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TradeStation TradeManager Performance Report TSL_Sys_CEL_BBBY, BBBY, Daily, 6/8/1992 1:00:00 PM - 3/15/2011 1:00:00 PM
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TradeStation Performance Summary Expand
 
All Trades
 
Total Net Profit $835,511.76    Profit Factor 2.34
Gross Profit $1,458,732.00    Gross Loss ($623,220.24)
Total Number of Trades 388    Percent Profitable 70.10%
Winning Trades 272    Losing Trades 115
Even Trades 1
Avg. Trade Net Profit $2,153.38    Ratio Avg. Win:Avg. Loss 0.99
Avg. Winning Trade $5,362.99    Avg. Losing Trade ($5,419.31)
Largest Winning Trade $39,191.68    Largest Losing Trade ($21,937.05)
Max. Consecutive Winning Trades 14    Max. Consecutive Losing Trades 5
Avg. Bars in Winning Trades 10.91    Avg. Bars in Losing Trades 17.64
Avg. Bars in Total Trades 12.89
Max. Shares/Contracts Held 63694    Account Size Required $73,949.43
Return on Initial Capital 835.51%    Annual Rate of Return 12.04%
Return Retracement Ratio 0.13    RINA Index 98.44
Trading Period 18 Yrs, 6 Mths, 25 Dys    Percent of Time in the Market 98.88%
Max. Equity Run-up $911,924.24

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($90,121.30)    Value ($73,949.43)
Net Profit as % of Drawdown 927.10%    Net Profit as % of Drawdown 1129.84%
Max. Trade Drawdown ($42,005.00)    
Long Trades
Total Net Profit $645,267.38    Profit Factor 2.62
Gross Profit $1,042,662.39    Gross Loss ($397,395.01)
Total Number of Trades 194    Percent Profitable 69.59%
Winning Trades 135    Losing Trades 58
Even Trades 1
Avg. Trade Net Profit $3,326.12    Ratio Avg. Win:Avg. Loss 1.13
Avg. Winning Trade $7,723.43    Avg. Losing Trade ($6,851.64)
Largest Winning Trade $39,191.68    Largest Losing Trade ($21,937.05)
Max. Consecutive Winning Trades 9    Max. Consecutive Losing Trades 3
Avg. Bars in Winning Trades 18.01    Avg. Bars in Losing Trades 26.59
Max. Shares/Contracts Held 63694    Account Size Required $33,182.21
     
Net Profit as % of Largest Loss 2941.45%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($58,012.59)    Value ($33,182.21)
Net Profit as % of Drawdown 1112.29%    Net Profit as % of Drawdown 1944.62%
Max. Trade Drawdown ($42,005.00)  
Short Trades
Total Net Profit $190,244.38    Profit Factor 1.84
Gross Profit $416,069.61    Gross Loss ($225,825.23)
     
Total Number of Trades 194    Percent Profitable 70.62%
Winning Trades 137    Losing Trades 57
Even Trades 0
Avg. Trade Net Proft $980.64    Ratio Avg. Win:Avg. Loss 0.77
Avg. Winning Trade $3,037.00    Avg. Losing Trade ($3,961.85)
Largest Winning Trade $15,844.14    Largest Losing Trade ($15,999.76)
Max. Consecutive Winning Trades 18    Max. Consecutive Losing Trades 6
Avg. Bars in Winning Trades 3.92    Avg. Bars in Losing Trades 8.54
Max. Shares/Contracts Held 57142    Account Size Required $77,867.82
Net Profit as % of Largest Loss 1189.05%

Max. Drawdown (Intra-day Peak to Valley)

   Max. Drawdown (Trade Close to Trade Close)

Value ($87,409.78)    Value ($77,867.82)
Net Profit as % of Drawdown 217.65%    Net Profit as % of Drawdown 244.32%
Max. Trade Drawdown ($35,999.46)  
Created by TradeStation: 3/15/2011 10:09:41 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation TradeManager Performance Report TSL_Sys_CEL_BBBY, BBBY, Daily, 6/8/1992 1:00:00 PM - 3/15/2011 1:00:00 PM
 TradeStation Trade Analysis Collapse
  All Trades
Winners
Losers
Total Number of Trades 388 272 115
Avg. Trade Net Profit $2,153.38 $5,362.99 ($5,419.31)
1 Std. Deviation of Avg. Trade $7,486.67 $5,938.27 $4,896.95
Avg. Trade + 1 Std. Deviation $9,640.05 $11,301.26 ($522.36)
Avg. Trade - 1 Std. Deviation ($5,333.29) ($575.29) ($10,316.25)
Coefficient of Variation 347.67% 110.73% 90.36%
Time Averages
Avg. Time in Trades 17 Dys, 5 Hrs, 37 Mins 14 Dys, 9 Hrs 24 Dys, 2 Hrs, 42 Mins
Avg. Time Between Trades n/a 10 Dys, 5 Hrs, 56 Mins 33 Dys, 15 Hrs, 22 Mins
Avg. Time Between Trade Profit Peaks 478 Dys, 16 Hrs
Outliers Total Positive Negative
Number of Outliers 9 8 1
Outlier Profit/Loss $206,704.21 $228,641.26 ($21,937.05)
 
Run-Up/Drawdown   Run-Up Drawdown
Max. Value $46,863.30 ($42,005.00)
Max. Value Date 3/30/2000 9/21/2001
Avg. Value $5,165.42 ($6,300.28)
1 Std. Deviation $6,033.15 $6,739.09
Avg. + 1 Std. Deviation $11,198.57 $438.81
Avg. - 1 Std. Deviation ($867.73) ($13,039.36)
Coefficient of Variation 116.80% 106.96%
 
Efficiency Analysis Total
Entry
Exit
Avg. Efficiency 27.99% 48.31% 79.68%
1 Std. Deviation 48.35% 31.18% 25.21%
Avg. + 1 Std. Deviation 76.34% 79.49% 104.89%
Avg. - 1 Std. Deviation (20.36%) 17.13% 54.47%
Coefficient of Variation 172.75% 64.54% 31.63%
CollapseCollapse
 TradeStation Trade Series Analysis Collapse
Winners Losers
Largest Profit/Loss $39,191.68 ($21,937.05)
Largest Profit/Loss as % of Gross 2.69% 3.52%
Largest Consec. Profit/Loss $103,102.13 ($50,107.11)
Largest Consec. Profit/Loss as % of Gross 7.07% 8.04%

Winning Series

Number of Series

Avg. Gain per Series

Avg. Loss Next Trade

1 23 $5,845.65 ($4,584.11)
2 15 $5,559.01 ($4,286.38)
3 15 $4,234.60 ($9,407.70)
4 8 $6,611.60 ($2,989.48)
5 5 $5,363.97 ($8,213.64)
6 3 $6,850.58 ($7,157.45)
7 2 $5,822.53 ($4,481.60)
8 2 $6,482.01 ($2,333.06)
9 1 $2,165.76 ($1,368.80)
10 1 $2,079.91 ($564.19)
11 1 $4,767.71 ($11,946.08)
12 1 $6,360.91 $0.00
13 1 $3,121.33 ($1,840.90)
14 1 $7,364.44 ($5,801.04)

Losing Series

Number of Series

Avg. Loss per Series

Avg. Gain Next Trade

1 54 ($5,972.37) $4,938.93
2 13 ($4,614.12) $5,832.46
3 7 ($3,878.15) $6,087.72
4 1 ($3,989.77) $4,166.40
5 2 ($8,334.51) $4,239.09

