	of	an	option	award	that	makes	it	more	valuable	
shall	be	treated	as	an	exchange	of	the	original	award	for	a	
new	award	and	the	incremental	value	shall	be	measured	
by	the	difference	between	(a)	the	fair	value	of	the	modi-
fied	option	determined	in	accordance	with	the	provisions	
of	SFAS	No.	123	and	(b)	the	value	of	the	old	option	
immediately	before	its	terms	are	modified,	determined	
based	on	the	shorter	of	(1)	its	remaining	expected	life	or	

72

	
	
		
	
	
	
(2)	the	expected	life	of	the	modified	option.	There	were	
864	thousand	unvested	options	as	of	the	transaction	date	
that	were	not	exercisable	under	their	original	contractual	
provisions	and	therefore	had	no	value.	The	terms	of	these	
options	were	modified	such	that	their	vesting	periods	were	
shortened	to	the	December	1,	2005	transaction	date,		
with	ninety	days	thereafter	to	exercise.	As	modified,	all	
options	were	expected	to	be	exercised	immediately,	and	
therefore	the	fair	value	of	these	options	had	no	time	value	
component	and	was	equal	to	the	aggregate	of	the	transac-
tion	date	market	price	less	the	respective	strike	prices	for	
each	modified	option.

The	sale	resulted	in	an	after-tax	gain	of	$641.3	million.	
During	fiscal	2007,	the	Company	completed	the	filing	of	
its	income	tax	return	related	to	the	sale	and	also	adjusted	
the	liabilities	related	to	the	sale.	These	actions	resulted	in	
an	adjustment	to	the	after-tax	gain	from	the	sale	of	$572.

Results	of	operations	for	discontinued	operations	are	sum-
marized	as	follows:	

Total	revenues,		
	 net	of	interest	expense(1)	
Income	from		
	 discontinued	operations	
Provision	for	income	taxes	
Income	from		
	 discontinued	operations,	net	

Years	Ended	March	31,

2006	

2005

$545,715	

$856,366

$109,404	
42,983	

$187,949
74,942

$  66,421	

$113,007

(1)	See	Note	18	for	additional	information	on	net	revenues.	

On	March	31,	2006,	Legg	Mason	sold	the	operations	of	
its	subsidiary,	Legg	Mason	Real	Estate	Services	
(“LMRES”).	The	sales	price	for	the	net	assets	was	approx-
imately	$8,093	received	in	cash	subsequent	to	closing.	
Legg	Mason	recognized	a	pre-tax	gain,	net	of	transaction	
costs,	of	$4,698	($2,739,	net	of	taxes	of	$1,959).	The	gain	
on	this	sale	is	reflected	as	Gain	on	sale	of	discontinued	
operations	on	the	Consolidated	Statements	of	Income.	
The	sale	of	LMRES	was	a	result	of	Legg	Mason’s	long-
term	strategic	objective	to	focus	on	its	core	asset	
management	business.	

4.  INVESTMENTS 
Legg	Mason	has	investments	in	debt	and	equity	securities	
that	are	generally	classified	as	available-for-sale,	held-to-
maturity	and	trading	as	described	in	Note	1.	Investments	
as	of	March	31,	2007	and	2006	are	as	follows:	

Investment	securities:	
	 Trading(1)	
	 Held	to	maturity	
	 Available-for-sale	
	 Other(2)	
Total	

2007	

2006

$273,166	
—	
8,297	
1,298	
$282,761	

$142,206
17,255
7,514
1,503
$168,478

(1)		Includes	 assets	 of	 deferred	 compensation	 plans	 of	 $191,684	 and	 $106,170,		

respectively.	The	remainder	is	seed	capital	and	investments	in	VIEs.	

(2)		Includes	investments	in	private	equity	and	debt	securities	that	do	not	have	readily	

determinable	fair	values.	

Legg	Mason	uses	the	specific	identification	method	to	
determine	the	cost	of	a	security	sold	and	the	amount	
reclassified	from	accumulated	other	comprehensive	
income	into	earnings.	The	proceeds	and	gross	realized	
gains	and	losses	from	sales	and	maturities	of	available-	
for-sale	investments	are	as	follows:	

Years	Ended	March	31,
2005
2006	
2007	

AVAILABLE-FOR-SALE 
	 Proceeds	
	 Gross	realized	gains	
	 Gross	realized	losses	

$21,745	 $8,074	 $10,827
6
(21)

259	
(117)	

169	
(8)	

The	net	unrealized	gain	for	investment	securities	classi-
fied	as	trading	was	$7,141	for	2007.	Net	unrealized	losses	
for	investment	securities	classified	as	trading	were	$8,360,	
and	$2,564	for	2006	and	2005,	respectively.	

Legg	Mason’s	available-for-sale	investments	consist	of	
mortgage-backed	securities,	U.S.	government	and	agency	
securities,	and	equity	securities.	The	fair	value	of	invest-
ments	classified	as	available-for-sale	was	$8,297	and	
$7,514,	as	of	March	31,	2007	and	2006,	respectively.	
Gross	unrealized	gains	and	losses	for	investments	classi-
fied	as	available-for-sale	were	$407	and	$303,	respectively,	
as	of	March	31,	2007,	and	$342	and	$383,	respectively,		
as	of	March	31,	2006.

Legg	Mason	had	no	investments	classified	as	held-to-maturity	
as	of	March	31,	2007.	As	of	March	31,	2006,	the	amor-
tized	cost	of	investments	classified	as	held-to-maturity	was	
$17,255.	Gross	unrealized	gains	and	losses	for	investment	
securities	classified	as	held-to-maturity	were	$72	and	$292,	
respectively,	as	of	March	31,	2006.	

5.  FIXED ASSETS 
The	following	table	reflects	the	components	of	fixed	assets	
as	of	the	dates	shown.	

73

		
	
	
	
 
	
 
Equipment	
Software	
Leasehold	improvements	
	 Total	cost	
Less:	accumulated	depreciation		
	 and	amortization	
Fixed	assets,	net	

March 31,	 March	31,	

2007	

2006

$ 146,234	 $	116,967
101,698
107,634
326,299

135,690	
137,259	
419,183	

(199,746)	
(143,690)
$ 219,437	 $	182,609

Depreciation	and	amortization	expense	was	$69,442,	
$35,308,	and	$19,318	for	fiscal	2007,	2006,	and	2005,	
respectively,	net	of	$4,243	and	$3,728	for	fiscal	2006	and	
2005,	respectively,	which	was	allocated	to	discontinued	
operations	to	reflect	the	use	of	certain	fixed	assets	by	dis-
continued	operations	prior	to	the	sale.	

6.  INTANGIBLE ASSETS AND GOODWILL 
Goodwill	and	indefinite	life	intangible	assets	are	not	
amortized	and	the	values	of	identifiable	intangible	assets	
are	amortized	over	their	useful	lives,	unless	the	assets	are	
determined	to	have	indefinite	useful	lives.	Goodwill	and	
indefinite-life	intangible	assets	are	analyzed	to	determine	
if	the	fair	market	value	of	the	assets	exceed	the	book	
value.	If	the	fair	value	is	less	than	the	book	value,	Legg	
Mason	will	record	an	impairment	charge.	During	fiscal	
2007,	Legg	Mason	recognized,	as	other	operating	expense,	
impairment	charges	of	approximately	$2.0	million	for	
certain	amortizable	asset	management	contracts.	There	
were	no	impairment	charges	during	fiscal	2006	and	2005.	

The	following	tables	reflect	the	components	of	intangible	
assets	in	continuing	operations	as	of	March	31:	

2007	

2006

AMORTIZABLE ASSET 
  MANAGEMENT CONTRACTS 
	 Cost	
	 Accumulated	amortization 

	 Net	

$   737,673	 $			739,789
(117,585)
$   553,488	 $		622,204

(184,185)	

INDEFINITE-LIFE 
  INTANGIBLE ASSETS 
	 Fund	management	contracts	 $3,755,121  $3,754,312
116,800
	 Trade	names	
$3,871,921	 $3,871,112
$4,425,409	 $4,493,316

Intangible	Assets,	net	

116,800	

Estimated	amortization	expense	for	each	of	the	next	five	
fiscal	years	is	as	follows:	

2008	
2009	
2010	
2011	
2012	
Thereafter	
Total	

$		56,886
54,714
54,367
54,360
51,066
282,095
$553,488

The	decrease	in	amortizable	cost	is	primarily	due	to	the	
previously	described	impairment	charge	and	the	increase	
in	indefinite-life	intangible	assets	is	primarily	attributable	
to	the	impact	of	foreign	currency	translation.	

The	increase	in	the	carrying	value	of	goodwill	since	
April	1,	2006	is	summarized	below:		

2007	

2006

$2,303,799	 $			992,800

Balance,	beginning	of	year	
Business	acquisitions	and		
	 related	costs	(see	Note	2)	
Contractual	acquisition		
	 earnouts	(see	Note	2)	
Impact	of	excess	tax	basis		
	 	amortization	on	CAM	acquisition	
Other,	including	changes	in		
	 foreign	exchange	rates	
Balance,	end	of	year	

72,354	

996,716

84,748	

316,300

(28,969)	

—

908	

(2,017)
$2,432,840	 $2,303,799

The	increase	in	goodwill	due	to	business	acquisition	costs	
and	contractual	acquisition	earnouts	in	fiscal	2007	and	
2006	is	primarily	attributable	to	CAM	and	Permal	as	dis-
cussed	in	Note	2	and	the	accrual	of	the	$300.0	million	
final	contingent	payment	for	PCM	in	fiscal	2006.

During	fiscal	2007,	Legg	Mason	began	recognizing	the	
tax	benefit	of	the	amortization	of	excess	tax	basis	related	
to	the	CAM	acquisition.	In	accordance	with	SFAS	No.	
109,	“Accounting	for	Income	Taxes,”	the	tax	benefit		
is	recorded	as	a	reduction	of	goodwill	and	deferred	tax	
liabilities.	In	addition,	a	contingent	payment	of	approxi-
mately	$16,300	was	made	in	fiscal	2006	in	connection	
with	the	acquisition	of	the	Acquired	Offices	and	was	
recorded	as	additional	goodwill.	

As	of	March	31,	2007,	management	contracts	are	being	
amortized	over	a	weighted-average	life	of	11	years.	

