Fri, May 20th, 2022, 23:42UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
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date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/03/11 Buy RTX short Mobile TeleSystems 325.73 15.350   1/10/11 15.680 5,000        5,000 95,000 100,000
    ISEQ 20 long Kingspan 331.13 7.550   3/21/11 6.330 2,500        7,500 92,500  
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        10,000 90,000  
1/10/11 Sell RTX short Mobile TeleSystems 325.73 15.680 15.020 1/03/11 15.350 -5,000 4,892 -108 -108  5,000 94,892 99,893
1/17/11 Buy CAC 40 long Valeo 321.42 15.148   3/14/11 13.523 4,869        9,869 90,024  
    AEX Aalberts 323.52 15.050   3/28/11 16.715 4,869        14,738 85,155  
1/24/11 Buy IBEX 35 long Sacyr 846.94 5.462   2/28/11 7.082 4,626        19,364 80,529  
    Topix (TYO) short Resona 1,146.01 4.037   1/31/11 3.670 4,626        23,990 75,903  
1/31/11 Sell   short Resona 1,146.01 3.670 4.440 1/24/11 4.037 -4,626 5,089 463 355  19,364 80,991 100,355
  Buy SSE 50 long China Shipbuilding 4,609.52 0.983   2/21/11 0.981 4,533        23,897 76,458  
    Topix (TYO) Isuzu Motors 631.51 7.178   8/29/11 5.756 4,533        28,430 71,925  
2/07/11 Buy HSI short China Res Land 3,592.16 1.199   4/04/11 1.417 4,307        32,737 67,618  
    HSI-Fin China Life Ins HK 1,572.87 2.738   1/16/12 2.249 4,307        37,044 63,311  
    ÖkoDAX (deprecated) long CropEnergies 730.00 5.900   6/06/11 4.970 4,307        41,351 59,004  
    BSE Sensex 30 short Bharat Heavy 987.93 4.360   1/30/12 2.662 4,307        45,658 54,697  
    STI Wilmar International 1,420.42 3.032   3/28/11 3.080 4,307        49,965 50,390  
2/14/11 Buy OMXH 25 short Nokia 562.39 6.700   2/21/11 6.240 3,768        53,733 46,622  
    PSI 20 long Jerónimo Martins 314.66 11.975   2/21/11 11.500 3,768        57,501 42,854  
    GEX InVision 183.72 20.510   3/07/11 22.905 3,768        61,269 39,086  
2/21/11 Sell SSE 50 long China Shipbuilding 4,609.52 0.981   1/31/11 0.983 -4,533 4,520 -13 342  56,736 43,606 100,342
    OMXH 25 short Nokia 562.39 6.240 7.194 2/14/11 6.700 -3,768 4,046 278 620  52,968 47,652 100,620
    PSI 20 long Jerónimo Martins 314.66 11.500   2/14/11 11.975 -3,768 3,619 -149 471  49,200 51,271 100,471
  Buy SSE 50 short Shanghai Pudong 3,412.20 1.112   4/04/11 1.203 3,793        52,993 47,478  
    OMXH 25 long Metso Outotec 389.43 9.740   2/28/11 10.430 3,793        56,786 43,684  
    PSI 20 short Impresa 3,831.31 0.990   3/28/11 1.010 3,793        60,579 39,891  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Richemont 89.12 42.559   2/28/11 41.624 3,793        64,372 36,099  
2/28/11 Sell IBEX 35 long Sacyr 846.94 7.082   1/24/11 5.462 -4,626 5,998 1,372 1,843  59,746 42,097 101,843
    OMXH 25 Metso Outotec 389.43 10.430   2/21/11 9.740 -3,793 4,062 269 2,111  55,953 46,158 102,111
    SMI Richemont 89.12 41.624   2/21/11 42.559 -3,793 3,710 -83 2,028  52,160 49,868 102,028
  Buy IBEX 35 short Banco Sabadell 1,501.98 2.528   3/21/11 2.535 3,797        55,957 46,071  
    OMXH 25 Nokia 623.48 6.090   12/26/11 3.720 3,797        59,754 42,274  
    SMI Roche 34.61 109.719   3/07/11 102.126 3,797        63,551 38,477  
    NZX 50 Heartland 8,908.96 0.426   4/25/11 0.391 3,797        67,348 34,680  
    Topix (FRA) Resona 935.22 4.060   7/11/11 3.532 3,797        71,145 30,883  
3/07/11 Sell SMI short Roche 34.61 102.126 117.876 2/28/11 109.719 -3,797 4,080 282 2,310  67,348 34,962 102,310
    GEX long InVision 183.72 22.905   2/14/11 20.510 -3,768 4,208 440 2,750  63,580 39,170 102,750
  Buy SMI Richemont 83.90 42.288   3/14/11 39.521 3,548        67,128 35,622  
    GEX short MeVis Medical 290.82 12.200   2/13/12 5.650 3,548        70,676 32,074  
3/14/11 Sell CAC 40 long Valeo 321.42 13.523   1/17/11 15.148 -4,869 4,347 -522 2,228  65,807 36,421 102,228
    SMI Richemont 83.90 39.521   3/07/11 42.288 -3,548 3,316 -232 1,996  62,259 39,737 101,996
  Buy CAC 40 short Carrefour 112.98 31.360   4/25/11 31.100 3,543        65,802 36,194  
    TecDAX SMA Solar 48.04 73.750   2/06/12 50.420 3,543        69,345 32,651  
    HSI-Prop China Ov Land & Inv 1,348.79 1.313   1/16/12 1.541 1,772        71,116 30,879  
      China Res Land 1,476.50 1.200   1/16/12 1.413 1,772        72,888 29,108  
    Nordic 30 Nokia 603.58 5.870   11/28/11 4.150 3,543        76,431 25,565  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        79,979 22,016  
    SMI Roche 35.02 101.160   5/02/11 110.747 3,543        83,522 18,474  
    Nikkei (FRA) Resona 521.03 3.400   1/09/12 3.458 1,772        85,293 16,702  
      Tokyo Electric Power 137.33 12.900   1/09/12 1.740 1,772        87,065 14,931  
    Nikkei (TYO) Resona 1,042.49 3.399   4/25/11 3.103 3,543        90,608 11,388  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/11 Sell IBEX 35 short Banco Sabadell 1,501.98 2.535 2.521 2/28/11 2.528 -3,797 3,786 -11 1,985  86,811 15,174 101,985
    ISEQ 20 long Kingspan 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,581  84,311 17,270 101,581
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,093  81,811 20,282 102,093
  Buy IBEX 35 Sacyr 421.70 7.254   4/04/11 7.471 3,059        84,870 17,223  
    ISEQ 20 short Bank of Ireland 171.66 8.910   3/28/11 7.590 1,529        86,400 15,694  
      Ryanair 470.47 3.251   3/28/11 3.273 1,530        87,929 14,164  
3/28/11 Sell AEX long Aalberts 323.52 16.715   1/17/11 15.050 -4,869 5,408 539 2,632  83,060 19,572 102,632
    ISEQ 20 short Bank of Ireland 171.66 7.590 10.460 3/21/11 8.910 -1,529 1,795 266 2,898  81,531 21,367 102,898
      Ryanair 470.47 3.273 3.229 3/21/11 3.251 -1,530 1,519 -10 2,887  80,001 22,886 102,887
    PSI 20 Impresa 3,831.31 1.010 0.970 2/21/11 0.990 -3,793 3,716 -77 2,811  76,208 26,603 102,811
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,729  72,660 30,070 102,729
    STI Wilmar International 1,420.42 3.080 2.984 2/07/11 3.032 -4,307 4,239 -68 2,661  68,353 34,308 102,661
  Buy AEX Philips 154.37 22.180   1/02/12 16.490 3,424        71,777 30,884  
    ISEQ 20 long Glanbia 393.56 4.350   4/25/11 4.541 1,712        73,489 29,172  
      Origin Enterprises 447.58 3.825   4/25/11 3.900 1,712        75,201 27,460  
    PSI 20 Jerónimo Martins 303.28 11.290   4/11/11 11.320 3,424        78,625 24,036  
    STI Genting 2,951.72 1.160   5/02/11 1.158 3,424        82,049 20,612  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,412.20 1.203 1.020 2/21/11 1.112 -3,793 3,480 -313 2,348  78,256 24,093 102,348
    HSI China Res Land 3,592.16 1.417 0.981 2/07/11 1.199 -4,307 3,524 -783 1,565  73,949 27,616 101,565
    IBEX 35 long Sacyr 421.70 7.471   3/21/11 7.254 -3,059 3,151 92 1,657  70,890 30,767 101,657
  Buy SSE 50 IM BaoTou Steel 10,924.09 0.303   5/23/11 0.268 3,310        74,200 27,457  
    HSI Galaxy Entertainment 3,064.81 1.080   8/01/11 1.948 3,310        77,510 24,147  
    IBEX 35 short Banco Sabadell 1,329.85 2.489   2/06/12 2.331 3,310        80,820 20,837  
    Athex LC Piraeus Bank 0.01 432,300.000   4/02/12 82,830.000 4,323        85,143 16,514  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   3/28/11 11.290 -3,424 3,433 9 1,666  81,719 19,947 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 4,983.61 0.610   2/06/12 0.190 3,040        84,759 16,907  
    OBX 25 Frontline 39.36 77.243   1/16/12 17.878 3,040        87,799 13,867  
    OMXS 30 AstraZeneca 44.74 33.972   4/18/11 34.188 1,520        89,319 12,347  
      Nokia 254.77 5.966   4/18/11 6.088 1,520        90,839 10,827  
    FT 30 3i Group 10.05 302.376   5/02/11 315.356 3,039        93,878 7,788  
4/18/11 Sell OMXS 30 short AstraZeneca 44.74 34.188 33.756 4/11/11 33.972 -1,520 1,510 -10 1,656  92,358 9,298 101,656
      Nokia 254.77 6.088 5.844 4/11/11 5.966 -1,520 1,489 -31 1,625  90,838 10,787 101,625
  Buy   long Lundin 135.74 10.350   5/30/11 9.405 1,405        92,243 9,382  
      Swedbank 107.57 13.061   5/30/11 12.341 1,405        93,648 7,977  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,655  90,105 11,550 101,655
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,730  88,393 13,337 101,730
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  86,681 15,083 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  82,884 19,223 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  79,341 23,103 102,444
  Buy ISEQ 20 Bank of Ireland 210.89 7.440   1/02/12 2.550 1,569        80,910 21,534  
      Ryanair 466.13 3.366   1/02/12 3.780 1,569        82,479 19,965  
    OMXC 20 Vestas Wind Systems 652.58 4.809   5/16/11 4.185 3,138        85,617 16,827  
    NZX 50 long a2 Milk 40,700.39 0.077   10/03/11 0.120 3,138        88,755 13,689  
    Nikkei (TYO) Screen 103.79 30.233   5/09/11 32.089 3,138        91,892 10,551  
5/02/11 Sell FT 30 short 3i Group 10.05 315.356 289.395 4/11/11 302.376 -3,039 2,908 -130 2,313  88,854 13,460 102,313
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,308  85,430 16,879 102,308
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,973  81,887 20,086 101,973
  Buy STI Wilmar International 1,080.38 2.824   7/02/12 2.197 3,051        84,938 17,035  
    SMI long Richemont 69.75 43.745   5/09/11 42.905 3,051        87,989 13,983  
5/09/11 Sell   long Richemont 69.75 42.905   5/02/11 43.745 -3,051 2,993 -59 1,914  84,938 16,976 101,914
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Screen 103.79 32.089   4/25/11 30.233 -3,138 3,331 193 2,107  81,800 20,307 102,107
  Buy CAC 40 short Carrefour 99.79 30.665   2/06/12 18.345 3,060        84,860 17,247  
    TSX 60 BlackBerry 101.03 30.287   2/20/12 11.318 3,060        87,920 14,187  
    FT 30 Lloyds Bank 49.97 61.241   5/30/11 59.956 3,060        90,980 11,126  
    SMI Credit Suisse 104.12 29.390   5/21/12 15.602 3,060        94,040 8,066  
    Nikkei (TYO) Tokyo Electric Power 740.69 4.131   2/13/12 1.953 3,060        97,100 5,006  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 652.58 4.185 5.526 4/25/11 4.809 -3,138 3,606 468 2,574  93,962 8,612 102,574
  Buy   long Novozymes 117.39 23.673   5/30/11 23.619 2,779        96,741 5,833  
    CAC Mid 60 short Genfit 706.59 3.933   1/23/12 1.723 2,779        99,520 3,054  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,924.09 0.268   4/04/11 0.303 -3,310 2,924 -386 2,189  96,210 5,979 102,189
  Buy   short China Life 1,300.63 2.079   5/30/11 2.028 2,704        98,914 3,275  
    SDAX Heidelberger Druck 932.74 2.899   1/30/12 1.657 2,704        101,618 571  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        104,349 -2,160  
5/30/11 Sell SSE 50 short China Life 1,300.63 2.028 2.131 5/23/11 2.079 -2,704 2,772 68 2,257  101,645 612 102,257
    OMXC 20 long Novozymes 117.39 23.619   5/16/11 23.673 -2,779 2,773 -6 2,250  98,866 3,384 102,250
    OMXS 30 Lundin 135.74 9.405   4/18/11 10.350 -1,405 1,277 -128 2,122  97,461 4,661 102,122
      Swedbank 107.57 12.341   4/18/11 13.061 -1,405 1,328 -77 2,045  96,056 5,988 102,045
    FT 30 short Lloyds Bank 49.97 59.956 62.554 5/09/11 61.241 -3,060 3,126 66 2,110  92,996 9,114 102,110
  Buy SSE 50 long China Northern Rare 1,150.95 2.415   6/06/11 2.742 2,780        95,776 6,334  
    BEL 20 short Galapagos 291.10 9.550   7/04/11 8.420 2,780        98,556 3,554  
    OMXC 20 Vestas Wind Systems 686.34 4.051   7/04/11 3.486 2,780        101,336 774  
    OMXS 30 Nokia 308.07 4.512   7/04/11 4.367 1,390        102,726 -616  
      Telia Company 262.25 5.300   7/04/11 4.997 1,390        104,116 -2,006  
6/06/11 Sell SSE 50 long China Northern Rare 1,150.95 2.742   5/30/11 2.415 -2,780 3,156 376 2,487  101,336 1,150 102,487
    ÖkoDAX (deprecated) CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,808  97,029 4,779 101,808
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 short China Rwy Constr 4,217.19 0.632   1/23/12 0.506 2,664        99,693 2,115  
    FT 30 Lloyds Bank 50.61 52.638   12/05/11 31.447 2,664        102,357 -549  
6/20/11 Buy CAC Next 20 short EDF 97.48 25.965   6/27/11 25.805 2,531        104,888 -3,080  
6/27/11 Sell   short EDF 97.48 25.805 26.126 6/20/11 25.965 -2,531 2,547 16 1,823  102,357 -534 101,823
  Buy France Carrefour 95.73 26.450   1/23/12 17.050 2,532        104,889 -3,066  
    MIB UnipolSai 493.57 5.130   11/05/12 0.935 2,532        107,421 -5,598  
    CAC Next 20 long Arkema 38.89 65.105   7/11/11 66.601 2,532        109,953 -8,130  
7/04/11 Sell BEL 20 short Galapagos 291.10 8.420 10.832 5/30/11 9.550 -2,780 3,153 373 2,196  107,173 -4,977 102,196
    OMXC 20 Vestas Wind Systems 686.34 3.486 4.707 5/30/11 4.051 -2,780 3,231 451 2,647  104,393 -1,746 102,647
    OMXS 30 Nokia 308.07 4.367 4.661 5/30/11 4.512 -1,390 1,436 46 2,693  103,003 -310 102,693
      Telia Company 262.25 4.997 5.622 5/30/11 5.300 -1,390 1,474 84 2,777  101,613 1,164 102,777
  Buy BEL 20 long Solvay 24.12 107.700   7/11/11 107.450 2,598        104,211 -1,433  
    OMXC 20 Novozymes 111.76 23.246   7/11/11 23.100 2,598        106,809 -4,031  
    OMXS 30 Lundin 130.35 9.965   7/11/11 9.554 1,299        108,108 -5,330  
      Swedish Match 533.30 2.436   7/11/11 2.441 1,299        109,407 -6,629  
7/11/11 Sell BEL 20 long Solvay 24.12 107.450   7/04/11 107.700 -2,598 2,592 -6 2,771  106,809 -4,038 102,771
    OMXC 20 Novozymes 111.76 23.100   7/04/11 23.246 -2,598 2,582 -16 2,755  104,211 -1,456 102,755
    OMXS 30 Lundin 130.35 9.554   7/04/11 9.965 -1,299 1,245 -54 2,702  102,912 -211 102,702
      Swedish Match 533.30 2.441   7/04/11 2.436 -1,299 1,302 3 2,705  101,613 1,091 102,705
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,272  97,816 5,456 103,272
    CAC Next 20 long Arkema 38.89 66.601   6/27/11 65.105 -2,532 2,590 58 3,330  95,284 8,046 103,330
  Buy RTX short Mobile TeleSystems 214.65 12.970   7/18/11 12.740 2,784        98,068 5,262  
    BEL 20 Bekaert 55.19 50.440   3/12/12 24.765 2,784        100,852 2,478  
    OMXC 20 Vestas Wind Systems 811.78 3.430   11/28/11 1.979 2,784        103,636 -306  
    OMXS 30 Nokia 352.09 3.954   11/28/11 4.082 1,392        105,028 -1,698  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      SSAB 148.08 9.401   11/28/11 6.652 1,392        106,420 -3,090  
    Topix (FRA) long Daito Trust 42.98 64.780   8/01/11 65.420 2,784        109,204 -5,874  
7/18/11 Sell RTX short Mobile TeleSystems 214.65 12.740 13.204 7/11/11 12.970 -2,784 2,834 50 3,381  106,420 -3,040 103,381
  Buy ATX Flughafen Wien 302.17 8.300   3/26/12 7.050 2,508        108,928 -5,548  
7/25/11 Buy ASX 50 short Macquarie Group 117.39 20.828   1/16/12 19.953 2,445        111,373 -7,993  
    DJ Global Titans Bank of America 350.80 6.970   12/26/11 4.202 2,445        113,818 -10,438  
8/01/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,042  110,508 -4,466 106,042
    Topix (FRA) Daito Trust 42.98 65.420   7/11/11 64.780 -2,784 2,812 28 6,070  107,724 -1,654 106,070
  Buy S&P 100 short AIG 131.42 19.860   1/09/12 18.875 2,610        110,334 -4,264  
    HSI New World Dev 694.22 3.760   12/26/11 2.465 2,610        112,944 -6,874  
    HDAX Commerzbank 138.82 18.801   1/23/12 14.511 2,610        115,554 -9,484  
    RTX Mobile TeleSystems 211.85 12.320   6/25/12 13.400 2,610        118,164 -12,094  
    DJTA Delta Air Lines 481.71 5.418   10/24/11 6.408 2,610        120,774 -14,704  
    Topix (FRA) Nintendo 23.60 110.600   1/23/12 105.744 2,610        123,384 -17,315  
    SP Global 100 Carrefour 129.98 20.080   4/30/12 15.175 2,610        125,994 -19,925  
8/08/11 Buy Nasdaq 100 short Akamai 146.06 14.741   10/10/11 17.540 2,153        128,147 -22,078  
    Kospi 50 LG Display 157.52 13.668   10/10/11 14.049 2,153        130,300 -24,231  
    DAX Commerzbank 140.22 15.354   12/19/11 9.482 2,153        132,453 -26,383  
    MDAX Ceconomy 224.02 9.611   5/14/12 7.298 2,153        134,606 -28,536  
    FTSE Lloyds Bank 57.19 37.648   11/28/11 27.613 2,153        136,759 -30,690  
    Europe 50 Lloyds Bank 57.19 37.648   12/19/11 27.968 2,153        138,912 -32,843  
    BSE Sensex 50 Tata Motors 832.98 2.585   10/03/11 2.302 2,153        141,065 -34,996  
    QIX Pro7-Sat1 153.79 14.000   1/23/12 17.200 2,153        143,218 -37,149  
8/22/11 Buy DJIA short Goldman Sachs 23.29 73.991   12/19/11 67.244 1,723        144,941 -38,872  
8/29/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   1/31/11 7.178 -4,533 3,635 -898 5,171  140,409 -35,237 105,171
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Nintendo 14.99 116.602   2/13/12 104.998 1,748        142,156 -36,985  
9/05/11 Buy Euro 50 short Societe Generale 42.07 20.250   1/09/12 15.000 852        143,008 -37,837  
      Unicredit 31.03 27.460   1/09/12 11.455 852        143,860 -38,689  
10/03/11 Sell NZX 50 long a2 Milk 40,700.39 0.120   4/25/11 0.077 -3,138 4,864 1,726 6,897  140,722 -33,825 106,897
    BSE Sensex 50 short Tata Motors 832.98 2.302 2.902 8/08/11 2.585 -2,153 2,417 264 7,161  138,569 -31,408 107,161
  Buy NZX 50 Heartland 6,789.81 0.279   10/17/11 0.296 1,893        140,462 -33,301  
    BSE Sensex 50 long Eicher Motors 777.67 2.434   10/17/11 2.393 1,893        142,355 -35,194  
10/10/11 Sell Nasdaq 100 short Akamai 146.06 17.540 11.942 8/08/11 14.741 -2,153 1,744 -409 6,753  140,202 -33,450 106,753
    Kospi 50 LG Display 157.52 14.049 13.287 8/08/11 13.668 -2,153 2,093 -60 6,693  138,049 -31,357 106,693
  Buy Nasdaq 100 long Regeneron 38.16 49.346   8/24/15 434.608 1,883        139,932 -33,240  
    Kospi 50 SK Holdings 19.64 95.875   12/19/11 80.532 1,883        141,815 -35,123  
10/17/11 Sell NZX 50 short Heartland 6,789.81 0.296 0.262 10/03/11 0.279 -1,893 1,778 -115 6,577  139,922 -33,345 106,577
    BSE Sensex 50 long Eicher Motors 777.67 2.393   10/03/11 2.434 -1,893 1,861 -32 6,545  138,029 -31,484 106,545
  Buy NZX 50 a2 Milk 13,477.01 0.139   10/31/11 0.139 1,876        139,905 -33,360  
    BSE Sensex 50 short Aurobindo Pharma 2,042.46 0.919   10/24/11 0.877 1,876        141,781 -35,236  
10/24/11 Sell DJTA short Delta Air Lines 481.71 6.408 4.429 8/01/11 5.418 -2,610 2,133 -477 6,068  139,171 -33,103 106,068
    BSE Sensex 50 Aurobindo Pharma 2,042.46 0.877 0.962 10/17/11 0.919 -1,876 1,964 88 6,156  137,295 -31,139 106,156
  Buy   long Eicher Motors 802.93 2.335   12/07/15 22.421 1,875        139,170 -33,014  
10/31/11 Sell NZX 50 long a2 Milk 13,477.01 0.139   10/17/11 0.139 -1,876 1,877 1 6,158  137,294 -31,137 106,158
  Buy   short Heartland 6,212.72 0.302   3/05/12 0.277 1,875        139,169 -33,012  
11/21/11 Buy USA short Netflix 232.38 7.867   11/28/11 7.544 1,828        140,997 -34,840  
    DJTA JetBlue Airways 688.64 2.655   12/05/11 3.509 1,828        142,825 -36,668  
11/28/11 Sell USA short Netflix 232.38 7.544 8.203 11/21/11 7.867 -1,828 1,906 78 6,236  140,997 -34,762 106,236
    FTSE Lloyds Bank 57.19 27.613 51.330 8/08/11 37.648 -2,153 2,936 782 7,018  138,844 -31,826 107,018
    OMXC 20 Vestas Wind Systems 811.78 1.979 5.942 7/11/11 3.430 -2,784 4,824 2,040 9,058  136,060 -27,002 109,058
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Nokia 352.09 4.082 3.825 7/11/11 3.954 -1,392 1,347 -45 9,013  134,668 -25,655 109,013
      SSAB 148.08 6.652 13.285 7/11/11 9.401 -1,392 1,967 575 9,588  133,276 -23,688 109,588
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,057  129,733 -18,677 111,057
  Buy FTSE long Next 0.74 3,105.900   6/04/12 3,698.710 2,298        132,032 -20,975  
    OMXC 20 Tryg 268.56 8.598   5/14/12 8.768 2,309        134,341 -23,284  
    OMXS 30 Getinge 61.93 18.641   5/14/12 19.967 1,154        135,495 -24,438  
      Lundin 61.79 18.684   5/14/12 15.471 1,154        136,649 -25,593  
    Nordic 30 Equinor 126.49 18.255   5/07/12 19.757 2,309        138,959 -27,902  
12/05/11 Sell FT 30 short Lloyds Bank 50.61 31.447 88.109 6/06/11 52.638 -2,664 4,459 1,795 12,852  136,295 -23,443 112,852
    DJTA JetBlue Airways 688.64 3.509 1.800 11/21/11 2.655 -1,828 1,240 -588 12,263  134,467 -22,203 112,263
  Buy FT 30 long BAT 0.66 3,416.030   12/12/11 3,512.060 2,255        136,721 -24,458  
    DJTA Kirby 46.89 48.011   6/25/12 36.163 2,251        138,972 -26,709  
12/12/11 Sell FT 30 long BAT 0.66 3,512.060   12/05/11 3,416.030 -2,255 2,318 63 12,327  136,718 -24,391 112,327
  Buy   short Lloyds Bank 76.87 28.594   12/19/11 27.968 2,198        138,916 -26,589  
12/19/11 Sell DJIA short Goldman Sachs 23.29 67.244 81.415 8/22/11 73.991 -1,723 1,896 173 12,500  137,193 -24,693 112,500
    Kospi 50 long SK Holdings 19.64 80.532   10/10/11 95.875 -1,883 1,582 -301 12,198  135,310 -23,111 112,198
    DAX short Commerzbank 140.22 9.482 24.862 8/08/11 15.354 -2,153 3,486 1,333 13,532  133,157 -19,625 113,532
    Europe 50 Lloyds Bank 57.19 27.968 50.678 8/08/11 37.648 -2,153 2,898 745 14,277  131,004 -16,727 114,277
    FT 30 Lloyds Bank 76.87 27.968 29.234 12/12/11 28.594 -2,198 2,247 49 14,326  128,806 -14,479 114,326
  Buy DJIA long Visa 132.09 18.897   8/24/15 58.880 2,496        131,302 -16,976  
    Kospi 50 short Hyundai Heavy 13.69 182.275   1/23/12 209.385 2,495        133,797 -19,471  
    DAX long Merck (EMD) 68.02 36.695   6/04/12 36.500 2,496        136,293 -21,967  
