LMR MASTER FUND LTD Information

PO BOX 309, GRAND CAYMAN, , KY-1101, (44207) 664-1730

Report Date: 12/31/2013

Position Statistics

Total Positions 481
New Positions 181
Increased Positions 317
Decreased Positions 163
Positions with Activity 480
Sold Out Positions 129
Total Mkt Value (in $ millions) 1,038

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials 5.52%
Capital Goods 4.64%
Conglomerates 0.26%
Consumer Cyclical 8.15%
Consumer/Non-Cyclical 5.12%
Energy 5.44%
Financial 19.53%
Healthcare 11.1%
Services 25.2%
Technology 11.94%
Transportation 1.06%
Utilities 0.25%

481 Positions as of 12/31/2013

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
GENWORTH FINL INC COM CL A 4,654 2,905 166.13 270,892
SIMON PPTY GROUP INC NEW COM 4,614 4,614 New 27,522
FIFTH THIRD BANCORP COM 4,611 2,668 137.30 214,314
EQT CORP COM 4,588 2,438 113.44 43,386
LORILLARD INC COM 4,575 4,575 New 72,614
SCHWAB CHARLES CORP NEW COM 4,489 2,653 144.48 165,691
MONSANTO CO NEW COM 4,407 2,748 165.65 35,693
JPMORGAN CHASE & CO COM 4,367 3,660 517.89 77,953
NUANCE COMMUNICATIONS INC COM 4,348 4,348 New 237,572
MACYS INC COM 4,325 2,427 127.84 72,726
RANGE RES CORP COM 4,259 3,443 422.10 50,299
MORGAN STANLEY COM NEW 4,173 3,801 1,021.52 130,354
SAFEWAY INC COM NEW 4,170 2,333 126.94 120,947
GAP INC DEL COM 4,112 1,839 80.91 99,281
BORGWARNER INC COM 4,080 2,847 230.91 60,557
MCKESSON CORP COM 4,070 4,070 New 21,457
ROSS STORES INC COM 4,055 4,055 New 59,838
SHERWIN WILLIAMS CO COM 4,051 1,321 48.39 19,749
NATIONAL OILWELL VARCO INC COM 4,037 4,037 New 47,774
BAKER HUGHES INC COM 4,021 4,021 New 54,263