7.  SHORT-TERM BORROWINGS 
On	October	14,	2005,	Legg	Mason	entered	into	an	unse-
cured	5-year	$500	million	revolving	credit	agreement.	Legg	

74

	
	
	
 
 
	
 
 
	
	
Mason	expects	to	use	this	revolving	credit	facility	to	fund	
working	capital	needs	and	for	general	corporate	purposes.	
This	facility	replaced	Legg	Mason’s	previous	$100	million	
revolving	credit	facility	and	will	be	payable	in	full	at	matu-
rity	in	five	years.	There	were	no	borrowings	outstanding	
under	this	facility	as	of	March	31,	2007	and	2006.	

Legg	Mason	maintains	two	additional	borrowing	facili-
ties,	a	$50	million,	3-year	revolving	credit	agreement	and	
a	$40	million	credit	line.	Both	facilities	are	for	general	
operating	purposes.	There	were	no	borrowings	outstand-
ing	under	these	facilities	as	of	March	31,	2007	and	2006.	
Legg	Mason	has	maintained	compliance	with	the	appli-
cable	covenants	of	these	facilities.	

In	connection	with	the	acquisition	of	CAM,	Legg	Mason	
entered	into	two	364-day	borrowing	arrangements:	one	

was	a	$130	million	revolving	credit	facility	at	an	interest	
rate,	including	commitment	fees,	of	LIBOR	plus	27	basis	
points;	the	other	was	a	$83.2	million	promissory	note	at	
an	interest	rate,	including	commitment	fees,	of	LIBOR	
plus	35	basis	points.	The	average	effective	interest	rate	for	
the	$83.2	million	credit	facility	was	5.6%	and	4.8%	for	
the	periods	ended	March	31,	2007	and	2006,	respectively.	
During	the	fiscal	year	ended	March	31,	2007,	we	paid	
from	available	cash	the	$83.2	million	balance	outstanding	
on	this	short-term	promissory	note	with	Citigroup.	Legg	
Mason	did	not	borrow	under	the	$130	million	credit	
facility	before	it	expired	in	November	2006.	

8.  LONG-TERM DEBT 
Long-term	debt	as	of	March	31,	2007	and	2006	consists	
of	the	following:	

Current 
Accreted 
Value 
$   424,796 

— 
650,000 
8,543 
3,617 
25,668 
1,112,624 
5,117 
$1,107,507 

2007	

Unamortized 
Discount 
$204 

— 
— 
— 
— 
— 
204 
— 
$204 

Maturity	
Amount	
$  425,000 	

—	
650,000	
8,543	
3,617	
25,668	
1,112,828	
5,117	
$1,107,711	

2006
Current	
Accreted	
Value
$			424,632

	32,861
	700,000
	15,776
—
29,691
1,202,960
36,883
$1,166,077

6.75%	senior	notes	
Zero-coupon	contingent		
	 convertible	senior	notes	
5-year	term	loan	
3-year	term	loan	
Third	party	distribution	
Other	term	loans	
	 Subtotal	
Less:	current	portion	
Total	

On	July	2,	2001,	Legg	Mason	issued	$425,000	principal	
amount	of	senior	notes	due	July	2,	2008,	which	bear	inter-
est	at	6.75%.	The	notes	were	sold	at	a	discount	to	yield	
6.80%.	The	net	proceeds	of	the	notes	were	approximately	
$421,000,	after	payment	of	debt	issuance	costs.	

Legg	Mason	repaid	the	$100,000	principal	amount	of	its	
6.5%	senior	notes	that	matured	on	February	15,	2006.	

During	the	fiscal	year	ended	March	31,	2006,	Legg	Mason	
entered	into	the	following	long-term	debt	agreements:	

On	June	6,	2001,	Legg	Mason	issued	$567,285	principal	
amount	at	maturity	of	zero-coupon	contingent	convertible	
senior	notes	due	on	June	6,	2031.	During	the	year	ended	
March	31,	2006,	zero-coupon	contingent	convertible	senior	
notes	aggregating	$479,918	principal	amount	at	maturity	
were	converted	into	5.5	million	shares	of	common	stock.	
During	fiscal	2007,	all	remaining	outstanding	zero-coupon	
contingent	convertible	senior	notes	were	converted	into	
756	thousand	shares	of	common	stock.

5-Year Term Loan 
On	October	14,	2005,	Legg	Mason	entered	into	an	unsecured	
term	loan	agreement	for	an	amount	not	to	exceed	$700	million.	
Legg	Mason	used	this	term	loan	to	pay	a	portion	of	the		
purchase	price,	including	acquisition	related	costs,	in	the	acqui-
sition	of	CAM.	The	term	loan	facility	will	be	payable	in	full	at	
maturity	in	calendar	year	2010	and	bears	interest	at	LIBOR	
plus	35	basis	points.	During	fiscal	2007,	we	repaid	$50	million,	
resulting	in	an	outstanding	balance	at	March	31,	2007	of		
$650	million,	which	currently	bears	interest	at	a	rate	of	5.7%.	

75

	
	
	
	
 
	
	
	
3-Year Term Loan 
In	connection	with	the	CAM	acquisition,	on	December	1,	
2005,	Legg	Mason	entered	into	a	$16	million,	3-year	term	
loan.	The	loan	is	payable	at	maturity,	with	interest,	includ-
ing	commitment	fees,	paid	semi-annually	at	a	floating	rate	
linked	to	the	Bank	of	Chile	offering	rate	plus	35	basis	
points.	At	March	31,	2007,	the	outstanding	balance	of	this	
loan	facility	was	$8.5	million	at	an	interest	rate	of	6.4%.	

All	credit	facilities	entered	into	in	connection	with	the	
Citigroup	transaction	contain	standard	covenants	includ-
ing	leverage	and	interest	coverage	ratios.	Legg	Mason	has	
maintained	compliance	with	the	applicable	covenants	of	
these	borrowing	facilities.	

Third Party Distribution Financing
On	July	31,	2006,	Legg	Mason	entered	into	a	four-year	
agreement	with	a	financial	institution	to	finance,	on	a	non-
recourse	basis,	up	to	$90.7	million	for	commissions	paid	to	
financial	intermediaries	in	connection	with	sales	of	certain	
share	classes	of	proprietary	funds.	The	outstanding	balance	
at	March	31,	2007	was	$3,617.	Distribution	fee	revenues,	
which	are	used	to	repay	distribution	financing,	are	based	on	
the	average	AUM	of	the	respective	funds.	Interest	has	been	
imputed	at	an	average	rate	of	5.4%.

Other Term Loans 
Legg	Mason	entered	into	a	loan	in	fiscal	2005	to	finance	
leasehold	improvements.	The	outstanding	balance	at	
March	31,	2007	was	$13.6	million,	which	bears	interest	at	
4.2%	and	is	due	October	31,	2010.	In	fiscal	2006,	Legg	
Mason	entered	into	a	$12.8	million	term	loan	agreement	
to	finance	the	acquisition	of	an	aircraft.	The	loan	bears	
interest	at	5.9%,	is	secured	by	the	aircraft,	and	has	a	
maturity	date	of	January	1,	2016.	The	outstanding	bal-
ance	at	March	31,	2007	was	$12.1	million.

5-Year Credit Agreement 
On	November	23,	2005,	Legg	Mason	entered	into	an	
unsecured	5-year	floating-rate	credit	agreement	in	an	
amount	not	to	exceed	$300	million.	Legg	Mason	bor-
rowed	$100	million	under	this	agreement	to	fund	a	
portion	of	the	purchase	price	in	the	CAM	transaction	
that	was	payable	outside	the	U.S.	This	borrowing,	which	
was	payable	in	full	at	maturity	five	business	days	after	the	
transaction	closing	date,	was	made	November	25,	2005	
and	repaid	on	December	2,	2005.	The	entire	amount	of	
the	credit	facility	(including	repaid	amounts	of	the	initial	
loan)	became	available	after	December	2,	2005	to	fund	
any	additional	purchase	price	payable	in	the	CAM		

76

transaction.	As	a	result	of	the	final	post-closing	payment	
being	made	from	available	cash	(see	Note	2),	this	agree-
ment	was	not	drawn	upon	and	terminated	in	accordance	
with	its	terms	in	fiscal	2007.

As	of	March	31,	2007,	the	aggregate	maturities	of	long-
term	debt	(current	accreted	value	of	$1,112,624),	based	on	
their	contractual	terms,	are	as	follows:			

2008	
2009	
2010	
2011	
2012	
Thereafter	
Total	

	$							5,117
438,845
5,504
654,001
794
8,567
$1,112,828

At	March	31,	2007,	Legg	Mason	had	$1.25	billion	avail-
able	for	the	issuance	of	additional	debt	or	equity	securities	
pursuant	to	a	shelf	registration	statement.	

Interest Rate Swap 
Effective	December	1,	2005,	Legg	Mason	executed	a		
3-year	amortizing	interest	rate	swap	(“Swap”)	with	a	large	
financial	institution	to	hedge	interest	rate	risk	on	a	por-
tion	of	its	$700	million,	5-year	floating-rate	term	loan.	
Under	the	terms	of	the	Swap,	Legg	Mason	will	pay	a	fixed	
interest	rate	of	4.9%	on	a	notional	amount	of	$400	million.	
Quarterly	payments	or	receipts	under	the	Swap	are	
matched	to	exactly	offset	changes	in	the	floating	rate	
interest	payments	on	$400	million	in	principal	of	the	
term	loan.	Since	the	terms	and	conditions	of	the	hedge		
are	not	expected	to	be	changed,	then	as	long	as	at	least	the	
unamortized	balance	of	the	Swap	is	outstanding	on	the		
5-year	floating-rate	term	loan,	the	Swap	will	continue	to	be	
an	effective	cash	flow	hedge.	As	a	result,	changes	in	the	
market	value	of	the	Swap	are	recorded	as	a	component	of	
Other	comprehensive	income.	During	the	March	2007	quar-
ter,	this	Swap	began	to	unwind	and	we	repaid	$50	million		
of	the	debt.	As	of	March	31,	2007,	an	unrealized	gain		
of	$584,	net	of	tax	of	$414,	on	the	market	value	of	the	
$350	million	Swap	has	been	reflected	in	Other	compre-
hensive	income.	All	of	the	estimated	unrealized	gain	
included	in	Other	comprehensive	income	as	of	March	31,	
2007	is	expected	to	be	reclassified	to	income	within	the	
next	twelve	months.	The	actual	amount	will	vary	as	a	
result	of	changes	in	market	conditions.	On	a	quarterly	
basis,	Legg	Mason	assesses	the	effectiveness	of	this	cash	
flow	hedge	by	confirming	that	payments	and	the	balance	
of	the	liability	hedged	match	the	Swap.	

