LMM

LMM as of March 31, 2014

Portfolio Holdings for LMM

LMM holds 110 positions in its portfolio as reported in the March 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Genworth Financial (GNW) 4.1 $102M 5.8M 17.73
Delta Air Lines (DAL) 3.8 $94M 2.7M 34.65
American Airls (AAL) 3.6 $91M 2.5M 36.60
Northstar Realty Finance 3.4 $86M 5.3M 16.14
Qualcomm (QCOM) 3.4 $84M 1.1M 78.86
Hldgs (UAL) 3.1 $76M 1.7M 44.63
MGIC Investment (MTG) 3.0 $76M 8.9M 8.52
Bank of America Corporation (BAC) 2.8 $69M 4.0M 17.20
Pulte (PHM) 2.5 $62M 3.2M 19.19
Pandora Media 2.4 $61M 2.0M 30.32
Seagate Technology Com Stk 2.4 $60M 1.1M 56.16
eBay (EBAY) 2.4 $59M 1.1M 55.24
Newcastle Investment 2.2 $54M 12M 4.70
Assured Guaranty (AGO) 2.1 $52M 2.1M 25.32
Hartford Financial Services (HIG) 2.1 $52M 1.5M 35.27
Netflix (NFLX) 2.1 $52M 147k 352.03
Citigroup (C) 2.0 $51M 1.1M 47.60
Boyd Gaming Corporation (BYD) 2.0 $50M 3.8M 13.20
GameStop (GME) 2.0 $50M 1.2M 41.10
Jpmorgan Chase & Co. w exp 10/201 2.0 $50M 2.5M 20.20
Chesapeake Energy Corporation 1.9 $48M 1.9M 25.62
E TRADE Financial Corporation 1.9 $47M 2.0M 23.02
Questcor Pharmaceuticals 1.8 $44M 677k 64.93
Intrexon 1.7 $43M 1.7M 26.29
Lennar Corporation (LEN) 1.7 $43M 1.1M 39.62
Apple (AAPL) 1.7 $43M 79k 536.75
Groupon 1.7 $41M 5.3M 7.84
Taylor Morrison Hom (TMHC) 1.7 $42M 1.8M 23.50
Ellington Financial 1.6 $40M 1.7M 23.82
Amazon (AMZN) 1.6 $40M 118k 336.37
CIGNA Corporation 1.6 $40M 471k 83.73
General Motors Company (GM) 1.5 $38M 1.1M 34.42
KB Home (KBH) 1.4 $34M 2.0M 16.99
Nationstar Mortgage 1.3 $33M 1.0M 32.46
Level 3 Communications 1.3 $32M 819k 39.14
Best Buy (BBY) 1.2 $31M 1.2M 26.41
Nxp Semiconductors N V (NXPI) 1.2 $31M 522k 58.81
Microsoft Corporation (MSFT) 1.2 $30M 737k 40.99
Ares Capital Corporation (ARCC) 1.2 $30M 1.7M 17.62
Apollo 1.2 $29M 855k 34.24
Zulily Inc cl a 1.1 $28M 552k 50.19
Ford Motor Company (F) 1.1 $27M 1.7M 15.60
Universal Display Corporation (OLED) 1.1 $27M 837k 31.91
Pennymac Financial Service A 1.0 $26M 1.5M 16.64
IAC/InterActive 1.0 $25M 355k 71.39
Radian (RDN) 1.0 $25M 1.7M 15.03
Oci Partners 1.0 $25M 1.2M 21.44
Teradyne (TER) 0.9 $24M 1.2M 19.89
Morgan Stanley (MS) 0.9 $22M 707k 31.17
Supervalu 0.8 $20M 3.0M 6.84
Millennial Media 0.8 $19M 2.7M 6.92
Marvell Technology Group 0.7 $18M 1.1M 15.75
Springleaf Holdings 0.6 $16M 628k 25.15
New Media Inv Grp 0.6 $14M 951k 15.02
Coupons 0.5 $13M 532k 24.65
