We are live on
!
Find out more
LMF
LMR Master Fund Portfolio holdings
AUM
$968M
This Fund
S&P 500
This Quarter
Est. Return
+13.41%
1 Year Est. Return
–
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$523M
AUM Growth
-$585M
(-53%)
Cap. Flow
-$649M
Cap. Flow
% of AUM
-123.95%
Top 10 Holdings %
Top 10 Hldgs %
28.73%
Holding
549
New
95
Increased
32
Reduced
167
Closed
254
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Walt Disney
DIS
|
+$18.4M |
| 2 |
PCYC
PHARMACYCLICS INC
PCYC
|
+$9.68M |
| 3 |
Universal Health Services
UHS
|
+$9.5M |
| 4 |
ONIT
Onity Group
ONIT
|
+$8.69M |
| 5 |
TW
TOWERS WATSON & CO COM STK CL A (DE)
TW
|
+$8.62M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI South Korea ETF
EWY
|
+$37.5M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$26.9M |
| 3 |
TYC
TYCO INTL PLC COM SHS (IRL)
TYC
|
+$26.9M |
| 4 |
AT&T
T
|
+$26.7M |
| 5 |
NLSN
Nielsen Holdings plc
NLSN
|
+$21.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Industrials | 19.25% |
| 2 | Healthcare | 15.21% |
| 3 | Technology | 13.61% |
| 4 | Financials | 12.47% |
| 5 | Consumer Discretionary | 7.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
126
Rockwell Automation
ROK
$53.4B
| $1.13M | 0.22% |
10,604
-15,253
| -59% | -$1.49M |
|
127
PACCAR
PCAR
$69.8B
| $1.13M | 0.22% |
30,332
+1,560
| +5% | +$58K |
|
128
Jacobs Solutions
J
$15.9B
| $1.1M | 0.21% |
22,817
+4,547
| +25% | +$221K |
|
129
Seagate
STX
$194B
| $1.09M | 0.21% |
24,933
-28,735
| -54% | -$1.21M |
|
130
Cummins
CMI
$87.5B
| $1.06M | 0.2% |
+8,001
| New | +$988K |
|
|
131
iShares MSCI Emerging Markets ETF
EEM
$28.8B
| $1.06M | 0.2% |
26,000
-680,331
| -96% | -$26.9M |
|
132
Masco
MAS
$14.1B
| $1.05M | 0.2% |
56,015
-176,848
| -76% | -$3.15M |
|
133
Parker-Hannifin
PH
$123B
| $1.05M | 0.2% |
+9,618
| New | +$990K |
|
|
TGNA
134
DELISTED
TEGNA Inc
TGNA
| $1.02M | 0.19% |
72,637
-205,495
| -74% | -$2.75M |
|
135
Texas Instruments
TXN
$252B
| $1M | 0.19% |
+24,968
| New | +$970K |
|
136
Principal Financial Group
PFG
$24.3B
| $996K | 0.19% |
23,257
-24,486
| -51% | -$1.02M |
|
137
TE Connectivity
TEL
$59.6B
| $996K | 0.19% |
19,230
+1,443
| +8% | +$72.3K |
|
138
Sempra
SRE
$57.9B
| $993K | 0.19% |
23,214
-180
| -0.8% | -$7.64K |
|
|
CMA
139
DELISTED
Comerica
CMA
| $989K | 0.19% |
25,150
-6,421
| -20% | -$267K |
|
140
CF Industries
CF
$19.2B
| $965K | 0.18% |
+22,885
| New | +$877K |
|
141
Ameriprise Financial
AMP
$48.3B
| $951K | 0.18% |
10,447
-35,813
| -77% | -$3.16M |
|
142
Ryder
R
$9.83B
| $942K | 0.18% |
15,778
-8,744
| -36% | -$525K |
|
143
Flowserve
FLS
$9.71B
| $941K | 0.18% |
15,079
-21,518
| -59% | -$1.24M |
|
|
XLNX
144
DELISTED
Xilinx Inc
XLNX
| $936K | 0.18% |
+19,986
| New | +$899K |
|
145
BorgWarner
BWA
$13.1B
| $928K | 0.18% |
+20,789
| New | +$873K |
|
146
Booking.com
BKNG
$149B
| $925K | 0.18% |
22,875
-14,900
| -39% | -$557K |
|
|
PCP
147
DELISTED
PRECISION CASTPARTS CORP
PCP
| $923K | 0.18% |
4,061
-1,185
| -23% | -$267K |
|
148
Stanley Black & Decker
SWK
$14.3B
| $898K | 0.17% |
+9,916
| New | +$850K |
|
|
YHOO
149
DELISTED
Yahoo Inc
YHOO
| $897K | 0.17% |
27,048
-417,110
| -94% | -$11.8M |
|
150
Xerox
XRX
$386M
| $890K | 0.17% |
32,833
-8,306
| -20% | -$218K |
|
Similar funds
UGIF
KF
CP
WSA
SCIA
SMU
PAI
IC
LMR Master Fund's Q3 2013 Portfolio in Review
As of Q3 2013, LMR Master Fund held 549 positions worth $523M, down 53% from $1.11B the previous quarter. Its ten largest holdings account for 29% of the portfolio.
LMR Master Fund withdrew a net $649M in Q3 2013, closing 254 positions and reducing 167 holdings. Its most notable exit was iShares MSCI South Korea ETF, an estimated $37.5M position sold in full.
By sector, the portfolio is most concentrated in Industrials at 19% of assets, up from 11% a quarter earlier, followed by Healthcare and Technology.
Against the trend, LMR Master Fund opened a new position in PHARMACYCLICS INC worth $12.1M.
- LMR Master Fund's largest Q3 2013 buy was PHARMACYCLICS INC: 87,269 shares worth $12.1M.
- LMR Master Fund added most to Walt Disney in Q3 2013, an estimated $18.4M increase.
- LMR Master Fund's biggest Q3 2013 reduction was iShares MSCI Emerging Markets ETF, cutting an estimated $26.9M.
- LMR Master Fund fully exited iShares MSCI South Korea ETF in Q3 2013, selling an estimated $37.5M.
- LMR Master Fund's ten largest holdings make up 29% of its $523M portfolio in Q3 2013.
- LMR Master Fund opened 95 new positions and closed 254 in Q3 2013.
- LMR Master Fund's portfolio value fell 53% quarter-over-quarter to $523M.
Based on LMR Master Fund's 13F filing for Q3 2013, filed 14 Nov 2013.