Tue, Aug 16th, 2022, 16:55UTC
 
Portfolio Development

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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 Financial 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 Swedbank 107.57 13.061   5/30/11 12.341 1,405        92,243 9,382  
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  88,700 12,955 101,655
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,730  86,988 14,742 101,730
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  85,276 16,488 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  81,479 20,628 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  77,936 24,508 102,444
  Buy ISEQ 20 Bank of Ireland 213.24 7.440   1/02/12 2.550 1,587        79,522 22,922  
      Ryanair 471.33 3.366   1/02/12 3.780 1,587        81,109 21,335  
    OMXC 20 Vestas Wind Systems 659.86 4.809   5/16/11 4.185 3,173        84,282 18,162  
    NZX 50 long a2 Milk 41,154.35 0.077   10/03/11 0.120 3,173        87,455 14,989  
    Nikkei (TYO) Screen 104.95 30.233   5/09/11 32.089 3,173        90,628 11,816  
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  87,589 14,725 102,313
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,308  84,165 18,144 102,308
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,973  80,622 21,351 101,973
  Buy STI Wilmar International 1,091.71 2.824   7/02/12 2.197 3,083        83,705 18,268  
    SMI long Richemont 70.48 43.745   5/09/11 42.905 3,083        86,788 15,184  
5/09/11 Sell   long Richemont 70.48 42.905   5/02/11 43.745 -3,083 3,024 -59 1,913  83,705 18,208 101,913
    Nikkei (TYO) Screen 104.95 32.089   4/25/11 30.233 -3,173 3,368 195 2,108  80,532 21,576 102,108
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy CAC 40 short Carrefour 100.83 30.665   2/06/12 18.345 3,092        83,624 18,484  
    TSX 60 BlackBerry 102.09 30.287   2/20/12 11.318 3,092        86,716 15,392  
    FT 30 Lloyds Bank 50.49 61.241   5/30/11 59.956 3,092        89,808 12,300  
    SMI Credit Suisse 105.21 29.390   5/21/12 15.602 3,092        92,900 9,208  
    Nikkei (TYO) Tokyo Electric Power 748.43 4.131   2/13/12 1.953 3,092        95,992 6,116  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 659.86 4.185 5.526 4/25/11 4.809 -3,173 3,646 473 2,581  92,819 9,762 102,581
  Buy   long Novozymes 118.62 23.673   5/30/11 23.619 2,808        95,627 6,954  
    CAC Mid 60 short Genfit 713.96 3.933   1/23/12 1.723 2,808        98,435 4,146  
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 2,196  95,125 7,070 102,196
  Buy   short China Life 1,313.61 2.079   5/30/11 2.028 2,731        97,856 4,339  
    SDAX Heidelberger Druck 942.05 2.899   1/30/12 1.657 2,731        100,587 1,608  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        103,318 -1,123  
5/30/11 Sell SSE 50 short China Life 1,313.61 2.028 2.131 5/23/11 2.079 -2,731 2,800 69 2,264  100,587 1,677 102,264
    OMXC 20 long Novozymes 118.62 23.619   5/16/11 23.673 -2,808 2,802 -6 2,258  97,779 4,479 102,258
    OMXS 30 Swedbank 107.57 12.341   4/18/11 13.061 -1,405 1,328 -77 2,180  96,374 5,806 102,180
    FT 30 short Lloyds Bank 50.49 59.956 62.554 5/09/11 61.241 -3,092 3,158 66 2,247  93,282 8,965 102,247
  Buy SSE 50 long China Northern Rare 1,150.95 2.415   6/06/11 2.742 2,780        96,062 6,185  
    BEL 20 short Galapagos 291.10 9.550   7/04/11 8.420 2,780        98,842 3,405  
    OMXC 20 Vestas Wind Systems 686.34 4.051   7/04/11 3.486 2,780        101,622 625  
    OMXS 30 Nokia 308.07 4.512   7/04/11 4.367 1,390        103,012 -765  
      Telia Company 262.25 5.300   7/04/11 4.997 1,390        104,402 -2,155  
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 2,623  101,622 1,001 102,623
    ÖkoDAX (deprecated) CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,944  97,315 4,629 101,944
  Buy SSE 50 short China Rwy Constr 4,217.19 0.632   1/23/12 0.506 2,664        99,979 1,965  
    FT 30 Lloyds Bank 50.61 52.638   12/05/11 31.447 2,664        102,643 -699  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
6/20/11 Buy CAC Next 20 short EDF 97.48 25.965   6/27/11 25.805 2,531        105,174 -3,230  
6/27/11 Sell   short EDF 97.48 25.805 26.126 6/20/11 25.965 -2,531 2,547 16 1,960  102,643 -683 101,960
  Buy France Carrefour 95.69 26.450   1/23/12 17.050 2,531        105,174 -3,214  
    MIB UnipolSai 493.37 5.130   11/05/12 0.935 2,531        107,705 -5,745  
    CAC Next 20 long Arkema 38.88 65.105   7/11/11 66.601 2,531        110,236 -8,276  
7/04/11 Sell BEL 20 short Galapagos 291.10 8.420 10.832 5/30/11 9.550 -2,780 3,153 373 2,333  107,456 -5,123 102,333
    OMXC 20 Vestas Wind Systems 686.34 3.486 4.707 5/30/11 4.051 -2,780 3,231 451 2,784  104,676 -1,893 102,784
    OMXS 30 Nokia 308.07 4.367 4.661 5/30/11 4.512 -1,390 1,436 46 2,830  103,286 -457 102,830
      Telia Company 262.25 4.997 5.622 5/30/11 5.300 -1,390 1,474 84 2,914  101,896 1,018 102,914
  Buy BEL 20 long Solvay 24.12 107.700   7/11/11 107.450 2,598        104,494 -1,580  
    OMXC 20 Novozymes 111.76 23.246   7/11/11 23.100 2,598        107,092 -4,178  
    OMXS 30 Swedish Match 533.30 2.436   7/11/11 2.441 1,299        108,391 -5,477  
7/11/11 Sell BEL 20 long Solvay 24.12 107.450   7/04/11 107.700 -2,598 2,592 -6 2,908  105,793 -2,885 102,908
    OMXC 20 Novozymes 111.76 23.100   7/04/11 23.246 -2,598 2,582 -16 2,892  103,195 -304 102,892
    OMXS 30 Swedish Match 533.30 2.441   7/04/11 2.436 -1,299 1,302 3 2,895  101,896 998 102,895
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,462  98,099 5,363 103,462
    CAC Next 20 long Arkema 38.88 66.601   6/27/11 65.105 -2,531 2,589 58 3,520  95,568 7,952 103,520
  Buy RTX short Mobile TeleSystems 214.80 12.970   7/18/11 12.740 2,786        98,354 5,166  
    BEL 20 Bekaert 55.23 50.440   3/12/12 24.765 2,786        101,140 2,380  
    OMXC 20 Vestas Wind Systems 812.36 3.430   11/28/11 1.979 2,786        103,926 -406  
    OMXS 30 Nokia 352.35 3.954   11/28/11 4.082 1,393        105,319 -1,799  
      SSAB 148.18 9.401   11/28/11 6.652 1,393        106,712 -3,192  
    Topix (FRA) long Daito Trust 43.01 64.780   8/01/11 65.420 2,786        109,498 -5,978  
7/18/11 Sell RTX short Mobile TeleSystems 214.80 12.740 13.204 7/11/11 12.970 -2,786 2,836 50 3,571  106,712 -3,141 103,571
  Buy ATX Flughafen Wien 302.41 8.300   3/26/12 7.050 2,510        109,222 -5,651  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/25/11 Buy ASX 50 short Macquarie Group 117.49 20.828   1/16/12 19.953 2,447        111,669 -8,099  
    DJ Global Titans Bank of America 351.09 6.970   12/26/11 4.202 2,447        114,116 -10,546  
8/01/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,232  110,806 -4,574 106,232
    Topix (FRA) Daito Trust 43.01 65.420   7/11/11 64.780 -2,786 2,814 28 6,260  108,020 -1,760 106,260
  Buy S&P 100 short AIG 131.52 19.860   1/09/12 18.875 2,612        110,632 -4,372  
    HSI New World Dev 694.75 3.760   12/26/11 2.465 2,612        113,244 -6,984  
    HDAX Commerzbank 138.93 18.801   1/23/12 14.511 2,612        115,856 -9,596  
    RTX Mobile TeleSystems 212.01 12.320   6/25/12 13.400 2,612        118,468 -12,208  
    DJTA Delta Air Lines 482.08 5.418   10/24/11 6.408 2,612        121,080 -14,820  
    Topix (FRA) Nintendo 23.62 110.600   1/23/12 105.744 2,612        123,692 -17,433  
    SP Global 100 Carrefour 130.08 20.080   4/30/12 15.175 2,612        126,304 -20,045  
8/08/11 Buy Nasdaq 100 short Akamai 146.19 14.741   10/10/11 17.540 2,155        128,459 -22,200  
    Kospi 50 LG Display 157.67 13.668   10/10/11 14.049 2,155        130,614 -24,355  
    DAX Commerzbank 140.35 15.354   12/19/11 9.482 2,155        132,769 -26,510  
    MDAX Ceconomy 224.22 9.611   5/14/12 7.298 2,155        134,924 -28,665  
    FTSE Lloyds Bank 57.24 37.648   11/28/11 27.613 2,155        137,079 -30,820  
    Europe 50 Lloyds Bank 57.24 37.648   12/19/11 27.968 2,155        139,234 -32,974  
    BSE Sensex 50 Tata Motors 833.75 2.585   10/03/11 2.302 2,155        141,389 -35,129  
    QIX Pro7-Sat1 153.93 14.000   1/23/12 17.200 2,155        143,544 -37,284  
8/22/11 Buy DJIA short Goldman Sachs 23.30 73.991   12/19/11 67.244 1,724        145,268 -39,008  
8/29/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   1/31/11 7.178 -4,533 3,635 -898 5,362  140,735 -35,374 105,362
  Buy   short Nintendo 15.00 116.602   2/13/12 104.998 1,749        142,484 -37,123  
9/05/11 Buy Euro 50 short Societe Generale 42.10 20.250   1/09/12 15.000 853        143,337 -37,975  
      Unicredit 31.05 27.460   1/09/12 11.455 853        144,189 -38,828  
10/03/11 Sell NZX 50 long a2 Milk 41,154.35 0.120   4/25/11 0.077 -3,173 4,918 1,745 7,106  141,016 -33,910 107,106
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BSE Sensex 50 short Tata Motors 833.75 2.302 2.902 8/08/11 2.585 -2,155 2,420 265 7,371  138,861 -31,490 107,371
  Buy NZX 50 Heartland 6,804.16 0.279   10/17/11 0.296 1,897        140,758 -33,387  
    BSE Sensex 50 long Eicher Motors 779.31 2.434   10/17/11 2.393 1,897        142,655 -35,284  
10/10/11 Sell Nasdaq 100 short Akamai 146.19 17.540 11.942 8/08/11 14.741 -2,155 1,746 -409 6,962  140,500 -33,538 106,962
    Kospi 50 LG Display 157.67 14.049 13.287 8/08/11 13.668 -2,155 2,095 -60 6,902  138,345 -31,444 106,902
  Buy Nasdaq 100 long Regeneron 38.22 49.346   8/24/15 434.608 1,886        140,231 -33,330  
    Kospi 50 SK Holdings 19.67 95.875   12/19/11 80.532 1,886        142,117 -35,215  
10/17/11 Sell NZX 50 short Heartland 6,804.16 0.296 0.262 10/03/11 0.279 -1,897 1,781 -116 6,786  140,220 -33,434 106,786
    BSE Sensex 50 long Eicher Motors 779.31 2.393   10/03/11 2.434 -1,897 1,865 -32 6,754  138,323 -31,569 106,754
  Buy NZX 50 a2 Milk 13,498.56 0.139   10/31/11 0.139 1,879        140,202 -33,448  
    BSE Sensex 50 short Aurobindo Pharma 2,045.73 0.919   10/24/11 0.877 1,879        142,081 -35,327  
10/24/11 Sell DJTA short Delta Air Lines 482.08 6.408 4.429 8/01/11 5.418 -2,612 2,135 -477 6,277  139,469 -33,193 106,277
    BSE Sensex 50 Aurobindo Pharma 2,045.73 0.877 0.962 10/17/11 0.919 -1,879 1,967 88 6,365  137,590 -31,225 106,365
  Buy   long Eicher Motors 804.21 2.335   12/07/15 22.421 1,878        139,468 -33,103  
10/31/11 Sell NZX 50 long a2 Milk 13,498.56 0.139   10/17/11 0.139 -1,879 1,880 1 6,366  137,589 -31,223 106,366
  Buy   short Heartland 6,222.66 0.302   3/05/12 0.277 1,878        139,467 -33,101  
11/21/11 Buy USA short Netflix 232.76 7.867   11/28/11 7.544 1,831        141,298 -34,932  
    DJTA JetBlue Airways 689.77 2.655   12/05/11 3.509 1,831        143,129 -36,763  
11/28/11 Sell USA short Netflix 232.76 7.544 8.203 11/21/11 7.867 -1,831 1,909 78 6,445  141,298 -34,854 106,445
    FTSE Lloyds Bank 57.24 27.613 51.330 8/08/11 37.648 -2,155 2,938 783 7,228  139,143 -31,915 107,228
    OMXC 20 Vestas Wind Systems 812.36 1.979 5.942 7/11/11 3.430 -2,786 4,827 2,041 9,269  136,357 -27,088 109,269
    OMXS 30 Nokia 352.35 4.082 3.825 7/11/11 3.954 -1,393 1,348 -45 9,224  134,964 -25,740 109,224
      SSAB 148.18 6.652 13.285 7/11/11 9.401 -1,393 1,969 576 9,799  133,571 -23,772 109,799
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,268  130,028 -18,760 111,268
  Buy FTSE long Next 0.74 3,105.900   6/04/12 3,698.710 2,298        132,327 -21,059  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Tryg 268.91 8.598   5/14/12 8.768 2,312        134,638 -23,371  
    OMXS 30 Getinge 62.01 18.641   5/14/12 19.967 1,156        135,794 -24,527  
    Nordic 30 Equinor 126.65 18.255   5/07/12 19.757 2,312        138,106 -26,839  
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 13,063  135,442 -22,379 113,063
    DJTA JetBlue Airways 689.77 3.509 1.800 11/21/11 2.655 -1,831 1,242 -589 12,474  133,611 -21,138 112,474
  Buy FT 30 long BAT 0.67 3,416.030   12/12/11 3,512.060 2,289        135,900 -23,427  
    DJTA Kirby 47.55 48.011   6/25/12 36.163 2,283        138,183 -25,709  
12/12/11 Sell FT 30 long BAT 0.67 3,512.060   12/05/11 3,416.030 -2,289 2,353 64 12,538  135,894 -23,356 112,538
  Buy   short Lloyds Bank 77.95 28.594   12/19/11 27.968 2,229        138,123 -25,585  
12/19/11 Sell DJIA short Goldman Sachs 23.30 67.244 81.415 8/22/11 73.991 -1,724 1,897 173 12,711  136,399 -23,688 112,711
    Kospi 50 long SK Holdings 19.67 80.532   10/10/11 95.875 -1,886 1,584 -302 12,409  134,513 -22,104 112,409
    DAX short Commerzbank 140.35 9.482 24.862 8/08/11 15.354 -2,155 3,489 1,335 13,744  132,358 -18,615 113,744
    Europe 50 Lloyds Bank 57.24 27.968 50.678 8/08/11 37.648 -2,155 2,901 746 14,490  130,204 -15,714 114,490
    FT 30 Lloyds Bank 77.95 27.968 29.234 12/12/11 28.594 -2,229 2,279 50 14,539  127,975 -13,435 114,539
  Buy DJIA long Visa 133.73 18.897   8/24/15 58.880 2,527        130,502 -15,962  
    Kospi 50 short Hyundai Heavy 13.86 182.275   1/23/12 209.385 2,526        133,028 -18,489  
    DAX long Merck (EMD) 68.86 36.695   6/04/12 36.500 2,527        135,555 -21,015  
    Europe 50 Roche 19.48 129.719   10/20/14 222.572 2,527        138,082 -23,542  
    FT 30 Tate & Lyle 3.13 808.105   5/14/12 858.422 2,529        140,611 -26,072  
12/26/11 Sell HSI short New World Dev 694.75 2.465 5.735 8/01/11 3.760 -2,612 3,984 1,372 15,912  137,999 -22,087 115,912
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,331  134,202 -15,871 118,331
    DJ Global Titans Bank of America 351.09 4.202 11.562 7/25/11 6.970 -2,447 4,059 1,612 19,943  131,755 -11,812 119,943
  Buy HSI long Lenovo 5,020.43 0.538   5/21/12 0.656 2,703        134,458 -14,515  
    OMXH 25 Huhtamäki 293.17 9.220   1/02/12 9.150 2,703        137,161 -17,218  
    DJ Global Titans Philip Morris 44.72 60.439   1/23/12 57.914 2,703        139,864 -19,921  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 21,125  136,440 -15,315 121,125
    ISEQ 20 Bank of Ireland 213.24 2.550 21.707 4/25/11 7.440 -1,587 4,629 3,042 24,167  134,854 -10,687 124,167
      Ryanair 471.33 3.780 2.952 4/25/11 3.366 -1,587 1,391 -195 23,972  133,267 -9,295 123,972
    OMXH 25 long Huhtamäki 293.17 9.150   12/26/11 9.220 -2,703 2,683 -21 23,951  130,564 -6,613 123,951
  Buy Germany Encavis 903.02 3.248   5/14/12 2.970 2,933        133,497 -9,546  
    AEX Vopak 71.37 41.095   4/09/12 44.780 2,933        136,430 -12,479  
    ISEQ 20 Flutter 32.52 45.100   5/21/12 50.010 1,467        137,897 -13,945  
      Ryanair 387.96 3.780   5/21/12 4.040 1,466        139,363 -15,412  
    OMXH 25 short Outokumpu 252.41 11.620   1/09/12 12.510 2,933        142,296 -18,345  
1/09/12 Sell S&P 100 short AIG 131.52 18.875 20.895 8/01/11 19.860 -2,612 2,748 136 24,087  139,684 -15,597 124,087
    Euro 50 Societe Generale 42.10 15.000 27.338 9/05/11 20.250 -853 1,151 298 24,386  138,832 -14,446 124,386
      Unicredit 31.05 11.455 65.827 9/05/11 27.460 -853 2,044 1,191 25,577  137,979 -12,402 125,577
    OMXH 25 Outokumpu 252.41 12.510 10.730 1/02/12 11.620 -2,933 2,708 -225 25,352  135,046 -9,693 125,352
    Nikkei (FRA) Resona 521.03 3.458 3.342 3/14/11 3.400 -1,772 1,741 -30 25,322  133,274 -7,952 125,322
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,685  131,503 5,182 136,685
  Buy S&P 100 long Biogen 39.25 90.342   9/03/12 116.954 3,546        135,049 1,636  
    Euro 50 ASML 54.72 32.400   8/24/15 74.790 1,773        136,822 -137  
      AB InBev 37.33 47.495   8/24/15 91.280 1,773        138,595 -1,910  
    OMXH 25 Wärtsilä 424.00 8.363   1/30/12 8.837 3,546        142,141 -5,456  
    Nikkei (FRA) Aozora Bank 82.97 21.370   5/14/12 18.670 1,773        143,914 -7,229  
      Nitto Boseki 136.65 12.975   5/14/12 12.260 1,773        145,687 -9,002  
1/16/12 Sell ASX 50 short Macquarie Group 117.49 19.953 21.742 7/25/11 20.828 -2,447 2,554 107 36,792  143,240 -6,448 136,792
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,730  138,933 -1,203 137,730
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,423  137,161 262 137,423
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 37,108  135,390 1,718 137,108
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 Frontline 39.36 17.878 333.728 4/11/11 77.243 -3,040 13,136 10,095 47,203  132,350 14,854 147,203
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 50,668  129,619 21,050 150,668
  Buy ASX 50 long James Hardie Ind 732.99 5.856   1/23/12 6.001 4,292        133,911 16,758  
    HSI-Fin AIA 1,635.55 2.624   5/14/12 2.577 4,292        138,203 12,466  
    HSI-Prop China Ov Land & Inv 1,392.60 1.541   6/10/13 2.124 2,146        140,349 10,320  
      China Res Land 1,518.65 1.413   6/10/13 2.183 2,146        142,495 8,174  
    HSI-C&I Sands China 1,671.08 2.568   5/21/12 2.614 4,292        146,787 3,882  
    OBX 25 Equinor 222.80 19.264   5/14/12 19.745 4,292        151,079 -410  
    Indices ISEQ-Overall 1.43 3,005.690   5/21/12 3,087.810 4,298        155,377 -4,708  
1/23/12 Sell France short Carrefour 95.69 17.050 41.032 6/27/11 26.450 -2,531 3,926 1,395 52,064  152,846 -782 152,064
    SSE 50 China Rwy Constr 4,217.19 0.506 0.789 6/06/11 0.632 -2,664 3,329 665 52,729  150,182 2,547 152,729
    Kospi 50 Hyundai Heavy 13.86 209.385 155.165 12/19/11 182.275 -2,526 2,151 -376 52,353  147,656 4,698 152,353
    ASX 50 long James Hardie Ind 732.99 6.001   1/16/12 5.856 -4,292 4,399 107 52,460  143,364 9,096 152,460
    HDAX short Commerzbank 138.93 14.511 24.359 8/01/11 18.801 -2,612 3,384 772 53,232  140,752 12,481 153,232
    Topix (FRA) Nintendo 23.62 105.744 115.679 8/01/11 110.600 -2,612 2,732 120 53,352  138,139 15,213 153,352
    CAC Mid 60 Genfit 713.96 1.723 8.978 5/16/11 3.933 -2,808 6,410 3,602 56,954  135,331 21,623 156,954
    QIX Pro7-Sat1 153.93 17.200 10.800 8/08/11 14.000 -2,155 1,662 -493 56,461  133,176 23,285 156,461
    DJ Global Titans long Philip Morris 44.72 57.914   12/26/11 60.439 -2,703 2,590 -113 56,348  130,473 25,875 156,348
  Buy France Hermes International 17.96 253.600   4/23/12 251.250 4,555        135,028 21,320  
    SSE 50 China Minsheng Bk 6,821.93 0.668   3/19/12 0.633 4,555        139,583 16,765  
    Kospi 50 Samsung Electronics 296.82 15.346   5/21/12 16.200 4,555        144,138 12,210  
    ASX 50 short QBE Insurance 475.19 9.586   1/30/12 9.544 4,555        148,693 7,655  
    HDAX long Dürr 499.18 9.125   8/04/14 28.230 4,555        153,248 3,100  
    Topix (FRA) Fast Retailing 31.17 146.118   2/27/12 148.473 4,555        157,802 -1,454  
    CAC Mid 60 Innate Pharma 2,663.74 1.710   5/14/12 1.650 4,555        162,357 -6,009  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    QIX Freenet 433.19 10.515   1/18/16 28.325 4,555        166,912 -10,564  
    DJ Global Titans short Bank of America 812.10 5.609   2/06/12 6.060 4,555        171,467 -15,119  
