0001140361-15-020071.txt : 20150515
0001140361-15-020071.hdr.sgml : 20150515
20150515124842
ACCESSION NUMBER: 0001140361-15-020071
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20150331
FILED AS OF DATE: 20150515
DATE AS OF CHANGE: 20150515
EFFECTIVENESS DATE: 20150515
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: 15867270
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
03-31-2015
03-31-2015
LMM LLC
100 INTERNATIONAL DR.
BALTIMORE
MD
21202
13F HOLDINGS REPORT
028-06399
N
Michael Scanlon
Chief Compliance Officer
410-454-3150
Michael Scanlon
Baltimore
MD
05-15-2015
1
93
2861055
false
1
0000704051
028-01700
LEGG MASON, INC.
INFORMATION TABLE
2
form13fInfoTable.xml
ALASKA COMMUNICATIONS SYS GR
NOTE 6.250% 5/0
01167PAE1
975
1000000
PRN
DFND
1
1000000
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
22425
269400
SH
DFND
1
269400
0
0
ALTISOURCE RESIDENTIAL CORP
CL B
02153W100
3755
180000
SH
DFND
1
180000
0
0
AMAZON COM INC
COM
023135106
47750
128325
SH
DFND
1
128325
0
0
AMAZON COM INC
COM
023135106
114939
1132400
SH
Call
DFND
1
0
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
126906
2404425
SH
DFND
1
2404425
0
0
AMERICAN CAPITAL AGENCY CORP
COM
02503X105
1743
81700
SH
DFND
1
81700
0
0
AMERICAN CAP MTG INVT CORP
COM
02504A104
934
52000
SH
DFND
1
52000
0
0
AMERICAN RLTY CAP PPTYS INC
COM
02917T104
4778
485000
SH
DFND
1
485000
0
0
APOLLO GLOBAL MGMT LLC
CL A SHS
037612306
2052
95000
SH
DFND
1
95000
0
0
APPLE INC
COM
037833100
59507
478230
SH
DFND
1
478230
0
0
APPLE INC
COM
037833100
96520
3069000
SH
Call
DFND
1
0
0
0
BGC PARTNERS INC
CL A
05541T101
1856
196400
SH
DFND
1
196400
0
0
BANK AMER CORP
COM
060505104
62795
4080225
SH
DFND
1
4080225
0
0
BEST BUY INC
COM
086516101
18118
479425
SH
DFND
1
479425
0
0
BOYD GAMING CORP
COM
103304101
52635
3706675
SH
DFND
1
3706675
0
0
CIGNA CORPORATION
COM
125509109
54336
419775
SH
DFND
1
419775
0
0
CYS INVTS INC
COM
12673A108
1112
124700
SH
DFND
1
124700
0
0
CAPSTEAD MTG CORP
COM NO PAR
14067E506
1236
105000
SH
DFND
1
105000
0
0
CHESAPEAKE ENERGY CORP
COM
165167107
22026
1555475
SH
DFND
1
1555475
0
0
CHIMERA INVT CORP
COM
16934Q109
1731
551000
SH
DFND
1
551000
0
0
CITIGROUP INC
COM NEW
172967424
55735
1081800
SH
DFND
1
1081800
0
0
COMPASS DIVERSIFIED HOLDINGS
SH BEN INT
20451Q104
1539
90000
SH
DFND
1
90000
0
0
COUPONS COM INC
COM
22265J102
36989
3150675
SH
DFND
1
3150675
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
108094
2404225
SH
DFND
1
2404225
0
0
DONNELLEY R R & SONS CO
COM
257867101
851
44300
SH
DFND
1
44300
0
0
E TRADE FINANCIAL CORP
COM NEW
269246401
30684
1074525
SH
DFND
1
1074525
0
0
EBAY INC
COM
278642103
41516
719750
SH
DFND
1
719750
0
0
ELLINGTON FINANCIAL LLC
COM
288522303
976
49000
SH
DFND
1
49000
0
0
ENDURANCE INTL GROUP HLDGS I
COM
29272B105
72073
3781350
SH
DFND
1
3781350
0
0
FIFTH STREET FINANCE CORP
COM
31678A103
3504
480000
SH
DFND
1
480000
0
0
FORTRESS INVESTMENT GROUP LL
CL A
34958B106
1626
201400
SH
DFND
1
201400
0
0
GAMESTOP CORP NEW
CL A
36467W109
60332
1589350
SH
DFND
1
1589350
0
0
GENERAL MTRS CO
COM
37045V100
41397
1103900
SH
DFND
1
1103900
0
0
GENWORTH FINL INC
COM CL A
37247D106
75651
10348925
SH
DFND
1
10348925
0
0
GILEAD SCIENCES INC
COM
375558103
52902
539100
SH
DFND
1
539100
0
0
GROUPON INC
COM CL A
399473107
38726
5371100
SH
DFND
1
5371100
0
0
HCI GROUP INC
COM
40416E103
1514
33000
SH
DFND
1
33000
0
0
HATTERAS FINL CORP
COM
41902R103
2403
132300
SH
DFND
1
132300
0
0
HERBALIFE LTD
NOTE 2.000% 8/1
42703MAB9
2490
3000000
PRN
DFND
1
3000000
0
0
HI-CRUSH PARTNERS LP
COM UNIT LTD
428337109
842
24000
SH
DFND
1
24000
0
0
INTREXON CORP
