0001140361-14-041766.txt : 20141114 0001140361-14-041766.hdr.sgml : 20141114 20141114100005 ACCESSION NUMBER: 0001140361-14-041766 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140930 FILED AS OF DATE: 20141114 DATE AS OF CHANGE: 20141114 EFFECTIVENESS DATE: 20141114 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: 141221065 BUSINESS ADDRESS: STREET 1: 100 INTERNATIONAL DR. CITY: BALTIMORE STATE: MD ZIP: 21202 BUSINESS PHONE: 4105390000 MAIL ADDRESS: STREET 1: 100 INTERNATIONAL DR. 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 09-30-2014 09-30-2014 LMM LLC
100 INTERNATIONAL DR. BALTIMORE MD 21202
13F HOLDINGS REPORT 028-06399 N
Michael Scanlon Chief Compliance Officer 410-539-0000 Michael Scanlon Baltimore MD 11-14-2014 1 114 2497296 false 1 0000704051 028-01700 LEGG MASON, INC.
INFORMATION TABLE 2 form13fInfoTable.xml ALASKA COMMUNICATIONS SYS GR NOTE 6.250% 5/0 01167PAE1 808 1000000 PRN DFND 1 1000000 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2222 25000 SH DFND 1 25000 0 0 ALTISOURCE RESIDENTIAL CORP CL B 02153W100 1848 77000 SH DFND 1 77000 0 0 AMAZON COM INC COM 023135106 40792 126510 SH DFND 1 126510 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 81118 2286275 SH DFND 1 2286275 0 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 1227 57700 SH DFND 1 57700 0 0 AMERICAN CAP MTG INVT CORP COM 02504A104 471 25000 SH DFND 1 25000 0 0 ANNALY CAP MGMT INC COM 035710409 621 58100 SH DFND 1 58100 0 0 APOLLO GLOBAL MGMT LLC CL A SHS 037612306 2265 95000 SH DFND 1 95000 0 0 APOLLO INVT CORP COM 03761U106 1483 181400 SH DFND 1 181400 0 0 APPLE INC COM 037833100 57397 569690 SH DFND 1 569690 0 0 APPLE INC COM 037833100 140730 4770500 SH Call DFND 1 0 0 0 ARES CAP CORP COM 04010L103 1339 82800 SH DFND 1 82800 0 0 BGC PARTNERS INC CL A 05541T101 1460 196400 SH DFND 1 196400 0 0 BANCO SANTANDER SA ADR 05964H105 977 102800 SH DFND 1 102800 0 0 BANK AMER CORP COM 060505104 69686 4087125 SH DFND 1 4087125 0 0 BEST BUY INC COM 086516101 40257 1198475 SH DFND 1 1198475 0 0 BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 741 39600 SH DFND 1 39600 0 0 BOYD GAMING CORP COM 103304101 39082 3846575 SH DFND 1 3846575 0 0 CIGNA CORPORATION COM 125509109 43532 480000 SH DFND 1 480000 0 0 CYS INVTS INC COM 12673A108 1028 124700 SH DFND 1 124700 0 0 CAPSTEAD MTG CORP COM NO PAR 14067E506 1286 105000 SH DFND 1 105000 0 0 CENTURYLINK INC COM 156700106 1145 28000 SH DFND 1 28000 0 0 CHESAPEAKE ENERGY CORP COM 165167107 43343 1885275 SH DFND 1 1885275 0 0 CHIMERA INVT CORP COM 16934Q109 1218 400400 SH DFND 1 400400 0 0 CISCO SYS INC COM 17275R102 15425 612800 SH DFND 1 612800 0 0 CITIGROUP INC COM NEW 172967424 56061 1081825 SH DFND 1 1081825 0 0 COLLECTORS UNIVERSE INC COM NEW 19421R200 583 26500 SH DFND 1 26500 0 0 COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 1576 90000 SH DFND 1 90000 0 0 COUPONS COM INC COM 22265J102 25560 2137100 SH DFND 1 2137100 0 0 COVANTA HLDG CORP