1/30/12 Sell ASX 50 short QBE Insurance 475.19 9.544 9.628 1/23/12 9.586 -4,555 4,575 20 56,368  166,912 -10,544 156,368
    SDAX Heidelberger Druck 942.05 1.657 5.072 5/23/11 2.899 -2,731 4,778 2,047 58,415  164,181 -5,766 158,415
    OMXH 25 long Wärtsilä 424.00 8.837   1/09/12 8.363 -3,546 3,747 201 58,616  160,635 -2,019 158,616
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 2/07/11 4.360 -4,307 7,053 2,746 61,362  156,328 5,033 161,362
  Buy ASX 50 long James Hardie Ind 721.64 5.763   8/17/15 12.058 4,159        160,487 874  
    SDAX Encavis 1,376.70 3.021   5/21/12 2.951 4,159        164,646 -3,285  
    OMXH 25 short Nokia 1,071.91 3.880   2/13/12 3.800 4,159        168,805 -7,444  
    BSE Sensex 30 long Hindustan Unilever 686.17 6.061   11/16/15 11.144 4,159        172,964 -11,603  
2/06/12 Sell CAC 40 short Carrefour 100.83 18.345 51.259 5/09/11 30.665 -3,092 5,168 2,076 63,438  169,873 -6,434 163,438
    TecDAX SMA Solar 48.04 50.420 107.875 3/14/11 73.750 -3,543 5,182 1,639 65,078  166,330 -1,252 165,078
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 65,302  163,020 2,282 165,302
    PSI 20 Teixeira Duarte 4,983.61 0.190 1.958 4/11/11 0.610 -3,040 9,760 6,720 72,022  159,980 12,042 172,022
    DJ Global Titans Bank of America 812.10 6.060 5.157 1/23/12 5.609 -4,555 4,188 -367 71,655  155,425 16,231 171,655
  Buy CAC 40 long Airbus 172.49 27.230   4/09/12 29.725 4,697        160,121 11,534  
    IBEX 35 Bankinter 1,360.66 3.452   2/13/12 3.297 4,697        164,818 6,837  
    PSI 20 Jerónimo Martins 365.81 12.840   2/20/12 12.970 4,697        169,515 2,140  
    MerVal short Gr Fin Galicia 7,919.41 0.593   2/27/12 0.596 4,697        174,212 -2,557  
    DJ Global Titans long Apple 372.78 12.600   5/21/12 15.695 4,697        178,910 -7,254  
2/13/12 Sell IBEX 35 long Bankinter 1,360.66 3.297   2/06/12 3.452 -4,697 4,486 -211 71,444  174,213 -2,768 171,444
    OMXH 25 short Nokia 1,071.91 3.800 3.962 1/30/12 3.880 -4,159 4,247 88 71,532  170,054 1,478 171,532
    Nikkei (TYO) Tokyo Electric Power 748.43 1.953 8.741 5/09/11 4.131 -3,092 6,542 3,450 74,982  166,962 8,020 174,982
    Topix (TYO) Nintendo 15.00 104.998 129.488 8/29/11 116.602 -1,749 1,942 193 75,175  165,212 9,963 175,175
    GEX MeVis Medical 290.82 5.650 26.343 3/07/11 12.200 -3,548 7,661 4,113 79,288  161,664 17,624 179,288
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy IBEX 35 Sacyr 1,485.21 3.314   8/20/12 1.284 4,922        166,586 12,702  
    OMXH 25 long Nokian Tyres 146.05 33.700   4/09/12 36.040 4,922        171,508 7,780  
    Topix (TYO) Fast Retailing 31.78 154.867   5/07/12 167.646 4,922        176,430 2,858  
    GEX 4SC 79.91 61.593   5/07/12 48.084 4,922        181,352 -2,064  
2/20/12 Sell TSX 60 short BlackBerry 102.09 11.318 81.048 5/09/11 30.287 -3,092 8,274 5,182 84,471  178,260 6,211 184,471
    PSI 20 long Jerónimo Martins 365.81 12.970   2/06/12 12.840 -4,697 4,745 48 84,518  173,563 10,955 184,518
  Buy TSX 60 Constellation Soft 69.11 70.699   4/16/12 66.838 4,886        178,449 6,069  
    PSI 20 short Pharol 1,163.33 4.200   2/27/12 3.989 4,886        183,335 1,183  
    SLI long Sonova 57.29 85.291   4/23/12 82.016 4,886        188,221 -3,703  
2/27/12 Sell PSI 20 short Pharol 1,163.33 3.989 4.422 2/20/12 4.200 -4,886 5,144 258 84,777  183,335 1,441 184,777
    MerVal Gr Fin Galicia 7,919.41 0.596 0.591 2/06/12 0.593 -4,697 4,677 -20 84,757  178,638 6,119 184,757
    Topix (FRA) long Fast Retailing 31.17 148.473   1/23/12 146.118 -4,555 4,628 73 84,830  174,084 10,746 184,830
  Buy PSI 20 Jerónimo Martins 360.28 13.570   3/12/12 14.360 4,889        178,973 5,857  
    Topix (FRA) short Mazda Motor 765.10 6.390   3/05/12 6.150 4,889        183,862 968  
3/05/12 Sell NZX 50 short Heartland 6,222.66 0.277 0.329 10/31/11 0.302 -1,878 2,050 172 85,002  181,984 3,018 185,002
    Topix (FRA) Mazda Motor 765.10 6.150 6.639 2/27/12 6.390 -4,889 5,080 191 85,193  177,095 8,098 185,193
  Buy MerVal Aluar 10,068.76 0.480   3/12/12 0.513 4,832        181,927 3,266  
    NZX 50 long a2 Milk 20,782.80 0.233   5/21/12 0.267 4,832        186,759 -1,566  
    Topix (FRA) Isuzu Motors 575.10 8.402   3/19/12 8.620 4,832        191,591 -6,398  
3/12/12 Sell BEL 20 short Bekaert 55.23 24.765 102.733 7/11/11 50.440 -2,786 5,674 2,888 88,081  188,805 -724 188,081
    PSI 20 long Jerónimo Martins 360.28 14.360   2/27/12 13.570 -4,889 5,174 285 88,365  183,916 4,450 188,365
    MerVal short Aluar 10,068.76 0.513 0.447 3/05/12 0.480 -4,832 4,501 -331 88,034  179,084 8,950 188,034
  Buy BEL 20 long Galapagos 392.66 12.540   5/14/12 10.990 4,924        184,008 4,026  
    PSI 20 short Pharol 1,250.06 3.939   3/26/12 4.022 4,924        188,932 -898  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,821.93 0.633   1/23/12 0.668 -4,555 4,319 -236 87,798  184,377 3,421 187,798
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Isuzu Motors 575.10 8.620   3/05/12 8.402 -4,832 4,957 125 87,924  179,545 8,379 187,924
  Buy SSE 50 short Anhui Conch Cement 2,509.85 1.955   4/09/12 2.031 4,907        184,452 3,472  
    Topix (FRA) Mazda Motor 759.60 6.460   8/13/12 4.800 4,907        189,359 -1,435  
3/26/12 Sell ATX short Flughafen Wien 302.41 7.050 9.772 7/18/11 8.300 -2,510 2,955 445 88,369  186,849 1,520 188,369
    PSI 20 Pharol 1,250.06 4.022 3.856 3/12/12 3.939 -4,924 4,820 -104 88,265  181,925 6,340 188,265
  Buy ATX long Österreichische Post 193.06 25.200   4/09/12 25.800 4,865        186,790 1,475  
    PSI 20 Jerónimo Martins 326.51 14.900   4/02/12 15.420 4,865        191,655 -3,390  
4/02/12 Sell   long Jerónimo Martins 326.51 15.420   3/26/12 14.900 -4,865 5,035 170 88,435  186,790 1,645 188,435
    Athex LC short Piraeus Financial 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 106,674  182,467 24,207 206,674
  Buy PSI 20 Banco Comercial 8,764.04 0.659   8/20/12 0.452 5,772        188,239 18,435  
    Athex LC long EYDAP 1,450.25 3.980   4/16/12 4.030 5,772        194,011 12,663  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,509.85 2.031 1.880 3/19/12 1.955 -4,907 4,717 -190 106,484  189,104 17,380 206,484
    ATX long Österreichische Post 193.06 25.800   3/26/12 25.200 -4,865 4,981 116 106,600  184,239 22,361 206,600
    CAC 40 Airbus 172.49 29.725   2/06/12 27.230 -4,697 5,127 430 107,030  179,542 27,488 207,030
    AEX Vopak 71.37 44.780   1/02/12 41.095 -2,933 3,196 263 107,293  176,609 30,684 207,293
    OMXH 25 Nokian Tyres 146.05 36.040   2/13/12 33.700 -4,922 5,264 342 107,635  171,687 35,948 207,635
  Buy SSE 50 China Northern Rare 2,108.45 2.888   6/04/12 3.823 6,089        177,776 29,859  
    ATX short Zumtobel 621.07 9.804   4/16/12 9.950 6,089        183,865 23,770  
    AEX ArcelorMittal 157.22 38.730   9/03/12 35.565 6,089        189,954 17,681  
    OMXH 25 Outokumpu 524.01 11.620   8/20/12 6.980 6,089        196,043 11,592  
4/16/12 Sell ATX short Zumtobel 621.07 9.950 9.658 4/09/12 9.804 -6,089 5,998 -91 107,544  189,954 17,590 207,544
    TSX 60 long Constellation Soft 69.11 66.838   2/20/12 70.699 -4,886 4,619 -267 107,278  185,068 22,209 207,278
    Athex LC EYDAP 1,450.25 4.030   4/02/12 3.980 -5,772 5,845 73 107,350  179,296 28,054 207,350
  Buy ATX Österreichische Post 220.21 26.725   5/21/12 27.000 5,885        185,181 22,169  
    TSX 60 short BlackBerry 582.35 10.106   8/20/12 5.638 5,885        191,066 16,284  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Athex LC Public Power 3,796.77 1.550   9/03/12 1.330 5,885        196,951 10,399  
4/23/12 Sell France long Hermes International 17.96 251.250   1/23/12 253.600 -4,555 4,512 -42 107,308  192,397 14,911 207,308
    SLI Sonova 57.29 82.016   2/20/12 85.291 -4,886 4,699 -188 107,120  187,510 19,610 207,120
  Buy France short Solocal 3.84 1,476.830   8/13/12 1,038.280 5,671        193,181 13,939  
    MerVal YPF 421.94 13.433   8/27/12 14.446 5,668        198,849 8,271  
    SLI Lonza 164.27 34.504   11/26/12 36.099 5,668        204,517 2,603  
    GCX REC Silicon 1,629.34 3.479   2/11/13 1.027 5,668        210,185 -3,065  
4/30/12 Sell SP Global 100 short Carrefour 130.08 15.175 26.570 8/01/11 20.080 -2,612 3,456 844 107,965  207,573 391 207,965
  Buy   long Apple 330.91 15.738   10/20/14 19.487 5,208        212,781 -4,817  
5/07/12 Sell Nordic 30 long Equinor 126.65 19.757   11/28/11 18.255 -2,312 2,502 190 108,155  210,469 -2,315 208,155
    Topix (TYO) Fast Retailing 31.78 167.646   2/13/12 154.867 -4,922 5,328 406 108,561  205,548 3,013 208,561
    GEX 4SC 79.91 48.084   2/13/12 61.593 -4,922 3,842 -1,080 107,481  200,626 6,856 207,481
  Buy Nordic 30 short Nokia 2,232.50 2.400   8/13/12 2.220 5,358        205,984 1,498  
    Topix (TYO) Sony 457.18 11.720   6/11/12 10.270 5,358        211,342 -3,860  
5/14/12 Sell Germany long Encavis 903.02 2.970   1/02/12 3.248 -2,933 2,682 -251 107,230  208,409 -1,178 207,230
    MDAX short Ceconomy 224.22 7.298 12.656 8/08/11 9.611 -2,155 2,838 683 107,913  206,254 1,659 207,913
    HSI-Fin long AIA 1,635.55 2.577   1/16/12 2.624 -4,292 4,215 -77 107,836  201,962 5,875 207,836
    BEL 20 Galapagos 392.66 10.990   3/12/12 12.540 -4,924 4,315 -609 107,228  197,038 10,190 207,228
    OMXC 20 Tryg 268.91 8.768   11/28/11 8.598 -2,312 2,358 46 107,274  194,726 12,548 207,274
    OBX 25 Equinor 222.80 19.745   1/16/12 19.264 -4,292 4,399 107 107,381  190,434 16,947 207,381
    OMXS 30 Getinge 62.01 19.967   11/28/11 18.641 -1,156 1,238 82 107,463  189,278 18,185 207,463
    FT 30 Tate & Lyle 3.13 858.422   12/19/11 808.105 -2,529 2,687 157 107,621  186,748 20,872 207,621
    Nikkei (FRA) Aozora Bank 82.97 18.670   1/09/12 21.370 -1,773 1,549 -224 107,397  184,975 22,421 207,397
      Nitto Boseki 136.65 12.260   1/09/12 12.975 -1,773 1,675 -98 107,299  183,202 24,096 207,299
    CAC Mid 60 Innate Pharma 2,663.74 1.650   1/23/12 1.710 -4,555 4,395 -160 107,139  178,647 28,492 207,139
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Germany short SolarWorld 24.90 236.550   9/10/12 182.550 5,890        184,537 22,602  
    MDAX long Dürr 538.10 10.946   5/21/12 10.445 5,890        190,427 16,712  
    HSI-Fin short HK Exchgs & Clrg 518.67 11.356   9/17/12 11.718 5,890        196,317 10,822  
    BEL 20 Bekaert 257.77 22.850   6/25/12 18.225 5,890        202,207 4,932  
    OMXC 20 Vestas Wind Systems 5,197.67 1.133   5/28/12 1.008 5,890        208,097 -958  
    OBX 25 REC Silicon 1,701.57 3.462   9/03/12 2.359 5,890        213,987 -6,848  
    OMXS 30 ABB 227.12 12.967   7/23/12 14.168 2,945        216,932 -9,793  
      Nokia 1,259.41 2.338   7/23/12 1.752 2,945        219,877 -12,738  
    FT 30 Man Group 57.04 103.259   8/06/12 106.958 5,890        225,767 -18,628  
    Nikkei (FRA) Nippon Sheet Glass 325.77 9.040   1/07/13 9.100 2,945        228,712 -21,573  
      Sharp 76.24 38.630   1/07/13 23.550 2,945        231,657 -24,518  
    CAC Mid 60 Vallourec 4.26 1,382.400   9/10/12 1,453.800 5,889        237,546 -30,407  
5/21/12 Sell HSI long Lenovo 5,020.43 0.656   12/26/11 0.538 -2,703 3,292 589 107,728  234,843 -27,115 207,728
    Kospi 50 Samsung Electronics 296.82 16.200   1/23/12 15.346 -4,555 4,809 254 107,982  230,288 -22,307 207,982
    ATX Österreichische Post 220.21 27.000   4/16/12 26.725 -5,885 5,946 61 108,043  224,403 -16,361 208,043
    MDAX Dürr 538.10 10.445   5/14/12 10.946 -5,890 5,620 -270 107,773  218,513 -10,740 207,773
    SDAX Encavis 1,376.70 2.951   1/30/12 3.021 -4,159 4,063 -96 107,677  214,354 -6,678 207,677
    HSI-C&I Sands China 1,671.08 2.614   1/16/12 2.568 -4,292 4,368 76 107,753  210,062 -2,309 207,753
    ISEQ 20 Flutter 32.52 50.010   1/02/12 45.100 -1,467 1,626 160 107,913  208,596 -683 207,913
      Ryanair 387.96 4.040   1/02/12 3.780 -1,466 1,567 101 108,013  207,129 884 208,013
    SMI short Credit Suisse 105.21 15.602 55.361 5/09/11 29.390 -3,092 5,825 2,732 110,746  204,037 6,709 210,746
    NZX 50 long a2 Milk 20,782.80 0.267   3/05/12 0.233 -4,832 5,541 709 111,455  199,205 12,250 211,455
    Indices ISEQ-Overall 1.43 3,087.810   1/16/12 3,005.690 -4,298 4,416 117 111,572  194,907 16,665 211,572
    DJ Global Titans Apple 372.78 15.695   2/06/12 12.600 -4,697 5,851 1,154 112,726  190,210 22,516 212,726
  Buy HSI short China Unicom 4,947.42 1.189   8/20/12 1.370 5,881        196,091 16,635  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Kospi 50 SK Holdings 104.50 56.279   7/23/12 68.528 5,881        201,972 10,754  
    ATX Zumtobel 596.57 9.858   6/25/12 8.050 5,881        207,853 4,873  
    MDAX Ströer Media 740.40 7.943   5/28/12 8.000 5,881        213,734 -1,008  
    TecDAX SMA Solar 223.48 26.315   12/22/14 14.800 5,881        219,615 -6,889  
    SDAX Klöckner 750.70 7.834   10/29/12 7.058 5,881        225,496 -12,770  
    HSI-C&I Citic Pacific 4,964.54 1.185   9/17/12 0.959 5,881        231,377 -18,651  
    ISEQ 20 Bank of Ireland 1,126.63 2.610   8/27/12 2.490 2,941        234,317 -21,592  
      Smurfit Kappa 529.82 5.550   8/27/12 6.550 2,941        237,258 -24,532  
    SMI long Richemont 122.42 48.039   5/28/12 48.077 5,881        243,139 -30,413  
    NZX 50 short KMD Brands 6,166.51 0.954   7/30/12 0.992 5,881        249,020 -36,294  
    Indices Athex Large Cap 2.90 2,028.100   9/10/12 2,671.700 5,881        254,901 -42,176  
    Nikkei (TYO) Nippon Sheet Glass 690.33 8.519   7/02/12 8.411 5,881        260,782 -48,057  
    DJ Global Titans Telefónica 599.12 9.816   5/28/12 9.440 5,881        266,663 -53,938  
5/28/12 Sell MDAX short Ströer Media 740.40 8.000 7.886 5/21/12 7.943 -5,881 5,839 -42 112,684  260,782 -48,099 212,684
    OMXC 20 Vestas Wind Systems 5,197.67 1.008 1.274 5/14/12 1.133 -5,890 6,622 732 113,415  254,892 -41,477 213,415
    SMI long Richemont 122.42 48.077   5/21/12 48.039 -5,881 5,886 5 113,420  249,011 -35,591 213,420
    DJ Global Titans short Telefónica 599.12 9.440 10.207 5/21/12 9.816 -5,881 6,115 234 113,654  243,130 -29,476 213,654
  Buy MDAX long Rhön-Klinikum 209.32 21.995   6/04/12 22.100 4,604        247,734 -34,080  
    OMXC 20 GN Store Nord 67.56 68.150   6/04/12 67.500 4,604        252,339 -38,684  
    SMI short Credit Suisse 292.61 15.734   6/04/12 15.300 4,604        256,943 -43,288  
    DJ Global Titans long Apple 282.33 16.307   10/22/12 17.386 4,604        261,547 -47,892  
6/04/12 Sell SSE 50 long China Northern Rare 2,108.45 3.823   4/09/12 2.888 -6,089 8,061 1,972 115,626  255,458 -39,831 215,626
    DAX Merck (EMD) 68.86 36.500   12/19/11 36.695 -2,527 2,513 -13 115,613  252,931 -37,318 215,613
    MDAX Rhön-Klinikum 209.32 22.100   5/28/12 21.995 -4,604 4,626 22 115,635  248,327 -32,692 215,635
    FTSE Next 0.74 3,698.710   11/28/11 3,105.900 -2,298 2,737 439 116,073  246,028 -29,955 216,073
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 GN Store Nord 67.56 67.500   5/28/12 68.150 -4,604 4,560 -44 116,030  241,424 -25,395 216,030
    SMI short Credit Suisse 292.61 15.300 16.181 5/28/12 15.734 -4,604 4,735 131 116,160  236,820 -20,660 216,160
  Buy SSE 50 China Unicom 9,658.10 0.506   12/10/12 0.413 4,887        241,707 -25,547  
    DAX thyssenkrupp 385.71 12.670   7/16/12 14.565 4,887        246,594 -30,434  
    MDAX Ströer Media 583.52 8.375   6/18/12 8.546 4,887        251,481 -35,321  
    FTSE Aviva 14.62 334.157   7/30/12 382.206 4,885        256,367 -40,206  
    OMXC 20 Vestas Wind Systems 5,599.22 0.873   6/18/12 0.791 4,887        261,254 -45,093  
    SMI long Swiss Re 111.72 43.744   6/11/12 46.079 4,887        266,141 -49,980  
6/11/12 Sell   long Swiss Re 111.72 46.079   6/04/12 43.744 -4,887 5,148 261 116,421  261,254 -44,833 216,421
    Topix (TYO) short Sony 457.18 10.270 13.374 5/07/12 11.720 -5,358 6,114 756 117,177  255,896 -38,718 217,177
  Buy SMI Credit Suisse 277.50 16.076   6/18/12 14.519 4,461        260,357 -43,179  
    Topix (TYO) long Subaru 737.66 6.048   1/11/16 33.663 4,461        264,818 -47,640  
6/18/12 Sell MDAX short Ströer Media 583.52 8.546 8.204 6/04/12 8.375 -4,887 4,787 -100 117,078  259,931 -42,853 217,078
    OMXC 20 Vestas Wind Systems 5,599.22 0.791 0.963 6/04/12 0.873 -4,887 5,394 507 117,585  255,044 -37,459 217,585
    SMI Credit Suisse 277.50 14.519 17.799 6/11/12 16.076 -4,461 4,939 478 118,063  250,583 -32,519 218,063
  Buy MDAX long Dürr 409.81 11.318   6/25/12 11.594 4,638        255,221 -37,157  
    OMXC 20 GN Store Nord 63.32 73.250   6/25/12 71.650 4,638        259,859 -41,796  
    SMI Swiss Re 99.49 46.620   11/19/12 54.864 4,638        264,497 -46,434  
6/25/12 Sell ATX short Zumtobel 596.57 8.050 12.072 5/21/12 9.858 -5,881 7,202 1,321 119,384  258,616 -39,232 219,384
    MDAX long Dürr 409.81 11.594   6/18/12 11.318 -4,638 4,751 113 119,497  253,978 -34,481 219,497
    RTX short Mobile TeleSystems 212.01 13.400 11.240 8/01/11 12.320 -2,612 2,383 -229 119,268  251,366 -32,098 219,268
    BEL 20 Bekaert 257.77 18.225 28.649 5/14/12 22.850 -5,890 7,385 1,495 120,763  245,476 -24,713 220,763
    OMXC 20 long GN Store Nord 63.32 71.650   6/18/12 73.250 -4,638 4,537 -101 120,662  240,838 -20,176 220,662
    DJTA Kirby 47.55 36.163   12/05/11 48.011 -2,283 1,720 -563 120,098  238,555 -18,457 220,098
  Buy ATX Österreichische Post 194.71 25.890   7/29/13 31.600 5,041        243,596 -23,498  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX short Ströer Media 626.91 8.041   7/02/12 8.090 5,041        248,637 -28,539  
    RTX long Magnit 237.22 21.250   7/02/12 22.430 5,041        253,678 -33,580  
    BEL 20 Galapagos 411.51 12.250   10/22/12 16.900 5,041        258,719 -38,621  
    OMXC 20 short Vestas Wind Systems 6,211.95 0.812   7/16/12 0.678 5,041        263,760 -43,662  
    DJTA Ryder System 184.49 27.323   7/02/12 27.880 5,041        268,801 -48,702  
7/02/12 Sell MDAX short Ströer Media 626.91 8.090 7.992 6/25/12 8.041 -5,041 5,010 -31 120,068  263,760 -43,692 220,068
    RTX long Magnit 237.22 22.430   6/25/12 21.250 -5,041 5,321 280 120,348  258,719 -38,371 220,348
    DJTA short Ryder System 184.49 27.880 26.767 6/25/12 27.323 -5,041 4,938 -103 120,245  253,678 -33,433 220,245
    STI Wilmar International 1,091.71 2.197 3.631 5/02/11 2.824 -3,083 3,964 881 121,125  250,595 -29,470 221,125
    Nikkei (TYO) Nippon Sheet Glass 690.33 8.411 8.629 5/21/12 8.519 -5,881 5,957 76 121,201  244,714 -23,513 221,201
  Buy MDAX long Dürr 396.47 12.465   7/23/12 13.345 4,942        249,656 -28,455  
    RTX short RusHydro 2,434.48 2.030   7/09/12 2.080 4,942        254,598 -33,397  
    DJTA long Delta Air Lines 562.86 8.780   9/17/12 7.031 4,942        259,540 -38,339  
    STI ThaiBev 23,289.35 0.212   6/10/13 0.382 4,942        264,482 -43,281  
    Nikkei (TYO) OKI Electric 387.16 12.765   7/16/12 12.784 4,942        269,424 -48,223  
