12-Mar-2014 Daily performance

SYMBOL	INDUSTRY	POSITION	PRICE	DAY CHANGE(%)	ACTIONS
ALJ	Petroleum Refining	LONG	15.70	5.23	HOLD
ANN	Women's Apparel Retailers	LONG	34.90	-3.30	HOLD
AVB	Residential REITs	SHORT	129.15	0.40	HOLD
BIG	Discount Stores - NEC	LONG	36.89	-0.30	HOLD
BLT	Integrated Mining	LONG	12.28	-1.29	HOLD
CCL	Hotels, Motels & Cruise Lines - NEC	SHORT	39.30	1.42	HOLD
DEI	Commercial REITs - NEC	SHORT	27.07	0.00	HOLD
DENN	Restaurants & Bars - NEC	LONG	6.82	1.04	HOLD
DVN	Oil & Gas Exploration and Production - NEC	SHORT	63.08	-0.39	HOLD
EQR	Residential REITs	SHORT	58.63	0.96	HOLD
GG	Gold - NEC	SHORT	27.82	3.50	HOLD
GPI	New Car Dealers	LONG	67.36	-1.68	HOLD
GPRE	Industrial Gas	LONG	27.11	2.30	HOLD
HTS	Mortgage REITs	SHORT	19.45	1.35	HOLD
KOP	Commodity Chemicals - NEC	LONG	41.02	0.00	HOLD
KRNY	Commercial Banks	SHORT	14.54	-0.07	HOLD
LNG	Natural Gas Pipeline	SHORT	49.30	-1.58	HOLD
MTRX	Oil Related Services and Equipment - NEC	LONG	32.55	2.39	HOLD
MWE	Oil & Gas Refining and Marketing - NEC	SHORT	64.08	-0.03	HOLD
NJR	Natural Gas Distribution	LONG	47.39	8.12	HOLD
NVS	Pharmaceuticals - NEC	SHORT	82.76	-0.05	HOLD
O	Commercial REITs - NEC	SHORT	42.13	0.62	HOLD
PDLI	Biotechnology & Medical Research - NEC	LONG	8.45	2.05	HOLD
PLD	Industrial REITs	SHORT	40.63	0.44	HOLD
PZZA	Restaurants & Bars - NEC	LONG	53.37	0.45	HOLD
ROMA	Banks - NEC	SHORT	21.06	0.00	HOLD
SCSS	Furniture	LONG	17.42	-0.34	HOLD
SHPG	Pharmaceuticals - NEC	SHORT	159.44	-2.23	HOLD
SLV	Investment Trusts	SHORT	20.47	2.15	HOLD
STM	Semiconductors - NEC	SHORT	9.28	0.11	HOLD
SWHC	Industrial Machinery & Equipment - NEC	LONG	13.98	1.08	HOLD
TWI	Auto, Truck & Motorcycle Parts - NEC	LONG	18.13	-1.25	HOLD
VMW	IT Services & Consulting - NEC	SHORT	106.87	3.01	HOLD
WES	Oil & Gas Refining and Marketing - NEC	SHORT	65.03	0.31	HOLD
WNC	Heavy Trucks	LONG	13.52	1.20	HOLD
WNR	Petroleum Refining	LONG	40.13	1.70	HOLD
TODAY SUMMARY				GAINS(%)
LONGS				1.02
SHORTS				0.52
TOTAL				0.50
S&P 500				0.03
Since 10-Mar-2011	GAINS(%)	STD	MAX. FALL	SHARPE RATIO	CALMAR RATIO
Portfolio	124712106.51	43412130.36	-18.36	0.00	552.58
S&P 500	50.61	5.62	-18.61	2.57	0.78