	
9.  INCOME TAXES 
The	components	of	income	tax	expense	from	continuing	operations	are	as	follows:	

Federal	
Foreign	
State	and	local	
Total	income	tax	expense	
Current	
Deferred	
Total	income	tax	expense	

2007	
$285,219	
57,976	
54,417	
$397,612	
$268,811	
128,801	
$397,612	

2006	
$202,839	
33,684	
39,072	
$275,595	
$292,828	
(17,233)	
$275,595	

2005
$149,726
8,612
16,996
$175,334
$136,068
39,266
$175,334

A	reconciliation	of	the	difference	between	the	effective	income	tax	rate	and	the	statutory	federal	income	tax	rate	for	
continuing	operations	is	as	follows:	

Tax	at	statutory	U.S.	federal	income	tax	rate	
State	income	taxes,	net	of	federal	income	tax	benefit	
Foreign	losses	with	no	tax	benefit	
Differences	in	tax	rates	applicable	to	non-U.S.	earnings	
Other	non-deductible	expenses	
Other,	net	
Total	income	tax	expense	

2007	
$365,349	
34,306	
—	
       (11,602)	
1,757	
7,802	
$397,612	

2006	
$250,412	
25,397	
29	
(4,810)	
1,249	
3,318	
$275,595	

2005
$164,765
11,046
383
(1,579)
528
191
$175,334

Deferred	income	taxes	are	provided	for	the	effects	of	
temporary	differences	between	the	tax	basis	of	an	asset	
or	liability	and	its	reported	amount	in	the	Consolidated	
Balance	Sheets.	These	temporary	differences	result	in	
taxable	or	deductible	amounts	in	future	years.	Details	
of	Legg	Mason’s	deferred	tax	assets	and	liabilities	are		
as	follows:	

DEFERRED TAX ASSETS 
Accrued	compensation		
	 and	benefits	
Accrued	expenses	
Operating	loss	carryforwards	
Capital	loss	carryforwards	
Other	
Gross	deferred	tax	assets 
Valuation	allowance	
Deferred	tax	assets		
	 after	valuation	allowance	

2007	

2006

$136,624	 $112,269
15,901
48,240
11,621
8,745
196,776
(36,847)

13,160	
26,198	
11,621	
474	
188,077	
(37,709)	

$150,368	 $159,929

DEFERRED TAX LIABILITIES 
Depreciation	
Deferred	income	
Basis	differences	for		
	 intangibles	on	acquisitions 
Amortization	
Imputed	interest	
Other	
Gross	deferred	tax	liability 
Net	deferred	tax	liability 

2007	

2006

$    8,073	
2,700	

$				4,870
150

281,525	
260,108	
—	
8,307 	
$560,713	
$410,345	

310,285
149,210
21,039
6,248
$491,802
$331,873

Certain	tax	benefits	associated	with	Legg	Mason’s	employee	
stock	plans	are	recorded	directly	in	Stockholders’	equity.	
Stockholders’	equity	increased	by	$14,466,	$92,376	and	
$18,972	in	2007,	2006	and	2005,	respectively,	as	a	result		
of	these	tax	benefits.	

The	acquisitions	of	Permal	and	certain	non-U.S.	CAM	
entities	were	stock	acquisitions	and	were	not	afforded	any	
tax	basis	write-up	for	intangibles	exclusive	of	goodwill,	
thereby	creating	a	deferred	tax	liability	equal	to	the	tax	
effect	of	the	differences	between	the	book	basis	for	financial	
reporting	purposes	and	the	related	tax	cost	basis.	The	
change	in	the	deferred	tax	liability	related	to	book	and	tax	
basis	differences	for	intangibles	on	acquisitions	for	the	year	

77

	
	
	
 
	
 
 
ended	March	31,	2006	primarily	relates	to	an	increase	of	
$275,700	and	$12,522	for	Permal	and	CAM,	respectively.	

At	March	31,	2007	and	2006,	Legg	Mason	recorded	a	
deferred	tax	asset	of	$2,047	and	$5,495,	respectively,	for	
U.S.	state	net	operating	loss	carryforwards	expiring	in	
various	years	after	March	31,	2009.	Also	at	March	31,	
2007	and	2006,	Legg	Mason	recorded	a	deferred	tax	asset	
of	$24,151	and	$21,575,	respectively,	for	non-U.S.	net	
operating	loss	carryforwards	and	$11,621	in	both	years		
for	non-U.S.	capital	loss	carryforwards,	portions	of	which	
expire	in	various	years	beginning	after	March	31,	2008.	
U.S.	subsidiaries	of	Permal	file	separate	federal	income		
tax	returns,	apart	from	Legg	Mason	Inc.’s	consolidated	
federal	income	tax	return,	due	to	the	Permal	acquisition	
structure,	and	separate	state	income	tax	returns.	At	
March	31,	2006,	the	U.S.	subsidiaries	of	Permal	recorded	a	
deferred	tax	asset	of	$15,964	for	U.S.	federal	net	operating	
and	capital	loss	carryforwards	and	$5,206	for	U.S.	state	
operating	and	capital	loss	carryforwards.	All	such	carry-
forwards	expired	or	were	utilized	by	March	31,	2007.	

At	March	31,	2007	and	2006,	Legg	Mason	recorded	a	val-
uation	allowance	for	deferred	tax	assets	of	$916	and	$1,751,	
respectively,	for	U.S.	state	net	operating	loss	carryforwards.	
Also	at	March	31,	2007	and	2006,	Legg	Mason	recorded	a	
valuation	allowance	for	deferred	tax	assets	of	$22,818	and	
$21,453,	respectively,	relating	to	non-U.S.	net	operating	
loss	carryforwards,	$11,621	in	both	years	relating	to	non-
U.S.	capital	loss	carryforwards,	and	$2,354	and	$2,022,	
respectively,	relating	to	other	deferred	tax	assets.	These	val-
uation	allowances	are	established	in	accordance	with	the	
SFAS	No.	109,	“Accounting	for	Income	Taxes,”	as	it	is	
management’s	opinion	that	it	is	more	likely	than	not	that	
these	benefits	may	not	be	realized.	At	March	31,	2007	and	
2006,	the	valuation	allowances	for	these	deferred	tax	assets	
are	$37,709	and	$36,847,	respectively.	The	valuation	
allowance	relating	to	the	non-U.S.	net	operating	loss	car-
ryforwards	acquired	in	the	CAM	acquisition	totaling	
$14,244	will	reduce	goodwill	if	Legg	Mason	subsequently	
recognizes	the	deferred	tax	asset.	

Legg	Mason	intends	to	permanently	reinvest	cumulative	
undistributed	earnings	of	its	non-U.S.	subsidiaries	in	non-
U.S.	operations.	Accordingly,	no	U.S.	federal	income	
taxes	have	been	provided	for	the	undistributed	earnings	to	
the	extent	that	they	are	permanently	reinvested	in	Legg	
Mason’s	non-U.S.	operations.	It	is	not	practical	at	this	
time	to	determine	the	income	tax	liability	that	would	
result	upon	repatriation	of	the	earnings.

78

10.  COMMITMENTS AND CONTINGENCIES 
Legg	Mason	leases	office	facilities	and	equipment	under	
non-cancelable	operating	leases	and	also	has	multi-year	
agreements	for	certain	services.	These	leases	and	service	
agreements	expire	on	varying	dates	through	fiscal	2025.	
Certain	leases	provide	for	renewal	options	and	contain	
escalation	clauses	providing	for	increased	rentals	based	
upon	maintenance,	utility	and	tax	increases.	

During	the	year	ended	March	31,	2007,	Legg	Mason	entered	
into	a	lease	agreement	for	office	space	located	in	New	York,	
to	be	used	primarily	by	ClearBridge	Advisors	and	Western	
Asset.	The	lease	has	an	annual	base	rent	of	approximately	
$18.1	million	per	year.	The	agreement	provides	for	an	initial	
term	of	16	years	with	the	right	to	renew	for	either	an	addi-
tional	10-year	term	or	for	two	5-year	terms.	

On	February	12,	2007,	Legg	Mason	entered	into	an	
agreement	to	lease	new	office	space	in	Baltimore	as	a	
replacement	for	our	current	headquarters	when	the	lease	
expires	in	fiscal	2010.	The	lease	has	an	annual	base	rent		
of	approximately	$11.1	million.	The	building	is	currently	
under	construction	and	Legg	Mason	anticipates	taking	
possession	of	the	space	in	the	summer	of	2009.	The		
initial	lease	term	will	expire	in	April	2024,	with	two	
renewal	options	of	10	and	five	years.

As	of	March	31,	2007,	the	minimum	annual	aggregate	
rentals	under	operating	leases	and	servicing	agreements	
are	as	follows:	

2008	
2009	
2010	
2011	
2012	
Thereafter	
Total	

$					97,199
108,814
104,065
82,682
76,197
630,915
$1,099,872

The	minimum	rental	commitments	shown	above	have	not	
been	reduced	by	$95,420	for	minimum	sublease	rentals	to	
be	received	in	the	future	under	non-cancelable	subleases.	
The	table	above	also	does	not	include	aggregate	rental	
commitments	of	$155	for	furniture	and	equipment	under	
capital	leases.	

The	following	table	reflects	rental	expense	under	all		
operating	leases	and	servicing	agreements.	

Rental	expense	
Less:	sublease	income	
	 Net	rent	expense	

Continuing	Operations	
2006	
$51,302	
3,395	
$47,907	

2005	
$27,767	
56	
$27,711	

2007	
$107,710	
10,561	
$  97,149	

Discontinued	Operations

2006	
	$31,449	
560	
$30,889	

2005
$44,643
910
$43,733

Legg	Mason	recognizes	rent	expense	ratably	over	the	lease	
period	based	upon	the	aggregate	lease	payments.	The	lease	
period	is	determined	as	the	original	lease	term	without	
renewals,	unless	and	until	the	exercise	of	lease	renewal	
options	is	reasonably	assured,	and	also	includes	any	period	
provided	by	the	landlord	as	a	“free	rent”	period.	Aggregate	
lease	payments	include	all	rental	payments	specified	in	the	
contract,	including	contractual	rent	increases,	and	are	
reduced	by	any	lease	incentives	received	from	the	land-
lord,	including	those	used	for	tenant	improvements.	

