0001140361-16-065414.txt : 20160516
0001140361-16-065414.hdr.sgml : 20160516
20160516115103
ACCESSION NUMBER: 0001140361-16-065414
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160331
FILED AS OF DATE: 20160516
DATE AS OF CHANGE: 20160516
EFFECTIVENESS DATE: 20160516
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LMM LLC
CENTRAL INDEX KEY: 0001135778
IRS NUMBER: 522204753
STATE OF INCORPORATION: MD
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-06399
FILM NUMBER: 161651852
BUSINESS ADDRESS:
STREET 1: ONE SOUTH STREET
STREET 2: SUITE 2550
CITY: BALTIMORE
STATE: MD
ZIP: 21202
BUSINESS PHONE: 4105390000
MAIL ADDRESS:
STREET 1: ONE SOUTH STREET
STREET 2: SUITE 2550
CITY: BALTIMORE
STATE: MD
ZIP: 21202
FORMER COMPANY:
FORMER CONFORMED NAME: LMM LLC /MD/
DATE OF NAME CHANGE: 20010301
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001135778
XXXXXXXX
03-31-2016
03-31-2016
LMM LLC
ONE SOUTH STREET
SUITE 2550
BALTIMORE
MD
21202
13F HOLDINGS REPORT
028-06399
N
Neil O'Callaghan
President & Chief Compliance Officer
410-454-3150
Neil O'Callaghan
Baltimore
MD
05-16-2016
1
70
2596973
false
1
0000704051
028-01700
LEGG MASON, INC.
INFORMATION TABLE
2
form13fInfoTable.xml
ALIBABA GROUP HLDG LTD
SPONSORED ADS
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COM
023135106
12980
21865
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DFND
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21865
0
0
AMAZON COM INC
COM
023135106
338197
569700
SH
Call
DFND
1
0
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
96994
2365125
SH
DFND
1
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0
0
AMERICAN CAPITAL AGENCY CORP
COM
02503X105
2329
125000
SH
DFND
1
125000
0
0
AMERICAN CAP MTG INVT CORP
COM
02504A104
764
52000
SH
DFND
1
52000
0
0
APOLLO GLOBAL MGMT LLC
CL A SHS
037612306
2312
135000
SH
DFND
1
135000
0
0
APPLE INC
COM
037833100
44254
406030
SH
DFND
1
406030
0
0
APPLE INC
COM
037833100
178515
1637900
SH
Call
DFND
1
0
0
0
BGC PARTNERS INC
CL A
05541T101
2049
226400
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DFND
1
226400
0
0
BANK AMER CORP
COM
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4251425
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CIGNA CORPORATION
COM
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41518
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DFND
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CYS INVTS INC
COM
12673A108
2035
250000
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DFND
1
250000
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0
CALUMET SPECIALTY PRODS PTNR
UT LTD PARTNER
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1469
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125000
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CAPITALA FIN CORP
COM
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1794
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DFND
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CAPSTEAD MTG CORP
COM NO PAR
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1039
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1
105000
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CARLYLE GROUP L P
COM UTS LTD PTN
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1182
70000
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0
0
CHIMERA INVT CORP
COM NEW
16934Q208
2447
180000
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DFND
1
180000
0
0
CITIGROUP INC
COM NEW
172967424
45842
1098000
SH
DFND
1
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0
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COMPASS DIVERSIFIED HOLDINGS
SH BEN INT
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DELTA AIR LINES INC DEL
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1
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ENDURANCE INTL GROUP HLDGS I
COM
29272B105
60274
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DFND
1
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0
FIFTH STREET FINANCE CORP
COM
31678A103
151
30000
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DFND
1
30000
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CL A
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2390
500000
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DFND
1
500000
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FORTRESS TRANS INFRST INVS L
COM REP LTD LIAB
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2786
280000
SH
DFND
1
280000
0
0
FRONTIER COMMUNICATIONS CORP
COM
35906A108
1817
325000
SH
DFND
1
325000
0
0
FRONTIER COMMUNICATIONS CORP
PFD CONV SER-A
35906A207
2924
28000
SH
DFND
1
28000
0
0
GAMESTOP CORP NEW
CL A
36467W109
46016
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DFND
1
1450225
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GENERAL MTRS CO
COM
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16741
532625
SH
DFND
1
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0
0
GENWORTH FINL INC
COM CL A
37247D106
43481
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SH
DFND
1
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0
0
GILEAD SCIENCES INC
COM
375558103
48105
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DFND
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GROUPON INC
COM CL A
399473107
26434
6625000
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DFND
1
6625000
0
0
HATTERAS FINL CORP
COM
41902R103
2860
200000
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DFND
1
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0
0
INTREXON CORP
COM
46122T102
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DFND
1
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IRIDIUM COMMUNICATIONS INC
PERP PFD CNV B
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763
2600
SH
DFND
1
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0
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JMP GROUP LLC
COM
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300000
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DFND
1
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0
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JPMORGAN CHASE & CO
*W EXP 10/28/201
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2552325
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DFND
1
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0
0
JD COM INC
SPON ADR CL A
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DFND
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0
0
KB HOME
COM
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DFND
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0
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LENNAR CORP
CL A
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SH
DFND
1
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0
0
MGIC INVT CORP WIS
COM
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SH
DFND
1
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0
MVC CAPITAL INC
COM
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142600
SH
DFND
1
142600
0
0
NATIONSTAR MTG HLDGS INC
COM
63861C109
26304
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SH
DFND
1
2656950
0
0
NEW MEDIA INVT GROUP INC
COM
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3744
225000
SH
DFND
1
225000
0
0
NEW RESIDENTIAL INVT CORP
COM NEW
64828T201
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173750
SH
DFND
1
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0
NORTHSTAR RLTY FIN CORP
COM
66704R803
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SH
DFND
1
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OCI PARTNERS LP
COM UNIT REP LP
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1830
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SH
DFND
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0
ONEMAIN HLDGS INC
COM
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SH
DFND
1
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PANDORA MEDIA INC
COM
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DFND
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PENNYMAC MTG INVT TR
COM
70931T103
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SH
DFND
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0
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PENNYMAC FINL SVCS INC
CL A
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SH
DFND
1
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0
0
PLATFORM SPECIALTY PRODS COR
COM
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SH
DFND
1
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PULTE GROUP INC
COM
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SH
DFND
1
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0
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QUOTIENT TECHNOLOGY INC
COM
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DFND
1
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RADIAN GROUP INC
COM
750236101
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SH
DFND
1
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0
0
STARWOOD PPTY TR INC
COM
85571B105
2749
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SH
DFND
1
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0
0
TRI POINTE GROUP INC
COM
87265H109
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SH
DFND
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TAYLOR MORRISON HOME CORP
CL A
87724P106
34360
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SH
DFND
1
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0
0
TRIANGLE CAP CORP
COM
895848109
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SH
DFND
1
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0
TRIPLEPOINT VENTURE GROWTH B
COM
89677Y100
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114266
SH
DFND
1
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TWITTER INC
COM
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33599
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SH
DFND
1
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0
0
TWITTER INC
COM
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SH
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DFND
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UNITED CONTL HLDGS INC
COM
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SH
DFND
1
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VALEANT PHARMACEUTICALS INTL
COM
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DFND
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VEREIT INC
COM
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DFND
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ZIOPHARM ONCOLOGY INC
COM
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DFND
1
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SEAGATE TECHNOLOGY PLC
SHS
G7945M107
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DFND
1
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FIAT CHRYSLER AUTOMOBILES N
SHS
N31738102
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COM
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