EFTA01117084.pdf

Investor Report for Long/Short Accounts with Custom Sectors MorganStanley Account Number : ELEMASROL 29-Mar-2013 Report ID : RSKIT7P Account Name : Electron Master Fund Rollup Source : MSPNY General Summary Equity ($) 19,833,509 Leverage 1.08 # Long Pos 30 Long Liq (days) 1 46 VaR 95% (% Equity) (0.62) LMV (5) 11,283.926 Exp Leverage 1.08 # Short Pos 38 Short Llq (days) 0.02 VaR 99% (% Equity) (0.95) SMV (5) (10.227.077) Boxed MV (5) 0 Exposure Breakdown Long(5) Short(5) Net(5) Long(% Equity) Short(% Equity) Net(% Equity) Market Value 11,283,926 (10,227,077) 1.056.849 56.89 (51.56) 5.33 Delta Adj. Exp. 11,283,926 (10,227,077) 1.056.849 56.89 (51.56) 5.33 Beta S8P 500 8,272,668 (6,226,024) 2.046.644 41.71 (31.39) 10.32 Beta MSCI World Utilities 12,029,884 (10,165,007) 1.864.877 60.65 (51.25) 9.40 Too 5 Lona Market Value Too 5 Short Market Value MV (% Equity) MV ($) Country Sector (MSPM) Llq (days) MV (% Equity) MV ($) Country Sector (MSPM) Uq (days) 10.27 2,037,768 USA Electric Utilities 0.01 (5.11) (1,012,800) USA Electric Utilities 0.01 4.05 802,884 USA Multi-Utilities 061 (4.12) (816,408) USA Electric Utilities 0.01 4.00 793,301 FRA Multi-Utilities 061 (3.69) (732,360) USA Multi-Utilities 0.01 180 753,675 USA Electric Utilities 063 (3.63) (719,460) USA Multi-Utilities 0.01 3.48 690.100 USA IPP 0.01 (2.82) (559,199) USA Infrastructure 0.08 Long Short Geographic Delta Adl. Exp (% Equity) Sector Delta Adi. Exp (MSPM) (% Equity) Market Cap Delta AdI. Exp Equity) 30.00 30.00 20.00 20.00 10.00 10.00 000 0.00 -10.00 -10.00 40.00 40.00 40.00 -30.00 te Y e OQY Oet O. / ••• 4." e ,,e •e ? pbit c t „3- to." 41. C PC de 1 Although this report has been prepared using. ources. models and data that Morgan Stanley ("Mr) believes to be reasonably reliable, its accuracy completeness or suitability cannot be guaranteed. Therefore, this information is supplied on an "AS IS" basis, and NO WARRANTY ISMADE AS TO ITS ACCURACY, COMPLETENESS. NON-INFRINGEMENT OF THIRD PARTY RIGHTS. MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE. Furthermore, the information, includingprices andpositions, contained in this report may be modified by Mrs clients, or their agents, and do not represent the officialbooks andrecords ofMS. The recipients ofthis report assume all risks in relying on the information setforth herein. Page 1 of 1 As reported On : 01-Apr-2013 4:35:38 am EFTA01117084