21-Feb-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	14.27	-1.04	HOLD
ANN	Women's Apparel Retailers	LONG	34.13	1.64	HOLD
AVB	Residential REITs	SHORT	128.66	-0.18	HOLD
BIG	Discount Stores - NEC	LONG	27.36	2.13	HOLD
BLT	Integrated Mining	LONG	12.39	-1.12	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.42	0.79	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.49	-0.15	HOLD
DVN	Integrated Oil & Gas	SHORT	63.67	-1.38	HOLD
EQR	Residential REITs	SHORT	58.71	-0.03	HOLD
GG	Gold - NEC	SHORT	27.56	-0.29	HOLD
GPRE	Industrial Gas	LONG	25.73	-1.49	HOLD
KOP	Commodity Chemicals - NEC	LONG	37.76	1.31	HOLD
KRNY	Commercial Banks	SHORT	11.86	-1.08	HOLD
LNG	Natural Gas Pipeline	SHORT	48.30	-0.62	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	32.04	-0.37	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	70.48	-0.30	HOLD
MYE	Plastic Container & Packaging	LONG	19.72	-1.79	HOLD
NJR	Natural Gas Distribution	LONG	45.34	0.04	HOLD
NP	Paper Mills & Products	LONG	48.37	-1.08	HOLD
NVS	Pharmaceuticals - NEC	SHORT	82.65	0.45	HOLD
O	Commercial REITs - NEC	SHORT	43.41	1.17	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.68	-0.46	HOLD
PLD	Industrial REITs	SHORT	40.61	0.54	HOLD
PSA	Self-Storage REITs	SHORT	166.44	-0.16	HOLD
PZZA	Restaurants & Bars - NEC	LONG	47.66	-0.19	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SAH	Auto Vehicles, Parts & Service Retailers - NEC	LONG	22.89	-0.61	HOLD
SCSS	Furniture	LONG	17.81	1.48	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	168.06	0.96	HOLD
SLV	Investment Trusts	SHORT	20.98	-0.10	HOLD
STM	Semiconductors - NEC	SHORT	8.31	-0.24	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	17.13	-1.10	HOLD
VMW	IT Services & Consulting - NEC	SHORT	96.41	0.62	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	61.51	0.02	HOLD
WNC	Heavy Trucks	LONG	13.21	-0.97	HOLD
WNR	Petroleum Refining	LONG	38.98	1.33	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.14
SHORTS				0.01
TOTAL				-0.14
S&P 500				-0.11
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	118536170.86	43089021.81	-18.33	0.00	590.22
S&P 500	47.88	5.72	-18.61	2.45	0.75