    Europe 50 Roche 19.24 129.719   10/20/14 222.572 2,496        138,789 -24,463  
    FT 30 Tate & Lyle 3.09 808.105   5/14/12 858.422 2,497        141,286 -26,960  
12/26/11 Sell HSI short New World Dev 694.22 2.465 5.735 8/01/11 3.760 -2,610 3,981 1,371 15,697  138,676 -22,978 115,697
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,116  134,879 -16,762 118,116
    DJ Global Titans Bank of America 350.80 4.202 11.562 7/25/11 6.970 -2,445 4,056 1,611 19,727  132,434 -12,706 119,727
  Buy HSI long Lenovo 4,968.42 0.538   5/21/12 0.656 2,675        135,109 -15,381  
    OMXH 25 Huhtamäki 290.13 9.220   1/02/12 9.150 2,675        137,784 -18,056  
    DJ Global Titans Philip Morris 44.26 60.439   1/23/12 57.914 2,675        140,459 -20,731  
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 20,909  137,035 -16,126 120,909
    ISEQ 20 Bank of Ireland 210.89 2.550 21.707 4/25/11 7.440 -1,569 4,578 3,009 23,918  135,466 -11,548 123,918
      Ryanair 466.13 3.780 2.952 4/25/11 3.366 -1,569 1,376 -193 23,725  133,897 -10,172 123,725
    OMXH 25 long Huhtamäki 290.13 9.150   12/26/11 9.220 -2,675 2,655 -20 23,704  131,222 -7,518 123,704
  Buy Germany Encavis 894.09 3.248   5/14/12 2.970 2,904        134,126 -10,422  
    AEX Vopak 70.67 41.095   4/09/12 44.780 2,904        137,030 -13,326  
    ISEQ 20 Flutter 32.20 45.100   5/21/12 50.010 1,452        138,482 -14,778  
      Ryanair 384.13 3.780   5/21/12 4.040 1,452        139,934 -16,230  
    OMXH 25 short Outokumpu 249.91 11.620   1/09/12 12.510 2,904        142,838 -19,134  
1/09/12 Sell S&P 100 short AIG 131.42 18.875 20.895 8/01/11 19.860 -2,610 2,746 136 23,840  140,228 -16,388 123,840
    Euro 50 Societe Generale 42.07 15.000 27.338 9/05/11 20.250 -852 1,150 298 24,139  139,376 -15,238 124,139
      Unicredit 31.03 11.455 65.827 9/05/11 27.460 -852 2,043 1,191 25,329  138,524 -13,195 125,329
    OMXH 25 Outokumpu 249.91 12.510 10.730 1/02/12 11.620 -2,904 2,682 -222 25,107  135,620 -10,514 125,107
    Nikkei (FRA) Resona 521.03 3.458 3.342 3/14/11 3.400 -1,772 1,741 -30 25,076  133,849 -8,772 125,076
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,439  132,077 4,362 136,439
  Buy S&P 100 long Biogen 38.96 90.342   9/03/12 116.954 3,520        135,597 842  
    Euro 50 ASML 54.32 32.400   8/24/15 74.790 1,760        137,357 -918  
      AB InBev 37.06 47.495   8/24/15 91.280 1,760        139,117 -2,678  
    OMXH 25 Wärtsilä 420.89 8.363   1/30/12 8.837 3,520        142,637 -6,198  
    Nikkei (FRA) Aozora Bank 82.36 21.370   5/14/12 18.670 1,760        144,397 -7,958  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Nitto Boseki 135.65 12.975   5/14/12 12.260 1,760        146,157 -9,718  
1/16/12 Sell ASX 50 short Macquarie Group 117.39 19.953 21.742 7/25/11 20.828 -2,445 2,552 107 36,546  143,712 -7,166 136,546
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,484  139,405 -1,921 137,484
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,177  137,634 -457 137,177
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 36,862  135,862 1,000 136,862
    OBX 25 Frontline 39.36 17.878 333.728 4/11/11 77.243 -3,040 13,136 10,095 46,957  132,822 14,135 146,957
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 50,423  130,091 20,332 150,423
  Buy ASX 50 long James Hardie Ind 728.89 5.856   1/23/12 6.001 4,268        134,359 16,063  
    HSI-Fin AIA 1,626.40 2.624   5/14/12 2.577 4,268        138,627 11,795  
    HSI-Prop China Ov Land & Inv 1,384.82 1.541   6/10/13 2.124 2,134        140,761 9,661  
      China Res Land 1,510.15 1.413   6/10/13 2.183 2,134        142,895 7,527  
    HSI-C&I Sands China 1,661.73 2.568   5/21/12 2.614 4,268        147,163 3,260  
    OBX 25 Equinor 221.55 19.264   5/14/12 19.745 4,268        151,431 -1,009  
    Indices ISEQ-Overall 1.42 3,005.690   5/21/12 3,087.810 4,268        155,699 -5,277  
1/23/12 Sell France short Carrefour 95.73 17.050 41.032 6/27/11 26.450 -2,532 3,928 1,396 51,819  153,167 -1,349 151,819
    SSE 50 China Rwy Constr 4,217.19 0.506 0.789 6/06/11 0.632 -2,664 3,329 665 52,484  150,503 1,980 152,484
    Kospi 50 Hyundai Heavy 13.69 209.385 155.165 12/19/11 182.275 -2,495 2,124 -371 52,112  148,008 4,105 152,112
    ASX 50 long James Hardie Ind 728.89 6.001   1/16/12 5.856 -4,268 4,374 106 52,219  143,740 8,479 152,219
    HDAX short Commerzbank 138.82 14.511 24.359 8/01/11 18.801 -2,610 3,382 772 52,990  141,130 11,860 152,990
    Topix (FRA) Nintendo 23.60 105.744 115.679 8/01/11 110.600 -2,610 2,730 120 53,110  138,520 14,590 153,110
    CAC Mid 60 Genfit 706.59 1.723 8.978 5/16/11 3.933 -2,779 6,343 3,564 56,674  135,741 20,934 156,674
    QIX Pro7-Sat1 153.79 17.200 10.800 8/08/11 14.000 -2,153 1,661 -492 56,182  133,588 22,595 156,182
    DJ Global Titans long Philip Morris 44.26 57.914   12/26/11 60.439 -2,675 2,563 -112 56,071  130,913 25,158 156,071
  Buy France Hermes International 17.86 253.600   4/23/12 251.250 4,529        135,442 20,629  
    SSE 50 China Minsheng Bk 6,784.48 0.668   3/19/12 0.633 4,530        139,972 16,099  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Kospi 50 Samsung Electronics 295.19 15.346   5/21/12 16.200 4,530        144,502 11,569  
    ASX 50 short QBE Insurance 472.58 9.586   1/30/12 9.544 4,530        149,032 7,039  
    HDAX long Dürr 496.44 9.125   8/04/14 28.230 4,530        153,562 2,509  
    Topix (FRA) Fast Retailing 31.00 146.118   2/27/12 148.473 4,530        158,091 -2,021  
    CAC Mid 60 Innate Pharma 2,649.12 1.710   5/14/12 1.650 4,530        162,621 -6,551  
    QIX Freenet 430.81 10.515   1/18/16 28.325 4,530        167,151 -11,081  
    DJ Global Titans short Bank of America 807.64 5.609   2/06/12 6.060 4,530        171,681 -15,611  
1/30/12 Sell ASX 50 short QBE Insurance 472.58 9.544 9.628 1/23/12 9.586 -4,530 4,550 20 56,090  167,151 -11,061 156,090
    SDAX Heidelberger Druck 932.74 1.657 5.072 5/23/11 2.899 -2,704 4,731 2,027 58,117  164,447 -6,330 158,117
    OMXH 25 long Wärtsilä 420.89 8.837   1/09/12 8.363 -3,520 3,719 199 58,316  160,927 -2,611 158,316
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 2/07/11 4.360 -4,307 7,053 2,746 61,062  156,620 4,442 161,062
  Buy ASX 50 long James Hardie Ind 717.82 5.763   8/17/15 12.058 4,137        160,757 305  
    SDAX Encavis 1,369.41 3.021   5/21/12 2.951 4,137        164,894 -3,832  
    OMXH 25 short Nokia 1,066.24 3.880   2/13/12 3.800 4,137        169,031 -7,969  
    BSE Sensex 30 long Hindustan Unilever 682.54 6.061   11/16/15 11.144 4,137        173,168 -12,106  
2/06/12 Sell CAC 40 short Carrefour 99.79 18.345 51.259 5/09/11 30.665 -3,060 5,115 2,055 63,117  170,108 -6,991 163,117
    TecDAX SMA Solar 48.04 50.420 107.875 3/14/11 73.750 -3,543 5,182 1,639 64,757  166,565 -1,809 164,757
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 64,981  163,255 1,726 164,981
    PSI 20 Teixeira Duarte 4,983.61 0.190 1.958 4/11/11 0.610 -3,040 9,760 6,720 71,701  160,215 11,486 171,701
    DJ Global Titans Bank of America 807.64 6.060 5.157 1/23/12 5.609 -4,530 4,165 -365 71,336  155,685 15,651 171,336
  Buy CAC 40 long Airbus 171.65 27.230   4/09/12 29.725 4,674        160,359 10,977  
    IBEX 35 Bankinter 1,354.00 3.452   2/13/12 3.297 4,674        165,033 6,303  
    PSI 20 Jerónimo Martins 364.02 12.840   2/20/12 12.970 4,674        169,707 1,629  
    MerVal short Gr Fin Galicia 7,880.63 0.593   2/27/12 0.596 4,674        174,381 -3,045  
    DJ Global Titans long Apple 370.95 12.600   5/21/12 15.695 4,674        179,055 -7,719  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/13/12 Sell IBEX 35 long Bankinter 1,354.00 3.297   2/06/12 3.452 -4,674 4,464 -210 71,126  174,381 -3,255 171,126
    OMXH 25 short Nokia 1,066.24 3.800 3.962 1/30/12 3.880 -4,137 4,224 87 71,214  170,244 969 171,214
    Nikkei (TYO) Tokyo Electric Power 740.69 1.953 8.741 5/09/11 4.131 -3,060 6,474 3,414 74,628  167,184 7,444 174,628
    Topix (TYO) Nintendo 14.99 104.998 129.488 8/29/11 116.602 -1,748 1,941 193 74,821  165,437 9,385 174,821
    GEX MeVis Medical 290.82 5.650 26.343 3/07/11 12.200 -3,548 7,661 4,113 78,934  161,889 17,046 178,934
  Buy IBEX 35 Sacyr 1,478.27 3.314   8/20/12 1.284 4,899        166,788 12,147  
    OMXH 25 long Nokian Tyres 145.37 33.700   4/09/12 36.040 4,899        171,686 7,248  
    Topix (TYO) Fast Retailing 31.63 154.867   5/07/12 167.646 4,898        176,585 2,349  
    GEX 4SC 79.54 61.593   5/07/12 48.084 4,899        181,484 -2,550  
2/20/12 Sell TSX 60 short BlackBerry 101.03 11.318 81.048 5/09/11 30.287 -3,060 8,188 5,128 84,063  178,424 5,639 184,063
    PSI 20 long Jerónimo Martins 364.02 12.970   2/06/12 12.840 -4,674 4,721 47 84,110  173,750 10,360 184,110
  Buy TSX 60 Constellation Soft 68.76 70.699   4/16/12 66.838 4,861        178,611 5,499  
    PSI 20 short Pharol 1,157.38 4.200   2/27/12 3.989 4,861        183,472 638  
    SLI long Sonova 56.99 85.291   4/23/12 82.016 4,861        188,333 -4,223  
2/27/12 Sell PSI 20 short Pharol 1,157.38 3.989 4.422 2/20/12 4.200 -4,861 5,118 257 84,367  183,472 895 184,367
    MerVal Gr Fin Galicia 7,880.63 0.596 0.591 2/06/12 0.593 -4,674 4,654 -20 84,347  178,798 5,549 184,347
    Topix (FRA) long Fast Retailing 31.00 148.473   1/23/12 146.118 -4,530 4,603 73 84,420  174,268 10,152 184,420
  Buy PSI 20 Jerónimo Martins 358.44 13.570   3/12/12 14.360 4,864        179,133 5,288  
    Topix (FRA) short Mazda Motor 761.19 6.390   3/05/12 6.150 4,864        183,997 424  
Portfolio market l/s instrument bought pieces buy price 2/27/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  RTX short Mobile TeleSystems 8/01/11 211.85 12.320 13.620 11.020 2,610 2,335 -275 -275 2,610 2,335 -18
  ISEQ 20 long Flutter 1/02/12 32.2 45.100 44.520 1,452 1,434 -19 -294 4,062 3,768 -8
    Ryanair   384.13 3.780 4.047 1,452 1,555 103 -192 5,514 5,323 56
  CAC 40 Airbus 2/06/12 171.65 27.230 27.165 4,674 4,663 -11 -203 10,188 9,986 -4
  AEX Vopak 1/02/12 70.67 41.095 41.240 2,904 2,914 10 -192 13,092 12,900 2
  IBEX 35 short Sacyr 2/13/12 1478.27 3.314 2.856 3.845 4,899 5,685 786 593 17,991 18,585 4,730
  Topix (TYO) long Fast Retailing   31.63 154.867 148.476 4,898 4,696 -202 391 22,890 23,281 -67
  SSE 50 China Minsheng Bk 1/23/12 6784.48 0.668 0.639 4,530 4,337 -193 198 27,420 27,618 -36
  HSI Lenovo 12/26/11 4968.42 0.538 0.654 2,675 3,249 574 773 30,095 30,868 209
  HSI-Fin AIA 1/16/12 1626.4 2.624 2.800 4,268 4,554 286 1,058 34,363 35,421 76
  BSE Sensex 30 Hindustan Unilever 1/30/12 682.54 6.061 5.762 4,137 3,933 -204 854 38,500 39,354 -48
  STI short Wilmar International 5/02/11 1080.38 2.824 2.988 2.660 3,051 2,873 -178 677 41,551 42,227 -7
  OMXH 25 long Nokian Tyres 2/13/12 145.37 33.700 33.310 4,899 4,842 -57 620 46,450 47,070 -26
  PSI 20 Jerónimo Martins 2/27/12 358.44 13.570   4,864 4,864     51,314 51,934  
  GEX 4SC 2/13/12 79.54 61.593 60.861 4,899 4,841 -58 562 56,213 56,775 -27
  SMI short Credit Suisse 5/09/11 104.12 29.390 20.496 42.143 3,060 4,388 1,328 1,889 59,273 61,162 56
  NZX 50 Heartland 10/31/11 6212.72 0.302 0.280 0.326 1,875 2,024 149 2,038 61,148 63,187 26
  Topix (FRA) Mazda Motor 2/27/12 761.19 6.390   4,864 4,864     66,012 68,051  
  HSI-Prop long China Ov Land & Inv 1/16/12 1384.82 1.541 1.553 2,134 2,151 17 2,056 68,146 70,202 7
    China Res Land   1510.15 1.413 1.429 2,134 2,158 24 2,079 70,280 72,359 10
  Nordic 30 Equinor 11/28/11 126.49 18.255 21.305 2,309 2,695 386 2,465 72,589 75,054 86
  FT 30 Tate & Lyle 12/19/11 3.09 808.105 836.776 2,497 2,586 89 2,554 75,086 77,640 20
  Nikkei (FRA) Aozora Bank 1/09/12 82.36 21.370 21.490 1,760 1,770 10 2,563 76,846 79,410 4
    Nitto Boseki   135.65 12.975 12.770 1,760 1,732 -28 2,536 78,606 81,142 -11
  Athex LC short Piraeus Bank 4/04/11 0.01 432,300.000 162,360.000 1,151,042.683 4,323 11,510 7,187 9,723 82,929 92,652 196
Portfolio market l/s instrument bought pieces buy price 2/27/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  OBX 25 long Equinor 1/16/12 221.55 19.264 21.305 4,268 4,720 452 10,175 87,197 97,372 140
  OMXS 30 Getinge 11/28/11 61.93 18.641 21.711 1,154 1,345 190 10,365 88,352 98,717 84
    Lundin   61.79 18.684 17.324 1,154 1,070 -84 10,281 89,506 99,787 -26
  OMXC 20 Tryg   268.56 8.598 7.959 2,309 2,137 -172 10,110 91,815 101,925 -27
  TSX 60 Constellation Soft 2/20/12 68.76 70.699 70.658 4,861 4,858 -3 10,107 96,676 106,783 -3
  CAC Mid 60 Innate Pharma 1/23/12 2649.12 1.710 1.890 4,530 5,007 477 10,584 101,206 111,790 184
  SDAX Encavis 1/30/12 1369.41 3.021 2.993 4,137 4,099 -38 10,545 105,343 115,889 -11
  Indices ISEQ-Overall 1/16/12 1.42 3,005.690 3,191.310 4,268 4,532 264 10,809 109,611 120,420 68
  BEL 20 short Bekaert 7/11/11 55.19 50.440 24.730 102.879 2,784 5,678 2,894 13,703 112,395 126,098 208
  France long Hermes International 1/23/12 17.86 253.600 275.300 4,529 4,917 388 14,091 116,925 131,015 135
  MIB short UnipolSai 6/27/11 493.57 5.130 3.709 7.095 2,532 3,502 970 15,061 119,457 134,517 62
  ATX Flughafen Wien 7/18/11 302.17 8.300 6.928 9.944 2,508 3,005 497 15,558 121,965 137,522 34
  ASX 50 long James Hardie Ind 1/30/12 717.82 5.763 6.004 4,137 4,310 173 15,730 126,102 141,832 70
  DJ Global Titans Apple 2/06/12 370.95 12.600 13.956 4,674 5,177 503 16,234 130,776 147,009 491
  S&P 100 Biogen 1/09/12 38.96 90.342 86.517 3,520 3,371 -149 16,084 134,295 150,380 -28
  HDAX Dürr 1/23/12 496.44 9.125 11.200 4,530 5,560 1,030 17,115 138,825 155,940 747
  DJTA Kirby 12/05/11 46.89 48.011 50.966 2,251 2,390 139 17,253 141,076 158,330 30
  SP Global 100 short Carrefour 8/01/11 129.98 20.080 17.910 22.513 2,610 2,926 316 17,569 143,686 161,256 22
  Nasdaq 100 long Regeneron 10/10/11 38.16 49.346 78.742 1,883 3,005 1,122 18,691 145,570 164,261 238
  Kospi 50 Samsung Electronics 1/23/12 295.19 15.346 15.479 4,530 4,569 39 18,731 150,099 168,830 9
  DAX Merck (EMD) 12/19/11 68.02 36.695 38.715 2,496 2,633 137 18,868 152,595 171,463 32
  MDAX short Ceconomy 8/08/11 224.02 9.611 9.274 9.960 2,153 2,231 78 18,946 154,748 173,695 7
  FTSE long Next 11/28/11 0.74 3,105.900 3,260.947 2,298 2,413 115 19,061 157,047 176,108 22
  Europe 50 Roche 12/19/11 19.24 129.719 131.939 2,496 2,539 43 19,104 159,543 178,646 9
  BSE Sensex 50 Eicher Motors 10/24/11 802.93 2.335 2.545 1,875 2,044 169 19,272 161,418 180,690 28
Portfolio market l/s instrument bought pieces buy price 2/27/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  QIX Freenet 1/23/12 430.81 10.515 10.390 4,530 4,476 -54 19,218 165,948 185,166 -12
  DJIA Visa 12/19/11 132.09 18.897 21.715 2,496 2,868 372 19,591 168,444 188,034 106
  Euro 50 ASML 1/09/12 54.32 32.400 34.350 1,760 1,866 106 19,697 170,204 189,900 55
    AB InBev   37.06 47.495 49.365 1,760 1,829 69 19,766 171,964 191,730 33
  Germany Encavis 1/02/12 894.09 3.248 2.993 2,904 2,676 -228 19,538 174,868 194,406 -41
  HSI-C&I Sands China 1/16/12 1661.73 2.568 2.805 4,268 4,661 393 19,930 179,136 199,066 115
  SLI Sonova 2/20/12 56.99 85.291 84.889 4,861 4,838 -23 19,908 183,997 203,904 -22
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/05/12 Sell NZX 50 short Heartland 6,212.72 0.277 0.329 10/31/11 0.302 -1,875 2,046 171 84,592  182,122 2,470 184,592
    Topix (FRA) Mazda Motor 761.19 6.150 6.639 2/27/12 6.390 -4,864 5,054 190 84,782  177,258 7,524 184,782
  Buy MerVal Aluar 10,016.67 0.480   3/12/12 0.513 4,807        182,065 2,717  
    NZX 50 long a2 Milk 20,675.27 0.233   5/21/12 0.267 4,807        186,872 -2,090  
    Topix (FRA) Isuzu Motors 572.13 8.402   3/19/12 8.620 4,807        191,679 -6,897  
3/12/12 Sell BEL 20 short Bekaert 55.19 24.765 102.733 7/11/11 50.440 -2,784 5,670 2,886 87,668  188,895 -1,227 187,668
    PSI 20 long Jerónimo Martins 358.44 14.360   2/27/12 13.570 -4,864 5,147 283 87,951  184,031 3,920 187,951
    MerVal short Aluar 10,016.67 0.513 0.447 3/05/12 0.480 -4,807 4,477 -330 87,621  179,224 8,398 187,621
  Buy BEL 20 long Galapagos 390.75 12.540   5/14/12 10.990 4,900        184,124 3,498  
    PSI 20 short Pharol 1,243.97 3.939   3/26/12 4.022 4,900        189,024 -1,402  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,784.48 0.633   1/23/12 0.668 -4,530 4,295 -235 87,387  184,494 2,893 187,387
    Topix (FRA) Isuzu Motors 572.13 8.620   3/05/12 8.402 -4,807 4,932 125 87,511  179,687 7,825 187,511
  Buy SSE 50 short Anhui Conch Cement 2,497.57 1.955   4/09/12 2.031 4,883        184,570 2,942  
    Topix (FRA) Mazda Motor 755.88 6.460   8/13/12 4.800 4,883        189,453 -1,941  
3/26/12 Sell ATX short Flughafen Wien 302.17 7.050 9.772 7/18/11 8.300 -2,508 2,953 445 87,956  186,945 1,011 187,956
    PSI 20 Pharol 1,243.97 4.022 3.856 3/12/12 3.939 -4,900 4,797 -103 87,853  182,045 5,808 187,853
  Buy ATX long Österreichische Post 192.10 25.200   4/09/12 25.800 4,841        186,886 967  
    PSI 20 Jerónimo Martins 324.90 14.900   4/02/12 15.420 4,841        191,727 -3,874  
4/02/12 Sell   long Jerónimo Martins 324.90 15.420   3/26/12 14.900 -4,841 5,010 169 88,022  186,886 1,136 188,022
    Athex LC short Piraeus Bank 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 106,261  182,563 23,699 206,261
  Buy PSI 20 Banco Comercial 8,727.60 0.659   8/20/12 0.452 5,748        188,311 17,951  
    Athex LC long EYDAP 1,444.22 3.980   4/16/12 4.030 5,748        194,059 12,203  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,497.57 2.031 1.880 3/19/12 1.955 -4,883 4,694 -189 106,072  189,176 16,897 206,072
    ATX long Österreichische Post 192.10 25.800   3/26/12 25.200 -4,841 4,956 115 106,188  184,335 21,853 206,188
    CAC 40 Airbus 171.65 29.725   2/06/12 27.230 -4,674 5,102 428 106,616  179,661 26,955 206,616
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    AEX Vopak 70.67 44.780   1/02/12 41.095 -2,904 3,165 260 106,876  176,756 30,120 206,876
    OMXH 25 Nokian Tyres 145.37 36.040   2/13/12 33.700 -4,899 5,239 340 107,216  171,857 35,359 207,216
  Buy SSE 50 China Northern Rare 2,099.80 2.888   6/04/12 3.823 6,064        177,922 29,295  
    ATX short Zumtobel 618.52 9.804   4/16/12 9.950 6,064        183,985 23,231  
    AEX ArcelorMittal 156.57 38.730   9/03/12 35.565 6,064        190,049 17,167  
    OMXH 25 Outokumpu 521.86 11.620   8/20/12 6.980 6,064        196,113 11,103  
4/16/12 Sell ATX short Zumtobel 618.52 9.950 9.658 4/09/12 9.804 -6,064 5,974 -90 107,126  190,049 17,077 207,126
    TSX 60 long Constellation Soft 68.76 66.838   2/20/12 70.699 -4,861 4,596 -265 106,861  185,188 21,672 206,861
    Athex LC EYDAP 1,444.22 4.030   4/02/12 3.980 -5,748 5,820 72 106,933  179,440 27,493 206,933
  Buy ATX Österreichische Post 219.27 26.725   5/21/12 27.000 5,860        185,300 21,633  
    TSX 60 short BlackBerry 579.88 10.106   8/20/12 5.638 5,860        191,160 15,773  
    Athex LC Public Power 3,780.65 1.550   9/03/12 1.330 5,860        197,020 9,913  
4/23/12 Sell France long Hermes International 17.86 251.250   1/23/12 253.600 -4,529 4,487 -42 106,891  192,491 14,400 206,891
    SLI Sonova 56.99 82.016   2/20/12 85.291 -4,861 4,674 -187 106,704  187,630 19,074 206,704
  Buy France short Solocal 3.82 1,476.830   8/13/12 1,038.280 5,641        193,272 13,432  
    MerVal YPF 420.16 13.433   8/27/12 14.446 5,644        198,916 7,788  
    SLI Lonza 163.58 34.504   11/26/12 36.099 5,644        204,560 2,144  
    GCX REC Silicon 1,622.45 3.479   2/11/13 1.027 5,644        210,204 -3,500  
4/30/12 Sell SP Global 100 short Carrefour 129.98 15.175 26.570 8/01/11 20.080 -2,610 3,454 844 107,548  207,594 -46 207,548
  Buy   long Apple 329.58 15.738   10/20/14 19.487 5,187        212,781 -5,233  
5/07/12 Sell Nordic 30 long Equinor 126.49 19.757   11/28/11 18.255 -2,309 2,499 190 107,738  210,472 -2,734 207,738
    Topix (TYO) Fast Retailing 31.63 167.646   2/13/12 154.867 -4,898 5,303 404 108,142  205,573 2,569 208,142
    GEX 4SC 79.54 48.084   2/13/12 61.593 -4,899 3,825 -1,075 107,067  200,674 6,393 207,067
  Buy Nordic 30 short Nokia 2,223.33 2.400   8/13/12 2.220 5,336        206,010 1,057  
    Topix (TYO) Sony 455.31 11.720   6/11/12 10.270 5,336        211,346 -4,279  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/14/12 Sell Germany long Encavis 894.09 2.970   1/02/12 3.248 -2,904 2,655 -249 106,819  208,442 -1,623 206,819
    MDAX short Ceconomy 224.02 7.298 12.656 8/08/11 9.611 -2,153 2,835 682 107,501  206,289 1,212 207,501
    HSI-Fin long AIA 1,626.40 2.577   1/16/12 2.624 -4,268 4,192 -76 107,425  202,021 5,403 207,425
    BEL 20 Galapagos 390.75 10.990   3/12/12 12.540 -4,900 4,294 -606 106,819  197,121 9,698 206,819
    OMXC 20 Tryg 268.56 8.768   11/28/11 8.598 -2,309 2,355 46 106,865  194,812 12,053 206,865
    OBX 25 Equinor 221.55 19.745   1/16/12 19.264 -4,268 4,375 107 106,972  190,544 16,427 206,972
    OMXS 30 Getinge 61.93 19.967   11/28/11 18.641 -1,154 1,237 82 107,054  189,390 17,664 207,054
      Lundin 61.79 15.471   11/28/11 18.684 -1,154 956 -199 106,855  188,235 18,620 206,855
    FT 30 Tate & Lyle 3.09 858.422   12/19/11 808.105 -2,497 2,653 155 107,011  185,738 21,272 207,011
    Nikkei (FRA) Aozora Bank 82.36 18.670   1/09/12 21.370 -1,760 1,538 -222 106,788  183,978 22,810 206,788
