0000357235-11-000148.txt : 20110513 0000357235-11-000148.hdr.sgml : 20110513 20110513163707 ACCESSION NUMBER: 0000357235-11-000148 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110512 FILED AS OF DATE: 20110513 DATE AS OF CHANGE: 20110513 EFFECTIVENESS DATE: 20110513 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: 11841577 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 wam1q11.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, 2011 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 13, 2011 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: 16 Form13F Information Table Value Total: $197,503 (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 ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- -------- ABITIBIBOWATER INC COM NEW 003687209 3893 144851 SH DEFINED 1 144851 0 0 ANNALY CAP MGMT INC NOTE 4.000% 2/1 035710AA0 81 70000 PRN DEFINED 1 70000 0 0 CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 123027 2429913 SH DEFINED 1 2429913 0 0 E TRADE FINANCIAL CORP NOTE 8/3 269246AZ7 318 210000 PRN DEFINED 1 210000 0 0 GENON ENERGY INC COM 37244E107 20 5015 SH DEFINED 1 5015 0 0 GEORGIA GULF CORP COM PAR$0.01 NEW 373200302 15038 406425 SH DEFINED 1 406425 0 0 HORIZON LINES INC NOTE 4.250% 8/1 44044KAB7 37951 48166000 PRN DEFINED 1 48166000 0 0 ISHARES TR S&P SH NTL AMTFR 464288158 53 500 SH DEFINED 1 0 0 500 LIBERTY MEDIA CORP DEB 3.750% 2/1 530715AL5 6057 10205000 PRN DEFINED 1 10205000 0 0 LIBERTY MEDIA CORP DEB 4.000%11/1 530715AG6 1215 2000000 PRN DEFINED 1 2000000 0 0 MAXCOM TELECOMUNICACIONES SA ADR REP PR CTF 57773A508 45 13302 SH DEFINED 1 13302 0 0 SEMGROUP CORP CL A 81663A105 6069 215440 SH DEFINED 1 215440 0 0 SINA CORP ORD G81477104 2955 27600 SH DEFINED 1 27600 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 597 4500 SH DEFINED 1 4500 0 0 TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 124 125000 PRN DEFINED 1 125000 0 0 UNITED CONTL HLDGS INC COM 910047109 60 2588 SH DEFINED 1 2588 0 0