LMR MASTER FUND LTD
PO BOX 309, GRAND CAYMAN, , KY-1101, (44207) 664-1730
Report Date: 03/31/2013
Position Statistics:
| Total Positions | 481 |
| New Positions | 150 |
| Increased Positions | 180 |
| Decreased Positions | 301 |
| Positions with Activity | 481 |
| Sold Out Positions | 200 |
| Total Mkt Value (in $ millions) |
586 |
Sector Weighting
| Basic Materials | 6.76% |
| Capital Goods | 5.78% |
| Conglomerates | 0.36% |
| Consumer Cyclical | 10.41% |
| Consumer/Non-Cyclical | 2.4% |
| Energy | 15.34% |
| Financial | 15.33% |
| Healthcare | 10.84% |
| Services | 20.68% |
| Technology | 9.56% |
| Transportation | 2.11% |
| Utilities | 0.23% |
Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.
200 Sold Out Positions as of 03/31/2013
| Company | Class | Value of Shares ($1,000s) |
Change in Value ($1,000s) | Change (%) | Shares Held |
|---|---|---|---|---|---|
| MCGRAW HILL FINL INC | COM | -1,550 | Sold Out | 0 | |
| ABBOTT LABS | COM | -1,205 | Sold Out | 0 | |
| ABBVIE INC | COM | -1,553 | Sold Out | 0 | |
| ABERCROMBIE & FITCH CO | CL A | -8,007 | Sold Out | 0 | |
| ACCENTURE PLC IRELAND | SHS CLASS A | -3,153 | Sold Out | 0 | |
| ACTAVIS INC | COM | -1,321 | Sold Out | 0 | |
| ADOBE SYS INC | COM | -1,911 | Sold Out | 0 | |
| ADVANCED MICRO DEVICES INC | COM | -4,222 | Sold Out | 0 | |
| ALPHATEC HOLDINGS INC | COM | -57 | Sold Out | 0 | |
| ALTERA CORP | COM | -1,602 | Sold Out | 0 | |
| AMERICAN ELEC PWR INC | COM | -2,405 | Sold Out | 0 | |
| AMERICAN NATL INS CO | COM | -392 | Sold Out | 0 | |
| AMERICAN TOWER CORP NEW | COM | -2,570 | Sold Out | 0 | |
| AMERIPRISE FINL INC | COM | -2,611 | Sold Out | 0 | |
| AMGEN INC | COM | -2,396 | Sold Out | 0 | |
| AMPHENOL CORP NEW | CL A | -1,930 | Sold Out | 0 | |
| ANADARKO PETE CORP | COM | -521 | Sold Out | 0 | |
| ANADIGICS INC | COM | -67 | Sold Out | 0 | |
| APOLLO GROUP INC | CL A | -4,018 | Sold Out | 0 | |
| ARTIO GLOBAL INVS INC | COM CL A | -44 | Sold Out | 0 |
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