LMR MASTER FUND LTD Information

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