COM
46122T102
133577
2944150
SH
DFND
1
2944150
0
0
IRIDIUM COMMUNICATIONS INC
PERP PFD CNV B
46269C409
915
2600
SH
DFND
1
2600
0
0
JPMORGAN CHASE & CO
*W EXP 10/28/201
46634E114
55177
2506875
SH
DFND
1
2506875
0
0
JD COM INC
SPON ADR CL A
47215P106
22066
751025
SH
DFND
1
751025
0
0
KKR & CO L P DEL
COM UNITS
48248M102
1449
63500
SH
DFND
1
63500
0
0
KB HOME
COM
48666K109
44195
2829350
SH
DFND
1
2829350
0
0
LENNAR CORP
CL A
526057104
94797
1829700
SH
DFND
1
1829700
0
0
LEVEL 3 COMMUNICATIONS INC
COM NEW
52729N308
9729
180700
SH
DFND
1
180700
0
0
LINNCO LLC
COMSHS LTD INT
535782106
751
78400
SH
DFND
1
78400
0
0
MGIC INVT CORP WIS
COM
552848103
84396
8763825
SH
DFND
1
8763825
0
0
MVC CAPITAL INC
COM
553829102
1352
142600
SH
DFND
1
142600
0
0
NATIONSTAR MTG HLDGS INC
COM
63861C109
38616
1558950
SH
DFND
1
1558950
0
0
NETFLIX INC
COM
64110L106
62427
149815
SH
DFND
1
149815
0
0
NEW MEDIA INVT GROUP INC
COM
64704V106
6777
283200
SH
DFND
1
283200
0
0
NEW RESIDENTIAL INVT CORP
COM NEW
64828T201
2161
143750
SH
DFND
1
143750
0
0
NEW SR INVT GROUP INC
COM
648691103
599
35966
SH
DFND
1
35966
0
0
NORTHSTAR RLTY FIN CORP
COM NEW
66704R704
3568
196900
SH
DFND
1
196900
0
0
OCI PARTNERS LP
COM UNIT REP LP
67091N108
1686
104300
SH
DFND
1
104300
0
0
OAKTREE CAP GROUP LLC
UNIT CL A
674001201
786
15200
SH
DFND
1
15200
0
0
OCH ZIFF CAP MGMT GROUP
CL A
67551U105
1493
118100
SH
DFND
1
118100
0
0
PANDORA MEDIA INC
COM
698354107
71996
4441450
SH
DFND
1
4441450
0
0
PENNYMAC MTG INVT TR
COM
70931T103
2981
140000
SH
DFND
1
140000
0
0
PENNYMAC FINL SVCS INC
CL A
70932B101
26416
1556575
SH
DFND
1
1556575
0
0
PITNEY BOWES INC
COM
724479100
609
26100
SH
DFND
1
26100
0
0
PLATFORM SPECIALTY PRODS COR
COM
72766Q105
92492
3604500
SH
DFND
1
3604500
0
0
PRICELINE GRP INC
COM NEW
741503403
41887
35980
SH
DFND
1
35980
0
0
PULTE GROUP INC
COM
745867101
90833
4086050
SH
DFND
1
4086050
0
0
QUAD / GRAPHICS INC
COM CL A
747301109
669
29100
SH
DFND
1
29100
0
0
QIWI PLC
SPON ADR REP B
74735M108
1221
50800
SH
DFND
1
50800
0
0
QUALCOMM INC
COM
747525103
59247
854440
SH
DFND
1
854440
0
0
RADIAN GROUP INC
COM
750236101
28407
1691875
SH
DFND
1
1691875
0
0
REDWOOD TR INC
COM
758075402
730
40800
SH
DFND
1
40800
0
0
RESOURCE CAP CORP
COM
76120W302
684
150600
SH
DFND
1
150600
0
0
SPRINGLEAF HLDGS INC
COM
85172J101
30911
597075
SH
DFND
1
597075
0
0
STARWOOD PPTY TR INC
COM
85571B105
3529
145200
SH
DFND
1
145200
0
0
STONEMOR PARTNERS L P
COM UNITS
86183Q100
1729
60000
SH
DFND
1
60000
0
0
TAL INTL GROUP INC
COM
874083108
954
23400
SH
DFND
1
23400
0
0
TAYLOR MORRISON HOME CORP
CL A
87724P106
39538
1896260
SH
DFND
1
1896260
0
0
TRIANGLE CAP CORP
COM
895848109
3906
171213
SH
DFND
1
171213
0
0
TRIPLEPOINT VENTR GRW BDC CO
COM
89677Y100
1569
111169
SH
DFND
1
111169
0
0
TWITTER INC
COM
90184L102
9027
180250
SH
DFND
1
180250
0
0
UNITED CONTL HLDGS INC
COM
910047109
113207
1683375
SH
DFND
1
1683375
0
0
WINDSTREAM HLDGS INC
COM
97382A101
1256
169700
SH
DFND
1
169700
0
0
ZIOPHARM ONCOLOGY INC
COM
98973P101
32310
3000000
SH
DFND
1
3000000
0
0
ZULILY INC
CL A
989774104
56163
4323500
SH
DFND
1
4323500
0
0
ABENGOA YIELD PLC
ORD SHS
G00349103
3547
105000
SH
DFND
1
105000
0
0
BLUE CAP REINS HLDGS LTD
COM
G1190F107
435
25100
SH
DFND
1
25100
0
0
SEAGATE TECHNOLOGY PLC
SHS
G7945M107
53970
1037275
SH
DFND
1
1037275
0
0
VALIDUS HOLDINGS LTD
COM SHS
G9319H102
1373
32600
SH
DFND
1
32600
0
0
FIAT CHRYSLER AUTOMOBILES N
SHS
N31738102
97988
6007825
SH
DFND
1
6007825
0
0
NXP SEMICONDUCTORS N V
COM
N6596X109
96248
959025
SH
DFND
1
959025
0
0
NORDIC AMERN OFFSHORE LTD
SHS
Y6366T112
733
80000
SH
DFND
1
80000
0
0