LMM

LMM as of Dec. 31, 2013

Portfolio Holdings for LMM

LMM holds 104 positions in its portfolio as reported in the December 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple (AAPL) 15.0 $371M 661k 561.03
Genworth Financial (GNW) 3.6 $90M 5.8M 15.53
MGIC Investment (MTG) 3.0 $74M 8.8M 8.44
Delta Air Lines (DAL) 3.0 $74M 2.7M 27.47
Northstar Realty Finance 2.9 $72M 5.4M 13.45
Newcastle Investment 2.7 $66M 12M 5.74
Netflix (NFLX) 2.6 $65M 177k 368.18
Hldgs (UAL) 2.6 $65M 1.7M 37.83
Pulte (PHM) 2.6 $64M 3.1M 20.37
American Airls (AAL) 2.5 $62M 2.5M 25.25
Bank of America Corporation (BAC) 2.5 $62M 4.0M 15.57
Groupon 2.5 $62M 5.2M 11.77
Seagate Technology Com Stk 2.4 $60M 1.1M 56.16
eBay (EBAY) 2.4 $58M 1.1M 54.87
Hartford Financial Services (HIG) 2.1 $53M 1.5M 36.23
Pandora Media 2.1 $53M 2.0M 26.60
Assured Guaranty (AGO) 2.0 $49M 2.1M 23.59
Jpmorgan Chase & Co. w exp 10/201 1.9 $48M 2.5M 19.39
Citigroup (C) 1.9 $48M 912k 52.11
Best Buy (BBY) 1.9 $47M 1.2M 39.88
Amazon (AMZN) 1.9 $47M 118k 398.79
Lennar Corporation (LEN) 1.7 $43M 1.1M 39.56
Boyd Gaming Corporation (BYD) 1.7 $42M 3.8M 11.26
CIGNA Corporation 1.7 $41M 471k 87.48
E TRADE Financial Corporation 1.6 $40M 2.0M 19.64
Questcor Pharmaceuticals 1.5 $37M 678k 54.45
Ellington Financial 1.4 $36M 1.6M 22.67
KB Home (KBH) 1.4 $36M 1.9M 18.28
Chesapeake Energy Corporation 1.4 $35M 1.3M 27.14
Oci Partners 1.3 $32M 1.1M 27.60
General Motors Company (GM) 1.2 $31M 758k 40.87
Universal Display Corporation (OLED) 1.2 $29M 837k 34.36
Ares Capital Corporation (ARCC) 1.1 $28M 1.6M 17.77
Intrexon 1.1 $28M 1.2M 23.80
Microsoft Corporation (MSFT) 1.1 $28M 737k 37.41
Level 3 Communications 1.1 $27M 820k 33.17
Ford Motor Company (F) 1.1 $27M 1.7M 15.43
Taylor Morrison Hom (TMHC) 1.1 $26M 1.2M 22.45
IAC/InterActive 1.0 $24M 354k 68.65
Nxp Semiconductors N V (NXPI) 1.0 $24M 524k 45.93
Radian (RDN) 0.9 $24M 1.7M 14.12
Apollo 0.9 $23M 855k 27.32
Zulily Inc cl a 0.9 $23M 553k 41.43
Morgan Stanley (MS) 0.9 $22M 708k 31.36
NII Holdings 0.9 $21M 7.8M 2.75
Teradyne (TER) 0.8 $21M 1.2M 17.62
Pennymac Financial Service A 0.7 $17M 945k 17.55
Marvell Technology Group 0.7 $16M 1.1M 14.38
Springleaf Holdings 0.6 $15M 572k 25.28
Essent (ESNT) 0.4 $11M 454k 24.06
Apollo Investment 0.4 $10M 1.2M 8.48
Sprint 0.4 $9.0M 841k 10.75
American Capital Agency 0.3 $8.5M 442k 19.29
Invesco Mortgage Capital 0.3 $7.9M 535k 14.68
Dendreon Corporation 0.3 $7.3M 2.4M 2.99
American Capital Mortgage In 0.2 $6.2M 357k 17.46
Hatteras Financial 0.2 $5.8M 358k 16.34
Ellington Residential Mortga reit (EARN) 0.1 $1.2M 75k 15.39
Brinker International (EAT) 0.0 $881k 19k 46.37
Compass Diversified Holdings (CODI) 0.0 $962k 49k 19.63
Och-Ziff Capital Management 0.0 $1.1M 75k 14.81
Chimera Investment Corporation 0.0 $1.1M 343k 3.10
KKR & Co 0.0 $996k 41k 24.35
Apollo Global Management 'a' 0.0 $980k 31k 31.61
Windstream Hldgs 0.0 $974k 122k 7.98
R.R. Donnelley & Sons Company 0.0 $761k 38k 20.29
Redwood Trust (RWT) 0.0 $678k 35k 19.37
Dr Pepper Snapple 0.0 $780k 16k 48.75
PDL BioPharma 0.0 $645k 76k 8.44
Herbalife Ltd Com Stk (HLF) 0.0 $709k 9.0k 78.78
Resource Capital 0.0 $766k 129k 5.93
MVC Capital 0.0 $783k 58k 13.50
Validus Holdings 0.0 $806k 20k 40.30
Quad/Graphics (QUAD) 0.0 $681k 25k 27.24
Collectors Universe 0.0 $669k 39k 17.15
THL Credit 0.0 $660k 40k 16.50
Medley Capital Corporation 0.0 $668k 48k 13.86
Hollyfrontier Corp 0.0 $671k 14k 49.70
Cys Investments 0.0 $793k 107k 7.41
Oaktree Cap 0.0 $765k 13k 58.85
Linn 0.0 $648k 21k 30.86
BlackRock (BLK) 0.0 $475k 1.5k 316.67
Starwood Property Trust (STWD) 0.0 $554k 20k 27.70
McDonald's Corporation (MCD) 0.0 $554k 5.7k 97.19
Pitney Bowes (PBI) 0.0 $525k 23k 23.33
Frontier Communications 0.0 $396k 85k 4.66
BGC Partners 0.0 $605k 100k 6.05
Banco Santander (SAN) 0.0 $373k 41k 9.08
Capstead Mortgage Corporation 0.0 $423k 35k 12.09
Energy Transfer Partners 0.0 $504k 8.8k 57.27
National CineMedia 0.0 $619k 31k 19.97
Golub Capital BDC (GBDC) 0.0 $457k 24k 19.12
New Residential Invt 0.0 $501k 75k 6.68
Blue Capital Reinsurance Hol 0.0 $395k 22k 18.37
Stonecastle Finl (BANX) 0.0 $590k 24k 24.58
Annaly Capital Management 0.0 $247k 25k 9.98
MCG Capital Corporation 0.0 $165k 38k 4.40
ROYAL BK SCOTLAND Group Plc sp adr pref t 0.0 $365k 15k 24.01
ARMOUR Residential REIT 0.0 $301k 75k 4.01
Chesapeake Granite Wash Tr (CHKR) 0.0 $159k 15k 10.60
Western Asset Mortgage cmn 0.0 $209k 14k 14.93
Apollo Commercial Real Est. Finance (ARI) 0.0 $108k 6.6k 16.36
Eastman Kodak Co *w exp 09/03/201 0.0 $16k 773.00 20.70
Eastman Kodak Co *w exp 09/03/201 0.0 $15k 773.00 19.40