19-Feb-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	14.48	-0.82	HOLD
ANN	Women's Apparel Retailers	LONG	33.93	0.53	HOLD
AVA	Multiline Utilities - NEC	LONG	29.54	-1.05	SELL
AVB	Residential REITs	SHORT	128.81	-0.53	HOLD
BIG	Discount Stores - NEC	LONG	26.92	0.60	HOLD
BLT	Integrated Mining	LONG	12.46	-1.97	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.35	-0.40	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.44	-0.92	HOLD
DVN	Integrated Oil & Gas	SHORT	64.06	1.83	HOLD
EQR	Residential REITs	SHORT	58.77	-0.39	HOLD
GG	Gold - NEC	SHORT	26.94	-2.71	HOLD
GPRE	Industrial Gas	LONG	24.90	-3.45	HOLD
KOP	Commodity Chemicals - NEC	LONG	37.84	-0.24	HOLD
KRNY	Commercial Banks	SHORT	11.61	-1.19	HOLD
LNG	Natural Gas Pipeline	SHORT	48.00	-0.44	HOLD
MT	Steel - NEC	SHORT	16.51	0.21	COVER
MTRX	Oil Related Services and Equipment - NEC	LONG	32.26	-1.10	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	70.68	-2.85	HOLD
MYE	Plastic Container & Packaging	LONG	19.41	-1.12	HOLD
NJR	Natural Gas Distribution	LONG	44.95	-0.04	HOLD
NP	Paper Mills & Products	LONG	48.00	6.90	HOLD
NVS	Pharmaceuticals - NEC	SHORT	81.96	-0.92	HOLD
O	Commercial REITs - NEC	SHORT	42.73	0.71	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.59	-0.46	HOLD
PLD	Industrial REITs	SHORT	40.93	0.32	HOLD
PSA	Self-Storage REITs	SHORT	167.33	0.25	HOLD
PZZA	Restaurants & Bars - NEC	LONG	47.87	-1.10	HOLD
BBRY	Phones & Handheld Devices - NEC	SHORT	9.09	-3.91	COVER
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	23.07	4.25	HOLD
SCSS	Furniture	LONG	17.59	-0.34	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	165.89	0.47	HOLD
SLV	Investment Trusts	SHORT	20.83	-1.43	HOLD
STM	Semiconductors - NEC	SHORT	8.36	-2.62	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	17.42	-0.57	HOLD
VMW	IT Services & Consulting - NEC	SHORT	94.76	-0.89	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	62.63	-0.49	HOLD
WNC	Heavy Trucks	LONG	13.37	-1.04	HOLD
WNR	Petroleum Refining	LONG	38.56	-0.09	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.11
SHORTS				-0.75
TOTAL				0.64
S&P 500				-0.23
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	118381962.09	43021039.11	-18.33	0.00	597.53
S&P 500	47.82	5.70	-18.61	2.47	0.76