COM 22282E102 1486 70000 SH DFND 1 70000 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 91350 2526950 SH DFND 1 2526950 0 0 DINEEQUITY INC COM 254423106 1143 14000 SH DFND 1 14000 0 0 DONNELLEY R R & SONS CO COM 257867101 730 44300 SH DFND 1 44300 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 42551 1883600 SH DFND 1 1883600 0 0 EBAY INC COM 278642103 60968 1076600 SH DFND 1 1076600 0 0 ELLINGTON FINANCIAL LLC COM 288522303 37085 1668972 SH DFND 1 1668972 0 0 ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 1456 89875 SH DFND 1 89875 0 0 ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R109 653 10200 SH DFND 1 10200 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 22918 1549550 SH DFND 1 1549550 0 0 FORTRESS INVESTMENT GROUP LL CL A 34958B106 1386 201400 SH DFND 1 201400 0 0 FRONTIER COMMUNICATIONS CORP COM 35906A108 645 99000 SH DFND 1 99000 0 0 GAMESTOP CORP NEW CL A 36467W109 65712 1594950 SH DFND 1 1594950 0 0 GENERAL ELECTRIC CO COM 369604103 897 35000 SH DFND 1 35000 0 0 GENERAL MTRS CO COM 37045V100 35131 1099900 SH DFND 1 1099900 0 0 GENWORTH FINL INC COM CL A 37247D106 72619 5543400 SH DFND 1 5543400 0 0 GILEAD SCIENCES INC COM 375558103 73480 690275 SH DFND 1 690275 0 0 GROUPON INC COM CL A 399473107 35879 5371100 SH DFND 1 5371100 0 0 HCI GROUP INC COM 40416E103 1188 33000 SH DFND 1 33000 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 53426 1434250 SH DFND 1 1434250 0 0 HATTERAS FINL CORP COM 41902R103 419 23300 SH DFND 1 23300 0 0 HERCULES TECH GROWTH CAP INC COM 427096508 992 68600 SH DFND 1 68600 0 0 HI-CRUSH PARTNERS LP COM UNIT LTD 428337109 1238 24000 SH DFND 1 24000 0 0 HOLLYFRONTIER CORP COM 436106108 691 15800 SH DFND 1 15800 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 10234 53910 SH DFND 1 53910 0 0 INTREXON CORP COM 46122T102 53655 2887750 SH DFND 1 2887750 0 0 IRIDIUM COMMUNICATIONS INC PERP PFD CNV B 46269C409 883 2600 SH DFND 1 2600 0 0 JPMORGAN CHASE & CO *W EXP 10/28/201 46634E114 50546 2513450 SH DFND 1 2513450 0 0 KKR & CO L P DEL COM UNITS 48248M102 1417 63500 SH DFND 1 63500 0 0 KB HOME COM 48666K109 30637 2050625 SH DFND 1 2050625 0 0 LENNAR CORP CL A 526057104 43049 1108650 SH DFND 1 1108650 0 0 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 32957 720675 SH DFND 1 720675 0 0 LINNCO LLC COMSHS LTD INT 535782106 1170 40400 SH DFND 1 40400 0 0 MGIC INVT CORP WIS COM 552848103 68608 8784550 SH DFND 1 8784550 0 0 MVC CAPITAL INC COM 553829102 1266 117600 SH DFND 1 117600 0 0 MCDONALDS CORP COM 580135101 1034 10900 SH DFND 1 10900 0 0 MEDLEY CAP CORP COM 58503F106 388 32800 SH DFND 1 32800 0 0 MICROSOFT CORP COM 594918104 34584 745975 SH DFND 1 745975 0 0 NATIONAL CINEMEDIA INC COM 635309107 526 36200 SH DFND 1 36200 0 0 NATIONSTAR MTG HLDGS INC COM 63861C109 42163 1231375 SH DFND 1 1231375 0 0 NETFLIX INC COM 64110L106 67714 150080 SH DFND 1 150080 0 0 NEW MEDIA INVT GROUP INC COM 64704V106 4710 283200 SH DFND 1 283200 0 0 NEW