Created by TradeStation: 3/15/2011 10:09:41 PM, Copyright (c) 1991-2004 TradeStation Technologies, Inc.
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TradeStation Strategy Performance Report
# Type Date/Time Signal Price Roll Over
Pips
Shares/Ctrts
Profit/Loss
Gross P/L
Cum Net Profit
% Profit Run-up
DrawDown
Efficiency Total Eff. Comm. Slippage
 1  Buy  11/02/92  Buy#22  $1.57  $0.00  63694  $11,464.92  11.46%  $11,464.92  90.00%    $0.00  $0.00
   Sell  11/11/92  Short#22  $1.75    $11,464.92  $11,464.92    ($1,273.88)  100.00%  90.00%  $0.00  $0.00
 2  Sell Short  11/11/92  Short#22  $1.75  $0.00  57142  ($15,999.76)  (16.00%)  $2,857.10  7.35%    $0.00  $0.00
   Buy to Cover  01/15/93  Buy#21  $2.03    ($15,999.76)  ($4,534.84)    ($35,999.46)  51.47%  (41.18%)  $0.00  $0.00
 3  Buy  01/15/93  Buy#21  $2.03  $0.00  49261  $1,477.83  1.48%  $3,940.88  42.11%    $0.00  $0.00
   Sell  02/01/93  Short#22  $2.06    $1,477.83  ($3,057.01)    ($5,418.71)  73.68%  15.79%  $0.00  $0.00
 4  Sell Short  02/01/93  Short#22  $2.06  $0.00  48543  $1,456.29  1.46%  $1,456.29  27.27%    $0.00  $0.00
   Buy to Cover  02/09/93  Buy#21  $2.03    $1,456.29  ($1,600.72)    ($3,883.44)  100.00%  27.27%  $0.00  $0.00
 5  Buy  02/09/93  Buy#21  $2.03  $0.00  49261  $985.22  0.99%  $1,477.83  6.98%    $0.00  $0.00
   Sell  03/03/93  Short#22  $2.05    $985.22  ($615.50)    ($19,704.40)  97.67%  4.65%  $0.00  $0.00
 6  Sell Short  03/03/93  Short#22  $2.05  $0.00  48780  ($7,804.80)  (7.80%)  $2,439.00  13.89%    $0.00  $0.00
   Buy to Cover  03/15/93  Buy#21  $2.21    ($7,804.80)  ($8,420.30)    ($15,121.80)  41.67%  (44.44%)  $0.00  $0.00
 7  Buy  03/15/93  Buy#21  $2.21  $0.00  45248  ($2,262.40)  (2.26%)  $1,357.44  14.29%    $0.00  $0.00
   Sell  03/24/93  Short#22  $2.16    ($2,262.40)  ($10,682.70)    ($8,144.64)  61.90%  (23.81%)  $0.00  $0.00
 8  Sell Short  03/24/93  Short#22  $2.16  $0.00  46296  ($4,629.60)  (4.63%)  $6,018.48  41.94%    $0.00  $0.00
   Buy to Cover  04/05/93  Buy#21  $2.26    ($4,629.60)  ($15,312.30)    ($8,333.28)  25.81%  (32.26%)  $0.00  $0.00
 9  Buy  04/05/93  Buy#21  $2.26  $0.00  44247  ($7,964.46)  (7.96%)  $5,309.64  27.27%    $0.00  $0.00
   Sell  04/22/93  Short#22  $2.08    ($7,964.46)  ($23,276.76)    ($14,159.04)  31.82%  (40.91%)  $0.00  $0.00
 10  Sell Short  04/22/93  Short#22  $2.08  $0.00  48076  ($10,576.72)  (10.58%)  $3,846.08  19.51%    $0.00  $0.00
   Buy to Cover  05/17/93  Buy#21  $2.30    ($10,576.72)  ($33,853.48)    ($15,865.08)  26.83%  (53.66%)  $0.00  $0.00
 11  Buy  05/17/93  Buy#21  $2.30  $0.00  43478  $7,391.26  7.39%  $20,434.66  90.38%    $0.00  $0.00
   Sell  06/25/93  Short#22  $2.47    $7,391.26  ($26,462.22)    ($2,173.90)  42.31%  32.69%  $0.00  $0.00
 12  Sell Short  06/25/93  Short#22  $2.47  $0.00  40485  ($6,072.75)  (6.07%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  06/30/93  Buy#21  $2.62    ($6,072.75)  ($32,534.97)    ($9,311.55)  34.78%  (65.22%)  $0.00  $0.00
 13  Buy  06/30/93  Buy#21  $2.62  $0.00  38167  $6,106.72  6.11%  $6,106.72  69.57%    $0.00  $0.00
   Sell  07/07/93  Short#22  $2.78    $6,106.72  ($26,428.25)    ($2,671.69)  100.00%  69.57%  $0.00  $0.00
 14  Sell Short  07/07/93  Short#22  $2.78  $0.00  35971  ($359.71)  (0.36%)  $4,316.52  25.53%    $0.00  $0.00
   Buy to Cover  07/23/93  Buy#21  $2.79    ($359.71)  ($26,787.96)    ($12,589.85)  72.34%  (2.13%)  $0.00  $0.00
 15  Buy  07/23/93  Buy#21  $2.79  $0.00  35842  $4,301.04  4.30%  $7,526.82  42.00%    $0.00  $0.00
   Sell  08/05/93  Short#22  $2.91    $4,301.04  ($22,486.92)    ($10,394.18)  82.00%  24.00%  $0.00  $0.00
 16  Sell Short  08/05/93  Short#22  $2.91  $0.00  34364  ($10,996.48)  (11.00%)  $8,591.00  25.77%    $0.00  $0.00
   Buy to Cover  09/08/93  Buy#21  $3.23    ($10,996.48)  ($33,483.40)    ($24,742.08)  41.24%  (32.99%)  $0.00  $0.00
 17  Buy  09/08/93  Buy#21  $3.23  $0.00  30959  $12,383.60  12.38%  $12,383.60  85.11%    $0.00  $0.00
   Sell  09/10/93  Short#22  $3.63    $12,383.60  ($21,099.80)    ($2,167.13)  100.00%  85.11%  $0.00  $0.00
 18  Sell Short  09/10/93  Short#22  $3.63  $0.00  27548  $5,234.12  5.23%  $5,234.12  76.00%    $0.00  $0.00
   Buy to Cover  09/13/93  Buy#21  $3.44    $5,234.12  ($15,865.68)    ($1,652.88)  100.00%  76.00%  $0.00  $0.00
 19  Buy  09/13/93  Buy#21  $3.44  $0.00  29069  $3,488.28  3.49%  $3,488.28  42.86%    $0.00  $0.00
   Sell  09/20/93  Short#22  $3.56    $3,488.28  ($12,377.40)    ($4,651.04)  100.00%  42.86%  $0.00  $0.00
 20  Sell Short  09/20/93  Short#22  $3.56  $0.00  28089  ($15,448.95)  (15.45%)  $3,370.68  13.33%    $0.00  $0.00
   Buy to Cover  10/15/93  Buy#21  $4.11    ($15,448.95)  ($27,826.35)    ($21,909.42)  25.56%  (61.11%)  $0.00  $0.00
 21  Buy  10/15/93  Buy#21  $4.11  $0.00  24330  ($9,488.70)  (9.49%)  $2,676.30  11.34%    $0.00  $0.00
   Sell  11/24/93  Short#22  $3.72    ($9,488.70)  ($37,315.05)    ($20,923.80)  48.45%  (40.21%)  $0.00  $0.00
 22  Sell Short  11/24/93  Short#22  $3.72  $0.00  26881  ($7,526.68)  (7.53%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  12/10/93  Buy#21  $4.00    ($7,526.68)  ($44,841.73)    ($19,354.32)  61.11%  (38.89%)  $0.00  $0.00
 23  Buy  12/10/93  Buy#21  $4.00  $0.00  25000  ($12,500.00)  (12.50%)  $11,000.00  38.94%    $0.00  $0.00
   Sell  02/10/94  Short#22  $3.50    ($12,500.00)  ($57,341.73)    ($17,250.00)  16.81%  (44.25%)  $0.00  $0.00
 24  Sell Short  02/10/94  Short#22  $3.50  $0.00  28571  ($5,142.78)  (5.14%)  $857.13  8.82%    $0.00  $0.00
   Buy to Cover  02/18/94  Buy#21  $3.68    ($5,142.78)  ($62,484.51)    ($8,857.01)  38.24%  (52.94%)  $0.00  $0.00
 25  Buy  02/18/94  Buy#21  $3.68  $0.00  27173  $1,086.92  1.09%  $1,086.92  7.55%    $0.00  $0.00
   Sell  03/18/94  Short#22  $3.72    $1,086.92  ($61,397.59)    ($13,314.77)  100.00%  7.55%  $0.00  $0.00
 26  Sell Short  03/18/94  Short#22  $3.72  $0.00  26881  $1,881.67  1.88%  $2,419.29  32.14%    $0.00  $0.00
   Buy to Cover  03/24/94  Buy#21  $3.65    $1,881.67  ($59,515.92)    ($5,107.39)  92.86%  25.00%  $0.00  $0.00
 27  Buy  03/24/94  Buy#21  $3.65  $0.00  27397  $5,479.40  5.48%  $12,054.68  44.00%    $0.00  $0.00
   Sell  05/03/94  Short#22  $3.85    $5,479.40  ($54,036.52)    ($15,342.32)  76.00%  20.00%  $0.00  $0.00
 28  Sell Short  05/03/94  Short#22  $3.85  $0.00  25974  $15,844.14  15.84%  $15,844.14  95.31%    $0.00  $0.00
   Buy to Cover  05/09/94  Buy#21  $3.24    $15,844.14  ($38,192.38)    ($779.22)  100.00%  95.31%  $0.00  $0.00
 29  Buy  05/09/94  Buy#21  $3.24  $0.00  30864  $17,592.48  17.59%  $17,592.48  61.29%    $0.00  $0.00
   Sell  06/03/94  Short#22  $3.81    $17,592.48  ($20,599.90)    ($11,111.04)  100.00%  61.29%  $0.00  $0.00
 30  Sell Short  06/03/94  Short#22  $3.81  $0.00  26246  $8,136.26  8.14%  $8,136.26  75.61%    $0.00  $0.00
   Buy to Cover  06/08/94  Buy#21  $3.50    $8,136.26  ($12,463.64)    ($2,624.60)  100.00%  75.61%  $0.00  $0.00
 31  Buy  06/08/94  Buy#21  $3.50  $0.00  28571  $1,714.26  1.71%  $6,285.62  50.00%    $0.00  $0.00
   Sell  06/30/94  Short#22  $3.56    $1,714.26  ($10,749.38)    ($6,285.62)  63.64%  13.64%  $0.00  $0.00
 32  Sell Short  06/30/94  Short#22  $3.56  $0.00  28089  $4,775.13  4.78%  $4,775.13  22.97%    $0.00  $0.00
   Buy to Cover  08/09/94  Buy#21  $3.39    $4,775.13  ($5,974.25)    ($16,010.73)  100.00%  22.97%  $0.00  $0.00
 33  Buy  08/09/94  Buy#21  $3.39  $0.00  29498  $5,014.66  5.01%  $5,899.60  43.48%    $0.00  $0.00
   Sell  08/30/94  Short#22  $3.56    $5,014.66  ($959.59)    ($7,669.48)  93.48%  36.96%  $0.00  $0.00
 34  Sell Short  08/30/94  Short#22  $3.56  $0.00  28089  $7,303.14  7.30%  $7,303.14  57.78%    $0.00  $0.00
   Buy to Cover  09/02/94  Buy#21  $3.30    $7,303.14  $6,343.55    ($5,336.91)  100.00%  57.78%  $0.00  $0.00
 35  Buy  09/02/94  Buy#21  $3.30  $0.00  30303  $9,999.99  10.00%  $16,363.62  54.00%    $0.00  $0.00
   Sell  11/21/94  Short#22  $3.63    $9,999.99  $16,343.54    ($13,939.38)  79.00%  33.00%  $0.00  $0.00
 36  Sell Short  11/21/94  Short#22  $3.63  $0.00  27548  $3,581.24  3.58%  $11,294.68  93.18%    $0.00  $0.00
   Buy to Cover  12/02/94  Buy#21  $3.50    $3,581.24  $19,924.78    ($826.44)  36.36%  29.55%  $0.00  $0.00
 37  Buy  12/02/94  Buy#21  $3.50  $0.00  28571  $12,571.24  12.57%  $12,571.24  66.67%    $0.00  $0.00
   Sell  12/16/94  Short#22  $3.94    $12,571.24  $32,496.02    ($6,285.62)  100.00%  66.67%  $0.00  $0.00
 38  Sell Short  12/16/94  Short#22  $3.94  $0.00  25380  $8,121.60  8.12%  $8,121.60  100.00%    $0.00  $0.00
   Buy to Cover  12/19/94  Buy#21  $3.62    $8,121.60  $40,617.62    $0.00  100.00%  100.00%  $0.00  $0.00
 39  Buy  12/19/94  Buy#21  $3.62  $0.00  27624  ($5,801.04)  (5.80%)  $7,182.24  39.39%    $0.00  $0.00
   Sell  01/25/95  Short#22  $3.41    ($5,801.04)  $34,816.58    ($11,049.60)  28.79%  (31.82%)  $0.00  $0.00
 40  Sell Short  01/25/95  Short#22  $3.41  $0.00  29325  $5,278.50  5.28%  $5,278.50  60.00%    $0.00  $0.00
   Buy to Cover  01/31/95  Buy#21  $3.23    $5,278.50  $40,095.08    ($3,519.00)  100.00%  60.00%  $0.00  $0.00
 41  Buy  01/31/95  Buy#21  $3.23  $0.00  30959  $11,454.83  11.46%  $11,454.83  100.00%    $0.00  $0.00
   Sell  02/06/95  Short#22  $3.60    $11,454.83  $51,549.91    $0.00  100.00%  100.00%  $0.00  $0.00
 42  Sell Short  02/06/95  Short#22  $3.60  $0.00  27777  $6,110.94  6.11%  $6,110.94  59.46%    $0.00  $0.00
   Buy to Cover  02/22/95  Buy#21  $3.38    $6,110.94  $57,660.85    ($4,166.55)  100.00%  59.46%  $0.00  $0.00
 43  Buy  02/22/95  Buy#21  $3.38  $0.00  29585  ($9,467.20)  (9.47%)  $887.55  4.00%    $0.00  $0.00
   Sell  03/31/95  Short#22  $3.06    ($9,467.20)  $48,193.65    ($21,301.20)  53.33%  (42.67%)  $0.00  $0.00
 44  Sell Short  03/31/95  Short#22  $3.06  $0.00  32679  $15,359.13  15.36%  $15,359.13  81.03%    $0.00  $0.00
   Buy to Cover  04/13/95  Buy#21  $2.59    $15,359.13  $63,552.78    ($3,594.69)  100.00%  81.03%  $0.00  $0.00
 45  Buy  04/13/95  Buy#21  $2.59  $0.00  38610  $15,444.00  15.44%  $19,305.00  59.52%    $0.00  $0.00
   Sell  06/19/95  Short#22  $2.99    $15,444.00  $78,996.78    ($13,127.40)  88.10%  47.62%  $0.00  $0.00
 46  Sell Short  06/19/95  Short#22  $2.99  $0.00  33444  $6,688.80  6.69%  $6,688.80  66.67%    $0.00  $0.00
   Buy to Cover  06/22/95  Buy#21  $2.79    $6,688.80  $85,685.58    ($3,344.40)  100.00%  66.67%  $0.00  $0.00
 47  Buy  06/22/95  Buy#21  $2.79  $0.00  35842  $27,239.92  27.24%  $27,239.92  82.61%    $0.00  $0.00
   Sell  07/07/95  Short#22  $3.55    $27,239.92  $112,925.50    ($5,734.72)  100.00%  82.61%  $0.00  $0.00
 48  Sell Short  07/07/95  Short#22  $3.55  $0.00  28169  ($3,380.28)  (3.38%)  $3,943.66  19.44%    $0.00  $0.00
   Buy to Cover  08/15/95  Buy#21  $3.67    ($3,380.28)  $109,545.22    ($16,338.02)  63.89%  (16.67%)  $0.00  $0.00
 49  Buy  08/15/95  Buy#21  $3.67  $0.00  27247  $1,362.35  1.36%  $8,991.51  37.93%    $0.00  $0.00
   Sell  10/05/95  Short#22  $3.72    $1,362.35  $110,907.57    ($14,713.38)  67.82%  5.75%  $0.00  $0.00
 50  Sell Short  10/05/95  Short#22  $3.72  $0.00  26881  $6,720.25  6.72%  $6,720.25  59.52%    $0.00  $0.00
   Buy to Cover  10/10/95  Buy#21  $3.47    $6,720.25  $117,627.82    ($4,569.77)  100.00%  59.52%  $0.00  $0.00
 51  Buy  10/10/95  Buy#21  $3.47  $0.00  28818  $26,224.38  26.22%  $26,224.38  81.98%    $0.00  $0.00
   Sell  11/08/95  Short#22  $4.38    $26,224.38  $143,852.20    ($5,763.60)  100.00%  81.98%  $0.00  $0.00
 52  Sell Short  11/08/95  Short#22  $4.38  $0.00  22831  $2,968.03  2.97%  $5,479.44  51.06%    $0.00  $0.00
   Buy to Cover  11/20/95  Buy#21  $4.25    $2,968.03  $146,820.23    ($5,251.13)  76.60%  27.66%  $0.00  $0.00
 53  Buy  11/20/95  Buy#21  $4.25  $0.00  23529  $12,470.37  12.47%  $12,470.37  51.46%    $0.00  $0.00
   Sell  12/29/95  Short#22  $4.78    $12,470.37  $159,290.60    ($11,764.50)  100.00%  51.46%  $0.00  $0.00
 54  Sell Short  12/29/95  Short#22  $4.78  $0.00  20920  $3,347.20  3.35%  $3,347.20  47.06%    $0.00  $0.00
   Buy to Cover  01/02/96  Buy#21  $4.62    $3,347.20  $162,637.80    ($3,765.60)  100.00%  47.06%  $0.00  $0.00
 55  Buy  01/02/96  Buy#21  $4.62  $0.00  21645  $3,463.20  3.46%  $3,463.20  23.19%    $0.00  $0.00
   Sell  01/25/96  Short#22  $4.78    $3,463.20  $166,101.00    ($11,471.85)  100.00%  23.19%  $0.00  $0.00
 56  Sell Short  01/25/96  Short#22  $4.78  $0.00  20920  ($4,602.40)  (4.60%)  $1,882.80  9.78%    $0.00  $0.00
   Buy to Cover  02/27/96  Buy#21  $5.00    ($4,602.40)  $161,498.60    ($17,363.60)  66.30%  (23.91%)  $0.00  $0.00
 57  Buy  02/27/96  Buy#21  $5.00  $0.00  20000  $25,600.00  25.60%  $25,600.00  94.12%    $0.00  $0.00
   Sell  03/18/96  Short#22  $6.28    $25,600.00  $187,098.60    ($1,600.00)  100.00%  94.12%  $0.00  $0.00
 58  Sell Short  03/18/96  Short#22  $6.28  $0.00  15923  ($1,433.07)  (1.43%)  $3,980.75  33.78%    $0.00  $0.00
   Buy to Cover  04/01/96  Buy#21  $6.37    ($1,433.07)  $185,665.53    ($7,802.27)  54.05%  (12.16%)  $0.00  $0.00
 59  Buy  04/01/96  Buy#21  $6.37  $0.00  15698  ($1,569.80)  (1.57%)  $0.00  0.00%    $0.00  $0.00
   Sell  04/11/96  Short#22  $6.27    ($1,569.80)  $184,095.73    ($7,692.02)  79.59%  (20.41%)  $0.00  $0.00
 60  Sell Short  04/11/96  Short#22  $6.27  $0.00  15948  ($10,206.72)  (10.21%)  $4,943.88  21.23%    $0.00  $0.00
   Buy to Cover  05/01/96  Buy#21  $6.91    ($10,206.72)  $173,889.01    ($18,340.20)  34.93%  (43.84%)  $0.00  $0.00
 61  Buy  05/01/96  Buy#21  $6.91  $0.00  14471  ($2,749.49)  (2.75%)  $14,036.87  40.76%    $0.00  $0.00
   Sell  07/01/96  Short#22  $6.72    ($2,749.49)  $171,139.52    ($20,404.11)  51.26%  (7.98%)  $0.00  $0.00
 62  Sell Short  07/01/96  Short#22  $6.72  $0.00  14880  $4,166.40  4.17%  $4,166.40  82.35%    $0.00  $0.00
   Buy to Cover  07/02/96  Buy#21  $6.44    $4,166.40  $175,305.92    ($892.80)  100.00%  82.35%  $0.00  $0.00
 63  Buy  07/02/96  Buy#21  $6.44  $0.00  15527  ($7,763.50)  (7.76%)  $0.00  0.00%    $0.00  $0.00
   Sell  09/04/96  Short#22  $5.94    ($7,763.50)  $167,542.42    ($29,190.76)  73.40%  (26.60%)  $0.00  $0.00
 64  Sell Short  09/04/96  Short#22  $5.94  $0.00  16835  ($5,387.20)  (5.39%)  $5,218.85  24.80%    $0.00  $0.00
