LMR PARTNERS

LMR PARTNERS portfolio companies for December 2011 quarter

Ticker Name Portfolio Weight Share Count Price Last Trade
AXP American Express Company 0.01 77106 47.17 91.14
AMP Ameriprise Financial 0.00 13929 49.68 121.29
AGL AGL Resources 0.00 10977 42.27 0.00
AEE Ameren Corporation 0.00 62468 33.13 39.90
AIV Apartment Investment and Management 0.00 66199 22.90 33.74
ABC AmerisourceBergen 0.00 47255 37.19 76.90
AET Aetna 0.00 51528 42.18 84.16
AGN Allergan 0.00 19414 87.77 170.69
MO Altria 0.00 38940 29.65 41.53
APC Anadarko Petroleum Corporation 0.00 28662 76.34 107.95
AEP American Electric Power Company 0.00 30961 41.30 53.40
APOL Apollo 0.00 15412 53.90 28.51
Agilent Technologies Inc C ommon 0.00 23413 34.91 0.00
ANF Abercrombie & Fitch 0.00 41764 48.85 37.89
AMZN Amazon 0.00 10374 173.14 319.26
ALTR Altera Corporation 0.00 16467 37.08 33.11
AMRI Albany Molecular Research 0.00 16974 2.91 19.55
AKS AK Steel Holding Corporation 0.00 63910 8.26 9.00
ATI Allegheny Technologies Incorporated 0.00 15862 47.83 41.67
EPAX Ambassadors 0.00 16815 4.52 4.17