03-Mar-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	13.53	1.05	HOLD
ANN	Women's Apparel Retailers	LONG	35.23	-1.18	HOLD
AVB	Residential REITs	SHORT	129.01	0.03	HOLD
BIG	Discount Stores - NEC	LONG	29.79	0.81	HOLD
BLT	Integrated Mining	LONG	12.14	-0.90	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	38.52	-2.87	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.33	-6.91	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	63.78	-0.99	HOLD
EQR	Residential REITs	SHORT	58.52	0.09	HOLD
GG	Gold - NEC	SHORT	27.32	1.45	HOLD
GPI	New Car Dealers	LONG	65.92	-1.26	HOLD
GPRE	Industrial Gas	LONG	27.49	4.01	HOLD
KOP	Commodity Chemicals - NEC	LONG	39.53	-0.03	HOLD
KRNY	Commercial Banks	SHORT	12.57	-0.08	HOLD
LNG	Natural Gas Pipeline	SHORT	49.26	-0.34	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	33.06	2.12	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	64.19	0.53	HOLD
MYE	Plastic Container & Packaging	LONG	21.13	-1.72	SELL
NJR	Natural Gas Distribution	LONG	44.41	-1.33	HOLD
NVS	Pharmaceuticals - NEC	SHORT	81.29	-2.27	HOLD
O	Commercial REITs - NEC	SHORT	44.05	-0.83	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.64	0.82	HOLD
PLD	Industrial REITs	SHORT	40.93	-0.63	HOLD
PSA	Self-Storage REITs	SHORT	168.69	-0.18	COVER
PZZA	Restaurants & Bars - NEC	LONG	51.04	0.28	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SCSS	Furniture	LONG	18.01	-0.28	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	165.68	0.32	HOLD
SLV	Investment Trusts	SHORT	20.63	1.38	HOLD
STM	Semiconductors - NEC	SHORT	8.83	-2.21	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	11.62	1.04	BUY
THRX	Biopharmaceuticals	SHORT	36.88	-0.32	SHORT
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	18.80	-0.84	HOLD
VMW	IT Services & Consulting - NEC	SHORT	95.65	-0.42	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	64.50	1.91	HOLD
WNC	Heavy Trucks	LONG	13.44	-0.52	HOLD
WNR	Petroleum Refining	LONG	36.16	-0.80	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-0.39
SHORTS				-0.29
TOTAL				-0.11
S&P 500				-0.72
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	120781176.75	43245686.89	-18.37	0.00	570.74
S&P 500	48.73	5.71	-18.61	2.48	0.76