7/09/12 Sell RTX short RusHydro 2,434.48 2.080 1.980 7/02/12 2.030 -4,942 4,820 -122 121,079  264,482 -43,402 221,079
  Buy   long Magnit 205.22 21.640   7/16/12 22.510 4,441        268,923 -47,843  
7/16/12 Sell DAX short thyssenkrupp 385.71 14.565 10.775 6/04/12 12.670 -4,887 4,156 -731 120,349  264,036 -43,687 220,349
    RTX long Magnit 205.22 22.510   7/09/12 21.640 -4,441 4,620 179 120,527  259,595 -39,068 220,527
    OMXC 20 short Vestas Wind Systems 6,211.95 0.678 0.971 6/25/12 0.812 -5,041 6,031 990 121,517  254,554 -33,037 221,517
    Nikkei (TYO) long OKI Electric 387.16 12.784   7/02/12 12.765 -4,942 4,949 7 121,525  249,612 -28,087 221,525
  Buy DAX Continental 81.22 59.533   8/11/14 133.083 4,835        254,447 -32,923  
    RTX short RusHydro 2,269.95 2.130   9/03/12 2.010 4,835        259,282 -37,758  
    OMXC 20 long Genmab 570.92 8.469   6/24/13 22.604 4,835        264,117 -42,593  
    Nikkei (TYO) short Nippon Sheet Glass 633.77 7.629   11/19/12 7.143 4,835        268,952 -47,428  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/23/12 Sell Kospi 50 short SK Holdings 104.50 68.528 44.029 5/21/12 56.279 -5,881 4,601 -1,280 120,244  263,071 -42,827 220,244
    MDAX long Dürr 396.47 13.345   7/02/12 12.465 -4,942 5,291 349 120,593  258,129 -37,536 220,593
    OMXS 30 short ABB 227.12 14.168 11.765 5/14/12 12.967 -2,945 2,672 -273 120,321  255,184 -34,864 220,321
      Nokia 1,259.41 1.752 3.121 5/14/12 2.338 -2,945 3,931 986 121,306  252,239 -30,933 221,306
  Buy Kospi 50 long Amorepacific Group 181.88 26.166   10/20/14 87.497 4,759        256,998 -35,692  
    MDAX short Ströer Media 600.35 7.927   8/06/12 7.080 4,759        261,757 -40,451  
    OMXS 30 long Electrolux 134.27 17.722   6/24/13 19.030 2,379        264,137 -42,830  
      Swedbank 172.57 13.789   6/24/13 16.871 2,380        266,516 -45,210  
7/30/12 Sell FTSE short Aviva 14.62 382.206 286.108 6/04/12 334.157 -4,885 4,183 -702 120,604  261,631 -41,027 220,604
    NZX 50 KMD Brands 6,166.51 0.992 0.916 5/21/12 0.954 -5,881 5,647 -234 120,369  255,750 -35,380 220,369
  Buy FTSE long Ashtead 13.88 333.248   8/24/15 1,199.890 4,625        260,375 -40,006  
8/06/12 Sell MDAX short Ströer Media 600.35 7.080 8.875 7/23/12 7.927 -4,759 5,328 569 120,939  255,616 -34,678 220,939
    FT 30 Man Group 57.04 106.958 99.561 5/14/12 103.259 -5,890 5,679 -211 120,728  249,726 -28,999 220,728
  Buy MDAX long Dürr 346.38 13.838   10/29/12 14.790 4,793        254,519 -33,792  
    FT 30 Ferguson 1.56 3,068.570   6/24/13 3,452.810 4,787        259,306 -38,579  
8/13/12 Sell France short Solocal 3.84 1,038.280 2,100.620 4/23/12 1,476.830 -5,671 8,066 2,395 123,123  253,635 -30,512 223,123
    Nordic 30 Nokia 2,232.50 2.220 2.595 5/07/12 2.400 -5,358 5,792 434 123,558  248,277 -24,720 223,558
    Topix (FRA) Mazda Motor 759.60 4.800 8.694 3/19/12 6.460 -4,907 6,604 1,697 125,255  243,370 -18,116 225,255
  Buy France long Eurofins Scientific 500.05 10.355   4/22/13 15.325 5,178        248,548 -23,294  
    Nordic 30 Pandora 462.64 11.192   6/03/13 26.264 5,178        253,726 -28,472  
    Topix (FRA) Softbank 320.84 16.139   9/03/12 15.996 5,178        258,904 -33,650  
8/20/12 Sell HSI short China Unicom 4,947.42 1.370 1.008 5/21/12 1.189 -5,881 4,987 -895 124,360  253,023 -28,663 224,360
    IBEX 35 Sacyr 1,485.21 1.284 8.553 2/13/12 3.314 -4,922 12,704 7,782 132,142  248,101 -15,960 232,142
    OMXH 25 Outokumpu 524.01 6.980 19.345 4/09/12 11.620 -6,089 10,137 4,048 136,189  242,012 -5,823 236,189
    TSX 60 BlackBerry 582.35 5.638 18.115 4/16/12 10.106 -5,885 10,549 4,664 140,854  236,127 4,726 240,854
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 Banco Comercial 8,764.04 0.452 0.960 4/02/12 0.659 -5,772 8,410 2,638 143,492  230,355 13,136 243,492
  Buy HSI long Galaxy Entertainment 2,727.12 2.352   4/22/13 3.135 6,415        236,770 6,721  
    IBEX 35 Grifols 570.73 11.240   11/05/12 13.025 6,415        243,185 306  
    OMXH 25 Huhtamäki 539.53 11.890   10/22/12 12.450 6,415        249,600 -6,109  
    TSX 60 Couche-Tard 959.61 6.685   4/22/13 7.405 6,415        256,015 -12,524  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,126.63 2.490 2.736 5/21/12 2.610 -2,941 3,082 142 143,633  253,075 -9,441 243,633
      Smurfit Kappa 529.82 6.550 4.550 5/21/12 5.550 -2,941 2,411 -530 143,104  250,134 -7,031 243,104
    MerVal YPF 421.94 14.446 12.421 4/23/12 13.433 -5,668 5,241 -427 142,676  244,466 -1,790 242,676
  Buy ISEQ 20 long Kerry 80.12 37.580   6/17/13 42.250 3,011        247,477 -4,801  
      Smurfit Kappa 459.69 6.550   6/17/13 12.270 3,011        250,488 -7,812  
9/03/12 Sell S&P 100 long Biogen 39.25 116.954   1/09/12 90.342 -3,546 4,590 1,045 143,721  246,942 -3,221 243,721
    AEX short ArcelorMittal 157.22 35.565 42.177 4/09/12 38.730 -6,089 6,631 542 144,263  240,853 3,410 244,263
    RTX RusHydro 2,269.95 2.010 2.257 7/16/12 2.130 -4,835 5,124 289 144,552  236,018 8,533 244,552
    OBX 25 REC Silicon 1,701.57 2.359 5.080 5/14/12 3.462 -5,890 8,643 2,753 147,305  230,128 17,177 247,305
    Athex LC Public Power 3,796.77 1.330 1.806 4/16/12 1.550 -5,885 6,858 974 148,279  224,243 24,035 248,279
    Topix (FRA) long Softbank 320.84 15.996   8/13/12 16.139 -5,178 5,132 -46 148,233  219,065 29,167 248,233
  Buy S&P 100 short HP 513.29 13.511   9/17/12 13.872 6,935        226,000 22,232  
    RTX long Magnit 286.33 24.220   9/17/12 27.650 6,935        232,935 15,297  
    OBX 25 Grieg Seafood 5,056.88 1.371   1/07/13 1.707 6,935        239,870 8,362  
    Athex LC Alpha Bank 103.51 67.000   3/25/13 37.850 6,935        246,805 1,427  
    MerVal short Pampa Energía 41,255.21 0.168   9/10/12 0.164 6,935        253,740 -5,508  
    Topix (FRA) Kansai Electric Pwr 1,216.24 5.702   3/11/13 6.145 6,935        260,675 -12,443  
9/10/12 Sell Germany short SolarWorld 24.90 182.550 306.524 5/14/12 236.550 -5,890 7,632 1,742 149,975  254,785 -4,810 249,975
    MerVal Pampa Energía 41,255.21 0.164 0.172 9/03/12 0.168 -6,935 7,108 173 150,148  247,850 2,298 250,148
    CAC Mid 60 Vallourec 4.26 1,453.800 1,311.000 5/14/12 1,382.400 -5,889 5,585 -304 149,844  241,961 7,883 249,844
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices Athex Large Cap 2.90 2,671.700 1,384.500 5/21/12 2,028.100 -5,881 4,015 -1,866 147,978  236,080 11,898 247,978
  Buy Germany long ADLER Real Estate 5,505.08 1.180   6/24/13 2.050 6,496        242,576 5,402  
    CAC Mid 60 Eurofins Scientific 590.55 11.000   4/22/13 15.325 6,496        249,072 -1,094  
    Indices OMXC 20 97.83 66.404   6/17/13 70.001 6,496        255,568 -7,590  
9/17/12 Sell S&P 100 short HP 513.29 13.872 13.150 9/03/12 13.511 -6,935 6,750 -185 147,792  248,633 -841 247,792
    RTX long Magnit 286.33 27.650   9/03/12 24.220 -6,935 7,917 982 148,774  241,698 7,076 248,774
    HSI-Fin short HK Exchgs & Clrg 518.67 11.718 10.994 5/14/12 11.356 -5,890 5,702 -188 148,587  235,808 12,778 248,587
    HSI-C&I Citic Pacific 4,964.54 0.959 1.464 5/21/12 1.185 -5,881 7,267 1,386 149,972  229,927 20,045 249,972
    DJTA long Delta Air Lines 562.86 7.031   7/02/12 8.780 -4,942 3,958 -984 148,988  224,985 24,003 248,988
  Buy S&P 100 Gilead Sciences 272.28 25.063   10/13/14 79.611 6,824        231,809 17,178  
    CAC 40 Credit Agricole 1,140.37 5.984   9/24/12 5.714 6,824        238,633 10,354  
    RTX short RusHydro 3,265.07 2.090   2/04/13 1.770 6,824        245,457 3,530  
    HSI-Fin long Bank of China (HK) 2,859.06 2.387   5/13/13 2.748 6,824        252,281 -3,294  
    HSI-C&I Galaxy Entertainment 2,807.08 2.431   4/08/13 3.018 6,824        259,105 -10,118  
    DJTA short Expeditors Wash 232.79 29.314   9/24/12 28.398 6,824        265,929 -16,941  
9/24/12 Sell CAC 40 long Credit Agricole 1,140.37 5.714   9/17/12 5.984 -6,824 6,516 -308 148,680  259,105 -10,425 248,680
    DJTA short Expeditors Wash 232.79 28.398 30.259 9/17/12 29.314 -6,824 7,044 220 148,900  252,281 -3,381 248,900
  Buy   long Avis Budget 494.16 12.419   7/20/15 38.916 6,137        258,418 -9,518  
10/01/12 Buy CAC Next 20 short Hermes International 28.30 211.450   12/10/12 235.500 5,984        264,402 -15,502  
10/15/12 Buy AEX short KPN 1,608.94 3.626   2/02/15 2.756 5,834        270,236 -21,336  
    MerVal Pampa Energía 38,687.00 0.151   10/22/12 0.141 5,834        276,070 -27,170  
10/22/12 Sell BEL 20 long Galapagos 411.51 16.900   6/25/12 12.250 -5,041 6,955 1,914 150,814  271,029 -20,216 250,814
    OMXH 25 Huhtamäki 539.53 12.450   8/20/12 11.890 -6,415 6,717 302 151,116  264,614 -13,499 251,116
    MerVal short Pampa Energía 38,687.00 0.141 0.161 10/15/12 0.151 -5,834 6,244 410 151,526  258,780 -7,255 251,526
    DJ Global Titans long Apple 282.33 17.386   5/28/12 16.307 -4,604 4,909 305 151,830  254,176 -2,346 251,830
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy BEL 20 short Bekaert 289.02 21.580   11/12/12 21.290 6,237        260,413 -8,583  
    OMXH 25 Outokumpu 963.99 6.470   11/05/12 6.200 6,237        266,651 -14,820  
    DJ Global Titans Telefónica 594.00 10.500   10/29/12 10.070 6,237        272,888 -21,057  
10/29/12 Sell MDAX long Dürr 346.38 14.790   8/06/12 13.838 -4,793 5,123 330 152,160  268,094 -15,934 252,160
    SDAX short Klöckner 750.70 7.058 8.695 5/21/12 7.834 -5,881 6,528 647 152,807  262,213 -9,407 252,807
    DJ Global Titans Telefónica 594.00 10.070 10.948 10/22/12 10.500 -6,237 6,503 266 153,073  255,976 -2,903 253,073
  Buy MDAX Ströer Media 943.29 6.630   1/14/13 6.901 6,254        262,231 -9,157  
    SDAX long ADLER Real Estate 3,958.23 1.580   11/26/12 1.285 6,254        268,485 -15,411  
    MerVal short Pampa Energía 43,190.61 0.145   12/24/12 0.147 6,254        274,739 -21,665  
    BAX long KUKA 267.55 23.375   6/24/13 31.820 6,254        280,992 -27,919  
    DJ Global Titans Bank of America 868.18 7.204   12/16/13 11.075 6,254        287,247 -34,173  
11/05/12 Sell MIB short UnipolSai 493.37 0.935 28.146 6/27/11 5.130 -2,531 13,887 11,356 164,429  284,716 -20,287 264,429
    IBEX 35 long Grifols 570.73 13.025   8/20/12 11.240 -6,415 7,434 1,019 165,448  278,301 -12,853 265,448
    OMXH 25 short Outokumpu 963.99 6.200 6.752 10/22/12 6.470 -6,237 6,509 272 165,719  272,063 -6,344 265,719
  Buy MIB long Azimut 696.90 9.304   8/04/14 18.460 6,484        278,547 -12,828  
    OMXH 25 Konecranes 256.79 25.250   11/12/12 24.380 6,484        285,031 -19,312  
11/12/12 Sell BEL 20 short Bekaert 289.02 21.290 21.874 10/22/12 21.580 -6,237 6,322 85 165,804  278,794 -12,990 265,804
    OMXH 25 long Konecranes 256.79 24.380   11/05/12 25.250 -6,484 6,261 -223 165,581  272,310 -6,730 265,581
  Buy BEL 20 Galapagos 382.67 16.910   6/24/13 14.210 6,471        278,781 -13,201  
    OMXH 25 short Outokumpu 1,007.94 6.420   12/31/12 7.400 6,471        285,252 -19,672  
11/19/12 Sell SMI long Swiss Re 99.49 54.864   6/18/12 46.620 -4,638 5,458 820 166,401  280,614 -14,213 266,401
    Nikkei (TYO) short Nippon Sheet Glass 633.77 7.143 8.148 7/16/12 7.629 -4,835 5,164 329 166,730  275,779 -9,049 266,730
  Buy PSI 20 Impresa 22,213.79 0.290   12/17/12 0.300 6,442        282,221 -15,491  
    SMI Julius Bär 246.63 26.121   12/17/12 27.324 6,442        288,663 -21,933  
    Nikkei (TYO) long Subaru 787.94 8.176   10/07/13 20.003 6,442        295,105 -28,375  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/26/12 Sell SDAX long ADLER Real Estate 3,958.23 1.285   10/29/12 1.580 -6,254 5,086 -1,168 165,562  288,851 -23,289 265,562
    SLI short Lonza 164.27 36.099 32.909 4/23/12 34.504 -5,668 5,406 -262 165,300  283,183 -17,883 265,300
  Buy SDAX Deutz 1,903.08 3.250   12/10/12 3.138 6,185        289,368 -24,068  
    SLI long Swiss Life 59.35 104.219   6/24/13 120.698 6,185        295,554 -30,253  
12/10/12 Sell SSE 50 short China Unicom 9,658.10 0.413 0.620 6/04/12 0.506 -4,887 5,983 1,096 166,397  290,667 -24,270 266,397
    SDAX Deutz 1,903.08 3.138 3.366 11/26/12 3.250 -6,185 6,406 221 166,617  284,482 -17,864 266,617
    CAC Next 20 Hermes International 28.30 235.500 187.400 10/01/12 211.450 -5,984 5,303 -681 165,937  278,498 -12,561 265,937
  Buy SSE 50 long China Rwy Constr 8,846.37 0.716   4/29/13 0.634 6,334        284,832 -18,895  
    CAC 40 Societe Generale 219.82 28.815   1/14/13 34.140 6,334        291,166 -25,229  
    SDAX ADLER Real Estate 4,524.29 1.400   6/10/13 2.099 6,334        297,500 -31,563  
12/17/12 Sell PSI 20 short Impresa 22,213.79 0.300 0.280 11/19/12 0.290 -6,442 6,220 -222 165,715  291,058 -25,343 265,715
    SMI Julius Bär 246.63 27.324 24.917 11/19/12 26.121 -6,442 6,145 -297 165,418  284,616 -19,198 265,418
  Buy   long Richemont 102.71 59.929   10/14/13 74.199 6,155        290,771 -25,353  
12/24/12 Sell MerVal short Pampa Energía 43,190.61 0.147 0.143 10/29/12 0.145 -6,254 6,163 -91 165,327  284,517 -19,190 265,327
  Buy   long Gr Fin Galicia 8,822.77 0.697   5/27/13 0.697 6,153        290,670 -25,343  
12/31/12 Sell OMXH 25 short Outokumpu 1,007.94 7.400 5.440 11/12/12 6.420 -6,471 5,483 -988 164,339  284,199 -19,860 264,339
  Buy   long Orion 275.27 22.200   3/18/13 22.000 6,111        290,310 -25,971  
1/07/13 Sell OBX 25 long Grieg Seafood 5,056.88 1.707   9/03/12 1.371 -6,935 8,631 1,696 166,035  283,375 -17,340 266,035
    Nikkei (FRA) short Nippon Sheet Glass 325.77 9.100 8.980 5/14/12 9.040 -2,945 2,925 -20 166,015  280,430 -14,415 266,015
      Sharp 76.24 23.550 63.366 5/14/12 38.630 -2,945 4,831 1,886 167,901  277,485 -9,584 267,901
  Buy IBEX 35 long Mediaset Esp 1,133.60 5.696   2/04/13 5.150 6,457        283,942 -16,041  
    OBX 25 short REC Silicon 3,582.64 1.802   1/21/13 1.488 6,457        290,399 -22,498  
    Nikkei (FRA) long Subaru 326.11 9.900   1/14/13 9.907 3,228        293,627 -25,726  
      Shinsei Bank 206.96 15.600   1/14/13 13.840 3,229        296,856 -28,955  
1/14/13 Sell CAC 40 long Societe Generale 219.82 34.140   12/10/12 28.815 -6,334 7,505 1,171 169,072  290,522 -21,450 269,072
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX short Ströer Media 943.29 6.901 6.359 10/29/12 6.630 -6,254 5,998 -256 168,816  284,268 -15,452 268,816
    Nikkei (FRA) long Subaru 326.11 9.907   1/07/13 9.900 -3,228 3,231 2 168,818  281,039 -12,221 268,818
      Shinsei Bank 206.96 13.840   1/07/13 15.600 -3,229 2,864 -364 168,454  277,811 -9,357 268,454
  Buy CAC 40 short Engie 419.77 15.430   1/28/13 15.390 6,477        284,288 -15,834  
    MDAX long KUKA 229.80 28.185   6/24/13 31.820 6,477        290,765 -22,310  
    Nikkei (FRA) short Screen 166.20 19.485   2/11/13 16.805 3,238        294,003 -25,549  
1/21/13 Sell OBX 25 short REC Silicon 3,582.64 1.488 2.182 1/07/13 1.802 -6,457 7,819 1,362 169,816  287,546 -17,730 269,816
  Buy   long Grieg Seafood 3,629.35 1.736   1/28/13 1.688 6,302        293,848 -24,032  
1/28/13 Sell CAC 40 short Engie 419.77 15.390 15.470 1/14/13 15.430 -6,477 6,494 17 169,833  287,371 -17,538 269,833
    OBX 25 long Grieg Seafood 3,629.35 1.688   1/21/13 1.736 -6,302 6,127 -175 169,657  281,069 -11,412 269,657
  Buy CAC 40 Credit Agricole 831.74 7.762   2/11/13 7.414 6,456        287,525 -17,868  
    OBX 25 short REC Silicon 4,173.78 1.547   2/25/13 1.312 6,456        293,981 -24,324  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,133.60 5.150   1/07/13 5.696 -6,457 5,838 -619 169,038  287,524 -18,485 269,038
    RTX short RusHydro 3,265.07 1.770 2.468 9/17/12 2.090 -6,824 8,058 1,234 170,272  280,700 -10,428 270,272
  Buy   long Magnit 187.42 34.660   3/11/13 34.010 6,496        287,196 -16,924  
2/11/13 Sell CAC 40 long Credit Agricole 831.74 7.414   1/28/13 7.762 -6,456 6,167 -289 169,983  280,740 -10,757 269,983
    Nikkei (FRA) short Screen 166.20 16.805 22.592 1/14/13 19.485 -3,238 3,755 516 170,499  277,502 -7,002 270,499
    GCX REC Silicon 1,629.34 1.027 11.783 4/23/12 3.479 -5,668 19,199 13,531 184,030  271,834 12,197 284,030
  Buy CAC 40 Orange 939.36 7.883   2/25/13 7.479 7,405        279,239 4,792  
    ÖkoDAX (deprecated) long PNE Wind 2,654.12 2.790   4/29/13 2.700 7,405        286,644 -2,613  
    Nikkei (FRA) Subaru 342.82 10.800   8/26/13 18.441 3,702        290,346 -6,316  
      Mazda Motor 297.51 12.445   8/26/13 15.485 3,703        294,048 -10,018  
    GCX SunPower 1,048.47 7.063   11/25/13 21.795 7,405        301,454 -17,423  
2/18/13 Buy GEX long MBB 360.27 18.500   4/22/13 17.650 6,665        308,119 -24,088  
2/25/13 Sell CAC 40 short Orange 939.36 7.479 8.309 2/11/13 7.883 -7,405 7,805 400 184,430  300,714 -16,283 284,430
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 4,173.78 1.312 1.824 1/28/13 1.547 -6,456 7,614 1,158 185,588  294,258 -8,669 285,588
  Buy CAC 40 long Credit Agricole 926.02 7.475   4/22/13 6.300 6,922        301,180 -15,591  
    OBX 25 Norwegian 2.37 2,924.050   4/15/13 2,803.560 6,930        308,110 -22,521  
Portfolio market l/s instrument bought pieces buy price 2/25/13 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  RTX long Magnit 2/04/13 187.42 34.660 32.880 6,496 6,162 -334 -334 6,496 6,162 -60
  ISEQ 20 Kerry 8/27/12 80.12 37.580 41.300 3,011 3,309 298 -36 9,507 9,471 21
    Smurfit Kappa   459.69 6.550 11.750 3,011 5,401 2,390 2,355 12,518 14,873 223
  CAC 40 Credit Agricole 2/25/13 926.02 7.475   6,922 6,922     19,440 21,795  
  AEX short KPN 10/15/12 1608.94 3.626 1.659 7.925 5,834 12,751 6,917 9,272 25,274 34,546 755
  Topix (TYO) long Subaru 6/11/12 737.66 6.048 11.411 4,461 8,417 3,956 13,228 29,735 42,963 145
  SSE 50 China Rwy Constr 12/10/12 8846.37 0.716 0.679 6,334 6,005 -329 12,899 36,069 48,968 -22
  HSI Galaxy Entertainment 8/20/12 2727.12 2.352 3.170 6,415 8,644 2,229 15,128 42,484 57,612 78
  HSI-Fin Bank of China (HK) 9/17/12 2859.06 2.387 2.565 6,824 7,334 510 15,638 49,308 64,946 18
  ÖkoDAX (deprecated) PNE Wind 2/11/13 2654.12 2.790 2.730 7,405 7,246 -159 15,479 56,713 72,192 -43
  BSE Sensex 30 Hindustan Unilever 1/30/12 686.17 6.061 6.325 4,159 4,340 181 15,660 60,872 76,531 4
  STI ThaiBev 7/02/12 23289.35 0.212 0.355 4,942 8,275 3,333 18,992 65,814 84,806 120
  OMXH 25 Orion 12/31/12 275.27 22.200 22.990 6,111 6,328 217 19,210 71,925 91,135 26
  GEX MBB 2/18/13 360.27 18.500 19.510 6,665 7,029 364 19,574 78,590 98,164 1,499
  SMI Richemont 12/17/12 102.71 59.929 60.507 6,155 6,215 59 19,633 84,745 104,378 5
  Topix (FRA) short Kansai Electric Pwr 9/03/12 1216.24 5.702 6.368 5.036 6,935 6,125 -810 18,823 91,680 110,503 -23
  TecDAX SMA Solar 5/21/12 223.48 26.315 22.940 30.187 5,881 6,746 865 19,688 97,561 117,249 20
  HSI-Prop long China Ov Land & Inv 1/16/12 1392.6 1.541 2.253 2,146 3,138 992 20,680 99,707 120,387 41
    China Res Land   1518.65 1.413 2.204 2,146 3,347 1,201 21,881 101,853 123,734 49
  Nordic 30 Pandora 8/13/12 462.64 11.192 20.684 5,178 9,569 4,391 26,272 107,031 133,303 214