   Buy to Cover  09/20/96  Buy#21  $6.26    ($5,387.20)  $162,155.22    ($15,824.90)  49.60%  (25.60%)  $0.00  $0.00
 65  Buy  09/20/96  Buy#21  $6.26  $0.00  15974  $11,341.54  11.34%  $18,849.32  92.19%    $0.00  $0.00
   Sell  10/22/96  Short#22  $6.97    $11,341.54  $173,496.76    ($1,597.40)  63.28%  55.47%  $0.00  $0.00
 66  Sell Short  10/22/96  Short#22  $6.97  $0.00  14347  $5,595.33  5.60%  $5,595.33  92.86%    $0.00  $0.00
   Buy to Cover  10/23/96  Buy#21  $6.58    $5,595.33  $179,092.09    ($430.41)  100.00%  92.86%  $0.00  $0.00
 67  Buy  10/23/96  Buy#21  $6.58  $0.00  15197  $759.85  0.76%  $3,951.22  40.00%    $0.00  $0.00
   Sell  10/28/96  Short#22  $6.63    $759.85  $179,851.94    ($5,926.83)  67.69%  7.69%  $0.00  $0.00
 68  Sell Short  10/28/96  Short#22  $6.63  $0.00  15082  $5,881.98  5.88%  $5,881.98  92.86%    $0.00  $0.00
   Buy to Cover  10/29/96  Buy#21  $6.24    $5,881.98  $185,733.92    ($452.46)  100.00%  92.86%  $0.00  $0.00
 69  Buy  10/29/96  Buy#21  $6.24  $0.00  16025  $23,877.25  23.88%  $23,877.25  87.65%    $0.00  $0.00
   Sell  01/22/97  Short#22  $7.73    $23,877.25  $209,611.17    ($3,365.25)  100.00%  87.65%  $0.00  $0.00
 70  Sell Short  01/22/97  Short#22  $7.73  $0.00  12936  $3,492.72  3.49%  $3,492.72  56.25%    $0.00  $0.00
   Buy to Cover  01/24/97  Buy#21  $7.46    $3,492.72  $213,103.89    ($2,716.56)  100.00%  56.25%  $0.00  $0.00
 71  Buy  01/24/97  Buy#21  $7.46  $0.00  13404  ($12,867.84)  (12.87%)  $1,742.52  6.95%    $0.00  $0.00
   Sell  04/07/97  Short#22  $6.50    ($12,867.84)  $200,236.05    ($23,322.96)  41.71%  (51.34%)  $0.00  $0.00
 72  Sell Short  04/07/97  Short#22  $6.50  $0.00  15384  $3,076.80  3.08%  $3,076.80  41.67%    $0.00  $0.00
   Buy to Cover  04/10/97  Buy#21  $6.30    $3,076.80  $203,312.85    ($4,307.52)  100.00%  41.67%  $0.00  $0.00
 73  Buy  04/10/97  Buy#21  $6.30  $0.00  15873  $10,634.91  10.63%  $10,634.91  65.05%    $0.00  $0.00
   Sell  04/18/97  Short#22  $6.97    $10,634.91  $213,947.76    ($5,714.28)  100.00%  65.05%  $0.00  $0.00
 74  Sell Short  04/18/97  Short#22  $6.97  $0.00  14347  $4,591.04  4.59%  $4,591.04  72.73%    $0.00  $0.00
   Buy to Cover  04/22/97  Buy#21  $6.65    $4,591.04  $218,538.80    ($1,721.64)  100.00%  72.73%  $0.00  $0.00
 75  Buy  04/22/97  Buy#21  $6.65  $0.00  15037  $2,405.92  2.41%  $9,924.42  88.00%    $0.00  $0.00
   Sell  05/16/97  Short#22  $6.81    $2,405.92  $220,944.72    ($1,353.33)  33.33%  21.33%  $0.00  $0.00
 76  Sell Short  05/16/97  Short#22  $6.81  $0.00  14684  $4,111.52  4.11%  $4,111.52  100.00%    $0.00  $0.00
   Buy to Cover  05/20/97  Buy#21  $6.53    $4,111.52  $225,056.24    $0.00  100.00%  100.00%  $0.00  $0.00
 77  Buy  05/20/97  Buy#21  $6.53  $0.00  15313  $9,647.19  9.65%  $9,647.19  95.45%    $0.00  $0.00
   Sell  05/23/97  Short#22  $7.16    $9,647.19  $234,703.43    ($459.39)  100.00%  95.45%  $0.00  $0.00
 78  Sell Short  05/23/97  Short#22  $7.16  $0.00  13966  $2,653.54  2.65%  $7,401.98  58.89%    $0.00  $0.00
   Buy to Cover  06/03/97  Buy#21  $6.97    $2,653.54  $237,356.97    ($5,167.42)  62.22%  21.11%  $0.00  $0.00
 79  Buy  06/03/97  Buy#21  $6.97  $0.00  14347  $16,068.64  16.07%  $29,554.82  98.56%    $0.00  $0.00
   Sell  09/04/97  Short#22  $8.09    $16,068.64  $253,425.61    ($430.41)  55.02%  53.59%  $0.00  $0.00
 80  Sell Short  09/04/97  Short#22  $8.09  $0.00  12360  ($1,730.40)  (1.73%)  $370.80  5.00%    $0.00  $0.00
   Buy to Cover  09/08/97  Buy#21  $8.23    ($1,730.40)  $251,695.21    ($7,045.20)  71.67%  (23.33%)  $0.00  $0.00
 81  Buy  09/08/97  Buy#21  $8.23  $0.00  12150  $25,029.00  25.03%  $25,029.00  66.67%    $0.00  $0.00
   Sell  01/28/98  Short#22  $10.29    $25,029.00  $276,724.21    ($12,514.50)  100.00%  66.67%  $0.00  $0.00
 82  Sell Short  01/28/98  Short#22  $10.29  $0.00  9718  $2,235.14  2.24%  $2,235.14  58.97%    $0.00  $0.00
   Buy to Cover  01/29/98  Buy#21  $10.06    $2,235.14  $278,959.35    ($1,554.88)  100.00%  58.97%  $0.00  $0.00
 83  Buy  01/29/98  Buy#21  $10.06  $0.00  9940  $8,250.20  8.25%  $8,250.20  61.03%    $0.00  $0.00
   Sell  02/26/98  Short#22  $10.89    $8,250.20  $287,209.55    ($5,268.20)  100.00%  61.03%  $0.00  $0.00
 84  Sell Short  02/26/98  Short#22  $10.89  $0.00  9182  $3,580.98  3.58%  $3,580.98  54.17%    $0.00  $0.00
   Buy to Cover  03/05/98  Buy#21  $10.50    $3,580.98  $290,790.53    ($3,030.06)  100.00%  54.17%  $0.00  $0.00
 85  Buy  03/05/98  Buy#21  $10.50  $0.00  9523  $17,236.63  17.24%  $17,236.63  78.35%    $0.00  $0.00
   Sell  04/02/98  Short#22  $12.31    $17,236.63  $308,027.16    ($4,761.50)  100.00%  78.35%  $0.00  $0.00
 86  Sell Short  04/02/98  Short#22  $12.31  $0.00  8123  ($3,574.12)  (3.57%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  04/06/98  Buy#21  $12.75    ($3,574.12)  $304,453.04    ($8,123.00)  56.00%  (44.00%)  $0.00  $0.00
 87  Buy  04/06/98  Buy#21  $12.75  $0.00  7843  $6,666.55  6.67%  $6,901.84  70.40%    $0.00  $0.00
   Sell  04/24/98  Short#22  $13.60    $6,666.55  $311,119.59    ($2,901.91)  97.60%  68.00%  $0.00  $0.00
 88  Sell Short  04/24/98  Short#22  $13.60  $0.00  7352  $10,145.76  10.15%  $13,821.76  87.04%    $0.00  $0.00
   Buy to Cover  04/30/98  Buy#21  $12.22    $10,145.76  $321,265.35    ($2,058.56)  76.85%  63.89%  $0.00  $0.00
 89  Buy  04/30/98  Buy#21  $12.22  $0.00  8183  $17,429.79  17.43%  $17,429.79  75.53%    $0.00  $0.00
   Sell  06/18/98  Short#22  $14.35    $17,429.79  $338,695.14    ($5,646.27)  100.00%  75.53%  $0.00  $0.00
 90  Sell Short  06/18/98  Short#22  $14.35  $0.00  6968  $2,438.80  2.44%  $5,713.76  86.32%    $0.00  $0.00
   Buy to Cover  06/24/98  Buy#21  $14.00    $2,438.80  $341,133.94    ($905.84)  50.53%  36.84%  $0.00  $0.00
 91  Buy  06/24/98  Buy#21  $14.00  $0.00  7142  ($10,284.48)  (10.29%)  $428.52  1.09%    $0.00  $0.00
   Sell  09/28/98  Short#22  $12.56    ($10,284.48)  $330,849.46    ($38,852.48)  72.73%  (26.18%)  $0.00  $0.00
 92  Sell Short  09/28/98  Short#22  $12.56  $0.00  7961  $1,512.59  1.51%  $1,512.59  17.27%    $0.00  $0.00
   Buy to Cover  09/30/98  Buy#21  $12.37    $1,512.59  $332,362.05    ($7,244.51)  100.00%  17.27%  $0.00  $0.00
 93  Buy  09/30/98  Buy#21  $12.37  $0.00  8084  ($485.04)  (0.49%)  $0.00  0.00%    $0.00  $0.00
   Sell  10/16/98  Short#22  $12.31    ($485.04)  $331,877.01    ($19,644.12)  97.53%  (2.47%)  $0.00  $0.00
 94  Sell Short  10/16/98  Short#22  $12.31  $0.00  8123  ($4,873.80)  (4.87%)  $3,005.51  15.61%    $0.00  $0.00
   Buy to Cover  10/23/98  Buy#21  $12.91    ($4,873.80)  $327,003.21    ($16,246.00)  59.07%  (25.32%)  $0.00  $0.00
 95  Buy  10/23/98  Buy#21  $12.91  $0.00  7745  $9,216.55  9.22%  $9,216.55  52.65%    $0.00  $0.00
   Sell  11/24/98  Short#22  $14.10    $9,216.55  $336,219.76    ($8,287.15)  100.00%  52.65%  $0.00  $0.00
 96  Sell Short  11/24/98  Short#22  $14.10  $0.00  7092  ($4,822.56)  (4.82%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  12/02/98  Buy#21  $14.78    ($4,822.56)  $331,397.20    ($17,020.80)  71.67%  (28.33%)  $0.00  $0.00
 97  Buy  12/02/98  Buy#21  $14.78  $0.00  6765  $1,894.20  1.89%  $9,538.65  57.79%    $0.00  $0.00
   Sell  12/23/98  Short#22  $15.06    $1,894.20  $333,291.40    ($6,967.95)  53.69%  11.48%  $0.00  $0.00
 98  Sell Short  12/23/98  Short#22  $15.06  $0.00  6640  ($996.00)  (1.00%)  $3,320.00  29.07%    $0.00  $0.00
   Buy to Cover  12/29/98  Buy#21  $15.21    ($996.00)  $332,295.40    ($8,100.80)  62.21%  (8.72%)  $0.00  $0.00
 99  Buy  12/29/98  Buy#21  $15.21  $0.00  6574  $13,082.26  13.08%  $13,082.26  97.55%    $0.00  $0.00
   Sell  12/30/98  Short#22  $17.20    $13,082.26  $345,377.66    ($328.70)  100.00%  97.55%  $0.00  $0.00
 100  Sell Short  12/30/98  Short#22  $17.20  $0.00  5813  $4,301.62  4.30%  $4,301.62  65.49%    $0.00  $0.00
   Buy to Cover  12/31/98  Buy#21  $16.46    $4,301.62  $349,679.28    ($2,267.07)  100.00%  65.49%  $0.00  $0.00
 101  Buy  12/31/98  Buy#21  $16.46  $0.00  6075  $60.75  0.06%  $5,163.75  38.99%    $0.00  $0.00
   Sell  01/25/99  Short#22  $16.47    $60.75  $349,740.03    ($8,079.75)  61.47%  0.46%  $0.00  $0.00
 102  Sell Short  01/25/99  Short#22  $16.47  $0.00  6071  $2,731.95  2.73%  $3,217.63  42.40%    $0.00  $0.00
   Buy to Cover  01/29/99  Buy#21  $16.02    $2,731.95  $352,471.98    ($4,371.12)  93.60%  36.00%  $0.00  $0.00
 103  Buy  01/29/99  Buy#21  $16.02  $0.00  6242  $3,557.94  3.56%  $3,557.94  24.36%    $0.00  $0.00
   Sell  03/08/99  Short#22  $16.59    $3,557.94  $356,029.92    ($11,048.34)  100.00%  24.36%  $0.00  $0.00
 104  Sell Short  03/08/99  Short#22  $16.59  $0.00  6027  $5,725.65  5.73%  $6,027.00  62.50%    $0.00  $0.00
   Buy to Cover  03/19/99  Buy#21  $15.64    $5,725.65  $361,755.57    ($3,616.20)  96.87%  59.37%  $0.00  $0.00
 105  Buy  03/19/99  Buy#21  $15.64  $0.00  6393  $7,479.81  7.48%  $7,479.81  56.80%    $0.00  $0.00
   Sell  03/26/99  Short#22  $16.81    $7,479.81  $369,235.38    ($5,689.77)  100.00%  56.80%  $0.00  $0.00
 106  Sell Short  03/26/99  Short#22  $16.81  $0.00  5948  $2,498.16  2.50%  $2,498.16  52.50%    $0.00  $0.00
   Buy to Cover  03/29/99  Buy#21  $16.39    $2,498.16  $371,733.54    ($2,260.24)  100.00%  52.50%  $0.00  $0.00
 107  Buy  03/29/99  Buy#21  $16.39  $0.00  6101  $16,289.67  16.29%  $17,814.92  99.66%    $0.00  $0.00
   Sell  04/26/99  Short#22  $19.06    $16,289.67  $388,023.21    ($61.01)  91.47%  91.13%  $0.00  $0.00
 108  Sell Short  04/26/99  Short#22  $19.06  $0.00  5246  $5,246.00  5.25%  $5,246.00  84.03%    $0.00  $0.00
   Buy to Cover  04/28/99  Buy#21  $18.06    $5,246.00  $393,269.21    ($996.74)  100.00%  84.03%  $0.00  $0.00
 109  Buy  04/28/99  Buy#21  $18.06  $0.00  5537  $7,807.17  7.81%  $9,025.31  70.56%    $0.00  $0.00
   Sell  05/12/99  Short#22  $19.47    $7,807.17  $401,076.38    ($3,765.16)  90.48%  61.04%  $0.00  $0.00
 110  Sell Short  05/12/99  Short#22  $19.47  $0.00  5136  $7,549.92  7.55%  $7,549.92  98.00%    $0.00  $0.00
   Buy to Cover  05/14/99  Buy#21  $18.00    $7,549.92  $408,626.30    ($154.08)  100.00%  98.00%  $0.00  $0.00
 111  Buy  05/14/99  Buy#21  $18.00  $0.00  5555  $0.00  0.00%  $1,055.45  19.00%    $0.00  $0.00
   Sell  05/18/99  Short#22  $18.00    $0.00  $408,626.30    ($4,499.55)  81.00%  0.00%  $0.00  $0.00
 112  Sell Short  05/18/99  Short#22  $18.00  $0.00  5555  $1,777.60  1.78%  $2,444.20  33.33%    $0.00  $0.00
   Buy to Cover  05/21/99  Buy#21  $17.68    $1,777.60  $410,403.90    ($4,888.40)  90.91%  24.24%  $0.00  $0.00
 113  Buy  05/21/99  Buy#21  $17.68  $0.00  5656  ($2,262.40)  (2.26%)  $56.56  0.47%    $0.00  $0.00
   Sell  06/02/99  Short#22  $17.28    ($2,262.40)  $408,141.50    ($11,990.72)  80.75%  (18.78%)  $0.00  $0.00
 114  Sell Short  06/02/99  Short#22  $17.28  $0.00  5787  ($4,687.47)  (4.69%)  $173.61  2.13%    $0.00  $0.00
   Buy to Cover  06/08/99  Buy#21  $18.09    ($4,687.47)  $403,454.03    ($7,986.06)  40.43%  (57.45%)  $0.00  $0.00
 115  Buy  06/08/99  Buy#21  $18.09  $0.00  5527  ($1,160.67)  (1.16%)  $0.00  0.00%    $0.00  $0.00
   Sell  06/10/99  Short#22  $17.88    ($1,160.67)  $402,293.36    ($6,908.75)  83.20%  (16.80%)  $0.00  $0.00
 116  Sell Short  06/10/99  Short#22  $17.88  $0.00  5592  $2,740.08  2.74%  $4,920.96  77.88%    $0.00  $0.00
   Buy to Cover  06/15/99  Buy#21  $17.39    $2,740.08  $405,033.44    ($1,398.00)  65.49%  43.36%  $0.00  $0.00
 117  Buy  06/15/99  Buy#21  $17.39  $0.00  5750  $9,775.00  9.78%  $11,960.00  82.21%    $0.00  $0.00
   Sell  07/22/99  Short#22  $19.09    $9,775.00  $414,808.44    ($2,587.50)  84.98%  67.19%  $0.00  $0.00
 118  Sell Short  07/22/99  Short#22  $19.09  $0.00  5238  $3,980.88  3.98%  $3,980.88  95.00%    $0.00  $0.00
   Buy to Cover  07/26/99  Buy#21  $18.33    $3,980.88  $418,789.32    ($209.52)  100.00%  95.00%  $0.00  $0.00
 119  Buy  07/26/99  Buy#21  $18.33  $0.00  5455  ($17,837.85)  (17.84%)  $0.00  0.00%    $0.00  $0.00
   Sell  08/11/99  Short#22  $15.06    ($17,837.85)  $400,951.47    ($29,402.45)  39.33%  (60.67%)  $0.00  $0.00
 120  Sell Short  08/11/99  Short#22  $15.06  $0.00  6640  $3,386.40  3.39%  $3,386.40  61.45%    $0.00  $0.00
   Buy to Cover  08/12/99  Buy#21  $14.55    $3,386.40  $404,337.87    ($2,124.80)  100.00%  61.45%  $0.00  $0.00
 121  Buy  08/12/99  Buy#21  $14.55  $0.00  6872  $20,272.40  20.27%  $21,165.76  63.11%    $0.00  $0.00
   Sell  10/04/99  Short#22  $17.50    $20,272.40  $424,610.27    ($12,369.60)  97.34%  60.45%  $0.00  $0.00
 122  Sell Short  10/04/99  Short#22  $17.50  $0.00  5714  $914.24  0.91%  $3,199.84  52.83%    $0.00  $0.00
   Buy to Cover  10/12/99  Buy#21  $17.34    $914.24  $425,524.51    ($2,857.00)  62.26%  15.09%  $0.00  $0.00
 123  Buy  10/12/99  Buy#21  $17.34  $0.00  5767  ($6,632.05)  (6.63%)  $1,268.74  8.70%    $0.00  $0.00
   Sell  10/19/99  Short#22  $16.19    ($6,632.05)  $418,892.46    ($13,321.77)  45.85%  (45.45%)  $0.00  $0.00
 124  Sell Short  10/19/99  Short#22  $16.19  $0.00  6176  ($3,211.52)  (3.21%)  $2,346.88  17.59%    $0.00  $0.00
   Buy to Cover  10/26/99  Buy#21  $16.71    ($3,211.52)  $415,680.94    ($10,993.28)  58.33%  (24.07%)  $0.00  $0.00
 125  Buy  10/26/99  Buy#21  $16.71  $0.00  5984  $7,061.12  7.06%  $7,360.32  52.34%    $0.00  $0.00
   Sell  11/04/99  Short#22  $17.89    $7,061.12  $422,742.06    ($6,702.08)  97.87%  50.21%  $0.00  $0.00
 126  Sell Short  11/04/99  Short#22  $17.89  $0.00  5589  $1,676.70  1.68%  $1,676.70  32.97%    $0.00  $0.00
   Buy to Cover  11/05/99  Buy#21  $17.59    $1,676.70  $424,418.76    ($3,409.29)  100.00%  32.97%  $0.00  $0.00
 127  Buy  11/05/99  Buy#21  $17.59  $0.00  5685  ($2,956.20)  (2.96%)  $3,411.00  16.53%    $0.00  $0.00
   Sell  12/31/99  Short#22  $17.07    ($2,956.20)  $421,462.56    ($17,225.55)  69.15%  (14.33%)  $0.00  $0.00
 128  Sell Short  12/31/99  Short#22  $17.07  $0.00  5858  $1,464.50  1.46%  $1,464.50  21.19%    $0.00  $0.00
   Buy to Cover  01/03/00  Buy#21  $16.82    $1,464.50  $422,927.06    ($5,447.94)  100.00%  21.19%  $0.00  $0.00
 129  Buy  01/03/00  Buy#21  $16.82  $0.00  5945  ($21,937.05)  (21.94%)  $5,172.15  13.45%    $0.00  $0.00
