07-Mar-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	13.91	2.05	HOLD
ANN	Women's Apparel Retailers	LONG	36.24	1.77	HOLD
AVB	Residential REITs	SHORT	128.22	0.30	HOLD
BIG	Discount Stores - NEC	LONG	35.97	22.97	HOLD
BLT	Integrated Mining	LONG	12.62	1.28	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.50	0.79	HOLD
DEI	Commercial REITs - NEC	SHORT	26.96	-0.85	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.67	1.06	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	65.13	0.95	HOLD
EQR	Residential REITs	SHORT	58.25	-0.19	HOLD
GG	Gold - NEC	SHORT	27.04	-2.77	HOLD
GPI	New Car Dealers	LONG	68.54	1.83	HOLD
GPRE	Industrial Gas	LONG	27.65	-1.99	HOLD
HTS	Mortgage REITs	SHORT	19.25	-1.79	HOLD
KOP	Commodity Chemicals - NEC	LONG	40.77	0.02	HOLD
KRNY	Commercial Banks	SHORT	14.47	3.73	HOLD
LNG	Natural Gas Pipeline	SHORT	51.79	-2.45	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	33.91	-1.05	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	64.17	-0.67	HOLD
NJR	Natural Gas Distribution	LONG	44.76	0.25	HOLD
NVS	Pharmaceuticals - NEC	SHORT	83.14	-0.81	HOLD
O	Commercial REITs - NEC	SHORT	41.59	-2.71	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.27	-1.08	HOLD
PLD	Industrial REITs	SHORT	40.83	-1.17	HOLD
PZZA	Restaurants & Bars - NEC	LONG	53.51	0.72	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SCSS	Furniture	LONG	18.01	-2.45	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	164.06	0.77	HOLD
SLV	Investment Trusts	SHORT	20.08	-2.81	HOLD
STM	Semiconductors - NEC	SHORT	9.35	1.08	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	13.79	1.10	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	19.02	-2.11	HOLD
VMW	IT Services & Consulting - NEC	SHORT	101.51	-0.44	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	64.39	0.30	HOLD
WNC	Heavy Trucks	LONG	13.74	0.22	HOLD
WNR	Petroleum Refining	LONG	38.75	-1.12	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.38
SHORTS				-0.46
TOTAL				1.84
S&P 500				-0.08
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	124605786.30	43337287.46	-18.37	0.00	562.61
S&P 500	51.20	5.52	-18.61	2.66	0.79