      Nitto Boseki 135.65 12.260   1/09/12 12.975 -1,760 1,663 -97 106,691  182,218 24,473 206,691
    CAC Mid 60 Innate Pharma 2,649.12 1.650   1/23/12 1.710 -4,530 4,371 -159 106,532  177,688 28,844 206,532
  Buy Germany short SolarWorld 24.87 236.550   9/10/12 182.550 5,883        183,571 22,961  
    MDAX long Dürr 537.55 10.946   5/21/12 10.445 5,884        189,455 17,077  
    HSI-Fin short HK Exchgs & Clrg 518.14 11.356   9/17/12 11.718 5,884        195,339 11,193  
    BEL 20 Bekaert 257.51 22.850   6/25/12 18.225 5,884        201,223 5,309  
    OMXC 20 Vestas Wind Systems 5,192.38 1.133   5/28/12 1.008 5,884        207,107 -575  
    OBX 25 REC Silicon 1,699.84 3.462   9/03/12 2.359 5,884        212,991 -6,459  
    OMXS 30 ABB 226.89 12.967   7/23/12 14.168 2,942        215,933 -9,401  
      Nokia 1,258.13 2.338   7/23/12 1.752 2,942        218,875 -12,343  
    FT 30 Man Group 56.98 103.259   8/06/12 106.958 5,884        224,759 -18,227  
    Nikkei (FRA) Nippon Sheet Glass 325.44 9.040   1/07/13 9.100 2,942        227,701 -21,169  
      Sharp 76.16 38.630   1/07/13 23.550 2,942        230,643 -24,111  
    CAC Mid 60 Vallourec 4.26 1,382.400   9/10/12 1,453.800 5,889        236,532 -30,000  
5/21/12 Sell HSI long Lenovo 4,968.42 0.656   12/26/11 0.538 -2,675 3,258 583 107,116  233,857 -26,742 207,116
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Kospi 50 Samsung Electronics 295.19 16.200   1/23/12 15.346 -4,530 4,782 252 107,368  229,327 -21,959 207,368
    ATX Österreichische Post 219.27 27.000   4/16/12 26.725 -5,860 5,920 60 107,428  223,467 -16,039 207,428
    MDAX Dürr 537.55 10.445   5/14/12 10.946 -5,884 5,615 -269 107,159  217,583 -10,424 207,159
    SDAX Encavis 1,369.41 2.951   1/30/12 3.021 -4,137 4,041 -96 107,063  213,446 -6,383 207,063
    HSI-C&I Sands China 1,661.73 2.614   1/16/12 2.568 -4,268 4,344 76 107,139  209,178 -2,039 207,139
    ISEQ 20 Flutter 32.20 50.010   1/02/12 45.100 -1,452 1,610 158 107,297  207,726 -429 207,297
      Ryanair 384.13 4.040   1/02/12 3.780 -1,452 1,552 100 107,397  206,274 1,123 207,397
    SMI short Credit Suisse 104.12 15.602 55.361 5/09/11 29.390 -3,060 5,764 2,704 110,101  203,214 6,887 210,101
    NZX 50 long a2 Milk 20,675.27 0.267   3/05/12 0.233 -4,807 5,512 705 110,806  198,407 12,399 210,806
    Indices ISEQ-Overall 1.42 3,087.810   1/16/12 3,005.690 -4,268 4,385 117 110,923  194,139 16,784 210,923
    DJ Global Titans Apple 370.95 15.695   2/06/12 12.600 -4,674 5,822 1,148 112,071  189,465 22,606 212,071
  Buy HSI short China Unicom 4,934.80 1.189   8/20/12 1.370 5,866        195,331 16,740  
    Kospi 50 SK Holdings 104.23 56.279   7/23/12 68.528 5,866        201,197 10,874  
    ATX Zumtobel 595.05 9.858   6/25/12 8.050 5,866        207,063 5,008  
    MDAX Ströer Media 738.51 7.943   5/28/12 8.000 5,866        212,929 -858  
    TecDAX SMA Solar 222.91 26.315   12/22/14 14.800 5,866        218,795 -6,724  
    SDAX Klöckner 748.79 7.834   10/29/12 7.058 5,866        224,661 -12,590  
    HSI-C&I Citic Pacific 4,951.88 1.185   9/17/12 0.959 5,866        230,527 -18,456  
    ISEQ 20 Bank of Ireland 1,123.75 2.610   8/27/12 2.490 2,933        233,460 -21,389  
      Smurfit Kappa 528.47 5.550   8/27/12 6.550 2,933        236,393 -24,322  
    SMI long Richemont 122.11 48.039   5/28/12 48.077 5,866        242,259 -30,188  
    NZX 50 short Katmandu 6,150.78 0.954   7/30/12 0.992 5,866        248,125 -36,054  
    Indices Athex Large Cap 2.89 2,028.100   9/10/12 2,671.700 5,861        253,986 -41,915  
    Nikkei (TYO) Nippon Sheet Glass 688.57 8.519   7/02/12 8.411 5,866        259,852 -47,781  
    DJ Global Titans Telefónica 597.60 9.816   5/28/12 9.440 5,866        265,718 -53,647  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/28/12 Sell MDAX short Ströer Media 738.51 8.000 7.886 5/21/12 7.943 -5,866 5,824 -42 112,029  259,852 -47,824 212,029
    OMXC 20 Vestas Wind Systems 5,192.38 1.008 1.274 5/14/12 1.133 -5,884 6,615 731 112,760  253,968 -41,208 212,760
    SMI long Richemont 122.11 48.077   5/21/12 48.039 -5,866 5,871 5 112,764  248,102 -35,338 212,764
    DJ Global Titans short Telefónica 597.60 9.440 10.207 5/21/12 9.816 -5,866 6,100 234 112,998  242,236 -29,238 212,998
  Buy MDAX long Rhön-Klinikum 208.82 21.995   6/04/12 22.100 4,593        246,829 -33,831  
    OMXC 20 GN Store Nord 67.40 68.150   6/04/12 67.500 4,593        251,422 -38,424  
    SMI short Credit Suisse 291.91 15.734   6/04/12 15.300 4,593        256,015 -43,017  
    DJ Global Titans long Apple 281.65 16.307   10/22/12 17.386 4,593        260,608 -47,610  
6/04/12 Sell SSE 50 long China Northern Rare 2,099.80 3.823   4/09/12 2.888 -6,064 8,028 1,964 114,962  254,544 -39,582 214,962
    DAX Merck (EMD) 68.02 36.500   12/19/11 36.695 -2,496 2,483 -13 114,949  252,048 -37,100 214,949
    MDAX Rhön-Klinikum 208.82 22.100   5/28/12 21.995 -4,593 4,615 22 114,970  247,455 -32,485 214,970
    FTSE Next 0.74 3,698.710   11/28/11 3,105.900 -2,298 2,737 439 115,409  245,157 -29,748 215,409
    OMXC 20 GN Store Nord 67.40 67.500   5/28/12 68.150 -4,593 4,550 -44 115,365  240,563 -25,198 215,365
    SMI short Credit Suisse 291.91 15.300 16.181 5/28/12 15.734 -4,593 4,723 130 115,496  235,970 -20,475 215,496
  Buy SSE 50 China Unicom 9,634.39 0.506   12/10/12 0.413 4,875        240,845 -25,350  
    DAX thyssenkrupp 384.77 12.670   7/16/12 14.565 4,875        245,721 -30,225  
    MDAX Ströer Media 582.09 8.375   6/18/12 8.546 4,875        250,596 -35,100  
    FTSE Aviva 14.59 334.157   7/30/12 382.206 4,875        255,471 -39,975  
    OMXC 20 Vestas Wind Systems 5,585.47 0.873   6/18/12 0.791 4,875        260,346 -44,850  
    SMI long Swiss Re 111.44 43.744   6/11/12 46.079 4,875        265,221 -49,725  
6/11/12 Sell   long Swiss Re 111.44 46.079   6/04/12 43.744 -4,875 5,135 260 115,756  260,346 -44,590 215,756
    Topix (TYO) short Sony 455.31 10.270 13.374 5/07/12 11.720 -5,336 6,089 753 116,509  255,010 -38,501 216,509
  Buy SMI Credit Suisse 276.82 16.076   6/18/12 14.519 4,450        259,460 -42,951  
    Topix (TYO) long Subaru 735.84 6.048   1/11/16 33.663 4,450        263,910 -47,401  
6/18/12 Sell MDAX short Ströer Media 582.09 8.546 8.204 6/04/12 8.375 -4,875 4,775 -100 116,410  259,035 -42,625 216,410
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Vestas Wind Systems 5,585.47 0.791 0.963 6/04/12 0.873 -4,875 5,381 506 116,916  254,160 -37,244 216,916
    SMI Credit Suisse 276.82 14.519 17.799 6/11/12 16.076 -4,450 4,927 477 117,393  249,710 -32,317 217,393
  Buy MDAX long Dürr 408.75 11.318   6/25/12 11.594 4,626        254,336 -36,943  
    OMXC 20 GN Store Nord 63.15 73.250   6/25/12 71.650 4,626        258,962 -41,569  
    SMI Swiss Re 99.23 46.620   11/19/12 54.864 4,626        263,588 -46,195  
6/25/12 Sell ATX short Zumtobel 595.05 8.050 12.072 5/21/12 9.858 -5,866 7,184 1,318 118,710  257,722 -39,011 218,710
    MDAX long Dürr 408.75 11.594   6/18/12 11.318 -4,626 4,739 113 118,823  253,096 -34,273 218,823
    RTX short Mobile TeleSystems 211.85 13.400 11.240 8/01/11 12.320 -2,610 2,381 -229 118,594  250,486 -31,891 218,594
    BEL 20 Bekaert 257.51 18.225 28.649 5/14/12 22.850 -5,884 7,377 1,493 120,088  244,602 -24,514 220,088
    OMXC 20 long GN Store Nord 63.15 71.650   6/18/12 73.250 -4,626 4,525 -101 119,987  239,976 -19,989 219,987
    DJTA Kirby 46.89 36.163   12/05/11 48.011 -2,251 1,696 -556 119,431  237,725 -18,294 219,431
  Buy ATX Österreichische Post 194.21 25.890   7/29/13 31.600 5,028        242,753 -23,322  
    MDAX short Ströer Media 625.30 8.041   7/02/12 8.090 5,028        247,781 -28,350  
    RTX long Magnit 236.61 21.250   7/02/12 22.430 5,028        252,809 -33,378  
    BEL 20 Galapagos 410.45 12.250   10/22/12 16.900 5,028        257,837 -38,406  
    OMXC 20 short Vestas Wind Systems 6,195.93 0.812   7/16/12 0.678 5,028        262,865 -43,434  
    DJTA Ryder System 184.02 27.323   7/02/12 27.880 5,028        267,893 -48,462  
7/02/12 Sell MDAX short Ströer Media 625.30 8.090 7.992 6/25/12 8.041 -5,028 4,997 -31 119,400  262,865 -43,464 219,400
    RTX long Magnit 236.61 22.430   6/25/12 21.250 -5,028 5,307 279 119,680  257,837 -38,157 219,680
    DJTA short Ryder System 184.02 27.880 26.767 6/25/12 27.323 -5,028 4,926 -102 119,577  252,809 -33,232 219,577
    STI Wilmar International 1,080.38 2.197 3.631 5/02/11 2.824 -3,051 3,922 871 120,449  249,758 -29,309 220,449
    Nikkei (TYO) Nippon Sheet Glass 688.57 8.411 8.629 5/21/12 8.519 -5,866 5,942 76 120,524  243,892 -23,368 220,524
  Buy MDAX long Dürr 395.35 12.465   7/23/12 13.345 4,928        248,820 -28,296  
    RTX short RusHydro 2,427.59 2.030   7/09/12 2.080 4,928        253,748 -33,224  
    DJTA long Delta Air Lines 561.27 8.780   9/17/12 7.031 4,928        258,676 -38,152  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    STI ThaiBev 23,223.37 0.212   6/10/13 0.382 4,928        263,604 -43,080  
    Nikkei (TYO) OKI Electric 386.06 12.765   7/16/12 12.784 4,928        268,532 -48,008  
7/09/12 Sell RTX short RusHydro 2,427.59 2.080 1.980 7/02/12 2.030 -4,928 4,807 -121 120,403  263,604 -43,201 220,403
  Buy   long Magnit 204.71 21.640   7/16/12 22.510 4,430        268,034 -47,631  
7/16/12 Sell DAX short thyssenkrupp 384.77 14.565 10.775 6/04/12 12.670 -4,875 4,146 -729 119,674  263,159 -43,485 219,674
    RTX long Magnit 204.71 22.510   7/09/12 21.640 -4,430 4,608 178 119,852  258,729 -38,877 219,852
    OMXC 20 short Vestas Wind Systems 6,195.93 0.678 0.971 6/25/12 0.812 -5,028 6,016 988 120,839  253,701 -32,861 220,839
    Nikkei (TYO) long OKI Electric 386.06 12.784   7/02/12 12.765 -4,928 4,935 7 120,847  248,773 -27,926 220,847
  Buy DAX Continental 81.01 59.533   8/11/14 133.083 4,823        253,596 -32,749  
    RTX short RusHydro 2,264.32 2.130   9/03/12 2.010 4,823        258,419 -37,572  
    OMXC 20 long Genmab 569.50 8.469   6/24/13 22.604 4,823        263,242 -42,395  
    Nikkei (TYO) short Nippon Sheet Glass 632.20 7.629   11/19/12 7.143 4,823        268,065 -47,218  
7/23/12 Sell Kospi 50 short SK Holdings 104.23 68.528 44.029 5/21/12 56.279 -5,866 4,589 -1,277 119,570  262,199 -42,629 219,570
    MDAX long Dürr 395.35 13.345   7/02/12 12.465 -4,928 5,276 348 119,918  257,271 -37,353 219,918
    OMXS 30 short ABB 226.89 14.168 11.765 5/14/12 12.967 -2,942 2,669 -273 119,645  254,329 -34,683 219,645
      Nokia 1,258.13 1.752 3.121 5/14/12 2.338 -2,942 3,927 985 120,630  251,387 -30,757 220,630
  Buy Kospi 50 long Amorepacific Group 181.38 26.166   10/20/14 87.497 4,746        256,133 -35,503  
    MDAX short Ströer Media 598.71 7.927   8/06/12 7.080 4,746        260,879 -40,249  
    OMXS 30 long Electrolux 133.91 17.722   6/24/13 19.030 2,373        263,252 -42,622  
      Swedbank 172.10 13.789   6/24/13 16.871 2,373        265,625 -44,995  
7/30/12 Sell FTSE short Aviva 14.59 382.206 286.108 6/04/12 334.157 -4,875 4,174 -701 119,929  260,749 -40,820 219,929
    NZX 50 Katmandu 6,150.78 0.992 0.916 5/21/12 0.954 -5,866 5,632 -234 119,695  254,883 -35,188 219,695
  Buy FTSE long Ashtead 13.84 333.248   8/24/15 1,199.890 4,612        259,495 -39,800  
8/06/12 Sell MDAX short Ströer Media 598.71 7.080 8.875 7/23/12 7.927 -4,746 5,314 568 120,263  254,749 -34,487 220,263
    FT 30 Man Group 56.98 106.958 99.561 5/14/12 103.259 -5,884 5,673 -211 120,052  248,866 -28,814 220,052
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy MDAX long Dürr 345.44 13.838   10/29/12 14.790 4,780        253,646 -33,594  
    FT 30 Ferguson 1.56 3,068.570   6/24/13 3,452.810 4,787        258,433 -38,381  
8/13/12 Sell France short Solocal 3.82 1,038.280 2,100.620 4/23/12 1,476.830 -5,641 8,024 2,383 122,435  252,791 -30,356 222,435
    Nordic 30 Nokia 2,223.33 2.220 2.595 5/07/12 2.400 -5,336 5,769 433 122,868  247,455 -24,588 222,868
    Topix (FRA) Mazda Motor 755.88 4.800 8.694 3/19/12 6.460 -4,883 6,572 1,689 124,556  242,572 -18,016 224,556
  Buy France long Eurofins Scientific 498.60 10.355   4/22/13 15.325 5,163        247,735 -23,179  
    Nordic 30 Pandora 461.30 11.192   6/03/13 26.264 5,163        252,898 -28,342  
    Topix (FRA) Softbank 319.91 16.139   9/03/12 15.996 5,163        258,061 -33,505  
8/20/12 Sell HSI short China Unicom 4,934.80 1.370 1.008 5/21/12 1.189 -5,866 4,974 -892 123,664  252,195 -28,531 223,664
    IBEX 35 Sacyr 1,478.27 1.284 8.553 2/13/12 3.314 -4,899 12,644 7,745 131,409  247,296 -15,887 231,409
    OMXH 25 Outokumpu 521.86 6.980 19.345 4/09/12 11.620 -6,064 10,095 4,031 135,441  241,232 -5,792 235,441
    TSX 60 BlackBerry 579.88 5.638 18.115 4/16/12 10.106 -5,860 10,505 4,644 140,085  235,372 4,713 240,085
    PSI 20 Banco Comercial 8,727.60 0.452 0.960 4/02/12 0.659 -5,748 8,375 2,627 142,712  229,624 13,088 242,712
  Buy HSI long Galaxy Entertainment 2,718.19 2.352   4/22/13 3.135 6,394        236,018 6,694  
    IBEX 35 Grifols 568.86 11.240   11/05/12 13.025 6,394        242,412 300  
    OMXH 25 Huhtamäki 537.76 11.890   10/22/12 12.450 6,394        248,806 -6,094  
    TSX 60 Couche-Tard 956.47 6.685   4/22/13 7.405 6,394        255,200 -12,488  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,123.75 2.490 2.736 5/21/12 2.610 -2,933 3,074 141 142,853  252,267 -9,414 242,853
      Smurfit Kappa 528.47 6.550 4.550 5/21/12 5.550 -2,933 2,405 -528 142,325  249,334 -7,009 242,325
    MerVal YPF 420.16 14.446 12.421 4/23/12 13.433 -5,644 5,219 -425 141,900  243,690 -1,791 241,900
  Buy ISEQ 20 long Kerry 79.86 37.580   6/17/13 42.250 3,001        246,691 -4,792  
      Smurfit Kappa 458.17 6.550   6/17/13 12.270 3,001        249,692 -7,793  
9/03/12 Sell S&P 100 long Biogen 38.96 116.954   1/09/12 90.342 -3,520 4,557 1,037 142,936  246,173 -3,236 242,936
    AEX short ArcelorMittal 156.57 35.565 42.177 4/09/12 38.730 -6,064 6,604 540 143,476  240,109 3,367 243,476
    RTX RusHydro 2,264.32 2.010 2.257 7/16/12 2.130 -4,823 5,111 288 143,764  235,286 8,478 243,764
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 REC Silicon 1,699.84 2.359 5.080 5/14/12 3.462 -5,884 8,635 2,751 146,515  229,402 17,113 246,515
    Athex LC Public Power 3,780.65 1.330 1.806 4/16/12 1.550 -5,860 6,829 969 147,484  223,542 23,942 247,484
    Topix (FRA) long Softbank 319.91 15.996   8/13/12 16.139 -5,163 5,117 -46 147,438  218,379 29,060 247,438
  Buy S&P 100 short HP 511.59 13.511   9/17/12 13.872 6,912        225,291 22,148  
    RTX long Magnit 285.38 24.220   9/17/12 27.650 6,912        232,203 15,236  
    OBX 25 Grieg Seafood 5,040.11 1.371   1/07/13 1.707 6,912        239,115 8,324  
    Athex LC Alpha Bank 103.16 67.000   3/25/13 37.850 6,912        246,026 1,412  
    MerVal short Pampa Energía 41,118.38 0.168   9/10/12 0.164 6,912        252,938 -5,500  
    Topix (FRA) Kansai Electric Pwr 1,212.21 5.702   3/11/13 6.145 6,912        259,850 -12,412  
9/10/12 Sell Germany short SolarWorld 24.87 182.550 306.524 5/14/12 236.550 -5,883 7,623 1,740 149,179  253,967 -4,789 249,179
    MerVal Pampa Energía 41,118.38 0.164 0.172 9/03/12 0.168 -6,912 7,085 173 149,351  247,055 2,296 249,351
    CAC Mid 60 Vallourec 4.26 1,453.800 1,311.000 5/14/12 1,382.400 -5,889 5,585 -304 149,047  241,166 7,881 249,047
    Indices Athex Large Cap 2.89 2,671.700 1,384.500 5/21/12 2,028.100 -5,861 4,001 -1,860 147,187  235,305 11,882 247,187
  Buy Germany long ADLER Real Estate 5,488.14 1.180   6/24/13 2.050 6,476        241,781 5,406  
    CAC Mid 60 Eurofins Scientific 588.73 11.000   4/22/13 15.325 6,476        248,257 -1,070  
    Indices OMXC 20 97.52 66.404   6/17/13 70.001 6,476        254,733 -7,546  
9/17/12 Sell S&P 100 short HP 511.59 13.872 13.150 9/03/12 13.511 -6,912 6,727 -185 147,002  247,821 -819 247,002
    RTX long Magnit 285.38 27.650   9/03/12 24.220 -6,912 7,891 979 147,981  240,909 7,072 247,981
    HSI-Fin short HK Exchgs & Clrg 518.14 11.718 10.994 5/14/12 11.356 -5,884 5,696 -188 147,794  235,025 12,769 247,794
    HSI-C&I Citic Pacific 4,951.88 0.959 1.464 5/21/12 1.185 -5,866 7,248 1,382 149,176  229,159 20,017 249,176
    DJTA long Delta Air Lines 561.27 7.031   7/02/12 8.780 -4,928 3,946 -982 148,194  224,231 23,963 248,194
  Buy S&P 100 Gilead Sciences 271.44 25.063   10/13/14 79.611 6,803        231,034 17,160  
    CAC 40 Credit Agricole 1,136.86 5.984   9/24/12 5.714 6,803        237,837 10,357  
    RTX short RusHydro 3,255.02 2.090   2/04/13 1.770 6,803        244,640 3,554  
    HSI-Fin long Bank of China (HK) 2,850.26 2.387   5/13/13 2.748 6,803        251,443 -3,249  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-C&I Galaxy Entertainment 2,798.44 2.431   4/08/13 3.018 6,803        258,246 -10,052  
    DJTA short Expeditors Wash 232.08 29.314   9/24/12 28.398 6,803        265,049 -16,855  
9/24/12 Sell CAC 40 long Credit Agricole 1,136.86 5.714   9/17/12 5.984 -6,803 6,496 -307 147,887  258,246 -10,359 247,887
    DJTA short Expeditors Wash 232.08 28.398 30.259 9/17/12 29.314 -6,803 7,023 219 148,107  251,443 -3,336 248,107
  Buy   long Avis Budget 492.71 12.419   7/20/15 38.916 6,119        257,562 -9,455  
10/01/12 Buy CAC Next 20 short Hermes International 28.21 211.450   12/10/12 235.500 5,965        263,527 -15,420  
10/15/12 Buy AEX short KPN 1,604.25 3.626   2/02/15 2.756 5,817        269,344 -21,237  
    MerVal Pampa Energía 38,574.27 0.151   10/22/12 0.141 5,817        275,161 -27,054  
10/22/12 Sell BEL 20 long Galapagos 410.45 16.900   6/25/12 12.250 -5,028 6,937 1,909 150,015  270,133 -20,118 250,015
    OMXH 25 Huhtamäki 537.76 12.450   8/20/12 11.890 -6,394 6,695 301 150,316  263,739 -13,423 250,316
    MerVal short Pampa Energía 38,574.27 0.141 0.161 10/15/12 0.151 -5,817 6,226 409 150,725  257,922 -7,197 250,725
    DJ Global Titans long Apple 281.65 17.386   5/28/12 16.307 -4,593 4,897 304 151,029  253,329 -2,300 251,029
  Buy BEL 20 short Bekaert 288.14 21.580   11/12/12 21.290 6,218        259,547 -8,518  
    OMXH 25 Outokumpu 961.05 6.470   11/05/12 6.200 6,218        265,765 -14,736  
    DJ Global Titans Telefónica 592.19 10.500   10/29/12 10.070 6,218        271,983 -20,954  
10/29/12 Sell MDAX long Dürr 345.44 14.790   8/06/12 13.838 -4,780 5,109 329 151,358  267,203 -15,845 251,358
    SDAX short Klöckner 748.79 7.058 8.695 5/21/12 7.834 -5,866 6,511 645 152,003  261,337 -9,334 252,003
    DJ Global Titans Telefónica 592.19 10.070 10.948 10/22/12 10.500 -6,218 6,484 266 152,269  255,119 -2,851 252,269
  Buy MDAX Ströer Media 940.42 6.630   1/14/13 6.901 6,235        261,354 -9,086  
    SDAX long ADLER Real Estate 3,946.20 1.580   11/26/12 1.285 6,235        267,589 -15,321  
    MerVal short Pampa Energía 43,059.39 0.145   12/24/12 0.147 6,235        273,824 -21,556  
    BAX long KUKA 266.74 23.375   6/24/13 31.820 6,235        280,059 -27,791  
    DJ Global Titans Bank of America 865.54 7.204   12/16/13 11.075 6,235        286,294 -34,026  
11/05/12 Sell MIB short UnipolSai 493.57 0.935 28.146 6/27/11 5.130 -2,532 13,892 11,360 163,629  283,762 -20,133 263,629
    IBEX 35 long Grifols 568.86 13.025   8/20/12 11.240 -6,394 7,409 1,015 164,644  277,368 -12,724 264,644
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 short Outokumpu 961.05 6.200 6.752 10/22/12 6.470 -6,218 6,489 271 164,915  271,150 -6,235 264,915
  Buy MIB long Azimut 694.97 9.304   8/04/14 18.460 6,466        277,616 -12,701  
    OMXH 25 Konecranes 256.08 25.250   11/12/12 24.380 6,466        284,082 -19,167  
11/12/12 Sell BEL 20 short Bekaert 288.14 21.290 21.874 10/22/12 21.580 -6,218 6,303 85 165,000  277,864 -12,864 265,000
    OMXH 25 long Konecranes 256.08 24.380   11/05/12 25.250 -6,466 6,243 -223 164,777  271,398 -6,621 264,777
  Buy BEL 20 Galapagos 381.61 16.910   6/24/13 14.210 6,453        277,851 -13,074  
    OMXH 25 short Outokumpu 1,005.14 6.420   12/31/12 7.400 6,453        284,304 -19,527  
11/19/12 Sell SMI long Swiss Re 99.23 54.864   6/18/12 46.620 -4,626 5,444 818 165,595  279,678 -14,083 265,595
    Nikkei (TYO) short Nippon Sheet Glass 632.20 7.143 8.148 7/16/12 7.629 -4,823 5,151 328 165,923  274,855 -8,932 265,923
  Buy PSI 20 Impresa 22,151.72 0.290   12/17/12 0.300 6,424        281,279 -15,356  
    SMI Julius Bär 245.94 26.121   12/17/12 27.324 6,424        287,703 -21,780  
    Nikkei (TYO) long Subaru 785.74 8.176   10/07/13 20.003 6,424        294,127 -28,204  
11/26/12 Sell SDAX long ADLER Real Estate 3,946.20 1.285   10/29/12 1.580 -6,235 5,071 -1,164 164,759  287,892 -23,133 264,759
    SLI short Lonza 163.58 36.099 32.909 4/23/12 34.504 -5,644 5,383 -261 164,498  282,248 -17,750 264,498
  Buy SDAX Deutz 1,897.85 3.250   12/10/12 3.138 6,168        288,416 -23,918  
    SLI long Swiss Life 59.18 104.219   6/24/13 120.698 6,168        294,584 -30,085  
12/10/12 Sell SSE 50 short China Unicom 9,634.39 0.413 0.620 6/04/12 0.506 -4,875 5,969 1,094 165,592  289,709 -24,117 265,592
    SDAX Deutz 1,897.85 3.138 3.366 11/26/12 3.250 -6,168 6,388 220 165,812  283,541 -17,729 265,812
    CAC Next 20 Hermes International 28.21 235.500 187.400 10/01/12 211.450 -5,965 5,287 -678 165,133  277,576 -12,442 265,133