As	of	March	31,	2007	and	2006,	Legg	Mason	had	com-
mitments	to	invest	approximately	$39,300	and	$42,100,	
respectively,	in	limited	partnerships	that	make	private	
investments.	These	commitments	will	be	funded	as	
required	through	the	end	of	the	respective	investment	
periods	ranging	from	fiscal	2008	to	2011.	

As	of	March	31,	2007,	Legg	Mason	has	contingent	payment	
obligations	related	to	acquisitions.	These	payments	are	pay-
able	through	fiscal	2012	and	will	not	exceed	$613,046.	

In	the	normal	course	of	business,	Legg	Mason	enters	into	
contracts	that	contain	a	variety	of	representations	and	war-
ranties	and	which	provide	general	indemnifications.	Legg	
Mason’s	maximum	exposure	under	these	arrangements	is	
unknown,	as	this	would	involve	future	claims	that	may	be	
made	against	Legg	Mason	that	have	not	yet	occurred.	

Legg	Mason	has	been	the	subject	of	customer	complaints	
and	has	also	been	named	as	a	defendant	in	various	legal	
actions	arising	primarily	from	securities	brokerage,	asset	
management	and	investment	banking	activities,	including	
certain	class	actions,	which	primarily	allege	violations	of	
securities	laws	and	seek	unspecified	damages,	which	could	
be	substantial.	Legg	Mason	is	also	involved	in	governmen-
tal	and	self-regulatory	agency	inquiries,	investigations	and	
proceedings.	In	the	Citigroup	transaction,	Legg	Mason	
transferred	to	Citigroup	the	subsidiaries	that	constituted	
its	PC/CM	businesses,	thus	transferring	the	entities	that	
would	have	primary	liability	for	most	of	the	customer	
complaint,	litigation	and	regulatory	liabilities	and	pro-
ceedings	arising	from	those	businesses.	However,	as	part	
of	that	transaction,	Legg	Mason	agreed	to	indemnify	

Citigroup	for	most	customer	complaint,	litigation	and	
regulatory	liabilities	of	Legg	Mason’s	former	PC/CM	
businesses	that	result	from	pre-closing	events.	Similarly,	
although	Citigroup	transferred	to	Legg	Mason	the	entities	
that	would	be	primarily	liable	for	most	customer	com-
plaint,	litigation	and	regulatory	liabilities	and	proceedings	
of	the	CAM	business,	Citigroup	has	agreed	to	indemnify	
Legg	Mason	for	most	customer	complaint,	litigation	and	
regulatory	liabilities	of	the	CAM	business	that	result	from	
pre-closing	events.	In	accordance	with	SFAS	No.	5	
“Accounting	for	Contingencies,”	Legg	Mason	has		
established	provisions	for	estimated	losses	from	pending	
complaints,	legal	actions,	investigations	and	proceedings.	
While	the	ultimate	resolution	of	these	matters	cannot	be	
currently	determined,	in	the	opinion	of	management,	
after	consultation	with	legal	counsel,	Legg	Mason	does	
not	believe	that	the	resolution	of	these	actions	will	have		
a	material	adverse	effect	on	Legg	Mason’s	financial		
condition.	However,	the	results	of	operations	could	be	
materially	affected	during	any	period	if	liabilities	in	that	
period	differ	from	Legg	Mason’s	prior	estimates,	and	Legg	
Mason’s	cash	flows	could	be	materially	affected	during	
any	period	in	which	these	matters	are	resolved.	In	addi-
tion,	the	ultimate	costs	of	litigation-related	charges	can	
vary	significantly	from	period	to	period,	depending	on	
factors	such	as	market	conditions,	the	size	and	volume	of	
customer	complaints	and	claims,	including	class	action	
suits,	and	recoveries	from	indemnification,	contribution	
or	insurance	reimbursement.	

Legg	Mason	and	two	of	its	officers	are	named	as	defen-
dants	in	a	consolidated	legal	action.	The	action	alleges	
that	the	defendants	violated	the	Securities	Exchange	Act	
of	1934	and	the	Securities	Act	of	1933	by	making	mis-
leading	statements	to	the	public	and	omitting	certain	
material	facts	with	respect	to	the	acquisition	of	the	CAM	
business	in	public	statements	and	in	a	prospectus	used	in	
a	secondary	stock	offering	in	order	to	artificially	inflate	
the	price	of	Legg	Mason	common	stock.	The	action	seeks	
certification	of	a	class	of	shareholders	who	purchased	Legg	
Mason	common	stock	either	between	February	1,	2006	
and	October	10,	2006	or	in	a	secondary	public	offering	on	
or	about	March	9,	2006	and	seeks	unspecified	damages.	

79

		
	
	
	
	
	
Legg	Mason	intends	to	defend	the	action	vigorously.	Legg	
Mason	cannot	accurately	predict	the	eventual	outcome	of	
the	action	at	this	point,	or	whether	it	will	have	a	material	
adverse	effect	on	Legg	Mason.	

As	of	March	31,	2007	and	2006,	Legg	Mason’s	liability	for	
losses	and	contingencies	was	$2,600	and	$4,300,	respec-
tively.	During	fiscal	2007,	2006	and	2005,	Legg	Mason	
recorded	litigation-related	charges	for	continuing	opera-
tions	of	approximately	$100,	$100	and	$2,500,	respectively	
(net	of	recoveries	of	$5,300	in	fiscal	2005).	During	fiscal	
2006	and	2005,	Legg	Mason	recorded	litigation-related	
charges	for	discontinued	operations	of	approximately	
$5,900	and	$5,500,	respectively	(net	of	recoveries	of	$800	
and	$600	in	fiscal	2006	and	2005,	respectively).	During	
fiscal	2007,	2006,	and	2005,	the	liability	was	reduced	for	
settlement	payments	of	approximately	$1,800,	$21,500	
and	$18,700,	respectively,	and	the	reversal	of	accruals	in	
fiscal	2006	primarily	related	to	the	civil	copyright	lawsuit	
of	$8,300.	

11.  EMPLOYEE BENEFITS 
Legg	Mason,	through	its	subsidiaries,	maintains	various	
defined	contribution	plans	covering	substantially	all	
employees.	Through	its	primary	plan,	Legg	Mason	can	
make	two	types	of	discretionary	contributions.	One	is	a	
profit	sharing	contribution	to	eligible	Plan	participants	
based	on	a	percentage	of	qualified	compensation	and	the	
other	is	a	50%	match	of	employee	401(k)	contributions	up	
to	6%	of	employee	compensation	with	a	maximum	of	five	
thousand	dollars	per	year.	Contributions	charged	to	con-
tinuing	operations	amounted	to	$40,686,	$22,670	and	
$11,538	in	fiscal	2007,	2006	and	2005,	respectively.	
Contributions	charged	to	discontinued	operations	were	
$20,295	and	$29,629	in	fiscal	2006	and	2005,	respec-
tively.	In	addition,	employees	can	make	voluntary	
contributions	under	certain	plans.	

12.  CAPITAL STOCK 
At	March	31,	2007,	the	authorized	numbers	of	common,	
preferred	and	exchangeable	shares	were	500	million,	
4	million	and	an	unlimited	number,	respectively.	In	
addition,	at	March	31,	2007	and	2006,	there	were	
10.3	million	and	12.1	million	shares	of	common	stock,	
respectively,	reserved	for	issuance	under	Legg	Mason’s	
equity	plans	and	2.1	million	and	2.3	million	common	
shares,	respectively,	reserved	for	exchangeable	shares	
issued	in	connection	with	the	acquisition	of	Legg	Mason	
Canada	Inc.	Exchangeable	shares	are	exchangeable	at	any	

80

time	by	the	holder	on	a	one-for-one	basis	into	shares	of	
Legg	Mason’s	common	stock	and	are	included	in	basic	
shares	outstanding.	In	connection	with	the	acquisition		
of	CAM,	Legg	Mason	issued	13.35	shares,	$10	par		
value	per	share,	of	non-voting	Legg	Mason	convertible	
preferred	stock,	which	are	convertible,	upon	transfer		
into	13.35	million	shares	of	common	stock.	During	fiscal	
2006,	Legg	Mason	issued	approximately	4.96	million	
common	shares	upon	conversion	of	approximately		
4.96	shares	of	convertible	preferred.	At	March	31,	2007,	
there	were	approximately	8.39	shares	of	convertible		
preferred	stock	outstanding.

Changes	in	common	stock	and	shares	exchangeable	into	
common	stock	for	the	three	years	ended	March	31,	2007	
are	as	follows:	

COMMON STOCK
Beginning	balance	
Shares	issued	for:	
	 Stock	option	exercises		
	 and	other	stock	based		
	 compensation	

	 Deferred		

	 compensation	trust	
	 Deferred	compensation	
	 Conversion	of	debt	
	 Exchangeable	shares	
Shares	repurchased		
	 and	retired	
Stock	split	
Public	offering	
Conversion	of	non-	
	 voting	preferred	stock	
Acquisitions	of		
	 CAM	and	Permal	
Ending	balance	
SHARES EXCHANGEABLE  
  INTO COMMON STOCK
Beginning	balance	
Exchanges	
Stock	split	
Ending	balance	

Years	Ended	March	31,
2005
2006	

2007	

129,710  106,683	 66,549

863	

4,692	

2,040

53	
183	
756	
212	

—	
—	
—	

126	
33	
5,548	
389	

244
197
254
260

—	
(735)
—	 33,274
4,600
—	

—	

4,956	

—

—	

—
131,777	 129,710	106,683

7,283	

2,277	
(212)	
—	
2,065	

2,666	
(389)	
—	
2,277	

1,951
(260)
975
2,666

Dividends	declared	per	share	were	$0.81,	$0.69	and	$0.55	
for	fiscal	2007,	2006	and	2005,	respectively.	Dividends	
declared	but	not	paid	at	March	31,	2007,	2006	and	2005	

		
	
	
	
	
were	$29,430,	$24,912	and	$16,398,	respectively	and	are	
included	in	Other	current	liabilities.	

