LMM

LMM as of May 12, 2011

Portfolio Holdings for LMM

LMM holds 48 positions in its portfolio as reported in the May 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Assured Guaranty (AGO) 4.5 $86M 5.8M 14.90
AES Corporation (AES) 4.5 $86M 6.6M 13.00
Hldgs (UAL) 4.2 $80M 3.5M 22.99
Ellington Financial 4.1 $78M 3.4M 23.05
Genworth Financial (GNW) 4.0 $77M 5.7M 13.46
Sprint Nextel Corporation 3.5 $66M 14M 4.64
Hartford Financial Services (HIG) 3.4 $66M 2.4M 26.93
NII Holdings 3.4 $65M 1.6M 41.67
Citi 3.3 $63M 14M 4.42
MGIC Investment (MTG) 3.2 $62M 7.0M 8.89
Eastman Kodak Company 3.2 $61M 19M 3.23
Expedia 3.2 $61M 2.7M 22.66
Xl Group 2.7 $52M 2.1M 24.60
Research In Motion 2.7 $52M 911k 56.54
Bank Of America Corporation warrant 2.6 $51M 6.6M 7.67
DG FastChannel 2.3 $44M 1.4M 32.19
Boyd Gaming Corporation (BYD) 2.2 $43M 4.6M 9.37
Lennar Corporation (LEN) 2.2 $42M 2.3M 18.12
Monster Worldwide 2.2 $42M 2.6M 15.90
Jpmorgan Chase & Co. w exp 10/201 2.0 $39M 2.3M 16.78
Micron Technology (MU) 2.0 $39M 3.4M 11.47
Amazon (AMZN) 2.0 $38M 213k 180.13
Hewlett-Packard Company 2.0 $38M 930k 40.97
Ares Capital Corporation (ARCC) 2.0 $38M 2.3M 16.95
Clearwire Corporation 2.0 $38M 6.8M 5.59
Pulte (PHM) 1.9 $36M 4.8M 7.40
Microsoft Corporation (MSFT) 1.8 $35M 1.4M 25.39
Integrated Device Technology 1.7 $33M 4.5M 7.38
Delta Air Lines (DAL) 1.7 $33M 3.3M 9.80
US Airways 1.7 $33M 3.8M 8.71
Seagate Technology Com Stk 1.7 $32M 2.2M 14.41
Synovus Financial 1.6 $31M 13M 2.40
Teradyne (TER) 1.6 $30M 1.7M 17.81
Chesapeake Energy Corporation 1.4 $27M 798k 33.52
CIGNA Corporation 1.4 $26M 585k 44.28
AbitibiBowater 1.3 $25M 930k 26.87
Solar Cap (SLRC) 1.3 $25M 1.0M 23.88
MGM Resorts International. (MGM) 1.2 $24M 1.8M 13.15
AsiaInfo-Linkage 1.2 $22M 1.0M 21.65
Apollo Investment 1.0 $18M 1.5M 12.07
MEMC Electronic Materials 0.8 $15M 1.2M 12.96
Myriad Genetics (MYGN) 0.8 $15M 735k 20.15
General Motors Company (GM) 0.8 $14M 461k 31.03
Market Leader 0.6 $12M 4.8M 2.50
General Mtrs Co jr pfd cnv srb 0.5 $9.0M 186k 48.20
Teva Pharmaceutical Industries (TEVA) 0.3 $6.7M 133k 50.17
Bg Medicine 0.3 $5.8M 758k 7.71
FXCM 0.2 $4.2M 319k 13.03