LMM

LMM as of Sept. 30, 2011

Portfolio Holdings for LMM

LMM holds 47 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ellington Financial 5.4 $55M 3.2M 17.18
Hldgs (UAL) 5.2 $53M 2.7M 19.38
Amazon (AMZN) 4.2 $42M 196k 216.23
Assured Guaranty (AGO) 4.1 $42M 3.8M 10.99
Microsoft Corporation (MSFT) 3.8 $38M 1.5M 24.89
Genworth Financial (GNW) 3.7 $37M 6.5M 5.74
Ares Capital Corporation (ARCC) 3.5 $36M 2.6M 13.77
Intel Corporation (INTC) 3.5 $35M 1.6M 21.34
Lennar Corporation (LEN) 3.3 $33M 2.5M 13.54
Citigroup (C) 3.2 $32M 1.3M 25.62
Sprint Nextel Corporation 3.2 $32M 11M 3.04
Hartford Financial Services (HIG) 3.1 $32M 2.0M 16.14
Expedia 2.7 $28M 1.1M 25.75
CIGNA Corporation 2.5 $25M 600k 41.94
Delta Air Lines (DAL) 2.4 $25M 3.3M 7.50
Integrated Device Technology 2.3 $24M 4.6M 5.15
Seagate Technology Com Stk 2.3 $24M 2.3M 10.28
Jpmorgan Chase & Co. w exp 10/201 2.2 $22M 2.4M 9.31
NII Holdings 2.2 $22M 827k 26.95
Solar Cap (SLRC) 2.2 $22M 1.1M 20.13
Pulte (PHM) 2.1 $22M 5.5M 3.95
US Airways 2.1 $21M 3.9M 5.50
Monster Worldwide 2.1 $21M 2.9M 7.18
Chesapeake Energy Corporation 2.1 $21M 818k 25.55
General Mtrs Co jr pfd cnv srb 2.0 $20M 571k 35.08
Boyd Gaming Corporation (BYD) 1.9 $20M 4.0M 4.90
Synovus Financial 1.8 $18M 17M 1.07
MGIC Investment (MTG) 1.7 $17M 9.2M 1.87
Xerox Corporation 1.6 $16M 2.4M 6.97
Clearwire Corporation 1.6 $16M 7.0M 2.33
Bank Of America Corporation warrant 1.6 $16M 5.8M 2.71
Teradyne (TER) 1.4 $14M 1.3M 11.01
DG FastChannel 1.4 $14M 811k 16.95
Supervalu 1.3 $13M 2.0M 6.66
Apollo Investment 1.2 $12M 1.6M 7.52
American Capital Agency 1.2 $12M 438k 27.10
KB Home (KBH) 1.1 $11M 1.9M 5.86
Annaly Capital Management 1.1 $11M 652k 16.63
Invesco Mortgage Capital 1.1 $11M 761k 14.13
Market Leader 1.0 $11M 4.8M 2.20
Apollo Global Management 'a' 0.9 $9.5M 928k 10.24
American Capital Mortgage In 0.9 $9.0M 539k 16.70
Eastman Kodak Company 0.7 $7.2M 9.2M 0.78
Teva Pharmaceutical Industries (TEVA) 0.5 $4.8M 129k 37.22
Bg Medicine 0.3 $2.7M 758k 3.55
New York Community Ban (NYCB) 0.2 $2.6M 216k 11.90
Boston Scientific Corporation (BSX) 0.2 $2.1M 348k 5.91