06-Mar-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	13.65	2.17	HOLD
ANN	Women's Apparel Retailers	LONG	35.56	0.17	HOLD
AVB	Residential REITs	SHORT	127.84	-0.78	HOLD
BIG	Discount Stores - NEC	LONG	29.23	-0.24	HOLD
BLT	Integrated Mining	LONG	12.50	1.54	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.19	-0.23	HOLD
DEI	Commercial REITs - NEC	SHORT	27.19	-0.87	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.60	0.15	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	64.52	0.08	HOLD
EQR	Residential REITs	SHORT	58.32	-0.73	HOLD
GG	Gold - NEC	SHORT	27.81	1.13	HOLD
GPI	New Car Dealers	LONG	67.31	-0.03	HOLD
GPRE	Industrial Gas	LONG	28.21	0.75	HOLD
HTS	Mortgage REITs	SHORT	19.60	-0.81	HOLD
KOP	Commodity Chemicals - NEC	LONG	40.75	1.65	HOLD
KRNY	Commercial Banks	SHORT	13.95	-0.07	HOLD
LNG	Natural Gas Pipeline	SHORT	52.95	1.22	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	34.27	-0.41	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	64.60	-1.67	HOLD
NJR	Natural Gas Distribution	LONG	44.66	-0.49	HOLD
NVS	Pharmaceuticals - NEC	SHORT	83.82	0.87	HOLD
O	Commercial REITs - NEC	SHORT	42.75	-2.06	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.36	-2.22	HOLD
PLD	Industrial REITs	SHORT	41.33	-1.03	HOLD
PZZA	Restaurants & Bars - NEC	LONG	53.11	0.61	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SCSS	Furniture	LONG	18.46	0.87	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	162.80	-3.20	HOLD
SLV	Investment Trusts	SHORT	20.65	1.42	HOLD
STM	Semiconductors - NEC	SHORT	9.26	1.76	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	13.64	-0.76	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	19.43	-0.05	HOLD
VMW	IT Services & Consulting - NEC	SHORT	101.96	-0.85	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	64.20	0.42	HOLD
WNC	Heavy Trucks	LONG	13.71	0.07	HOLD
WNR	Petroleum Refining	LONG	39.19	3.76	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				0.44
SHORTS				-0.28
TOTAL				0.73
S&P 500				0.23
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	122631849.51	43321006.36	-18.37	0.00	563.10
S&P 500	51.33	5.50	-18.61	2.68	0.79