   Sell  02/29/00  Short#22  $13.13    ($21,937.05)  $400,990.01    ($33,292.00)  29.52%  (57.03%)  $0.00  $0.00
 130  Sell Short  02/29/00  Short#22  $13.13  $0.00  7616  ($1,218.56)  (1.22%)  $1,447.04  13.19%    $0.00  $0.00
   Buy to Cover  03/03/00  Buy#21  $13.29    ($1,218.56)  $399,771.45    ($9,520.00)  75.69%  (11.11%)  $0.00  $0.00
 131  Buy  03/03/00  Buy#21  $13.29  $0.00  7524  $17,606.16  17.61%  $17,606.16  50.54%    $0.00  $0.00
   Sell  03/17/00  Short#22  $15.63    $17,606.16  $417,377.61    ($17,229.96)  100.00%  50.54%  $0.00  $0.00
 132  Sell Short  03/17/00  Short#22  $15.63  $0.00  6397  $895.58  0.90%  $895.58  21.88%    $0.00  $0.00
   Buy to Cover  03/21/00  Buy#21  $15.49    $895.58  $418,273.19    ($3,198.50)  100.00%  21.88%  $0.00  $0.00
 133  Buy  03/21/00  Buy#21  $15.49  $0.00  6455  $32,726.85  32.73%  $46,863.30  84.22%    $0.00  $0.00
   Sell  05/16/00  Short#22  $20.56    $32,726.85  $451,000.04    ($8,778.80)  74.59%  58.82%  $0.00  $0.00
 134  Sell Short  05/16/00  Short#22  $20.56  $0.00  4863  $7,197.24  7.20%  $7,197.24  82.22%    $0.00  $0.00
   Buy to Cover  05/17/00  Buy#21  $19.08    $7,197.24  $458,197.28    ($1,556.16)  100.00%  82.22%  $0.00  $0.00
 135  Buy  05/17/00  Buy#21  $19.08  $0.00  5241  ($4,350.03)  (4.35%)  $262.05  1.58%    $0.00  $0.00
   Sell  05/30/00  Short#22  $18.25    ($4,350.03)  $453,847.25    ($16,299.51)  72.15%  (26.27%)  $0.00  $0.00
 136  Sell Short  05/30/00  Short#22  $18.25  $0.00  5479  $5,314.63  5.32%  $5,314.63  35.02%    $0.00  $0.00
   Buy to Cover  06/07/00  Buy#21  $17.28    $5,314.63  $459,161.88    ($9,862.20)  100.00%  35.02%  $0.00  $0.00
 137  Buy  06/07/00  Buy#21  $17.28  $0.00  5787  $6,365.70  6.37%  $19,733.67  69.88%    $0.00  $0.00
   Sell  08/23/00  Short#22  $18.38    $6,365.70  $465,527.58    ($8,506.89)  52.66%  22.54%  $0.00  $0.00
 138  Sell Short  08/23/00  Short#22  $18.38  $0.00  5440  $2,284.80  2.29%  $2,284.80  27.27%    $0.00  $0.00
   Buy to Cover  08/28/00  Buy#21  $17.96    $2,284.80  $467,812.38    ($6,092.80)  100.00%  27.27%  $0.00  $0.00
 139  Buy  08/28/00  Buy#21  $17.96  $0.00  5567  $39,191.68  39.20%  $39,191.68  88.00%    $0.00  $0.00
   Sell  09/22/00  Short#22  $25.00    $39,191.68  $507,004.06    ($5,344.32)  100.00%  88.00%  $0.00  $0.00
 140  Sell Short  09/22/00  Short#22  $25.00  $0.00  4000  $1,440.00  1.44%  $1,440.00  39.13%    $0.00  $0.00
   Buy to Cover  09/26/00  Buy#21  $24.64    $1,440.00  $508,444.06    ($2,240.00)  100.00%  39.13%  $0.00  $0.00
 141  Buy  09/26/00  Buy#21  $24.64  $0.00  4058  $446.38  0.45%  $4,504.38  20.67%    $0.00  $0.00
   Sell  10/23/00  Short#22  $24.75    $446.38  $508,890.44    ($17,287.08)  81.38%  2.05%  $0.00  $0.00
 142  Sell Short  10/23/00  Short#22  $24.75  $0.00  4040  ($3,434.00)  (3.43%)  $6,544.80  38.76%    $0.00  $0.00
   Buy to Cover  11/02/00  Buy#21  $25.60    ($3,434.00)  $505,456.44    ($10,342.40)  40.91%  (20.33%)  $0.00  $0.00
 143  Buy  11/02/00  Buy#21  $25.60  $0.00  3906  ($18,944.10)  (18.95%)  $1,796.76  6.57%    $0.00  $0.00
   Sell  12/05/00  Short#22  $20.75    ($18,944.10)  $486,512.34    ($25,545.24)  24.14%  (69.29%)  $0.00  $0.00
 144  Sell Short  12/05/00  Short#22  $20.75  $0.00  4819  ($1,590.27)  (1.59%)  $289.14  1.92%    $0.00  $0.00
   Buy to Cover  12/11/00  Buy#21  $21.08    ($1,590.27)  $484,922.07    ($14,746.14)  87.50%  (10.58%)  $0.00  $0.00
 145  Buy  12/11/00  Buy#21  $21.08  $0.00  4743  $18,023.40  18.03%  $18,023.40  74.95%    $0.00  $0.00
   Sell  01/04/01  Short#22  $24.88    $18,023.40  $502,945.47    ($6,023.61)  100.00%  74.95%  $0.00  $0.00
 146  Sell Short  01/04/01  Short#22  $24.88  $0.00  4019  $8,198.76  8.20%  $9,565.22  100.00%    $0.00  $0.00
   Buy to Cover  01/08/01  Buy#21  $22.84    $8,198.76  $511,144.23    $0.00  85.71%  85.71%  $0.00  $0.00
 147  Buy  01/08/01  Buy#21  $22.84  $0.00  4378  $3,458.62  3.46%  $3,458.62  35.11%    $0.00  $0.00
   Sell  01/12/01  Short#22  $23.63    $3,458.62  $514,602.85    ($6,391.88)  100.00%  35.11%  $0.00  $0.00
 148  Sell Short  01/12/01  Short#22  $23.63  $0.00  4231  ($2,750.15)  (2.75%)  $4,781.03  42.01%    $0.00  $0.00
   Buy to Cover  01/18/01  Buy#21  $24.28    ($2,750.15)  $511,852.70    ($6,600.36)  33.83%  (24.16%)  $0.00  $0.00
 149  Buy  01/18/01  Buy#21  $24.28  $0.00  4118  $3,541.48  3.54%  $3,994.46  18.48%    $0.00  $0.00
   Sell  01/30/01  Short#22  $25.14    $3,541.48  $515,394.18    ($17,625.04)  97.90%  16.38%  $0.00  $0.00
 150  Sell Short  01/30/01  Short#22  $25.14  $0.00  3977  ($4,653.09)  (4.65%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  02/08/01  Buy#21  $26.31    ($4,653.09)  $510,741.09    ($9,624.34)  51.65%  (48.35%)  $0.00  $0.00
 151  Buy  02/08/01  Buy#21  $26.31  $0.00  3800  $2,166.00  2.17%  $2,166.00  34.97%    $0.00  $0.00
   Sell  02/12/01  Short#22  $26.88    $2,166.00  $512,907.09    ($4,028.00)  100.00%  34.97%  $0.00  $0.00
 152  Sell Short  02/12/01  Short#22  $26.88  $0.00  3720  $2,752.80  2.75%  $2,752.80  66.67%    $0.00  $0.00
   Buy to Cover  02/14/01  Buy#21  $26.14    $2,752.80  $515,659.89    ($1,376.40)  100.00%  66.67%  $0.00  $0.00
 153  Buy  02/14/01  Buy#21  $26.14  $0.00  3825  $3,786.75  3.79%  $3,786.75  75.00%    $0.00  $0.00
   Sell  02/15/01  Short#22  $27.13    $3,786.75  $519,446.64    ($1,262.25)  100.00%  75.00%  $0.00  $0.00
 154  Sell Short  02/15/01  Short#22  $27.13  $0.00  3685  $3,942.95  3.94%  $3,942.95  100.00%    $0.00  $0.00
   Buy to Cover  02/16/01  Buy#21  $26.06    $3,942.95  $523,389.59    $0.00  100.00%  100.00%  $0.00  $0.00
 155  Buy  02/16/01  Buy#21  $26.06  $0.00  3837  ($230.22)  (0.23%)  $6,714.75  44.53%    $0.00  $0.00
   Sell  02/26/01  Short#22  $26.00    ($230.22)  $523,159.37    ($8,364.66)  53.94%  (1.53%)  $0.00  $0.00
 156  Sell Short  02/26/01  Short#22  $26.00  $0.00  3846  $499.98  0.50%  $499.98  11.50%    $0.00  $0.00
   Buy to Cover  02/27/01  Buy#21  $25.87    $499.98  $523,659.35    ($3,846.00)  100.00%  11.50%  $0.00  $0.00
 157  Buy  02/27/01  Buy#21  $25.87  $0.00  3865  $10,667.40  10.67%  $12,329.35  48.63%    $0.00  $0.00
   Sell  04/10/01  Short#22  $28.63    $10,667.40  $534,326.75    ($13,025.05)  93.45%  42.07%  $0.00  $0.00
 158  Sell Short  04/10/01  Short#22  $28.63  $0.00  3492  $4,853.88  4.86%  $4,853.88  74.73%    $0.00  $0.00
   Buy to Cover  04/11/01  Buy#21  $27.24    $4,853.88  $539,180.63    ($1,641.24)  100.00%  74.73%  $0.00  $0.00
 159  Buy  04/11/01  Buy#21  $27.24  $0.00  3671  $17,106.86  17.11%  $17,106.86  73.04%    $0.00  $0.00
   Sell  05/22/01  Short#22  $31.90    $17,106.86  $556,287.49    ($6,314.12)  100.00%  73.04%  $0.00  $0.00
 160  Sell Short  05/22/01  Short#22  $31.90  $0.00  3134  $3,228.02  3.23%  $3,228.02  100.00%    $0.00  $0.00
   Buy to Cover  05/23/01  Buy#21  $30.87    $3,228.02  $559,515.51    $0.00  100.00%  100.00%  $0.00  $0.00
 161  Buy  05/23/01  Buy#21  $30.87  $0.00  3239  $1,004.09  1.00%  $1,004.09  19.02%    $0.00  $0.00
   Sell  05/29/01  Short#22  $31.18    $1,004.09  $560,519.60    ($4,275.48)  100.00%  19.02%  $0.00  $0.00
 162  Sell Short  05/29/01  Short#22  $31.18  $0.00  3207  $6,125.37  6.13%  $6,125.37  97.45%    $0.00  $0.00
   Buy to Cover  05/30/01  Buy#21  $29.27    $6,125.37  $566,644.97    ($160.35)  100.00%  97.45%  $0.00  $0.00
 163  Buy  05/30/01  Buy#21  $29.27  $0.00  3416  $7,036.96  7.04%  $11,409.44  72.45%    $0.00  $0.00
   Sell  07/13/01  Short#22  $31.33    $7,036.96  $573,681.93    ($4,338.32)  72.23%  44.69%  $0.00  $0.00
 164  Sell Short  07/13/01  Short#22  $31.33  $0.00  3191  ($2,935.72)  (2.94%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  07/20/01  Buy#21  $32.25    ($2,935.72)  $570,746.21    ($8,360.42)  64.89%  (35.11%)  $0.00  $0.00
 165  Buy  07/20/01  Buy#21  $32.25  $0.00  3100  ($19,685.00)  (19.69%)  $2,635.00  5.90%    $0.00  $0.00
   Sell  09/28/01  Short#22  $25.90    ($19,685.00)  $551,061.21    ($42,005.00)  50.00%  (44.10%)  $0.00  $0.00
 166  Sell Short  09/28/01  Short#22  $25.90  $0.00  3861  $5,289.57  5.29%  $5,289.57  89.54%    $0.00  $0.00
   Buy to Cover  10/01/01  Buy#21  $24.53    $5,289.57  $556,350.78    ($617.76)  100.00%  89.54%  $0.00  $0.00
 167  Buy  10/01/01  Buy#21  $24.53  $0.00  4076  $5,991.72  5.99%  $19,442.52  82.10%    $0.00  $0.00
   Sell  11/02/01  Short#22  $26.00    $5,991.72  $562,342.50    ($4,239.04)  43.20%  25.30%  $0.00  $0.00
 168  Sell Short  11/02/01  Short#22  $26.00  $0.00  3846  ($12,037.98)  (12.04%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  11/12/01  Buy#21  $29.13    ($12,037.98)  $550,304.52    ($17,576.22)  31.51%  (68.49%)  $0.00  $0.00
 169  Buy  11/12/01  Buy#21  $29.13  $0.00  3432  $8,065.20  8.07%  $8,065.20  69.53%    $0.00  $0.00
   Sell  11/14/01  Short#22  $31.48    $8,065.20  $558,369.72    ($3,534.96)  100.00%  69.53%  $0.00  $0.00
 170  Sell Short  11/14/01  Short#22  $31.48  $0.00  3176  ($3,303.04)  (3.30%)  $5,653.28  44.17%    $0.00  $0.00
   Buy to Cover  11/28/01  Buy#21  $32.52    ($3,303.04)  $555,066.68    ($7,146.00)  30.02%  (25.81%)  $0.00  $0.00
 171  Buy  11/28/01  Buy#21  $32.52  $0.00  3075  $4,305.00  4.31%  $9,778.50  69.13%    $0.00  $0.00
   Sell  01/07/02  Short#22  $33.92    $4,305.00  $559,371.68    ($4,366.50)  61.30%  30.43%  $0.00  $0.00
 172  Sell Short  01/07/02  Short#22  $33.92  $0.00  2948  ($206.36)  (0.21%)  $678.04  18.25%    $0.00  $0.00
   Buy to Cover  01/09/02  Buy#21  $33.99    ($206.36)  $559,165.32    ($3,036.44)  76.19%  (5.56%)  $0.00  $0.00
 173  Buy  01/09/02  Buy#21  $33.99  $0.00  2942  ($4,766.04)  (4.77%)  $0.00  0.00%    $0.00  $0.00
   Sell  01/24/02  Short#22  $32.37    ($4,766.04)  $554,399.28    ($10,002.80)  52.35%  (47.65%)  $0.00  $0.00
 174  Sell Short  01/24/02  Short#22  $32.37  $0.00  3089  ($525.13)  (0.53%)  $2,193.19  32.87%    $0.00  $0.00
   Buy to Cover  01/29/02  Buy#21  $32.54    ($525.13)  $553,874.15    ($4,479.05)  59.26%  (7.87%)  $0.00  $0.00
 175  Buy  01/29/02  Buy#21  $32.54  $0.00  3073  $8,512.21  8.51%  $8,512.21  89.07%    $0.00  $0.00
   Sell  02/14/02  Short#22  $35.31    $8,512.21  $562,386.36    ($1,044.82)  100.00%  89.07%  $0.00  $0.00
 176  Sell Short  02/14/02  Short#22  $35.31  $0.00  2832  $3,483.36  3.48%  $3,483.36  50.20%    $0.00  $0.00
   Buy to Cover  02/19/02  Buy#21  $34.08    $3,483.36  $565,869.72    ($3,455.04)  100.00%  50.20%  $0.00  $0.00
 177  Buy  02/19/02  Buy#21  $34.08  $0.00  2934  ($5,515.92)  (5.52%)  $2,259.18  20.48%    $0.00  $0.00
   Sell  03/07/02  Short#22  $32.20    ($5,515.92)  $560,353.80    ($8,772.66)  29.52%  (50.00%)  $0.00  $0.00
 178  Sell Short  03/07/02  Short#22  $32.20  $0.00  3105  $496.80  0.50%  $2,452.95  55.63%    $0.00  $0.00
   Buy to Cover  03/11/02  Buy#21  $32.04    $496.80  $560,850.60    ($1,956.15)  55.63%  11.27%  $0.00  $0.00
 179  Buy  03/11/02  Buy#21  $32.04  $0.00  3121  $1,029.93  1.03%  $4,556.66  73.00%    $0.00  $0.00
   Sell  03/22/02  Short#22  $32.37    $1,029.93  $561,880.53    ($1,685.34)  43.50%  16.50%  $0.00  $0.00
 180  Sell Short  03/22/02  Short#22  $32.37  $0.00  3089  $2,502.09  2.50%  $2,502.09  93.10%    $0.00  $0.00
   Buy to Cover  03/25/02  Buy#21  $31.56    $2,502.09  $564,382.62    ($185.34)  100.00%  93.10%  $0.00  $0.00
 181  Buy  03/25/02  Buy#21  $31.56  $0.00  3168  $6,969.60  6.97%  $6,969.60  87.65%    $0.00  $0.00
   Sell  03/28/02  Short#22  $33.76    $6,969.60  $571,352.22    ($982.08)  100.00%  87.65%  $0.00  $0.00
 182  Sell Short  03/28/02  Short#22  $33.76  $0.00  2962  $977.46  0.98%  $977.46  25.00%    $0.00  $0.00
   Buy to Cover  04/01/02  Buy#21  $33.43    $977.46  $572,329.68    ($2,932.38)  100.00%  25.00%  $0.00  $0.00
 183  Buy  04/01/02  Buy#21  $33.43  $0.00  2991  $10,797.51  10.80%  $10,797.51  63.78%    $0.00  $0.00
   Sell  04/25/02  Short#22  $37.04    $10,797.51  $583,127.19    ($6,131.55)  100.00%  63.78%  $0.00  $0.00
 184  Sell Short  04/25/02  Short#22  $37.04  $0.00  2699  $2,186.19  2.19%  $2,672.01  60.00%    $0.00  $0.00
   Buy to Cover  05/06/02  Buy#21  $36.23    $2,186.19  $585,313.38    ($1,781.34)  89.09%  49.09%  $0.00  $0.00
 185  Buy  05/06/02  Buy#21  $36.23  $0.00  2760  ($4,360.80)  (4.36%)  $2,373.60  22.11%    $0.00  $0.00
   Sell  05/31/02  Short#22  $34.65    ($4,360.80)  $580,952.58    ($8,362.80)  37.28%  (40.62%)  $0.00  $0.00
 186  Sell Short  05/31/02  Short#22  $34.65  $0.00  2886  $981.24  0.98%  $1,010.10  33.65%    $0.00  $0.00
   Buy to Cover  06/04/02  Buy#21  $34.31    $981.24  $581,933.82    ($1,991.34)  99.04%  32.69%  $0.00  $0.00
 187  Buy  06/04/02  Buy#21  $34.31  $0.00  2914  $4,574.98  4.58%  $4,574.98  64.08%    $0.00  $0.00
   Sell  06/06/02  Short#22  $35.88    $4,574.98  $586,508.80    ($2,564.32)  100.00%  64.08%  $0.00  $0.00
 188  Sell Short  06/06/02  Short#22  $35.88  $0.00  2787  $3,595.23  3.60%  $3,595.23  94.16%    $0.00  $0.00
   Buy to Cover  06/07/02  Buy#21  $34.59    $3,595.23  $590,104.03    ($222.96)  100.00%  94.16%  $0.00  $0.00
 189  Buy  06/07/02  Buy#21  $34.59  $0.00  2891  $9,366.84  9.37%  $9,366.84  65.19%    $0.00  $0.00
   Sell  06/28/02  Short#22  $37.83    $9,366.84  $599,470.87    ($5,001.43)  100.00%  65.19%  $0.00  $0.00
 190  Sell Short  06/28/02  Short#22  $37.83  $0.00  2643  $1,638.66  1.64%  $1,638.66  89.86%    $0.00  $0.00
   Buy to Cover  07/01/02  Buy#21  $37.21    $1,638.66  $601,109.53    ($185.01)  100.00%  89.86%  $0.00  $0.00
 191  Buy  07/01/02  Buy#21  $37.21  $0.00  2687  ($9,700.07)  (9.70%)  $1,316.63  4.89%    $0.00  $0.00
   Sell  07/30/02  Short#22  $33.60    ($9,700.07)  $591,409.46    ($25,633.98)  59.12%  (35.99%)  $0.00  $0.00
 192  Sell Short  07/30/02  Short#22  $33.60  $0.00  2976  $7,350.72  7.35%  $7,350.72  93.92%    $0.00  $0.00
   Buy to Cover  07/31/02  Buy#21  $31.13    $7,350.72  $598,760.18    ($476.16)  100.00%  93.92%  $0.00  $0.00
 193  Buy  07/31/02  Buy#21  $31.13  $0.00  3212  $4,785.88  4.79%  $4,785.88  25.17%    $0.00  $0.00
   Sell  08/15/02  Short#22  $32.62    $4,785.88  $603,546.06    ($14,229.16)  100.00%  25.17%  $0.00  $0.00
 194  Sell Short  08/15/02  Short#22  $32.62  $0.00  3065  ($2,084.20)  (2.08%)  $2,298.75  26.69%    $0.00  $0.00
