0000357235-11-000175.txt : 20110812
0000357235-11-000175.hdr.sgml : 20110812
20110812161420
ACCESSION NUMBER: 0000357235-11-000175
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110811
FILED AS OF DATE: 20110812
DATE AS OF CHANGE: 20110812
EFFECTIVENESS DATE: 20110812
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LMM LLC /MD/
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: 111031574
BUSINESS ADDRESS:
STREET 1: 100 LIGHT ST
CITY: BALTIMORE
STATE: MD
ZIP: 21202
BUSINESS PHONE: 4104545300
MAIL ADDRESS:
STREET 1: 100 LIGHT ST
CITY: BALTIMORE
STATE: MD
ZIP: 21202
13F-HR
1
lmm2q11.txt
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2011
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: LMM, LLC
Address: 100 International Drive
Baltimore, MD 21202
13F File Number: 28-6399
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Nick Milano
Title: Chief Compliance Officer
Phone: 410-539-0000
Signature, Place, and Date of Signing:
Nick Milano Baltimore, MD August 12, 2011
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form13F Information Table Entry Total: 48
Form13F Information Table Value Total: $1,644,400 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional managers with respect to which this report is filed, other
than the manager filing this report.
No. 13F File Number Name
1 28-1700 Legg Mason, Inc.
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
AES CORP COM 00130H105 52042 4084900 SH DEFINED 1 4084900 0 0
AMAZON COM INC COM 023135106 38812 189795 SH DEFINED 1 189795 0 0
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 13575 789200 SH DEFINED 1 789200 0 0
APOLLO INVT CORP COM 03761U106 15532 1521224 SH DEFINED 1 1521224 0 0
ARES CAP CORP COM 04010L103 36096 2246166 SH DEFINED 1 2246166 0 0
ASIAINFO-LINKAGE INC COM 04518A104 16322 985613 SH DEFINED 1 985613 0 0
ASSURED GUARANTY LTD COM G0585R106 83620 5126888 SH DEFINED 1 5126888 0 0
BANK OF AMERICA CORPORATION *W EXP 01/16/201 060505146 36388 6568217 SH DEFINED 1 6568217 0 0
BG MEDICINE INC COM 08861T107 5989 752337 SH DEFINED 1 752337 0 0
BOYD GAMING CORP COM 103304101 39102 4494390 SH DEFINED 1 4494390 0 0
CHESAPEAKE ENERGY CORP COM 165167107 23459 790120 SH DEFINED 1 790120 0 0
CIGNA CORP COM 125509109 29766 578759 SH DEFINED 1 578759 0 0
CITIGROUP INC COM NEW 172967424 51599 1239161 SH DEFINED 1 1239161 0 0
CLEARWIRE CORP NEW CL A 18538Q105 25485 6741880 SH DEFINED 1 6741880 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 30390 3313961 SH DEFINED 1 3313961 0 0
DG FASTCHANNEL INC COM 23326R109 39876 1244170 SH DEFINED 1 1244170 0 0
EASTMAN KODAK CO COM 277461109 65057 18172140 SH DEFINED 1 18172140 0 0
ELLINGTON FINANCIAL LLC COM 288522303 68131 3236627 SH DEFINED 1 3236627 0 0
EXPEDIA INC DEL COM 30212P105 62371 2151450 SH DEFINED 1 2151450 0 0
GENERAL MTRS CO COM 37045V100 13850 456180 SH DEFINED 1 456180 0 0
GENERAL MTRS CO JR PFD CNV SRB 37045V209 10255 210400 SH DEFINED 1 210400 0 0
GENWORTH FINL INC COM CL A 37247D106 55739 5422020 SH DEFINED 1 5422020 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 59135 2242495 SH DEFINED 1 2242495 0 0
HEWLETT PACKARD CO COM 428236103 33842 929700 SH DEFINED 1 929700 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 34738 4419570 SH DEFINED 1 4419570 0 0
INTEL CORP COM 458140100 36722 1657100 SH DEFINED 1 1657100 0 0
JPMORGAN CHASE & CO *W EXP 10/28/201 46634E114 31184 2315035 SH DEFINED 1 2315035 0 0
KB HOME COM 48666K109 13383 1368400 SH DEFINED 1 1368400 0 0
LENNAR CORP CL A 526057104 41726 2298930 SH DEFINED 1 2298930 0 0
MARKET LEADER INC COM 57056R103 10318 4754390 SH DEFINED 1 4754390 0 0
MGIC INVT CORP WIS COM 552848103 40798 6856750 SH DEFINED 1 6856750 0 0
MGM RESORTS INTERNATIONAL COM 552953101 11146 843740 SH DEFINED 1 843740 0 0
MICROSOFT CORP COM 594918104 39666 1525600 SH DEFINED 1 1525600 0 0
MONSTER WORLDWIDE INC COM 611742107 38143 2601790 SH DEFINED 1 2601790 0 0
MYRIAD GENETICS INC COM 62855J104 12782 562800 SH DEFINED 1 562800 0 0
NII HLDGS INC CL B NEW 62913F201 54304 1281336 SH DEFINED 1 1281336 0 0
PULTE GROUP INC COM 745867101 37928 4951370 SH DEFINED 1 4951370 0 0
RESEARCH IN MOTION LTD COM 760975102 25953 899550 SH DEFINED 1 899550 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 35707 2209580 SH DEFINED 1 2209580 0 0
SOLAR CAP LTD COM 83413U100 25650 1038874 SH DEFINED 1 1038874 0 0
SPRINT NEXTEL CORP COM SER 1 852061100 62539 11602780 SH DEFINED 1 11602780 0 0
SUPERVALU INC COM 868536103 18361 1951200 SH DEFINED 1 1951200 0 0
SYNOVUS FINL CORP COM 87161C105 26264 12626550 SH DEFINED 1 12626550 0 0
TERADYNE INC COM 880770102 24945 1685460 SH DEFINED 1 1685460 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 6341 131500 SH DEFINED 1 131500 0 0
U S AIRWAYS GROUP INC COM 90341W108 33257 3732473 SH DEFINED 1 3732473 0 0
UNITED CONTL HLDGS INC COM 910047109 68973 3047839 SH DEFINED 1 3047839 0 0
XEROX CORP COM 984121103 7139 685700 SH DEFINED 1 685700 0 0