LMM as of March 31, 2012
Portfolio Holdings for LMM
LMM holds 48 positions in its portfolio as reported in the March 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Lennar Corporation (LEN) | 4.7 | $57M | 2.1M | 27.18 | |
| Apple (AAPL) | 4.6 | $56M | 94k | 599.55 | |
| Pulte (PHM) | 4.5 | $54M | 6.1M | 8.85 | |
| Genworth Financial (GNW) | 4.4 | $54M | 6.4M | 8.32 | |
| Ellington Financial | 4.2 | $51M | 2.6M | 19.56 | |
| Hldgs (UAL) | 4.2 | $50M | 2.3M | 21.50 | |
| MGIC Investment (MTG) | 3.8 | $46M | 9.2M | 4.96 | |
| Citigroup (C) | 3.4 | $41M | 1.1M | 36.55 | |
| Assured Guaranty (AGO) | 3.3 | $40M | 2.4M | 16.52 | |
| Hartford Financial Services (HIG) | 3.3 | $40M | 1.9M | 21.08 | |
| Ares Capital Corporation (ARCC) | 2.9 | $36M | 2.2M | 16.35 | |
| Synovus Financial | 2.9 | $34M | 17M | 2.05 | |
| Integrated Device Technology | 2.7 | $33M | 4.6M | 7.15 | |
| Jpmorgan Chase & Co. w exp 10/201 | 2.7 | $33M | 2.4M | 13.38 | |
| Seagate Technology Com Stk | 2.6 | $32M | 1.2M | 26.96 | |
| Boyd Gaming Corporation (BYD) | 2.5 | $30M | 3.9M | 7.84 | |
| Delta Air Lines (DAL) | 2.5 | $30M | 3.0M | 9.92 | |
| Sprint Nextel Corporation | 2.4 | $29M | 10M | 2.85 | |
| Amazon (AMZN) | 2.2 | $27M | 135k | 202.51 | |
| US Airways | 2.2 | $27M | 3.5M | 7.59 | |
| Chesapeake Energy Corporation | 2.0 | $25M | 1.1M | 23.17 | |
| General Mtrs Co jr pfd cnv srb | 2.0 | $24M | 577k | 41.85 | |
| KB Home (KBH) | 2.0 | $24M | 2.7M | 8.90 | |
| CIGNA Corporation | 1.9 | $23M | 467k | 49.25 | |
| Bank of America Corporation (BAC) | 1.9 | $23M | 2.4M | 9.57 | |
| Teradyne (TER) | 1.9 | $23M | 1.3M | 16.89 | |
| E TRADE Financial Corporation | 1.7 | $21M | 1.9M | 10.95 | |
| Nxp Semiconductors N V (NXPI) | 1.5 | $18M | 692k | 26.61 | |
| Boston Scientific Corporation (BSX) | 1.5 | $18M | 3.0M | 5.98 | |
| Microsoft Corporation (MSFT) | 1.4 | $17M | 526k | 32.26 | |
| Market Leader | 1.4 | $17M | 4.5M | 3.66 | |
| Clearwire Corporation | 1.3 | $16M | 7.1M | 2.28 | |
| NII Holdings | 1.2 | $15M | 819k | 18.31 | |
| Invesco Mortgage Capital | 1.1 | $14M | 777k | 17.65 | |
| Annaly Capital Management | 1.1 | $13M | 843k | 15.82 | |
| Intel Corporation (INTC) | 1.1 | $13M | 468k | 28.12 | |
| American Capital Agency | 1.1 | $13M | 445k | 29.54 | |
| Apollo Investment | 1.1 | $13M | 1.8M | 7.17 | |
| Acme Packet | 1.1 | $13M | 468k | 27.52 | |
| Level 3 Communications | 0.9 | $11M | 409k | 25.73 | |
| Hatteras Financial | 0.8 | $9.8M | 351k | 27.90 | |
| Hca Holdings (HCA) | 0.8 | $9.7M | 392k | 24.74 | |
| American Capital Mortgage In | 0.8 | $9.6M | 440k | 21.77 | |
| Solar Cap (SLRC) | 0.6 | $7.5M | 338k | 22.07 | |
| Dendreon Corporation | 0.6 | $7.5M | 702k | 10.66 | |
| Teva Pharmaceutical Industries (TEVA) | 0.5 | $6.3M | 139k | 45.06 | |
| Bg Medicine | 0.4 | $5.3M | 753k | 7.02 | |
| Texas Industries | 0.2 | $3.0M | 87k | 35.02 |