  FT 30 Ferguson 8/06/12 1.56 3,068.570 3,498.851 4,787 5,458 671 26,944 111,818 138,762 27
  Nikkei (FRA) Subaru 2/11/13 342.82 10.800 11.410 3,702 3,912 209 27,153 115,520 142,673 319
    Mazda Motor   297.51 12.445 11.340 3,703 3,374 -329 26,824 119,223 146,047 -91
  Nikkei (TYO) Subaru 11/19/12 787.94 8.176 11.411 6,442 8,991 2,549 29,373 125,665 155,038 246
  Athex LC Alpha Bank 9/03/12 103.51 67.000 49.000 6,935 5,072 -1,863 27,510 132,600 160,110 -48
Portfolio market l/s instrument bought pieces buy price 2/25/13 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  OBX 25 Norwegian 2/25/13 2.37 2,924.050   6,930 6,930     139,530 167,040  
  OMXS 30 Electrolux 7/23/12 134.27 17.722 19.572 2,379 2,628 248 27,758 141,910 169,668 18
    Swedbank   172.57 13.789 18.580 2,380 3,206 827 28,585 144,289 172,874 65
  OMXC 20 Genmab 7/16/12 570.92 8.469 14.048 4,835 8,021 3,186 31,770 149,124 180,895 128
  TSX 60 Couche-Tard 8/20/12 959.61 6.685 6.433 6,415 6,173 -242 31,529 155,539 187,068 -7
  CAC Mid 60 Eurofins Scientific 9/10/12 590.55 11.000 15.225 6,496 8,991 2,495 34,024 162,035 196,059 103
  SDAX ADLER Real Estate 12/10/12 4524.29 1.400 1.579 6,334 7,144 810 34,834 168,369 203,203 77
  Indices OMXC 20 9/10/12 97.83 66.404 72.844 6,496 7,126 630 35,464 174,865 210,329 22
  BEL 20 Galapagos 11/12/12 382.67 16.910 19.390 6,471 7,420 949 36,413 181,336 217,749 61
  France Eurofins Scientific 8/13/12 500.05 10.355 15.225 5,178 7,613 2,435 38,848 186,514 225,362 105
  MIB Azimut 11/05/12 696.9 9.304 11.963 6,484 8,337 1,853 40,701 192,998 233,699 127
  ATX Österreichische Post 6/25/12 194.71 25.890 31.290 5,041 6,092 1,051 41,753 198,039 239,792 33
  ASX 50 James Hardie Ind 1/30/12 721.64 5.763 7.456 4,159 5,380 1,221 42,974 202,198 245,172 27
  DJ Global Titans Bank of America 10/29/12 868.18 7.204 8.362 6,254 7,260 1,006 43,979 208,452 252,432 58
  S&P 100 Gilead Sciences 9/17/12 272.28 25.063 31.908 6,824 8,688 1,864 45,843 215,277 261,120 73
  HDAX Dürr 1/23/12 499.18 9.125 20.360 4,555 10,163 5,608 51,452 219,832 271,283 108
  DJTA Avis Budget 9/24/12 494.16 12.419 17.497 6,137 8,646 2,509 53,961 225,969 279,929 125
  SP Global 100 Apple 4/30/12 330.91 15.738 11.989 5,208 3,967 -1,241 52,720 231,177 283,897 -28
  Nasdaq 100 Regeneron 10/10/11 38.22 49.346 120.817 1,886 4,618 2,732 55,452 233,063 288,514 91
  Kospi 50 Amorepacific Group 7/23/12 181.88 26.166 29.193 4,759 5,310 551 56,002 237,822 293,824 20
  DAX Continental 7/16/12 81.22 59.533 73.242 4,835 5,949 1,113 57,116 242,657 299,773 40
  MDAX KUKA 1/14/13 229.8 28.185 34.805 6,477 7,998 1,521 58,637 249,134 307,771 526
  FTSE Ashtead 7/30/12 13.88 333.248 577.012 4,625 8,009 3,383 62,020 253,759 315,780 160
  Europe 50 Roche 12/19/11 19.48 129.719 175.406 2,527 3,417 890 62,910 256,286 319,197 29
  BSE Sensex 50 Eicher Motors 10/24/11 804.21 2.335 3.885 1,878 3,124 1,246 64,157 258,164 322,321 46
Portfolio market l/s instrument bought pieces buy price 2/25/13 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  QIX Freenet 1/23/12 433.19 10.515 16.390 4,555 7,100 2,545 66,702 262,719 329,421 50
  DJIA Visa 12/19/11 133.73 18.897 29.545 2,527 3,951 1,424 68,126 265,246 333,372 46
  Euro 50 ASML 1/09/12 54.72 32.400 54.010 1,773 2,955 1,183 69,308 267,019 336,327 57
    AB InBev   37.33 47.495 70.500 1,773 2,632 859 70,167 268,792 338,959 42
  Germany ADLER Real Estate 9/10/12 5505.08 1.180 1.579 6,496 8,693 2,197 72,363 275,288 347,651 88
  HSI-C&I Galaxy Entertainment 9/17/12 2807.08 2.431 3.170 6,824 8,898 2,074 74,437 282,112 356,549 82
  MerVal Gr Fin Galicia 12/24/12 8822.77 0.697 0.667 6,153 5,886 -267 74,170 288,265 362,435 -23
  SLI Swiss Life 11/26/12 59.35 104.219 117.263 6,185 6,960 774 74,944 294,451 369,394 60
  GCX SunPower 2/11/13 1048.47 7.063 9.029 7,405 9,467 2,062 77,005 301,856 378,861 60,279
  BAX KUKA 10/29/12 267.55 23.375 34.805 6,254 9,312 3,058 80,063 308,110 388,173 239
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/11/13 Sell RTX long Magnit 187.42 34.010   2/04/13 34.660 -6,496 6,374 -122 185,467  301,614 -16,147 285,467
    Topix (FRA) short Kansai Electric Pwr 1,216.24 6.145 5.259 9/03/12 5.702 -6,935 6,396 -539 184,928  294,679 -9,751 284,928
  Buy RTX RusHydro 4,094.64 1.680   9/14/15 0.774 6,879        301,558 -16,630  
    Topix (FRA) long Mazda Motor 556.78 12.355   4/01/13 11.250 6,879        308,437 -23,509  
3/18/13 Sell OMXH 25 long Orion 275.27 22.000   12/31/12 22.200 -6,111 6,056 -55 184,873  302,326 -17,453 284,873
  Buy   short Outokumpu 1,211.05 5.520   9/16/13 4.600 6,685        309,011 -24,138  
3/25/13 Sell Athex LC long Alpha Bank 103.51 37.850   9/03/12 67.000 -6,935 3,918 -3,017 181,855  302,075 -20,220 281,855
  Buy   short Eurobank Ergasias 25.15 260.000   9/30/13 50.000 6,539        308,614 -26,759  
4/01/13 Sell Topix (FRA) long Mazda Motor 556.78 11.250   3/11/13 12.355 -6,879 6,264 -615 181,240  301,735 -20,495 281,240
  Buy   short Nidec 595.12 10.953   4/15/13 10.948 6,518        308,253 -27,013  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,807.08 3.018   9/17/12 2.431 -6,824 8,473 1,649 182,889  301,429 -18,540 282,889
4/15/13 Sell OBX 25 long Norwegian 2.37 2,803.560   2/25/13 2,924.050 -6,930 6,644 -286 182,603  294,499 -11,896 282,603
    Topix (FRA) short Nidec 595.12 10.948 10.957 4/01/13 10.953 -6,518 6,521 3 182,606  287,981 -5,375 282,606
  Buy OBX 25 Frontline 934.86 7.413   10/21/13 8.829 6,930        294,911 -12,305  
    Topix (FRA) long Mazda Motor 592.05 11.705   6/03/13 14.600 6,930        301,841 -19,235  
4/22/13 Sell France long Eurofins Scientific 500.05 15.325   8/13/12 10.355 -5,178 7,663 2,485 185,091  296,663 -11,572 285,091
    HSI Galaxy Entertainment 2,727.12 3.135   8/20/12 2.352 -6,415 8,549 2,134 187,225  290,248 -3,023 287,225
    CAC 40 Credit Agricole 926.02 6.300   2/25/13 7.475 -6,922 5,834 -1,088 186,137  283,326 2,811 286,137
    TSX 60 Couche-Tard 959.61 7.405   8/20/12 6.685 -6,415 7,106 691 186,828  276,911 9,916 286,828
    CAC Mid 60 Eurofins Scientific 590.55 15.325   9/10/12 11.000 -6,496 9,050 2,554 189,382  270,415 18,967 289,382
    GEX MBB 360.27 17.650   2/18/13 18.500 -6,665 6,359 -306 189,076  263,750 25,325 289,076
  Buy France short ArcelorMittal 299.02 26.286   5/06/13 29.061 7,860        271,610 17,465  
    HSI China Shenhua HK 3,089.38 2.544   9/16/13 2.475 7,860        279,470 9,605  
    CAC 40 ArcelorMittal 299.02 26.286   8/05/13 28.620 7,860        287,330 1,745  
    TSX 60 Barrick Gold 543.43 14.464   9/30/13 13.729 7,860        295,190 -6,115  
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 CGG 15.79 497.920   4/29/13 532.320 7,862        303,053 -13,977  
    GEX YOC 1,556.74 5.049   9/23/13 2.219 7,860        310,913 -21,837  
4/29/13 Sell SSE 50 long China Rwy Constr 8,846.37 0.634   12/10/12 0.716 -6,334 5,611 -723 188,353  304,579 -16,226 288,353
    ÖkoDAX (deprecated) PNE Wind 2,654.12 2.700   2/11/13 2.790 -7,405 7,166 -239 188,114  297,174 -9,060 288,114
    CAC Mid 60 short CGG 15.79 532.320 463.520 4/22/13 497.920 -7,862 7,319 -543 187,571  289,311 -1,741 287,571
  Buy SSE 50 China Northern Rare 3,147.58 2.270   5/06/13 2.286 7,145        296,456 -8,886  
    ÖkoDAX (deprecated) SolarWorld 67.37 106.050   4/13/15 14.550 7,145        303,601 -16,030  
5/06/13 Sell France short ArcelorMittal 299.02 29.061 23.511 4/22/13 26.286 -7,860 7,030 -830 186,741  295,741 -9,000 286,741
    SSE 50 China Northern Rare 3,147.58 2.286 2.254 4/29/13 2.270 -7,145 7,094 -51 186,690  288,596 -1,906 286,690
  Buy   long China Minsheng Bk 6,770.33 1.052   5/13/13 1.064 7,119        295,715 -9,025  
5/13/13 Sell   long China Minsheng Bk 6,770.33 1.064   5/06/13 1.052 -7,119 7,205 86 186,776  288,596 -1,820 286,776
    HSI-Fin Bank of China (HK) 2,859.06 2.748   9/17/12 2.387 -6,824 7,856 1,032 187,808  281,772 6,036 287,808
  Buy SSE 50 short China Northern Rare 3,102.33 2.368   11/04/13 2.137 7,346        289,118 -1,310  
    HSI-Fin Ping An 2,451.94 2.996   10/14/13 2.804 7,346        296,464 -8,656  
5/27/13 Sell MerVal long Gr Fin Galicia 8,822.77 0.697   12/24/12 0.697 -6,153 6,147 -6 187,802  290,311 -2,509 287,802
  Buy   short Pampa Energía 43,808.35 0.163   6/10/13 0.158 7,132        297,443 -9,641  
6/03/13 Sell Nordic 30 long Pandora 462.64 26.264   8/13/12 11.192 -5,178 12,151 6,973 194,775  292,265 2,510 294,775
    Topix (FRA) Mazda Motor 592.05 14.600   4/15/13 11.705 -6,930 8,644 1,714 196,489  285,335 11,153 296,489
  Buy Nordic 30 short Equinor 443.53 17.340   7/29/13 16.264 7,691        293,026 3,462  
    Topix (FRA) Inpex 967.06 7.953   11/18/13 8.519 7,691        300,717 -4,229  
6/10/13 Sell SDAX long ADLER Real Estate 4,524.29 2.099   12/10/12 1.400 -6,334 9,496 3,162 199,651  294,383 5,268 299,651
    HSI-Prop China Ov Land & Inv 1,392.60 2.124   1/16/12 1.541 -2,146 2,958 812 200,463  292,237 8,226 300,463
      China Res Land 1,518.65 2.183   1/16/12 1.413 -2,146 3,314 1,168 201,631  290,091 11,540 301,631
    MerVal short Pampa Energía 43,808.35 0.158 0.168 5/27/13 0.163 -7,132 7,342 210 201,841  282,959 18,882 301,841
    STI long ThaiBev 23,289.35 0.382   7/02/12 0.212 -4,942 8,887 3,945 205,787  278,017 27,770 305,787
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy France short ArcelorMittal 295.77 28.191   7/08/13 26.415 8,338        286,355 19,432  
    SDAX Hypoport 1,114.71 7.480   9/30/13 8.120 8,338        294,693 11,094  
    HSI-Prop Hang Lung 1,623.32 2.568   11/18/13 2.531 4,169        298,862 6,924  
      Sino Land 3,874.18 1.076   11/18/13 1.043 4,169        303,031 2,755  
    MerVal long Telecom Argentina 2,201.28 3.788   6/17/13 3.268 8,338        311,369 -5,583  
    CAC Mid 60 short CGG 14.86 561.120   8/05/13 575.840 8,338        319,707 -13,921  
6/17/13 Sell ISEQ 20 long Kerry 80.12 42.250   8/27/12 37.580 -3,011 3,385 374 206,161  316,697 -10,536 306,161
      Smurfit Kappa 459.69 12.270   8/27/12 6.550 -3,011 5,640 2,629 208,790  313,686 -4,895 308,790
    MerVal Telecom Argentina 2,201.28 3.268   6/10/13 3.788 -8,338 7,194 -1,144 207,646  305,348 2,299 307,646
    Indices OMXC 20 97.83 70.001   9/10/12 66.404 -6,496 6,848 352 207,998  298,851 9,147 307,998
  Buy ISEQ 20 short C&C Group 936.45 4.233   7/29/13 4.100 3,964        302,815 5,183  
      CRH 253.60 15.631   7/29/13 15.994 3,964        306,779 1,219  
    PSI 20 long Teixeira Duarte 14,681.48 0.540   6/24/13 0.570 7,928        314,707 -6,709  
    MerVal short Comercial del Plata 112,773.83 0.070   8/12/13 0.067 7,928        322,635 -14,637  
    Indices RTX 5.69 1,393.590   8/12/13 1,391.500 7,930        330,565 -22,567  
6/24/13 Sell Germany long ADLER Real Estate 5,505.08 2.050   9/10/12 1.180 -6,496 11,285 4,789 212,788  324,069 -11,281 312,788
    MDAX KUKA 229.80 31.820   1/14/13 28.185 -6,477 7,312 835 213,623  317,592 -3,969 313,623
    BEL 20 Galapagos 382.67 14.210   11/12/12 16.910 -6,471 5,438 -1,033 212,590  311,121 1,469 312,590
    PSI 20 Teixeira Duarte 14,681.48 0.570   6/17/13 0.540 -7,928 8,368 440 213,030  303,193 9,837 313,030
    OMXC 20 Genmab 570.92 22.604   7/16/12 8.469 -4,835 12,905 8,070 221,100  298,358 22,742 321,100
    OMXS 30 Electrolux 134.27 19.030   7/23/12 17.722 -2,379 2,555 176 221,276  295,978 25,297 321,276
      Swedbank 172.57 16.871   7/23/12 13.789 -2,380 2,911 532 221,808  293,599 28,209 321,808
    FT 30 Ferguson 1.56 3,452.810   8/06/12 3,068.570 -4,787 5,386 599 222,407  288,812 33,595 322,407
    SLI Swiss Life 59.35 120.698   11/26/12 104.219 -6,185 7,163 978 223,385  282,627 40,759 323,385
    BAX KUKA 267.55 31.820   10/29/12 23.375 -6,254 8,513 2,259 225,645  276,373 49,272 325,645
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Germany short SolarWorld 101.92 91.950   7/29/13 77.250 9,372        285,744 39,900  
    MDAX Salzgitter 368.90 25.405   7/01/13 25.340 9,372        295,116 30,529  
    BEL 20 Aperam 1,126.44 8.320   7/15/13 8.461 9,372        304,488 21,157  
    OMXC 20 FLSmidth 267.53 35.032   7/01/13 34.376 9,372        313,860 11,784  
    OMXS 30 Boliden 490.72 9.549   7/08/13 9.256 4,686        318,546 7,099  
      Tele2 533.83 8.778   7/08/13 9.227 4,686        323,232 2,412  
    FT 30 Man Group 98.39 95.252   7/01/13 100.211 9,372        332,604 -6,959  
    SLI Kühne & Nagel 115.50 81.145   7/08/13 90.725 9,372        341,976 -16,332  
    BAX SFC Energy 1,973.05 4.750   7/01/13 4.650 9,372        351,348 -25,704  
7/01/13 Sell MDAX short Salzgitter 368.90 25.340 25.470 6/24/13 25.405 -9,372 9,396 24 225,669  341,976 -16,308 325,669
    OMXC 20 FLSmidth 267.53 34.376 35.701 6/24/13 35.032 -9,372 9,551 179 225,848  332,604 -6,757 325,848
    FT 30 Man Group 98.39 100.211 90.294 6/24/13 95.252 -9,372 8,884 -488 225,360  323,232 2,127 325,360
    BAX SFC Energy 1,973.05 4.650 4.852 6/24/13 4.750 -9,372 9,574 202 225,561  313,860 11,701 325,561
  Buy MDAX long Dürr 351.33 23.998   7/28/14 30.355 8,431        322,291 3,270  
    OMXC 20 Vestas Wind Systems 3,905.95 2.159   9/01/14 6.373 8,431        330,722 -5,161  
    FT 30 Lloyds Bank 112.61 74.871   9/09/13 90.907 8,431        339,154 -13,592  
    BAX Morphosys 190.98 44.145   4/14/14 58.270 8,431        347,584 -22,023  
7/08/13 Sell France short ArcelorMittal 295.77 26.415 30.086 6/10/13 28.191 -8,338 8,899 561 226,122  339,246 -13,124 326,122
    OMXS 30 Boliden 490.72 9.256 9.852 6/24/13 9.549 -4,686 4,835 149 226,271  334,560 -8,290 326,271
      Tele2 533.83 9.227 8.329 6/24/13 8.778 -4,686 4,446 -240 226,031  329,874 -3,843 326,031
    SLI Kühne & Nagel 115.50 90.725 71.565 6/24/13 81.145 -9,372 8,266 -1,107 224,924  320,502 4,422 324,924
  Buy OMXS 30 long Nokia 1,292.22 3.186   10/13/14 6.407 4,117        324,619 306  
      Kinnevik 188.25 21.868   10/13/14 22.475 4,117        328,735 -3,811  
    SLI Lonza 136.76 60.201   8/12/13 56.494 8,233        336,968 -12,044  
7/15/13 Sell BEL 20 short Aperam 1,126.44 8.461 8.179 6/24/13 8.320 -9,372 9,213 -159 224,766  327,596 -2,831 324,766
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long KBC 256.71 31.350   10/13/14 40.740 8,048        335,644 -10,879  
7/29/13 Sell Germany short SolarWorld 101.92 77.250 109.447 6/24/13 91.950 -9,372 11,155 1,783 226,549  326,273 276 326,549
    ATX long Österreichische Post 194.71 31.600   6/25/12 25.890 -5,041 6,153 1,112 227,661  321,232 6,429 327,661
    ISEQ 20 short C&C Group 936.45 4.100 4.370 6/17/13 4.233 -3,964 4,093 129 227,789  317,268 10,522 327,789
      CRH 253.60 15.994 15.268 6/17/13 15.631 -3,964 3,872 -92 227,697  313,304 14,394 327,697
    Nordic 30 Equinor 443.53 16.264 18.488 6/03/13 17.340 -7,691 8,200 509 228,206  305,613 22,594 328,206
  Buy ATX Raiffeisen Bank Int 379.90 23.085   10/21/13 25.350 8,770        314,383 13,824  
    ISEQ 20 long FBD 281.09 15.600   8/05/13 16.650 4,385        318,768 9,439  
      Smurfit Kappa 306.64 14.300   8/05/13 15.150 4,385        323,153 5,054  
    Nordic 30 Pandora 305.37 28.719   4/28/14 46.257 8,770        331,922 -3,716  
8/05/13 Sell CAC 40 short ArcelorMittal 299.02 28.620 23.952 4/22/13 26.286 -7,860 7,162 -698 227,508  324,062 3,446 327,508
    ISEQ 20 long FBD 281.09 16.650   7/29/13 15.600 -4,385 4,680 295 227,804  319,677 8,126 327,804
      Smurfit Kappa 306.64 15.150   7/29/13 14.300 -4,385 4,646 261 228,064  315,292 12,772 328,064
    CAC Mid 60 short CGG 14.86 575.840 546.400 6/10/13 561.120 -8,338 8,120 -219 227,846  306,954 20,891 327,846
  Buy ISEQ 20 C&C Group 1,052.64 4.141   9/09/13 4.285 4,359        311,313 16,532  
      Flutter 71.46 61.000   9/09/13 61.200 4,359        315,672 12,173  
8/12/13 Sell MerVal short Comercial del Plata 112,773.83 0.067 0.074 6/17/13 0.070 -7,928 8,323 395 228,240  307,744 20,496 328,240
    SLI long Lonza 136.76 56.494   7/08/13 60.201 -8,233 7,726 -507 227,733  299,511 28,222 327,733
    Indices short RTX 5.69 1,391.500 1,395.690 6/17/13 1,393.590 -7,930 7,941 12 227,745  291,582 36,164 327,745
  Buy MerVal long Telecom Argentina 2,158.04 4.215   2/10/14 2.998 9,097        300,679 27,067  
    Indices Merval 18.15 501.316   8/04/14 750.468 9,099        309,778 17,968  
8/26/13 Sell Nikkei (FRA) long Subaru 342.82 18.441   2/11/13 10.800 -3,702 6,322 2,619 230,365  306,075 24,290 330,365
      Mazda Motor 297.51 15.485   2/11/13 12.445 -3,703 4,607 904 231,269  302,373 28,897 331,269
  Buy PSI 20 Teixeira Duarte 13,438.81 0.670   9/02/13 0.650 9,004        311,377 19,893  
    Nikkei (FRA) short Nikon 342.36 13.150   9/09/13 12.596 4,502        315,879 15,391  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/02/13 Sell PSI 20 long Teixeira Duarte 13,438.81 0.650   8/26/13 0.670 -9,004 8,735 -269 231,000  306,875 24,126 331,000
9/09/13 Sell ISEQ 20 short C&C Group 1,052.64 4.285 3.997 8/05/13 4.141 -4,359 4,207 -152 230,849  302,516 28,333 330,849
      Flutter 71.46 61.200 60.800 8/05/13 61.000 -4,359 4,345 -14 230,835  298,157 32,678 330,835
    FT 30 long Lloyds Bank 112.61 90.907   7/01/13 74.871 -8,431 10,237 1,806 232,640  289,725 42,915 332,640
    Nikkei (FRA) short Nikon 342.36 12.596 13.728 8/26/13 13.150 -4,502 4,700 198 232,838  285,223 47,615 332,838
  Buy IBEX 35 long Siemens Gamesa 1,767.84 5.380   12/16/13 7.030 9,511        294,734 38,104  
    ISEQ 20 Bank of Ireland 671.68 7.080   10/14/13 6.960 4,755        299,490 33,349  
      Smurfit Kappa 298.15 15.950   10/14/13 17.020 4,755        304,245 28,593  
    PSI 20 Impresa 13,986.76 0.680   9/16/13 0.670 9,511        313,756 19,082  
    FT 30 short Man Group 90.21 105.435   10/14/13 92.741 9,511        323,268 9,571  
    Nikkei (FRA) long Furukawa Co 284.25 16.730   9/30/13 17.160 4,756        328,023 4,815  
      Tokyo Electric Power 1,216.24 3.910   9/30/13 4.520 4,756        332,779 60  
9/16/13 Sell HSI short China Shenhua HK 3,089.38 2.475 2.615 4/22/13 2.544 -7,860 8,079 219 233,057  324,919 8,139 333,057
    OMXH 25 Outokumpu 1,211.05 4.600 6.624 3/18/13 5.520 -6,685 8,022 1,337 234,394  318,234 16,161 334,394
    PSI 20 long Impresa 13,986.76 0.670   9/09/13 0.680 -9,511 9,371 -140 234,255  308,723 25,532 334,255
  Buy HSI Galaxy Entertainment 1,680.62 5.352   12/23/13 6.370 8,994        317,717 16,538  
    OMXH 25 Nokia 1,905.51 4.720   10/21/13 5.265 8,994        326,711 7,544  
9/23/13 Sell GEX short YOC 1,556.74 2.219 11.488 4/22/13 5.049 -7,860 17,884 10,024 244,279  318,851 25,428 344,279
  Buy PSI 20 long Teixeira Duarte 14,003.03 0.660   12/09/13 0.920 9,242        328,093 16,186  
    GEX Manz 172.52 53.570   4/14/14 65.730 9,242        337,335 6,944  
9/30/13 Sell SDAX short Hypoport 1,114.71 8.120 6.840 6/10/13 7.480 -8,338 7,625 -713 243,565  328,996 14,569 343,565