During	the	fiscal	year	ended	March	31,	2002,	the	Board	
of	Directors	approved	a	stock	repurchase	plan.	Under		
this	plan,	Legg	Mason	is	authorized	to	repurchase	up		
to	3	million	shares	on	the	open	market	at	its	discretion.	
During	the	fiscal	years	ended	March	31,	2007	and	2006,	
no	shares	were	repurchased.	In	the	fiscal	year	ended	
March	31,	2005,	Legg	Mason	repurchased	and	retired	
735	shares	for	$40,729.	

On	July	20,	2004,	Legg	Mason	declared	a	three-for-
two	stock	split,	paid	as	a	dividend	on	September	24,	
2004	to	stockholders	of	record	on	September	8,	2004.	
Accordingly,	all	share	and	per	share	information	prior	to	
that	date	has	been	retroactively	restated	to	reflect	the	
stock	split,	except	for	the	common	stock	and	additional	
paid-in	capital	presented	in	the	Consolidated	Statements	
of	Changes	in	Stockholders’	Equity	and	the	table	above	
for	fiscal	2005.	

On	December	15,	2004,	Legg	Mason	sold	4.6	million	
shares	of	common	stock	at	$70.30	per	share,	less	under-
writing	fees,	for	net	proceeds	of	approximately	$311,000.	
On	November	1,	2005,	in	connection	with	the	acquisition	
of	Permal	as	described	in	Note	2,	Legg	Mason	issued	
1,889	shares	of	common	stock	as	a	portion	of	the	consid-
eration	paid.	On	December	1,	2005,	in	connection	with	
the	acquisition	of	CAM	as	described	in	Note	2,	Legg	
Mason	issued	5,394	shares	of	common	stock	as	a	portion	
of	the	purchase	price.	

13.  STOCK-BASED COMPENSATION 
Legg	Mason’s	stock-based	compensation	includes	stock	
options,	employee	stock	purchase	plans,	restricted	stock	
awards	and	deferred	compensation	payable	in	stock.	At	
March	31,	2007,	24	million	shares	were	authorized	to	be	
issued	under	Legg	Mason’s	equity	incentive	stock	plans,	
with	3.2	million	remaining	shares	available	for	issuance.	
Options	under	Legg	Mason’s	employee	stock	plans	have	
been	granted	at	prices	not	less	than	100%	of	the	fair		
market	value.	Options	are	generally	exercisable	in	equal	
increments	over	3	to	5	years	and	expire	within	5	to	10	
years	from	the	date	of	grant.	See	Note	1	for	a	further	dis-
cussion	of	stock-based	compensation.	

Compensation	expense	for	continuing	operations	relating	
to	stock	options,	the	stock	purchase	plan	and	deferred	
compensation	for	the	years	ended	March	31,	2007,	2006	
and	2005	was	$23,817,	$11,877,	and	$3,810,	respectively.	

The	related	income	tax	benefit	for	the	years	ended	March	31,	
2007,	2006	and	2005	was	$8,452,	$4,255	and	$976,	
respectively.	The	effect	of	adopting	SFAS	No.	123	(R)		
on	net	income	for	the	year	ended	March	31,	2007	was	a	
reduction	of	$1,872,	net	of	tax.

The	following	tables	reflect	pro	forma	results	as	if	com-
pensation	expense	associated	with	all	option	grants	
(regardless	of	grant	date)	and	the	stock	purchase	plan	were	
recognized	over	the	vesting	period:	

Continuing Operations	
Income	from		
	 continuing	operations	
Add:	stock-based	compensation		
	 included	in	reported	
	 net	income,	net	of	tax	
Less:	stock-based	compensation		
	 determined	under	fair	value	
	 based	method,	net	of	tax	
Pro	forma	net	income	from		
	 continuing	operations	
Earnings	per	share:	
	 As	reported:	
	 Basic	
	 Diluted	
	 Pro	forma:	
	 Basic	
	 Diluted	

Discontinued Operations	
Income	from	discontinued		
	 operations,	net	of	taxes	
Add:	stock-based	compensation		
	 included	in	reported	
	 net	income,	net	of	tax	
Less:	stock-based	compensation		
	 determined	under	fair	value		
	 based	method,	net	of	tax	
Pro	forma	net	income	from		
	 discontinued	operations	
Earnings	per	share:	
	 As	reported:	
	 Basic	
	 Diluted	
	 Pro	forma:	
	 Basic	
	 Diluted	

2006	

2005

$433,707	

$295,424

7,458	

2,404

(10,660)	

(10,313)

$430,505	

$287,515

$						3.60	
3.35	

$						2.86
2.56

$						3.57	
3.32	

$						2.78
2.50

2006	

2005

$		66,421	

$113,007

1,102	

2,630

(5,117)	

(8,717)

$		62,406	

$106,920

$						0.55	
0.51	

$						1.09
0.97

$						0.52	
0.48	

$						1.03
0.91

As	discussed	in	Note	3,	in	connection	with	the	sale	of	its	
PC/CM	businesses,	Legg	Mason	accelerated	the	vesting	

81

	
	
	
	
	
	
	
	
	
	
The	total	intrinsic	value	of	options	exercised	during		
the	years	ended	March	31,	2007,	2006	and	2005	were	
$55,046,	$384,153	and	$84,072,	respectively.	At	March	31,	
2007,	the	aggregate	intrinsic	value	of	options	outstanding	
was	$346,439.

The	following	information	summarizes	Legg	Mason’s	
stock	options	outstanding	at	March	31,	2007:	

Exercise	
Price	Range	
$19.17–$		25.00	
		25.01–				35.00	
		35.01–				94.00	
		94.01–		132.18	

Weighted-	 Weighted-	

Average	
Exercise	 Remaining	

Average	

Option	
Shares	

Price	

Outstanding	 Per	Share	
1,332	 							$		20.12	
30.10	
1,864	
43.35	
1,295	
1,987	
104.32	
6,478	

Life	
(in	years)
1.5
2.1
3.1
6.8

At	March	31,	2007,	2006	and	2005,	options	were	exercis-
able	on	4,156,	4,123,	and	6,292	shares,	respectively,	and	
the	weighted	average	exercise	prices	were	$33.88,	$28.02	
and	$27.33,	respectively.	Stock	options	exercisable	at	
March	31,	2007	have	a	weighted-average	remaining	con-
tractual	life	of	2.2	years.	At	March	31,	2007,	the	
aggregate	intrinsic	value	of	options	exercisable	was	
$140,804.	The	following	information	summarizes	Legg	
Mason’s	stock	options	exercisable	at	March	31,	2007:	

Exercise	Price	Range	
$19.17–	$	25.00	
		25.01–				35.00	
		35.01–				94.00	
		94.01–		132.18	

Option	 Weighted-Average	
Shares	
Exercisable	
1,332	
1,666	
917	
241	
4,156

Exercise	Price	
Per	Share
		$		20.12
30.52
	39.56
111.27

of	stock	option	and	other	equity-based	deferred	compensa-
tion	awards	previously	granted	to	employees	of	the	PC/CM	
businesses.	The	accelerated	vesting	of	stock	options	reduced	
the	gain	on	sale	by	$73.7	million	($61.7	million	after	tax)	
reflecting	the	increase	in	the	fair	value	of	the	awards	as	of	
the	vesting	date	from	the	original	grant	date.	Approximately	
$43.1	million	of	this	charge	related	to	incentive	stock	options	
for	which	there	is	no	tax	benefit	in	the	Consolidated	State-
ments	of	Income.	

Consolidated Operations	
Net	income,	as	reported	
Add:	stock-based	compensation		
	 included	in	reported	
	 net	income,	net	of	tax	
Less:	stock-based	compensation		
	 determined	under	fair	value		
	 based	method,	net	of	tax	
Pro	forma	net	income	
Earnings	per	share:	
	 As	reported:	
	 Basic	
	 Diluted	
	 Pro	forma:
	 Basic	
	 Diluted	

2006	
$1,144,168	

2005
$408,431

70,372	

	5,034

	(77,589)	
$1,136,951	

(19,030)	

$394,435

$									9.50	
8.80	

$						3.95
3.53

$									9.44	
8.74	

	$						3.81	
3.41

Stock	option	transactions	under	Legg	Mason’s	option	
plans	during	the	three	years	ended	March	31,	2007	are	
summarized	below:	

Number	
of	Shares(1)	

Weighted-Average
Exercise	Price	
Per	Share

Options	outstanding		
	 at	March	31,	2004	
Granted	
Exercised	
Canceled	
Options	outstanding		
	 at	March	31,	2005	
Granted	
Exercised	
Canceled	
Options	outstanding		
	 at	March	31,	2006	
Granted	
Exercised	
Canceled	
Options outstanding		
	 at March 31, 2007 

11,836	
530	
(2,085)	
(168)	

10,113	
1,075	
(4,724)	
(94)	

6,370	
1,006	
(820)	
(78)	

$		28.09
53.01
22.67
33.71

$		30.42
110.14
30.70
38.15

	$		43.56
96.60
28.17
65.39

6,478 

$  53.48

(1)	Adjusted	to	reflect	stock	split,	where	appropriate.	

82

	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
	
The	following	information	summarizes	unvested	stock	
options	under	Legg	Mason’s	equity	incentive	plans	for	the	
year	ended	March	31,	2007:

Number	
of	Shares	

Weighted-Average	
Grant	Date	
Fair	Value

2,247	
1,006	
(856)	
(75)	

$29.12
33.17
22.80
22.28

2,322 

$33.42

Shares	unvested		
	 at	March	31,	2006	
Granted	
Vested(1)	
Canceled/forfeited	
Shares unvested  
  at March 31, 2007 

(1)	Generally,	vesting	occurs	in	July	of	each	year.

Unamortized	compensation	cost	related	to	unvested	
options	at	March	31,	2007	was	$59,237	and	is	expected	to	
be	recognized	over	a	weighted-average	period	of	2.2	years.	

Legg	Mason	also	has	an	equity	plan	for	non-employee	
directors	that	replaced	its	stock	option	plan	for	non-
employee	directors	during	fiscal	2006.	Under	the	equity	
plan,	directors	may	elect	to	receive	shares	of	stock,		
options	to	acquire	shares	of	stock	or	restricted	stock	units.	
Options	granted	under	either	plan	are	immediately	exer-
cisable	at	a	price	equal	to	the	market	value	of	the	shares	
on	the	date	of	grant	and	have	a	term	of	not	more	than	ten	
years.	Shares,	options,	and	restricted	stock	units	issuable	
under	the	equity	plan	are	limited	to	625	shares	in	aggre-
gate,	of	which	69	shares	were	issued	under	the	plan	during	
fiscal	2007.	At	March	31,	2007,	there	are	447	stock	options	
and	7	restricted	stock	units	outstanding	under	both	plans.

