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Fund Holdings of WESTERN ASSET MANAGEMENT CO Filed on 2010-08-16
Link to Original SEC 13F filings sorted on filing date:
2010-08-16 |
2010-05-17 |
2010-02-12 |
2009-11-13 |
2009-08-14 |
2009-05-15 |
2009-02-17 |
2008-11-13 |
2008-08-14 |
2008-05-15 |
1. Fund Information
| Fund Name | WESTERN ASSET MANAGEMENT CO |  |
| Fund Manager | |
| 13F Asset Last Qtr | $275,621,000 |
| 13F Asset This Qtr | $178,214,000 |
| Asset Change | -35.34% |
2. Comparison of Holdings by Sectors with Last Quarter
3. Top 20 Holdings (Value) of This Quarter
| No. | Security | Put/Call | Stock | Shares | Value(x$1000) | Activity(Shr) | % Port. |
|---|
| 1.) | BANK OF AMERICA CORP. PRFD L | | BAC-PL | 73,612 | $65,625 | Unchanged | 36.82% |
| 2.) | HORIZON LINES INC NOTE 4.250% 8/1 | | | 47,786,000 | $40,430 | Cut -11.97% | 22.69% |
| 3.) | CITIGROUP INC. TANGIBLE DIVIDEND ENHANCED COMMON STOCK | | C-PH | 257,800 | $28,941 | Cut -48.44% | 16.24% |
| 4.) | GEORGIA GULF CP NEW | | GGC | 1,697,713 | $22,648 | Cut -26.21% | 12.71% |
| 5.) | DEX ONE CORPCOM | | DEXO | 283,141 | $5,380 | Cut -0.01% | 3.02% |
| 6.) | LIBERTY MEDIA CORP DEB 3.750% 2/1 | | | 10,225,000 | $5,104 | Unchanged | 2.86% |
| 7.) | AES TR III 6.75 PFD | | AES-PC | 101,200 | $4,408 | Unchanged | 2.47% |
| 8.) | SUPERMEDIA INC | | SPMD | 216,024 | $3,952 | Unchanged | 2.22% |
| 9.) | LIBERTY MEDIA CORP DEB 4.000%11/1 | | | 2,000,000 | $1,045 | Unchanged | 0.59% |
| 10.) | E TRADE FINANCIAL CORP NOTE 8/3 | | | 210,000 | $241 | Unchanged | 0.14% |
| 11.) | ATLAS AIR WORLDWIDE HOLDINGS | | AAWW | 4,995 | $238 | Unchanged | 0.13% |
| 12.) | ANNALY CAP MGMT INC NOTE 4.000% 2/1 | | | 70,000 | $73 | Cut -98.60% | 0.04% |
| 13.) | ISHARES TRUST S&P SHORT TRM NTNL AMT-FREE | | SUB | 500 | $53 | Unchanged | 0.03% |
| 14.) | MAXCOM TELECOM ADS | | MXT | 13,302 | $49 | Unchanged | 0.03% |
| 15.) | RRI ENERGY, INC | | RRI | 5,015 | $19 | Unchanged | 0.01% |
| 16.) | PORTLAND GENERAL ELECTRIC CO. | | POR | 231 | $4 | Unchanged | 0.00% |
| 17.) | PNM RESOURCES INC | | PNM | 210 | $2 | Unchanged | 0.00% |
| 18.) | DELTA AIR LINES, INC. (DE) | | DAL | 8 | $1 | Unchanged | 0.00% |
| 19.) | AMERICAN TOWER CORP. | | AMT | 1 | $1 | Unchanged | 0.00% |
4. No Stock Was BOUGHT NEW in the Recent Quarter.
5. Top 20 (Value) Holdings Totally SOLD OUT in This Quarter
| No. | Security | Put/Call | Stock | Shares SOLD | Value(x$1000) | % Port. Last Qtr |
|---|
| 1.) | CIT GROUP INC NEWCOM NEW | | CIT | 418,260 | $16,279 | 5.91% |
| 2.) | OMNICOM GROUP INC NOTE 7/0 | | | 1,000,000 | $990 | 0.36% |
| 3.) | MASSEY ENERGY CO NOTE 3.250% 8/0 | | | 190,000 | $187 | 0.07% |
| 4.) | ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 | | | 165,000 | $164 | 0.06% |
| 5.) | PANTRY INC NOTE 3.000%11/1 | | | 120,000 | $108 | 0.04% |
| 6.) | L3 COMMUNICATIONS CORP DEBT 3.000% 8/0 | | | 95,000 | $101 | 0.04% |
| 7.) | FORD MTR CO DEL NOTE 4.250%11/1 | | | 65,000 | $99 | 0.04% |
| 8.) | ALLIANT TECHSYSTEMS INC NOTE 3.000% 8/1 | | | 80,000 | $94 | 0.03% |
| 9.) | VIRGIN MEDIA INC NOTE 6.500%11/1 | | | 65,000 | $82 | 0.03% |
| 10.) | MAXTOR CORP NOTE 2.375% 8/1 | | | 65,000 | $77 | 0.03% |
| 11.) | SIRIUS SATELLITE RADIO INC NOTE 3.250%10/1 | | | 75,000 | $73 | 0.03% |
| 12.) | LEVEL 3 COMMUNICATIONS INC NOTE 3.500% 6/1 | | | 65,000 | $61 | 0.02% |
| 13.) | LEVEL 3 COMMUNICATIONS INC NOTE 5.250%12/1 | | | 55,000 | $55 | 0.02% |
| 14.) | GENERAL CABLE CORP DEL NEW NOTE 4.500%11/1 | | | 46,000 | $46 | 0.02% |
| 15.) | STEEL DYNAMICS INC NOTE 5.125% 6/1 | | | 35,000 | $44 | 0.02% |
| 16.) | LEAP WIRELESS INTL INC NOTE 4.500% 7/1 | | | 45,000 | $40 | 0.02% |
| 17.) | TRINITY INDS INC NOTE 3.875% 6/0 | | | 45,000 | $37 | 0.01% |
| 18.) | DYNEGY INC (DE) | | DYN | 63 | $1 | 0.00% |