  Buy SSE 50 long China Rwy Constr 8,822.63 0.716   4/29/13 0.634 6,317        283,893 -18,759  
    CAC 40 Societe Generale 219.23 28.815   1/14/13 34.140 6,317        290,210 -25,076  
    SDAX ADLER Real Estate 4,512.14 1.400   6/10/13 2.099 6,317        296,527 -31,393  
12/17/12 Sell PSI 20 short Impresa 22,151.72 0.300 0.280 11/19/12 0.290 -6,424 6,202 -222 164,912  290,103 -25,191 264,912
    SMI Julius Bär 245.94 27.324 24.917 11/19/12 26.121 -6,424 6,128 -296 164,616  283,679 -19,063 264,616
  Buy   long Richemont 102.42 59.929   10/14/13 74.199 6,138        289,816 -25,201  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/24/12 Sell MerVal short Pampa Energía 43,059.39 0.147 0.143 10/29/12 0.145 -6,235 6,145 -90 164,525  283,581 -19,056 264,525
  Buy   long Gr Fin Galicia 8,798.39 0.697   5/27/13 0.697 6,136        289,717 -25,192  
12/31/12 Sell OMXH 25 short Outokumpu 1,005.14 7.400 5.440 11/12/12 6.420 -6,453 5,468 -985 163,540  283,264 -19,724 263,540
  Buy   long Orion 274.55 22.200   3/18/13 22.000 6,095        289,360 -25,819  
1/07/13 Sell OBX 25 long Grieg Seafood 5,040.11 1.707   9/03/12 1.371 -6,912 8,602 1,690 165,230  282,447 -17,217 265,230
    Nikkei (FRA) short Nippon Sheet Glass 325.44 9.100 8.980 5/14/12 9.040 -2,942 2,922 -20 165,211  279,506 -14,295 265,211
      Sharp 76.16 23.550 63.366 5/14/12 38.630 -2,942 4,826 1,884 167,095  276,563 -9,469 267,095
  Buy IBEX 35 long Mediaset Esp 1,130.62 5.696   2/04/13 5.150 6,440        283,003 -15,909  
    OBX 25 short REC Silicon 3,573.21 1.802   1/21/13 1.488 6,440        289,443 -22,349  
    Nikkei (FRA) long Subaru 325.25 9.900   1/14/13 9.907 3,220        292,663 -25,569  
      Shinsei Bank 206.41 15.600   1/14/13 13.840 3,220        295,883 -28,789  
1/14/13 Sell CAC 40 long Societe Generale 219.23 34.140   12/10/12 28.815 -6,317 7,485 1,167 168,262  289,566 -21,304 268,262
    MDAX short Ströer Media 940.42 6.901 6.359 10/29/12 6.630 -6,235 5,980 -255 168,007  283,331 -15,324 268,007
    Nikkei (FRA) long Subaru 325.25 9.907   1/07/13 9.900 -3,220 3,222 2 168,010  280,111 -12,102 268,010
      Shinsei Bank 206.41 13.840   1/07/13 15.600 -3,220 2,857 -363 167,646  276,891 -9,245 267,646
  Buy CAC 40 short Engie 418.66 15.430   1/28/13 15.390 6,460        283,351 -15,705  
    MDAX long KUKA 229.20 28.185   6/24/13 31.820 6,460        289,811 -22,165  
    Nikkei (FRA) short Screen 165.77 19.485   2/11/13 16.805 3,230        293,041 -25,395  
1/21/13 Sell OBX 25 short REC Silicon 3,573.21 1.488 2.182 1/07/13 1.802 -6,440 7,798 1,358 169,004  286,601 -17,597 269,004
  Buy   long Grieg Seafood 3,619.56 1.736   1/28/13 1.688 6,285        292,886 -23,882  
1/28/13 Sell CAC 40 short Engie 418.66 15.390 15.470 1/14/13 15.430 -6,460 6,477 17 169,021  286,426 -17,405 269,021
    OBX 25 long Grieg Seafood 3,619.56 1.688   1/21/13 1.736 -6,285 6,110 -175 168,846  280,141 -11,295 268,846
  Buy CAC 40 Credit Agricole 829.43 7.762   2/11/13 7.414 6,438        286,579 -17,733  
    OBX 25 short REC Silicon 4,162.14 1.547   2/25/13 1.312 6,438        293,017 -24,171  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,130.62 5.150   1/07/13 5.696 -6,440 5,823 -617 168,229  286,577 -18,348 268,229
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    RTX short RusHydro 3,255.02 1.770 2.468 9/17/12 2.090 -6,803 8,033 1,230 169,459  279,774 -10,315 269,459
  Buy   long Magnit 186.90 34.660   3/11/13 34.010 6,478        286,252 -16,793  
2/11/13 Sell CAC 40 long Credit Agricole 829.43 7.414   1/28/13 7.762 -6,438 6,149 -289 169,170  279,814 -10,644 269,170
    Nikkei (FRA) short Screen 165.77 16.805 22.592 1/14/13 19.485 -3,230 3,745 515 169,686  276,584 -6,899 269,686
    GCX REC Silicon 1,622.45 1.027 11.783 4/23/12 3.479 -5,644 19,118 13,474 183,159  270,940 12,219 283,159
  Buy CAC 40 Orange 936.70 7.883   2/25/13 7.479 7,384        278,324 4,835  
    ÖkoDAX (deprecated) long PNE Wind 2,646.59 2.790   4/29/13 2.700 7,384        285,708 -2,549  
    Nikkei (FRA) Subaru 341.85 10.800   8/26/13 18.441 3,692        289,400 -6,241  
      Mazda Motor 296.67 12.445   8/26/13 15.485 3,692        293,092 -9,933  
    GCX SunPower 1,045.49 7.063   11/25/13 21.795 7,384        300,476 -17,317  
2/18/13 Buy GEX long MBB 359.24 18.500   4/22/13 17.650 6,646        307,122 -23,963  
2/25/13 Sell CAC 40 short Orange 936.70 7.479 8.309 2/11/13 7.883 -7,384 7,783 399 183,558  299,738 -16,180 283,558
    OBX 25 REC Silicon 4,162.14 1.312 1.824 1/28/13 1.547 -6,438 7,593 1,155 184,713  293,300 -8,587 284,713
  Buy CAC 40 long Credit Agricole 923.48 7.475   4/22/13 6.300 6,903        300,203 -15,490  
    OBX 25 Norwegian 2.36 2,924.050   4/15/13 2,803.560 6,901        307,104 -22,391  
3/11/13 Sell RTX long Magnit 186.90 34.010   2/04/13 34.660 -6,478 6,356 -121 184,592  300,626 -16,034 284,592
    Topix (FRA) short Kansai Electric Pwr 1,212.21 6.145 5.259 9/03/12 5.702 -6,912 6,375 -537 184,055  293,714 -9,659 284,055
  Buy RTX RusHydro 4,082.74 1.680   9/14/15 0.774 6,859        300,573 -16,518  
    Topix (FRA) long Mazda Motor 555.16 12.355   4/01/13 11.250 6,859        307,432 -23,377  
3/18/13 Sell OMXH 25 long Orion 274.55 22.000   12/31/12 22.200 -6,095 6,040 -55 184,000  301,337 -17,337 284,000
  Buy   short Outokumpu 1,207.61 5.520   9/16/13 4.600 6,666        308,003 -24,003  
3/25/13 Sell Athex LC long Alpha Bank 103.16 37.850   9/03/12 67.000 -6,912 3,905 -3,007 180,993  301,091 -20,099 280,993
  Buy   short Eurobank Ergasias 25.08 260.000   9/30/13 50.000 6,521        307,612 -26,620  
4/01/13 Sell Topix (FRA) long Mazda Motor 555.16 11.250   3/11/13 12.355 -6,859 6,246 -613 180,379  300,753 -20,374 280,379
  Buy   short Nidec 593.47 10.953   4/15/13 10.948 6,500        307,253 -26,874  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,798.44 3.018   9/17/12 2.431 -6,803 8,447 1,644 182,023  300,450 -18,427 282,023
4/15/13 Sell OBX 25 long Norwegian 2.36 2,803.560   2/25/13 2,924.050 -6,901 6,616 -284 181,739  293,549 -11,811 281,739
    Topix (FRA) short Nidec 593.47 10.948 10.957 4/01/13 10.953 -6,500 6,503 3 181,741  287,049 -5,308 281,741
  Buy OBX 25 Frontline 932.16 7.413   10/21/13 8.829 6,910        293,959 -12,218  
    Topix (FRA) long Mazda Motor 590.35 11.705   6/03/13 14.600 6,910        300,869 -19,128  
4/22/13 Sell France long Eurofins Scientific 498.60 15.325   8/13/12 10.355 -5,163 7,641 2,478 184,219  295,706 -11,487 284,219
    HSI Galaxy Entertainment 2,718.19 3.135   8/20/12 2.352 -6,394 8,521 2,127 186,346  289,312 -2,966 286,346
    CAC 40 Credit Agricole 923.48 6.300   2/25/13 7.475 -6,903 5,818 -1,085 185,261  282,409 2,851 285,261
    TSX 60 Couche-Tard 956.47 7.405   8/20/12 6.685 -6,394 7,082 688 185,949  276,015 9,934 285,949
    CAC Mid 60 Eurofins Scientific 588.73 15.325   9/10/12 11.000 -6,476 9,022 2,546 188,496  269,539 18,956 288,496
    GEX MBB 359.24 17.650   2/18/13 18.500 -6,646 6,341 -305 188,190  262,893 25,297 288,190
  Buy France short ArcelorMittal 298.14 26.286   5/06/13 29.061 7,837        270,730 17,460  
    HSI China Shenhua HK 3,080.34 2.544   9/16/13 2.475 7,837        278,567 9,623  
    CAC 40 ArcelorMittal 298.14 26.286   8/05/13 28.620 7,837        286,404 1,786  
    TSX 60 Barrick Gold 541.84 14.464   9/30/13 13.729 7,837        294,241 -6,051  
    CAC Mid 60 CGG 15.74 497.920   4/29/13 532.320 7,837        302,079 -13,888  
    GEX YOC 1,552.19 5.049   9/23/13 2.219 7,837        309,916 -21,725  
4/29/13 Sell SSE 50 long China Rwy Constr 8,822.63 0.634   12/10/12 0.716 -6,317 5,596 -721 187,469  303,599 -16,129 287,469
    ÖkoDAX (deprecated) PNE Wind 2,646.59 2.700   2/11/13 2.790 -7,384 7,146 -238 187,231  296,215 -8,983 287,231
    CAC Mid 60 short CGG 15.74 532.320 463.520 4/22/13 497.920 -7,837 7,296 -541 186,690  288,377 -1,688 286,690
  Buy SSE 50 China Northern Rare 3,138.77 2.270   5/06/13 2.286 7,125        295,502 -8,813  
    ÖkoDAX (deprecated) SolarWorld 67.19 106.050   4/13/15 14.550 7,126        302,628 -15,938  
5/06/13 Sell France short ArcelorMittal 298.14 29.061 23.511 4/22/13 26.286 -7,837 7,010 -827 185,862  294,791 -8,929 285,862
    SSE 50 China Northern Rare 3,138.77 2.286 2.254 4/29/13 2.270 -7,125 7,074 -51 185,812  287,666 -1,854 285,812
  Buy   long China Minsheng Bk 6,750.36 1.052   5/13/13 1.064 7,098        294,764 -8,952  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/13/13 Sell   long China Minsheng Bk 6,750.36 1.064   5/06/13 1.052 -7,098 7,184 86 185,898  287,666 -1,768 285,898
    HSI-Fin Bank of China (HK) 2,850.26 2.748   9/17/12 2.387 -6,803 7,831 1,028 186,926  280,863 6,063 286,926
  Buy SSE 50 short China Northern Rare 3,093.04 2.368   11/04/13 2.137 7,324        288,187 -1,261  
    HSI-Fin Ping An 2,444.59 2.996   10/14/13 2.804 7,324        295,511 -8,585  
5/27/13 Sell MerVal long Gr Fin Galicia 8,798.39 0.697   12/24/12 0.697 -6,136 6,130 -6 186,920  289,375 -2,455 286,920
  Buy   short Pampa Energía 43,679.36 0.163   6/10/13 0.158 7,111        296,486 -9,566  
6/03/13 Sell Nordic 30 long Pandora 461.30 26.264   8/13/12 11.192 -5,163 12,116 6,953 193,872  291,323 2,549 293,872
    Topix (FRA) Mazda Motor 590.35 14.600   4/15/13 11.705 -6,910 8,619 1,709 195,581  284,413 11,169 295,581
  Buy Nordic 30 short Equinor 442.20 17.340   7/29/13 16.264 7,668        292,081 3,501  
    Topix (FRA) Inpex 964.16 7.953   11/18/13 8.519 7,668        299,749 -4,167  
6/10/13 Sell SDAX long ADLER Real Estate 4,512.14 2.099   12/10/12 1.400 -6,317 9,471 3,154 198,735  293,432 5,304 298,735
    HSI-Prop China Ov Land & Inv 1,384.82 2.124   1/16/12 1.541 -2,134 2,941 807 199,543  291,298 8,245 299,543
      China Res Land 1,510.15 2.183   1/16/12 1.413 -2,134 3,296 1,162 200,705  289,164 11,541 300,705
    MerVal short Pampa Energía 43,679.36 0.158 0.168 5/27/13 0.163 -7,111 7,321 210 200,914  282,053 18,861 300,914
    STI long ThaiBev 23,223.37 0.382   7/02/12 0.212 -4,928 8,862 3,934 204,848  277,125 27,723 304,848
  Buy France short ArcelorMittal 294.92 28.191   7/08/13 26.415 8,314        285,439 19,409  
    SDAX Hypoport 1,111.50 7.480   9/30/13 8.120 8,314        293,753 11,095  
    HSI-Prop Hang Lung 1,618.64 2.568   11/18/13 2.531 4,157        297,910 6,938  
      Sino Land 3,863.02 1.076   11/18/13 1.043 4,157        302,067 2,781  
    MerVal long Telecom Argentina 2,194.94 3.788   6/17/13 3.268 8,314        310,381 -5,533  
    CAC Mid 60 short CGG 14.82 561.120   8/05/13 575.840 8,316        318,697 -13,848  
6/17/13 Sell ISEQ 20 long Kerry 79.86 42.250   8/27/12 37.580 -3,001 3,374 373 205,221  315,696 -10,474 305,221
      Smurfit Kappa 458.17 12.270   8/27/12 6.550 -3,001 5,622 2,621 207,842  312,695 -4,853 307,842
    MerVal Telecom Argentina 2,194.94 3.268   6/10/13 3.788 -8,314 7,173 -1,141 206,701  304,381 2,321 306,701
    Indices OMXC 20 97.52 70.001   9/10/12 66.404 -6,476 6,827 351 207,052  297,905 9,147 307,052
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ISEQ 20 short C&C Group 933.62 4.233   7/29/13 4.100 3,952        301,857 5,195  
      CRH 252.83 15.631   7/29/13 15.994 3,952        305,809 1,243  
    PSI 20 long Teixeira Duarte 14,637.04 0.540   6/24/13 0.570 7,904        313,713 -6,661  
    MerVal short Comercial del Plata 112,432.43 0.070   8/12/13 0.067 7,904        321,617 -14,565  
    Indices RTX 5.67 1,393.590   8/12/13 1,391.500 7,902        329,518 -22,466  
6/24/13 Sell Germany long ADLER Real Estate 5,488.14 2.050   9/10/12 1.180 -6,476 11,251 4,775 211,827  323,042 -11,216 311,827
    MDAX KUKA 229.20 31.820   1/14/13 28.185 -6,460 7,293 833 212,660  316,582 -3,923 312,660
    BEL 20 Galapagos 381.61 14.210   11/12/12 16.910 -6,453 5,423 -1,030 211,630  310,129 1,500 311,630
    PSI 20 Teixeira Duarte 14,637.04 0.570   6/17/13 0.540 -7,904 8,343 439 212,069  302,225 9,843 312,069
    OMXC 20 Genmab 569.50 22.604   7/16/12 8.469 -4,823 12,873 8,050 220,119  297,402 22,716 320,119
    OMXS 30 Electrolux 133.91 19.030   7/23/12 17.722 -2,373 2,548 175 220,294  295,029 25,264 320,294
      Swedbank 172.10 16.871   7/23/12 13.789 -2,373 2,903 530 220,824  292,656 28,168 320,824
    FT 30 Ferguson 1.56 3,452.810   8/06/12 3,068.570 -4,787 5,386 599 221,424  287,869 33,554 321,424
    SLI Swiss Life 59.18 120.698   11/26/12 104.219 -6,168 7,143 975 222,399  281,702 40,697 322,399
    BAX KUKA 266.74 31.820   10/29/12 23.375 -6,235 8,488 2,253 224,651  275,467 49,185 324,651
  Buy Germany short SolarWorld 101.63 91.950   7/29/13 77.250 9,345        284,812 39,840  
    MDAX Salzgitter 367.84 25.405   7/01/13 25.340 9,345        294,157 30,495  
    BEL 20 Aperam 1,123.20 8.320   7/15/13 8.461 9,345        303,502 21,150  
    OMXC 20 FLSmidth 266.76 35.032   7/01/13 34.376 9,345        312,847 11,805  
    OMXS 30 Boliden 489.31 9.549   7/08/13 9.256 4,673        317,519 7,132  
      Tele2 532.29 8.778   7/08/13 9.227 4,672        322,192 2,460  
    FT 30 Man Group 98.11 95.252   7/01/13 100.211 9,345        331,537 -6,885  
    SLI Kühne & Nagel 115.16 81.145   7/08/13 90.725 9,345        340,882 -16,230  
    BAX SFC Energy 1,967.37 4.750   7/01/13 4.650 9,345        350,227 -25,575  
7/01/13 Sell MDAX short Salzgitter 367.84 25.340 25.470 6/24/13 25.405 -9,345 9,369 24 224,675  340,882 -16,206 324,675
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 FLSmidth 266.76 34.376 35.701 6/24/13 35.032 -9,345 9,524 178 224,854  331,536 -6,683 324,854
    FT 30 Man Group 98.11 100.211 90.294 6/24/13 95.252 -9,345 8,859 -486 224,367  322,191 2,176 324,367
    BAX SFC Energy 1,967.37 4.650 4.852 6/24/13 4.750 -9,345 9,546 201 224,568  312,846 11,722 324,568
  Buy MDAX long Dürr 350.33 23.998   7/28/14 30.355 8,407        321,253 3,315  
    OMXC 20 Vestas Wind Systems 3,894.83 2.159   9/01/14 6.373 8,407        329,660 -5,092  
    FT 30 Lloyds Bank 112.29 74.871   9/09/13 90.907 8,407        338,068 -13,499  
    BAX Morphosys 190.44 44.145   4/14/14 58.270 8,407        346,475 -21,906  
7/08/13 Sell France short ArcelorMittal 294.92 26.415 30.086 6/10/13 28.191 -8,314 8,873 559 225,127  338,160 -13,033 325,127
    OMXS 30 Boliden 489.31 9.256 9.852 6/24/13 9.549 -4,673 4,821 148 225,276  333,488 -8,212 325,276
      Tele2 532.29 9.227 8.329 6/24/13 8.778 -4,672 4,434 -239 225,037  328,815 -3,779 325,037
    SLI Kühne & Nagel 115.16 90.725 71.565 6/24/13 81.145 -9,345 8,241 -1,103 223,933  319,471 4,463 323,933
  Buy OMXS 30 long Nokia 1,288.45 3.186   10/13/14 6.407 4,104        323,575 358  
      Kinnevik 187.70 21.868   10/13/14 22.475 4,105        327,680 -3,746  
    SLI Lonza 136.36 60.201   8/12/13 56.494 8,209        335,889 -11,955  
7/15/13 Sell BEL 20 short Aperam 1,123.20 8.461 8.179 6/24/13 8.320 -9,345 9,187 -158 223,775  326,544 -2,769 323,775
  Buy   long KBC 255.98 31.350   10/13/14 40.740 8,025        334,569 -10,794  
7/29/13 Sell Germany short SolarWorld 101.63 77.250 109.447 6/24/13 91.950 -9,345 11,123 1,778 225,553  325,224 329 325,553
    ATX long Österreichische Post 194.21 31.600   6/25/12 25.890 -5,028 6,137 1,109 226,662  320,196 6,467 326,662
    ISEQ 20 short C&C Group 933.62 4.100 4.370 6/17/13 4.233 -3,952 4,080 128 226,790  316,244 10,547 326,790
      CRH 252.83 15.994 15.268 6/17/13 15.631 -3,952 3,860 -92 226,699  312,292 14,407 326,699
    Nordic 30 Equinor 442.20 16.264 18.488 6/03/13 17.340 -7,668 8,176 508 227,206  304,624 22,582 327,206
  Buy ATX Raiffeisen Bank Int 378.77 23.085   10/21/13 25.350 8,744        313,368 13,839  
    ISEQ 20 long FBD 280.26 15.600   8/05/13 16.650 4,372        317,740 9,466  
      Smurfit Kappa 305.73 14.300   8/05/13 15.150 4,372        322,112 5,095  
    Nordic 30 Pandora 304.47 28.719   4/28/14 46.257 8,744        330,856 -3,650  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/05/13 Sell CAC 40 short ArcelorMittal 298.14 28.620 23.952 4/22/13 26.286 -7,837 7,141 -696 226,510  323,019 3,492 326,510
    ISEQ 20 long FBD 280.26 16.650   7/29/13 15.600 -4,372 4,666 294 226,805  318,647 8,158 326,805
      Smurfit Kappa 305.73 15.150   7/29/13 14.300 -4,372 4,632 260 227,065  314,275 12,790 327,065
    CAC Mid 60 short CGG 14.82 575.840 546.400 6/10/13 561.120 -8,316 8,098 -218 226,846  305,959 20,887 326,846
  Buy ISEQ 20 C&C Group 1,049.63 4.141   9/09/13 4.285 4,347        310,306 16,541  
      Flutter 71.25 61.000   9/09/13 61.200 4,346        314,652 12,195  
8/12/13 Sell MerVal short Comercial del Plata 112,432.43 0.067 0.074 6/17/13 0.070 -7,904 8,298 394 227,240  306,748 20,492 327,240
    SLI long Lonza 136.36 56.494   7/08/13 60.201 -8,209 7,704 -505 226,734  298,539 28,196 326,734
    Indices short RTX 5.67 1,391.500 1,395.690 6/17/13 1,393.590 -7,902 7,914 12 226,746  290,637 36,109 326,746
  Buy MerVal long Telecom Argentina 2,151.87 4.215   2/10/14 2.998 9,071        299,708 27,038  
    Indices Merval 18.09 501.316   8/04/14 750.468 9,069        308,777 17,969  
8/26/13 Sell Nikkei (FRA) long Subaru 341.85 18.441   2/11/13 10.800 -3,692 6,304 2,612 229,358  305,085 24,273 329,358
      Mazda Motor 296.67 15.485   2/11/13 12.445 -3,692 4,594 902 230,260  301,393 28,867 330,260
  Buy PSI 20 Teixeira Duarte 13,400.00 0.670   9/02/13 0.650 8,978        310,371 19,889  
    Nikkei (FRA) short Nikon 341.37 13.150   9/09/13 12.596 4,489        314,860 15,400  
9/02/13 Sell PSI 20 long Teixeira Duarte 13,400.00 0.650   8/26/13 0.670 -8,978 8,710 -268 229,992  305,882 24,110 329,992
9/09/13 Sell ISEQ 20 short C&C Group 1,049.63 4.285 3.997 8/05/13 4.141 -4,347 4,195 -151 229,841  301,535 28,306 329,841
      Flutter 71.25 61.200 60.800 8/05/13 61.000 -4,346 4,332 -14 229,827  297,189 32,638 329,827
    FT 30 long Lloyds Bank 112.29 90.907   7/01/13 74.871 -8,407 10,208 1,801 231,628  288,782 42,846 331,628
    Nikkei (FRA) short Nikon 341.37 12.596 13.728 8/26/13 13.150 -4,489 4,686 197 231,825  284,293 47,532 331,825
  Buy IBEX 35 long Siemens Gamesa 1,762.64 5.380   12/16/13 7.030 9,483        293,776 38,049  
    ISEQ 20 Bank of Ireland 669.70 7.080   10/14/13 6.960 4,741        298,517 33,308  
      Smurfit Kappa 297.27 15.950   10/14/13 17.020 4,741        303,259 28,566  
    PSI 20 Impresa 13,945.59 0.680   9/16/13 0.670 9,483        312,742 19,083  
    FT 30 short Man Group 89.94 105.435   10/14/13 92.741 9,483        322,225 9,600  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) long Furukawa Co 283.41 16.730   9/30/13 17.160 4,741        326,966 4,859  
      Tokyo Electric Power 1,212.66 3.910   9/30/13 4.520 4,742        331,708 117  
9/16/13 Sell HSI short China Shenhua HK 3,080.34 2.475 2.615 4/22/13 2.544 -7,837 8,055 218 232,043  323,871 8,173 332,043
    OMXH 25 Outokumpu 1,207.61 4.600 6.624 3/18/13 5.520 -6,666 7,999 1,333 233,377  317,205 16,172 333,377
    PSI 20 long Impresa 13,945.59 0.670   9/09/13 0.680 -9,483 9,344 -139 233,237  307,722 25,516 333,237
  Buy HSI Galaxy Entertainment 1,675.76 5.352   12/23/13 6.370 8,968        316,690 16,548  
    OMXH 25 Nokia 1,900.00 4.720   10/21/13 5.265 8,968        325,658 7,580  
9/23/13 Sell GEX short YOC 1,552.19 2.219 11.488 4/22/13 5.049 -7,837 17,832 9,995 243,232  317,821 25,411 343,232
  Buy PSI 20 long Teixeira Duarte 13,963.64 0.660   12/09/13 0.920 9,216        327,037 16,195  
    GEX Manz 172.04 53.570   4/14/14 65.730 9,216        336,253 6,979  
9/30/13 Sell SDAX short Hypoport 1,111.50 8.120 6.840 6/10/13 7.480 -8,314 7,603 -711 242,521  327,939 14,582 342,521
    TSX 60 Barrick Gold 541.84 13.729 15.238 4/22/13 14.464 -7,837 8,256 419 242,940  320,102 22,838 342,940
    Athex LC Eurobank Ergasias 25.08 50.000 1,352.000 3/25/13 260.000 -6,521 33,908 27,387 270,327  313,581 56,746 370,327
    Nikkei (FRA) long Furukawa Co 283.41 17.160   9/09/13 16.730 -4,741 4,863 122 270,449  308,839 61,610 370,449
      Tokyo Electric Power 1,212.66 4.520   9/09/13 3.910 -4,742 5,481 740 271,189  304,098 67,091 371,189
  Buy SDAX ADLER Real Estate 3,713.90 2.950   10/14/13 3.079 10,956        315,054 56,135  
    HSI-C&I Galaxy Entertainment 2,117.47 5.174   2/03/14 7.265 10,956        326,010 45,179  
    TSX 60 Bausch Health 142.51 76.879   9/29/14 102.197 10,956        336,966 34,223  
    Athex LC Aegean Airlines 2,608.57 4.200   1/27/14 7.210 10,956        347,922 23,267  
    Nikkei (FRA) short Nikon 418.81 13.080   11/04/13 13.433 5,478        353,400 17,789  
    CAC Next 20 SES 518.01 21.150   10/07/13 21.020 10,956        364,356 6,833  
10/07/13 Sell   short SES 518.01 21.020 21.281 9/30/13 21.150 -10,956 11,024 68 271,257  353,400 17,857 371,257
    Nikkei (TYO) long Subaru 785.74 20.003   11/19/12 8.176 -6,424 15,717 9,293 280,550  346,976 33,574 380,550
  Buy CAC Next 20 EDF 435.73 23.760   10/28/13 25.570 10,353        357,329 23,221  
    Nikkei (TYO) short Nikon 818.39 12.650   10/14/13 13.191 10,353        367,682 12,868  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/14/13 Sell SDAX long ADLER Real Estate 3,713.90 3.079   9/30/13 2.950 -10,956 11,435 479 281,029  356,726 24,303 381,029
    HSI-Fin short Ping An 2,444.59 2.804 3.201 5/13/13 2.996 -7,324 7,825 501 281,530  349,402 32,128 381,530