    TSX 60 Barrick Gold 543.43 13.729 15.238 4/22/13 14.464 -7,860 8,281 420 243,986  321,136 22,849 343,986
    Athex LC Eurobank Ergasias 25.15 50.000 1,352.000 3/25/13 260.000 -6,539 34,003 27,464 271,450  314,597 56,852 371,450
    Nikkei (FRA) long Furukawa Co 284.25 17.160   9/09/13 16.730 -4,756 4,878 122 271,572  309,842 61,730 371,572
      Tokyo Electric Power 1,216.24 4.520   9/09/13 3.910 -4,756 5,497 742 272,314  305,086 67,227 372,314
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SDAX ADLER Real Estate 3,724.75 2.950   10/14/13 3.079 10,988        316,074 56,239  
    HSI-C&I Galaxy Entertainment 2,123.65 5.174   2/03/14 7.265 10,988        327,062 45,251  
    TSX 60 Bausch Health 142.93 76.879   9/29/14 102.197 10,988        338,051 34,263  
    Athex LC Aegean Airlines 2,616.19 4.200   1/27/14 7.210 10,988        349,039 23,275  
    Nikkei (FRA) short Nikon 420.03 13.080   11/04/13 13.433 5,494        354,533 17,781  
    CAC Next 20 SES 519.53 21.150   10/07/13 21.020 10,988        365,521 6,793  
10/07/13 Sell   short SES 519.53 21.020 21.281 9/30/13 21.150 -10,988 11,056 68 272,382  354,533 17,849 372,382
    Nikkei (TYO) long Subaru 787.94 20.003   11/19/12 8.176 -6,442 15,761 9,319 281,701  348,091 33,610 381,701
  Buy CAC Next 20 EDF 436.95 23.760   10/28/13 25.570 10,382        358,473 23,228  
    Nikkei (TYO) short Nikon 820.69 12.650   10/14/13 13.191 10,382        368,855 12,846  
10/14/13 Sell SDAX long ADLER Real Estate 3,724.75 3.079   9/30/13 2.950 -10,988 11,469 481 282,182  357,867 24,315 382,182
    HSI-Fin short Ping An 2,451.94 2.804 3.201 5/13/13 2.996 -7,346 7,849 503 282,684  350,521 32,164 382,684
    ISEQ 20 long Bank of Ireland 671.68 6.960   9/09/13 7.080 -4,755 4,675 -81 282,604  345,765 36,839 382,604
      Smurfit Kappa 298.15 17.020   9/09/13 15.950 -4,755 5,075 319 282,923  341,010 41,913 382,923
    FT 30 short Man Group 90.21 92.741 119.865 9/09/13 105.435 -9,511 10,813 1,302 284,225  331,498 52,726 384,225
    SMI long Richemont 102.71 74.199   12/17/12 59.929 -6,155 7,621 1,466 285,690  325,343 60,347 385,690
    Nikkei (TYO) short Nikon 820.69 13.191 12.110 10/07/13 12.650 -10,382 9,938 -444 285,246  314,961 70,285 385,246
  Buy HSI-Fin long AIA 3,105.28 3.667   1/06/14 3.604 11,388        326,349 58,897  
    ISEQ 20 short C&C Group 1,355.71 4.200   10/28/13 4.008 5,694        332,043 53,203  
      Flutter 99.96 56.960   10/28/13 56.500 5,694        337,737 47,510  
    FT 30 long ITV 52.27 217.888   12/02/13 228.772 11,389        349,126 36,121  
    Nikkei (TYO) Tokyo Electric Power 2,917.38 3.904   11/04/13 3.961 11,388        360,514 24,733  
10/21/13 Sell ATX short Raiffeisen Bank Int 379.90 25.350 20.820 7/29/13 23.085 -8,770 7,910 -860 284,386  351,744 32,642 384,386
    OMXH 25 long Nokia 1,905.51 5.265   9/16/13 4.720 -8,994 10,033 1,039 285,424  342,750 42,675 385,424
    OBX 25 short Frontline 934.86 8.829 5.997 4/15/13 7.413 -6,930 5,606 -1,324 284,101  335,820 48,281 384,101
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ATX long Wienerberger 827.32 13.065   8/11/14 11.525 10,809        346,629 37,472  
    SDAX ADLER Real Estate 3,615.05 2.990   3/31/14 5.100 10,809        357,438 26,663  
    OMXH 25 short YIT 1,086.33 9.950   10/28/13 10.035 10,809        368,247 15,854  
    OBX 25 long REC Silicon 3,050.03 3.544   12/16/13 2.538 10,809        379,056 5,045  
10/28/13 Sell ISEQ 20 short C&C Group 1,355.71 4.008 4.401 10/14/13 4.200 -5,694 5,967 273 284,374  373,362 11,012 384,374
      Flutter 99.96 56.500 57.424 10/14/13 56.960 -5,694 5,740 46 284,420  367,668 16,752 384,420
    OMXH 25 YIT 1,086.33 10.035 9.865 10/21/13 9.950 -10,809 10,717 -92 284,328  356,859 27,469 384,328
    CAC Next 20 long EDF 436.95 25.570   10/07/13 23.760 -10,382 11,173 791 285,118  346,477 38,641 385,118
  Buy ISEQ 20 Bank of Ireland 689.65 7.680   11/25/13 8.040 5,297        351,774 33,345  
      Smurfit Kappa 307.76 17.210   11/25/13 17.550 5,297        357,070 28,048  
    OMXH 25 Nokia 2,135.69 4.960   11/11/13 5.770 10,593        367,663 17,455  
    CAC Next 20 short STMicroelectronics 1,893.97 5.593   11/11/13 5.653 10,593        378,256 6,862  
11/04/13 Sell SSE 50 short China Northern Rare 3,102.33 2.137 2.623 5/13/13 2.368 -7,346 8,139 793 285,911  370,910 15,001 385,911
    Nikkei (FRA) Nikon 420.03 13.433 12.727 9/30/13 13.080 -5,494 5,346 -148 285,763  365,416 20,347 385,763
    Nikkei (TYO) long Tokyo Electric Power 2,917.38 3.961   10/14/13 3.904 -11,388 11,556 168 285,931  354,028 31,903 385,931
  Buy SSE 50 Shanghai Oriental 2,375.21 4.398   12/23/13 4.388 10,445        364,473 21,458  
    Nikkei (FRA) Softbank 182.92 28.550   12/16/13 30.884 5,222        369,696 16,236  
      Tokyo Electric Power 1,317.48 3.964   12/16/13 3.730 5,222        374,918 11,013  
    Nikkei (TYO) short Nikon 777.36 13.437   11/18/13 13.220 10,445        385,363 568  
11/11/13 Sell OMXH 25 long Nokia 2,135.69 5.770   10/28/13 4.960 -10,593 12,323 1,730 287,661  374,770 12,891 387,661
    CAC Next 20 short STMicroelectronics 1,893.97 5.653 5.533 10/28/13 5.593 -10,593 10,479 -114 287,547  364,177 23,370 387,547
  Buy OMXH 25 Outokumpu 2,934.86 3.500   12/02/13 3.690 10,272        374,449 13,098  
    CAC Next 20 long EDF 396.91 25.880   12/09/13 26.640 10,272        384,721 2,826  
11/18/13 Sell HSI-Prop short Hang Lung 1,623.32 2.531 2.606 6/10/13 2.568 -4,169 4,231 62 287,609  380,552 7,057 387,609
      Sino Land 3,874.18 1.043 1.110 6/10/13 1.076 -4,169 4,302 133 287,742  376,383 11,359 387,742
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Inpex 967.06 8.519 7.387 6/03/13 7.953 -7,691 7,144 -547 287,195  368,692 18,503 387,195
    Nikkei (TYO) Nikon 777.36 13.220 13.657 11/04/13 13.437 -10,445 10,616 171 287,366  358,247 29,119 387,366
  Buy HSI-Prop long CK Hutchison 439.25 11.852   2/10/14 10.645 5,206        363,453 23,913  
      China Ov Land & Inv 2,243.29 2.321   2/10/14 1.876 5,206        368,659 18,707  
    Topix (FRA) Softbank 363.50 28.644   11/25/13 31.950 10,412        379,071 8,295  
    Nikkei (TYO) MinebeaMitsumi 2,073.57 5.021   3/03/14 6.187 10,412        389,483 -2,117  
11/25/13 Sell ISEQ 20 long Bank of Ireland 689.65 8.040   10/28/13 7.680 -5,297 5,545 248 287,614  384,187 3,428 387,614
      Smurfit Kappa 307.76 17.550   10/28/13 17.210 -5,297 5,401 105 287,719  378,890 8,829 387,719
    Topix (FRA) Softbank 363.50 31.950   11/18/13 28.644 -10,412 11,614 1,202 288,920  368,478 20,442 388,920
    GCX SunPower 1,048.47 21.795   2/11/13 7.063 -7,405 22,851 15,446 304,366  361,073 43,294 404,366
  Buy ISEQ 20 short Flutter 99.79 56.070   12/02/13 56.450 5,595        366,668 37,698  
      Ryanair 959.45 5.832   12/02/13 6.109 5,596        372,264 32,103  
    Topix (FRA) Komatsu 715.40 15.643   6/09/14 16.815 11,191        383,455 20,912  
    GCX Aurubis 264.09 42.375   1/06/14 43.845 11,191        394,645 9,721  
12/02/13 Sell ISEQ 20 short Flutter 99.79 56.450 55.690 11/25/13 56.070 -5,595 5,557 -38 304,329  389,050 15,278 404,329
      Ryanair 959.45 6.109 5.555 11/25/13 5.832 -5,596 5,330 -266 304,063  383,455 20,608 404,063
    OMXH 25 Outokumpu 2,934.86 3.690 3.310 11/11/13 3.500 -10,272 9,714 -558 303,505  373,183 30,322 403,505
    FT 30 long ITV 52.27 228.772   10/14/13 217.888 -11,389 11,958 569 304,074  361,794 42,280 404,074
  Buy ISEQ 20 Bank of Ireland 668.94 8.340   4/14/14 8.250 5,579        367,373 36,701  
      Smurfit Kappa 323.61 17.240   4/14/14 17.010 5,579        372,952 31,122  
    OMXH 25 Nokia 1,888.31 5.909   12/09/13 5.850 11,158        384,110 19,964  
12/09/13 Sell   long Nokia 1,888.31 5.850   12/02/13 5.909 -11,158 11,047 -111 303,963  372,952 31,011 403,963
    PSI 20 Teixeira Duarte 14,003.03 0.920   9/23/13 0.660 -9,242 12,883 3,641 307,603  363,710 43,894 407,603
    CAC Next 20 EDF 396.91 26.640   11/11/13 25.880 -10,272 10,574 302 307,905  353,438 54,467 407,905
  Buy OMXH 25 short Metso Outotec 1,726.00 6.697   5/12/14 8.620 11,559        364,997 42,908  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Next 20 STMicroelectronics 2,120.92 5.450   1/13/14 5.763 11,559        376,556 31,349  
12/16/13 Sell IBEX 35 long Siemens Gamesa 1,767.84 7.030   9/09/13 5.380 -9,511 12,428 2,917 310,822  367,045 43,777 410,822
    OBX 25 REC Silicon 3,050.03 2.538   10/21/13 3.544 -10,809 7,740 -3,069 307,753  356,236 51,517 407,753
    Nikkei (FRA) Softbank 182.92 30.884   11/04/13 28.550 -5,222 5,649 427 308,180  351,013 57,166 408,180
      Tokyo Electric Power 1,317.48 3.730   11/04/13 3.964 -5,222 4,914 -308 307,871  345,791 62,081 407,871
    DJ Global Titans Bank of America 868.18 11.075   10/29/12 7.204 -6,254 9,615 3,361 311,232  339,537 71,695 411,232
  Buy IBEX 35 short Acciona 303.65 39.760   1/20/14 48.255 12,073        351,610 59,622  
    OBX 25 TGS-NOPEC 711.34 16.972   12/23/13 17.469 12,073        363,683 47,549  
    Nikkei (FRA) Nitto Denko 208.29 28.981   12/30/13 30.258 6,036        369,719 41,513  
      Pacific Metals 242.82 24.860   12/30/13 26.180 6,037        375,756 35,476  
    CAC Mid 60 Adocia 2,114.36 5.710   12/23/13 5.660 12,073        387,829 23,403  
    DJ Global Titans IBM 93.41 129.242   12/23/13 133.044 12,073        399,901 11,331  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,375.21 4.388   11/04/13 4.398 -10,445 10,423 -22 311,210  389,456 21,754 411,210
    HSI Galaxy Entertainment 1,680.62 6.370   9/16/13 5.352 -8,994 10,706 1,712 312,922  380,462 32,459 412,922
    OBX 25 short TGS-NOPEC 711.34 17.469 16.475 12/16/13 16.972 -12,073 11,719 -354 312,568  368,389 44,179 412,568
    CAC Mid 60 Adocia 2,114.36 5.660 5.760 12/16/13 5.710 -12,073 12,180 107 312,675  356,316 56,358 412,675
    DJ Global Titans IBM 93.41 133.044 125.440 12/16/13 129.242 -12,073 11,717 -355 312,320  344,244 68,076 412,320
  Buy SSE 50 Poly Developments 18,743.56 0.641   6/02/14 0.591 12,009        356,253 56,067  
    PSI 20 long Impresa 11,017.43 1.090   5/12/14 1.759 12,009        368,262 44,058  
    OBX 25 DNO International 4,131.92 2.906   2/17/14 2.830 12,009        380,271 32,049  
    FT 30 Int Cons Airlines 25.47 471.516   1/27/14 485.635 12,010        392,280 20,039  
    DJ Global Titans Alphabet A 588.22 20.416   10/27/14 21.652 12,009        404,290 8,030  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 208.29 30.258 27.704 12/16/13 28.981 -6,036 5,770 -266 312,054  398,253 13,800 412,054
      Pacific Metals 242.82 26.180 23.540 12/16/13 24.860 -6,037 5,716 -321 311,733  392,217 19,516 411,733
  Buy   long MinebeaMitsumi 1,022.28 5.273   2/10/14 6.030 5,390        397,607 14,126  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Softbank 170.45 31.625   2/10/14 27.751 5,390        402,998 8,735  
1/06/14 Sell HSI-Fin long AIA 3,105.28 3.604   10/14/13 3.667 -11,388 11,193 -195 311,538  391,610 19,928 411,538
    GCX short Aurubis 264.09 43.845 40.905 11/25/13 42.375 -11,191 10,803 -388 311,149  380,419 30,731 411,149
  Buy HSI-Fin ICBC 23,544.33 0.469   6/02/14 0.478 11,047        391,466 19,684  
    SLI long Vifor Pharma 149.24 74.020   1/27/14 69.103 11,047        402,512 8,637  
    GCX Vestas Wind Systems 2,214.14 4.989   2/03/14 4.789 11,047        413,559 -2,410  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,120.92 5.763 5.137 12/09/13 5.450 -11,559 10,895 -664 310,486  402,000 8,485 410,486
1/20/14 Sell IBEX 35 short Acciona 303.65 48.255 31.265 12/16/13 39.760 -12,073 9,494 -2,580 307,906  389,927 17,979 407,906
  Buy   long Siemens Gamesa 1,259.40 8.454   1/27/14 7.622 10,647        400,574 7,332  
    NZX 50 short Chorus 11,365.29 0.937   6/02/14 1.063 10,647        411,221 -3,315  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,259.40 7.622   1/20/14 8.454 -10,647 9,599 -1,048 306,858  400,574 6,284 406,858
    Athex LC Aegean Airlines 2,616.19 7.210   9/30/13 4.200 -10,988 18,863 7,875 314,733  389,586 25,147 414,733
    FT 30 Int Cons Airlines 25.47 485.635   12/23/13 471.516 -12,010 12,369 360 315,093  377,577 37,516 415,093
    SLI Vifor Pharma 149.24 69.103   1/06/14 74.020 -11,047 10,313 -734 314,359  366,530 47,829 414,359
  Buy IBEX 35 short Repsol 659.29 17.525   2/17/14 17.625 11,554        378,084 36,275  
    Athex LC Eurobank Ergasias 235.80 49.000   5/09/16 0.875 11,554        389,638 24,721  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,123.65 7.265   9/30/13 5.174 -10,988 15,427 4,439 318,798  378,650 40,148 418,798
    GCX Vestas Wind Systems 2,214.14 4.789   1/06/14 4.989 -11,047 10,604 -443 318,355  367,603 50,752 418,355
  Buy FT 30 Int Cons Airlines 23.47 499.638   2/10/14 509.014 11,727        379,330 39,025  
    GCX short Aurubis 288.84 40.600   3/03/14 38.880 11,727        391,057 27,299  
2/10/14 Sell HSI-Prop long CK Hutchison 439.25 10.645   11/18/13 11.852 -5,206 4,676 -530 317,825  385,851 31,975 417,825
      China Ov Land & Inv 2,243.29 1.876   11/18/13 2.321 -5,206 4,208 -998 316,828  380,645 36,183 416,828
    MerVal Telecom Argentina 2,158.04 2.998   8/12/13 4.215 -9,097 6,471 -2,626 314,201  371,548 42,653 414,201
    FT 30 Int Cons Airlines 23.47 509.014   2/03/14 499.638 -11,727 11,947 220 314,421  359,821 54,600 414,421
    Nikkei (FRA) MinebeaMitsumi 1,022.28 6.030   12/30/13 5.273 -5,390 6,164 774 315,195  354,431 60,764 415,195
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Softbank 170.45 27.751   12/30/13 31.625 -5,390 4,730 -660 314,535  349,040 65,494 414,535
  Buy HSI-Prop short New World Dev 1,700.20 3.529   7/28/14 3.549 6,000        355,040 59,494  
      The Wharf 3,242.72 1.850   7/28/14 2.205 6,000        361,040 53,494  
    Nikkei (FRA) Hitachi Zosen 1,407.46 4.263   6/30/14 3.700 6,000        367,040 47,494  
      Nitto Denko 191.71 31.297   6/30/14 33.890 6,000        373,040 41,494  
2/17/14 Sell IBEX 35 short Repsol 659.29 17.625 17.425 1/27/14 17.525 -11,554 11,488 -66 314,469  361,486 52,983 414,469
    OBX 25 long DNO International 4,131.92 2.830   12/23/13 2.906 -12,009 11,694 -315 314,154  349,477 64,677 414,154
  Buy IBEX 35 Siemens Gamesa 1,433.36 8.351   3/10/14 8.580 11,970        361,447 52,707  
    OBX 25 short Petroleum Geo-Srvcs 1,573.96 7.605   6/02/14 7.980 11,970        373,417 40,737  
2/24/14 Buy MerVal long Edenor 36,158.98 0.315   12/15/14 0.569 11,372        384,789 29,365  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,073.57 6.187   11/18/13 5.021 -10,412 12,828 2,416 316,570  374,377 42,193 416,570
    GCX short Aurubis 288.84 38.880 42.396 2/03/14 40.600 -11,727 12,246 519 317,089  362,650 54,439 417,089
  Buy Nikkei (TYO) Hitachi Zosen 3,002.70 3.926   3/31/14 3.419 11,788        374,438 42,651  
    GCX long Vestas Wind Systems 2,355.90 5.004   4/14/14 5.847 11,788        386,226 30,863  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,433.36 8.580   2/17/14 8.351 -11,970 12,298 328 317,417  374,256 43,161 417,417
  Buy   short Inditex 549.07 20.970   6/09/14 21.750 11,514        385,770 31,647  
3/31/14 Sell SDAX long ADLER Real Estate 3,615.05 5.100   10/21/13 2.990 -10,809 18,437 7,628 325,045  374,961 50,084 425,045
    Nikkei (TYO) short Hitachi Zosen 3,002.70 3.419 4.508 3/03/14 3.926 -11,788 13,537 1,749 326,794  363,173 63,621 426,794
  Buy SDAX Koenig & Bauer 996.75 12.300   5/05/14 11.730 12,260        375,433 51,361  
    Nikkei (TYO) long MinebeaMitsumi 1,902.81 6.443   4/07/14 6.630 12,260        387,693 39,101  
4/07/14 Sell   long MinebeaMitsumi 1,902.81 6.630   3/31/14 6.443 -12,260 12,615 355 327,149  375,433 51,716 427,149
  Buy   short Hitachi Zosen 3,467.34 3.453   7/28/14 3.842 11,971        387,404 39,745  
4/14/14 Sell ISEQ 20 long Bank of Ireland 668.94 8.250   12/02/13 8.340 -5,579 5,519 -60 327,089  381,825 45,264 427,089
      Smurfit Kappa 323.61 17.010   12/02/13 17.240 -5,579 5,505 -74 327,014  376,246 50,768 427,014
    BAX Morphosys 190.98 58.270   7/01/13 44.145 -8,431 11,128 2,698 329,712  367,815 61,897 429,712
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GEX Manz 172.52 65.730   9/23/13 53.570 -9,242 11,340 2,098 331,810  358,574 73,236 431,810
    GCX Vestas Wind Systems 2,355.90 5.847   3/03/14 5.004 -11,788 13,774 1,986 333,796  346,786 87,010 433,796
  Buy ISEQ 20 short C&C Group 1,453.13 4.480   1/19/15 3.322 6,510        353,296 80,500  
      Flutter 121.48 53.590   1/19/15 66.350 6,510        359,806 73,990  
    BAX Adva 4,064.94 3.203   4/21/14 3.210 13,020        372,826 60,970  
    GEX 4SC 454.26 28.662   1/26/15 18.284 13,020        385,846 47,950  
    GCX EJR 252.88 51.487   4/28/14 51.524 13,020        398,866 34,930  
4/21/14 Sell BAX short Adva 4,064.94 3.210 3.196 4/14/14 3.203 -13,020 12,992 -28 333,767  385,846 47,922 433,767
  Buy   long Sixt 416.25 28.930   5/05/14 28.890 12,042        397,888 35,880  
4/28/14 Sell Nordic 30 long Pandora 305.37 46.257   7/29/13 28.719 -8,770 14,125 5,355 339,123  389,118 50,005 439,123
    GCX short EJR 252.88 51.524 51.450 4/14/14 51.487 -13,020 13,011 -9 339,114  376,098 63,016 439,114
  Buy Germany SolarWorld 406.64 30.870   6/09/14 16.900 12,553        388,651 50,463  
    Nordic 30 Carlsberg A 170.07 73.812   5/05/14 74.896 12,553        401,204 37,910  
    GCX long Vestas Wind Systems 2,037.10 6.162   5/19/14 7.076 12,553        413,757 25,357  
5/05/14 Sell SDAX short Koenig & Bauer 996.75 11.730 12.898 3/31/14 12.300 -12,260 12,856 596 339,709  401,497 38,212 439,709
    Nordic 30 Carlsberg A 170.07 74.896 72.728 4/28/14 73.812 -12,553 12,369 -184 339,525  388,944 50,581 439,525
    BAX long Sixt 416.25 28.890   4/21/14 28.930 -12,042 12,025 -17 339,508  376,902 62,607 439,508
  Buy SDAX ADLER Real Estate 2,502.89 5.015   5/19/14 5.000 12,552        389,454 50,055  
    Nordic 30 Pandora 257.59 48.729   9/15/14 59.766 12,552        402,006 37,503  
    BAX short Adva 3,922.50 3.200   6/09/14 3.196 12,552        414,558 24,951  
5/12/14 Sell OMXH 25 short Metso Outotec 1,726.00 8.620 4.774 12/09/13 6.697 -11,559 8,240 -3,319 336,189  402,999 33,190 436,189
    PSI 20 long Impresa 11,017.43 1.759   12/23/13 1.090 -12,009 19,380 7,371 343,560  390,990 52,570 443,560
  Buy OMXH 25 Outokumpu 1,856.74 6.680   5/19/14 6.250 12,403        403,393 40,167  
5/19/14 Sell SDAX long ADLER Real Estate 2,502.89 5.000   5/05/14 5.015 -12,552 12,514 -38 343,522  390,841 52,682 443,522
    OMXH 25 Outokumpu 1,856.74 6.250   5/12/14 6.680 -12,403 11,605 -798 342,724  378,438 64,286 442,724
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX Vestas Wind Systems 2,037.10 7.076   4/28/14 6.162 -12,553 14,415 1,862 344,586  365,885 78,701 444,586
  Buy HSI Citic Pacific 10,098.81 1.295   11/10/14 1.393 13,082        378,967 65,619  
    SDAX short WCM 8,059.89 1.623   5/26/14 1.623 13,082        392,049 52,537  
