LMM

LMM as of Sept. 30, 2012

Portfolio Holdings for LMM

LMM holds 48 positions in its portfolio as reported in the September 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Pulte (PHM) 5.3 $52M 3.4M 15.50
Apple (AAPL) 4.6 $46M 69k 667.11
KB Home (KBH) 4.3 $43M 3.0M 14.35
Ellington Financial 4.1 $40M 1.8M 22.82
Lennar Corporation (LEN) 3.9 $39M 1.1M 34.77
Hldgs (UAL) 3.5 $35M 1.8M 19.50
Synovus Financial 3.3 $33M 14M 2.37
Citigroup (C) 3.3 $33M 994k 32.72
Ares Capital Corporation (ARCC) 3.3 $32M 1.9M 17.14
Amazon (AMZN) 3.1 $31M 122k 254.32
Bank of America Corporation (BAC) 3.1 $31M 3.5M 8.83
Seagate Technology Com Stk 3.0 $30M 952k 30.96
Sprint Nextel Corporation 3.0 $29M 5.3M 5.52
Hartford Financial Services (HIG) 2.9 $29M 1.5M 19.44
US Airways 2.9 $29M 2.7M 10.46
Assured Guaranty (AGO) 2.9 $29M 2.1M 13.62
Groupon 2.8 $28M 5.8M 4.77
Market Leader 2.7 $27M 4.0M 6.70
Chesapeake Energy Corporation 2.6 $26M 1.4M 18.87
Delta Air Lines (DAL) 2.5 $25M 2.7M 9.16
Jpmorgan Chase & Co. w exp 10/201 2.3 $23M 2.2M 10.29
Boyd Gaming Corporation (BYD) 2.3 $22M 3.2M 7.06
Genworth Financial (GNW) 2.3 $22M 4.3M 5.23
CIGNA Corporation 2.0 $20M 423k 47.17
General Mtrs Co jr pfd cnv srb 2.0 $19M 522k 37.28
Level 3 Communications 1.7 $17M 735k 22.97
Teradyne (TER) 1.7 $16M 1.2M 14.22
E TRADE Financial Corporation 1.6 $16M 1.8M 8.80
Microsoft Corporation (MSFT) 1.4 $14M 476k 29.76
Invesco Mortgage Capital 1.4 $14M 703k 20.13
American Capital Agency 1.4 $14M 402k 34.60
Universal Display Corporation (OLED) 1.3 $13M 381k 34.33
Annaly Capital Management 1.3 $13M 761k 16.84
MGIC Investment (MTG) 1.3 $13M 8.4M 1.53
Apollo Investment 1.3 $13M 1.6M 7.88
Morgan Stanley (MS) 1.1 $11M 634k 16.74
American Capital Mortgage In 1.0 $10M 397k 25.13
Hatteras Financial 0.9 $8.9M 317k 28.19
Nxp Semiconductors N V (NXPI) 0.8 $7.7M 308k 25.01
Hewlett-Packard Company 0.7 $7.0M 412k 17.06
Clearwire Corporation 0.6 $5.6M 4.2M 1.34
Intel Corporation (INTC) 0.5 $4.8M 211k 22.66
Hca Holdings (HCA) 0.5 $4.7M 143k 33.25
American International (AIG) 0.3 $3.5M 106k 32.79
Teva Pharmaceutical Industries (TEVA) 0.3 $3.0M 73k 41.42
Questcor Pharmaceuticals 0.3 $2.9M 159k 18.47
NII Holdings 0.2 $2.5M 317k 7.83
Bg Medicine 0.2 $2.5M 684k 3.68