-----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, L6B1SMbzhtOlchF906WPYRdOzLz1pRz18qXAcZPJUvZgOHSkHwzkBvRR7W/gLpUA gbUdPMtmyAtiw0Y5kO+T6w== 0000357235-08-000386.txt : 20081113 0000357235-08-000386.hdr.sgml : 20081113 20081113165451 ACCESSION NUMBER: 0000357235-08-000386 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081113 DATE AS OF CHANGE: 20081113 EFFECTIVENESS DATE: 20081113 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: 081185611 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 lmm3q.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: September 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 November 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: 35 Form13F Information Table Value Total: $2,511,132 (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 93520 8000000 SH DEFINED 1 8000000 0 0 AMAZON COM INC COM 023135106 243930 3352521 SH DEFINED 1 3352521 0 0 AMERICREDIT CORP COM 03060R101 14237 1405347 SH DEFINED 1 1405347 0 0 ASSURED GUARANTY LTD COM G0585R106 97560 6000000 SH DEFINED 1 6000000 0 0 BOYD GAMING CORP COM 103304101 18720 2000000 SH DEFINED 1 2000000 0 0 CA INC COM 12673P105 73357 3675200 SH DEFINED 1 3675200 0 0 CENTEX CORP COM 152312104 89100 5500000 SH DEFINED 1 5500000 0 0 CHIMERA INVT CORP COM 16934Q109 7252 1167784 SH DEFINED 1 1167784 0 0 CIT GROUP INC COM 125581108 59160 8500000 SH DEFINED 1 8500000 0 0 CONVERA CORP CL A 211919105 4459 4458612 SH DEFINED 1 4458612 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 29800 4000000 SH DEFINED 1 4000000 0 0 EASTMAN KODAK CO COM 277461109 130730 8500000 SH DEFINED 1 8500000 0 0 EXPEDIA INC DEL COM 30212P105 105020 6950300 SH DEFINED 1 6950300 0 0 GENWORTH FINL INC COM CL A 37247D106 38745 4500000 SH DEFINED 1 4500000 0 0 HEALTH NET INC COM 42222G108 127440 5400000 SH DEFINED 1 5400000 0 0 HOUSEVALUES INC COM 44183Y102 12164 4590087 SH DEFINED 1 4590087 0 0 ISTAR FINL INC COM 45031U101 12619 4853424 SH DEFINED 1 4853424 0 0 JPMORGAN & CHASE & CO COM 46625H100 46700 1000000 SH DEFINED 1 1000000 0 0 LENNAR CORP CL A 526057104 75950 5000000 SH DEFINED 1 5000000 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 229434 84975191 SH DEFINED 1 84975191 0 0 MANNKIND CORP COM 56400P201 27072 7013353 SH DEFINED 1 7013353 0 0 MBIA INC COM 55262C100 41650 3500000 SH DEFINED 1 3500000 0 0 MERITAGE HOMES CORP COM 59001A102 34343 1390400 SH DEFINED 1 1390400 0 0 MONSTER WORLDWIDE INC COM 611742107 44730 3000000 SH DEFINED 1 3000000 0 0 NATIONAL CITY CORP COM 635405103 19574 11185030 SH DEFINED 1 11185030 0 0 NII HLDGS INC CL B NEW 62913F201 176112 4644293 SH DEFINED 1 4644293 0 0 PULTE HOMES INC COM 745867101 80980 5796649 SH DEFINED 1 5796649 0 0 RED HAT INC COM 756577102 130375 8651275 SH DEFINED 1 8651275 0 0 RYLAND GROUP INC COM 783764103 100776 3800000 SH DEFINED 1 3800000 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 70150 11500000 SH DEFINED 1 11500000 0 0 SUN MICROSYSTEMS INC COM NEW 866810203 33740 4439400 SH DEFINED 1 4439400 0 0 UAL CORP COM NEW 902549807 39555 4500000 SH DEFINED 1 4500000 0 0 WACHOVIA CORP NEW COM 929903102 14700 4200000 SH DEFINED 1 4200000 0 0 XL CAP LTD CL A G98255105 66378 3700000 SH DEFINED 13 3700000 0 0 YAHOO INC COM 984332106 121100 7000000 SH DEFINED 1 7000000 0 0
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