    ISEQ 20 long Bank of Ireland 669.70 6.960   9/09/13 7.080 -4,741 4,661 -80 281,450  344,660 36,790 381,450
      Smurfit Kappa 297.27 17.020   9/09/13 15.950 -4,741 5,060 318 281,768  339,919 41,849 381,768
    FT 30 short Man Group 89.94 92.741 119.865 9/09/13 105.435 -9,483 10,781 1,298 283,066  330,436 52,630 383,066
    SMI long Richemont 102.42 74.199   12/17/12 59.929 -6,138 7,599 1,462 284,527  324,298 60,229 384,527
    Nikkei (TYO) short Nikon 818.39 13.191 12.110 10/07/13 12.650 -10,353 9,910 -443 284,085  313,945 70,140 384,085
  Buy HSI-Fin long AIA 3,096.28 3.667   1/06/14 3.604 11,355        325,300 58,785  
    ISEQ 20 short C&C Group 1,351.79 4.200   10/28/13 4.008 5,678        330,978 53,107  
      Flutter 99.68 56.960   10/28/13 56.500 5,678        336,656 47,429  
    FT 30 long ITV 52.11 217.888   12/02/13 228.772 11,354        348,010 36,075  
    Nikkei (TYO) Tokyo Electric Power 2,908.93 3.904   11/04/13 3.961 11,355        359,365 24,720  
10/21/13 Sell ATX short Raiffeisen Bank Int 378.77 25.350 20.820 7/29/13 23.085 -8,744 7,886 -858 283,227  350,621 32,606 383,227
    OMXH 25 long Nokia 1,900.00 5.265   9/16/13 4.720 -8,968 10,004 1,036 284,263  341,653 42,610 384,263
    OBX 25 short Frontline 932.16 8.829 5.997 4/15/13 7.413 -6,910 5,590 -1,320 282,943  334,743 48,200 382,943
  Buy ATX long Wienerberger 824.95 13.065   8/11/14 11.525 10,778        345,521 37,422  
    SDAX ADLER Real Estate 3,604.68 2.990   3/31/14 5.100 10,778        356,299 26,644  
    OMXH 25 short YIT 1,083.22 9.950   10/28/13 10.035 10,778        367,077 15,866  
    OBX 25 long REC Silicon 3,041.28 3.544   12/16/13 2.538 10,778        377,855 5,088  
10/28/13 Sell ISEQ 20 short C&C Group 1,351.79 4.008 4.401 10/14/13 4.200 -5,678 5,950 272 283,215  372,177 11,037 383,215
      Flutter 99.68 56.500 57.424 10/14/13 56.960 -5,678 5,724 46 283,261  366,500 16,761 383,261
    OMXH 25 YIT 1,083.22 10.035 9.865 10/21/13 9.950 -10,778 10,686 -92 283,169  355,721 27,447 383,169
    CAC Next 20 long EDF 435.73 25.570   10/07/13 23.760 -10,353 11,142 789 283,958  345,369 38,589 383,958
  Buy ISEQ 20 Bank of Ireland 687.70 7.680   11/25/13 8.040 5,282        350,650 33,307  
      Smurfit Kappa 306.89 17.210   11/25/13 17.550 5,282        355,932 28,026  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Nokia 2,129.64 4.960   11/11/13 5.770 10,563        366,495 17,463  
    CAC Next 20 short STMicroelectronics 1,888.61 5.593   11/11/13 5.653 10,563        377,058 6,900  
11/04/13 Sell SSE 50 short China Northern Rare 3,093.04 2.137 2.623 5/13/13 2.368 -7,324 8,114 790 284,748  369,734 15,014 384,748
    Nikkei (FRA) Nikon 418.81 13.433 12.727 9/30/13 13.080 -5,478 5,330 -148 284,600  364,256 20,344 384,600
    Nikkei (TYO) long Tokyo Electric Power 2,908.93 3.961   10/14/13 3.904 -11,355 11,523 168 284,768  352,901 31,867 384,768
  Buy SSE 50 Shanghai Oriental 2,368.39 4.398   12/23/13 4.388 10,415        363,316 21,452  
    Nikkei (FRA) Softbank 182.40 28.550   12/16/13 30.884 5,208        368,523 16,245  
      Tokyo Electric Power 1,313.70 3.964   12/16/13 3.730 5,208        373,731 11,037  
    Nikkei (TYO) short Nikon 775.13 13.437   11/18/13 13.220 10,415        384,146 622  
11/11/13 Sell OMXH 25 long Nokia 2,129.64 5.770   10/28/13 4.960 -10,563 12,288 1,725 286,493  373,583 12,910 386,493
    CAC Next 20 short STMicroelectronics 1,888.61 5.653 5.533 10/28/13 5.593 -10,563 10,450 -113 286,379  363,020 23,360 386,379
  Buy OMXH 25 Outokumpu 2,926.57 3.500   12/02/13 3.690 10,243        373,263 13,117  
    CAC Next 20 long EDF 395.79 25.880   12/09/13 26.640 10,243        383,506 2,874  
11/18/13 Sell HSI-Prop short Hang Lung 1,618.64 2.531 2.606 6/10/13 2.568 -4,157 4,219 62 286,441  379,349 7,092 386,441
      Sino Land 3,863.02 1.043 1.110 6/10/13 1.076 -4,157 4,290 133 286,573  375,192 11,382 386,573
    Topix (FRA) Inpex 964.16 8.519 7.387 6/03/13 7.953 -7,668 7,122 -546 286,028  367,524 18,504 386,028
    Nikkei (TYO) Nikon 775.13 13.220 13.657 11/04/13 13.437 -10,415 10,586 171 286,199  357,109 29,090 386,199
  Buy HSI-Prop long CK Hutchison 437.99 11.852   2/10/14 10.645 5,191        362,300 23,899  
      China Ov Land & Inv 2,236.83 2.321   2/10/14 1.876 5,191        367,491 18,708  
    Topix (FRA) Softbank 362.45 28.644   11/25/13 31.950 10,382        377,873 8,326  
    Nikkei (TYO) MinebeaMitsumi 2,067.59 5.021   3/03/14 6.187 10,382        388,255 -2,056  
11/25/13 Sell ISEQ 20 long Bank of Ireland 687.70 8.040   10/28/13 7.680 -5,282 5,529 248 286,446  382,973 3,473 386,446
      Smurfit Kappa 306.89 17.550   10/28/13 17.210 -5,282 5,386 104 286,550  377,692 8,859 386,550
    Topix (FRA) Softbank 362.45 31.950   11/18/13 28.644 -10,382 11,580 1,198 287,749  367,310 20,439 387,749
    GCX SunPower 1,045.49 21.795   2/11/13 7.063 -7,384 22,786 15,402 303,151  359,926 43,225 403,151
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ISEQ 20 short Flutter 99.51 56.070   12/02/13 56.450 5,580        365,505 37,645  
      Ryanair 956.70 5.832   12/02/13 6.109 5,579        371,085 32,066  
    Topix (FRA) Komatsu 713.35 15.643   6/09/14 16.815 11,159        382,244 20,907  
    GCX Aurubis 263.34 42.375   1/06/14 43.845 11,159        393,403 9,748  
12/02/13 Sell ISEQ 20 short Flutter 99.51 56.450 55.690 11/25/13 56.070 -5,580 5,542 -38 303,113  387,823 15,290 403,113
      Ryanair 956.70 6.109 5.555 11/25/13 5.832 -5,579 5,314 -265 302,848  382,244 20,604 402,848
    OMXH 25 Outokumpu 2,926.57 3.690 3.310 11/11/13 3.500 -10,243 9,687 -556 302,292  372,001 30,291 402,292
    FT 30 long ITV 52.11 228.772   10/14/13 217.888 -11,354 11,921 567 302,859  360,647 42,212 402,859
  Buy ISEQ 20 Bank of Ireland 667.03 8.340   4/14/14 8.250 5,563        366,210 36,649  
      Smurfit Kappa 322.68 17.240   4/14/14 17.010 5,563        371,773 31,086  
    OMXH 25 Nokia 1,882.89 5.909   12/09/13 5.850 11,126        382,899 19,960  
12/09/13 Sell   long Nokia 1,882.89 5.850   12/02/13 5.909 -11,126 11,015 -111 302,748  371,773 30,975 402,748
    PSI 20 Teixeira Duarte 13,963.64 0.920   9/23/13 0.660 -9,216 12,847 3,631 306,378  362,557 43,822 406,378
    CAC Next 20 EDF 395.79 26.640   11/11/13 25.880 -10,243 10,544 301 306,679  352,313 54,366 406,679
  Buy OMXH 25 short Metso Outotec 1,721.07 6.697   5/12/14 8.620 11,526        363,840 42,840  
    CAC Next 20 STMicroelectronics 2,114.86 5.450   1/13/14 5.763 11,526        375,365 31,314  
12/16/13 Sell IBEX 35 long Siemens Gamesa 1,762.64 7.030   9/09/13 5.380 -9,483 12,391 2,908 309,588  365,882 43,705 409,588
    OBX 25 REC Silicon 3,041.28 2.538   10/21/13 3.544 -10,778 7,718 -3,060 306,527  355,105 51,423 406,527
    Nikkei (FRA) Softbank 182.40 30.884   11/04/13 28.550 -5,208 5,633 426 306,953  349,897 57,056 406,953
      Tokyo Electric Power 1,313.70 3.730   11/04/13 3.964 -5,208 4,900 -307 306,645  344,689 61,956 406,645
    DJ Global Titans Bank of America 865.54 11.075   10/29/12 7.204 -6,235 9,586 3,351 309,996  338,454 71,542 409,996
  Buy IBEX 35 short Acciona 302.77 39.760   1/20/14 48.255 12,038        350,493 59,504  
    OBX 25 TGS-NOPEC 709.28 16.972   12/23/13 17.469 12,038        362,531 47,466  
    Nikkei (FRA) Nitto Denko 207.69 28.981   12/30/13 30.258 6,019        368,550 41,446  
      Pacific Metals 242.12 24.860   12/30/13 26.180 6,019        374,569 35,427  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Mid 60 Adocia 2,108.23 5.710   12/23/13 5.660 12,038        386,607 23,389  
    DJ Global Titans IBM 93.14 129.242   12/23/13 133.044 12,038        398,644 11,352  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,368.39 4.388   11/04/13 4.398 -10,415 10,393 -22 309,974  388,229 21,744 409,974
    HSI Galaxy Entertainment 1,675.76 6.370   9/16/13 5.352 -8,968 10,675 1,707 311,681  379,261 32,419 411,681
    OBX 25 short TGS-NOPEC 709.28 17.469 16.475 12/16/13 16.972 -12,038 11,685 -353 311,328  367,223 44,105 411,328
    CAC Mid 60 Adocia 2,108.23 5.660 5.760 12/16/13 5.710 -12,038 12,144 106 311,434  355,185 56,249 411,434
    DJ Global Titans IBM 93.14 133.044 125.440 12/16/13 129.242 -12,038 11,683 -354 311,080  343,148 67,932 411,080
  Buy SSE 50 Poly Developments 18,690.49 0.641   6/02/14 0.591 11,975        355,123 55,957  
    PSI 20 long Impresa 10,986.24 1.090   5/12/14 1.759 11,975        367,098 43,982  
    OBX 25 DNO International 4,120.22 2.906   2/17/14 2.830 11,975        379,073 32,007  
    FT 30 Int Cons Airlines 25.40 471.516   1/27/14 485.635 11,977        391,049 20,031  
    DJ Global Titans Alphabet A 29.33 408.320   10/27/14 433.045 11,976        403,025 8,055  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 207.69 30.258 27.704 12/16/13 28.981 -6,019 5,754 -265 310,815  397,006 13,809 410,815
      Pacific Metals 242.12 26.180 23.540 12/16/13 24.860 -6,019 5,700 -320 310,495  390,987 19,508 410,495
  Buy   long MinebeaMitsumi 1,019.34 5.273   2/10/14 6.030 5,375        396,362 14,133  
      Softbank 169.96 31.625   2/10/14 27.751 5,375        401,737 8,758  
1/06/14 Sell HSI-Fin long AIA 3,096.28 3.604   10/14/13 3.667 -11,355 11,160 -195 310,301  390,382 19,918 410,301
    GCX short Aurubis 263.34 43.845 40.905 11/25/13 42.375 -11,159 10,772 -387 309,914  379,223 30,690 409,914
  Buy HSI-Fin ICBC 23,476.13 0.469   6/02/14 0.478 11,015        390,238 19,675  
    SLI long Vifor Pharma 148.81 74.020   1/27/14 69.103 11,015        401,253 8,660  
    GCX Vestas Wind Systems 2,207.72 4.989   2/03/14 4.789 11,015        412,268 -2,355  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,114.86 5.763 5.137 12/09/13 5.450 -11,526 10,864 -662 309,252  400,742 8,510 409,252
1/20/14 Sell IBEX 35 short Acciona 302.77 48.255 31.265 12/16/13 39.760 -12,038 9,466 -2,572 306,680  388,704 17,976 406,680
  Buy   long Siemens Gamesa 1,255.74 8.454   1/27/14 7.622 10,616        399,320 7,360  
    NZX 50 short Chorus 11,332.19 0.937   6/02/14 1.063 10,616        409,936 -3,256  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,255.74 7.622   1/20/14 8.454 -10,616 9,571 -1,045 305,635  399,320 6,315 405,635
    Athex LC Aegean Airlines 2,608.57 7.210   9/30/13 4.200 -10,956 18,808 7,852 313,487  388,364 25,123 413,487
    FT 30 Int Cons Airlines 25.40 485.635   12/23/13 471.516 -11,977 12,335 359 313,845  376,387 37,458 413,845
    SLI Vifor Pharma 148.81 69.103   1/06/14 74.020 -11,015 10,283 -732 313,114  365,372 47,741 413,114
  Buy IBEX 35 short Repsol 657.40 17.525   2/17/14 17.625 11,521        376,893 36,220  
    Athex LC Eurobank Ergasias 235.12 49.000   5/09/16 0.875 11,521        388,414 24,699  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,117.47 7.265   9/30/13 5.174 -10,956 15,383 4,427 317,540  377,458 40,082 417,540
    GCX Vestas Wind Systems 2,207.72 4.789   1/06/14 4.989 -11,015 10,573 -442 317,098  366,443 50,655 417,098
  Buy FT 30 Int Cons Airlines 23.40 499.638   2/10/14 509.014 11,692        378,135 38,963  
    GCX short Aurubis 288.00 40.600   3/03/14 38.880 11,693        389,828 27,271  
2/10/14 Sell HSI-Prop long CK Hutchison 437.99 10.645   11/18/13 11.852 -5,191 4,663 -528 316,570  384,637 31,933 416,570
      China Ov Land & Inv 2,236.83 1.876   11/18/13 2.321 -5,191 4,196 -995 315,575  379,446 36,129 415,575
    MerVal Telecom Argentina 2,151.87 2.998   8/12/13 4.215 -9,071 6,452 -2,619 312,956  370,375 42,582 412,956
    FT 30 Int Cons Airlines 23.40 509.014   2/03/14 499.638 -11,692 11,911 219 313,175  358,683 54,492 413,175
    Nikkei (FRA) MinebeaMitsumi 1,019.34 6.030   12/30/13 5.273 -5,375 6,147 772 313,947  353,308 60,639 413,947
      Softbank 169.96 27.751   12/30/13 31.625 -5,375 4,716 -659 313,289  347,933 65,356 413,289
  Buy HSI-Prop short New World Dev 1,695.38 3.529   7/28/14 3.549 5,983        353,916 59,373  
      The Wharf 3,233.53 1.850   7/28/14 2.205 5,983        359,899 53,390  
    Nikkei (FRA) Hitachi Zosen 1,403.47 4.263   6/30/14 3.700 5,983        365,882 47,407  
      Nitto Denko 191.17 31.297   6/30/14 33.890 5,983        371,865 41,423  
2/17/14 Sell IBEX 35 short Repsol 657.40 17.625 17.425 1/27/14 17.525 -11,521 11,455 -66 313,223  360,344 52,879 413,223
    OBX 25 long DNO International 4,120.22 2.830   12/23/13 2.906 -11,975 11,661 -314 312,909  348,369 64,540 412,909
  Buy IBEX 35 Siemens Gamesa 1,429.29 8.351   3/10/14 8.580 11,936        360,305 52,604  
    OBX 25 short Petroleum Geo-Srvcs 1,569.49 7.605   6/02/14 7.980 11,936        372,241 40,668  
2/24/14 Buy MerVal long Edenor 36,054.05 0.315   12/15/14 0.569 11,339        383,580 29,329  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,067.59 6.187   11/18/13 5.021 -10,382 12,791 2,409 315,318  373,198 42,120 415,318
    GCX short Aurubis 288.00 38.880 42.396 2/03/14 40.600 -11,693 12,210 517 315,835  361,505 54,330 415,835
  Buy Nikkei (TYO) Hitachi Zosen 2,994.04 3.926   3/31/14 3.419 11,754        373,259 42,576  
    GCX long Vestas Wind Systems 2,349.11 5.004   4/14/14 5.847 11,754        385,013 30,822  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,429.29 8.580   2/17/14 8.351 -11,936 12,263 327 316,163  373,077 43,085 416,163
  Buy   short Inditex 547.50 20.970   6/09/14 21.750 11,481        384,558 31,604  
3/31/14 Sell SDAX long ADLER Real Estate 3,604.68 5.100   10/21/13 2.990 -10,778 18,384 7,606 323,769  373,780 49,988 423,769
    Nikkei (TYO) short Hitachi Zosen 2,994.04 3.419 4.508 3/03/14 3.926 -11,754 13,498 1,744 325,513  362,026 63,486 425,513
  Buy SDAX Koenig & Bauer 993.82 12.300   5/05/14 11.730 12,224        374,250 51,262  
    Nikkei (TYO) long MinebeaMitsumi 1,897.22 6.443   4/07/14 6.630 12,224        386,474 39,038  
4/07/14 Sell   long MinebeaMitsumi 1,897.22 6.630   3/31/14 6.443 -12,224 12,578 354 325,867  374,250 51,616 425,867
  Buy   short Hitachi Zosen 3,457.49 3.453   7/28/14 3.842 11,937        386,187 39,679  
4/14/14 Sell ISEQ 20 long Bank of Ireland 667.03 8.250   12/02/13 8.340 -5,563 5,503 -60 325,807  380,624 45,182 425,807
      Smurfit Kappa 322.68 17.010   12/02/13 17.240 -5,563 5,489 -74 325,732  375,061 50,671 425,732
    BAX Morphosys 190.44 58.270   7/01/13 44.145 -8,407 11,097 2,690 328,422  366,654 61,768 428,422
    GEX Manz 172.04 65.730   9/23/13 53.570 -9,216 11,308 2,092 330,514  357,438 73,076 430,514
    GCX Vestas Wind Systems 2,349.11 5.847   3/03/14 5.004 -11,754 13,734 1,980 332,495  345,684 86,811 432,495
  Buy ISEQ 20 short C&C Group 1,448.88 4.480   1/19/15 3.322 6,491        352,175 80,320  
      Flutter 121.12 53.590   1/19/15 66.350 6,491        358,666 73,829  
    BAX Adva 4,053.08 3.203   4/21/14 3.210 12,982        371,648 60,847  
    GEX 4SC 452.94 28.662   1/26/15 18.284 12,982        384,630 47,865  
    GCX EJR 252.14 51.487   4/28/14 51.524 12,982        397,612 34,883  
4/21/14 Sell BAX short Adva 4,053.08 3.210 3.196 4/14/14 3.203 -12,982 12,954 -28 332,466  384,630 47,836 432,466
  Buy   long Sixt 415.04 28.930   5/05/14 28.890 12,007        396,637 35,829  
4/28/14 Sell Nordic 30 long Pandora 304.47 46.257   7/29/13 28.719 -8,744 14,084 5,340 337,806  387,893 49,913 437,806
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX short EJR 252.14 51.524 51.450 4/14/14 51.487 -12,982 12,973 -9 337,797  374,911 62,886 437,797
  Buy Germany SolarWorld 405.47 30.870   6/09/14 16.900 12,517        387,428 50,369  
    Nordic 30 Carlsberg A 169.58 73.812   5/05/14 74.896 12,517        399,945 37,852  
    GCX long Vestas Wind Systems 2,031.26 6.162   5/19/14 7.076 12,517        412,462 25,335  
5/05/14 Sell SDAX short Koenig & Bauer 993.82 11.730 12.898 3/31/14 12.300 -12,224 12,818 594 338,391  400,238 38,153 438,391
    Nordic 30 Carlsberg A 169.58 74.896 72.728 4/28/14 73.812 -12,517 12,333 -184 338,207  387,721 50,486 438,207
    BAX long Sixt 415.04 28.890   4/21/14 28.930 -12,007 11,991 -17 338,190  375,714 62,476 438,190
  Buy SDAX ADLER Real Estate 2,495.71 5.015   5/19/14 5.000 12,516        388,230 49,960  
    Nordic 30 Pandora 256.85 48.729   9/15/14 59.766 12,516        400,746 37,444  
    BAX short Adva 3,911.25 3.200   6/09/14 3.196 12,516        413,262 24,928  
5/12/14 Sell OMXH 25 short Metso Outotec 1,721.07 8.620 4.774 12/09/13 6.697 -11,526 8,216 -3,310 334,881  401,736 33,145 434,881
    PSI 20 long Impresa 10,986.24 1.759   12/23/13 1.090 -11,975 19,325 7,350 342,230  389,761 52,470 442,230
  Buy OMXH 25 Outokumpu 1,851.35 6.680   5/19/14 6.250 12,367        402,128 40,102  
5/19/14 Sell SDAX long ADLER Real Estate 2,495.71 5.000   5/05/14 5.015 -12,516 12,479 -37 342,193  389,612 52,581 442,193
    OMXH 25 Outokumpu 1,851.35 6.250   5/12/14 6.680 -12,367 11,571 -796 341,397  377,245 64,152 441,397
    GCX Vestas Wind Systems 2,031.26 7.076   4/28/14 6.162 -12,517 14,374 1,857 343,254  364,728 78,526 443,254
  Buy HSI Citic Pacific 10,069.48 1.295   11/10/14 1.393 13,044        377,772 65,482  
    SDAX short WCM 8,036.47 1.623   5/26/14 1.623 13,044        390,816 52,438  
    OMXH 25 YIT 1,762.70 7.400   1/26/15 5.508 13,044        403,860 39,394  
    GCX Energy Recovery 3,870.05 3.371   3/02/15 3.076 13,044        416,904 26,350  
5/26/14 Sell SDAX short WCM 8,036.47 1.623 1.623 5/19/14 1.623 -13,044 13,044 0 343,254  403,860 39,394  
  Buy   long ADLER Real Estate 2,193.82 5.500   6/09/14 6.050 12,066        415,926 27,328  
    HSI-C&I Tencent 1,186.47 10.170   10/06/14 12.196 12,066        427,992 15,262  
6/02/14 Sell SSE 50 short Poly Developments 18,690.49 0.591 0.695 12/23/13 0.641 -11,975 12,984 1,009 344,263  416,017 28,246 444,263
    HSI-Fin ICBC 23,476.13 0.478 0.460 1/06/14 0.469 -11,015 10,808 -207 344,056  405,002 39,054 444,056
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 Petroleum Geo-Srvcs 1,569.49 7.980 7.230 2/17/14 7.605 -11,936 11,348 -588 343,468  393,066 50,402 443,468
    NZX 50 Chorus 11,332.19 1.063 0.811 1/20/14 0.937 -10,616 9,186 -1,430 342,038  382,450 59,588 442,038
  Buy SSE 50 long Sinolink Secs 10,904.35 1.150   6/23/14 1.117 12,540        394,990 47,048  
    HSI-Fin HK Exchgs & Clrg 916.30 13.685   9/29/14 17.213 12,540        407,530 34,508  
    OBX 25 Grieg Seafood 3,717.32 3.373   6/30/14 3.430 12,540        420,070 21,968  
    FT 30 National Grid 11.36 1,103.450   6/09/14 1,037.210 12,535        432,605 9,433  
    NZX 50 Tourism 18,009.48 0.696   7/21/14 0.758 12,540        445,145 -3,107  
6/09/14 Sell Germany short SolarWorld 405.47 16.900 56.388 4/28/14 30.870 -12,517 22,864 10,347 352,385  432,628 19,757 452,385
    SDAX long ADLER Real Estate 2,193.82 6.050   5/26/14 5.500 -12,066 13,273 1,207 353,592  420,562 33,029 453,592
    IBEX 35 short Inditex 547.50 21.750 20.190 3/10/14 20.970 -11,481 11,054 -427 353,165  409,081 44,084 453,165
    FT 30 long National Grid 11.36 1,037.210   6/02/14 1,103.450 -12,535 11,783 -752 352,412  396,546 55,866 452,412
    Topix (FRA) short Komatsu 713.35 16.815 14.471 11/25/13 15.643 -11,159 10,323 -836 351,576  385,387 66,189 451,576
    BAX Adva 3,911.25 3.196 3.204 5/05/14 3.200 -12,516 12,532 16 351,592  372,871 78,721 451,592
  Buy SDAX WCM 8,288.99 1.599   12/29/14 1.381 13,257        386,128 65,464  
    FT 30 Tesco 28.79 460.539   11/17/14 306.530 13,259        399,387 52,205  
    Topix (FRA) long Fujitsu 264.98 50.030   9/15/14 48.100 13,257        412,644 38,948  
    BAX Cancom 671.58 19.740   6/16/14 18.403 13,257        425,901 25,691  
6/16/14 Sell   long Cancom 671.58 18.403   6/09/14 19.740 -13,257 12,359 -898 350,694  412,644 38,050 450,694
  Buy IBEX 35 short ArcelorMittal 372.61 32.790   3/02/15 28.860 12,218        424,862 25,832  
    BAX Adva 3,896.05 3.136   6/23/14 3.096 12,218        437,080 13,614  
6/23/14 Sell SSE 50 long Sinolink Secs 10,904.35 1.117   6/02/14 1.150 -12,540 12,180 -360 350,334  424,540 25,794 450,334
    BAX short Adva 3,896.05 3.096 3.177 6/16/14 3.136 -12,218 12,376 158 350,492  412,322 38,170 450,492
  Buy SSE 50 Kangmei Pharma 14,171.69 0.862   7/07/14 0.868 12,216        424,538 25,954  
    CAC Next 20 Arkema 172.90 70.655   1/26/15 62.720 12,216        436,754 13,737  
    CAC Mid 60 CGG 35.58 343.360   1/19/15 153.600 12,217        448,971 1,521  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX long Wacker Neuson 737.24 16.570   7/14/14 17.170 12,216        461,187 -10,695  
6/30/14 Sell OBX 25 long Grieg Seafood 3,717.32 3.430   6/02/14 3.373 -12,540 12,750 210 350,702  448,647 2,055 450,702
    Nikkei (FRA) short Hitachi Zosen 1,403.47 3.700 4.912 2/10/14 4.263 -5,983 6,893 910 351,612  442,664 8,948 451,612
      Nitto Denko 191.17 33.890 28.704 2/10/14 31.297 -5,983 5,487 -496 351,116  436,681 14,435 451,116
  Buy OBX 25 Norwegian 4.85 2,398.530   7/07/14 2,546.850 11,633        448,314 2,803  
    Nikkei (FRA) long Fujitsu 105.82 54.990   8/17/15 44.550 5,819        454,133 -3,016  
      MinebeaMitsumi 707.56 8.224   8/17/15 12.573 5,819        459,952 -8,835  
7/07/14 Sell SSE 50 short Kangmei Pharma 14,171.69 0.868 0.856 6/23/14 0.862 -12,216 12,125 -91 351,026  447,736 3,290 451,026
    OBX 25 Norwegian 4.85 2,546.850 2,250.210 6/30/14 2,398.530 -11,633 10,914 -719 350,306  436,103 14,203 450,306
  Buy SSE 50 long AVIC Aviation Engine 3,902.01 2.976   8/03/15 7.097 11,612        447,715 2,591  