   Buy to Cover  08/21/02  Buy#21  $33.30    ($2,084.20)  $601,461.86    ($6,313.90)  49.11%  (24.20%)  $0.00  $0.00
 195  Buy  08/21/02  Buy#21  $33.30  $0.00  3003  $6,786.78  6.79%  $12,612.60  50.48%    $0.00  $0.00
   Sell  11/06/02  Short#22  $35.56    $6,786.78  $608,248.64    ($12,372.36)  76.68%  27.16%  $0.00  $0.00
 196  Sell Short  11/06/02  Short#22  $35.56  $0.00  2812  $4,246.12  4.25%  $4,246.12  83.89%    $0.00  $0.00
   Buy to Cover  11/07/02  Buy#21  $34.05    $4,246.12  $612,494.76    ($815.48)  100.00%  83.89%  $0.00  $0.00
 197  Buy  11/07/02  Buy#21  $34.05  $0.00  2936  ($2,025.84)  (2.03%)  $6,136.24  48.95%    $0.00  $0.00
   Sell  12/17/02  Short#22  $33.36    ($2,025.84)  $610,468.92    ($6,400.48)  34.89%  (16.16%)  $0.00  $0.00
 198  Sell Short  12/17/02  Short#22  $33.36  $0.00  2997  $3,206.79  3.21%  $3,206.79  88.43%    $0.00  $0.00
   Buy to Cover  12/18/02  Buy#21  $32.29    $3,206.79  $613,675.71    ($419.58)  100.00%  88.43%  $0.00  $0.00
 199  Buy  12/18/02  Buy#21  $32.29  $0.00  3096  $13,962.96  13.97%  $13,962.96  92.42%    $0.00  $0.00
   Sell  01/10/03  Short#22  $36.80    $13,962.96  $627,638.67    ($1,145.52)  100.00%  92.42%  $0.00  $0.00
 200  Sell Short  01/10/03  Short#22  $36.80  $0.00  2717  $1,847.56  1.85%  $1,847.56  62.96%    $0.00  $0.00
   Buy to Cover  01/14/03  Buy#21  $36.12    $1,847.56  $629,486.23    ($1,086.80)  100.00%  62.96%  $0.00  $0.00
 201  Buy  01/14/03  Buy#21  $36.12  $0.00  2768  ($9,189.76)  (9.19%)  $1,467.04  9.11%    $0.00  $0.00
   Sell  02/18/03  Short#22  $32.80    ($9,189.76)  $620,296.47    ($14,642.72)  33.85%  (57.04%)  $0.00  $0.00
 202  Sell Short  02/18/03  Short#22  $32.80  $0.00  3048  $457.20  0.46%  $1,005.84  14.86%    $0.00  $0.00
   Buy to Cover  03/04/03  Buy#21  $32.65    $457.20  $620,753.67    ($5,760.72)  91.89%  6.76%  $0.00  $0.00
 203  Buy  03/04/03  Buy#21  $32.65  $0.00  3062  $28,752.18  28.76%  $30,926.20  80.35%    $0.00  $0.00
   Sell  06/04/03  Short#22  $42.04    $28,752.18  $649,505.85    ($7,563.14)  94.35%  74.70%  $0.00  $0.00
 204  Sell Short  06/04/03  Short#22  $42.04  $0.00  2378  ($1,070.10)  (1.07%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  06/09/03  Buy#21  $42.49    ($1,070.10)  $648,435.75    ($7,038.88)  84.80%  (15.20%)  $0.00  $0.00
 205  Buy  06/09/03  Buy#21  $42.49  $0.00  2353  $2,541.24  2.54%  $2,541.24  63.53%    $0.00  $0.00
   Sell  06/12/03  Short#22  $43.57    $2,541.24  $650,976.99    ($1,458.86)  100.00%  63.53%  $0.00  $0.00
 206  Sell Short  06/12/03  Short#22  $43.57  $0.00  2295  $2,570.40  2.57%  $2,570.40  78.87%    $0.00  $0.00
   Buy to Cover  06/13/03  Buy#21  $42.45    $2,570.40  $653,547.39    ($688.50)  100.00%  78.87%  $0.00  $0.00
 207  Buy  06/13/03  Buy#21  $42.45  $0.00  2355  ($6,358.50)  (6.36%)  $1,483.65  13.76%    $0.00  $0.00
   Sell  06/24/03  Short#22  $39.75    ($6,358.50)  $647,188.89    ($9,302.25)  27.29%  (58.95%)  $0.00  $0.00
 208  Sell Short  06/24/03  Short#22  $39.75  $0.00  2515  $1,685.05  1.69%  $1,685.05  51.54%    $0.00  $0.00
   Buy to Cover  06/25/03  Buy#21  $39.08    $1,685.05  $648,873.94    ($1,584.45)  100.00%  51.54%  $0.00  $0.00
 209  Buy  06/25/03  Buy#21  $39.08  $0.00  2558  $179.06  0.18%  $4,271.86  38.22%    $0.00  $0.00
   Sell  07/28/03  Short#22  $39.15    $179.06  $649,053.00    ($6,906.60)  63.39%  1.60%  $0.00  $0.00
 210  Sell Short  07/28/03  Short#22  $39.15  $0.00  2554  $1,328.08  1.33%  $1,328.08  64.20%    $0.00  $0.00
   Buy to Cover  07/29/03  Buy#21  $38.63    $1,328.08  $650,381.08    ($740.66)  100.00%  64.20%  $0.00  $0.00
 211  Buy  07/29/03  Buy#21  $38.63  $0.00  2588  $6,780.56  6.78%  $13,172.92  81.83%    $0.00  $0.00
   Sell  10/08/03  Short#22  $41.25    $6,780.56  $657,161.64    ($2,924.44)  60.29%  42.12%  $0.00  $0.00
 212  Sell Short  10/08/03  Short#22  $41.25  $0.00  2424  $1,212.00  1.21%  $3,490.56  67.29%    $0.00  $0.00
   Buy to Cover  10/17/03  Buy#21  $40.75    $1,212.00  $658,373.64    ($1,696.80)  56.07%  23.36%  $0.00  $0.00
 213  Buy  10/17/03  Buy#21  $40.75  $0.00  2453  $6,034.38  6.04%  $6,034.38  76.64%    $0.00  $0.00
   Sell  10/29/03  Short#22  $43.21    $6,034.38  $664,408.02    ($1,839.75)  100.00%  76.64%  $0.00  $0.00
 214  Sell Short  10/29/03  Short#22  $43.21  $0.00  2314  $2,013.18  2.01%  $2,013.18  59.59%    $0.00  $0.00
   Buy to Cover  10/31/03  Buy#21  $42.34    $2,013.18  $666,421.20    ($1,365.26)  100.00%  59.59%  $0.00  $0.00
 215  Buy  10/31/03  Buy#21  $42.34  $0.00  2361  $165.27  0.17%  $2,951.25  27.84%    $0.00  $0.00
   Sell  12/01/03  Short#22  $42.41    $165.27  $666,586.47    ($7,649.64)  73.72%  1.56%  $0.00  $0.00
 216  Sell Short  12/01/03  Short#22  $42.41  $0.00  2357  $94.28  0.09%  $377.12  15.53%    $0.00  $0.00
   Buy to Cover  12/03/03  Buy#21  $42.37    $94.28  $666,680.75    ($2,050.59)  88.35%  3.88%  $0.00  $0.00
 217  Buy  12/03/03  Buy#21  $42.37  $0.00  2360  ($1,368.80)  (1.37%)  $2,548.80  17.42%    $0.00  $0.00
   Sell  12/18/03  Short#22  $41.79    ($1,368.80)  $665,311.95    ($12,083.20)  73.23%  (9.35%)  $0.00  $0.00
 218  Sell Short  12/18/03  Short#22  $41.79  $0.00  2392  ($2,104.96)  (2.11%)  $2,894.32  44.49%    $0.00  $0.00
   Buy to Cover  12/26/03  Buy#21  $42.67    ($2,104.96)  $663,206.99    ($3,611.92)  23.16%  (32.35%)  $0.00  $0.00
 219  Buy  12/26/03  Buy#21  $42.67  $0.00  2343  ($3,350.49)  (3.35%)  $3,116.19  26.13%    $0.00  $0.00
   Sell  02/27/04  Short#22  $41.24    ($3,350.49)  $659,856.50    ($8,809.68)  45.78%  (28.09%)  $0.00  $0.00
 220  Sell Short  02/27/04  Short#22  $41.24  $0.00  2424  $678.72  0.68%  $1,042.32  42.57%    $0.00  $0.00
   Buy to Cover  03/03/04  Buy#21  $40.96    $678.72  $660,535.22    ($1,405.92)  85.15%  27.72%  $0.00  $0.00
 221  Buy  03/03/04  Buy#21  $40.96  $0.00  2441  $2,050.44  2.05%  $2,148.08  88.89%    $0.00  $0.00
   Sell  03/05/04  Short#22  $41.80    $2,050.44  $662,585.66    ($268.51)  95.96%  84.85%  $0.00  $0.00
 222  Sell Short  03/05/04  Short#22  $41.80  $0.00  2392  $1,961.44  1.96%  $1,961.44  45.30%    $0.00  $0.00
   Buy to Cover  03/08/04  Buy#21  $40.98    $1,961.44  $664,547.10    ($2,368.08)  100.00%  45.30%  $0.00  $0.00
 223  Buy  03/08/04  Buy#21  $40.98  $0.00  2440  ($6,246.40)  (6.25%)  $2,586.40  19.41%    $0.00  $0.00
   Sell  04/26/04  Short#22  $38.42    ($6,246.40)  $658,300.70    ($10,736.00)  33.70%  (46.89%)  $0.00  $0.00
 224  Sell Short  04/26/04  Short#22  $38.42  $0.00  2602  $2,549.96  2.55%  $2,549.96  88.29%    $0.00  $0.00
   Buy to Cover  04/28/04  Buy#21  $37.44    $2,549.96  $660,850.66    ($338.26)  100.00%  88.29%  $0.00  $0.00
 225  Buy  04/28/04  Buy#21  $37.44  $0.00  2670  ($1,068.00)  (1.07%)  $106.80  1.25%    $0.00  $0.00
   Sell  05/25/04  Short#22  $37.04    ($1,068.00)  $659,782.66    ($8,437.20)  86.25%  (12.50%)  $0.00  $0.00
 226  Sell Short  05/25/04  Short#22  $37.04  $0.00  2699  ($512.81)  (0.51%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  05/28/04  Buy#21  $37.23    ($512.81)  $659,269.85    ($2,186.19)  76.54%  (23.46%)  $0.00  $0.00
 227  Buy  05/28/04  Buy#21  $37.23  $0.00  2686  $2,471.12  2.47%  $2,471.12  41.26%    $0.00  $0.00
   Sell  06/09/04  Short#22  $38.15    $2,471.12  $661,740.97    ($3,518.66)  100.00%  41.26%  $0.00  $0.00
 228  Sell Short  06/09/04  Short#22  $38.15  $0.00  2621  $1,598.81  1.60%  $1,598.81  85.92%    $0.00  $0.00
   Buy to Cover  06/14/04  Buy#21  $37.54    $1,598.81  $663,339.78    ($262.10)  100.00%  85.92%  $0.00  $0.00
 229  Buy  06/14/04  Buy#21  $37.54  $0.00  2663  ($4,314.06)  (4.32%)  $5,911.86  37.76%    $0.00  $0.00
   Sell  08/18/04  Short#22  $35.92    ($4,314.06)  $659,025.72    ($9,746.58)  34.69%  (27.55%)  $0.00  $0.00
 230  Sell Short  08/18/04  Short#22  $35.92  $0.00  2783  $2,059.42  2.06%  $2,059.42  72.55%    $0.00  $0.00
   Buy to Cover  08/20/04  Buy#21  $35.18    $2,059.42  $661,085.14    ($779.24)  100.00%  72.55%  $0.00  $0.00
 231  Buy  08/20/04  Buy#21  $35.18  $0.00  2842  $13,726.86  13.73%  $13,726.86  96.79%    $0.00  $0.00
   Sell  10/27/04  Short#22  $40.01    $13,726.86  $674,812.00    ($454.72)  100.00%  96.79%  $0.00  $0.00
 232  Sell Short  10/27/04  Short#22  $40.01  $0.00  2499  ($2,199.12)  (2.20%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  11/03/04  Buy#21  $40.89    ($2,199.12)  $672,612.88    ($4,348.26)  49.43%  (50.57%)  $0.00  $0.00
 233  Buy  11/03/04  Buy#21  $40.89  $0.00  2445  ($1,100.25)  (1.10%)  $8,655.30  65.19%    $0.00  $0.00
   Sell  12/14/04  Short#22  $40.44    ($1,100.25)  $671,512.63    ($4,621.05)  26.52%  (8.29%)  $0.00  $0.00
 234  Sell Short  12/14/04  Short#22  $40.44  $0.00  2472  $1,458.48  1.46%  $1,854.00  49.67%    $0.00  $0.00
   Buy to Cover  12/16/04  Buy#21  $39.85    $1,458.48  $672,971.11    ($1,878.72)  89.40%  39.07%  $0.00  $0.00
 235  Buy  12/16/04  Buy#21  $39.85  $0.00  2509  $175.63  0.18%  $351.26  9.66%    $0.00  $0.00
   Sell  12/29/04  Short#22  $39.92    $175.63  $673,146.74    ($3,286.79)  95.17%  4.83%  $0.00  $0.00
 236  Sell Short  12/29/04  Short#22  $39.92  $0.00  2505  $450.90  0.45%  $1,002.00  47.06%    $0.00  $0.00
   Buy to Cover  01/10/05  Buy#21  $39.74    $450.90  $673,597.64    ($1,127.25)  74.12%  21.18%  $0.00  $0.00
 237  Buy  01/10/05  Buy#21  $39.74  $0.00  2516  $3,698.52  3.70%  $3,698.52  91.30%    $0.00  $0.00
   Sell  01/18/05  Short#22  $41.21    $3,698.52  $677,296.16    ($352.24)  100.00%  91.30%  $0.00  $0.00
 238  Sell Short  01/18/05  Short#22  $41.21  $0.00  2426  ($121.30)  (0.12%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  01/20/05  Buy#21  $41.26    ($121.30)  $677,174.86    ($1,868.02)  93.51%  (6.49%)  $0.00  $0.00
 239  Buy  01/20/05  Buy#21  $41.26  $0.00  2423  ($5,597.13)  (5.60%)  $0.00  0.00%    $0.00  $0.00
   Sell  05/18/05  Short#22  $38.95    ($5,597.13)  $671,577.73    ($13,956.48)  59.90%  (40.10%)  $0.00  $0.00
 240  Sell Short  05/18/05  Short#22  $38.95  $0.00  2567  ($1,001.13)  (1.00%)  $385.05  11.54%    $0.00  $0.00
   Buy to Cover  05/20/05  Buy#21  $39.34    ($1,001.13)  $670,576.60    ($2,952.05)  58.46%  (30.00%)  $0.00  $0.00
 241  Buy  05/20/05  Buy#21  $39.34  $0.00  2541  $5,310.69  5.31%  $5,463.15  87.04%    $0.00  $0.00
   Sell  06/03/05  Short#22  $41.43    $5,310.69  $675,887.29    ($813.12)  97.57%  84.62%  $0.00  $0.00
 242  Sell Short  06/03/05  Short#22  $41.43  $0.00  2413  $554.99  0.56%  $796.29  28.70%    $0.00  $0.00
   Buy to Cover  06/09/05  Buy#21  $41.20    $554.99  $676,442.28    ($1,978.66)  91.30%  20.00%  $0.00  $0.00
 243  Buy  06/09/05  Buy#21  $41.20  $0.00  2427  $7,038.30  7.04%  $7,038.30  92.95%    $0.00  $0.00
   Sell  06/17/05  Short#22  $44.10    $7,038.30  $683,480.58    ($533.94)  100.00%  92.95%  $0.00  $0.00
 244  Sell Short  06/17/05  Short#22  $44.10  $0.00  2267  $2,221.66  2.22%  $2,561.71  57.95%    $0.00  $0.00
   Buy to Cover  06/23/05  Buy#21  $43.12    $2,221.66  $685,702.24    ($1,858.94)  92.31%  50.26%  $0.00  $0.00
 245  Buy  06/23/05  Buy#21  $43.12  $0.00  2319  $1,553.73  1.55%  $1,553.73  22.41%    $0.00  $0.00
   Sell  07/11/05  Short#22  $43.79    $1,553.73  $687,255.97    ($5,380.08)  100.00%  22.41%  $0.00  $0.00
 246  Sell Short  07/11/05  Short#22  $43.79  $0.00  2283  $639.24  0.64%  $1,278.48  56.00%    $0.00  $0.00
   Buy to Cover  07/13/05  Buy#21  $43.51    $639.24  $687,895.21    ($1,004.52)  72.00%  28.00%  $0.00  $0.00
 247  Buy  07/13/05  Buy#21  $43.51  $0.00  2298  ($5,170.50)  (5.17%)  $7,997.04  48.00%    $0.00  $0.00
   Sell  09/07/05  Short#22  $41.26    ($5,170.50)  $682,724.71    ($8,663.46)  20.97%  (31.03%)  $0.00  $0.00
 248  Sell Short  09/07/05  Short#22  $41.26  $0.00  2423  $1,478.03  1.48%  $1,478.03  82.43%    $0.00  $0.00
   Buy to Cover  09/08/05  Buy#21  $40.65    $1,478.03  $684,202.74    ($314.99)  100.00%  82.43%  $0.00  $0.00
 249  Buy  09/08/05  Buy#21  $40.65  $0.00  2460  ($1,303.80)  (1.30%)  $2,706.00  24.72%    $0.00  $0.00
   Sell  09/30/05  Short#22  $40.12    ($1,303.80)  $682,898.94    ($8,241.00)  63.37%  (11.91%)  $0.00  $0.00
 250  Sell Short  09/30/05  Short#22  $40.12  $0.00  2492  $473.48  0.47%  $1,370.60  35.95%    $0.00  $0.00
   Buy to Cover  10/05/05  Buy#21  $39.93    $473.48  $683,372.42    ($2,442.16)  76.47%  12.42%  $0.00  $0.00
 251  Buy  10/05/05  Buy#21  $39.93  $0.00  2504  ($2,654.24)  (2.65%)  $0.00  0.00%    $0.00  $0.00
   Sell  10/20/05  Short#22  $38.87    ($2,654.24)  $680,718.18    ($8,288.24)  67.98%  (32.02%)  $0.00  $0.00
 252  Sell Short  10/20/05  Short#22  $38.87  $0.00  2572  ($874.48)  (0.87%)  $1,903.28  39.57%    $0.00  $0.00
   Buy to Cover  10/26/05  Buy#21  $39.21    ($874.48)  $679,843.70    ($2,906.36)  42.25%  (18.18%)  $0.00  $0.00
 253  Buy  10/26/05  Buy#21  $39.21  $0.00  2550  $8,338.50  8.34%  $8,466.00  74.27%    $0.00  $0.00
   Sell  11/11/05  Short#22  $42.48    $8,338.50  $688,182.20    ($2,932.50)  98.88%  73.15%  $0.00  $0.00
 254  Sell Short  11/11/05  Short#22  $42.48  $0.00  2354  $2,118.60  2.12%  $2,212.76  100.00%    $0.00  $0.00
   Buy to Cover  11/15/05  Buy#21  $41.58    $2,118.60  $690,300.80    $0.00  95.74%  95.74%  $0.00  $0.00
 255  Buy  11/15/05  Buy#21  $41.58  $0.00  2405  ($10,221.25)  (10.22%)  $6,060.60  27.24%    $0.00  $0.00
   Sell  03/16/06  Short#22  $37.33    ($10,221.25)  $680,079.55    ($16,185.65)  26.81%  (45.95%)  $0.00  $0.00
 256  Sell Short  03/16/06  Short#22  $37.33  $0.00  2678  ($3,374.28)  (3.38%)  $1,687.14  24.23%    $0.00  $0.00
   Buy to Cover  03/31/06  Buy#21  $38.59    ($3,374.28)  $676,705.27    ($5,275.66)  27.31%  (48.46%)  $0.00  $0.00
 257  Buy  03/31/06  Buy#21  $38.59  $0.00  2591  ($5,855.66)  (5.86%)  $6,762.51  39.85%    $0.00  $0.00
   Sell  06/02/06  Short#22  $36.33    ($5,855.66)  $670,849.61    ($10,208.54)  25.65%  (34.50%)  $0.00  $0.00
 258  Sell Short  06/02/06  Short#22  $36.33  $0.00  2752  $1,871.36  1.87%  $1,871.36  95.77%    $0.00  $0.00
   Buy to Cover  06/05/06  Buy#21  $35.65    $1,871.36  $672,720.97    ($82.56)  100.00%  95.77%  $0.00  $0.00
 259  Buy  06/05/06  Buy#21  $35.65  $0.00  2805  $2,328.15  2.33%  $2,328.15  39.52%    $0.00  $0.00
