LMM

LMM as of Sept. 30, 2014

Portfolio Holdings for LMM

LMM holds 113 positions in its portfolio as reported in the September 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple (AAPL) 19.0 $538M 5.3M 100.75
Delta Air Lines Inc Del Com New (DAL) 3.2 $91M 2.5M 36.15
Hldgs (UAL) 2.9 $82M 1.7M 46.79
American Airls (AAL) 2.9 $81M 2.3M 35.48
Qualcomm (QCOM) 2.7 $78M 1.0M 74.77
Gilead Sciences (GILD) 2.6 $74M 690k 106.45
Genworth Finl Com Cl A (GNW) 2.6 $73M 5.5M 13.10
Bank of America Corporation (BAC) 2.5 $70M 4.1M 17.05
MGIC Investment (MTG) 2.4 $69M 8.8M 7.81
Netflix (NFLX) 2.4 $68M 150k 451.19
Gamestop Corp Cl A (GME) 2.3 $66M 1.6M 41.20
eBay (EBAY) 2.1 $61M 1.1M 56.63
Seagate Technology SHS 2.1 $60M 1.0M 57.27
Pulte (PHM) 2.0 $58M 3.3M 17.66
Citigroup Com New (C) 2.0 $56M 1.1M 51.82
Intrexon 1.9 $54M 2.9M 18.58
Hartford Financial Services (HIG) 1.9 $53M 1.4M 37.25
Jpmorgan Chase & Co *w Exp 10/28/201 1.8 $51M 2.5M 20.11
Pandora Media 1.7 $49M 2.0M 24.16
Newcastle Invt Corp Com New 1.7 $47M 3.7M 12.68
Assured Guaranty (AGO) 1.6 $47M 2.1M 22.16
Nxp Semiconductors N V (NXPI) 1.6 $46M 677k 68.43
CIGNA Corporation 1.5 $44M 480k 90.69
Chesapeake Energy Corporation 1.5 $43M 1.9M 22.99
Lennar Corp Cl A (LEN) 1.5 $43M 1.1M 38.83
E Trade Financial Corp Com New 1.5 $43M 1.9M 22.59
Nationstar Mortgage 1.5 $42M 1.2M 34.24
Amazon (AMZN) 1.4 $41M 127k 322.44
Best Buy (BBY) 1.4 $40M 1.2M 33.59
Boyd Gaming Corporation (BYD) 1.4 $39M 3.8M 10.16
Northstar Rlty Fin Corp Com New 1.4 $39M 2.2M 17.67
Northstar Asset Management C 1.3 $38M 2.1M 18.42
Ellington Financial 1.3 $37M 1.7M 22.22
Groupon Com Cl A 1.3 $36M 5.4M 6.68
General Motors Company (GM) 1.2 $35M 1.1M 31.94
Microsoft Corporation (MSFT) 1.2 $35M 746k 46.36
Level 3 Communications Com New 1.2 $33M 721k 45.73
KB Home (KBH) 1.1 $31M 2.1M 14.94
Taylor Morrison Home Corp Cl A (TMHC) 1.1 $30M 1.9M 16.22
Universal Display Corporation (OLED) 1.0 $28M 847k 32.64
Supervalu 0.9 $27M 3.0M 8.94
Oci Partners Com Unit Rep Lp 0.9 $26M 1.2M 21.48
Coupons 0.9 $26M 2.1M 11.96
Radian (RDN) 0.9 $24M 1.7M 14.26
Ford Mtr Co Del Com Par $0.01 (F) 0.8 $23M 1.5M 14.79
Pennymac Finl Svcs Cl A 0.8 $23M 1.6M 14.65
Zulily Cl A 0.8 $23M 593k 37.89
Springleaf Holdings 0.7 $20M 633k 31.93
Cisco Systems (CSCO) 0.5 $15M 613k 25.17
International Business Machines (IBM) 0.4 $10M 54k 189.83
New Media Inv Grp 0.2 $4.7M 283k 16.63
Starwood Property Trust (STWD) 0.1 $3.2M 145k 21.96
Home Ln Servicing Solutions Ord Shs 0.1 $2.4M 115k 21.19
Apollo Global Mgmt Cl A Shs 0.1 $2.3M 95k 23.84
Alibaba Group Hldg Sponsored Ads (BABA) 0.1 $2.2M 25k 88.88
PennyMac Mortgage Investment Trust (PMT) 0.1 $1.9M 91k 21.44