    OBX 25 SalMar 861.44 13.480   7/28/14 14.639 11,612        459,327 -9,021  
7/14/14 Sell BAX long Wacker Neuson 737.24 17.170   6/23/14 16.570 -12,216 12,658 442 350,749  447,111 3,638 450,749
7/21/14 Sell NZX 50 long Tourism 18,009.48 0.758   6/02/14 0.696 -12,540 13,649 1,109 351,858  434,571 17,287 451,858
  Buy France short CGG 43.88 267.296   12/29/14 160.352 11,729        446,300 5,558  
    NZX 50 a2 Milk 29,933.64 0.392   7/28/14 0.401 11,728        458,028 -6,170  
7/28/14 Sell MDAX long Dürr 350.33 30.355   7/01/13 23.998 -8,407 10,634 2,227 354,085  449,621 4,464 454,085
    HSI-Prop short New World Dev 1,695.38 3.549 3.509 2/10/14 3.529 -5,983 5,950 -33 354,052  443,638 10,414 454,052
      The Wharf 3,233.53 2.205 1.496 2/10/14 1.850 -5,983 4,838 -1,145 352,906  437,655 15,252 452,906
    OBX 25 long SalMar 861.44 14.639   7/07/14 13.480 -11,612 12,610 998 353,905  426,043 27,862 453,905
    NZX 50 short a2 Milk 29,933.64 0.401 0.383 7/21/14 0.392 -11,728 11,462 -266 353,638  414,315 39,324 453,638
    Nikkei (TYO) Hitachi Zosen 3,457.49 3.842 3.063 4/07/14 3.453 -11,937 10,590 -1,347 352,291  402,378 49,914 452,291
  Buy Germany SolarWorld 837.00 15.000   1/12/15 12.350 12,555        414,933 37,359  
    MDAX Südzucker 904.21 13.885   2/02/15 11.245 12,555        427,488 24,804  
    HSI-Prop long CK Hutchison 457.21 13.730   8/24/15 10.950 6,277        433,765 18,526  
      Sino Land 5,013.98 1.252   8/24/15 1.200 6,278        440,043 12,249  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 short Petroleum Geo-Srvcs 1,945.61 6.453   8/11/14 6.127 12,555        452,598 -306  
    NZX 50 long Tourism 16,872.73 0.744   2/22/16 1.542 12,555        465,153 -12,861  
    BAX Nemetschek 1,975.86 6.354   8/04/14 6.125 12,555        477,708 -25,416  
    Nikkei (TYO) MinebeaMitsumi 1,373.95 9.138   10/20/14 9.651 12,555        490,263 -37,971  
8/04/14 Sell HDAX long Dürr 496.44 28.230   1/23/12 9.125 -4,530 14,015 9,484 361,776  485,733 -23,957 461,776
    MIB Azimut 694.97 18.460   11/05/12 9.304 -6,466 12,829 6,363 368,139  479,267 -11,128 468,139
    BAX Nemetschek 1,975.86 6.125   7/28/14 6.354 -12,555 12,102 -453 367,686  466,712 975 467,686
    Indices Merval 18.09 750.468   8/12/13 501.316 -9,069 13,576 4,507 372,193  457,643 14,551 472,193
  Buy HDAX short Südzucker 934.56 13.020   1/12/15 11.160 12,168        469,811 2,383  
    Indices PSI 20 2.08 5,854.360   8/18/14 5,654.350 12,177        481,988 -9,795  
8/11/14 Sell ATX long Wienerberger 824.95 11.525   10/21/13 13.065 -10,778 9,508 -1,270 370,923  471,210 -287 470,923
    DAX Continental 81.01 133.083   7/16/12 59.533 -4,823 10,781 5,958 376,881  466,387 10,494 476,881
    OBX 25 short Petroleum Geo-Srvcs 1,945.61 6.127 6.796 7/28/14 6.453 -12,555 13,223 668 377,549  453,832 23,717 477,549
  Buy ATX Raiffeisen Bank Int 662.67 18.910   2/16/15 13.795 12,531        466,363 11,186  
    DAX Adidas 218.12 57.450   8/18/14 60.070 12,531        478,894 -1,345  
    OBX 25 long SalMar 951.29 13.173   8/18/14 12.880 12,531        491,425 -13,876  
8/18/14 Sell DAX short Adidas 218.12 60.070 54.830 8/11/14 57.450 -12,531 11,960 -571 376,977  478,894 -1,917 476,977
    OBX 25 long SalMar 951.29 12.880   8/11/14 13.173 -12,531 12,253 -279 376,699  466,363 10,336 476,699
    Indices short PSI 20 2.08 5,654.350 6,061.440 8/04/14 5,854.360 -12,177 12,608 431 377,130  454,186 22,944 477,130
  Buy DAX long Vonovia 547.57 22.830   10/06/14 22.420 12,501        466,687 10,443  
    OBX 25 short Petroleum Geo-Srvcs 2,049.45 6.100   2/16/15 5.700 12,501        479,188 -2,059  
    Indices long Merval 15.94 784.124   10/06/14 1,022.100 12,499        491,687 -14,557  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,894.83 6.373   7/01/13 2.159 -8,407 24,821 16,414 393,544  483,280 10,264 493,544
  Buy   short Demant 1,070.76 11.763   9/08/14 11.966 12,595        495,875 -2,332  
9/08/14 Sell   short Demant 1,070.76 11.966 11.559 9/01/14 11.763 -12,595 12,377 -218 393,326  483,280 10,045 493,326
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long Pandora 219.03 57.454   9/29/14 61.631 12,584        495,864 -2,539  
9/15/14 Sell Nordic 30 long Pandora 256.85 59.766   5/05/14 48.729 -12,516 15,351 2,835 396,160  483,348 12,812 496,160
    Topix (FRA) Fujitsu 264.98 48.100   6/09/14 50.030 -13,257 12,746 -511 395,649  470,091 25,558 495,649
  Buy Nordic 30 short Volvo 1,482.16 8.791   11/10/14 9.334 13,030        483,121 12,528  
    Topix (FRA) Aeon 1,659.66 7.851   1/05/15 8.291 13,030        496,151 -502  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 916.30 17.213   6/02/14 13.685 -12,540 15,772 3,232 398,881  483,611 15,269 498,881
    TSX 60 Bausch Health 142.51 102.197   9/30/13 76.879 -10,956 14,564 3,608 402,489  472,655 29,833 502,489
    OMXC 20 Pandora 219.03 61.631   9/08/14 57.454 -12,584 13,499 915 403,404  460,071 43,333 503,404
  Buy HSI-Fin short ICBC 27,445.78 0.498   11/03/14 0.526 13,668        473,739 29,665  
    TSX 60 Yamana Gold 2,849.52 4.797   3/23/15 3.713 13,668        487,407 15,997  
10/06/14 Sell DAX long Vonovia 547.57 22.420   8/18/14 22.830 -12,501 12,277 -225 403,179  474,906 28,273 503,179
    HSI-C&I Tencent 1,186.47 12.196   5/26/14 10.170 -12,066 14,470 2,404 405,583  462,840 42,743 505,583
    Indices Merval 15.94 1,022.100   8/18/14 784.124 -12,499 16,292 3,793 409,377  450,341 59,036 509,377
  Buy DAX short Deutsche Lufthansa 1,176.32 12.080   11/17/14 13.145 14,210        464,551 44,826  
    HSI-C&I Galaxy Entertainment 2,884.46 4.926   4/13/15 4.822 14,210        478,761 30,616  
    PSI 20 Pharol 8,717.79 1.630   2/23/15 0.697 14,210        492,971 16,406  
    Indices PSI 20 2.57 5,537.710   2/23/15 5,494.440 14,232        507,203 2,174  
10/13/14 Sell S&P 100 long Gilead Sciences 271.44 79.611   9/17/12 25.063 -6,803 21,610 14,806 424,183  500,400 23,783 524,183
    BEL 20 KBC 255.98 40.740   7/15/13 31.350 -8,025 10,429 2,404 426,587  492,375 34,212 526,587
    OMXS 30 Nokia 1,288.45 6.407   7/08/13 3.186 -4,104 8,254 4,150 430,737  488,270 42,466 530,737
      Kinnevik 187.70 22.475   7/08/13 21.868 -4,105 4,219 114 430,851  484,166 46,685 530,851
  Buy S&P 100 short General Motors 617.55 23.379   10/27/14 23.689 14,438        498,604 32,247  
    BEL 20 Galapagos 1,298.97 11.115   11/17/14 12.800 14,438        513,042 17,809  
    OMXS 30 Lundin 646.20 11.172   11/03/14 11.400 7,219        520,261 10,590  
      MTG 312.17 23.125   11/03/14 24.302 7,219        527,480 3,371  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/20/14 Sell Kospi 50 long Amorepacific Group 181.38 87.497   7/23/12 26.166 -4,746 15,870 11,124 441,975  522,734 19,241 541,975
    Europe 50 Roche 19.24 222.572   12/19/11 129.719 -2,496 4,282 1,787 443,762  520,238 23,524 543,762
    Nikkei (TYO) MinebeaMitsumi 1,373.95 9.651   7/28/14 9.138 -12,555 13,260 705 444,466  507,683 36,783 544,466
    SP Global 100 Apple 329.58 19.487   4/30/12 15.738 -5,187 6,423 1,236 445,702  502,496 43,206 545,702
  Buy Kospi 50 short Hyundai Heavy 176.15 83.577   12/08/14 94.176 14,722        517,218 28,484  
    Europe 50 Deutsche Bank 683.31 21.545   11/10/14 21.563 14,722        531,940 13,762  
    Nikkei (TYO) Toyo Seikan 1,792.85 8.212   10/27/14 8.725 14,722        546,662 -960  
    SP Global 100 Deutsche Bank 683.31 21.545   11/03/14 22.134 14,722        561,384 -15,682  
10/27/14 Sell S&P 100 short General Motors 617.55 23.689 23.070 10/13/14 23.379 -14,438 14,247 -191 445,511  546,946 -1,435 545,511
    Nikkei (TYO) Toyo Seikan 1,792.85 8.725 7.698 10/20/14 8.212 -14,722 13,801 -921 444,590  532,224 12,366 544,590
    DJ Global Titans long Alphabet A 29.33 433.045   12/23/13 408.320 -11,976 12,701 725 445,315  520,248 25,067 545,315
  Buy S&P 100 Gilead Sciences 160.81 88.668   6/08/15 100.700 14,259        534,507 10,808  
    Nikkei (TYO) MinebeaMitsumi 1,360.93 10.477   8/24/15 10.589 14,259        548,766 -3,451  
    DJ Global Titans short Samsung Electronics 870.16 16.387   11/10/14 18.745 14,259        563,025 -17,710  
11/03/14 Sell HSI-Fin short ICBC 27,445.78 0.526 0.470 9/29/14 0.498 -13,668 12,910 -758 444,558  549,357 -4,799 544,558
    OMXS 30 Lundin 646.20 11.400 10.943 10/13/14 11.172 -7,219 7,071 -148 444,410  542,138 2,272 544,410
      MTG 312.17 24.302 21.949 10/13/14 23.125 -7,219 6,852 -367 444,043  534,919 9,124 544,043
    SP Global 100 Deutsche Bank 683.31 22.134 20.956 10/20/14 21.545 -14,722 14,319 -403 443,640  520,197 23,443 543,640
  Buy HSI-Fin long HK Exchgs & Clrg 802.37 17.669   11/24/14 17.528 14,177        534,374 9,266  
    OMXC 20 Pandora 212.62 66.679   11/17/14 66.322 14,177        548,551 -4,911  
    OMXS 30 Boliden 540.41 13.117   6/08/15 18.209 7,089        555,640 -12,000  
      Electrolux 315.67 22.455   6/08/15 27.196 7,089        562,728 -19,088  
    SP Global 100 Apple 647.43 21.898   8/24/15 22.212 14,177        576,905 -33,265  
11/10/14 Sell HSI long Citic Pacific 10,069.48 1.393   5/19/14 1.295 -13,044 14,027 983 444,623  563,861 -19,238 544,623
    Europe 50 short Deutsche Bank 683.31 21.563 21.527 10/20/14 21.545 -14,722 14,710 -12 444,611  549,139 -4,529 544,611
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nordic 30 Volvo 1,482.16 9.334 8.249 9/15/14 8.791 -13,030 12,226 -804 443,807  536,109 7,697 543,807
    DJ Global Titans Samsung Electronics 870.16 18.745 14.028 10/27/14 16.387 -14,259 12,207 -2,052 441,755  521,850 19,904 541,755
  Buy HSI Kunlun Energy 13,554.40 1.036   1/12/15 0.825 14,041        535,891 5,863  
    Europe 50 long Novartis 226.78 61.916   8/24/15 69.088 14,041        549,933 -8,178  
    Nordic 30 Pandora 206.02 68.154   6/01/15 91.032 14,041        563,974 -22,219  
    DJ Global Titans Apple 641.17 21.899   12/15/14 21.746 14,041        578,015 -36,260  
11/17/14 Sell DAX short Deutsche Lufthansa 1,176.32 13.145 11.015 10/06/14 12.080 -14,210 12,957 -1,253 440,502  563,805 -23,303 540,502
    BEL 20 Galapagos 1,298.97 12.800 9.430 10/13/14 11.115 -14,438 12,249 -2,189 438,313  549,367 -11,054 538,313
    OMXC 20 long Pandora 212.62 66.322   11/03/14 66.679 -14,177 14,101 -76 438,237  535,190 3,047 538,237
    FT 30 short Tesco 28.79 306.530 691.926 6/09/14 460.539 -13,259 19,921 6,662 444,899  521,931 22,968 544,899
  Buy DAX long Merck (EMD) 185.16 76.670   7/06/15 90.640 14,196        536,127 8,772  
    BEL 20 Proximus 465.44 30.500   11/24/14 30.740 14,196        550,323 -5,424  
    OMXC 20 short FLSmidth 427.83 33.181   11/24/14 35.297 14,196        564,519 -19,620  
    FT 30 long Man Group 83.74 169.534   12/15/14 177.040 14,197        578,715 -33,817  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 802.37 17.528   11/03/14 17.669 -14,177 14,064 -113 444,785  564,538 -19,753 544,785
    BEL 20 Proximus 465.44 30.740   11/17/14 30.500 -14,196 14,308 112 444,897  550,342 -5,445 544,897
    OMXC 20 short FLSmidth 427.83 35.297 31.065 11/17/14 33.181 -14,196 13,291 -905 443,992  536,147 7,845 543,992
  Buy HSI-Fin HSBC 1,726.17 7.992   1/26/15 8.332 13,795        549,942 -5,950  
    BEL 20 Galapagos 1,069.38 12.900   12/01/14 13.020 13,795        563,737 -19,745  
    OMXC 20 long Pandora 205.26 67.207   8/17/15 107.440 13,795        577,532 -33,540  
12/01/14 Sell BEL 20 short Galapagos 1,069.38 13.020 12.780 11/24/14 12.900 -13,795 13,667 -128 443,864  563,737 -19,873 543,864
  Buy   long Proximus 414.39 31.610   12/15/14 29.550 13,099        576,835 -32,972  
12/08/14 Sell Kospi 50 short Hyundai Heavy 176.15 94.176 72.978 10/20/14 83.577 -14,722 12,855 -1,867 441,997  562,113 -20,117 541,997
  Buy   long Amorepacific Group 157.31 82.934   7/06/15 157.893 13,046        575,160 -33,163  
12/15/14 Sell BEL 20 long Proximus 414.39 29.550   12/01/14 31.610 -13,099 12,245 -854 441,143  562,061 -20,918 541,143
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal Edenor 36,054.05 0.569   2/24/14 0.315 -11,339 20,500 9,161 450,304  550,722 -417 550,304
    FT 30 Man Group 83.74 177.040   11/17/14 169.534 -14,197 14,825 629 450,933  536,525 14,408 550,933
    DJ Global Titans Apple 641.17 21.746   11/10/14 21.899 -14,041 13,943 -98 450,835  522,484 28,351 550,835
  Buy BEL 20 short Umicore 929.03 15.585   1/19/15 16.578 14,479        536,963 13,872  
    FT 30 Tesco 55.16 262.480   12/22/14 292.250 14,478        551,441 -607  
    DJ Global Titans Gazprom 4,338.93 3.337   3/02/15 4.494 14,479        565,920 -15,086  
12/22/14 Sell TecDAX short SMA Solar 222.91 14.800 46.789 5/21/12 26.315 -5,866 10,430 4,564 455,398  560,054 -4,656 555,398
    FT 30 Tesco 55.16 292.250 232.709 12/15/14 262.480 -14,478 12,836 -1,642 453,756  545,576 8,180 553,756
  Buy   long Man Group 70.02 200.637   1/05/15 211.401 14,049        559,624 -5,868  
12/29/14 Sell France short CGG 43.88 160.352 445.565 7/21/14 267.296 -11,729 19,551 7,822 461,579  547,896 13,683 561,579
    SDAX WCM 8,288.99 1.381 1.852 6/09/14 1.599 -13,257 15,348 2,091 463,670  534,639 29,031 563,670
  Buy France long Adocia 310.63 47.700   6/08/15 66.230 14,817        549,456 14,214  
    SDAX Patrizia Immobilien 1,204.63 12.300   1/19/15 14.055 14,817        564,273 -603  
    BAX KUKA 249.99 59.270   7/27/15 74.330 14,817        579,089 -15,420  
1/05/15 Sell FT 30 long Man Group 70.02 211.401   12/22/14 200.637 -14,049 14,802 754 464,423  565,041 -618 564,423
    Topix (FRA) short Aeon 1,659.66 8.291 7.411 9/15/14 7.851 -13,030 12,300 -730 463,693  552,011 11,682 563,693
  Buy FT 30 Tesco 48.92 294.006   1/19/15 365.061 14,383        566,394 -2,701  
    Topix (FRA) long Oriental Land 300.11 47.929   2/02/15 54.216 14,384        580,777 -17,084  
1/12/15 Sell Germany short SolarWorld 837.00 12.350 18.219 7/28/14 15.000 -12,555 15,249 2,694 466,387  568,222 -1,835 566,387
    HSI Kunlun Energy 13,554.40 0.825 1.300 11/10/14 1.036 -14,041 17,626 3,585 469,972  554,181 15,791 569,972
    HDAX Südzucker 934.56 11.160 15.190 8/04/14 13.020 -12,168 14,196 2,028 472,000  542,013 29,987 572,000
  Buy Germany long Ströer Media 611.38 24.615   6/15/15 40.315 15,049        557,063 14,938  
    HSI China Life Ins HK 4,540.90 3.314   7/13/15 3.728 15,049        572,112 -111  
    HDAX Ströer Media 611.38 24.615   8/24/15 47.670 15,049        587,161 -15,161  
1/19/15 Sell SDAX long Patrizia Immobilien 1,204.63 14.055   12/29/14 12.300 -14,817 16,931 2,114 474,114  572,344 1,771 574,114
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ISEQ 20 short C&C Group 1,448.88 3.322 6.042 4/14/14 4.480 -6,491 8,754 2,263 476,377  565,853 10,524 576,377
      Flutter 121.12 66.350 40.830 4/14/14 53.590 -6,491 4,945 -1,545 474,832  559,362 15,470 574,832
    BEL 20 Umicore 929.03 16.578 14.593 12/15/14 15.585 -14,479 13,557 -922 473,909  544,883 29,026 573,909
    FT 30 Tesco 48.92 365.061 222.950 1/05/15 294.006 -14,383 10,907 -3,476 470,433  530,500 39,933 570,433
    CAC Mid 60 CGG 35.58 153.600 767.553 6/23/14 343.360 -12,217 27,310 15,093 485,526  518,284 67,243 585,526
  Buy SDAX SGL Carbon 1,158.20 14.090   1/26/15 15.480 16,319        534,603 50,924  
    ISEQ 20 long Glanbia 589.13 13.850   6/08/15 17.420 8,159        542,762 42,764  
      Ryanair 838.59 9.730   6/08/15 11.660 8,159        550,921 34,605  
    BEL 20 bpost 713.87 22.860   9/28/15 21.000 16,319        567,241 18,286  
    FT 30 Man Group 77.77 209.841   6/08/15 231.072 16,319        583,560 1,966  
    CAC Mid 60 Adocia 258.21 63.200   6/08/15 66.230 16,319        599,879 -14,353  
1/26/15 Sell SDAX short SGL Carbon 1,158.20 15.480 12.700 1/19/15 14.090 -16,319 14,709 -1,610 483,916  583,560 357 583,916
    HSI-Fin HSBC 1,726.17 8.332 7.651 11/24/14 7.992 -13,795 13,207 -588 483,329  569,765 13,564 583,329
    OMXH 25 YIT 1,762.70 5.508 9.942 5/19/14 7.400 -13,044 17,525 4,481 487,809  556,721 31,088 587,809
    CAC Next 20 Arkema 172.90 62.720 79.594 6/23/14 70.655 -12,216 13,762 1,546 489,355  544,504 44,850 589,355
    GEX 4SC 452.94 18.284 44.930 4/14/14 28.662 -12,982 20,351 7,369 496,723  531,522 65,201 596,723
  Buy SDAX long Patrizia Immobilien 1,106.89 14.950   6/29/15 22.015 16,548        548,070 48,653  
    HSI-Fin China Life Ins HK 4,429.69 3.736   8/03/15 3.251 16,548        564,618 32,105  
    OMXH 25 Neste Oil 2,048.02 8.080   5/11/15 7.640 16,548        581,166 15,557  
    GEX Ströer Media 618.62 26.750   6/01/15 38.770 16,548        597,715 -991  
2/02/15 Sell MDAX short Südzucker 904.21 11.245 17.145 7/28/14 13.885 -12,555 15,503 2,948 499,671  585,160 14,511 599,671
    AEX KPN 1,604.25 2.756 4.771 10/15/12 3.626 -5,817 7,653 1,836 501,507  579,343 22,164 601,507
    Topix (FRA) long Oriental Land 300.11 54.216   1/05/15 47.929 -14,384 16,271 1,887 503,394  564,959 38,435 603,394
  Buy MDAX Ströer Media 622.14 25.790   11/16/15 61.450 16,045        581,004 22,390  
    Topix (FRA) short Orix 1,611.27 9.958   2/09/15 10.802 16,045        597,049 6,345  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/09/15 Sell   short Orix 1,611.27 10.802 9.114 2/02/15 9.958 -16,045 14,685 -1,360 502,034  581,004 21,030 602,034
  Buy MerVal long Aluar 16,616.17 0.937   2/16/15 0.944 15,576        596,580 5,454  
    Topix (FRA) Sony 688.38 22.627   5/18/15 28.471 15,576        612,156 -10,122  
2/16/15 Sell ATX short Raiffeisen Bank Int 662.67 13.795 25.922 8/11/14 18.910 -12,531 17,177 4,646 506,680  599,625 7,056 606,680
    OBX 25 Petroleum Geo-Srvcs 2,049.45 5.700 6.528 8/18/14 6.100 -12,501 13,379 878 507,558  587,124 20,435 607,558
    MerVal long Aluar 16,616.17 0.944   2/09/15 0.937 -15,576 15,687 111 507,669  571,548 36,122 607,669
  Buy ATX Zumtobel 762.93 21.095   9/07/15 23.775 16,094        587,642 20,028  
    OBX 25 Frontline 1,292.86 12.448   2/23/15 11.234 16,094        603,736 3,934  
2/23/15 Sell PSI 20 short Pharol 8,717.79 0.697 3.812 10/06/14 1.630 -14,210 33,231 19,021 526,691  589,526 37,165 626,691
    OBX 25 long Frontline 1,292.86 11.234   2/16/15 12.448 -16,094 14,524 -1,570 525,121  573,432 51,689 625,121
    Indices short PSI 20 2.57 5,494.440 5,581.320 10/06/14 5,537.710 -14,232 14,344 112 525,233  559,200 66,033 625,233
  Buy PSI 20 long Altri 5,714.62 3.024   5/25/15 4.081 17,281        576,481 48,752  
    MerVal Comercial del Plata 69,878.69 0.247   3/02/15 0.261 17,281        593,762 31,471  
    Indices SSE 50 ew 51.37 336.435   7/27/15 382.611 17,283        611,044 14,188  
3/02/15 Sell IBEX 35 short ArcelorMittal 372.61 28.860 37.255 6/16/14 32.790 -12,218 13,882 1,664 526,897  598,826 28,070 626,897
    MerVal long Comercial del Plata 69,878.69 0.261   2/23/15 0.247 -17,281 18,245 964 527,861  581,545 46,315 627,861
    DJ Global Titans short Gazprom 4,338.93 4.494 2.180 12/15/14 3.337 -14,479 9,459 -5,020 522,841  567,066 55,774 622,841
    GCX Energy Recovery 3,870.05 3.076 3.693 5/19/14 3.371 -13,044 14,294 1,250 524,090  554,022 70,068 624,090
  Buy IBEX 35 long Intl. Cons. Airlines 2,196.58 7.900   3/09/15 7.660 17,353        571,375 52,715  
    DJ Global Titans Apple 601.37 28.856   3/30/15 29.169 17,353        588,729 35,362  
    GCX Shimano 124.71 139.151   6/01/15 129.753 17,354        606,082 18,008  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,196.58 7.660   3/02/15 7.900 -17,353 16,826 -527 523,563  588,729 34,834 623,563
  Buy   short Endesa 933.05 17.640   3/23/15 18.130 16,459        605,188 18,375  
    MerVal long Comercial del Plata 59,290.35 0.278   6/29/15 0.285 16,459        621,647 1,916  
3/23/15 Sell IBEX 35 short Endesa 933.05 18.130 17.150 3/09/15 17.640 -16,459 16,002 -457 523,106  605,188 17,918 623,106
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 Yamana Gold 2,849.52 3.713 6.196 9/29/14 4.797 -13,668 17,655 3,987 527,093  591,520 35,573 627,093
  Buy IBEX 35 long Intl. Cons. Airlines 2,045.19 8.100   5/11/15 7.890 16,566        608,086 19,007  
    TSX 60 Bausch Health 89.17 185.781   5/11/15 200.704 16,566        624,652 2,441  
3/30/15 Sell DJ Global Titans long Apple 601.37 29.169   3/02/15 28.856 -17,353 17,541 188 527,281  607,299 19,982 627,281
  Buy   short ConocoPhilips 273.84 59.090   4/27/15 61.591 16,181        623,480 3,801  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,884.46 4.822 5.033 10/06/14 4.926 -14,210 14,517 307 527,588  609,270 18,317 627,588
    ÖkoDAX (deprecated) SolarWorld 67.19 14.550 772.962 4/29/13 106.050 -7,126 51,935 44,810 572,398  602,145 70,253 672,398
  Buy HSI-C&I long Tencent 891.94 20.815   7/06/15 17.093 18,566        620,711 51,687  
    OBX 25 Frontline 1,356.64 13.685   5/18/15 12.057 18,566        639,277 33,121  
4/27/15 Sell DJ Global Titans short ConocoPhilips 273.84 61.591 56.589 3/30/15 59.090 -16,181 15,496 -685 571,713  623,096 48,617 671,713
  Buy   long Mitsubishi UFJ 2,775.37 6.489   6/08/15 6.373 18,008        641,104 30,609  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 2,045.19 7.890   3/23/15 8.100 -16,566 16,137 -429 571,283  624,538 46,746 671,283
    OMXH 25 Neste Oil 2,048.02 7.640   1/26/15 8.080 -16,548 15,647 -901 570,382  607,990 62,392 670,382