   Sell  06/16/06  Short#22  $36.48    $2,328.15  $675,049.12    ($3,562.35)  100.00%  39.52%  $0.00  $0.00
 260  Sell Short  06/16/06  Short#22  $36.48  $0.00  2741  $4,330.78  4.33%  $4,330.78  63.20%    $0.00  $0.00
   Buy to Cover  06/22/06  Buy#21  $34.90    $4,330.78  $679,379.90    ($2,521.72)  100.00%  63.20%  $0.00  $0.00
 261  Buy  06/22/06  Buy#21  $34.90  $0.00  2865  ($9,712.35)  (9.71%)  $1,719.00  13.10%    $0.00  $0.00
   Sell  07/19/06  Short#22  $31.51    ($9,712.35)  $669,667.55    ($11,402.70)  12.88%  (74.02%)  $0.00  $0.00
 262  Sell Short  07/19/06  Short#22  $31.51  $0.00  3173  ($5,647.94)  (5.65%)  $190.38  2.28%    $0.00  $0.00
   Buy to Cover  08/01/06  Buy#21  $33.29    ($5,647.94)  $664,019.61    ($8,154.61)  30.04%  (67.68%)  $0.00  $0.00
 263  Buy  08/01/06  Buy#21  $33.29  $0.00  3003  $1,681.68  1.68%  $1,681.68  56.00%    $0.00  $0.00
   Sell  08/03/06  Short#22  $33.85    $1,681.68  $665,701.29    ($1,321.32)  100.00%  56.00%  $0.00  $0.00
 264  Sell Short  08/03/06  Short#22  $33.85  $0.00  2954  ($1,477.00)  (1.48%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  08/08/06  Buy#21  $34.35    ($1,477.00)  $664,224.29    ($4,844.56)  69.51%  (30.49%)  $0.00  $0.00
 265  Buy  08/08/06  Buy#21  $34.35  $0.00  2911  $2,066.81  2.07%  $2,066.81  71.00%    $0.00  $0.00
   Sell  08/11/06  Short#22  $35.06    $2,066.81  $666,291.10    ($844.19)  100.00%  71.00%  $0.00  $0.00
 266  Sell Short  08/11/06  Short#22  $35.06  $0.00  2852  $342.24  0.34%  $1,853.80  31.71%    $0.00  $0.00
   Buy to Cover  08/23/06  Buy#21  $34.94    $342.24  $666,633.34    ($3,992.80)  74.15%  5.85%  $0.00  $0.00
 267  Buy  08/23/06  Buy#21  $34.94  $0.00  2862  $3,348.54  3.35%  $3,348.54  35.89%    $0.00  $0.00
   Sell  09/12/06  Short#22  $36.11    $3,348.54  $669,981.88    ($5,981.58)  100.00%  35.89%  $0.00  $0.00
 268  Sell Short  09/12/06  Short#22  $36.11  $0.00  2769  ($2,492.10)  (2.49%)  $166.14  3.77%    $0.00  $0.00
   Buy to Cover  09/19/06  Buy#21  $37.01    ($2,492.10)  $667,489.78    ($4,236.57)  39.62%  (56.60%)  $0.00  $0.00
 269  Buy  09/19/06  Buy#21  $37.01  $0.00  2701  $5,212.93  5.21%  $5,212.93  85.40%    $0.00  $0.00
   Sell  09/26/06  Short#22  $38.94    $5,212.93  $672,702.71    ($891.33)  100.00%  85.40%  $0.00  $0.00
 270  Sell Short  09/26/06  Short#22  $38.94  $0.00  2568  $1,258.32  1.26%  $1,258.32  44.14%    $0.00  $0.00
   Buy to Cover  09/28/06  Buy#21  $38.45    $1,258.32  $673,961.03    ($1,592.16)  100.00%  44.14%  $0.00  $0.00
 271  Buy  09/28/06  Buy#21  $38.45  $0.00  2600  $2,938.00  2.94%  $2,938.00  79.02%    $0.00  $0.00
   Sell  10/04/06  Short#22  $39.58    $2,938.00  $676,899.03    ($780.00)  100.00%  79.02%  $0.00  $0.00
 272  Sell Short  10/04/06  Short#22  $39.58  $0.00  2526  $858.84  0.86%  $858.84  34.34%    $0.00  $0.00
   Buy to Cover  10/09/06  Buy#21  $39.24    $858.84  $677,757.87    ($1,641.90)  100.00%  34.34%  $0.00  $0.00
 273  Buy  10/09/06  Buy#21  $39.24  $0.00  2548  $1,936.48  1.94%  $2,598.96  43.04%    $0.00  $0.00
   Sell  10/24/06  Short#22  $40.00    $1,936.48  $679,694.35    ($3,439.80)  89.03%  32.07%  $0.00  $0.00
 274  Sell Short  10/24/06  Short#22  $40.00  $0.00  2500  $900.00  0.90%  $2,125.00  62.04%    $0.00  $0.00
   Buy to Cover  11/01/06  Buy#21  $39.64    $900.00  $680,594.35    ($1,300.00)  64.23%  26.28%  $0.00  $0.00
 275  Buy  11/01/06  Buy#21  $39.64  $0.00  2522  $2,925.52  2.93%  $2,925.52  41.58%    $0.00  $0.00
   Sell  11/15/06  Short#22  $40.80    $2,925.52  $683,519.87    ($4,110.86)  100.00%  41.58%  $0.00  $0.00
 276  Sell Short  11/15/06  Short#22  $40.80  $0.00  2450  $1,813.00  1.81%  $1,813.00  50.68%    $0.00  $0.00
   Buy to Cover  11/20/06  Buy#21  $40.06    $1,813.00  $685,332.87    ($1,764.00)  100.00%  50.68%  $0.00  $0.00
 277  Buy  11/20/06  Buy#21  $40.06  $0.00  2496  $2,346.24  2.35%  $2,346.24  39.00%    $0.00  $0.00
   Sell  12/14/06  Short#22  $41.00    $2,346.24  $687,679.11    ($3,669.12)  100.00%  39.00%  $0.00  $0.00
 278  Sell Short  12/14/06  Short#22  $41.00  $0.00  2439  $609.75  0.61%  $609.75  25.77%    $0.00  $0.00
   Buy to Cover  12/15/06  Buy#21  $40.75    $609.75  $688,288.86    ($1,756.08)  100.00%  25.77%  $0.00  $0.00
 279  Buy  12/15/06  Buy#21  $40.75  $0.00  2453  ($564.19)  (0.56%)  $662.31  8.36%    $0.00  $0.00
   Sell  01/11/07  Short#22  $40.52    ($564.19)  $687,724.67    ($7,260.88)  84.52%  (7.12%)  $0.00  $0.00
 280  Sell Short  01/11/07  Short#22  $40.52  $0.00  2467  ($2,713.70)  (2.71%)  $222.03  4.62%    $0.00  $0.00
   Buy to Cover  01/22/07  Buy#21  $41.62    ($2,713.70)  $685,010.97    ($4,588.62)  38.97%  (56.41%)  $0.00  $0.00
 281  Buy  01/22/07  Buy#21  $41.62  $0.00  2402  $3,338.78  3.34%  $3,338.78  52.06%    $0.00  $0.00
   Sell  02/15/07  Short#22  $43.01    $3,338.78  $688,349.75    ($3,074.56)  100.00%  52.06%  $0.00  $0.00
 282  Sell Short  02/15/07  Short#22  $43.01  $0.00  2325  $1,557.75  1.56%  $1,557.75  90.54%    $0.00  $0.00
   Buy to Cover  02/20/07  Buy#21  $42.34    $1,557.75  $689,907.50    ($162.75)  100.00%  90.54%  $0.00  $0.00
 283  Buy  02/20/07  Buy#21  $42.34  $0.00  2361  $1,865.19  1.87%  $1,865.19  81.44%    $0.00  $0.00
   Sell  02/23/07  Short#22  $43.13    $1,865.19  $691,772.69    ($424.98)  100.00%  81.44%  $0.00  $0.00
 284  Sell Short  02/23/07  Short#22  $43.13  $0.00  2318  $2,086.20  2.09%  $2,086.20  82.57%    $0.00  $0.00
   Buy to Cover  02/26/07  Buy#21  $42.23    $2,086.20  $693,858.89    ($440.42)  100.00%  82.57%  $0.00  $0.00
 285  Buy  02/26/07  Buy#21  $42.23  $0.00  2367  ($3,124.44)  (3.13%)  $520.74  4.84%    $0.00  $0.00
   Sell  03/22/07  Short#22  $40.91    ($3,124.44)  $690,734.45    ($10,249.11)  66.15%  (29.01%)  $0.00  $0.00
 286  Sell Short  03/22/07  Short#22  $40.91  $0.00  2444  $708.76  0.71%  $855.40  43.75%    $0.00  $0.00
   Buy to Cover  03/26/07  Buy#21  $40.62    $708.76  $691,443.21    ($1,099.80)  92.50%  36.25%  $0.00  $0.00
 287  Buy  03/26/07  Buy#21  $40.62  $0.00  2461  $2,731.71  2.73%  $2,830.15  44.57%    $0.00  $0.00
   Sell  04/17/07  Short#22  $41.73    $2,731.71  $694,174.92    ($3,519.23)  98.45%  43.02%  $0.00  $0.00
 288  Sell Short  04/17/07  Short#22  $41.73  $0.00  2396  $1,773.04  1.77%  $1,773.04  83.15%    $0.00  $0.00
   Buy to Cover  04/19/07  Buy#21  $40.99    $1,773.04  $695,947.96    ($359.40)  100.00%  83.15%  $0.00  $0.00
 289  Buy  04/19/07  Buy#21  $40.99  $0.00  2439  ($12,463.29)  (12.47%)  $2,219.49  12.21%    $0.00  $0.00
   Sell  07/31/07  Short#22  $35.88    ($12,463.29)  $683,484.67    ($15,951.06)  19.19%  (68.59%)  $0.00  $0.00
 290  Sell Short  07/31/07  Short#22  $35.88  $0.00  2787  $3,762.45  3.76%  $3,762.45  91.84%    $0.00  $0.00
   Buy to Cover  08/01/07  Buy#21  $34.53    $3,762.45  $687,247.12    ($334.44)  100.00%  91.84%  $0.00  $0.00
 291  Buy  08/01/07  Buy#21  $34.53  $0.00  2896  $2,577.44  2.58%  $2,577.44  90.82%    $0.00  $0.00
   Sell  08/02/07  Short#22  $35.42    $2,577.44  $689,824.56    ($260.64)  100.00%  90.82%  $0.00  $0.00
 292  Sell Short  08/02/07  Short#22  $35.42  $0.00  2823  $1,044.51  1.04%  $1,044.51  48.68%    $0.00  $0.00
   Buy to Cover  08/03/07  Buy#21  $35.05    $1,044.51  $690,869.07    ($1,100.97)  100.00%  48.68%  $0.00  $0.00
 293  Buy  08/03/07  Buy#21  $35.05  $0.00  2853  $85.59  0.09%  $85.59  2.46%    $0.00  $0.00
   Sell  08/07/07  Short#22  $35.08    $85.59  $690,954.66    ($3,395.07)  100.00%  2.46%  $0.00  $0.00
 294  Sell Short  08/07/07  Short#22  $35.08  $0.00  2850  ($228.00)  (0.23%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  08/09/07  Buy#21  $35.16    ($228.00)  $690,726.66    ($5,443.50)  95.81%  (4.19%)  $0.00  $0.00
 295  Buy  08/09/07  Buy#21  $35.16  $0.00  2844  ($910.08)  (0.91%)  $3,981.60  34.15%    $0.00  $0.00
   Sell  08/17/07  Short#22  $34.84    ($910.08)  $689,816.58    ($7,678.80)  58.05%  (7.80%)  $0.00  $0.00
 296  Sell Short  08/17/07  Short#22  $34.84  $0.00  2870  $2,410.80  2.41%  $5,768.70  75.28%    $0.00  $0.00
   Buy to Cover  09/05/07  Buy#21  $34.00    $2,410.80  $692,227.38    ($1,894.20)  56.18%  31.46%  $0.00  $0.00
 297  Buy  09/05/07  Buy#21  $34.00  $0.00  2941  $2,882.18  2.88%  $2,882.18  33.79%    $0.00  $0.00
   Sell  09/19/07  Short#22  $34.98    $2,882.18  $695,109.56    ($5,646.72)  100.00%  33.79%  $0.00  $0.00
 298  Sell Short  09/19/07  Short#22  $34.98  $0.00  2858  $1,314.68  1.32%  $1,314.68  36.22%    $0.00  $0.00
   Buy to Cover  09/20/07  Buy#21  $34.52    $1,314.68  $696,424.24    ($2,314.98)  100.00%  36.22%  $0.00  $0.00
 299  Buy  09/20/07  Buy#21  $34.52  $0.00  2896  $2,867.04  2.87%  $2,867.04  38.82%    $0.00  $0.00
   Sell  10/03/07  Short#22  $35.51    $2,867.04  $699,291.28    ($4,517.76)  100.00%  38.82%  $0.00  $0.00
 300  Sell Short  10/03/07  Short#22  $35.51  $0.00  2816  $1,689.60  1.69%  $1,689.60  43.17%    $0.00  $0.00
   Buy to Cover  10/10/07  Buy#21  $34.91    $1,689.60  $700,980.88    ($2,224.64)  100.00%  43.17%  $0.00  $0.00
 301  Buy  10/10/07  Buy#21  $34.91  $0.00  2864  ($6,816.32)  (6.82%)  $2,233.92  14.26%    $0.00  $0.00
   Sell  11/14/07  Short#22  $32.53    ($6,816.32)  $694,164.56    ($13,432.16)  42.23%  (43.51%)  $0.00  $0.00
 302  Sell Short  11/14/07  Short#22  $32.53  $0.00  3074  $3,903.98  3.90%  $3,903.98  99.22%    $0.00  $0.00
   Buy to Cover  11/16/07  Buy#21  $31.26    $3,903.98  $698,068.54    ($30.74)  100.00%  99.22%  $0.00  $0.00
 303  Buy  11/16/07  Buy#21  $31.26  $0.00  3198  $2,526.42  2.53%  $2,526.42  27.34%    $0.00  $0.00
   Sell  12/06/07  Short#22  $32.05    $2,526.42  $700,594.96    ($6,715.80)  100.00%  27.34%  $0.00  $0.00
 304  Sell Short  12/06/07  Short#22  $32.05  $0.00  3120  $93.60  0.09%  $312.00  12.20%    $0.00  $0.00
   Buy to Cover  12/11/07  Buy#21  $32.02    $93.60  $700,688.56    ($2,246.40)  91.46%  3.66%  $0.00  $0.00
 305  Buy  12/11/07  Buy#21  $32.02  $0.00  3123  ($17,926.02)  (17.93%)  $0.00  0.00%    $0.00  $0.00
   Sell  01/10/08  Short#22  $26.28    ($17,926.02)  $682,762.54    ($23,516.19)  23.77%  (76.23%)  $0.00  $0.00
 306  Sell Short  01/10/08  Short#22  $26.28  $0.00  3805  $1,445.90  1.45%  $1,750.30  38.66%    $0.00  $0.00
   Buy to Cover  01/15/08  Buy#21  $25.90    $1,445.90  $684,208.44    ($2,777.65)  93.28%  31.93%  $0.00  $0.00
 307  Buy  01/15/08  Buy#21  $25.90  $0.00  3861  $21,467.16  21.47%  $21,467.16  89.97%    $0.00  $0.00
   Sell  01/24/08  Short#22  $31.46    $21,467.16  $705,675.60    ($2,393.82)  100.00%  89.97%  $0.00  $0.00
 308  Sell Short  01/24/08  Short#22  $31.46  $0.00  3178  $5,243.70  5.24%  $5,243.70  88.71%    $0.00  $0.00
   Buy to Cover  01/25/08  Buy#21  $29.81    $5,243.70  $710,919.30    ($667.38)  100.00%  88.71%  $0.00  $0.00
 309  Buy  01/25/08  Buy#21  $29.81  $0.00  3354  $3,521.70  3.52%  $3,521.70  52.50%    $0.00  $0.00
   Sell  01/29/08  Short#22  $30.86    $3,521.70  $714,441.00    ($3,186.30)  100.00%  52.50%  $0.00  $0.00
 310  Sell Short  01/29/08  Short#22  $30.86  $0.00  3240  $1,198.80  1.20%  $2,624.40  47.93%    $0.00  $0.00
   Buy to Cover  01/31/08  Buy#21  $30.49    $1,198.80  $715,639.80    ($2,851.20)  73.96%  21.89%  $0.00  $0.00
 311  Buy  01/31/08  Buy#21  $30.49  $0.00  3279  $1,311.60  1.31%  $7,705.65  60.88%    $0.00  $0.00
   Sell  02/12/08  Short#22  $30.89    $1,311.60  $716,951.40    ($4,951.29)  49.48%  10.36%  $0.00  $0.00
 312  Sell Short  02/12/08  Short#22  $30.89  $0.00  3237  $1,489.02  1.49%  $1,586.13  48.04%    $0.00  $0.00
   Buy to Cover  02/14/08  Buy#21  $30.43    $1,489.02  $718,440.42    ($1,715.61)  97.06%  45.10%  $0.00  $0.00
 313  Buy  02/14/08  Buy#21  $30.43  $0.00  3286  $3,088.84  3.09%  $3,088.84  19.96%    $0.00  $0.00
   Sell  03/19/08  Short#22  $31.37    $3,088.84  $721,529.26    ($12,388.22)  100.00%  19.96%  $0.00  $0.00
 314  Sell Short  03/19/08  Short#22  $31.37  $0.00  3187  $2,167.16  2.17%  $3,282.61  52.28%    $0.00  $0.00
   Buy to Cover  03/27/08  Buy#21  $30.69    $2,167.16  $723,696.42    ($2,995.78)  82.23%  34.52%  $0.00  $0.00
 315  Buy  03/27/08  Buy#21  $30.69  $0.00  3258  $9,578.52  9.58%  $13,162.32  62.64%    $0.00  $0.00
   Sell  05/13/08  Short#22  $33.63    $9,578.52  $733,274.94    ($7,851.78)  82.95%  45.58%  $0.00  $0.00
 316  Sell Short  05/13/08  Short#22  $33.63  $0.00  2973  $1,932.45  1.93%  $2,824.35  49.22%    $0.00  $0.00
   Buy to Cover  05/19/08  Buy#21  $32.98    $1,932.45  $735,207.39    ($2,913.54)  84.46%  33.68%  $0.00  $0.00
 317  Buy  05/19/08  Buy#21  $32.98  $0.00  3032  ($11,946.08)  (11.95%)  $0.00  0.00%    $0.00  $0.00
   Sell  07/02/08  Short#22  $29.04    ($11,946.08)  $723,261.31    ($16,372.80)  27.04%  (72.96%)  $0.00  $0.00
 318  Sell Short  07/02/08  Short#22  $29.04  $0.00  3443  $3,787.30  3.79%  $3,856.16  61.54%    $0.00  $0.00
   Buy to Cover  07/11/08  Buy#21  $27.94    $3,787.30  $727,048.61    ($2,410.10)  98.90%  60.44%  $0.00  $0.00
 319  Buy  07/11/08  Buy#21  $27.94  $0.00  3579  $4,080.06  4.08%  $4,080.06  40.71%    $0.00  $0.00
   Sell  07/17/08  Short#22  $29.08    $4,080.06  $731,128.67    ($5,941.14)  100.00%  40.71%  $0.00  $0.00
 320  Sell Short  07/17/08  Short#22  $29.08  $0.00  3438  $962.64  0.96%  $2,784.78  39.13%    $0.00  $0.00
   Buy to Cover  07/21/08  Buy#21  $28.80    $962.64  $732,091.31    ($4,331.88)  74.40%  13.53%  $0.00  $0.00
 321  Buy  07/21/08  Buy#21  $28.80  $0.00  3472  $13,922.72  13.92%  $13,922.72  67.85%    $0.00  $0.00
   Sell  09/09/08  Short#22  $32.81    $13,922.72  $746,014.03    ($6,596.80)  100.00%  67.85%  $0.00  $0.00
 322  Sell Short  09/09/08  Short#22  $32.81  $0.00  3047  $4,540.03  4.54%  $4,875.20  80.81%    $0.00  $0.00
   Buy to Cover  09/15/08  Buy#21  $31.32    $4,540.03  $750,554.06    ($1,157.86)  94.44%  75.25%  $0.00  $0.00
 323  Buy  09/15/08  Buy#21  $31.32  $0.00  3192  ($19,120.08)  (19.13%)  $8,554.56  25.09%    $0.00  $0.00
   Sell  10/17/08  Short#22  $25.33    ($19,120.08)  $731,433.98    ($25,536.00)  18.82%  (56.09%)  $0.00  $0.00
 324  Sell Short  10/17/08  Short#22  $25.33  $0.00  3947  $2,328.73  2.33%  $2,328.73  14.46%    $0.00  $0.00
