Date Range 3/3/2007 - 3/9/2007
Trade Date Action Symbol/Desc. Qty Price Comm. Net Amount Gain/Loss for symbol
GENERAL CABLE CORP
03/08/2007 S Sell BGC - GENERAL CABLE CORP 10000 $52.07 $150.00 $520,534.01
03/02/2007 S Buy BGC - GENERAL CABLE CORP 10000 $50.00 $300.00 ($500,150.00) 20,384.01
Total Realized Gain/Loss for BGC $20,384.01
CELGENE CORP
03/06/2007 O BTC .LQHDL - CELG APR 60 Call 10 $0.50 $15.00 ($515.00)
02/22/2007 O STO .LQHDL - CELG APR 60 Call 10 $1.05 $15.00 $1,034.96 519.96
Total Realized Gain/Loss for CELG $519.96
DOW INDUSTRIALS DIAMONDS
03/06/2007 S Sell DIA - DOW INDUSTRIALS DIAMONDS 10000 $121.91 $150.00 $1,218,912.57
03/05/2007 S Buy DIA - DOW INDUSTRIALS DIAMONDS 10000 $120.39 $150.00 ($1,204,050.00) 14,862.57
Total Realized Gain/Loss for DIA $14,862.57
ES
03/06/2007 F BTC ESH7 - ES MAR 2007 Futures 20 $1,392.50 $79.80 $1,147.00
03/02/2007 F STO ESH7 - ES MAR 2007 Futures 20 $1,393.75 $79.80 ($103.00) 1,044.00
Total Realized Gain/Loss for ESH7 $1,044.00
NOVASTAR FINANCIAL INC
03/07/2007 S Sell NFI - NOVASTAR FINANCIAL INC 3000 $5.16 $45.00 $15,434.52
03/02/2007 S Buy NFI - NOVASTAR FINANCIAL INC 3000 $7.49 $45.00 ($22,515.00) -7,080.48
Total Realized Gain/Loss for NFI ($7,080.48)
NANO PROPRIETARY INC
03/07/2007 S Sell NNPP - NANO PROPRIETARY INC 500000 $2.21 $7,500.00 $1,097,466.07
03/02/2007 S Buy NNPP - NANO PROPRIETARY INC 500000 $2.16 $7,500.00 ($1,087,500.00) 9,966.07
Total Realized Gain/Loss for NNPP $9,966.07
NYSE GROUP INC
03/07/2007 S Sell NYX - NYSE GROUP INC 10000 $84.43 $150.00 $844,124.07
03/06/2007 S Buy NYX - NYSE GROUP INC 10000 $86.51 $300.00 ($865,250.00) -21,125.93
Total Realized Gain/Loss for NYX ($21,125.93)
OIL SERVICE HOLDRS TRUST
03/08/2007 S Sell OIH - OIL SERVICE HOLDRS TRUST 20000 $138.66 $300.00 $2,772,814.86
03/05/2007 S Buy OIH - OIL SERVICE HOLDRS TRUST 10000 $133.07 $150.00 ($1,330,850.00)
03/02/2007 S Buy OIH - OIL SERVICE HOLDRS TRUST 9000 $133.92 $135.00 ($1,205,415.00)
03/01/2007 S Buy OIH - OIL SERVICE HOLDRS TRUST 1000 $135.79 $14.95 ($135,804.95) 100,744.91
Total Realized Gain/Loss for OIH $100,744.91
PROCTER AND GAMBLE CO
03/08/2007 O STC .PGOL - PG MAR 60 Put 50 $0.15 $75.00 $674.97
02/28/2007 O BTO .PGOL - PG MAR 60 Put 50 $0.15 $75.00 ($825.00) -150.03
03/07/2007 O BTC .PGOM - PG MAR 65 Put 50 $2.80 $75.00 ($14,075.00)
02/28/2007 O STO .PGOM - PG MAR 65 Put 50 $1.75 $75.00 $8,674.73 -5,400.27
Total Realized Gain/Loss for PG ($5,550.30)
RESEARCH IN MOTION
03/08/2007 O STC .RFYCG - RIMM MAR 135 Call 25 $4.00 $37.50 $9,962.19
03/02/2007 O BTO .RFYCG - RIMM MAR 135 Call 25 $5.30 $37.50 ($13,287.50) -3,325.31
Total Realized Gain/Loss for RIMM ($3,325.31)
SEMICONDUCTOR HOLDRS TRUST
03/07/2007 S Sell SMH - SEMICONDUCTOR HOLDRS TRUST 15000 $33.95 $225.00 $509,009.36
03/05/2007 S Buy SMH - SEMICONDUCTOR HOLDRS TRUST 15000 $33.43 $225.00 ($501,675.00) 7,334.36
Total Realized Gain/Loss for SMH $7,334.36
TY
03/06/2007 F STC TYM7 - TY JUN 2007 Futures 25 108-23.5 $99.75 ($4,019.25)
03/02/2007 F BTO TYM7 - TY JUN 2007 Futures 25 108-28.5 $399.00 ($113.00) -4,132.25
Total Realized Gain/Loss for TYM7 ($4,132.25)
Total Realized Gain/Loss $113,641.61