    TSX 60 Bausch Health 89.17 200.704   3/23/15 185.781 -16,566 17,897 1,331 571,713  591,423 80,289 671,713
  Buy IBEX 35 short Obrascón Huarte Lain 982.24 19.140   4/25/16 5.840 18,800        610,224 61,489  
    OMXH 25 Outokumpu 3,591.21 5.235   1/04/16 2.584 18,800        629,024 42,689  
    TSX 60 Cenovus Energy 1,212.43 15.506   3/21/16 12.064 18,800        647,823 23,889  
5/18/15 Sell OBX 25 long Frontline 1,356.64 12.057   4/13/15 13.685 -18,566 16,357 -2,209 569,503  629,257 40,246 669,503
    Topix (FRA) Sony 688.38 28.471   2/09/15 22.627 -15,576 19,599 4,023 573,526  613,681 59,845 673,526
  Buy OBX 25 short REC Silicon 8,662.41 2.117   6/01/15 1.852 18,334        632,015 41,511  
    Topix (FRA) Toshiba 612.56 29.930   5/25/15 30.510 18,334        650,349 23,177  
5/25/15 Sell PSI 20 long Altri 5,714.62 4.081   2/23/15 3.024 -17,281 23,321 6,040 579,567  633,068 46,498 679,567
    Topix (FRA) short Toshiba 612.56 30.510 29.350 5/18/15 29.930 -18,334 17,979 -355 579,211  614,734 64,477 679,211
  Buy PSI 20 Pharol 36,454.90 0.510   11/23/15 0.369 18,592        633,326 45,885  
    Topix (FRA) long Sony 652.35 28.500   6/01/15 28.394 18,592        651,918 27,293  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
6/01/15 Sell OBX 25 short REC Silicon 8,662.41 1.852 2.418 5/18/15 2.117 -18,334 20,948 2,614 581,826  633,584 48,241 681,826
    Nordic 30 long Pandora 206.02 91.032   11/10/14 68.154 -14,041 18,754 4,713 586,539  619,543 66,996 686,539
    Topix (FRA) Sony 652.35 28.394   5/25/15 28.500 -18,592 18,523 -69 586,470  600,951 85,519 686,470
    GEX Ströer Media 618.62 38.770   1/26/15 26.750 -16,548 23,984 7,436 593,906  584,403 109,502 693,906
    GCX Shimano 124.71 129.753   3/02/15 139.151 -17,354 16,182 -1,172 592,734  567,050 125,684 692,734
  Buy TecDAX short Aixtron 2,965.22 6.900   4/25/16 4.108 20,460        587,510 105,224  
    OBX 25 long Frontline 1,639.99 12.476   6/08/15 12.298 20,460        607,970 84,764  
    Nordic 30 short Fortum 1,181.29 17.320   11/30/15 13.820 20,460        628,430 64,304  
    Topix (FRA) Toshiba 627.41 32.610   11/16/15 22.410 20,460        648,890 43,844  
    GCX REC Silicon 11,045.13 1.852   10/05/20 0.464 20,460        669,350 23,384  
6/08/15 Sell S&P 100 long Gilead Sciences 160.81 100.700   10/27/14 88.668 -14,259 16,194 1,935 594,669  655,091 39,578 694,669
    France Adocia 310.63 66.230   12/29/14 47.700 -14,817 20,573 5,756 600,425  640,274 60,151 700,425
    ISEQ 20 Glanbia 589.13 17.420   1/19/15 13.850 -8,159 10,263 2,103 602,528  632,114 70,413 702,528
      Ryanair 838.59 11.660   1/19/15 9.730 -8,159 9,778 1,618 604,146  623,955 80,191 704,146
    OBX 25 Frontline 1,639.99 12.298   6/01/15 12.476 -20,460 20,169 -291 603,855  603,495 100,360 703,855
    OMXS 30 Boliden 540.41 18.209   11/03/14 13.117 -7,089 9,840 2,752 606,607  596,406 110,200 706,607
      Electrolux 315.67 27.196   11/03/14 22.455 -7,089 8,585 1,496 608,103  589,318 118,785 708,103
    FT 30 Man Group 77.77 231.072   1/19/15 209.841 -16,319 17,970 1,651 609,754  572,999 136,755 709,754
    CAC Mid 60 Adocia 258.21 66.230   1/19/15 63.200 -16,319 17,101 782 610,536  556,680 153,857 710,536
    DJ Global Titans Mitsubishi UFJ 2,775.37 6.373   4/27/15 6.489 -18,008 17,687 -321 610,216  538,672 171,544 710,216
  Buy S&P 100 short Norfolk Southern 273.32 80.648   6/15/15 80.979 22,043        560,714 149,501  
    France Solocal 31.47 700.450   11/23/15 390.360 22,043        582,758 127,458  
    ISEQ 20 FBD 1,188.43 9.274   8/10/15 7.120 11,022        593,779 116,436  
    OBX 25 DNO International 17,302.20 1.274   12/21/15 0.607 22,043        615,822 94,393  
    OMXS 30 SSAB 2,152.64 5.120   10/26/15 3.388 11,022        626,844 83,372  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Telia Company 2,095.86 5.259   10/26/15 4.765 11,022        637,865 72,350  
    FT 30 Tate & Lyle 29.25 753.704   12/28/15 807.108 22,046        659,911 50,305  
    DJ Global Titans BHP 1,158.96 19.020   7/13/15 17.787 22,043        681,954 28,261  
6/15/15 Sell S&P 100 short Norfolk Southern 273.32 80.979 80.318 6/08/15 80.648 -22,043 21,953 -90 610,125  659,911 50,214 710,125
    Germany long Ströer Media 611.38 40.315   1/12/15 24.615 -15,049 24,648 9,599 619,724  644,862 74,862 719,724
  Buy S&P 100 Starbucks 428.75 46.330   7/06/15 49.123 19,864        664,726 54,998  
6/29/15 Sell SDAX long Patrizia Immobilien 1,106.89 22.015   1/26/15 14.950 -16,548 24,368 7,820 627,544  648,178 79,366 727,544
    MerVal Comercial del Plata 59,290.35 0.285   3/09/15 0.278 -16,459 16,892 433 627,977  631,719 96,258 727,977
7/06/15 Sell S&P 100 long Starbucks 428.75 49.123   6/15/15 46.330 -19,864 21,061 1,197 629,174  611,855 117,319 729,174
    Kospi 50 Amorepacific Group 157.31 157.893   12/08/14 82.934 -13,046 24,838 11,792 640,966  598,809 142,157 740,966
    DAX Merck (EMD) 185.16 90.640   11/17/14 76.670 -14,196 16,783 2,587 643,553  584,613 158,940 743,553
    HSI-C&I Tencent 891.94 17.093   4/13/15 20.815 -18,566 15,246 -3,320 640,232  566,047 174,186 740,232
  Buy S&P 100 short Norfolk Southern 290.68 78.643   7/13/15 78.579 22,860        588,907 151,326  
    CAC 40 ArcelorMittal 906.06 25.230   3/27/17 22.800 22,860        611,766 128,466  
    DAX RWE 1,188.15 19.240   7/13/15 20.205 22,860        634,627 105,606  
    HSI-C&I Sands China 6,756.12 3.384   5/09/16 3.084 22,860        657,487 82,746  
7/13/15 Sell S&P 100 short Norfolk Southern 290.68 78.579 78.708 7/06/15 78.643 -22,860 22,879 19 640,251  634,627 105,625 740,251
    HSI long China Life Ins HK 4,540.90 3.728   1/12/15 3.314 -15,049 16,930 1,881 642,133  619,578 122,555 742,133
    DAX short RWE 1,188.15 20.205 18.275 7/06/15 19.240 -22,860 21,713 -1,147 640,986  596,718 144,268 740,986
    DJ Global Titans BHP 1,158.96 17.787 20.338 6/08/15 19.020 -22,043 23,571 1,528 642,514  574,674 167,839 742,514
  Buy S&P 100 long Amazon.com 54.97 414.042   7/27/15 479.746 22,760        597,434 145,079  
    HSI short China Shenhua HK 12,253.93 1.857   4/18/16 1.521 22,758        620,192 122,321  
    DAX long Fresenius 371.50 61.260   7/27/15 61.200 22,758        642,950 99,563  
    DJ Global Titans Mitsubishi UFJ 3,623.08 6.281   7/27/15 6.435 22,758        665,708 76,805  
7/20/15 Sell DJTA long Avis Budget 492.71 38.916   9/24/12 12.419 -6,119 19,174 13,055 655,569  659,589 95,979 755,569
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Avis Budget 547.03 38.916   8/03/15 39.514 21,288        680,877 74,691  
7/27/15 Sell S&P 100 long Amazon.com 54.97 479.746   7/13/15 414.042 -22,760 26,372 3,612 659,181  658,118 101,063 759,181
    DAX Fresenius 371.50 61.200   7/13/15 61.260 -22,758 22,736 -22 659,158  635,359 123,799 759,158
    BAX KUKA 249.99 74.330   12/29/14 59.270 -14,817 18,582 3,765 662,923  620,543 142,381 762,923
    Indices SSE 50 ew 51.37 382.611   2/23/15 336.435 -17,283 19,655 2,372 665,295  603,260 162,035 765,295
    DJ Global Titans Mitsubishi UFJ 3,623.08 6.435   7/13/15 6.281 -22,758 23,315 557 665,852  580,502 185,350 765,852
  Buy S&P 100 short ConocoPhilips 520.86 45.655   3/07/16 37.595 23,780        604,282 161,570  
    DAX RWE 1,281.94 18.550   10/19/15 12.230 23,780        628,062 137,790  
    BAX Grammer 905.56 26.260   11/09/15 23.675 23,780        651,842 114,010  
    Indices RTX 22.58 1,053.370   6/06/16 1,104.740 23,785        675,627 90,225  
    DJ Global Titans ConocoPhilips 520.86 45.655   8/03/15 45.385 23,780        699,407 66,445  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 3,902.01 7.097   7/07/14 2.976 -11,612 27,692 16,080 681,932  687,795 94,137 781,932
    HSI-Fin China Life Ins HK 4,429.69 3.251   1/26/15 3.736 -16,548 14,399 -2,149 679,783  671,247 108,536 779,783
    DJTA short Avis Budget 547.03 39.514 38.317 7/20/15 38.916 -21,288 20,960 -328 679,455  649,959 129,496 779,455
    DJ Global Titans ConocoPhilips 520.86 45.385 45.927 7/27/15 45.655 -23,780 23,922 142 679,597  626,179 153,418 779,597
  Buy SSE 50 China Northern Rare 11,206.40 2.081   1/04/16 1.789 23,325        649,504 130,093  
    HSI-Fin ICBC 37,296.13 0.625   1/04/16 0.538 23,325        672,829 106,768  
    DJTA long JetBlue Airways 1,082.99 21.538   8/24/15 18.277 23,325        696,154 83,443  
    SMI UBS 1,105.33 21.102   8/17/15 20.081 23,325        719,479 60,118  
    SLI Vifor Pharma 219.69 106.171   8/24/15 107.513 23,325        742,803 36,794  
    DJ Global Titans Mitsubishi UFJ 3,596.32 6.486   8/24/15 5.389 23,325        766,129 13,469  
8/10/15 Sell ISEQ 20 short FBD 1,188.43 7.120 12.080 6/08/15 9.274 -11,022 14,356 3,334 682,931  755,107 27,824 782,931
  Buy   long Kingspan 445.94 22.725   8/17/15 22.815 10,134        765,241 17,690  
      Ryanair 792.96 12.780   8/17/15 12.705 10,134        775,375 7,556  
8/17/15 Sell ASX 50 long James Hardie Ind 717.82 12.058   1/30/12 5.763 -4,137 8,656 4,519 687,450  771,238 16,212 787,450
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ISEQ 20 Kingspan 445.94 22.815   8/10/15 22.725 -10,134 10,174 40 687,490  761,104 26,386 787,490
      Ryanair 792.96 12.705   8/10/15 12.780 -10,134 10,075 -59 687,431  750,970 36,461 787,431
    OMXC 20 Pandora 205.26 107.440   11/24/14 67.207 -13,795 22,053 8,258 695,689  737,175 58,514 795,689
    SMI UBS 1,105.33 20.081   8/03/15 21.102 -23,325 22,196 -1,129 694,560  713,850 80,710 794,560
    Nikkei (FRA) Fujitsu 105.82 44.550   6/30/14 54.990 -5,819 4,714 -1,105 693,456  708,031 85,424 793,456
      MinebeaMitsumi 707.56 12.573   6/30/14 8.224 -5,819 8,896 3,077 696,533  702,212 94,321 796,533
  Buy ASX 50 short Santos 5,593.48 3.982   11/23/15 2.708 22,271        724,483 72,050  
    ISEQ 20 FBD 1,613.84 6.900   11/30/15 6.852 11,136        735,619 60,914  
    OMXC 20 GN Store Nord 178.88 124.500   10/05/15 126.375 22,271        757,889 38,643  
    Nikkei (FRA) Sharp 867.93 12.830   11/23/15 10.210 11,136        769,025 27,508  
      IHI 368.85 30.190   11/23/15 25.250 11,136        780,160 16,372  
8/24/15 Sell DJIA long Visa 132.09 58.880   12/19/11 18.897 -2,496 7,778 5,281 701,814  777,664 24,150 801,814
    Nasdaq 100 Regeneron 38.16 434.608   10/10/11 49.346 -1,883 16,585 14,702 716,516  775,781 40,734 816,516
    Euro 50 ASML 54.32 74.790   1/09/12 32.400 -1,760 4,063 2,303 718,818  774,021 44,797 818,818
      AB InBev 37.06 91.280   1/09/12 47.495 -1,760 3,383 1,623 720,441  772,261 48,180 820,441
    HDAX Ströer Media 611.38 47.670   1/12/15 24.615 -15,049 29,144 14,095 734,536  757,212 77,324 834,536
    FTSE Ashtead 13.84 1,199.890   7/30/12 333.248 -4,612 16,606 11,994 746,531  752,600 93,931 846,531
    HSI-Prop CK Hutchison 457.21 10.950   7/28/14 13.730 -6,277 5,007 -1,271 745,260  746,322 98,937 845,260
      Sino Land 5,013.98 1.200   7/28/14 1.252 -6,278 6,017 -261 744,999  740,045 104,954 844,999
    Europe 50 Novartis 226.78 69.088   11/10/14 61.916 -14,041 15,668 1,626 746,626  726,004 120,622 846,626
    DJTA JetBlue Airways 1,082.99 18.277   8/03/15 21.538 -23,325 19,794 -3,531 743,095  702,679 140,416 843,095
    SLI Vifor Pharma 219.69 107.513   8/03/15 106.171 -23,325 23,620 295 743,390  679,354 164,036 843,390
    Nikkei (TYO) MinebeaMitsumi 1,360.93 10.589   10/27/14 10.477 -14,259 14,411 152 743,542  665,095 178,447 843,542
    DJ Global Titans Mitsubishi UFJ 3,596.32 5.389   8/03/15 6.486 -23,325 19,381 -3,944 739,598  641,770 197,828 839,598
    SP Global 100 Apple 647.43 22.212   11/03/14 21.898 -14,177 14,380 203 739,801  627,593 212,209 839,801
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy DJIA short Chevron 423.38 62.119   5/30/16 91.551 26,300        653,893 185,909  
    Nasdaq 100 Micron Technology 2,114.56 12.438   8/31/15 14.635 26,300        680,193 159,609  
    Euro 50 E.on 1,511.49 8.700   10/26/15 8.993 13,150        693,343 146,459  
      Banco Santander 2,523.99 5.210   10/26/15 5.230 13,150        706,493 133,309  
    HDAX RWE 1,989.41 13.220   11/23/15 10.895 26,300        732,793 107,009  
    FTSE Glencore 140.35 187.390   5/09/16 167.806 26,300        759,093 80,708  
    HSI-Prop Hang Lung 6,841.12 1.922   6/06/16 1.737 13,150        772,243 67,558  
      The Wharf 7,516.00 1.750   6/06/16 1.945 13,150        785,393 54,408  
    DJCA Chevron 423.38 62.119   8/31/15 72.229 26,300        811,693 28,109  
    Europe 50 Rio Tinto 8.98 2,927.710   10/26/15 3,453.900 26,291        837,984 1,818  
    DJTA Norfolk Southern 408.54 64.376   8/31/15 69.482 26,300        864,284 -24,482  
    SLI Aryzta 2,806.02 9.373   1/09/17 8.993 26,300        890,584 -50,782  
    CAC Next 20 Casino Guichard 467.31 56.280   1/30/17 49.780 26,300        916,884 -77,082  
    Nikkei (TYO) IHI 1,015.78 25.892   8/08/16 25.014 26,300        943,184 -103,383  
    DJ Global Titans ConocoPhilips 711.26 36.977   3/21/16 37.886 26,300        969,484 -129,683  
    SP Global 100 RWE 1,989.41 13.220   9/12/16 14.645 26,300        995,784 -155,983  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,114.56 14.635 10.240 8/24/15 12.438 -26,300 21,654 -4,646 735,155  969,484 -134,329 835,155
    DJCA Chevron 423.38 72.229 52.009 8/24/15 62.119 -26,300 22,020 -4,280 730,875  943,184 -112,309 830,875
    DJTA Norfolk Southern 408.54 69.482 59.269 8/24/15 64.376 -26,300 24,214 -2,086 728,789  916,884 -88,095 828,789
  Buy Nasdaq 100 long Netflix 180.52 102.576   9/07/15 88.434 18,517        935,401 -106,612  
    DJCA JetBlue Airways 930.25 19.906   3/16/20 9.506 18,517        953,918 -125,129  
    DJUA short CenterPoint Energy 557.55 16.606   12/07/15 15.137 9,259        963,177 -134,388  
      FirstEnergy 324.83 28.503   12/07/15 29.960 9,259        972,435 -143,646  
    DJTA long JetBlue Airways 930.25 19.906   1/04/16 20.201 18,517        990,952 -162,163  
9/07/15 Sell Nasdaq 100 long Netflix 180.52 88.434   8/31/15 102.576 -18,517 15,964 -2,553 726,236  972,435 -146,199 826,236
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ATX Zumtobel 762.93 23.775   2/16/15 21.095 -16,094 18,139 2,045 728,281  956,341 -128,061 828,281
  Buy Nasdaq 100 short Micron Technology 1,161.90 15.066   10/19/15 16.912 17,505        973,846 -145,566  
    ATX Vienna Insurance 642.62 27.240   3/28/16 18.660 17,505        991,351 -163,071  
9/14/15 Sell RTX short RusHydro 4,082.74 0.774 3.647 3/11/13 1.680 -6,859 14,888 8,029 736,309  984,492 -148,183 836,309
  Buy USA long JetBlue Airways 739.68 23.257   9/21/15 23.986 17,203        1,001,695 -165,386  
9/21/15 Sell   long JetBlue Airways 739.68 23.986   9/14/15 23.257 -17,203 17,742 539 736,848  984,492 -147,644 836,848
  Buy   short Wynn Resorts 289.67 59.482   10/05/15 57.973 17,230        1,001,722 -164,874  
    MIB Saipem 1,694.20 10.170   12/26/16 5.130 17,230        1,018,952 -182,104  
    RTX Mobile TeleSystems 2,717.67 6.340   9/28/15 6.096 17,230        1,036,182 -199,334  
9/28/15 Sell   short Mobile TeleSystems 2,717.67 6.096 6.594 9/21/15 6.340 -17,230 17,920 690 737,538  1,018,952 -181,414 837,538
    BEL 20 long bpost 713.87 21.000   1/19/15 22.860 -16,319 14,991 -1,328 736,210  1,002,633 -166,423 836,210
  Buy RTX Severstal 1,785.46 9.378   11/02/15 10.465 16,744        1,019,377 -183,167  
    BEL 20 short Solvay 187.06 89.510   3/28/16 85.670 16,744        1,036,121 -199,911  
10/05/15 Sell USA short Wynn Resorts 289.67 57.973 61.030 9/21/15 59.482 -17,230 17,679 448 736,658  1,018,891 -182,232 836,658
    OMXC 20 GN Store Nord 178.88 126.375 122.625 8/17/15 124.500 -22,271 21,935 -335 736,323  996,620 -160,297 836,323
  Buy USA long Netflix 170.03 99.392   12/14/15 109.790 16,900        1,013,520 -177,197  
    OMXC 20 Genmab 198.67 85.064   11/02/15 91.174 16,900        1,030,420 -194,097  
10/12/15 Buy Kospi 50 long Lotte Chemical 77.01 208.474   4/02/18 330.481 16,055        1,046,474 -210,151  
    MerVal Pampa Energía 19,467.69 0.825   10/19/15 0.927 16,055        1,062,529 -226,206  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,161.90 16.912 13.219 9/07/15 15.066 -17,505 15,360 -2,145 734,178  1,045,024 -210,847 834,178
    DAX RWE 1,281.94 12.230 28.136 7/27/15 18.550 -23,780 36,069 12,289 746,466  1,021,244 -174,778 846,466
    MerVal long Pampa Energía 19,467.69 0.927   10/12/15 0.825 -16,055 18,037 1,982 748,448  1,005,189 -156,741 848,448
  Buy Nasdaq 100 Amazon.com 34.18 505.914   2/08/16 436.037 17,292        1,022,481 -174,033  
    DAX Fresenius 286.72 60.310   12/21/15 63.430 17,292        1,039,773 -191,325  
    MerVal short YPF 769.24 22.479   10/26/15 25.738 17,292        1,057,065 -208,617  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/26/15 Sell Euro 50 short E.on 1,511.49 8.993 8.407 8/24/15 8.700 -13,150 12,708 -442 748,006  1,043,915 -195,910 848,006
      Banco Santander 2,523.99 5.230 5.190 8/24/15 5.210 -13,150 13,100 -50 747,955  1,030,766 -182,810 847,955
    OMXS 30 SSAB 2,152.64 3.388 7.737 6/08/15 5.120 -11,022 16,656 5,634 753,589  1,019,744 -166,155 853,589
      Telia Company 2,095.86 4.765 5.804 6/08/15 5.259 -11,022 12,164 1,142 754,731  1,008,722 -153,991 854,731
    Europe 50 Rio Tinto 8.98 3,453.900 2,401.510 8/24/15 2,927.710 -26,291 21,566 -4,725 750,006  982,432 -132,426 850,006
    MerVal YPF 769.24 25.738 19.221 10/19/15 22.479 -17,292 14,785 -2,507 747,499  965,140 -117,640 847,499
  Buy Euro 50 long Fresenius 142.21 64.150   1/11/16 59.420 9,123        974,262 -126,763  
      Inditex 271.44 33.610   1/11/16 29.430 9,123        983,386 -135,886  
    OMXS 30 Boliden 522.48 17.461   11/02/15 17.505 9,123        992,508 -145,009  
      Svenska Cellulosa B 1,750.48 5.212   11/02/15 5.468 9,123        1,001,631 -154,132  
    Europe 50 SAP 260.17 70.130   12/14/15 69.400 18,246        1,019,877 -172,378  
    MerVal Pampa Energía 15,877.13 1.149   3/07/16 0.728 18,246        1,038,123 -190,624  
11/02/15 Sell RTX long Severstal 1,785.46 10.465   9/28/15 9.378 -16,744 18,685 1,941 749,440  1,021,379 -171,939 849,440
    OMXC 20 Genmab 198.67 91.174   10/05/15 85.064 -16,900 18,113 1,214 750,654  1,004,480 -153,825 850,654
    OMXS 30 Boliden 522.48 17.505   10/26/15 17.461 -9,123 9,146 23 750,677  995,357 -144,679 850,677
      Svenska Cellulosa B 1,750.48 5.468   10/26/15 5.212 -9,123 9,571 448 751,125  986,234 -135,109 851,125
  Buy RTX short Mobile TeleSystems 2,877.35 6.221   4/25/16 7.952 17,900        1,004,134 -153,009  
    OMXS 30 SSAB 2,649.89 3.378   12/14/15 2.601 8,950        1,013,084 -161,959  
      SKF A 557.00 16.068   12/14/15 14.663 8,950        1,022,034 -170,909  
11/09/15 Sell BAX short Grammer 905.56 23.675 29.127 7/27/15 26.260 -23,780 26,376 2,596 753,721  998,254 -144,532 853,721
  Buy   long Adva 1,745.84 10.155   11/16/15 10.530 17,729        1,015,983 -162,261  
11/16/15 Sell MDAX long Ströer Media 622.14 61.450   2/02/15 25.790 -16,045 38,231 22,186 775,907  999,938 -124,031 875,907
    BSE Sensex 30 Hindustan Unilever 682.54 11.144   1/30/12 6.061 -4,137 7,606 3,469 779,376  995,801 -116,425 879,376
    Topix (FRA) short Toshiba 627.41 22.410 47.453 6/01/15 32.610 -20,460 29,772 9,312 788,688  975,341 -86,653 888,688
    BAX long Adva 1,745.84 10.530   11/09/15 10.155 -17,729 18,384 655 789,343  957,612 -68,269 889,343
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy MDAX short Leoni 591.02 34.730   5/30/16 29.880 20,526        978,138 -88,795  
    BSE Sensex 30 Bharat Heavy 12,149.88 1.689   6/13/16 1.058 20,526        998,664 -109,321  
    SMI Holcim 406.38 50.510   1/09/17 49.995 20,526        1,019,190 -129,847  
    Topix (FRA) long Ono Pharmaceutical 751.81 27.302   12/14/15 30.520 20,526        1,039,716 -150,373  
    BAX short Leoni 591.02 34.730   11/23/15 36.045 20,526        1,060,242 -170,899  
11/23/15 Sell France short Solocal 31.47 390.360 1,256.870 6/08/15 700.450 -22,043 39,554 17,511 806,853  1,038,199 -131,346 906,853
    ASX 50 Santos 5,593.48 2.708 5.854 8/17/15 3.982 -22,271 32,743 10,472 817,326  1,015,928 -98,602 917,326
    HDAX RWE 1,989.41 10.895 16.041 8/24/15 13.220 -26,300 31,913 5,613 822,938  989,628 -66,690 922,938
    PSI 20 Pharol 36,454.90 0.369 0.705 5/25/15 0.510 -18,592 25,697 7,105 830,043  971,036 -40,993 930,043
    Nikkei (FRA) Sharp 867.93 10.210 16.122 8/17/15 12.830 -11,136 13,993 2,857 832,901  959,900 -27,000 932,901
      IHI 368.85 25.250 36.097 8/17/15 30.190 -11,136 13,314 2,179 835,079  948,765 -13,686 935,079
    BAX Leoni 591.02 36.045 33.415 11/16/15 34.730 -20,526 19,749 -777 834,302  928,239 6,063 934,302
  Buy France long Ubisoft 877.04 26.805   1/11/16 24.260 23,509        951,748 -17,446  
    HDAX SMA Solar 492.08 47.775   1/18/16 41.200 23,509        975,257 -40,955  
    PSI 20 Altri 4,603.29 5.107   12/07/15 5.008 23,509        998,766 -64,464  
    OMXC 20 Genmab 207.31 113.399   2/08/16 88.896 23,509        1,022,275 -87,973  
    Nikkei (FRA) Yamaha 468.87 25.070   12/07/15 22.360 11,755        1,034,029 -99,727  
    BAX Adva 2,118.88 11.095   12/14/15 9.859 23,509        1,057,538 -123,236  
    GEX Hypoport 297.58 79.000   12/14/15 70.070 23,509        1,081,047 -146,745  
11/30/15 Sell ISEQ 20 short FBD 1,613.84 6.852 6.948 8/17/15 6.900 -11,136 11,213 78 834,380  1,069,911 -135,532 934,380