    OMXH 25 YIT 1,767.84 7.400   1/26/15 5.508 13,082        405,131 39,455  
    GCX Energy Recovery 3,881.32 3.371   3/02/15 3.076 13,082        418,213 26,373  
5/26/14 Sell SDAX short WCM 8,059.89 1.623 1.623 5/19/14 1.623 -13,082 13,082 0 344,586  405,131 39,455  
  Buy   long ADLER Real Estate 2,200.18 5.500   6/09/14 6.050 12,101        417,232 27,354  
    HSI-C&I Tencent 1,189.91 10.170   10/06/14 12.196 12,101        429,333 15,253  
6/02/14 Sell SSE 50 short Poly Developments 18,743.56 0.591 0.695 12/23/13 0.641 -12,009 13,021 1,012 345,598  417,324 28,274 445,598
    HSI-Fin ICBC 23,544.33 0.478 0.460 1/06/14 0.469 -11,047 10,840 -207 345,391  406,277 39,114 445,391
    OBX 25 Petroleum Geo-Srvcs 1,573.96 7.980 7.230 2/17/14 7.605 -11,970 11,380 -590 344,801  394,307 50,495 444,801
    NZX 50 Chorus 11,365.29 1.063 0.811 1/20/14 0.937 -10,647 9,213 -1,434 343,367  383,660 59,707 443,367
  Buy SSE 50 long Sinolink Secs 10,935.65 1.150   6/23/14 1.117 12,576        396,236 47,131  
    HSI-Fin HK Exchgs & Clrg 918.94 13.685   9/29/14 17.213 12,576        408,812 34,555  
    OBX 25 Grieg Seafood 3,727.99 3.373   6/30/14 3.430 12,576        421,388 21,979  
    FT 30 National Grid 11.40 1,103.450   6/09/14 1,037.210 12,579        433,967 9,400  
    NZX 50 Tourism 18,061.18 0.696   7/21/14 0.758 12,576        446,543 -3,176  
6/09/14 Sell Germany short SolarWorld 406.64 16.900 56.388 4/28/14 30.870 -12,553 22,930 10,377 353,744  433,990 19,754 453,744
    SDAX long ADLER Real Estate 2,200.18 6.050   5/26/14 5.500 -12,101 13,311 1,210 354,954  421,889 33,065 454,954
    IBEX 35 short Inditex 549.07 21.750 20.190 3/10/14 20.970 -11,514 11,086 -428 354,526  410,375 44,150 454,526
    FT 30 long National Grid 11.40 1,037.210   6/02/14 1,103.450 -12,579 11,824 -755 353,770  397,796 55,975 453,770
    Topix (FRA) short Komatsu 715.40 16.815 14.471 11/25/13 15.643 -11,191 10,353 -838 352,932  386,605 66,327 452,932
    BAX Adva 3,922.50 3.196 3.204 5/05/14 3.200 -12,552 12,568 16 352,948  374,053 78,895 452,948
  Buy SDAX WCM 8,313.38 1.599   12/29/14 1.381 13,296        387,349 65,599  
    FT 30 Tesco 28.87 460.539   11/17/14 306.530 13,296        400,645 52,303  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) long Fujitsu 265.76 50.030   9/15/14 48.100 13,296        413,941 39,007  
    BAX Cancom 673.56 19.740   6/16/14 18.403 13,296        427,237 25,711  
6/16/14 Sell   long Cancom 673.56 18.403   6/09/14 19.740 -13,296 12,395 -901 352,047  413,941 38,106 452,047
  Buy IBEX 35 short ArcelorMittal 373.68 32.790   3/02/15 28.860 12,253        426,194 25,853  
    BAX Adva 3,907.21 3.136   6/23/14 3.096 12,253        438,447 13,600  
6/23/14 Sell SSE 50 long Sinolink Secs 10,935.65 1.117   6/02/14 1.150 -12,576 12,215 -361 351,686  425,871 25,815 451,686
    BAX short Adva 3,907.21 3.096 3.177 6/16/14 3.136 -12,253 12,411 158 351,844  413,618 38,227 451,844
  Buy SSE 50 Kangmei Pharma 14,212.30 0.862   7/07/14 0.868 12,251        425,869 25,976  
    CAC Next 20 Arkema 173.39 70.655   1/26/15 62.720 12,251        438,119 13,725  
    CAC Mid 60 CGG 35.68 343.360   1/19/15 153.600 12,251        450,371 1,474  
    BAX long Wacker Neuson 739.35 16.570   7/14/14 17.170 12,251        462,622 -10,777  
6/30/14 Sell OBX 25 long Grieg Seafood 3,727.99 3.430   6/02/14 3.373 -12,576 12,787 211 352,055  450,046 2,009 452,055
    Nikkei (FRA) short Hitachi Zosen 1,407.46 3.700 4.912 2/10/14 4.263 -6,000 6,913 913 352,968  444,046 8,922 452,968
      Nitto Denko 191.71 33.890 28.704 2/10/14 31.297 -6,000 5,503 -497 352,471  438,046 14,425 452,471
  Buy OBX 25 Norwegian 4.87 2,398.530   7/07/14 2,546.850 11,681        449,726 2,744  
    Nikkei (FRA) long Fujitsu 106.13 54.990   8/17/15 44.550 5,836        455,563 -3,092  
      MinebeaMitsumi 709.63 8.224   8/17/15 12.573 5,836        461,399 -8,928  
7/07/14 Sell SSE 50 short Kangmei Pharma 14,212.30 0.868 0.856 6/23/14 0.862 -12,251 12,160 -91 352,380  449,148 3,232 452,380
    OBX 25 Norwegian 4.87 2,546.850 2,250.210 6/30/14 2,398.530 -11,681 10,959 -722 351,657  437,467 14,191 451,657
  Buy SSE 50 long AVIC Aviation Engine 3,913.44 2.976   8/03/15 7.097 11,646        449,113 2,545  
    OBX 25 SalMar 863.96 13.480   7/28/14 14.639 11,646        460,759 -9,101  
7/14/14 Sell BAX long Wacker Neuson 739.35 17.170   6/23/14 16.570 -12,251 12,695 444 352,101  448,508 3,593 452,101
7/21/14 Sell NZX 50 long Tourism 18,061.18 0.758   6/02/14 0.696 -12,576 13,689 1,113 353,214  435,932 17,282 453,214
  Buy France short CGG 44.00 267.296   12/29/14 160.352 11,761        447,693 5,521  
    NZX 50 a2 Milk 30,020.42 0.392   7/28/14 0.401 11,762        459,455 -6,241  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/28/14 Sell MDAX long Dürr 351.33 30.355   7/01/13 23.998 -8,431 10,665 2,234 355,447  451,024 4,424 455,447
    HSI-Prop short New World Dev 1,700.20 3.549 3.509 2/10/14 3.529 -6,000 5,967 -34 355,414  445,024 10,390 455,414
      The Wharf 3,242.72 2.205 1.496 2/10/14 1.850 -6,000 4,851 -1,149 354,265  439,024 15,241 454,265
    OBX 25 long SalMar 863.96 14.639   7/07/14 13.480 -11,646 12,647 1,001 355,266  427,378 27,889 455,266
    NZX 50 short a2 Milk 30,020.42 0.401 0.383 7/21/14 0.392 -11,762 11,495 -267 354,999  415,616 39,384 454,999
    Nikkei (TYO) Hitachi Zosen 3,467.34 3.842 3.063 4/07/14 3.453 -11,971 10,620 -1,351 353,648  403,645 50,004 453,648
  Buy Germany SolarWorld 839.40 15.000   1/12/15 12.350 12,591        416,236 37,413  
    MDAX Südzucker 906.81 13.885   2/02/15 11.245 12,591        428,827 24,822  
    HSI-Prop long CK Hutchison 458.52 13.730   8/24/15 10.950 6,295        435,122 18,526  
      Sino Land 5,028.35 1.252   8/24/15 1.200 6,295        441,418 12,231  
    OBX 25 short Petroleum Geo-Srvcs 1,951.19 6.453   8/11/14 6.127 12,591        454,009 -360  
    NZX 50 long Tourism 16,921.11 0.744   2/22/16 1.542 12,591        466,600 -12,951  
    BAX Nemetschek 1,981.52 6.354   8/04/14 6.125 12,591        479,191 -25,542  
    Nikkei (TYO) MinebeaMitsumi 1,377.89 9.138   10/20/14 9.651 12,591        491,782 -38,133  
8/04/14 Sell HDAX long Dürr 499.18 28.230   1/23/12 9.125 -4,555 14,092 9,537 363,185  487,227 -24,041 463,185
    MIB Azimut 696.90 18.460   11/05/12 9.304 -6,484 12,865 6,381 369,566  480,743 -11,177 469,566
    BAX Nemetschek 1,981.52 6.125   7/28/14 6.354 -12,591 12,137 -454 369,112  468,152 960 469,112
    Indices Merval 18.15 750.468   8/12/13 501.316 -9,099 13,621 4,522 373,634  459,053 14,581 473,634
  Buy HDAX short Südzucker 937.40 13.020   1/12/15 11.160 12,205        471,258 2,376  
    Indices PSI 20 2.08 5,854.360   8/18/14 5,654.350 12,177        483,435 -9,801  
8/11/14 Sell ATX long Wienerberger 827.32 11.525   10/21/13 13.065 -10,809 9,535 -1,274 372,360  472,626 -266 472,360
    DAX Continental 81.22 133.083   7/16/12 59.533 -4,835 10,809 5,974 378,334  467,791 10,543 478,334
    OBX 25 short Petroleum Geo-Srvcs 1,951.19 6.127 6.796 7/28/14 6.453 -12,591 13,261 670 379,003  455,200 23,804 479,003
  Buy ATX Raiffeisen Bank Int 664.73 18.910   2/16/15 13.795 12,570        467,770 11,234  
    DAX Adidas 218.80 57.450   8/18/14 60.070 12,570        480,340 -1,336  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 long SalMar 954.25 13.173   8/18/14 12.880 12,570        492,910 -13,906  
8/18/14 Sell DAX short Adidas 218.80 60.070 54.830 8/11/14 57.450 -12,570 11,997 -573 378,430  480,340 -1,910 478,430
    OBX 25 long SalMar 954.25 12.880   8/11/14 13.173 -12,570 12,291 -279 378,151  467,770 10,381 478,151
    Indices short PSI 20 2.08 5,654.350 6,061.440 8/04/14 5,854.360 -12,177 12,608 431 378,581  455,593 22,989 478,581
  Buy DAX long Vonovia 549.23 22.830   10/06/14 22.420 12,539        468,131 10,450  
    OBX 25 short Petroleum Geo-Srvcs 2,055.67 6.100   2/16/15 5.700 12,539        480,670 -2,089  
    Indices long Merval 15.99 784.124   10/06/14 1,022.100 12,538        493,209 -14,627  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,905.95 6.373   7/01/13 2.159 -8,431 24,892 16,461 395,042  484,778 10,265 495,042
  Buy   short Demant 1,073.90 11.763   9/08/14 11.966 12,632        497,410 -2,367  
9/08/14 Sell   short Demant 1,073.90 11.966 11.559 9/01/14 11.763 -12,632 12,413 -219 394,823  484,778 10,046 494,823
  Buy   long Pandora 219.67 57.454   9/29/14 61.631 12,621        497,399 -2,575  
9/15/14 Sell Nordic 30 long Pandora 257.59 59.766   5/05/14 48.729 -12,552 15,395 2,843 397,666  484,846 12,820 497,666
    Topix (FRA) Fujitsu 265.76 48.100   6/09/14 50.030 -13,296 12,783 -513 397,153  471,550 25,603 497,153
  Buy Nordic 30 short Volvo 1,486.49 8.791   11/10/14 9.334 13,068        484,618 12,535  
    Topix (FRA) Aeon 1,664.50 7.851   1/05/15 8.291 13,068        497,686 -533  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 918.94 17.213   6/02/14 13.685 -12,576 15,817 3,241 400,395  485,110 15,284 500,395
    TSX 60 Bausch Health 142.93 102.197   9/30/13 76.879 -10,988 14,607 3,619 404,013  474,122 29,891 504,013
    OMXC 20 Pandora 219.67 61.631   9/08/14 57.454 -12,621 13,538 918 404,931  461,501 43,430 504,931
  Buy HSI-Fin short ICBC 27,528.11 0.498   11/03/14 0.526 13,709        475,210 29,721  
    TSX 60 Yamana Gold 2,858.07 4.797   3/23/15 3.713 13,709        488,919 16,012  
10/06/14 Sell DAX long Vonovia 549.23 22.420   8/18/14 22.830 -12,539 12,314 -225 404,706  476,380 28,325 504,706
    HSI-C&I Tencent 1,189.91 12.196   5/26/14 10.170 -12,101 14,512 2,411 407,117  464,279 42,838 507,117
    Indices Merval 15.99 1,022.100   8/18/14 784.124 -12,538 16,343 3,805 410,922  451,741 59,181 510,922
  Buy DAX short Deutsche Lufthansa 1,179.80 12.080   11/17/14 13.145 14,252        465,993 44,929  
    HSI-C&I Galaxy Entertainment 2,892.98 4.926   4/13/15 4.822 14,252        480,245 30,677  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 Pharol 8,743.56 1.630   2/23/15 0.697 14,252        494,497 16,425  
    Indices PSI 20 2.57 5,537.710   2/23/15 5,494.440 14,232        508,729 2,193  
10/13/14 Sell S&P 100 long Gilead Sciences 272.28 79.611   9/17/12 25.063 -6,824 21,676 14,852 425,774  501,905 23,870 525,774
    BEL 20 KBC 256.71 40.740   7/15/13 31.350 -8,048 10,458 2,411 428,185  493,857 34,328 528,185
    OMXS 30 Nokia 1,292.22 6.407   7/08/13 3.186 -4,117 8,279 4,162 432,347  489,740 42,607 532,347
      Kinnevik 188.25 22.475   7/08/13 21.868 -4,117 4,231 114 432,461  485,624 46,838 532,461
  Buy S&P 100 short General Motors 619.43 23.379   10/27/14 23.689 14,482        500,106 32,356  
    BEL 20 Galapagos 1,302.92 11.115   11/17/14 12.800 14,482        514,588 17,874  
    OMXS 30 MTG 313.12 23.125   11/03/14 24.302 7,241        521,829 10,633  
10/20/14 Sell Kospi 50 long Amorepacific Group 181.88 87.497   7/23/12 26.166 -4,759 15,914 11,155 443,616  517,070 26,547 543,616
    Europe 50 Roche 19.48 222.572   12/19/11 129.719 -2,527 4,336 1,809 445,425  514,543 30,883 545,425
    Nikkei (TYO) MinebeaMitsumi 1,377.89 9.651   7/28/14 9.138 -12,591 13,298 707 446,132  501,952 44,180 546,132
    SP Global 100 Apple 330.91 19.487   4/30/12 15.738 -5,208 6,449 1,241 447,372  496,744 50,629 547,372
  Buy Kospi 50 short Hyundai Heavy 178.88 83.577   12/08/14 94.176 14,950        511,694 35,678  
    Europe 50 Deutsche Bank 693.89 21.545   11/10/14 21.563 14,950        526,644 20,728  
    Nikkei (TYO) Toyo Seikan 1,820.62 8.212   10/27/14 8.725 14,950        541,594 5,778  
    SP Global 100 Deutsche Bank 693.89 21.545   11/03/14 22.134 14,950        556,544 -9,172  
10/27/14 Sell S&P 100 short General Motors 619.43 23.689 23.070 10/13/14 23.379 -14,482 14,290 -192 447,181  542,062 5,119 547,181
    Nikkei (TYO) Toyo Seikan 1,820.62 8.725 7.698 10/20/14 8.212 -14,950 14,015 -935 446,246  527,112 19,134 546,246
    DJ Global Titans long Alphabet A 588.22 21.652   12/23/13 20.416 -12,009 12,736 727 446,973  515,103 31,870 546,973
  Buy S&P 100 Gilead Sciences 163.21 88.668   6/08/15 100.700 14,471        529,574 17,399  
    Nikkei (TYO) MinebeaMitsumi 1,381.16 10.477   8/24/15 10.589 14,471        544,045 2,928  
    DJ Global Titans short Samsung Electronics 883.10 16.387   11/10/14 18.745 14,471        558,516 -11,543  
11/03/14 Sell HSI-Fin short ICBC 27,528.11 0.526 0.470 9/29/14 0.498 -13,709 12,949 -760 446,213  544,807 1,406 546,213
    OMXS 30 MTG 313.12 24.302 21.949 10/13/14 23.125 -7,241 6,873 -368 445,845  537,566 8,278 545,845
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SP Global 100 Deutsche Bank 693.89 22.134 20.956 10/20/14 21.545 -14,950 14,541 -409 445,436  522,616 22,820 545,436
  Buy HSI-Fin long HK Exchgs & Clrg 804.01 17.669   11/24/14 17.528 14,206        536,822 8,614  
    OMXC 20 Pandora 213.05 66.679   11/17/14 66.322 14,206        551,028 -5,592  
    OMXS 30 Boliden 541.51 13.117   6/08/15 18.209 7,103        558,131 -12,695  
      Electrolux 316.32 22.455   6/08/15 27.196 7,103        565,234 -19,799  
    SP Global 100 Apple 648.75 21.898   8/24/15 22.212 14,206        579,440 -34,005  
11/10/14 Sell HSI long Citic Pacific 10,098.81 1.393   5/19/14 1.295 -13,082 14,068 986 446,422  566,358 -19,937 546,422
    Europe 50 short Deutsche Bank 693.89 21.563 21.527 10/20/14 21.545 -14,950 14,938 -12 446,409  551,409 -4,999 546,409
    Nordic 30 Volvo 1,486.49 9.334 8.249 9/15/14 8.791 -13,068 12,262 -806 445,603  538,341 7,262 545,603
    DJ Global Titans Samsung Electronics 883.10 18.745 14.028 10/27/14 16.387 -14,471 12,388 -2,083 443,520  523,870 19,651 543,520
  Buy HSI Kunlun Energy 13,591.08 1.036   1/12/15 0.825 14,079        537,949 5,572  
    Europe 50 long Novartis 227.39 61.916   8/24/15 69.088 14,079        552,028 -8,507  
    Nordic 30 Pandora 206.58 68.154   6/01/15 91.032 14,079        566,107 -22,587  
    DJ Global Titans Apple 642.90 21.899   12/15/14 21.746 14,079        580,186 -36,666  
11/17/14 Sell DAX short Deutsche Lufthansa 1,179.80 13.145 11.015 10/06/14 12.080 -14,252 12,996 -1,256 442,264  565,934 -23,670 542,264
    BEL 20 Galapagos 1,302.92 12.800 9.430 10/13/14 11.115 -14,482 12,287 -2,195 440,068  551,452 -11,384 540,068
    OMXC 20 long Pandora 213.05 66.322   11/03/14 66.679 -14,206 14,130 -76 439,992  537,246 2,746 539,992
    FT 30 short Tesco 28.87 306.530 691.926 6/09/14 460.539 -13,296 19,976 6,680 446,672  523,950 22,722 546,672
  Buy DAX long Merck (EMD) 185.65 76.670   7/06/15 90.640 14,234        538,184 8,488  
    BEL 20 Proximus 466.69 30.500   11/24/14 30.740 14,234        552,418 -5,746  
    OMXC 20 short FLSmidth 428.98 33.181   11/24/14 35.297 14,234        566,652 -19,980  
    FT 30 long Man Group 83.96 169.534   12/15/14 177.040 14,234        580,886 -34,214  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 804.01 17.528   11/03/14 17.669 -14,206 14,093 -113 446,559  566,680 -20,121 546,559
    BEL 20 Proximus 466.69 30.740   11/17/14 30.500 -14,234 14,346 112 446,671  552,446 -5,775 546,671
    OMXC 20 short FLSmidth 428.98 35.297 31.065 11/17/14 33.181 -14,234 13,326 -908 445,763  538,212 7,551 545,763
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HSI-Fin HSBC 1,730.80 7.992   1/26/15 8.332 13,832        552,044 -6,281  
    BEL 20 Galapagos 1,072.25 12.900   12/01/14 13.020 13,832        565,876 -20,113  
    OMXC 20 long Pandora 205.81 67.207   8/17/15 107.440 13,832        579,708 -33,945  
12/01/14 Sell BEL 20 short Galapagos 1,072.25 13.020 12.780 11/24/14 12.900 -13,832 13,703 -129 445,635  565,876 -20,241 545,635
  Buy   long Proximus 415.50 31.610   12/15/14 29.550 13,134        579,010 -33,375  
12/08/14 Sell Kospi 50 short Hyundai Heavy 178.88 94.176 72.978 10/20/14 83.577 -14,950 13,054 -1,896 443,739  564,060 -20,321 543,739
  Buy   long Amorepacific Group 157.78 82.934   7/06/15 157.893 13,085        577,145 -33,406  
12/15/14 Sell BEL 20 long Proximus 415.50 29.550   12/01/14 31.610 -13,134 12,278 -856 442,883  564,011 -21,128 542,883
    MerVal Edenor 36,158.98 0.569   2/24/14 0.315 -11,372 20,560 9,188 452,071  552,639 -568 552,071
    FT 30 Man Group 83.96 177.040   11/17/14 169.534 -14,234 14,864 630 452,701  538,405 14,296 552,701
    DJ Global Titans Apple 642.90 21.746   11/10/14 21.899 -14,079 13,980 -98 452,602  524,326 28,277 552,602
  Buy BEL 20 short Umicore 931.73 15.585   1/19/15 16.578 14,521        538,847 13,756  
    FT 30 Tesco 55.32 262.480   12/22/14 292.250 14,520        553,367 -765  
    DJ Global Titans Gazprom 4,351.51 3.337   3/02/15 4.494 14,521        567,888 -15,286  
12/22/14 Sell TecDAX short SMA Solar 223.48 14.800 46.789 5/21/12 26.315 -5,881 10,456 4,576 457,178  562,007 -4,829 557,178
    FT 30 Tesco 55.32 292.250 232.709 12/15/14 262.480 -14,520 12,873 -1,647 455,531  547,487 8,044 555,531
  Buy   long Man Group 70.22 200.637   1/05/15 211.401 14,089        561,576 -6,045  
12/29/14 Sell France short CGG 44.00 160.352 445.565 7/21/14 267.296 -11,761 19,605 7,844 463,375  549,815 13,560 563,375
    SDAX WCM 8,313.38 1.381 1.852 6/09/14 1.599 -13,296 15,393 2,097 465,472  536,519 28,953 565,472
  Buy France long Adocia 311.53 47.700   6/08/15 66.230 14,860        551,379 14,093  
    SDAX Patrizia Immobilien 1,208.13 12.300   1/19/15 14.055 14,860        566,239 -767  
    BAX KUKA 250.72 59.270   7/27/15 74.330 14,860        581,099 -15,627  
1/05/15 Sell FT 30 long Man Group 70.22 211.401   12/22/14 200.637 -14,089 14,845 756 466,228  567,010 -782 566,228
    Topix (FRA) short Aeon 1,664.50 8.291 7.411 9/15/14 7.851 -13,068 12,336 -732 465,495  553,942 11,553 565,495
  Buy FT 30 Tesco 49.07 294.006   1/19/15 365.061 14,427        568,369 -2,874  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) long Oriental Land 300.99 47.929   2/02/15 54.216 14,426        582,795 -17,300  
1/12/15 Sell Germany short SolarWorld 839.40 12.350 18.219 7/28/14 15.000 -12,591 15,293 2,702 468,197  570,204 -2,007 568,197
    HSI Kunlun Energy 13,591.08 0.825 1.300 11/10/14 1.036 -14,079 17,674 3,595 471,792  556,125 15,667 571,792
    HDAX Südzucker 937.40 11.160 15.190 8/04/14 13.020 -12,205 14,239 2,034 473,826  543,920 29,906 573,826
  Buy Germany long Ströer Media 613.16 24.615   6/15/15 40.315 15,093        559,013 14,813  
    HSI China Life Ins HK 4,554.18 3.314   7/13/15 3.728 15,093        574,106 -280  
    HDAX Ströer Media 613.16 24.615   8/24/15 47.670 15,093        589,199 -15,373  
1/19/15 Sell SDAX long Patrizia Immobilien 1,208.13 14.055   12/29/14 12.300 -14,860 16,980 2,120 475,946  574,339 1,608 575,946
    ISEQ 20 short C&C Group 1,453.13 3.322 6.042 4/14/14 4.480 -6,510 8,779 2,269 478,216  567,829 10,387 578,216
      Flutter 121.48 66.350 40.830 4/14/14 53.590 -6,510 4,960 -1,550 476,666  561,319 15,347 576,666