Cash	received	from	exercises	of	stock	options	under	Legg	
Mason’s	equity	incentive	plans	was	$20,690,	$128,728	
and	$64,088	for	the	years	ended	March	31,	2007,	2006	
and	2005,	respectively.	The	tax	benefit	expected	to	be	
realized	for	the	tax	deductions	from	these	option	exercises	
totaled	$13,965,	$104,807	and	$18,342	for	the	years	
ended	March	31,	2007,	2006	and	2005,	respectively.	The	
2006	and	2005	amounts	include	amounts	attributable	to	
discontinued	operations.

The	weighted	average	fair	value	of	stock	options	granted	
in	fiscal	2007,	2006	and	2005,	using	the	Black-Scholes	
option	pricing	model,	was	$33.17,	$40.90	and	$22.53	per	
share,	respectively.	

The	following	weighted	average	assumptions	were	used	in	
the	model	for	grants	in	fiscal	2007,	2006,	and	2005.	

Expected	dividend	yield 
Risk-free	interest	rate	
Expected	volatility	
Expected	lives	(in	years) 

2007	
0.79%	
4.68%	

2006	
0.80%	
4.29%	
31.43%	 33.86%	

5.37	

5.65	

2005
0.79%
4.03%
40.99%
6.13

During	fiscal	2006,	Legg	Mason	determined	that	using	a	
combination	of	both	implied	and	historical	volatility	is	a	
more	accurate	measure	of	expected	volatility	for	calculat-
ing	Black-Scholes	option	values.	Effective	with	stock	
option	grants	made	in	the	quarter	ended	December	31,	
2005,	Legg	Mason	began	estimating	expected	volatility	
with	equal	weighting	to	both	implied	and	historical	mea-
sures.	This	change	in	accounting	estimate	did	not	have	a	
material	impact	on	net	income.	

Legg	Mason	has	a	qualified	Employee	Stock	Purchase	
Plan	covering	substantially	all	U.S.	employees.	Shares		
of	common	stock	are	purchased	in	the	open	market	on	
behalf	of	participating	employees,	subject	to	a	4.5	million	
total	share	limit	under	the	plan.	Purchases	are	made	
through	payroll	deductions	and	Legg	Mason	provides	a	
10%	contribution	towards	purchases,	which	is	charged	to	
earnings.	During	the	fiscal	year	ended	March	31,	2007,	
2006	and	2005,	approximately	43,	91	and	147	shares,	
respectively,	have	been	purchased	in	the	open	market	on	
behalf	of	participating	employees.	

On	October	17,	2005,	the	Compensation	Committee	of	
Legg	Mason	approved	grants	to	senior	officers	of	options	to	
acquire	300	shares	of	Legg	Mason	common	stock	at	an	
exercise	price	of	$104.00	per	share,	subject	to	certain	condi-
tions.	The	grants	will	vest	ratably	on	July	17	of	each	of	the	
four	years	following	the	grant	date.	The	options	are	exercis-
able	only	if,	by	July	17,	2009,	Legg	Mason	common	stock	
has	closed	at	or	above	$127.50	per	share	for	30	consecutive	
trading	days.	This	condition	was	met	during	fiscal	2006.	
The	options	expire	on	July	17,	2013.	The	weighted	average	
fair	value	of	$37.19	per	share	for	these	options,	included	in	
the	pro	forma	net	income	shown	above,	was	estimated	as	of	
the	grant	date	using	a	Monte	Carlo	option-pricing	model	
with	the	following	assumptions:	

Expected	dividend	yield	
Risk-free	interest	rate	
Expected	volatility	
Expected	life	(in	years)	

0.69%
4.37%
31.83%
6.53

83

	
	
	
	
	
On	July	19,	2005,	the	independent	directors	of	Legg	Mason	
approved	a	grant	to	Legg	Mason’s	Chairman	and	Chief	
Executive	Officer	of	options	to	acquire	500	shares	of	Legg	
Mason	common	stock	at	an	exercise	price	of	$111.53	per	
share,	subject	to	certain	conditions.	The	grant	will	vest	rat-
ably	over	four	years	starting	on	the	effective	grant	date,	
July	19,	2005,	subject	to	him	continuing	as	Legg	Mason’s	
Chairman	and	Chief	Executive	Officer	for	at	least	two	years	
and	continuing	to	provide	agreed-upon	ongoing	services	to	
Legg	Mason	for	two	years	thereafter.	The	options	are	exercis-
able	only	if,	within	four	years	after	the	grant	date,	Legg	
Mason	common	stock	has	closed	at	or	above	$127.50	per	
share	for	30	consecutive	trading	days.	This	condition	was	
met	during	fiscal	2006.	The	options	expire	on	the	eighth	
anniversary	of	the	grant	date.	The	fair	value	of	$42.33	per	
share	for	these	options	granted,	included	in	the	pro	forma		
net	income	shown	above,	is	estimated	as	of	the	date	of	grant	
using	a	Monte	Carlo	option-pricing	model	with	the	follow-
ing	assumptions:	

Expected	dividend	yield	
Risk-free	interest	rate	
Expected	volatility	
Expected	life	(in	years)	

0.57%
4.07%
30.47%
7.25

A	Monte	Carlo	option-pricing	model	was	used	to	value	
these	option	grants	in	order	to	properly	factor	the	impact		
of	both	the	performance	and	market	conditions	specified		
in	the	grant.	

During	fiscal	2007,	2006	and	2005,	Legg	Mason	granted	
289,	547	and	138	shares	of	restricted	common	stock,	respec-
tively,	at	a	weighted	average	market	value	of	$107.08,	$117.62	
and	$60.36,	respectively,	per	share.	The	restricted	stock	
awards	were	non-cash	transactions.	In	fiscal	2007,	2006	and	
2005,	Legg	Mason	recognized	$17,039,	$6,049	and	$708,	
respectively,	in	compensation	expense	for	restricted	stock	
awards	related	to	continuing	operations.	In	fiscal	2006	and	
2005,	Legg	Mason	recognized	$3,408	and	$2,517,	respec-
tively,	in	compensation	expense	for	restricted	stock	awards	
related	to	discontinued	operations.	The	tax	benefit	expected	
to	be	realized	for	the	tax	deductions	from	the	vesting	of	
restricted	stock	totaled	$5,320,	$1,722	and	$865	for	years	
ended	March	31,	2007,	2006	and	2005,	respectively.	
Unamortized	compensation	cost	related	to	unvested	
restricted	stock	awards	for	563	shares	not	yet	recognized	at	
March	31,	2007	was	$52,031	and	is	expected	to	be	recog-
nized	over	a	weighted-average	period	of	2.0	years.

Deferred	compensation	payable	in	shares	of	Legg	Mason	
common	stock	has	been	granted	to	certain	employees	in	

mandatory	and	elective	plans	and	programs	under	Legg	
Mason’s	equity	incentive	plan.	The	vesting	in	the	plans	and	
programs	ranges	from	immediate	to	periods	up	to	six	years.	
The	plans	and	programs	provide	for	discounts	of	up	to		
10%	on	contributions	and	dividends.	There	is	no	limit	on	
the	number	of	shares	authorized	to	be	issued	under	the		
one	remaining	active	deferred	plan.	All	other	plans	were	
replaced	by	similar	programs	under	Legg	Mason’s	equity	
incentive	plan	during	fiscal	2005.	In	fiscal	2007,	2006	and	
2005,	Legg	Mason	recognized	$247,	$6,635	and	$12,032,	
respectively,	in	compensation	expense,	principally	related		
to	discontinued	operations,	for	deferred	compensation	
arrangements	payable	in	shares	of	common	stock.	During	
fiscal	2007,	2006	and	2005,	Legg	Mason	issued	46,	112		
and	308	shares,	respectively,	under	deferred	compensation	
arrangements	with	a	weighted-average	fair	value	per	share	at	
grant	date	of	$87.26,	$83.69	and	$68.03,	respectively.	

14.  DEFERRED COMPENSATION STOCK TRUST 
Legg	Mason	has	issued	shares	in	connection	with	certain	
deferred	compensation	plans	that	are	held	in	rabbi	trusts.	
Assets	of	rabbi	trusts	are	consolidated	with	those	of	the	
employer,	and	the	value	of	the	employer’s	stock	held	in	the	
rabbi	trusts	is	classified	in	stockholders’	equity	and	accounted	
for	in	a	manner	similar	to	treasury	stock.	Therefore,	the	
shares	Legg	Mason	has	issued	to	its	rabbi	trust	and	the	cor-
responding	liability	related	to	the	deferred	compensation	
plans	are	presented	as	components	of	stockholders’	equity	as	
Employee	stock	trust	and	Deferred	compensation	employee	
stock	trust,	respectively.	Shares	held	by	the	trust	at	March	31,	
2007	and	2006	were	1,417	and	1,933,	respectively.	

15.  EARNINGS PER SHARE 
Basic	earnings	per	share	(“EPS”)	is	calculated	by	dividing		
net	income	by	the	weighted	average	number	of	shares	out-
standing.	The	calculation	of	weighted	average	shares	includes	
common	shares,	shares	exchangeable	into	common	stock	and	
convertible	preferred	shares	that	are	considered	participating	
securities.	Diluted	EPS	is	similar	to	basic	EPS,	but	adjusts	for	
the	effect	of	potential	common	shares.	

As	a	result	of	the	acquisition	of	CAM	during	the	quarter	
ended	December	31,	2005,	Legg	Mason	issued	13.346632	
shares	of	non-voting	convertible	preferred	stock,	which	con-
vert,	upon	transfer,	into	an	aggregate	of	13.3	million	shares	
of	Legg	Mason	common	stock.	These	non-voting	convertible	
preferred	shares	are	considered	“participating	securities”	and	
therefore	are	included	in	the	calculation	of	weighted	average	
shares	outstanding.	