RESIDENTIAL INVT CORP COM 64828T102 511 87500 SH DFND 1 87500 0 0 NEWCASTLE INVT CORP NEW COM NEW 65105M504 47441 3741379 SH DFND 1 3741379 0 0 NORTHSTAR RLTY FIN CORP COM NEW 66704R704 38752 2193074 SH DFND 1 2193074 0 0 NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 37945 2059974 SH DFND 1 2059974 0 0 OCI PARTNERS LP COM UNIT REP LP 67091N108 25805 1201325 SH DFND 1 1201325 0 0 OAKTREE CAP GROUP LLC UNIT CL A 674001201 777 15200 SH DFND 1 15200 0 0 OCH ZIFF CAP MGMT GROUP CL A 67551U105 1265 118100 SH DFND 1 118100 0 0 PANDORA MEDIA INC COM 698354107 49111 2032725 SH DFND 1 2032725 0 0 PENNYMAC MTG INVT TR COM 70931T103 1940 90500 SH DFND 1 90500 0 0 PENNYMAC FINL SVCS INC CL A 70932B101 22818 1557475 SH DFND 1 1557475 0 0 PHILIP MORRIS INTL INC COM 718172109 1060 12700 SH DFND 1 12700 0 0 PITNEY BOWES INC COM 724479100 653 26100 SH DFND 1 26100 0 0 PULTE GROUP INC COM 745867101 57467 3254050 SH DFND 1 3254050 0 0 QUAD / GRAPHICS INC COM CL A 747301109 561 29100 SH DFND 1 29100 0 0 QIWI PLC SPON ADR REP B 74735M108 1605 50800 SH DFND 1 50800 0 0 QUALCOMM INC COM 747525103 77706 1039265 SH DFND 1 1039265 0 0 RADIAN GROUP INC COM 750236101 24127 1691875 SH DFND 1 1691875 0 0 REDWOOD TR INC COM 758075402 677 40800 SH DFND 1 40800 0 0 RESOURCE CAP CORP COM 76120W302 734 150600 SH DFND 1 150600 0 0 RHINO RESOURCE PARTNERS LP COM UNIT REPST 76218Y103 978 81750 SH DFND 1 81750 0 0 SPRINGLEAF HLDGS INC COM 85172J101 20203 632700 SH DFND 1 632700 0 0 STARWOOD PPTY TR INC COM 85571B105 3189 145200 SH DFND 1 145200 0 0 STONECASTLE FINL CORP COM 861780104 674 26775 SH DFND 1 26775 0 0 STONEMOR PARTNERS L P COM UNITS 86183Q100 1548 60000 SH DFND 1 60000 0 0 SUPERVALU INC COM 868536103 26677 2983975 SH DFND 1 2983975 0 0 TAL INTL GROUP INC COM 874083108 966 23400 SH DFND 1 23400 0 0 TAYLOR MORRISON HOME CORP CL A 87724P106 30187 1861060 SH DFND 1 1861060 0 0 TRIANGLE CAP CORP COM 895848109 1459 57600 SH DFND 1 57600 0 0 TRIPLEPOINT VENTR GRW BDC CO COM 89677Y100 1314 89900 SH DFND 1 89900 0 0 UNITED CONTL HLDGS INC COM 910047109 81759 1747350 SH DFND 1 1747350 0 0 UNIVERSAL DISPLAY CORP COM 91347P105 27659 847375 SH DFND 1 847375 0 0 WINDSTREAM HLDGS INC COM 97382A101 1830 169700 SH DFND 1 169700 0 0 ZULILY INC CL A 989774104 22459 592725 SH DFND 1 592725 0 0 ABENGOA YIELD PLC ORD SHS G00349103 1779 50000 SH DFND 1 50000 0 0 ASSURED GUARANTY LTD COM G0585R106 46513 2098950 SH DFND 1 2098950 0 0 BLUE CAP REINS HLDGS LTD COM G1190F107 445 25100 SH DFND 1 25100 0 0 HERBALIFE LTD COM USD SHS G4412G101 784 17900 SH DFND 1 17900 0 0 HOME LN SERVICING SOLUTIONS ORD SHS G6648D109 2437 115000 SH DFND 1 115000 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 59623 1041075 SH DFND 1 1041075 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 1276 32600 SH DFND 1 32600 0 0 NXP SEMICONDUCTORS N V COM N6596X109 46307 676700 SH DFND 1 676700 0 0 NORDIC AMERN OFFSHORE LTD SHS Y6366T112 1410 80000 SH DFND 1 80000 0 0