-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, LtVNztCvl4Unzc87alIrIO/AplvTZhgEZwNvWPULJh73uC8mj1eRxuwH07n0d+YW wcq8jQwPlBNV+ML7FU4xQA== 0000357235-08-000302.txt : 20080814 0000357235-08-000302.hdr.sgml : 20080814 20080814122707 ACCESSION NUMBER: 0000357235-08-000302 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080814 DATE AS OF CHANGE: 20080814 EFFECTIVENESS DATE: 20080814 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: 081016774 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 lmm2q.txt LMM 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, 2008 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 Light Street 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 14, 2008 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: 44 Form13F Information Table Value Total: $3,832,010 (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 152589 7943200 SH DEFINED 1 7943200 0 0 AMAZON COM INC COM 023135106 585737 7987679 SH DEFINED 1 7987679 0 0 AMBAC FINL GROUP INC COM 023139108 9542 7120300 SH DEFINED 1 7120300 0 0 AMERICREDIT CORP COM 03060R101 43093 4999100 SH DEFINED 1 4999100 0 0 ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L104 99070 1000000 SH DEFINED 1 1000000 0 0 BEAZER HOMES USA INC COM 07556Q105 11850 2127400 SH DEFINED 1 2127400 0 0 CA INC COM 12673P105 84861 3675200 SH DEFINED 1 3675200 0 0 CENTEX CORP COM 152312104 53480 4000000 SH DEFINED 1 4000000 0 0 CHIMERA INVT CORP COM 16934Q109 16782 1862542 SH DEFINED 1 1862542 0 0 CIT GROUP INC COM 125581108 54343 7979800 SH DEFINED 1 7979800 0 0 CLEVELAND CLIFFS INC COM 185896107 107271 900000 SH DEFINED 1 900000 0 0 CONVERA CORP CL A 211919105 7654 5389606 SH DEFINED 1 5389606 0 0 CROCS INC COM 227046109 39869 4977300 SH DEFINED 1 4977300 0 0 EASTMAN KODAK CO COM 277461109 120752 8368100 SH DEFINED 1 8368100 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 100694 6007978 SH DEFINED 1 6007978 0 0 EXPEDIA INC DEL COM 30212P105 127747 6950300 SH DEFINED 1 6950300 0 0 FAIRFAX FINL HLDGS LTD SUB VTG 303901102 45702 180000 SH DEFINED 1 180000 0 0 HEALTH NET INC COM 42222G108 129924 5400000 SH DEFINED 1 5400000 0 0 HEALTHSOUTH CORP COM NEW 421924309 4426 266120 SH DEFINED 1 266120 0 0 HOUSEVALUES INC COM 44183Y102 13541 4923705 SH DEFINED 1 4923705 0 0 ISTAR FINL INC COM 45031U101 72655 5500000 SH DEFINED 1 5500000 0 0 LEAP WIRELESS INTL INC COM NEW 521863308 137165 3177300 SH DEFINED 1 3177300 0 0 LEHMAN BROS HLDGS INC COM 524908100 39620 2000000 SH DEFINED 1 2000000 0 0 LENNAR CORP CL A 526057104 49010 3971600 SH DEFINED 1 3971600 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 293012 99326000 SH DEFINED 1 99326000 0 0 LIZ CLAIBORNE INC COM 539320101 11115 785491 SH DEFINED 1 785491 0 0 MANNKIND CORP COM 56400P201 32751 10916967 SH DEFINED 1 10916967 0 0 MERITAGE HOMES CORP COM 59001A102 35934 2368735 SH DEFINED 1 2368735 0 0 MONSTER WORLDWIDE INC COM 611742107 57490 2789400 SH DEFINED 1 2789400 0 0 NATIONAL CITY CORP COM 635405103 4691 983380 SH DEFINED 1 983380 0 0 NETEASE COM INC SPONSORED ADR 64110W102 114938 5274784 SH DEFINED 1 5274784 0 0 NETFLIX INC COM 64110L106 135896 5212705 SH DEFINED 1 5212705 0 0 NII HLDGS INC CL B NEW 62913F201 259343 5461000 SH DEFINED 1 5461000 0 0 PINNACLE ENTMT INC COM 723456109 15749 1501250 SH DEFINED 1 1501250 0 0 PULTE HOMES INC COM 745867101 74981 7786095 SH DEFINED 1 7786095 0 0 RADIAN GROUP INC COM 750236101 1170 806600 SH DEFINED 1 806600 0 0 RED HAT INC COM 756577102 199270 9631200 SH DEFINED 1 9631200 0 0 RYLAND GROUP INC COM 783764103 82290 3773000 SH DEFINED 1 3773000 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 113327 11929100 SH DEFINED 1 11929100 0 0 SUN MICROSYSTEMS INC COM NEW 866810203 47213 4339400 SH DEFINED 1 4339400 0 0 UAL CORP COM NEW 902549807 6185 1184818 SH DEFINED 1 1184818 0 0 UNITED STATES STL CORP NEW COM 912909108 73912 400000 SH DEFINED 1 400000 0 0 XM SATELLITE RADIO HLDGS INC CL A 983759101 20746 2646124 SH DEFINED 1 2646124 0 0 YAHOO INC COM 984332106 144620 7000000 SH DEFINED 1 7000000 0 0
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