Altisource Residential Corp CL B 0.1 $1.8M 77k 24.00
Windstream Hldgs 0.1 $1.8M 170k 10.78
Abengoa Yield Ord Shs 0.1 $1.8M 50k 35.58
Qiwi Spon Adr Rep B (QIWI) 0.1 $1.6M 51k 31.59
Compass Diversified Holdings Sh Ben Int (CODI) 0.1 $1.6M 90k 17.51
Stonemor Partners Com Units 0.1 $1.5M 60k 25.80
Covanta Holding Corporation 0.1 $1.5M 70k 21.23
Apollo Investment 0.1 $1.5M 181k 8.18
Bgc Partners Cl A 0.1 $1.5M 196k 7.43
Triangle Capital Corporation 0.1 $1.5M 58k 25.33
Ellington Residential Mtg Re Com Shs Ben Int (EARN) 0.1 $1.5M 90k 16.20
Kkr & Co L P Del Com Units 0.0 $1.4M 64k 22.32
Nordic Amern Offshore SHS 0.0 $1.4M 80k 17.62
Fortress Investment Group Ll Cl A 0.0 $1.4M 201k 6.88
Ares Capital Corporation (ARCC) 0.0 $1.3M 83k 16.17
Triplepoint Venture Gr Bdc cs (TPVG) 0.0 $1.3M 90k 14.62
Capstead Mtg Corp Com No Par 0.0 $1.3M 105k 12.25
Validus Holdings Com Shs 0.0 $1.3M 33k 39.14
MVC Capital 0.0 $1.3M 118k 10.77
Och Ziff Cap Mgmt Group Cl A 0.0 $1.3M 118k 10.71
Hi-crush Partners Com Unit Ltd 0.0 $1.2M 24k 51.58
American Capital Agency 0.0 $1.2M 58k 21.27
Chimera Investment Corporation 0.0 $1.2M 400k 3.04
Hci (HCI) 0.0 $1.2M 33k 36.00
Linnco Comshs Ltd Int 0.0 $1.2M 40k 28.96
CenturyLink 0.0 $1.1M 28k 40.89
DineEquity (DIN) 0.0 $1.1M 14k 81.64
Philip Morris International (PM) 0.0 $1.1M 13k 83.46
McDonald's Corporation (MCD) 0.0 $1.0M 11k 94.86
Cys Investments 0.0 $1.0M 125k 8.24
Hercules Technology Growth Capital (HTGC) 0.0 $992k 69k 14.46
Rhino Resource Partners Com Unit Repst 0.0 $978k 82k 11.96
Banco Santander Sa Adr (SAN) 0.0 $977k 103k 9.50
TAL International 0.0 $966k 23k 41.28
General Electric Company 0.0 $897k 35k 25.63
Iridium Communications Perp Pfd Cnv B 0.0 $883k 2.6k 339.62
Alaska Communications Sys Gr Note 6.250% 5/0 (Principal) 0.0 $808k 1.0M 0.81
Herbalife Com Usd Shs (HLF) 0.0 $784k 18k 43.80
Oaktree Cap Group Unit Cl A 0.0 $777k 15k 51.12
Boardwalk Pipeline Partners Ut Ltd Partner 0.0 $741k 40k 18.71
Resource Capital 0.0 $734k 151k 4.87
R.R. Donnelley & Sons Company 0.0 $730k 44k 16.48
Hollyfrontier Corp 0.0 $691k 16k 43.73
Redwood Trust (RWT) 0.0 $677k 41k 16.59
Stonecastle Finl (BANX) 0.0 $674k 27k 25.17
Pitney Bowes (PBI) 0.0 $653k 26k 25.02
Energy Transfer Prtnrs Unit Ltd Partn 0.0 $653k 10k 64.02
Frontier Communications 0.0 $645k 99k 6.52
Annaly Capital Management 0.0 $621k 58k 10.69
Collectors Universe Com New 0.0 $583k 27k 22.00
Quad / Graphics Com Cl A (QUAD) 0.0 $561k 29k 19.28
National CineMedia 0.0 $526k 36k 14.53
New Residential Invt 0.0 $511k 88k 5.84
American Capital Mortgage In 0.0 $471k 25k 18.84
Blue Capital Reinsurance Hol 0.0 $445k 25k 17.73
Hatteras Financial 0.0 $419k 23k 17.98
Medley Capital Corporation 0.0 $388k 33k 11.83