    Nordic 30 Fortum 1,181.29 13.820 21.706 6/01/15 17.320 -20,460 25,642 5,182 839,562  1,049,452 -109,890 939,562
  Buy Germany long SMA Solar 439.20 47.225   1/11/16 49.315 20,741        1,070,193 -130,631  
    ASX 50 short Origin Energy 5,414.56 3.831   1/04/16 3.253 20,741        1,090,934 -151,372  
    ISEQ 20 long Flutter 86.38 120.050   12/07/15 122.000 10,370        1,101,304 -161,742  
      Dalata Hotel 2,013.69 5.150   12/07/15 5.130 10,371        1,111,674 -172,113  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nordic 30 Pandora 184.86 112.200   12/14/15 108.345 20,741        1,132,415 -192,854  
12/07/15 Sell ISEQ 20 long Flutter 86.38 122.000   11/30/15 120.050 -10,370 10,538 168 839,730  1,122,046 -182,316 939,730
      Dalata Hotel 2,013.69 5.130   11/30/15 5.150 -10,371 10,330 -40 839,690  1,111,675 -171,985 939,690
    PSI 20 Altri 4,603.29 5.008   11/23/15 5.107 -23,509 23,053 -456 839,234  1,088,166 -148,932 939,234
    DJUA short CenterPoint Energy 557.55 15.137 18.217 8/31/15 16.606 -9,259 10,157 898 840,132  1,078,908 -138,775 940,132
      FirstEnergy 324.83 29.960 27.045 8/31/15 28.503 -9,259 8,785 -474 839,659  1,069,649 -129,990 939,659
    Nikkei (FRA) long Yamaha 468.87 22.360   11/23/15 25.070 -11,755 10,484 -1,271 838,388  1,057,894 -119,506 938,388
    BSE Sensex 50 Eicher Motors 802.93 22.421   10/24/11 2.335 -1,875 18,002 16,127 854,516  1,056,019 -101,504 954,516
  Buy ISEQ 20 short FBD 1,563.42 6.820   1/04/16 6.603 10,663        1,066,682 -112,166  
    PSI 20 Pharol 75,620.57 0.282   4/25/16 0.141 21,325        1,088,007 -133,491  
    DJUA long NiSource 603.93 17.655   3/16/20 18.760 10,663        1,098,670 -144,154  
      American Water 197.93 53.870   3/16/20 106.441 10,662        1,109,332 -154,816  
    Nikkei (FRA) short OKI Electric 928.79 11.480   3/07/16 12.000 10,663        1,119,994 -165,479  
      Sharp 1,122.37 9.500   3/07/16 13.180 10,663        1,130,657 -176,141  
    BSE Sensex 50 ONGC 10,342.40 2.062   12/21/15 2.125 21,325        1,151,982 -197,466  
12/14/15 Sell USA long Netflix 170.03 109.790   10/05/15 99.392 -16,900 18,668 1,768 856,284  1,135,082 -178,799 956,284
    OMXS 30 short SSAB 2,649.89 2.601 4.386 11/02/15 3.378 -8,950 11,621 2,671 858,955  1,126,132 -167,178 958,955
      SKF A 557.00 14.663 17.608 11/02/15 16.068 -8,950 9,808 858 859,812  1,117,182 -157,370 959,812
    Europe 50 long SAP 260.17 69.400   10/26/15 70.130 -18,246 18,056 -190 859,622  1,098,937 -139,314 959,622
    Nordic 30 Pandora 184.86 108.345   11/30/15 112.200 -20,741 20,029 -713 858,910  1,078,195 -119,286 958,910
    Topix (FRA) Ono Pharmaceutical 751.81 30.520   11/16/15 27.302 -20,526 22,945 2,419 861,329  1,057,669 -96,340 961,329
    BAX Adva 2,118.88 9.859   11/23/15 11.095 -23,509 20,890 -2,619 858,710  1,034,160 -75,450 958,710
    GEX Hypoport 297.58 70.070   11/23/15 79.000 -23,509 20,851 -2,657 856,053  1,010,652 -54,599 956,053
  Buy OMXS 30 Securitas 841.04 13.398   12/21/15 13.632 11,268        1,021,920 -65,867  
      Swedish Match 3,634.84 3.100   12/21/15 3.142 11,268        1,033,188 -77,135  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 short Rio Tinto 8.85 2,545.100   12/28/15 2,721.790 22,524        1,055,712 -99,659  
    Nordic 30 Møller-Mærsk B 18.38 1,226.160   4/25/16 1,254.850 22,537        1,078,248 -122,196  
    Topix (FRA) Toshiba 1,037.57 21.720   12/21/15 19.300 22,536        1,100,785 -144,732  
    BAX Leoni 678.08 33.235   7/04/16 24.990 22,536        1,123,320 -167,268  
    GEX Manz 554.25 40.660   5/09/16 36.225 22,536        1,145,856 -189,804  
12/21/15 Sell DAX long Fresenius 286.72 63.430   10/19/15 60.310 -17,292 18,187 895 856,947  1,128,564 -171,617 956,947
    OBX 25 short DNO International 17,302.20 0.607 2.673 6/08/15 1.274 -22,043 46,242 24,199 881,146  1,106,521 -125,375 981,146
    OMXS 30 long Securitas 841.04 13.632   12/14/15 13.398 -11,268 11,465 197 881,343  1,095,253 -113,911 981,343
      Swedish Match 3,634.84 3.142   12/14/15 3.100 -11,268 11,421 153 881,496  1,083,985 -102,489 981,496
    Topix (FRA) short Toshiba 1,037.57 19.300 24.443 12/14/15 21.720 -22,536 25,362 2,826 884,322  1,061,449 -77,127 984,322
    BSE Sensex 50 ONGC 10,342.40 2.125 1.999 12/07/15 2.062 -21,325 20,674 -651 883,671  1,040,124 -56,453 983,671
  Buy DAX RWE 2,034.23 11.395   12/28/15 11.660 23,180        1,063,304 -79,633  
    OBX 25 long Bakkafrost 881.94 26.283   12/28/15 26.311 23,180        1,086,484 -102,813  
    OMXS 30 short SSAB 5,340.28 2.170   12/28/15 2.409 11,590        1,098,074 -114,403  
      SKF A 793.76 14.601   12/28/15 15.095 11,590        1,109,664 -125,993  
    Topix (FRA) long Ono Pharmaceutical 724.74 31.984   1/04/16 32.298 23,180        1,132,844 -149,173  
    CAC Mid 60 Sartorius Stedim 402.61 57.575   12/28/15 57.183 23,180        1,156,025 -172,353  
    BSE Sensex 50 Bajaj Finance 2,855.35 8.118   1/04/16 8.393 23,180        1,179,205 -195,534  
12/28/15 Sell DAX short RWE 2,034.23 11.660 11.130 12/21/15 11.395 -23,180 22,641 -539 883,132  1,156,025 -172,893 983,132
    OBX 25 long Bakkafrost 881.94 26.311   12/21/15 26.283 -23,180 23,205 24 883,157  1,132,845 -149,688 983,157
    OMXS 30 short SSAB 5,340.28 2.409 1.932 12/21/15 2.170 -11,590 10,315 -1,275 881,881  1,121,255 -139,373 981,881
      SKF A 793.76 15.095 14.108 12/21/15 14.601 -11,590 11,198 -392 881,490  1,109,665 -128,175 981,490
    Europe 50 Rio Tinto 8.85 2,721.790 2,368.420 12/14/15 2,545.100 -22,524 20,961 -1,564 879,926  1,087,140 -107,214 979,926
    FT 30 Tate & Lyle 29.25 807.108 700.300 6/08/15 753.704 -22,046 20,484 -1,562 878,364  1,065,095 -86,731 978,364
    CAC Mid 60 long Sartorius Stedim 402.61 57.183   12/21/15 57.575 -23,180 23,023 -158 878,206  1,041,914 -63,708 978,206
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy USA Energy Recovery 3,531.68 6.473   1/11/16 5.700 22,862        1,064,776 -86,570  
    DAX Adidas 256.62 89.090   3/07/16 96.970 22,862        1,087,639 -109,432  
    OMXS 30 Securitas 823.86 13.875   1/04/16 13.705 11,431        1,099,070 -120,863  
      Swedish Match 3,568.84 3.203   1/04/16 3.169 11,431        1,110,501 -132,294  
    Europe 50 SAP 313.78 72.860   1/04/16 70.580 22,862        1,133,363 -155,156  
    FT 30 ITV 61.29 373.033   1/11/16 356.368 22,863        1,156,226 -178,020  
1/04/16 Sell SSE 50 short China Northern Rare 11,206.40 1.789 2.422 8/03/15 2.081 -23,325 27,143 3,818 882,024  1,132,901 -150,877 982,024
    ASX 50 Origin Energy 5,414.56 3.253 4.511 11/30/15 3.831 -20,741 24,422 3,681 885,706  1,112,160 -126,454 985,706
    HSI-Fin ICBC 37,296.13 0.538 0.727 8/03/15 0.625 -23,325 27,096 3,771 889,476  1,088,835 -99,359 989,476
    ISEQ 20 FBD 1,563.42 6.603 7.044 12/07/15 6.820 -10,663 11,013 350 889,827  1,078,172 -88,346 989,827
    OMXH 25 Outokumpu 3,591.21 2.584 10.606 5/11/15 5.235 -18,800 38,087 19,287 909,114  1,059,372 -50,258 1,009,114
    OMXS 30 long Securitas 823.86 13.705   12/28/15 13.875 -11,431 11,291 -140 908,974  1,047,941 -38,967 1,008,974
      Swedish Match 3,568.84 3.169   12/28/15 3.203 -11,431 11,311 -120 908,854  1,036,510 -27,657 1,008,854
    Europe 50 SAP 313.78 70.580   12/28/15 72.860 -22,862 22,147 -715 908,138  1,013,648 -5,510 1,008,138
    DJTA JetBlue Airways 930.25 20.201   8/31/15 19.906 -18,517 18,792 275 908,413  995,131 13,282 1,008,413
    Topix (FRA) Ono Pharmaceutical 724.74 32.298   12/21/15 31.984 -23,180 23,408 228 908,641  971,951 36,690 1,008,641
    BSE Sensex 50 Bajaj Finance 2,855.35 8.393   12/21/15 8.118 -23,180 23,966 786 909,427  948,771 60,655 1,009,427
  Buy SSE 50 Shanghai Pudong 10,637.82 2.515   1/11/16 2.391 26,752        975,523 33,903  
    HSI-Fin Hang Seng Bank 1,570.55 17.034   1/11/16 16.023 26,752        1,002,275 7,152  
    ISEQ 20 Flutter 108.44 123.350   1/18/16 119.900 13,376        1,015,651 -6,225  
      Dalata Hotel 2,486.25 5.380   1/18/16 4.930 13,376        1,029,027 -19,601  
    OMXH 25 Elisa 792.65 33.750   1/11/16 34.422 26,752        1,055,779 -46,353  
    OMXS 30 short SSAB 5,484.44 2.439   4/04/16 3.262 13,376        1,069,155 -59,729  
      SKF A 919.81 14.542   4/04/16 15.448 13,376        1,082,531 -73,104  
    Europe 50 Rio Tinto 10.35 2,585.270   1/25/16 2,112.660 26,758        1,109,289 -99,862  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA Ryder System 509.23 52.534   2/22/16 53.012 26,752        1,136,041 -126,614  
    Topix (FRA) Toshiba 1,347.03 19.860   8/15/16 25.260 26,752        1,162,793 -153,366  
    BSE Sensex 50 Larsen & Toubro 2,305.07 11.606   3/07/16 10.779 26,752        1,189,545 -180,118  
1/11/16 Sell USA long Energy Recovery 3,531.68 5.700   12/28/15 6.473 -22,862 20,132 -2,730 906,696  1,166,683 -159,986 1,006,696
    Euro 50 Fresenius 142.21 59.420   10/26/15 64.150 -9,123 8,450 -673 906,024  1,157,560 -151,536 1,006,024
      Inditex 271.44 29.430   10/26/15 33.610 -9,123 7,988 -1,135 904,889  1,148,437 -143,548 1,004,889
    France Ubisoft 877.04 24.260   11/23/15 26.805 -23,509 21,277 -2,232 902,657  1,124,928 -122,271 1,002,657
    Germany SMA Solar 439.20 49.315   11/30/15 47.225 -20,741 21,659 918 903,575  1,104,187 -100,612 1,003,575
    SSE 50 Shanghai Pudong 10,637.82 2.391   1/04/16 2.515 -26,752 25,433 -1,319 902,256  1,077,435 -75,179 1,002,256
    HSI-Fin Hang Seng Bank 1,570.55 16.023   1/04/16 17.034 -26,752 25,165 -1,587 900,669  1,050,683 -50,014 1,000,669
    OMXH 25 Elisa 792.65 34.422   1/04/16 33.750 -26,752 27,285 533 901,202  1,023,931 -22,729 1,001,202
    FT 30 ITV 61.29 356.368   12/28/15 373.033 -22,863 21,842 -1,021 900,180  1,001,067 -887 1,000,180
    Topix (TYO) Subaru 735.84 33.663   6/11/12 6.048 -4,450 24,770 20,320 920,501  996,617 23,883 1,020,501
  Buy Euro 50 short Volkswagen 111.53 117.050   1/25/16 110.750 13,055        1,009,672 10,829  
      Banco Santander 3,199.63 4.080   1/25/16 3.860 13,054        1,022,727 -2,226  
    France Vallourec 99.02 263.680   4/18/16 148.800 26,110        1,048,836 -28,335  
    SSE 50 Haitong Secs 14,848.16 1.758   6/13/16 1.997 26,109        1,074,945 -54,444  
    ASX 50 Origin Energy 9,536.84 2.738   2/29/16 2.906 26,109        1,101,054 -80,553  
    HSI-Fin China Life Ins HK 10,286.83 2.538   6/06/16 1.986 26,109        1,127,163 -106,662  
    OMXH 25 Outokumpu 10,544.83 2.476   4/25/16 3.996 26,109        1,153,272 -132,771  
    FT 30 Tesco 105.82 246.739   1/25/16 258.955 26,110        1,179,382 -158,881  
    Topix (TYO) Toshiba 1,451.73 17.985   10/31/16 33.076 26,109        1,205,491 -184,990  
1/18/16 Sell HDAX long SMA Solar 492.08 41.200   11/23/15 47.775 -23,509 20,274 -3,235 917,265  1,181,982 -164,717 1,017,265
    ISEQ 20 Flutter 108.44 119.900   1/04/16 123.350 -13,376 13,002 -374 916,891  1,168,606 -151,715 1,016,891
      Dalata Hotel 2,486.25 4.930   1/04/16 5.380 -13,376 12,257 -1,119 915,772  1,155,230 -139,458 1,015,772
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    QIX Freenet 430.81 28.325   1/23/12 10.515 -4,530 12,203 7,673 923,445  1,150,700 -127,255 1,023,445
  Buy HDAX short Aixtron 6,789.09 3.300   3/14/16 3.331 22,404        1,173,104 -149,659  
    ISEQ 20 FBD 1,739.44 6.440   5/30/16 6.529 11,202        1,184,306 -160,861  
    QIX BMW 286.86 78.100   2/08/16 69.300 22,404        1,206,710 -183,265  
1/25/16 Sell Euro 50 short Volkswagen 111.53 110.750 123.708 1/11/16 117.050 -13,055 13,797 743 924,188  1,193,655 -169,467 1,024,188
      Banco Santander 3,199.63 3.860 4.313 1/11/16 4.080 -13,054 13,798 744 924,932  1,180,601 -155,669 1,024,932
    Europe 50 Rio Tinto 10.35 2,112.660 3,163.610 1/04/16 2,585.270 -26,758 32,743 5,986 930,917  1,153,843 -122,926 1,030,917
    FT 30 Tesco 105.82 258.955 234.523 1/11/16 246.739 -26,110 24,817 -1,293 929,625  1,127,733 -98,108 1,029,625
  Buy Euro 50 long SAP 160.20 72.680   4/04/16 70.040 11,643        1,139,376 -109,752  
      Vinci 188.93 61.630   4/04/16 65.450 11,644        1,151,020 -121,396  
    Europe 50 SAP 320.40 72.680   3/28/16 70.840 23,287        1,174,307 -144,682  
    FT 30 National Grid 18.74 1,242.520   2/01/16 1,311.560 23,285        1,197,592 -167,967  
2/01/16 Sell   long National Grid 18.74 1,311.560   1/25/16 1,242.520 -23,285 24,579 1,294 930,918  1,174,307 -143,388 1,030,918
  Buy   short NatWest 67.21 330.109   4/18/16 299.798 22,187        1,196,494 -165,575  
2/08/16 Sell Nasdaq 100 long Amazon.com 34.18 436.037   10/19/15 505.914 -17,292 14,904 -2,388 928,530  1,179,201 -150,671 1,028,530
    OMXC 20 Genmab 207.31 88.896   11/23/15 113.399 -23,509 18,429 -5,080 923,450  1,155,693 -132,242 1,023,450
    QIX short BMW 286.86 69.300 88.018 1/18/16 78.100 -22,404 25,249 2,845 926,295  1,133,289 -106,994 1,026,295
  Buy Nasdaq 100 Micron Technology 2,529.61 9.085   3/21/16 10.259 22,982        1,156,271 -129,976  
    QIX long Rational 56.72 405.150   4/11/16 463.700 22,980        1,179,251 -152,956  
2/22/16 Sell DJTA short Ryder System 509.23 53.012 52.057 1/04/16 52.534 -26,752 26,509 -243 926,052  1,152,499 -126,447 1,026,052
    NZX 50 long Tourism 16,872.73 1.542   7/28/14 0.744 -12,555 26,013 13,458 939,510  1,139,944 -100,434 1,039,510
  Buy OMXC 20 Vestas Wind Systems 1,943.86 12.077   2/29/16 12.460 23,476        1,163,420 -123,910  
    DJTA Delta Air Lines 530.83 44.225   3/07/16 43.943 23,476        1,186,896 -147,386  
    NZX 50 short ANZ Banking NZ 1,534.79 15.296   2/29/16 14.670 23,476        1,210,372 -170,862  
2/29/16 Sell ASX 50 short Origin Energy 9,536.84 2.906 2.569 1/11/16 2.738 -26,109 24,503 -1,606 937,904  1,184,263 -146,359 1,037,904
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 long Vestas Wind Systems 1,943.86 12.460   2/22/16 12.077 -23,476 24,220 744 938,648  1,160,787 -122,139 1,038,648
    NZX 50 short ANZ Banking NZ 1,534.79 14.670 15.949 2/22/16 15.296 -23,476 24,478 1,002 939,650  1,137,311 -97,661 1,039,650
  Buy ASX 50 long Newcrest Mining 2,051.32 11.480   11/05/18 13.103 23,549        1,160,860 -121,210  
    NZX 50 a2 Milk 22,090.99 1.066   5/22/17 2.174 23,549        1,184,409 -144,759  
3/07/16 Sell S&P 100 short ConocoPhilips 520.86 37.595 55.443 7/27/15 45.655 -23,780 28,878 5,098 944,748  1,160,629 -115,881 1,044,748
    DAX long Adidas 256.62 96.970   12/28/15 89.090 -22,862 24,884 2,022 946,770  1,137,767 -90,997 1,046,770
    MerVal Pampa Energía 15,877.13 0.728   10/26/15 1.149 -18,246 11,559 -6,687 940,082  1,119,521 -79,438 1,040,082
    DJTA Delta Air Lines 530.83 43.943   2/22/16 44.225 -23,476 23,326 -150 939,933  1,096,045 -56,112 1,039,933
    Nikkei (FRA) short OKI Electric 928.79 12.000 10.960 12/07/15 11.480 -10,663 10,180 -483 939,450  1,085,382 -45,932 1,039,450
      Sharp 1,122.37 13.180 5.820 12/07/15 9.500 -10,663 6,532 -4,130 935,319  1,074,720 -39,400 1,035,319
    BSE Sensex 50 Larsen & Toubro 2,305.07 10.779 12.496 1/04/16 11.606 -26,752 28,805 2,053 937,372  1,047,968 -10,595 1,037,372
  Buy USA long Energy Recovery 3,298.34 7.782   10/29/18 6.189 25,669        1,073,637 -36,264  
    S&P 100 Meta 267.35 96.013   3/28/16 101.554 25,669        1,099,306 -61,933  
    DAX short Deutsche Bank 1,621.22 15.833   4/25/16 14.347 25,669        1,124,975 -87,602  
    MerVal YPF 1,552.43 16.535   4/11/16 14.912 25,669        1,150,644 -113,271  
    DJTA Avis Budget 1,004.15 25.563   3/14/16 24.329 25,669        1,176,313 -138,940  
    Nikkei (FRA) long Nippon Suisan 3,026.29 4.241   3/14/16 4.289 12,835        1,189,147 -151,775  
      Yamaha 491.72 26.101   3/14/16 27.038 12,834        1,201,982 -164,609  
    BSE Sensex 50 Bajaj Finance 2,991.97 8.579   12/10/18 29.076 25,669        1,227,651 -190,278  
3/14/16 Sell HDAX short Aixtron 6,789.09 3.331 3.269 1/18/16 3.300 -22,404 22,194 -210 937,162  1,205,247 -168,085 1,037,162
    DJTA Avis Budget 1,004.15 24.329 26.860 3/07/16 25.563 -25,669 26,971 1,302 938,464  1,179,578 -141,114 1,038,464
    Nikkei (FRA) long Nippon Suisan 3,026.29 4.289   3/07/16 4.241 -12,835 12,980 145 938,609  1,166,743 -128,134 1,038,609
      Yamaha 491.72 27.038   3/07/16 26.101 -12,834 13,295 461 939,070  1,153,909 -114,839 1,039,070
  Buy HDAX SMA Solar 531.15 43.500   4/11/16 45.160 23,105        1,177,014 -137,944  
    DJTA Alaska Air Group 321.48 71.870   10/29/18 53.552 23,105        1,200,118 -161,048  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) short Toshiba 696.35 16.590   7/18/16 25.800 11,552        1,211,671 -172,601  
      IHI 635.45 18.180   7/18/16 25.860 11,552        1,223,223 -184,153  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,529.61 10.259 7.912 2/08/16 9.085 -22,982 20,013 -2,969 936,101  1,200,241 -164,140 1,036,101
    TSX 60 Cenovus Energy 1,212.43 12.064 19.931 5/11/15 15.506 -18,800 24,165 5,365 941,466  1,181,441 -139,976 1,041,466
    DJ Global Titans ConocoPhilips 711.26 37.886 36.068 8/24/15 36.977 -26,300 25,653 -647 940,819  1,155,141 -114,322 1,040,819
  Buy Nasdaq 100 long NVidia 3,070.70 7.543   10/29/18 40.739 23,162        1,178,303 -137,484  
    TSX 60 Barrick Gold 1,775.07 13.049   6/27/16 19.168 23,162        1,201,465 -160,646  
    DJ Global Titans McDonald´s 210.26 110.161   3/28/16 110.022 23,162        1,224,628 -183,809  
3/28/16 Sell S&P 100 long Meta 267.35 101.554   3/07/16 96.013 -25,669 27,150 1,481 942,300  1,198,959 -156,658 1,042,300
    ATX short Vienna Insurance 642.62 18.660 39.765 9/07/15 27.240 -17,505 25,554 8,049 950,349  1,181,454 -131,104 1,050,349
    BEL 20 Solvay 187.06 85.670 93.522 9/28/15 89.510 -16,744 17,494 751 951,100  1,164,710 -113,610 1,051,100
    Europe 50 long SAP 320.40 70.840   1/25/16 72.680 -23,287 22,697 -590 950,510  1,141,423 -90,913 1,050,510
    DJ Global Titans McDonald´s 210.26 110.022   3/21/16 110.161 -23,162 23,133 -29 950,481  1,118,261 -67,780 1,050,481
  Buy S&P 100 short Devon Energy 1,064.35 23.082   4/25/16 30.124 24,567        1,142,828 -92,347  
    ATX long Flughafen Wien 1,009.02 24.348   5/16/16 25.113 24,567        1,167,395 -116,914  
    BEL 20 Bekaert 701.91 35.000   4/25/16 37.780 24,567        1,191,962 -141,481  
    Europe 50 short Credit Suisse 1,919.75 12.797   4/18/16 13.328 24,567        1,216,529 -166,048  
    DJ Global Titans Mitsubishi UFJ 5,908.65 4.158   4/11/16 3.840 24,567        1,241,096 -190,615  
4/04/16 Sell Euro 50 long SAP 160.20 70.040   1/25/16 72.680 -11,643 11,220 -423 950,058  1,229,452 -179,394 1,050,058
      Vinci 188.93 65.450   1/25/16 61.630 -11,644 12,365 722 950,780  1,217,809 -167,029 1,050,780
    OMXS 30 short SSAB 5,484.44 3.262 1.615 1/04/16 2.439 -13,376 8,860 -4,516 946,263  1,204,433 -158,169 1,046,263
      SKF A 919.81 15.448 13.637 1/04/16 14.542 -13,376 12,543 -833 945,430  1,191,057 -145,626 1,045,430
  Buy Euro 50 Deutsche Bank 851.50 13.209   5/16/16 12.861 11,248        1,202,304 -156,874  
      Unicredit 744.23 15.113   5/16/16 14.382 11,248        1,213,552 -168,121  
    OMXC 20 long Genmab 180.95 124.315   4/11/16 126.502 22,495        1,236,047 -190,616  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Securitas 775.85 14.497   4/11/16 14.803 11,248        1,247,294 -201,864  
      Fingerprint Cards 1,072.29 10.489   4/11/16 10.913 11,247        1,258,542 -213,111  
4/11/16 Sell HDAX long SMA Solar 531.15 45.160   3/14/16 43.500 -23,105 23,987 882 946,312  1,235,437 -189,124 1,046,312
    OMXC 20 Genmab 180.95 126.502   4/04/16 124.315 -22,495 22,891 396 946,708  1,212,942 -166,234 1,046,708
    OMXS 30 Securitas 775.85 14.803   4/04/16 14.497 -11,248 11,485 237 946,945  1,201,694 -154,749 1,046,945
      Fingerprint Cards 1,072.29 10.913   4/04/16 10.489 -11,247 11,702 455 947,400  1,190,447 -143,047 1,047,400
    MerVal short YPF 1,552.43 14.912 18.335 3/07/16 16.535 -25,669 28,463 2,794 950,194  1,164,778 -114,584 1,050,194
    QIX long Rational 56.72 463.700   2/08/16 405.150 -22,980 26,301 3,321 953,515  1,141,798 -88,283 1,053,515
    DJ Global Titans short Mitsubishi UFJ 5,908.65 3.840 4.501 3/28/16 4.158 -24,567 26,597 2,030 955,545  1,117,231 -61,686 1,055,545
  Buy HDAX Deutsche Bank 1,988.46 12.495   7/25/16 11.745 24,846        1,142,077 -86,532  
    OMXC 20 Nordea Bank (DK) 2,999.49 8.283   4/25/16 8.632 24,846        1,166,923 -111,378  
    OMXS 30 Nordea Bank 1,494.14 8.315   4/18/16 8.483 12,423        1,179,346 -123,801  
      S.E.B 1,466.50 8.471   4/18/16 8.777 12,423        1,191,769 -136,224  
    MerVal long Gr Fin Galicia 10,904.54 2.279   6/20/16 2.681 24,846        1,216,615 -161,070  
    QIX short Mercedes-Benz 410.68 60.500   7/04/16 54.240 24,846        1,241,461 -185,916  
    DJ Global Titans long McDonald´s 222.18 111.826   5/09/16 114.955 24,846        1,266,306 -210,761  
4/18/16 Sell France short Vallourec 99.02 148.800 467.252 1/11/16 263.680 -26,110 46,267 20,158 975,703  1,240,197 -164,494 1,075,703
    HSI China Shenhua HK 12,253.93 1.521 2.268 7/13/15 1.857 -22,758 27,794 5,036 980,739  1,217,439 -136,700 1,080,739
    OMXS 30 Nordea Bank 1,494.14 8.483 8.147 4/11/16 8.315 -12,423 12,172 -251 980,488  1,205,016 -124,528 1,080,488
      S.E.B 1,466.50 8.777 8.166 4/11/16 8.471 -12,423 11,975 -448</