    BEL 20 Umicore 931.73 16.578 14.593 12/15/14 15.585 -14,521 13,596 -925 475,741  546,798 28,943 575,741
    FT 30 Tesco 49.07 365.061 222.950 1/05/15 294.006 -14,427 10,940 -3,487 472,254  532,371 39,883 572,254
    CAC Mid 60 CGG 35.68 153.600 767.553 6/23/14 343.360 -12,251 27,386 15,135 487,389  520,120 67,270 587,389
  Buy SDAX SGL Carbon 1,161.53 14.090   1/26/15 15.480 16,366        536,486 50,904  
    ISEQ 20 long Glanbia 590.83 13.850   6/08/15 17.420 8,183        544,669 42,721  
      Ryanair 841.01 9.730   6/08/15 11.660 8,183        552,852 34,538  
    BEL 20 bpost 715.92 22.860   9/28/15 21.000 16,366        569,218 18,172  
    FT 30 Man Group 77.99 209.841   6/08/15 231.072 16,366        585,583 1,806  
    CAC Mid 60 Adocia 258.96 63.200   6/08/15 66.230 16,366        601,949 -14,560  
1/26/15 Sell SDAX short SGL Carbon 1,161.53 15.480 12.700 1/19/15 14.090 -16,366 14,751 -1,615 485,775  585,584 191 585,775
    HSI-Fin HSBC 1,730.80 8.332 7.651 11/24/14 7.992 -13,832 13,243 -589 485,186  571,751 13,434 585,186
    OMXH 25 YIT 1,767.84 5.508 9.942 5/19/14 7.400 -13,082 17,576 4,494 489,679  558,669 31,010 589,679
    CAC Next 20 Arkema 173.39 62.720 79.594 6/23/14 70.655 -12,251 13,801 1,550 491,229  546,419 44,811 591,229
    GEX 4SC 454.26 18.284 44.930 4/14/14 28.662 -13,020 20,410 7,390 498,619  533,399 65,221 598,619
  Buy SDAX long Patrizia Immobilien 1,110.03 14.950   6/29/15 22.015 16,595        549,994 48,626  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Fin China Life Ins HK 4,442.27 3.736   8/03/15 3.251 16,595        566,589 32,031  
    OMXH 25 Neste Oil 2,053.84 8.080   5/11/15 7.640 16,595        583,184 15,436  
    GEX Ströer Media 620.37 26.750   6/01/15 38.770 16,595        599,779 -1,159  
2/02/15 Sell MDAX short Südzucker 906.81 11.245 17.145 7/28/14 13.885 -12,591 15,547 2,956 501,575  587,188 14,388 601,575
    AEX KPN 1,608.94 2.756 4.771 10/15/12 3.626 -5,834 7,676 1,842 503,417  581,354 22,063 603,417
    Topix (FRA) long Oriental Land 300.99 54.216   1/05/15 47.929 -14,426 16,318 1,892 505,309  566,928 38,382 605,309
  Buy MDAX Ströer Media 623.96 25.790   11/16/15 61.450 16,092        583,019 22,290  
    Topix (FRA) short Orix 1,615.99 9.958   2/09/15 10.802 16,092        599,111 6,198  
2/09/15 Sell   short Orix 1,615.99 10.802 9.114 2/02/15 9.958 -16,092 14,728 -1,364 503,945  583,019 20,926 603,945
  Buy MerVal long Aluar 16,664.18 0.937   2/16/15 0.944 15,621        598,640 5,305  
    Topix (FRA) Sony 690.37 22.627   5/18/15 28.471 15,621        614,261 -10,316  
2/16/15 Sell ATX short Raiffeisen Bank Int 664.73 13.795 25.922 8/11/14 18.910 -12,570 17,231 4,661 508,606  601,691 6,915 608,606
    OBX 25 Petroleum Geo-Srvcs 2,055.67 5.700 6.528 8/18/14 6.100 -12,539 13,419 880 509,487  589,152 20,334 609,487
    MerVal long Aluar 16,664.18 0.944   2/09/15 0.937 -15,621 15,733 112 509,598  573,531 36,067 609,598
  Buy ATX Zumtobel 765.16 21.095   9/07/15 23.775 16,141        589,672 19,926  
    OBX 25 Frontline 1,296.63 12.448   2/23/15 11.234 16,141        605,813 3,785  
2/23/15 Sell PSI 20 short Pharol 8,743.56 0.697 3.812 10/06/14 1.630 -14,252 33,330 19,078 528,676  591,561 37,114 628,676
    OBX 25 long Frontline 1,296.63 11.234   2/16/15 12.448 -16,141 14,566 -1,575 527,101  575,420 51,681 627,101
    Indices short PSI 20 2.57 5,494.440 5,581.320 10/06/14 5,537.710 -14,232 14,344 112 527,213  561,189 66,025 627,213
  Buy PSI 20 long Altri 5,730.82 3.024   5/25/15 4.081 17,330        578,519 48,695  
    MerVal Comercial del Plata 70,076.83 0.247   3/02/15 0.261 17,330        595,849 31,365  
    Indices SSE 50 ew 51.51 336.435   7/27/15 382.611 17,330        613,178 14,035  
3/02/15 Sell IBEX 35 short ArcelorMittal 373.68 28.860 37.255 6/16/14 32.790 -12,253 13,922 1,669 528,882  600,925 27,956 628,882
    MerVal long Comercial del Plata 70,076.83 0.261   2/23/15 0.247 -17,330 18,297 967 529,849  583,595 46,253 629,849
    DJ Global Titans short Gazprom 4,351.51 4.494 2.180 12/15/14 3.337 -14,521 9,486 -5,035 524,814  569,074 55,740 624,814
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX Energy Recovery 3,881.32 3.076 3.693 5/19/14 3.371 -13,082 14,335 1,253 526,067  555,992 70,075 626,067
  Buy IBEX 35 long Intl. Cons. Airlines 2,202.91 7.900   3/09/15 7.660 17,403        573,395 52,672  
    DJ Global Titans Apple 603.10 28.856   3/30/15 29.169 17,403        590,798 35,269  
    GCX Shimano 125.07 139.151   6/01/15 129.753 17,404        608,202 17,865  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,202.91 7.660   3/02/15 7.900 -17,403 16,874 -529 525,539  590,799 34,740 625,539
  Buy   short Endesa 935.71 17.640   3/23/15 18.130 16,506        607,305 18,234  
    MerVal long Comercial del Plata 59,459.65 0.278   6/29/15 0.285 16,506        623,811 1,728  
3/23/15 Sell IBEX 35 short Endesa 935.71 18.130 17.150 3/09/15 17.640 -16,506 16,047 -458 525,080  607,305 17,775 625,080
    TSX 60 Yamana Gold 2,858.07 3.713 6.196 9/29/14 4.797 -13,709 17,708 3,999 529,079  593,596 35,483 629,079
  Buy IBEX 35 long Intl. Cons. Airlines 2,051.11 8.100   5/11/15 7.890 16,614        610,210 18,869  
    TSX 60 Bausch Health 89.43 185.781   5/11/15 200.704 16,614        626,824 2,255  
3/30/15 Sell DJ Global Titans long Apple 603.10 29.169   3/02/15 28.856 -17,403 17,592 189 529,268  609,421 19,846 629,268
  Buy   short ConocoPhilips 274.62 59.090   4/27/15 61.591 16,227        625,649 3,619  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,892.98 4.822 5.033 10/06/14 4.926 -14,252 14,560 308 529,575  611,397 18,179 629,575
    ÖkoDAX (deprecated) SolarWorld 67.37 14.550 772.962 4/29/13 106.050 -7,145 52,074 44,930 574,505  604,252 70,253 674,505
  Buy HSI-C&I long Tencent 894.44 20.815   7/06/15 17.093 18,618        622,870 51,635  
    OBX 25 Frontline 1,360.44 13.685   5/18/15 12.057 18,618        641,488 33,017  
4/27/15 Sell DJ Global Titans short ConocoPhilips 274.62 61.591 56.589 3/30/15 59.090 -16,227 15,540 -687 573,818  625,261 48,557 673,818
  Buy   long Mitsubishi UFJ 2,783.23 6.489   6/08/15 6.373 18,059        643,320 30,498  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 2,051.11 7.890   3/23/15 8.100 -16,614 16,183 -431 573,388  626,706 46,682 673,388
    OMXH 25 Neste Oil 2,053.84 7.640   1/26/15 8.080 -16,595 15,691 -904 572,484  610,111 62,373 672,484
    TSX 60 Bausch Health 89.43 200.704   3/23/15 185.781 -16,614 17,949 1,335 573,818  593,496 80,322 673,818
  Buy IBEX 35 short Obrascón Huarte Lain 985.01 19.140   4/25/16 5.840 18,853        612,350 61,469  
    OMXH 25 Outokumpu 3,601.34 5.235   1/04/16 2.584 18,853        631,203 42,616  
    TSX 60 Cenovus Energy 1,215.85 15.506   3/21/16 12.064 18,853        650,056 23,763  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/18/15 Sell OBX 25 long Frontline 1,360.44 12.057   4/13/15 13.685 -18,618 16,403 -2,215 571,603  631,438 40,165 671,603
    Topix (FRA) Sony 690.37 28.471   2/09/15 22.627 -15,621 19,656 4,035 575,638  615,817 59,821 675,638
  Buy OBX 25 short REC Silicon 8,686.98 2.117   6/01/15 1.852 18,386        634,202 41,435  
    Topix (FRA) Toshiba 614.30 29.930   5/25/15 30.510 18,386        652,588 23,049  
5/25/15 Sell PSI 20 long Altri 5,730.82 4.081   2/23/15 3.024 -17,330 23,387 6,057 581,695  635,258 46,436 681,695
    Topix (FRA) short Toshiba 614.30 30.510 29.350 5/18/15 29.930 -18,386 18,030 -356 581,339  616,872 64,466 681,339
  Buy PSI 20 Pharol 36,558.82 0.510   11/23/15 0.369 18,645        635,517 45,821  
    Topix (FRA) long Sony 654.21 28.500   6/01/15 28.394 18,645        654,162 27,176  
6/01/15 Sell OBX 25 short REC Silicon 8,686.98 1.852 2.418 5/18/15 2.117 -18,386 21,008 2,622 583,960  635,776 48,184 683,960
    Nordic 30 long Pandora 206.58 91.032   11/10/14 68.154 -14,079 18,805 4,726 588,687  621,697 66,989 688,687
    Topix (FRA) Sony 654.21 28.394   5/25/15 28.500 -18,645 18,576 -69 588,617  603,052 85,565 688,617
    GEX Ströer Media 620.37 38.770   1/26/15 26.750 -16,595 24,052 7,457 596,074  586,457 109,617 696,074
    GCX Shimano 125.07 129.753   3/02/15 139.151 -17,404 16,228 -1,175 594,899  569,054 125,845 694,899
  Buy TecDAX short Aixtron 2,973.62 6.900   4/25/16 4.108 20,518        589,572 105,327  
    OBX 25 long Frontline 1,644.64 12.476   6/08/15 12.298 20,518        610,090 84,809  
    Nordic 30 short Fortum 1,184.64 17.320   11/30/15 13.820 20,518        630,608 64,291  
    Topix (FRA) Toshiba 629.19 32.610   11/16/15 22.410 20,518        651,126 43,773  
    GCX REC Silicon 11,076.44 1.852   10/05/20 0.464 20,518        671,644 23,255  
6/08/15 Sell S&P 100 long Gilead Sciences 163.21 100.700   10/27/14 88.668 -14,471 16,435 1,964 596,862  657,172 39,690 696,862
    France Adocia 311.53 66.230   12/29/14 47.700 -14,860 20,633 5,773 602,635  642,312 60,323 702,635
    ISEQ 20 Glanbia 590.83 17.420   1/19/15 13.850 -8,183 10,292 2,109 604,744  634,129 70,615 704,744
      Ryanair 841.01 11.660   1/19/15 9.730 -8,183 9,806 1,623 606,368  625,946 80,421 706,368
    OBX 25 Frontline 1,644.64 12.298   6/01/15 12.476 -20,518 20,226 -292 606,075  605,428 100,647 706,075
    OMXS 30 Boliden 541.51 18.209   11/03/14 13.117 -7,103 9,860 2,757 608,833  598,325 110,507 708,833
      Electrolux 316.32 27.196   11/03/14 22.455 -7,103 8,602 1,499 610,332  591,222 119,110 710,332
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Man Group 77.99 231.072   1/19/15 209.841 -16,366 18,021 1,656 611,988  574,856 137,131 711,988
    CAC Mid 60 Adocia 258.96 66.230   1/19/15 63.200 -16,366 17,151 785 612,772  558,490 154,282 712,772
    DJ Global Titans Mitsubishi UFJ 2,783.23 6.373   4/27/15 6.489 -18,059 17,737 -322 612,451  540,431 172,019 712,451
  Buy S&P 100 short Norfolk Southern 274.17 80.648   6/15/15 80.979 22,111        562,543 149,908  
    France Solocal 31.57 700.450   11/23/15 390.360 22,113        584,656 127,795  
    ISEQ 20 FBD 1,192.10 9.274   8/10/15 7.120 11,056        595,711 116,739  
    OBX 25 DNO International 17,355.57 1.274   12/21/15 0.607 22,111        617,822 94,628  
    OMXS 30 SSAB 2,159.28 5.120   10/26/15 3.388 11,056        628,878 83,573  
      Telia Company 2,102.33 5.259   10/26/15 4.765 11,056        639,933 72,517  
    FT 30 Tate & Lyle 29.34 753.704   12/28/15 807.108 22,114        662,047 50,404  
    DJ Global Titans BHP 1,162.53 19.020   7/13/15 17.787 22,111        684,158 28,293  
6/15/15 Sell S&P 100 short Norfolk Southern 274.17 80.979 80.318 6/08/15 80.648 -22,111 22,021 -91 612,360  662,047 50,313 712,360
    Germany long Ströer Media 613.16 40.315   1/12/15 24.615 -15,093 24,720 9,627 621,987  646,954 75,033 721,987
  Buy S&P 100 Starbucks 430.06 46.330   7/06/15 49.123 19,925        666,879 55,108  
6/29/15 Sell SDAX long Patrizia Immobilien 1,110.03 22.015   1/26/15 14.950 -16,595 24,437 7,842 629,829  650,284 79,546 729,829
    MerVal Comercial del Plata 59,459.65 0.285   3/09/15 0.278 -16,506 16,940 434 630,263  633,778 96,486 730,263
7/06/15 Sell S&P 100 long Starbucks 430.06 49.123   6/15/15 46.330 -19,925 21,126 1,201 631,464  613,853 117,611 731,464
    Kospi 50 Amorepacific Group 157.78 157.893   12/08/14 82.934 -13,085 24,912 11,827 643,291  600,768 142,524 743,291
    DAX Merck (EMD) 185.65 90.640   11/17/14 76.670 -14,234 16,827 2,594 645,885  586,534 159,351 745,885
    HSI-C&I Tencent 894.44 17.093   4/13/15 20.815 -18,618 15,289 -3,329 642,555  567,916 174,639 742,555
  Buy S&P 100 short Norfolk Southern 291.56 78.643   7/13/15 78.579 22,929        590,845 151,710  
    CAC 40 ArcelorMittal 908.80 25.230   3/27/17 22.800 22,929        613,774 128,781  
    DAX RWE 1,191.74 19.240   7/13/15 20.205 22,929        636,703 105,852  
    HSI-C&I Sands China 6,776.51 3.384   5/09/16 3.084 22,929        659,632 82,923  
7/13/15 Sell S&P 100 short Norfolk Southern 291.56 78.579 78.708 7/06/15 78.643 -22,929 22,948 19 642,574  636,703 105,871 742,574
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI long China Life Ins HK 4,554.18 3.728   1/12/15 3.314 -15,093 16,980 1,887 644,461  621,610 122,851 744,461
    DAX short RWE 1,191.74 20.205 18.275 7/06/15 19.240 -22,929 21,779 -1,150 643,311  598,681 144,630 743,311
    DJ Global Titans BHP 1,162.53 17.787 20.338 6/08/15 19.020 -22,111 23,643 1,532 644,843  576,570 168,273 744,843
  Buy S&P 100 long Amazon.com 1,102.64 20.702   7/27/15 23.987 22,827        599,397 145,447  
    HSI short China Shenhua HK 12,291.08 1.857   4/18/16 1.521 22,827        622,224 122,620  
    DAX long Fresenius 372.62 61.260   7/27/15 61.200 22,827        645,050 99,793  
    DJ Global Titans Mitsubishi UFJ 3,634.06 6.281   7/27/15 6.435 22,827        667,877 76,966  
7/20/15 Sell DJTA long Avis Budget 494.16 38.916   9/24/12 12.419 -6,137 19,231 13,094 657,937  661,740 96,196 757,937
  Buy   short Avis Budget 548.70 38.916   8/03/15 39.514 21,353        683,093 74,843  
7/27/15 Sell S&P 100 long Amazon.com 1,102.64 23.987   7/13/15 20.702 -22,827 26,449 3,622 661,559  660,266 101,293 761,559
    DAX Fresenius 372.62 61.200   7/13/15 61.260 -22,827 22,804 -22 661,537  637,440 124,097 761,537
    BAX KUKA 250.72 74.330   12/29/14 59.270 -14,860 18,636 3,776 665,313  622,579 142,733 765,313
    Indices SSE 50 ew 51.51 382.611   2/23/15 336.435 -17,330 19,708 2,379 667,691  605,250 162,441 767,691
    DJ Global Titans Mitsubishi UFJ 3,634.06 6.435   7/13/15 6.281 -22,827 23,386 559 668,250  582,423 185,827 768,250
  Buy S&P 100 short ConocoPhilips 522.41 45.655   3/07/16 37.595 23,851        606,274 161,976  
    DAX RWE 1,285.77 18.550   10/19/15 12.230 23,851        630,125 138,125  
    BAX Grammer 908.26 26.260   11/09/15 23.675 23,851        653,975 114,274  
    Indices RTX 22.64 1,053.370   6/06/16 1,104.740 23,848        677,824 90,426  
    DJ Global Titans ConocoPhilips 522.41 45.655   8/03/15 45.385 23,851        701,675 66,575  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 3,913.44 7.097   7/07/14 2.976 -11,646 27,773 16,127 684,377  690,029 94,348 784,377
    HSI-Fin China Life Ins HK 4,442.27 3.251   1/26/15 3.736 -16,595 14,440 -2,155 682,222  673,434 108,788 782,222
    DJTA short Avis Budget 548.70 39.514 38.317 7/20/15 38.916 -21,353 21,024 -329 681,893  652,081 129,812 781,893
    DJ Global Titans ConocoPhilips 522.41 45.385 45.927 7/27/15 45.655 -23,851 23,993 142 682,035  628,230 153,805 782,035
  Buy SSE 50 China Northern Rare 11,240.51 2.081   1/04/16 1.789 23,396        651,626 130,409  
    HSI-Fin ICBC 37,409.66 0.625   1/04/16 0.538 23,396        675,022 107,013  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA long JetBlue Airways 1,086.29 21.538   8/24/15 18.277 23,396        698,418 83,617  
    SMI UBS 1,108.70 21.102   8/17/15 20.081 23,396        721,814 60,221  
    SLI Vifor Pharma 220.36 106.171   8/24/15 107.513 23,396        745,210 36,826  
    DJ Global Titans Mitsubishi UFJ 3,607.27 6.486   8/24/15 5.389 23,396        768,606 13,430  
8/10/15 Sell ISEQ 20 short FBD 1,192.10 7.120 12.080 6/08/15 9.274 -11,056 14,400 3,345 685,380  757,550 27,830 785,380
  Buy   long Kingspan 447.30 22.725   8/17/15 22.815 10,165        767,715 17,665  
      Ryanair 795.38 12.780   8/17/15 12.705 10,165        777,880 7,500  
8/17/15 Sell ASX 50 long James Hardie Ind 721.64 12.058   1/30/12 5.763 -4,159 8,702 4,543 689,922  773,721 16,201 789,922
    ISEQ 20 Kingspan 447.30 22.815   8/10/15 22.725 -10,165 10,205 40 689,963  763,556 26,407 789,963
      Ryanair 795.38 12.705   8/10/15 12.780 -10,165 10,105 -60 689,903  753,391 36,512 789,903
    OMXC 20 Pandora 205.81 107.440   11/24/14 67.207 -13,832 22,112 8,280 698,183  739,559 58,624 798,183
    SMI UBS 1,108.70 20.081   8/03/15 21.102 -23,396 22,264 -1,132 697,051  716,163 80,888 797,051
    Nikkei (FRA) Fujitsu 106.13 44.550   6/30/14 54.990 -5,836 4,728 -1,108 695,943  710,327 85,616 795,943
      MinebeaMitsumi 709.63 12.573   6/30/14 8.224 -5,836 8,922 3,086 699,029  704,491 94,538 799,029
  Buy ASX 50 short Santos 5,610.56 3.982   11/23/15 2.708 22,339        726,830 72,199  
    ISEQ 20 FBD 1,618.77 6.900   11/30/15 6.852 11,170        738,000 61,030  
    OMXC 20 GN Store Nord 179.43 124.500   10/05/15 126.375 22,339        760,339 38,691  
    Nikkei (FRA) Sharp 870.58 12.830   11/23/15 10.210 11,170        771,508 27,521  
      IHI 369.97 30.190   11/23/15 25.250 11,169        782,678 16,352  
8/24/15 Sell DJIA long Visa 133.73 58.880   12/19/11 18.897 -2,527 7,874 5,347 704,377  780,151 24,226 804,377
    Nasdaq 100 Regeneron 38.22 434.608   10/10/11 49.346 -1,886 16,611 14,725 719,101  778,265 40,837 819,101
    Euro 50 ASML 54.72 74.790   1/09/12 32.400 -1,773 4,093 2,320 721,421  776,492 44,929 821,421
      AB InBev 37.33 91.280   1/09/12 47.495 -1,773 3,407 1,634 723,055  774,719 48,337 823,055
    HDAX Ströer Media 613.16 47.670   1/12/15 24.615 -15,093 29,229 14,136 737,192  759,626 77,566 837,192
    FTSE Ashtead 13.88 1,199.890   7/30/12 333.248 -4,625 16,654 12,029 749,221  755,000 94,220 849,221
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Prop CK Hutchison 458.52 10.950   7/28/14 13.730 -6,295 5,021 -1,275 747,946  748,705 99,241 847,946
      Sino Land 5,028.35 1.200   7/28/14 1.252 -6,295 6,034 -261 747,685  742,409 105,275 847,685
    Europe 50 Novartis 227.39 69.088   11/10/14 61.916 -14,079 15,710 1,631 749,315  728,330 120,985 849,315
    DJTA JetBlue Airways 1,086.29 18.277   8/03/15 21.538 -23,396 19,854 -3,542 745,774  704,934 140,840 845,774
    SLI Vifor Pharma 220.36 107.513   8/03/15 106.171 -23,396 23,692 296 746,070  681,538 164,531 846,070
    Nikkei (TYO) MinebeaMitsumi 1,381.16 10.589   10/27/14 10.477 -14,471 14,626 155 746,224  667,067 179,157 846,224
    DJ Global Titans Mitsubishi UFJ 3,607.27 5.389   8/03/15 6.486 -23,396 19,440 -3,956 742,268  643,671 198,597 842,268
    SP Global 100 Apple 648.75 22.212   11/03/14 21.898 -14,206 14,410 204 742,472  629,465 213,007 842,472
  Buy DJIA short Chevron 424.77 62.119   5/30/16 91.551 26,386        655,852 186,620  
    Nasdaq 100 Micron Technology 2,121.47 12.438   8/31/15 14.635 26,386        682,238 160,234  
    Euro 50 E.on 1,516.44 8.700   10/26/15 8.993 13,193        695,431 147,041  
      Banco Santander 2,532.25 5.210   10/26/15 5.230 13,193        708,624 133,848  
    HDAX RWE 1,995.92 13.220   11/23/15 10.895 26,386        735,010 107,462  
    FTSE Glencore 140.81 187.390   5/09/16 167.806 26,386        761,396 81,076  
    HSI-Prop Hang Lung 6,863.49 1.922   6/06/16 1.737 13,193        774,589 67,883  
      The Wharf 7,540.58 1.750   6/06/16 1.945 13,193        787,782 54,690  
    DJCA Chevron 424.77 62.119   8/31/15 72.229 26,386        814,168 28,304  