   Buy to Cover  10/22/08  Buy#21  $24.74    $2,328.73  $733,762.71    ($13,775.03)  100.00%  14.46%  $0.00  $0.00
 325  Buy  10/22/08  Buy#21  $24.74  $0.00  4042  $848.82  0.85%  $1,616.80  12.50%    $0.00  $0.00
   Sell  10/29/08  Short#22  $24.95    $848.82  $734,611.53    ($11,317.60)  94.06%  6.56%  $0.00  $0.00
 326  Sell Short  10/29/08  Short#22  $24.95  $0.00  4008  $601.20  0.60%  $2,084.16  28.57%    $0.00  $0.00
   Buy to Cover  11/04/08  Buy#21  $24.80    $601.20  $735,212.73    ($5,210.40)  79.67%  8.24%  $0.00  $0.00
 327  Buy  11/04/08  Buy#21  $24.80  $0.00  4032  ($10,281.60)  (10.28%)  $1,330.56  5.87%    $0.00  $0.00
   Sell  11/14/08  Short#22  $22.25    ($10,281.60)  $724,931.13    ($21,329.28)  48.75%  (45.37%)  $0.00  $0.00
 328  Sell Short  11/14/08  Short#22  $22.25  $0.00  4494  $7,774.62  7.78%  $7,774.62  91.53%    $0.00  $0.00
   Buy to Cover  11/17/08  Buy#21  $20.52    $7,774.62  $732,705.75    ($719.04)  100.00%  91.53%  $0.00  $0.00
 329  Buy  11/17/08  Buy#21  $20.52  $0.00  4873  ($4,629.35)  (4.63%)  $2,972.53  12.45%    $0.00  $0.00
   Sell  11/25/08  Short#22  $19.57    ($4,629.35)  $728,076.40    ($20,905.17)  68.16%  (19.39%)  $0.00  $0.00
 330  Sell Short  11/25/08  Short#22  $19.57  $0.00  5109  $459.81  0.46%  $4,700.28  40.00%    $0.00  $0.00
   Buy to Cover  12/01/08  Buy#21  $19.48    $459.81  $728,536.21    ($7,050.42)  63.91%  3.91%  $0.00  $0.00
 331  Buy  12/01/08  Buy#21  $19.48  $0.00  5133  $15,860.97  15.86%  $15,860.97  69.44%    $0.00  $0.00
   Sell  12/04/08  Short#22  $22.57    $15,860.97  $744,397.18    ($6,980.88)  100.00%  69.44%  $0.00  $0.00
 332  Sell Short  12/04/08  Short#22  $22.57  $0.00  4430  ($5,360.30)  (5.36%)  $221.50  1.61%    $0.00  $0.00
   Buy to Cover  12/09/08  Buy#21  $23.78    ($5,360.30)  $739,036.88    ($13,511.50)  59.35%  (39.03%)  $0.00  $0.00
 333  Buy  12/09/08  Buy#21  $23.78  $0.00  4205  $6,896.20  6.90%  $6,896.20  89.13%    $0.00  $0.00
   Sell  12/11/08  Short#22  $25.42    $6,896.20  $745,933.08    ($841.00)  100.00%  89.13%  $0.00  $0.00
 334  Sell Short  12/11/08  Short#22  $25.42  $0.00  3933  $6,568.11  6.57%  $6,568.11  86.08%    $0.00  $0.00
   Buy to Cover  12/12/08  Buy#21  $23.75    $6,568.11  $752,501.19    ($1,061.91)  100.00%  86.08%  $0.00  $0.00
 335  Buy  12/12/08  Buy#21  $23.75  $0.00  4210  $631.50  0.63%  $12,587.90  61.90%    $0.00  $0.00
   Sell  02/04/09  Short#22  $23.90    $631.50  $753,132.69    ($7,746.40)  41.20%  3.11%  $0.00  $0.00
 336  Sell Short  02/04/09  Short#22  $23.90  $0.00  4184  $2,886.96  2.89%  $4,393.20  62.87%    $0.00  $0.00
   Buy to Cover  02/10/09  Buy#21  $23.21    $2,886.96  $756,019.65    ($2,594.08)  78.44%  41.32%  $0.00  $0.00
 337  Buy  02/10/09  Buy#21  $23.21  $0.00  4308  ($2,197.08)  (2.20%)  $0.00  0.00%    $0.00  $0.00
   Sell  03/13/09  Short#22  $22.70    ($2,197.08)  $753,822.57    ($17,662.80)  87.56%  (12.44%)  $0.00  $0.00
 338  Sell Short  03/13/09  Short#22  $22.70  $0.00  4405  $2,422.75  2.42%  $2,422.75  58.51%    $0.00  $0.00
   Buy to Cover  03/16/09  Buy#21  $22.15    $2,422.75  $756,245.32    ($1,717.95)  100.00%  58.51%  $0.00  $0.00
 339  Buy  03/16/09  Buy#21  $22.15  $0.00  4514  $3,791.76  3.79%  $3,791.76  71.19%    $0.00  $0.00
   Sell  03/17/09  Short#22  $22.99    $3,791.76  $760,037.08    ($1,534.76)  100.00%  71.19%  $0.00  $0.00
 340  Sell Short  03/17/09  Short#22  $22.99  $0.00  4349  ($913.29)  (0.91%)  $1,913.56  27.67%    $0.00  $0.00
   Buy to Cover  03/20/09  Buy#21  $23.20    ($913.29)  $759,123.79    ($5,001.35)  59.12%  (13.21%)  $0.00  $0.00
 341  Buy  03/20/09  Buy#21  $23.20  $0.00  4310  $5,258.20  5.26%  $5,258.20  81.33%    $0.00  $0.00
   Sell  03/24/09  Short#22  $24.42    $5,258.20  $764,381.99    ($1,206.80)  100.00%  81.33%  $0.00  $0.00
 342  Sell Short  03/24/09  Short#22  $24.42  $0.00  4095  ($2,743.65)  (2.74%)  $2,661.75  20.19%    $0.00  $0.00
   Buy to Cover  03/27/09  Buy#21  $25.09    ($2,743.65)  $761,638.34    ($10,524.15)  59.01%  (20.81%)  $0.00  $0.00
 343  Buy  03/27/09  Buy#21  $25.09  $0.00  3985  $15,900.15  15.90%  $15,900.15  76.00%    $0.00  $0.00
   Sell  04/08/09  Short#22  $29.08    $15,900.15  $777,538.49    ($5,021.10)  100.00%  76.00%  $0.00  $0.00
 344  Sell Short  04/08/09  Short#22  $29.08  $0.00  3438  ($4,744.44)  (4.75%)  $275.04  2.86%    $0.00  $0.00
   Buy to Cover  04/14/09  Buy#21  $30.46    ($4,744.44)  $772,794.05    ($9,351.36)  47.86%  (49.29%)  $0.00  $0.00
 345  Buy  04/14/09  Buy#21  $30.46  $0.00  3282  $3,117.90  3.12%  $5,382.48  28.82%    $0.00  $0.00
   Sell  07/15/09  Short#22  $31.41    $3,117.90  $775,911.95    ($13,292.10)  87.87%  16.70%  $0.00  $0.00
 346  Sell Short  07/15/09  Short#22  $31.41  $0.00  3183  $572.94  0.57%  $572.94  20.00%    $0.00  $0.00
   Buy to Cover  07/16/09  Buy#21  $31.23    $572.94  $776,484.89    ($2,291.76)  100.00%  20.00%  $0.00  $0.00
 347  Buy  07/16/09  Buy#21  $31.23  $0.00  3202  $9,573.98  9.57%  $9,573.98  96.45%    $0.00  $0.00
   Sell  07/23/09  Short#22  $34.22    $9,573.98  $786,058.87    ($352.22)  100.00%  96.45%  $0.00  $0.00
 348  Sell Short  07/23/09  Short#22  $34.22  $0.00  2922  ($116.88)  (0.12%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  07/27/09  Buy#21  $34.26    ($116.88)  $785,941.99    ($4,733.64)  97.53%  (2.47%)  $0.00  $0.00
 349  Buy  07/27/09  Buy#21  $34.26  $0.00  2918  $3,735.04  3.74%  $4,902.24  87.50%    $0.00  $0.00
   Sell  08/03/09  Short#22  $35.54    $3,735.04  $789,677.03    ($700.32)  79.17%  66.67%  $0.00  $0.00
 350  Sell Short  08/03/09  Short#22  $35.54  $0.00  2813  $1,378.37  1.38%  $1,378.37  54.44%    $0.00  $0.00
   Buy to Cover  08/05/09  Buy#21  $35.05    $1,378.37  $791,055.40    ($1,153.33)  100.00%  54.44%  $0.00  $0.00
 351  Buy  08/05/09  Buy#21  $35.05  $0.00  2853  ($1,654.74)  (1.65%)  $5,763.06  57.22%    $0.00  $0.00
   Sell  08/19/09  Short#22  $34.47    ($1,654.74)  $789,400.66    ($4,308.03)  26.35%  (16.43%)  $0.00  $0.00
 352  Sell Short  08/19/09  Short#22  $34.47  $0.00  2901  ($6,672.30)  (6.67%)  $348.12  3.09%    $0.00  $0.00
   Buy to Cover  08/31/09  Buy#21  $36.77    ($6,672.30)  $782,728.36    ($10,907.76)  37.63%  (59.28%)  $0.00  $0.00
 353  Buy  08/31/09  Buy#21  $36.77  $0.00  2719  $4,513.54  4.51%  $4,513.54  50.92%    $0.00  $0.00
   Sell  09/17/09  Short#22  $38.43    $4,513.54  $787,241.90    ($4,350.40)  100.00%  50.92%  $0.00  $0.00
 354  Sell Short  09/17/09  Short#22  $38.43  $0.00  2602  ($1,665.28)  (1.67%)  $0.00  0.00%    $0.00  $0.00
   Buy to Cover  09/23/09  Buy#21  $39.07    ($1,665.28)  $785,576.62    ($4,683.60)  64.44%  (35.56%)  $0.00  $0.00
 355  Buy  09/23/09  Buy#21  $39.07  $0.00  2559  ($6,627.81)  (6.63%)  $0.00  0.00%    $0.00  $0.00
   Sell  11/03/09  Short#22  $36.48    ($6,627.81)  $778,948.81    ($10,696.62)  38.04%  (61.96%)  $0.00  $0.00
 356  Sell Short  11/03/09  Short#22  $36.48  $0.00  2741  ($2,576.54)  (2.58%)  $1,699.42  24.51%    $0.00  $0.00
   Buy to Cover  11/12/09  Buy#21  $37.42    ($2,576.54)  $776,372.27    ($5,235.31)  38.34%  (37.15%)  $0.00  $0.00
 357  Buy  11/12/09  Buy#21  $37.42  $0.00  2672  $5,477.60  5.48%  $5,477.60  67.21%    $0.00  $0.00
   Sell  12/04/09  Short#22  $39.47    $5,477.60  $781,849.87    ($2,672.00)  100.00%  67.21%  $0.00  $0.00
 358  Sell Short  12/04/09  Short#22  $39.47  $0.00  2533  $1,773.10  1.77%  $1,773.10  59.32%    $0.00  $0.00
   Buy to Cover  12/07/09  Buy#21  $38.77    $1,773.10  $783,622.97    ($1,215.84)  100.00%  59.32%  $0.00  $0.00
 359  Buy  12/07/09  Buy#21  $38.77  $0.00  2579  $5,751.17  5.75%  $11,992.35  73.00%    $0.00  $0.00
   Sell  02/17/10  Short#22  $41.00    $5,751.17  $789,374.14    ($4,435.88)  62.01%  35.01%  $0.00  $0.00
 360  Sell Short  02/17/10  Short#22  $41.00  $0.00  2439  $560.97  0.56%  $1,731.69  53.79%    $0.00  $0.00
   Buy to Cover  02/23/10  Buy#21  $40.77    $560.97  $789,935.11    ($1,487.79)  63.64%  17.42%  $0.00  $0.00
 361  Buy  02/23/10  Buy#21  $40.77  $0.00  2452  $5,590.56  5.59%  $5,590.56  92.31%    $0.00  $0.00
   Sell  03/16/10  Short#22  $43.05    $5,590.56  $795,525.67    ($465.88)  100.00%  92.31%  $0.00  $0.00
 362  Sell Short  03/16/10  Short#22  $43.05  $0.00  2322  ($1,857.60)  (1.86%)  $812.70  18.52%    $0.00  $0.00
   Buy to Cover  03/26/10  Buy#21  $43.85    ($1,857.60)  $793,668.07    ($3,575.88)  39.15%  (42.33%)  $0.00  $0.00
 363  Buy  03/26/10  Buy#21  $43.85  $0.00  2280  $4,012.80  4.01%  $6,680.40  94.82%    $0.00  $0.00
   Sell  04/20/10  Short#22  $45.61    $4,012.80  $797,680.87    ($364.80)  62.14%  56.96%  $0.00  $0.00
 364  Sell Short  04/20/10  Short#22  $45.61  $0.00  2192  ($3,857.92)  (3.86%)  $175.36  2.68%    $0.00  $0.00
   Buy to Cover  04/27/10  Buy#21  $47.37    ($3,857.92)  $793,822.95    ($6,378.72)  38.46%  (58.86%)  $0.00  $0.00
 365  Buy  04/27/10  Buy#21  $47.37  $0.00  2111  ($5,467.49)  (5.47%)  $0.00  0.00%    $0.00  $0.00
   Sell  05/27/10  Short#22  $44.78    ($5,467.49)  $788,355.46    ($12,961.54)  57.82%  (42.18%)  $0.00  $0.00
 366  Sell Short  05/27/10  Short#22  $44.78  $0.00  2233  $1,094.17  1.09%  $1,094.17  43.75%    $0.00  $0.00
   Buy to Cover  06/01/10  Buy#21  $44.29    $1,094.17  $789,449.63    ($1,406.79)  100.00%  43.75%  $0.00  $0.00
 367  Buy  06/01/10  Buy#21  $44.29  $0.00  2257  $2,257.00  2.26%  $3,204.94  71.72%    $0.00  $0.00
   Sell  06/03/10  Short#22  $45.29    $2,257.00  $791,706.63    ($1,263.92)  78.79%  50.51%  $0.00  $0.00
 368  Sell Short  06/03/10  Short#22  $45.29  $0.00  2207  $1,809.74  1.81%  $1,809.74  86.32%    $0.00  $0.00
   Buy to Cover  06/04/10  Buy#21  $44.47    $1,809.74  $793,516.37    ($286.91)  100.00%  86.32%  $0.00  $0.00
 369  Buy  06/04/10  Buy#21  $44.47  $0.00  2248  ($12,746.16)  (12.75%)  $3,349.52  14.57%    $0.00  $0.00
   Sell  07/26/10  Short#22  $38.80    ($12,746.16)  $780,770.21    ($19,647.52)  30.01%  (55.43%)  $0.00  $0.00
 370  Sell Short  07/26/10  Short#22  $38.80  $0.00  2577  $2,886.24  2.89%  $2,886.24  52.58%    $0.00  $0.00
   Buy to Cover  07/29/10  Buy#21  $37.68    $2,886.24  $783,656.45    ($2,602.77)  100.00%  52.58%  $0.00  $0.00
 371  Buy  07/29/10  Buy#21  $37.68  $0.00  2653  $4,775.40  4.78%  $4,828.46  65.00%    $0.00  $0.00
   Sell  08/19/10  Short#22  $39.48    $4,775.40  $788,431.85    ($2,599.94)  99.29%  64.29%  $0.00  $0.00
 372  Sell Short  08/19/10  Short#22  $39.48  $0.00  2532  $3,873.96  3.88%  $3,873.96  100.00%    $0.00  $0.00
   Buy to Cover  08/20/10  Buy#21  $37.95    $3,873.96  $792,305.81    $0.00  100.00%  100.00%  $0.00  $0.00
 373  Buy  08/20/10  Buy#21  $37.95  $0.00  2635  $8,484.70  8.48%  $8,484.70  57.30%    $0.00  $0.00
   Sell  09/14/10  Short#22  $41.17    $8,484.70  $800,790.51    ($6,324.00)  100.00%  57.30%  $0.00  $0.00
 374  Sell Short  09/14/10  Short#22  $41.17  $0.00  2428  $582.72  0.58%  $582.72  19.67%    $0.00  $0.00
   Buy to Cover  09/15/10  Buy#21  $40.93    $582.72  $801,373.23    ($2,379.44)  100.00%  19.67%  $0.00  $0.00
 375  Buy  09/15/10  Buy#21  $40.93  $0.00  2443  $1,856.68  1.86%  $1,856.68  100.00%    $0.00  $0.00
   Sell  09/16/10  Short#22  $41.69    $1,856.68  $803,229.91    $0.00  100.00%  100.00%  $0.00  $0.00
 376  Sell Short  09/16/10  Short#22  $41.69  $0.00  2398  $1,175.02  1.18%  $1,175.02  69.01%    $0.00  $0.00
   Buy to Cover  09/17/10  Buy#21  $41.20    $1,175.02  $804,404.93    ($527.56)  100.00%  69.01%  $0.00  $0.00
 377  Buy  09/17/10  Buy#21  $41.20  $0.00  2427  $6,188.85  6.19%  $7,038.30  93.25%    $0.00  $0.00
   Sell  09/27/10  Short#22  $43.75    $6,188.85  $810,593.78    ($509.67)  88.75%  81.99%  $0.00  $0.00
 378  Sell Short  09/27/10  Short#22  $43.75  $0.00  2285  $1,622.35  1.62%  $1,622.35  98.61%    $0.00  $0.00
   Buy to Cover  09/28/10  Buy#21  $43.04    $1,622.35  $812,216.13    ($22.85)  100.00%  98.61%  $0.00  $0.00
 379  Buy  09/28/10  Buy#21  $43.04  $0.00  2323  $1,463.49  1.46%  $2,624.99  69.33%    $0.00  $0.00
   Sell  10/18/10  Short#22  $43.67    $1,463.49  $813,679.62    ($1,161.50)  69.33%  38.65%  $0.00  $0.00
 380  Sell Short  10/18/10  Short#22  $43.67  $0.00  2289  $1,899.87  1.90%  $1,899.87  89.25%    $0.00  $0.00
   Buy to Cover  10/19/10  Buy#21  $42.84    $1,899.87  $815,579.49    ($228.90)  100.00%  89.25%  $0.00  $0.00
 381  Buy  10/19/10  Buy#21  $42.84  $0.00  2334  $4,878.06  4.88%  $4,878.06  82.61%    $0.00  $0.00
   Sell  11/05/10  Short#22  $44.93    $4,878.06  $820,457.55    ($1,026.96)  100.00%  82.61%  $0.00  $0.00
 382  Sell Short  11/05/10  Short#22  $44.93  $0.00  2225  $890.00  0.89%  $890.00  33.06%    $0.00  $0.00
   Buy to Cover  11/08/10  Buy#21  $44.53    $890.00  $821,347.55    ($1,802.25)  100.00%  33.06%  $0.00  $0.00
 383  Buy  11/08/10  Buy#21  $44.53  $0.00  2245  ($1,840.90)  (1.84%)  $1,324.55  29.65%    $0.00  $0.00
   Sell  11/18/10  Short#22  $43.71    ($1,840.90)  $819,506.65    ($3,143.00)  29.15%  (41.21%)  $0.00  $0.00
 384  Sell Short  11/18/10  Short#22  $43.71  $0.00  2287  $1,555.16  1.56%  $1,555.16  78.16%    $0.00  $0.00
   Buy to Cover  11/19/10  Buy#21  $43.03    $1,555.16  $821,061.81    ($434.53)  100.00%  78.16%  $0.00  $0.00
 385  Buy  11/19/10  Buy#21  $43.03  $0.00  2323  $6,388.25  6.39%  $6,388.25  79.25%    $0.00  $0.00
   Sell  12/03/10  Short#22  $45.78    $6,388.25  $827,450.06    ($1,672.56)  100.00%  79.25%  $0.00  $0.00
 386  Sell Short  12/03/10  Short#22  $45.78  $0.00  2184  ($3,297.84)  (3.30%)  $371.28  5.07%    $0.00  $0.00
   Buy to Cover  12/15/10  Buy#21  $47.29    ($3,297.84)  $824,152.22    ($6,945.12)  49.85%  (45.07%)  $0.00  $0.00
 387  Buy  12/15/10  Buy#21  $47.29  $0.00  2114  $7,525.84  7.53%  $7,737.24  94.82%    $0.00  $0.00
   Sell  02/22/11  Short#22  $50.85    $7,525.84  $831,678.06    ($422.80)  97.41%  92.23%  $0.00  $0.00
 388  Sell Short  02/22/11  Short#22  $50.85  $0.00  1966  $3,833.70  3.83%  $3,833.70  95.12%    $0.00  $0.00
   Buy to Cover  02/23/11  Buy#21  $48.90    $3,833.70  $835,511.76    ($196.60)  100.00%  95.12%  $0.00  $0.00
 389  Buy  02/23/11  Buy#21  $48.90    2044  n/a  n/a  $613.20  n/a    $0.00  $0.00
   Sell  open  n/a  $46.06    n/a  n/a    ($8,339.52)  n/a  n/a  n/a  n/a