Apollo Investment 0.4 $10M 1.2M 8.31
Essent (ESNT) 0.4 $10M 453k 22.46
NII Holdings 0.4 $9.3M 7.8M 1.19
Dendreon Corporation 0.3 $7.3M 2.4M 2.99
Cisco Systems (CSCO) 0.2 $6.2M 275k 22.42
International Business Machines (IBM) 0.2 $4.6M 24k 192.53
American Capital Mortgage In 0.1 $1.1M 60k 18.78
Ellington Residential Mortga reit (EARN) 0.1 $1.4M 80k 16.92
DineEquity (DIN) 0.0 $937k 12k 78.08
Och-Ziff Capital Management 0.0 $1.0M 75k 13.77
Herbalife Ltd Com Stk (HLF) 0.0 $877k 15k 57.32
TAL International 0.0 $879k 21k 42.88
Chimera Investment Corporation 0.0 $1.1M 343k 3.06
KKR & Co 0.0 $935k 41k 22.86
Rhino Resource Partners 0.0 $998k 73k 13.67
Apollo Global Management 'a' 0.0 $986k 31k 31.81
Cys Investments 0.0 $884k 107k 8.26
Qiwi (QIWI) 0.0 $901k 26k 34.65
Windstream Hldgs 0.0 $1.0M 122k 8.25
Triplepoint Venture Gr Bdc cs (TPVG) 0.0 $975k 60k 16.25
Dollar Finl Corp note 3.000% 4/0 0.0 $658k 700k 0.94
PennyMac Mortgage Investment Trust (PMT) 0.0 $837k 35k 23.91
R.R. Donnelley & Sons Company 0.0 $681k 38k 17.92
Redwood Trust (RWT) 0.0 $710k 35k 20.29
BGC Partners 0.0 $654k 100k 6.54
Compass Diversified Holdings (CODI) 0.0 $767k 41k 18.92
Resource Capital 0.0 $720k 129k 5.58
MVC Capital 0.0 $786k 58k 13.55
Validus Holdings 0.0 $755k 20k 37.75
Hollyfrontier Corp 0.0 $643k 14k 47.63
Oaktree Cap 0.0 $757k 13k 58.23
Starwood Property Trust (STWD) 0.0 $472k 20k 23.60
Pitney Bowes (PBI) 0.0 $585k 23k 26.00
Frontier Communications 0.0 $485k 85k 5.71
Fifth Street Finance 0.0 $407k 43k 9.47
Banco Santander (SAN) 0.0 $394k 41k 9.59
Boardwalk Pipeline Partners 0.0 $456k 34k 13.41
Capstead Mortgage Corporation 0.0 $444k 35k 12.69
Energy Transfer Partners 0.0 $474k 8.8k 53.86
Hatteras Financial 0.0 $377k 20k 18.85
National CineMedia 0.0 $465k 31k 15.00
Quad/Graphics (QUAD) 0.0 $587k 25k 23.48
Collectors Universe 0.0 $429k 23k 18.85
Medley Capital Corporation 0.0 $384k 28k 13.62
Linn 0.0 $569k 21k 27.10
New Residential Invt 0.0 $486k 75k 6.48
Blue Capital Reinsurance Hol 0.0 $374k 22k 17.40
Stonecastle Finl (BANX) 0.0 $590k 24k 24.58
Annaly Capital Management 0.0 $272k 25k 10.99
American Capital Agency 0.0 $203k 9.4k 21.60
ARMOUR Residential REIT 0.0 $309k 75k 4.12
Western Asset Mortgage cmn 0.0 $241k 15k 15.69
Apollo Commercial Real Est. Finance (ARI) 0.0 $110k 6.6k 16.67
Tower Group Inc conv 0.0 $115k 120k 0.96
Starwood Waypoint Residential Trust 0.0 $116k 4.0k 29.00