XRT Long/short Portfolio

(Shares per $1M)

11/16/09
Name Symbol Long/short 50% limit EFT weight 50% limit
Advance Auto AAP 39.60 -522 -437 -550 -497
American Eagl AEO 16.14 -382 -320 -968 -875
Amazon Com AMZN 131.59 815 682 397 359
Autonation In AN 18.72 -225 -188 -518 -469
Abercrombie ANF 41.84 821 687 1080 976
Anntaylor Sto ANN 14.03 198 165 516 467
Aeropostale ARO 34.12 -831 -696 -814 -735
Autozone Inc AZO 143.03 -656 -549 -184 -167
Best Buy Inc BBY 42.93 87 72 90 81
Buckle Inc BKE 29.84 -599 -501 -911 -824
Barnes & Nobl BKS 20.50 -364 -305 -729 -659
Cabelas Inc CAB 13.41 -293 -245 -842 -761
Caseys Gen S CASY 32.15 -142 -119 -190 -171
Charming Sho CHRS 5.22 248 208 1987 1796
Chicos Fas In CHS 13.66 425 355 1307 1181
Costco Whsl COST 61.12 4 4 3 3
Cvs Caremark CVS 30.19 -1021 -855 -1151 -1041
Dress Barn In DBRN 19.40 194 163 449 406
Dicks Sportin DKS 25.12 219 183 420 380
Dollar Tree In DLTR 49.28 -284 -237 -238 -215
Expedia Inc D EXPE 23.92 126 105 225 203
Family Dlr St FDO 30.21 -344 -288 -520 -470
Foot Locker I FL 11.15 -340 -285 -1312 -1186
Guess Inc GES 39.61 341 286 386 349
Gamestop Co GME 24.40 -681 -570 -1136 -1027
Group 1 Autom GPI 28.69 93 78 139 125
Gap Inc Del GPS 22.49 66 55 126 114
Gymboree Co GYMB 42.65 -325 -272 -290 -262
Jo-Ann Stores JAS 32.85 664 555 1027 928
J Crew Group JCG 43.83 769 643 929 840
Penney J C I JCP 31.09 -396 -332 -517 -467
Jos A Bank Cl JOSB 45.05 34 28 31 28
Nordstrom In JWN 35.05 439 367 616 557
Carmax Inc KMX 21.27 289 242 663 599
Kroger Co KR 23.42 -390 -326 -737 -666
Kohls Corp KSS 56.02 -219 -184 -164 -148
Limited Brand LTD 18.37 248 208 663 599
Macys Inc M 18.17 64 53 163 148
Mens Wearho MW 23.39 -201 -168 -334 -302
Netflix Inc NFLX 59.46 474 396 457 413
Office Depot ODP 6.88 632 529 4322 3906
Officemax Inc OMX 12.65 436 365 1439 1300
O Reilly Auto ORLY 39.94 -168 -140 -189 -171
Penske Autom PAG 16.63 -240 -201 -585 -529
Priceline Com PCLN 206.14 974 815 246 223
Petsmart Inc PETM 25.99 138 116 267 241
Childrens Pl R PLCE 35.40 66 55 99 89
Collective Br PSS 20.67 350 293 812 734
Ruddick Corp RDK 27.66 -325 -272 -492 -444
Ross Stores I ROST 46.24 -233 -195 -206 -186
Radioshack C RSH 19.78 553 463 1375 1242
Sears Hldgs SHLD 77.60 382 320 245 221
Staples Inc SPLS 23.00 -196 -164 -362 -327
Supervalu Inc SVU 15.81 -504 -422 -1287 -1163
Safeway Inc SWY 23.25 -134 -112 -276 -249
Target Corp TGT 50.29 -42 -35 -36 -33
Tiffany & Co TIF 43.01 382 320 422 381
Tjx Cos Inc TJX 39.52 30 25 34 30
Tractor Suppl TSCO 48.98 -175 -146 -156 -141
Urban Outfitte URBN 34.56 494 414 684 618
Walgreen Co WAG 39.40 10 8 12 11
Whole Foods WFMI 27.00 -505 -423 -732 -661
Wal Mart Stor WMT 53.16 -326 -273 -265 -240
XRT 36.11

$ Long 597326 500000 553210 500000

$ Short -402674 -337064 -446790 -403815
$ Cash 162936 96185