LMM

LMM as of Aug. 11, 2011

Portfolio Holdings for LMM

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

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Assured Guaranty (AGO) 5.1 $84M 513k 163.10
Hldgs (UAL) 4.2 $69M 305k 226.30
Ellington Financial 4.1 $68M 324k 210.50
Eastman Kodak Company 4.0 $65M 1.8M 35.80
Sprint Nextel Corporation 3.8 $63M 1.2M 53.90
Expedia 3.8 $62M 215k 289.90
Hartford Financial Services (HIG) 3.6 $59M 224k 263.70
Genworth Financial (GNW) 3.4 $56M 542k 102.80
NII Holdings 3.3 $54M 128k 423.81
AES Corporation (AES) 3.2 $52M 409k 127.40
Citigroup (C) 3.1 $52M 124k 416.40
Lennar Corporation (LEN) 2.5 $42M 230k 181.50
MGIC Investment (MTG) 2.5 $41M 686k 59.50
DG FastChannel 2.4 $40M 124k 320.50
Microsoft Corporation (MSFT) 2.4 $40M 153k 260.00
Boyd Gaming Corporation (BYD) 2.4 $39M 449k 87.00
Amazon (AMZN) 2.4 $39M 19k 2045.00
Monster Worldwide 2.3 $38M 260k 146.60
Pulte (PHM) 2.3 $38M 495k 76.60
Intel Corporation (INTC) 2.2 $37M 166k 221.60
Bank Of America Corporation warrant 2.2 $36M 657k 55.40
Ares Capital Corporation (ARCC) 2.2 $36M 225k 160.70
Seagate Technology Com Stk 2.2 $36M 221k 161.60
Integrated Device Technology 2.1 $35M 442k 78.60
Hewlett-Packard Company 2.1 $34M 93k 364.01
US Airways 2.0 $33M 373k 89.10
Jpmorgan Chase & Co. w exp 10/201 1.9 $31M 232k 134.70
Delta Air Lines (DAL) 1.9 $30M 331k 91.70
CIGNA Corporation 1.8 $30M 58k 514.32
Synovus Financial 1.6 $26M 1.3M 20.80
Research In Motion 1.6 $26M 90k 288.51
Solar Cap (SLRC) 1.6 $26M 104k 246.90
Clearwire Corporation 1.6 $26M 674k 37.80
Teradyne (TER) 1.5 $25M 169k 148.00
Chesapeake Energy Corporation 1.4 $24M 79k 296.90
Supervalu 1.1 $18M 195k 94.10
AsiaInfo-Linkage 1.0 $16M 99k 165.60
Apollo Investment 0.9 $16M 152k 102.10
General Motors Company (GM) 0.8 $14M 46k 303.61
Apollo Global Management 'a' 0.8 $14M 79k 172.01
KB Home (KBH) 0.8 $13M 137k 97.80
Myriad Genetics (MYGN) 0.8 $13M 56k 227.11
MGM Resorts International. (MGM) 0.7 $11M 84k 132.10
Market Leader 0.6 $10M 475k 21.70
General Mtrs Co jr pfd cnv srb 0.6 $10M 21k 487.40
Xerox Corporation 0.4 $7.1M 69k 104.11
Teva Pharmaceutical Industries (TEVA) 0.4 $6.3M 13k 482.21
Bg Medicine 0.4 $6.0M 75k 79.61