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S&P 100 Long-short Portfolio

(Shares per $1M)

11/13/09 11/16/09
Long/short Balanced Long/short Balanced
13.18 14 10 AA 13.61 14 10
204.45 349 249 AAPL 206.63 349 247
52.95 -24 -17 ABT 53.63 -24 -17
31.62 -126 -90 AEP 32.12 -126 -89
28.91 -193 -137 ALL 29.37 -193 -136
55.41 -309 -220 AMGN 56.14 -309 -218
132.97 773 552 AMZN 131.59 773 546
35.10 218 156 AVP 36.11 218 154
40.35 560 400 AXP 41.44 560 396
50.68 -47 -33 BA 52.48 -47 -33
15.98 9 7 BAC 15.87 9 7
54.82 -290 -207 BAX 54.85 -290 -205
41.45 -182 -130 BHI 43.34 -182 -129
27.45 -311 -222 BK 27.15 -311 -220
23.18 -77 -55 BMY 24.30 -77 -54
97.97 328 234 BNI 98.05 328 232
4.05 -358 -255 C 4.18 -358 -253
58.78 338 241 CAT 60.40 338 239
81.49 45 32 CL 82.40 45 32
15.43 -172 -123 CMCSA 15.85 -172 -122
38.80 264 189 COF 39.89 264 187
52.83 58 41 COP 53.84 58 41
60.47 86 61 COST 61.12 86 61
33.18 -54 -38 CPB 33.48 -54 -38
23.71 6 4 CSCO 23.87 6 4
30.25 -603 -430 CVS 30.19 -603 -426
77.94 -30 -21 CVX 78.61 -30 -21
34.31 105 75 DD 34.94 105 75
15.40 15 11 DELL 15.96 15 11
30.44 229 164 DIS 30.70 229 162
28.47 605 432 DOW 28.87 605 428
67.79 -110 -78 DVN 70.99 -110 -78
16.88 3 2 EMC 17.24 3 2
78.64 -203 -145 ETR 79.67 -203 -143
46.61 -440 -314 EXC 47.41 -440 -312
8.41 514 367 F 8.71 514 363
81.57 447 319 FCX 84.48 447 316
81.97 260 186 FDX 84.80 260 184
67.68 97 69 GD 68.21 97 68
15.66 -3 -2 GE 16.00 -3 -2
47.05 -177 -126 GILD 47.43 -177 -125
572.05 291 208 GOOG 576.28 291 206
176.76 43 31 GS 177.25 43 30
30.71 254 181 HAL 31.72 254 180
27.34 -54 -38 HD 27.65 -54 -38
41.86 -31 -22 HNZ 42.24 -31 -22
39.25 56 40 HON 39.86 56 40
49.91 136 97 HPQ 50.81 136 96
127.03 46 33 IBM 128.21 46 32
19.82 -2 -2 INTC 20.23 -2 -2
61.43 -139 -100 JNJ 62.19 -139 -99
42.90 -80 -57 JPM 43.04 -80 -57
26.91 -226 -162 KFT 27.63 -226 -160
56.46 60 43 KO 56.74 60 42
76.07 -202 -144 LMT 76.98 -202 -143
21.85 -38 -27 LOW 21.74 -38 -27
234.72 174 124 MA 230.80 174 123
63.58 38 27 MCD 64.53 38 27
39.46 29 20 MDT 40.08 29 20
34.22 -256 -183 MET 35.29 -256 -181
77.32 65 46 MMM 78.02 65 46
19.26 18 13 MO 19.34 18 13
73.58 -396 -283 MON 75.03 -396 -280
33.10 -18 -13 MRK 33.81 -18 -13
33.09 77 55 MS 34.23 77 55
29.63 292 208 MSFT 29.54 292 206
64.42 25 18 NKE 66.10 25 18
44.17 59 42 NOV 45.46 59 42
51.67 167 119 NSC 51.66 167 118
12.61 237 169 NWSA 12.82 237 168
26.71 -280 -200 NYX 26.57 -280 -198
22.34 -23 -17 ORCL 22.83 -23 -17
82.45 101 72 OXY 84.48 101 72
61.94 -62 -44 PEP 62.43 -62 -44
17.59 -24 -17 PFE 17.94 -24 -17
61.61 18 13 PG 62.27 18 13
50.15 -4 -3 PM 50.64 -4 -3
45.77 -23 -16 QCOM 45.51 -23 -16
4.83 -535 -382 RF 4.93 -535 -378
49.03 -72 -52 RTN 49.80 -72 -51
3.10 -776 -554 S 3.50 -776 -549
65.52 93 66 SLB 67.89 93 66
11.94 137 98 SLE 11.98 137 97
31.58 -279 -199 SO 31.90 -279 -197
26.25 -209 -149 T 26.29 -209 -147
48.99 -21 -15 TGT 50.29 -21 -15
31.95 110 78 TWX 32.35 110 78
25.44 164 117 TXN 25.95 164 116
29.08 46 33 UNH 29.15 46 32
56.69 -121 -86 UPS 57.74 -121 -85
23.48 -48 -34 USB 23.38 -48 -34
67.99 197 140 UTX 69.34 197 139
30.13 -248 -177 VZ 30.33 -248 -175
39.38 128 91 WAG 39.40 128 91
27.68 -137 -98 WFC 28.21 -137 -97
20.05 158 113 WMB 20.66 158 112
53.20 -103 -74 WMT 53.16 -103 -73
38.36 -48 -34 WY 39.59 -48 -34
72.47 -221 -158 XOM 74.43 -221 -156
7.86 -161 -115 XRX 8.01 -161 -114
508.08 $286,241 OEX 515.01 $284,966