84

The	following	table	presents	the	computations	of	basic	and	diluted	EPS:	

Weighted	average	basic	shares	outstanding	
Potential	common	shares:	
	 Employee	stock	options	
	 Shares	related	to	deferred	compensation	
	 Shares	issuable	upon	conversion	of	senior	notes	
	 Shares	issuable	upon	payment	of	contingent	consideration	
Total	weighted	average	diluted	shares	
Income	from	continuing	operations	

Interest	expense	on	convertible	senior	notes,	net	of	tax	

Income	from	continuing	operations		
Income	from	discontinued	operations,	net	of	tax	
Gain	on	sale	of	discontinued	operations,	net	of	tax	
Net	income		
Net	Income	per	Share:	
Basic	

Income	from	continuing	operations	
Income	from	discontinued	operations	
	 Gain	on	sale	of	discontinued	operations	

Diluted	

Income	from	continuing	operations	
Income	from	discontinued	operations	
	 Gain	on	sale	of	discontinued	operations	

2007	
141,112	

Years	Ended	March	31,
2006	
120,396	

2005
103,428

2,646	
87	
134	
407	
144,386	
$646,246	
84	
$646,330	
—	
572	
$646,902	

$						4.58	
—	
—	
$						4.58	

$						4.48	
—	
—	
$						4.48	

6,022	
57	
3,431	
373	
130,279	
$			433,707	
2,334	
$			436,041	
66,421	
644,040	
$1,146,502	

$									3.60	
0.55	
5.35	
$									9.50	

$									3.35	
0.51	
4.94	
$									8.80	

6,192
918
6,536
—
117,074
$295,424
4,620
$300,044
113,007
—
$413,051

$						2.86
1.09
—
$						3.95

$						2.56
0.97
—
$						3.53

At	March	31,	2007,	2006	and	2005,	options	to	purchase	
1,086,	741	and	1	shares,	respectively,	were	not	included	in	
the	computation	of	diluted	earnings	per	share	because	the	
presumed	proceeds	from	exercising	such	options,	includ-
ing	related	income	tax	benefits,	exceed	the	average	price	of	
the	common	shares	for	the	period	and	therefore	the	
options	are	deemed	antidilutive.	

Basic	and	diluted	earnings	per	share	for	the	fiscal	years	
ended	March	31,	2007,	2006	and	2005	include	all	vested	
shares	of	phantom	stock	related	to	Legg	Mason’s	deferred	
compensation	plans.	Diluted	earnings	per	share	for	the	
same	periods	also	include	unvested	shares	of	phantom	
stock	related	to	those	plans	unless	the	shares	are	deemed	
antidilutive.	At	March	31,	2007,	2006	and	2005,	526,	
429	and	464	unvested	shares	of	phantom	stock,	respec-
tively,	were	deemed	antidilutive	and	therefore	excluded	
from	the	computation	of	diluted	earnings	per	share.	

All	share	and	per	share	information	have	been	retroac-
tively	restated,	where	appropriate,	to	reflect	the	September	
2004	three-for-two	stock	split.	

16.   ACCUMULATED OTHER  

COMPREHENSIVE INCOME 

Accumulated	other	comprehensive	income	includes	
cumulative	foreign	currency	translation	adjustments,	net	
of	tax	gain	on	interest	rate	swap,	and	net	of	tax	gains	and	
losses	on	investment	securities.	The	change	in	the	accu-
mulated	translation	adjustments	for	fiscal	2007	and	2006	
primarily	resulted	from	the	impact	of	changes	in	the	
British	pound	and	the	Brazilian	real	in	relation	to	the	U.S.	
dollar	on	the	net	assets	of	Legg	Mason’s	United	Kingdom	
and	Brazilian	subsidiaries,	for	which	the	pound	and	the	
real	are	the	functional	currencies,	respectively.	A	sum-
mary	of	Legg	Mason’s	accumulated	other	comprehensive	
income	as	of	March	31,	2007	and	2006	is	as	follows:	

85

	
	
	
	
	
	
	
	
	
	
	
	
	
Foreign	currency		
	 translation	adjustments	
Unrealized	holding	gain	on		
	 interest	rate	swap,	net	of	tax		
	 provision	of	($414)	and		
	 ($938),	respectively	
Unrealized	gains	(losses)	on		
	 investment	securities,	net	of	tax		
	 (provision)	benefit	of	($38)		
	 and	$10,	respectively	
Total	

2007	

2006

$37,245	

$13,651

585	

1,323

65	
$37,895	

(30)
$14,944

17.   SPECIAL PURPOSE AND VARIABLE  

INTEREST ENTITIES 

In	the	normal	course	of	its	business,	Legg	Mason	is	the	
manager	of	various	types	of	investment	vehicles	that	are	
considered	VIEs.	For	its	services,	Legg	Mason	is	entitled	
to	receive	management	fees	and	may	be	eligible,	under	
certain	circumstances,	to	receive	additional	subordinate	
management	fees	or	other	incentive	fees.	Legg	Mason		
did	not	sell	or	transfer	assets	to	any	of	the	VIEs.	Legg	
Mason’s	exposure	to	risk	in	these	entities	is	generally	limited	
to	any	equity	investment	it	has	made	or	is	required	to	
make	and	any	earned	but	uncollected	management	fees.	
Uncollected	management	fees	from	these	VIEs	were	not	
material	at	March	31,	2007	and	2006.	Legg	Mason	has	
not	issued	any	investment	performance	guarantees	to	
these	VIEs	or	their	investors.	As	of	March	31,	2007		
and	2006,	Legg	Mason	was	not	required	to	consolidate		
any	VIEs	that	are	material	to	its	consolidated	financial		
statements.	In	addition,	as	of	March	31,	2007	and	2006,	
there	were	no	VIEs	in	which	Legg	Mason	had	a	significant	
variable	interest.

18.  BUSINESS SEGMENT INFORMATION 
Legg	Mason	is	a	global	asset	management	company	that	
provides	investment	management	and	related	services		
to	a	wide	array	of	clients.	Legg	Mason	operates	in	three	
divisions	(operating	segments):	Managed	Investments,	
Institutional	and	Wealth	Management.	The	economic	
characteristics,	products	and	services	offered,	production	
process,	distribution	methods,	and	regulatory	aspects	of	
each	division	are	similar	and,	accordingly,	Legg	Mason	
aggregates	the	three	divisions	into	one	reportable	business	
segment,	Asset	Management.	

Continuing Operations 
Asset	Management	provides	investment	advisory	services	
to	institutional	and	individual	clients	and	to	company-
sponsored	investment	funds.	The	primary	sources	of	
revenue	in	Asset	Management	are	investment	advisory,	
distribution	and	administrative	fees,	which	typically	are	
calculated	as	a	percentage	of	the	AUM	and	vary	based	
upon	factors	such	as	the	type	of	underlying	investment	
product	and	the	type	of	services	that	are	provided.	In	
addition,	performance	fees	may	be	earned	on	certain	
investment	advisory	contracts	for	exceeding	performance	
benchmarks.	Distribution	fees	on	company-sponsored	
investment	funds	are	included	in	Asset	Management,	
along	with	a	corresponding	expense	representing	fees	paid	
to	unaffiliated	distributors	of	those	funds,	including	par-
ties	that	were	related	parties	prior	to	the	sale.	

Legg	Mason	principally	operates	in	the	United	States	and	
the	United	Kingdom.	Revenues	and	expenses	for	geo-
graphical	purposes	are	generally	allocated	based	on	the	
location	of	the	office	providing	the	services.	

Results	by	geographic	region	are	as	follows:	

2007 

2006	

2005

OPERATING  
  REVENUES
	 United	States	
	 United	Kingdom	
	 Other	

	 Total	

$3,272,938  $2,206,644	 $1,444,688
103,354
22,658
$4,343,675	 $2,645,212	 $1,570,700

829,368	
241,369	

356,783	
81,785	

INCOME FROM CONTINUING  
  OPERATIONS BEFORE INCOME TAX  
  PROVISION AND MINORITY INTERESTS
	 United	States	
	 United	Kingdom 
	 Other	

243,477	
24,478	

$   775,899	 $				604,313	 $			441,358
33,362
(3,962)
$1,043,854	 $				715,462	 $			470,758

106,104	
5,045	

	 Total	

Intangible	assets,	net	and	goodwill	by	geographic	region	are		
as	follows:

2007	

2006	

2005

INTANGIBLE  
  ASSETS, NET   
  AND GOODWILL
	 United	States	
	 United	Kingdom	 1,243,053	
201,580	
	 Other	

$5,413,616	 $5,364,786	 $1,357,111
71,735
17,877
$6,858,249	 $6,797,115	 $1,446,723

1,232,697	
199,632	

	 Total	

86

	
 
	
	
	
	
Private	Client	distributed	a	wide	range	of	financial	prod-
ucts	through	its	branch	distribution	network,	including	
equity	and	fixed	income	securities,	proprietary	and	non-
affiliated	mutual	funds	and	annuities.	The	primary	
sources	of	net	revenues	for	Private	Client	were	commis-
sions	and	principal	credits	earned	on	equity	and	fixed	
income	transactions	in	customer	brokerage	accounts,		
distribution	fees	earned	from	mutual	funds,	fee-based	
account	fees	and	net	interest	from	customers’	margin	loan	
and	credit	account	balances.	Sales	credits	associated	with	
underwritten	offerings	initiated	in	the	Capital	Markets	
segment	were	reported	in	Private	Client	when	sold	
through	its	branch	distribution	network.	

Capital	Markets	consisted	of	Legg	Mason’s	equity	and	
fixed	income	institutional	sales	and	trading	and	corporate	
and	public	finance.	The	primary	sources	of	revenue	for	
equity	and	fixed	income	institutional	sales	and	trading	
included	commissions	and	principal	credits	on	transac-
tions	in	both	corporate	and	municipal	products.	Legg	
Mason	maintained	proprietary	fixed	income	and	equity	
securities	inventory	primarily	to	facilitate	customer	trans-
actions	and	as	a	result	recognized	trading	profits	and	
losses	from	Legg	Mason’s	trading	activities.	Corporate	
finance	revenues	included	underwriting	fees	and	advisory	
fees	from	private	placements	and	mergers	and	acquisi-
tions.	Sales	credits	associated	with	underwritten	offerings	
were	reported	in	Capital	Markets	when	sold	through	
institutional	distribution	channels.	The	results	of	this	
business	segment	also	included	realized	and	unrealized	
gains	and	losses	on	investments	acquired	in	connection	
with	merchant	and	investment	banking	activities.	

