11-Mar-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	14.92	-2.55	HOLD
ANN	Women's Apparel Retailers	LONG	36.09	0.00	HOLD
AVB	Residential REITs	SHORT	128.63	0.85	HOLD
BIG	Discount Stores - NEC	LONG	37.00	-0.38	HOLD
BLT	Integrated Mining	LONG	12.44	0.24	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	38.75	-0.67	HOLD
DEI	Commercial REITs - NEC	SHORT	27.07	1.65	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.75	-0.74	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	63.55	-1.52	HOLD
EQR	Residential REITs	SHORT	58.07	0.59	HOLD
GG	Gold - NEC	SHORT	26.88	0.90	HOLD
GPI	New Car Dealers	LONG	68.51	-0.09	HOLD
GPRE	Industrial Gas	LONG	26.50	-1.85	HOLD
HTS	Mortgage REITs	SHORT	19.19	0.05	HOLD
KOP	Commodity Chemicals - NEC	LONG	41.05	0.49	HOLD
KRNY	Commercial Banks	SHORT	14.55	-0.34	HOLD
LNG	Natural Gas Pipeline	SHORT	50.09	-2.05	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	31.79	-4.10	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	64.10	0.08	HOLD
NJR	Natural Gas Distribution	LONG	44.25	-2.08	HOLD
NVS	Pharmaceuticals - NEC	SHORT	82.80	-0.12	HOLD
O	Commercial REITs - NEC	SHORT	41.87	1.04	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.28	-0.96	HOLD
PLD	Industrial REITs	SHORT	40.45	0.32	HOLD
PZZA	Restaurants & Bars - NEC	LONG	53.13	-0.17	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SCSS	Furniture	LONG	17.48	-1.74	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	163.07	-0.21	HOLD
SLV	Investment Trusts	SHORT	20.04	0.15	HOLD
STM	Semiconductors - NEC	SHORT	9.27	-1.07	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	13.83	-2.61	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	18.36	-3.87	HOLD
VMW	IT Services & Consulting - NEC	SHORT	103.75	0.70	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	64.83	0.08	HOLD
WNC	Heavy Trucks	LONG	13.36	-1.91	HOLD
WNR	Petroleum Refining	LONG	39.46	0.46	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				-1.29
SHORTS				0.02
TOTAL				-1.31
S&P 500				-0.49
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	124231204.02	43390680.93	-18.36	0.00	555.29
S&P 500	50.57	5.61	-18.61	2.58	0.78