-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, Amm7Q4BkyclAl1K3Q7zmSF5O18fl+GfD9cYdjJy0dU6E3n6hMJpcCYsaURcs9StZ K2IYaA4pWi829dkF5utTAA== 0000357235-10-000032.txt : 20100517 0000357235-10-000032.hdr.sgml : 20100517 20100517104228 ACCESSION NUMBER: 0000357235-10-000032 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100517 DATE AS OF CHANGE: 20100517 EFFECTIVENESS DATE: 20100517 FILER: COMPANY DATA: COMPANY CONFORMED NAME: WESTERN ASSET MANAGEMENT CO CENTRAL INDEX KEY: 0001138897 IRS NUMBER: 952705767 STATE OF INCORPORATION: CA FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10245 FILM NUMBER: 10836302 BUSINESS ADDRESS: STREET 1: 117 E COLORADO BLVD CITY: PASADENA STATE: CA ZIP: 91105 BUSINESS PHONE: 6268449400 MAIL ADDRESS: STREET 1: 117 E COLORADO BLVD CITY: PASADENA STATE: CA ZIP: 91105 13F-HR 1 wam1q1.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2010 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Western Asset Management Company Address: 385 E. Colorado Boulevard Pasadena, CA 91101 13F File Number: 28-10245 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Kevin Ehrlich Title: Manager of Regulatory Affairs Phone: 626-844-9407 Signature, Place, and Date of Signing: Kevin Ehrlich Pasadena, CA May 17, 2010 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form13F Information Table Entry Total: 37 Form13F Information Table Value Total: $275,621 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. No. 13F File Number Name 1 28-1700 Legg Mason, Inc. FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 164 165000 PRN DEFINED 1 165000 0 0 AES TR III PFD CV 6.75% 00808N202 4598 101200 SH DEFINED 1 101200 0 0 ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 018804AK0 94 80000 PRN DEFINED 1 80000 0 0 AMERICAN TOWER CORP CL A 029912201 1 1 SH DEFINED 1 1 0 0 ANNALY CAP MGMT INC NOTE 4.000% 2/1 035710AA0 5121 5000000 PRN DEFINED 1 5000000 0 0 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 265 4995 SH DEFINED 1 4995 0 0 BANK OF AMERICA CORPORATION 7.25%CNV PFD L 060505682 71974 73612 SH DEFINED 1 73612 0 0 CIT GROUP INC COM NEW 125581801 16279 418260 SH DEFINED 1 418260 0 0 CITIGROUP INC UNIT 99/99/9999 172967416 60700 500000 SH DEFINED 1 500000 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 1 8 SH DEFINED 1 8 0 0 DEX ONE CORP COM 25212W100 7886 283162 SH DEFINED 1 283162 0 0 DYNEGY INC DEL CL A 26817G102 1 63 SH DEFINED 1 63 0 0 E TRADE FINANCIAL CORP NOTE 8/3 269246AZ7 337 210000 PRN DEFINED 1 210000 0 0 FORD MTR CO DEL NOTE 4.250%11/1 345370CN8 99 65000 PRN DEFINED 1 65000 0 0 GENERAL CABLE CORP DEL NEW NOTE 4.500%11/1 369300AL2 46 46000 PRN DEFINED 1 46000 0 0 GEORGIA GULF CORP COM PAR$0.01 NEW 373200302 42540 2300700 SH DEFINED 1 2300700 0 0 HORIZON LINES INC NOTE 4.250% 8/1 44044KAB7 48135 54286000 PRN DEFINED 1 54286000 0 0 ISHARES TR S&P SH NTL AMTFR 464288158 53 500 SH DEFINED 1 0 0 500 L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW7 101 95000 PRN DEFINED 1 95000 0 0 LEAP WIRELESS INTL INC NOTE 4.500% 7/1 521863AL4 40 45000 PRN DEFINED 1 0 0 45000 LEVEL 3 COMMUNICATIONS INC NOTE 5.250%12/1 52729NBF6 55 55000 PRN DEFINED 1 55000 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 3.500% 6/1 52729NBK5 61 65000 PRN DEFINED 1 65000 0 0 LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 1126 2000000 PRN DEFINED 1 2000000 0 0 LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 5469 10225000 PRN DEFINED 1 10225000 0 0 MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 187 190000 PRN DEFINED 1 190000 0 0 MAXCOM TELECOMUNICACIONES SA ADR REP PR CTF 57773A508 62 13302 SH DEFINED 1 13302 0 0 MAXTOR CORP NOTE 2.375% 8/1 577729AE6 77 65000 PRN DEFINED 1 65000 0 0 OMNICOM GROUP INC NOTE 7/0 681919AT3 990 1000000 PRN DEFINED 1 1000000 0 0 PANTRY INC NOTE 3.000%11/1 698657AL7 108 120000 PRN DEFINED 1 120000 0 0 PNM RES INC COM 69349H107 3 210 SH DEFINED 1 210 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 5 231 SH DEFINED 1 231 0 0 RRI ENERGY INC COM 74971X107 19 5015 SH DEFINED 1 5015 0 0 SIRIUS SATELLITE RADIO INC NOTE 3.250%10/1 82966UAD5 73 75000 PRN DEFINED 1 75000 0 0 STEEL DYNAMICS INC NOTE 5.125% 6/1 858119AP5 44 35000 PRN DEFINED 1 35000 0 0 SUPERMEDIA INC COM 868447103 8788 216024 SH DEFINED 1 216024 0 0 TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 37 45000 PRN DEFINED 1 45000 0 0 VIRGIN MEDIA INC NOTE 6.500%11/1 92769LAB7 82 65000 PRN DEFINED 1 65000 0 0
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