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| Symbol | Value | Change | Percentage Change |
|---|---|---|---|
| DJIA | 10,464.40 | 30.69 | 0.29% |
| NASDAQ | 2,176.05 | 6.87 | 0.32% |
| S&P 500 | 1,110.63 | 4.98 | 0.45% |
Long-Short
Average
| Size | |
|---|---|
| Average Market Cap | $1,266 M |
| Market Capitalization | Portfolio |
|---|---|
| Giant | 1.35% |
| Large | 1.72% |
| Medium | 35.69% |
| Small | 41.96% |
| Micro | 19.28% |
| Stock Portfolio | Rel to ML USD LIBOR 3 Mon CM | |
|---|---|---|
| Forward P/E | 14.11 | — |
| Price/Book | 1.30 | — |
| Price/Sales | 0.43 | — |
| Price/Cash Flow | 3.37 | — |
| Dividend Yield (Forecast) | 2.26 | — |
| Stock Portfolio | Rel to ML USD LIBOR 3 Mon CM | |
|---|---|---|
| Long-Term Earnings | 10.82 | — |
| Historical Earnings | -6.59 | — |
| Sales Growth | -5.05 | — |
| Cash-Flow Growth | 0.63 | — |
| Book-Value Growth | -14.47 | — |
| Stocks | Relative to ML USD LIBOR 3 Mon CM | Relative to Category Average |
Net Assets | |
|---|---|---|---|---|
| Information | 19.74% | — | 0.99 | 8.39% |
| Software | 6.45% | — | 1.24 | 3.90% |
| Hardware | 6.81% | — | 0.76 | 2.12% |
| Media | 2.14% | — | 0.96 | 0.20% |
| Telecommunications | 4.34% | — | 1.25 | 2.17% |
| Service | 39.37% | — | 1.04 | 6.07% |
| Healthcare | 9.62% | — | 0.87 | 0.80% |
| Consumer Services | 6.22% | — | 0.39 | -2.71% |
| Business Services | 9.77% | — | 3.40 | 5.21% |
| Financial Services | 13.76% | — | 1.77 | 2.77% |
| Manufacturing | 30.07% | — | 1.22 | 12.74% |
| Consumer Goods | 9.28% | — | 1.16 | 2.13% |
| Industrial Materials | 11.90% | — | 1.56 | 4.64% |
| Energy | 4.68% | — | 0.70 | 2.08% |
| Utilities | 4.21% | — | 1.84 | 3.89% |
| Regional Exposure | Assets |
|---|---|
| North America | 95.58% |
| UK/Western Europe | 0.93% |
| Japan | 0.07% |
| Latin America | 1.70% |
| Asia ex-Japan | 1.11% |
| Other | 0.61% |
| Not Classified | 0.00% |
| Country Exposure | Assets |
|---|---|
| United States | 94.83% |
| Panama | 0.57% |
| China | 0.50% |
| Puerto Rico | 0.44% |
| United Kingdom | 0.43% |
| Russia | 0.39% |
| Canada | 0.37% |
| British Virgin Islands | 0.28% |
| Bermuda | 0.25% |
| Taiwan | 0.20% |
| Total Number of Stock Holdings (short): | 1,081 |
| Total Number of Stock Holdings (long): | 1,069 |
| Total Number of Bond Holdings (short): | 0 |
| Total Number of Bond Holdings (long): | 0 |
| Total Number of Other Holdings (short): | 0 |
| Total Number of Other Holdings (long): | 334 |
| Assets in Top 10 Holdings: | 5.54% |
| Turnover: | 204.00% |
| 30 Day SEC Yield % | — |
| Holdings | Sector | P/E | Return as of 10/31/2009 | Net Assets | |
|---|---|---|---|---|---|
| - | Csfb - Tfs Shorts | — | — | — | 41.95% |
| * | Jefferies - Tfs Short | — | — | — | 22.29% |
| + | Umb Money Mkt Fiduciary | — | — | — | 3.25% |
| + | SIRIUS XM RADIO INC (SIRI) | Media | 3.96 | 399.75% | 0.75% |
| + | HUNTSMAN CORP (HUN) | Industrial Materials | 4.06 | 146.80% | 0.75% |
| + | LULULEMON ATHLETICA INC (LULU) | Consumer Goods | 51.94 | 217.02% | 0.72% |
| + | ALLIANCE DATA SYSTEMS CORP (ADS) | Financial Services | 21.32 | 23.36% | 0.64% |
| + | FEDERAL NATL MTG ASSN (FNM) | Financial Services | — | 51.32% | 0.52% |
| + | U S AIRWAYS GROUP INC (LCC) | Business Services | — | -62.10% | 0.51% |
| + | SOLUTIA INC (SOA) | Industrial Materials | — | 148.22% | 0.48% |
| + | IMS HEALTH INC (RX) | Software | 13.76 | 12.47% | 0.48% |
| - | TELETECH HOLDINGS INC (TTEC) | Business Services | 18.69 | 128.02% | 0.47% |
| + | P F CHANGS CHINA BISTRO INC (PFCB) | Consumer Services | 20.09 | 47.71% | 0.47% |
| + | AMERICREDIT CORP (ACF) | Financial Services | 53.37 | 136.26% | 0.47% |
| + | WENDYS ARBYS GROUP INC (WEN) | Consumer Services | — | -18.12% | 0.46% |
| + | ARROW ELECTRS INC (ARW) | — | — | 37.10% | 0.46% |
| + | E TRADE FINANCIAL CORP (ETFC) | Financial Services | — | 26.09% | 0.45% |
| + | SHAW GROUP INC (SHAW) | Industrial Materials | 160.50 | 24.18% | 0.45% |
| + | ROYAL GOLD INC (RGLD) | Industrial Materials | 51.48 | -2.40% | 0.44% |
| + | CIMAREX ENERGY CO (XEC) | Energy | — | 58.59% | 0.44% |
| + | HECLA MNG CO (HL) | — | — | 73.21% | 0.43% |
| - | GENWORTH FINL INC (GNW) | Financial Services | — | 284.10% | 0.42% |
| + | LIBERTY GLOBAL INC (LBTYA) | Media | — | 30.72% | 0.42% |
| + | ONEOK INC NEW (OKE) | Utilities | 15.23 | 32.45% | 0.41% |
| + | UAL CORP (UAUA) | Business Services | — | -39.75% | 0.41% |
Long-Short
Average
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BATS data provided in real-time. NYSE, NASDAQ and AMEX data delayed 15 minutes.
Quote data provided by Interactive Data. Historical prices provided by Prophet. © [2007] Morningstar, Inc. All Rights Reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information. Past performance is no guarantee of future results. © 2004 Dow Jones & Company, Inc. Copyright Morgan Stanley Capital International, Inc. [year data were provided to Distributor]. All Rights Reserved. Unpublished. PROPRIETARY TO MORGAN STANLEY CAPITAL INTERNATIONAL INC.
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