LMR PARTNERS

LMR PARTNERS portfolio companies for December 2011 quarter

Company (Ticker) Portfolio Weight Share Count Price Last Trade
American Express Company (AXP) 0.01 77106 47.17 79.39
Ameriprise Financial (AMP) 0.00 13929 49.68 131.20
AGL Resources (AGL) 0.00 10977 42.27 0.00
Ameren Corporation (AEE) 0.00 62468 33.13 41.21
Apartment Investment and Management (AIV) 0.00 66199 22.90 37.57
AmerisourceBergen (ABC) 0.00 47255 37.19 103.61
Aetna (AET) 0.00 51528 42.18 100.76
Allergan (AGN) 0.00 19414 87.77 234.98
Altria (MO) 0.00 38940 29.65 52.47
Anadarko Petroleum Corporation (APC) 0.00 28662 76.34 79.89
American Electric Power Company (AEP) 0.00 30961 41.30 55.21
Apollo (APOL) 0.00 15412 53.90 26.16
Agilent Technologies Inc C ommon 0.00 23413 34.91 0.00
Abercrombie & Fitch (ANF) 0.00 41764 48.85 21.19
Amazon (AMZN) 0.00 10374 173.14 372.62
Altera Corporation (ALTR) 0.00 16467 37.08 35.31
Albany Molecular Research (AMRI) 0.00 16974 2.91 17.89
AK Steel Holding Corporation (AKS) 0.00 63910 8.26 3.95
Allegheny Technologies Incorporated (ATI) 0.00 15862 47.83 31.49
Ambassadors (EPAX) 0.00 16815 4.52 2.42