Discontinued Operations 
Financial	results	of	discontinued	operations’	business	seg-
ments	were	as	follows:	

NET REVENUES
	 Private	Client	
	 Capital	Markets	

	 Reclassification(1)	

	 Total	

2006	

2005

$		502,400	
168,751	
671,151	
(125,436)	
$		545,715	

$		727,888
306,653
1,034,541
(178,175)
$		856,366

INCOME BEFORE  
INCOME TAX PROVISION
	 Private	Client	
	 Capital	Markets	

	 Total	

$		100,289	
9,115	
$		109,404	

$		132,785
55,164
$		187,949

(1)		Represents	distribution	fees	from	proprietary	mutual	funds,	historically	reported	
in	Private	Client,	that	have	been	reclassified	to	Asset	Management	as	distribution	
fee	revenue,	with	a	corresponding	distribution	expense,	to	reflect	Legg	Mason’s	
continuing	role	as	funds’	distributor.	

For	the	fiscal	year	ended	March	31,	2006,	the	net	reve-
nues	and	net	income	of	Legg	Mason’s	Private	Client	and	
Capital	Markets	businesses	reflect	activity	only	for	the	
eight	months	Legg	Mason	owned	the	businesses.	

Results	of	discontinued	operations	by	geographic	region	
are	as	follows:	

NET REVENUES
	 United	States	
	 United	Kingdom	
	 Other	

	 Total	

INCOME BEFORE  
INCOME TAX PROVISION
	 United	States	
	 United	Kingdom	
	 Other	

	 Total	

2006	

2005

$530,257	
5,952	
9,506	
$545,715	

$833,950
5,449
16,967
$856,366

$107,726	
362	
1,316	
$109,404	

$186,462
437
1,050
$187,949

87

	
		
	
	
	
	
	
	
quARTERLy FINANCIAL DATA(1)
(Dollars in thousands, except per share amounts)
(Unaudited)

Fiscal 2007 
Operating Revenues 
Operating Expenses 
  Operating Income 
Other Income (Expense) 
Income from Continuing Operations before 
  Income Tax Provision and Minority Interests 
  Income tax provision 
Income from Continuing Operations before Minority Interests 
  Minority interests, net of tax 
Income from Continuing Operations 
Gain on sale of discontinued operations, net of tax 
Net Income 
Net Income per Share: 
  Basic: 

Quarter Ended

Dec. 31 

Mar. 31 

Sept. 30 

Jun. 30
$1,141,797  $1,132,973  $1,030,685  $1,038,220
780,786
257,434
(4,451)

795,669 
235,016 
3,726 

869,343 
272,454 
1,841 

869,579 
263,394 
14,440 

274,295 
102,046 
172,249 
225 
172,474 
— 

252,983
96,895
156,088
(53)
156,035
—
$   172,474  $   174,633   $   143,676  $   156,035

277,834 
103,652 
174,182 
(121) 
174,061 
572 

238,742 
95,019 
143,723 
(47) 
143,676 
— 

  Income from continuing operations 

$         1.22  $         1.23  $         1.02  $         1.11

  Diluted: 

  Income from continuing operations 

Cash dividend per share 
Stock price range: 
  High 
  Low 

As	of	May	21,	2007,	the	closing	price	of	Legg	Mason’s	common	stock	was	$100.05.	

Fiscal	2006	
Operating	Revenues	
Operating	Expenses	
	 Operating	Income	
Other	Income	(Expense)	
Income	from	Continuing	Operations	before		
  Income	Tax	Provision	and	Minority	Interests	

Income	tax	provision	

Income	from	Continuing	Operations	before	Minority	Interests	
  Minority	interests,	net	of	tax	
Income	from	Continuing	Operations	
Income	(loss)	from	discontinued	operations,	net	of	taxes	
Gain	on	sale	of	discontinued	operations,	net	of	tax	
Net	Income	
Net	Income	per	Share:	
	 Basic:	

1.19 
0.21 

1.21 
0.21 

1.00 
0.21 

1.08
0.18

110.17 
93.16 

105.88 
84.40 

102.73 
81.05 

127.47
92.07

Quarter	Ended

Mar.	31	
$1,052,149	
805,467	
246,682	
10,307	

Dec.	31	
$688,989	
534,756	
154,233	
14,422	

256,989	
102,171	
154,818	
(3,171)	
151,647	
(2,191)	
598	
$			150,054	

168,655	
64,881	
103,774	
(2,989)	
100,785	
16,076	
643,442	
$760,303	

Sept.	30	
$466,388	
327,819	
138,569	
9,138	

147,707	
55,572	
92,135	
—	
92,135	
28,901	
—	
$121,036	

Jun.	30
$437,686
297,439
140,247
1,864

142,111
52,971
89,140
—
89,140
23,635
—
$112,775

Income	from	continuing	operations	
Income	(loss)	from	discontinued	operations	

  Gain	on	sale	of	discontinued	operations	

$        1.09	
(0.02)	
.01	

$     0.83	
0.13	
5.27	

$     0.82	
0.26	
—	

$     0.82
0.22
—

	 Diluted:	

Income	from	continuing	operations	
Income	(loss)	from	discontinued	operations	

  Gain	on	sale	of	discontinued	operations	

Cash	dividend	per	share	
Stock	price	range:	
	 High	
	 Low	

1.04	
(0.01)	
—	
0.18	

0.77	
0.12	
4.91	
0.18	

0.75	
0.24	
—	
0.18	

0.74
0.19
—
0.15

139.00	
116.60	

126.33	
100.00	

118.02	
99.75	

108.14
69.82	

(1)		Due	to	rounding	of	quarterly	results,	total	amounts	for	each	fiscal	year	may	differ	immaterially	from	the	annual	results.

88

	
 
 
		
	
	
	
	
	
 
	
	
	
	
 
This page inTenTionally lefT bl ank

89

ExECuTIVE oFFICERS
Raymond A. Mason
Chairman, President and  
Chief Executive Officer

Peter L. Bain
Senior Executive Vice President

Mark R. Fetting
Senior Executive Vice President

CoRpoRATE DATA
Executive Offices
100	Light	Street
Baltimore,	Maryland	21202
(410)	539-0000
www.leggmason.com

SEC Certifications
The	certifications	by	the	Chief	Executive	
Officer	and	the	Chief	Financial	Officer	
of	Legg	Mason,	Inc.,	required	under	
Section	302	of	the	Sarbanes-Oxley	Act	
of	2002,	have	been	filed	as	exhibits	to	
Legg	Mason’s	Annual	Report	on	Form	
10-K	for	fiscal	2007.

NYSE Certification
In	2006,	the	Chief	Executive	Officer	of	
Legg	Mason,	Inc.	submitted	an	unquali-
fied	annual	certification	to	the	NYSE	
regarding	the	Company’s	compliance	
with	the	NYSE	corporate	governance	
listing	standards.

Timothy C. Scheve
Senior Executive Vice President

F. Barry Bilson
Senior Vice President

Deepak Chowdhury
Senior Vice President

Charles J. Daley, Jr.
Senior Vice President,  
Chief Financial Officer  
and Treasurer

Elisabeth N. Spector
Senior Vice President

Form 10-K
Legg	Mason’s	Annual	Report	on	Form	
10-K	for	fiscal	2007,	filed	with	the	
Securities	and	Exchange	Commission	
and	containing	audited	financial	
statements,	is	available	upon	request	
without	charge	by	writing	to	the	
Executive	Offices	of	the	Company.

Copies	can	also	be	obtained	by	accessing	
our	website	at	www.leggmason.com

Independent Registered  
Public Accounting Firm
PricewaterhouseCoopers	LLP
100	E.	Pratt	Street
Baltimore,	Maryland	21202
(410)	783-7600
www.pwc.com

Transfer Agent
American	Stock	Transfer	&		
			Trust	Company
59	Maiden	Lane
New	York,	New	York	10038
(866)	668-6550
www.amstock.com

Common Stock
Shares	of	Legg	Mason,	Inc.	common	
stock	are	listed	and	traded	on	the		
New	York	Stock	Exchange	(symbol:	LM).		
As	of	March	31,	2007,	there	were	1,911	
shareholders	of	record	of	the	Company’s	
common	stock.

ToTAL RETuRN pERFoRMANCE
The	graph	below	compares	the	cumulative	total	stockholder	return	on	Legg	Mason’s	common	stock	for	the	last	five	fiscal	years	
with	the	cumulative	total	return	of	the	S&P	500	Stock	Index	and	the	SNL	Asset	Manager	Index	over	the	same	period	(assuming	
the	investment	of	$100	in	each	on	March	31,	2001).	The	SNL	Asset	Manager	Index	consists	of	23	asset	management	firms.		
The	graph	also	shows	the	stockholder	return	over	the	period	of	the	SNL	Securities	and	Investments	Index.	Legg	Mason	believes	
that	the	SNL	Securities	and	Investments	Index,	which	consists	of	86	broker	dealer	and	asset	management	firms,	is	no	longer	an	
appropriate	index	to	compare	to	its	common	stock	performance	because	Legg	Mason	is	now	solely	an	asset	management	firm	and	
has	sold	its	broker	dealer	business.

	Legg Mason, Inc.
 S&p 500 Stock Index
 SNL Securities & Investments Index
 SNL Asset Manager Index

e
u
l
a
V
x
e
d
n
I

400

350

300

250

200

150

100

50

03/31/02 

03/31/03 

03/31/04 

03/31/05 

03/31/06 

03/31/07

p E R I o D E N D I N g

Index	

03/31/02  03/31/03  03/31/04  03/31/05  03/31/06  03/31/07

Legg Mason, Inc. 

100.00 

92.64 

177.65  226.33  365.31  276.86

S&p 500 Stock Index 

100.00 

75.24 

101.66  108.46  121.18  135.52

SNL Securities & Investments Index 

100.00 

69.85 

112.44  117.59  169.11  194.58

SNL Asset Manager Index 

100.00 

69.40 

110.25  128.71  181.22  203.19

Source: SNL Financial LC, Charlottesville, VA
Source: S&P 500 Stock Index return rates obtained from www.standardandpoors.com

9090

 
 
 
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©

 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
100 Light Street
Baltimore, MD 21202

www.leggmason.com