LMM as of Dec. 31, 2011
Portfolio Holdings for LMM
LMM holds 53 positions in its portfolio as reported in the December 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Ellington Financial | 5.0 | $53M | 3.1M | 17.17 | |
| Hldgs (UAL) | 4.7 | $49M | 2.6M | 18.87 | |
| Genworth Financial (GNW) | 4.0 | $42M | 6.4M | 6.55 | |
| Assured Guaranty (AGO) | 4.0 | $41M | 3.1M | 13.14 | |
| Lennar Corporation (LEN) | 3.9 | $41M | 2.1M | 19.65 | |
| Pulte (PHM) | 3.8 | $39M | 6.2M | 6.31 | |
| Ares Capital Corporation (ARCC) | 3.8 | $39M | 2.5M | 15.45 | |
| MGIC Investment (MTG) | 3.2 | $34M | 9.1M | 3.73 | |
| Hartford Financial Services (HIG) | 2.9 | $30M | 1.8M | 16.25 | |
| Boyd Gaming Corporation (BYD) | 2.8 | $30M | 4.0M | 7.46 | |
| Citigroup (C) | 2.8 | $29M | 1.1M | 26.31 | |
| Delta Air Lines (DAL) | 2.5 | $26M | 3.2M | 8.09 | |
| Sprint Nextel Corporation | 2.4 | $25M | 11M | 2.34 | |
| Integrated Device Technology | 2.4 | $25M | 4.5M | 5.46 | |
| Solar Cap (SLRC) | 2.4 | $25M | 1.1M | 22.09 | |
| Seagate Technology Com Stk | 2.3 | $25M | 1.5M | 16.40 | |
| Chesapeake Energy Corporation | 2.2 | $23M | 1.1M | 22.29 | |
| Synovus Financial | 2.2 | $23M | 17M | 1.41 | |
| Monster Worldwide | 2.2 | $23M | 2.9M | 7.93 | |
| Xerox Corporation | 2.2 | $23M | 2.9M | 7.96 | |
| Amazon (AMZN) | 2.2 | $23M | 131k | 173.11 | |
| CIGNA Corporation | 2.1 | $22M | 522k | 42.00 | |
| Jpmorgan Chase & Co *w exp 10/28/20 | 2.0 | $20M | 2.4M | 8.50 | |
| US Airways | 1.9 | $20M | 3.9M | 5.07 | |
| General Mtrs Co jr pfd cnv srb | 1.9 | $19M | 567k | 34.25 | |
| Microsoft Corporation (MSFT) | 1.7 | $18M | 694k | 25.96 | |
| KB Home (KBH) | 1.7 | $18M | 2.7M | 6.72 | |
| Teradyne (TER) | 1.7 | $18M | 1.3M | 13.63 | |
| NII Holdings | 1.7 | $18M | 821k | 21.30 | |
| Supervalu | 1.6 | $16M | 2.0M | 8.12 | |
| Boston Scientific Corporation (BSX) | 1.5 | $16M | 3.0M | 5.34 | |
| Intel Corporation (INTC) | 1.5 | $15M | 636k | 24.25 | |
| Corning Incorporated (GLW) | 1.4 | $15M | 1.1M | 12.98 | |
| Clearwire Corporation | 1.4 | $15M | 7.7M | 1.94 | |
| E TRADE Financial Corporation | 1.4 | $15M | 1.9M | 7.96 | |
| Annaly Capital Management | 1.3 | $13M | 828k | 15.96 | |
| Market Leader | 1.2 | $13M | 4.8M | 2.75 | |
| American Capital Agency | 1.2 | $12M | 433k | 28.08 | |
| Apollo Global Management 'a' | 1.1 | $12M | 948k | 12.41 | |
| Apollo Investment | 1.1 | $12M | 1.8M | 6.44 | |
| Invesco Mortgage Capital | 1.0 | $11M | 756k | 14.05 | |
| Bank of America Corporation (BAC) | 1.0 | $11M | 1.9M | 5.56 | |
| Nxp Semiconductors N V (NXPI) | 1.0 | $11M | 682k | 15.37 | |
| American Capital Mortgage In | 0.8 | $8.2M | 435k | 18.82 | |
| Hca Holdings (HCA) | 0.6 | $6.4M | 289k | 22.03 | |
| Teva Pharmaceutical Industries (TEVA) | 0.5 | $5.4M | 134k | 40.37 | |
| Dendreon Corporation | 0.4 | $4.4M | 578k | 7.60 | |
| Bg Medicine | 0.3 | $3.6M | 753k | 4.72 | |
| Texas Industries | 0.3 | $2.7M | 87k | 30.79 | |
| Bank Of America Corporation *w exp 01/16/20 | 0.2 | $2.5M | 1.2M | 2.02 | |
| Expedia (EXPE) | 0.2 | $2.5M | 87k | 29.02 | |
| Tripadvisor (TRIP) | 0.2 | $2.2M | 87k | 25.22 | |
| Jive Software | 0.1 | $1.4M | 86k | 16.00 |