--==TSBoundary-SPR Content-Type: text/html; charset=us-ascii Content-Transfer-Encoding: 7bit Content-ID: Annual Trading Summary
TradeStation Strategy Performance Report TSL_Sys_CEL_BBBY, BBBY, Daily, 6/8/1992 1:00:00 PM - 3/15/2011 1:00:00 PM
TradeStation Periodical Returns: Annual 
 
Mark-To-Market Period Analysis:

Period

Net Profit % Gain Profit Factor # Trades % Profitable

Last 12 month

$36,069.17 4.04% 2.03 29 75.86%
1/1/2011 $1,622.54 0.17% 1.28 3 66.67%
1/1/2010 $44,873.93 5.08% 2.54 29 79.31%
1/1/2009 $23,678.44 2.75% 1.64 25 52.00%
1/1/2008 $67,056.82 8.46% 2.10 31 80.65%
1/1/2007 $10,686.66 1.37% 1.31 27 74.07%
1/1/2006 $4,546.76 0.58% 1.13 25 72.00%
1/1/2005 $3,869.46 0.50% 1.13 20 60.00%
1/1/2004 $8,571.96 1.12% 1.42 18 61.11%
1/1/2003 $44,189.48 6.13% 3.20 21 76.19%
1/1/2002 $61,300.57 9.30% 3.10 29 72.41%
1/1/2001 $68,222.21 11.54% 2.50 27 74.07%
1/1/2000 $71,441.39 13.75% 2.39 18 66.67%
1/1/1999 $66,322.30 14.63% 2.50 28 64.29%
1/1/1998 $84,619.07 22.95% 4.38 21 71.43%
1/1/1997 $85,855.79 30.35% 6.88 13 84.6