    Europe 50 Rio Tinto 9.01 2,927.710   10/26/15 3,453.900 26,379        840,547 1,925  
    DJTA Norfolk Southern 409.88 64.376   8/31/15 69.482 26,386        866,933 -24,461  
    SLI Aryzta 2,815.20 9.373   1/09/17 8.993 26,386        893,319 -50,847  
    CAC Next 20 Casino Guichard 468.83 56.280   1/30/17 49.780 26,386        919,705 -77,233  
    Nikkei (TYO) IHI 1,019.10 25.892   8/08/16 25.014 26,386        946,091 -103,619  
    DJ Global Titans ConocoPhilips 713.58 36.977   3/21/16 37.886 26,386        972,477 -130,005  
    SP Global 100 RWE 1,995.92 13.220   9/12/16 14.645 26,386        998,863 -156,391  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,121.47 14.635 10.240 8/24/15 12.438 -26,386 21,725 -4,661 737,811  972,477 -134,666 837,811
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJCA Chevron 424.77 72.229 52.009 8/24/15 62.119 -26,386 22,092 -4,294 733,517  946,091 -112,574 833,517
    DJTA Norfolk Southern 409.88 69.482 59.269 8/24/15 64.376 -26,386 24,293 -2,093 731,424  919,705 -88,281 831,424
  Buy Nasdaq 100 long Netflix 181.11 102.576   9/07/15 88.434 18,578        938,282 -106,859  
    DJCA JetBlue Airways 933.31 19.906   3/16/20 9.506 18,578        956,860 -125,437  
    DJUA short CenterPoint Energy 559.39 16.606   12/07/15 15.137 9,289        966,149 -134,726  
      FirstEnergy 325.90 28.503   12/07/15 29.960 9,289        975,438 -144,015  
    DJTA long JetBlue Airways 933.31 19.906   1/04/16 20.201 18,578        994,016 -162,593  
9/07/15 Sell Nasdaq 100 long Netflix 181.11 88.434   8/31/15 102.576 -18,578 16,016 -2,561 728,862  975,439 -146,576 828,862
    ATX Zumtobel 765.16 23.775   2/16/15 21.095 -16,141 18,192 2,051 730,913  959,298 -128,385 830,913
  Buy Nasdaq 100 short Micron Technology 1,165.75 15.066   10/19/15 16.912 17,563        976,861 -145,948  
    ATX Vienna Insurance 644.75 27.240   3/28/16 18.660 17,563        994,424 -163,511  
9/14/15 Sell RTX short RusHydro 4,094.64 0.774 3.647 3/11/13 1.680 -6,879 14,931 8,052 738,965  987,545 -148,579 838,965
  Buy USA long JetBlue Airways 742.09 23.257   9/21/15 23.986 17,259        1,004,804 -165,839  
9/21/15 Sell   long JetBlue Airways 742.09 23.986   9/14/15 23.257 -17,259 17,800 540 739,506  987,545 -148,039 839,506
  Buy   short Wynn Resorts 290.61 59.482   10/05/15 57.973 17,286        1,004,831 -165,325  
    MIB Saipem 35.69 484.286   12/26/16 244.286 17,284        1,022,115 -182,609  
    RTX Mobile TeleSystems 2,726.50 6.340   9/28/15 6.096 17,286        1,039,401 -199,895  
9/28/15 Sell   short Mobile TeleSystems 2,726.50 6.096 6.594 9/21/15 6.340 -17,286 17,978 692 740,198  1,022,115 -181,917 840,198
    BEL 20 long bpost 715.92 21.000   1/19/15 22.860 -16,366 15,034 -1,332 738,866  1,005,749 -166,883 838,866
  Buy RTX Severstal 1,791.32 9.378   11/02/15 10.465 16,799        1,022,548 -183,682  
    BEL 20 short Solvay 187.68 89.510   3/28/16 85.670 16,799        1,039,347 -200,481  
10/05/15 Sell USA short Wynn Resorts 290.61 57.973 61.030 9/21/15 59.482 -17,286 17,736 450 739,316  1,022,061 -182,745 839,316
    OMXC 20 GN Store Nord 179.43 126.375 122.625 8/17/15 124.500 -22,339 22,003 -336 738,979  999,722 -160,743 838,979
  Buy USA long Netflix 170.59 99.392   12/14/15 109.790 16,955        1,016,677 -177,698  
    OMXC 20 Genmab 199.32 85.064   11/02/15 91.174 16,955        1,033,632 -194,653  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/12/15 Buy Kospi 50 long Lotte Chemical 77.27 208.474   4/02/18 330.481 16,109        1,049,741 -210,762  
    MerVal Pampa Energía 19,531.95 0.825   10/19/15 0.927 16,108        1,065,849 -226,870  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,165.75 16.912 13.219 9/07/15 15.066 -17,563 15,410 -2,153 736,827  1,048,286 -211,459 836,827
    DAX RWE 1,285.77 12.230 28.136 7/27/15 18.550 -23,851 36,176 12,325 749,152  1,024,435 -175,283 849,152
    MerVal long Pampa Energía 19,531.95 0.927   10/12/15 0.825 -16,108 18,096 1,988 751,140  1,008,327 -157,187 851,140
  Buy Nasdaq 100 Amazon.com 685.81 25.296   2/08/16 21.802 17,348        1,025,675 -174,535  
    DAX Fresenius 287.65 60.310   12/21/15 63.430 17,348        1,043,023 -191,883  
    MerVal short YPF 771.73 22.479   10/26/15 25.738 17,348        1,060,371 -209,231  
10/26/15 Sell Euro 50 short E.on 1,516.44 8.993 8.407 8/24/15 8.700 -13,193 12,749 -444 750,697  1,047,178 -196,482 850,697
      Banco Santander 2,532.25 5.230 5.190 8/24/15 5.210 -13,193 13,142 -51 750,646  1,033,985 -183,339 850,646
    OMXS 30 SSAB 2,159.28 3.388 7.737 6/08/15 5.120 -11,056 16,707 5,652 756,298  1,022,930 -166,632 856,298
      Telia Company 2,102.33 4.765 5.804 6/08/15 5.259 -11,056 12,201 1,146 757,443  1,011,874 -154,431 857,443
    Europe 50 Rio Tinto 9.01 3,453.900 2,401.510 8/24/15 2,927.710 -26,379 21,638 -4,741 752,702  985,495 -132,793 852,702
    MerVal YPF 771.73 25.738 19.221 10/19/15 22.479 -17,348 14,833 -2,515 750,187  968,147 -117,960 850,187
  Buy Euro 50 long Fresenius 142.67 64.150   1/11/16 59.420 9,152        977,300 -127,112  
      Inditex 272.31 33.610   1/11/16 29.430 9,152        986,452 -136,265  
    OMXS 30 Boliden 524.17 17.461   11/02/15 17.505 9,152        995,604 -145,417  
      Svenska Cellulosa B 1,756.14 5.212   11/02/15 5.468 9,152        1,004,757 -154,570  
    Europe 50 SAP 261.02 70.130   12/14/15 69.400 18,305        1,023,062 -172,875  
    MerVal Pampa Energía 15,928.47 1.149   3/07/16 0.728 18,305        1,041,367 -191,180  
11/02/15 Sell RTX long Severstal 1,791.32 10.465   9/28/15 9.378 -16,799 18,746 1,947 752,135  1,024,568 -172,434 852,135
    OMXC 20 Genmab 199.32 91.174   10/05/15 85.064 -16,955 18,173 1,218 753,352  1,007,613 -154,261 853,352
    OMXS 30 Boliden 524.17 17.505   10/26/15 17.461 -9,152 9,175 23 753,375  998,461 -145,086 853,375
      Svenska Cellulosa B 1,756.14 5.468   10/26/15 5.212 -9,152 9,602 449 753,825  989,309 -135,484 853,825
  Buy RTX short Mobile TeleSystems 2,886.67 6.221   4/25/16 7.952 17,958        1,007,266 -153,442  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 SSAB 2,658.48 3.378   12/14/15 2.601 8,979        1,016,245 -162,421  
      SKF A 558.80 16.068   12/14/15 14.663 8,979        1,025,224 -171,400  
11/09/15 Sell BAX short Grammer 908.26 23.675 29.127 7/27/15 26.260 -23,851 26,455 2,604 756,429  1,001,374 -144,945 856,429
  Buy   long Adva 1,751.55 10.155   11/16/15 10.530 17,787        1,019,161 -162,732  
11/16/15 Sell MDAX long Ströer Media 623.96 61.450   2/02/15 25.790 -16,092 38,342 22,250 778,679  1,003,069 -124,389 878,679
    BSE Sensex 30 Hindustan Unilever 686.17 11.144   1/30/12 6.061 -4,159 7,646 3,487 782,167  998,910 -116,743 882,167
    Topix (FRA) short Toshiba 629.19 22.410 47.453 6/01/15 32.610 -20,518 29,857 9,339 791,505  978,392 -86,886 891,505
    BAX long Adva 1,751.55 10.530   11/09/15 10.155 -17,787 18,444 657 792,162  960,605 -68,442 892,162
  Buy MDAX short Leoni 592.92 34.730   5/30/16 29.880 20,592        981,197 -89,035  
    BSE Sensex 30 Bharat Heavy 12,188.94 1.689   6/13/16 1.058 20,592        1,001,789 -109,627  
    SMI Holcim 407.68 50.510   1/09/17 49.995 20,592        1,022,381 -130,218  
    Topix (FRA) long Ono Pharmaceutical 754.23 27.302   12/14/15 30.520 20,592        1,042,973 -150,810  
    BAX short Leoni 592.92 34.730   11/23/15 36.045 20,592        1,063,565 -171,402  
11/23/15 Sell France short Solocal 31.57 390.360 1,256.870 6/08/15 700.450 -22,113 39,679 17,566 809,728  1,041,452 -131,723 909,728
    ASX 50 Santos 5,610.56 2.708 5.854 8/17/15 3.982 -22,339 32,843 10,504 820,233  1,019,113 -98,880 920,233
    HDAX RWE 1,995.92 10.895 16.041 8/24/15 13.220 -26,386 32,017 5,631 825,863  992,726 -66,863 925,863
    PSI 20 Pharol 36,558.82 0.369 0.705 5/25/15 0.510 -18,645 25,770 7,125 832,989  974,081 -41,093 932,989
    Nikkei (FRA) Sharp 870.58 10.210 16.122 8/17/15 12.830 -11,170 14,036 2,866 835,855  962,912 -27,057 935,855
      IHI 369.97 25.250 36.097 8/17/15 30.190 -11,169 13,355 2,185 838,040  951,743 -13,702 938,040
    BAX Leoni 592.92 36.045 33.415 11/16/15 34.730 -20,592 19,812 -780 837,260  931,150 6,110 937,260
  Buy France long Ubisoft 879.84 26.805   1/11/16 24.260 23,584        954,735 -17,474  
    HDAX SMA Solar 493.65 47.775   1/18/16 41.200 23,584        978,319 -41,058  
    PSI 20 Altri 4,617.98 5.107   12/07/15 5.008 23,584        1,001,903 -64,642  
    OMXC 20 Genmab 207.97 113.399   2/08/16 88.896 23,584        1,025,486 -88,226  
    Nikkei (FRA) Yamaha 470.36 25.070   12/07/15 22.360 11,792        1,037,278 -100,018  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX Adva 2,125.64 11.095   12/14/15 9.859 23,584        1,060,862 -123,602  
    GEX Hypoport 298.53 79.000   12/14/15 70.070 23,584        1,084,446 -147,186  
11/30/15 Sell ISEQ 20 short FBD 1,618.77 6.852 6.948 8/17/15 6.900 -11,170 11,248 78 837,339  1,073,277 -135,938 937,339
    Nordic 30 Fortum 1,184.64 13.820 21.706 6/01/15 17.320 -20,518 25,714 5,196 842,535  1,052,759 -110,224 942,535
  Buy Germany long SMA Solar 440.59 47.225   1/11/16 49.315 20,807        1,073,565 -131,030  
    ASX 50 short Origin Energy 5,431.79 3.831   1/04/16 3.253 20,807        1,094,372 -151,837  
    ISEQ 20 long Flutter 86.66 120.050   12/07/15 122.000 10,404        1,104,776 -162,241  
      Dalata Hotel 2,020.10 5.150   12/07/15 5.130 10,404        1,115,179 -172,645  
    Nordic 30 Pandora 185.45 112.200   12/14/15 108.345 20,807        1,135,987 -193,452  
12/07/15 Sell ISEQ 20 long Flutter 86.66 122.000   11/30/15 120.050 -10,404 10,573 169 842,704  1,125,583 -182,879 942,704
      Dalata Hotel 2,020.10 5.130   11/30/15 5.150 -10,404 10,363 -40 842,664  1,115,180 -172,516 942,664
    PSI 20 Altri 4,617.98 5.008   11/23/15 5.107 -23,584 23,127 -457 842,206  1,091,596 -149,390 942,206
    DJUA short CenterPoint Energy 559.39 15.137 18.217 8/31/15 16.606 -9,289 10,190 901 843,108  1,082,307 -139,199 943,108
      FirstEnergy 325.90 29.960 27.045 8/31/15 28.503 -9,289 8,814 -475 842,633  1,073,018 -130,385 942,633
    Nikkei (FRA) long Yamaha 470.36 22.360   11/23/15 25.070 -11,792 10,517 -1,275 841,358  1,061,226 -119,868 941,358
    BSE Sensex 50 Eicher Motors 804.21 22.421   10/24/11 2.335 -1,878 18,031 16,153 857,511  1,059,348 -101,837 957,511
  Buy ISEQ 20 short FBD 1,568.26 6.820   1/04/16 6.603 10,696        1,070,043 -112,532  
    PSI 20 Pharol 75,854.61 0.282   4/25/16 0.141 21,391        1,091,434 -133,923  
    DJUA long NiSource 605.80 17.655   3/16/20 18.760 10,696        1,102,130 -144,619  
      American Water 198.54 53.870   3/16/20 106.441 10,695        1,112,825 -155,314  
    Nikkei (FRA) short OKI Electric 931.66 11.480   3/07/16 12.000 10,695        1,123,521 -166,010  
      Sharp 1,125.84 9.500   3/07/16 13.180 10,695        1,134,216 -176,705  
    BSE Sensex 50 ONGC 10,374.41 2.062   12/21/15 2.125 21,391        1,155,607 -198,096  
12/14/15 Sell USA long Netflix 170.59 109.790   10/05/15 99.392 -16,955 18,729 1,774 859,285  1,138,652 -179,367 959,285
    OMXS 30 short SSAB 2,658.48 2.601 4.386 11/02/15 3.378 -8,979 11,659 2,680 861,965  1,129,673 -167,708 961,965
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      SKF A 558.80 14.663 17.608 11/02/15 16.068 -8,979 9,839 860 862,825  1,120,694 -157,869 962,825
    Europe 50 long SAP 261.02 69.400   10/26/15 70.130 -18,305 18,115 -191 862,634  1,102,389 -139,754 962,634
    Nordic 30 Pandora 185.45 108.345   11/30/15 112.200 -20,807 20,093 -715 861,919  1,081,581 -119,662 961,919
    Topix (FRA) Ono Pharmaceutical 754.23 30.520   11/16/15 27.302 -20,592 23,019 2,427 864,346  1,060,989 -96,643 964,346
    BAX Adva 2,125.64 9.859   11/23/15 11.095 -23,584 20,957 -2,627 861,719  1,037,405 -75,686 961,719
    GEX Hypoport 298.53 70.070   11/23/15 79.000 -23,584 20,918 -2,666 859,053  1,013,821 -54,768 959,053
  Buy OMXS 30 Securitas 843.69 13.398   12/21/15 13.632 11,304        1,025,125 -66,071  
      Swedish Match 3,646.29 3.100   12/21/15 3.142 11,304        1,036,428 -77,375  
    Europe 50 short Rio Tinto 8.88 2,545.100   12/28/15 2,721.790 22,600        1,059,029 -99,975  
    Nordic 30 Møller-Mærsk B 18.44 1,226.160   4/25/16 1,254.850 22,610        1,081,639 -122,586  
    Topix (FRA) Toshiba 1,040.84 21.720   12/21/15 19.300 22,607        1,104,246 -145,193  
    BAX Leoni 680.22 33.235   7/04/16 24.990 22,607        1,126,853 -167,800  
    GEX Manz 556.00 40.660   5/09/16 36.225 22,607        1,149,460 -190,407  
12/21/15 Sell DAX long Fresenius 287.65 63.430   10/19/15 60.310 -17,348 18,246 897 859,951  1,132,112 -172,161 959,951
    OBX 25 short DNO International 17,355.57 0.607 2.673 6/08/15 1.274 -22,111 46,385 24,274 884,224  1,110,001 -125,777 984,224
    OMXS 30 long Securitas 843.69 13.632   12/14/15 13.398 -11,304 11,501 197 884,422  1,098,698 -114,276 984,422
      Swedish Match 3,646.29 3.142   12/14/15 3.100 -11,304 11,457 154 884,575  1,087,394 -102,819 984,575
    Topix (FRA) short Toshiba 1,040.84 19.300 24.443 12/14/15 21.720 -22,607 25,442 2,835 887,410  1,064,787 -77,377 987,410
    BSE Sensex 50 ONGC 10,374.41 2.125 1.999 12/07/15 2.062 -21,391 20,738 -653 886,757  1,043,396 -56,639 986,757
  Buy DAX RWE 2,040.54 11.395   12/28/15 11.660 23,252        1,066,648 -79,890  
    OBX 25 long Bakkafrost 884.67 26.283   12/28/15 26.311 23,252        1,089,900 -103,142  
    OMXS 30 short SSAB 5,356.86 2.170   12/28/15 2.409 11,626        1,101,526 -114,768  
      SKF A 796.23 14.601   12/28/15 15.095 11,626        1,113,152 -126,394  
    Topix (FRA) long Ono Pharmaceutical 726.99 31.984   1/04/16 32.298 23,252        1,136,404 -149,646  
    CAC Mid 60 Sartorius Stedim 403.86 57.575   12/28/15 57.183 23,252        1,159,656 -172,899  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BSE Sensex 50 Bajaj Finance 2,864.22 8.118   1/04/16 8.393 23,252        1,182,908 -196,151  
12/28/15 Sell DAX short RWE 2,040.54 11.660 11.130 12/21/15 11.395 -23,252 22,711 -541 886,217  1,159,656 -173,439 986,217
    OBX 25 long Bakkafrost 884.67 26.311   12/21/15 26.283 -23,252 23,276 25 886,241  1,136,404 -150,163 986,241
    OMXS 30 short SSAB 5,356.86 2.409 1.932 12/21/15 2.170 -11,626 10,347 -1,279 884,962  1,124,778 -139,816 984,962
      SKF A 796.23 15.095 14.108 12/21/15 14.601 -11,626 11,233 -393 884,569  1,113,152 -128,583 984,569
    Europe 50 Rio Tinto 8.88 2,721.790 2,368.420 12/14/15 2,545.100 -22,600 21,032 -1,569 883,000  1,090,552 -107,552 983,000
    FT 30 Tate & Lyle 29.34 807.108 700.300 6/08/15 753.704 -22,114 20,547 -1,567 881,433  1,068,438 -87,005 981,433
    CAC Mid 60 long Sartorius Stedim 403.86 57.183   12/21/15 57.575 -23,252 23,094 -158 881,275  1,045,186 -63,911 981,275
  Buy USA Energy Recovery 3,542.81 6.473   1/11/16 5.700 22,934        1,068,120 -86,845  
    DAX Adidas 257.43 89.090   3/07/16 96.970 22,934        1,091,054 -109,779  
    OMXS 30 Securitas 826.45 13.875   1/04/16 13.705 11,467        1,102,521 -121,246  
      Swedish Match 3,580.08 3.203   1/04/16 3.169 11,467        1,113,988 -132,713  
    Europe 50 SAP 314.77 72.860   1/04/16 70.580 22,934        1,136,922 -155,647  
    FT 30 ITV 61.48 373.033   1/11/16 356.368 22,934        1,159,857 -178,581  
1/04/16 Sell SSE 50 short China Northern Rare 11,240.51 1.789 2.422 8/03/15 2.081 -23,396 27,226 3,830 885,105  1,136,461 -151,356 985,105
    ASX 50 Origin Energy 5,431.79 3.253 4.511 11/30/15 3.831 -20,807 24,500 3,693 888,798  1,115,654 -126,856 988,798
    HSI-Fin ICBC 37,409.66 0.538 0.727 8/03/15 0.625 -23,396 27,178 3,782 892,580  1,092,258 -99,678 992,580
    ISEQ 20 FBD 1,568.26 6.603 7.044 12/07/15 6.820 -10,696 11,047 351 892,931  1,081,562 -88,631 992,931
    OMXH 25 Outokumpu 3,601.34 2.584 10.606 5/11/15 5.235 -18,853 38,195 19,342 912,273  1,062,709 -50,436 1,012,273
    OMXS 30 long Securitas 826.45 13.705   12/28/15 13.875 -11,467 11,327 -140 912,133  1,051,242 -39,109 1,012,133
      Swedish Match 3,580.08 3.169   12/28/15 3.203 -11,467 11,346 -121 912,012  1,039,775 -27,763 1,012,012
    Europe 50 SAP 314.77 70.580   12/28/15 72.860 -22,934 22,216 -718 911,294  1,016,841 -5,546 1,011,294
    DJTA JetBlue Airways 933.31 20.201   8/31/15 19.906 -18,578 18,854 276 911,571  998,263 13,308 1,011,571
    Topix (FRA) Ono Pharmaceutical 726.99 32.298   12/21/15 31.984 -23,252 23,480 228 911,799  975,011 36,788 1,011,799
    BSE Sensex 50 Bajaj Finance 2,864.22 8.393   12/21/15 8.118 -23,252 24,040 788 912,587  951,759 60,828 1,012,587
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 Shanghai Pudong 10,670.83 2.515   1/11/16 2.391 26,835        978,594 33,993  
    HSI-Fin Hang Seng Bank 1,575.42 17.034   1/11/16 16.023 26,835        1,005,429 7,158  
    ISEQ 20 Flutter 108.78 123.350   1/18/16 119.900 13,418        1,018,847 -6,260  
      Dalata Hotel 2,493.96 5.380   1/18/16 4.930 13,418        1,032,264 -19,677  
    OMXH 25 Elisa 795.11 33.750   1/11/16 34.422 26,835        1,059,099 -46,512  
    OMXS 30 short SSAB 5,501.46 2.439   4/04/16 3.262 13,418        1,072,517 -59,930  
      SKF A 922.67 14.542   4/04/16 15.448 13,418        1,085,934 -73,348  
    Europe 50 Rio Tinto 10.38 2,585.270   1/25/16 2,112.660 26,835        1,112,769 -100,183  
    DJTA Ryder System 510.81 52.534   2/22/16 53.012 26,835        1,139,604 -127,018  
    Topix (FRA) Toshiba 1,351.21 19.860   8/15/16 25.260 26,835        1,166,440 -153,853  
    BSE Sensex 50 Larsen & Toubro 2,312.23 11.606   3/07/16 10.779 26,835        1,193,275 -180,688  
1/11/16 Sell USA long Energy Recovery 3,542.81 5.700   12/28/15 6.473 -22,934 20,195 -2,739 909,848  1,170,341 -160,493 1,009,848
    Euro 50 Fresenius 142.67 59.420   10/26/15 64.150 -9,152 8,477 -675 909,173  1,161,188 -152,015 1,009,173
      Inditex 272.31 29.430   10/26/15 33.610 -9,152 8,014 -1,138 908,035  1,152,036 -144,001 1,008,035
    France Ubisoft 879.84 24.260   11/23/15 26.805 -23,584 21,345 -2,239 905,796  1,128,452 -122,656 1,005,796
    Germany SMA Solar 440.59 49.315   11/30/15 47.225 -20,807 21,728 921 906,716  1,107,645 -100,929 1,006,716
    SSE 50 Shanghai Pudong 10,670.83 2.391   1/04/16 2.515 -26,835 25,512 -1,323 905,393  1,080,810 -75,417 1,005,393
    HSI-Fin Hang Seng Bank 1,575.42 16.023   1/04/16 17.034 -26,835 25,243 -1,592 903,802  1,053,975 -50,173 1,003,802
    OMXH 25 Elisa 795.11 34.422   1/04/16 33.750 -26,835 27,369 534 904,336  1,027,140 -22,804 1,004,336
    FT 30 ITV 61.48 356.368   12/28/15 373.033 -22,934 21,910 -1,025 903,311  1,004,206 -895 1,003,311
    Topix (TYO) Subaru 737.66 33.663   6/11/12 6.048 -4,461 24,832 20,371 923,682  999,745 23,937 1,023,682
  Buy Euro 50 short Volkswagen 111.88 117.050   1/25/16 110.750 13,096        1,012,841 10,841  
      Banco Santander 3,209.56 4.080   1/25/16 3.860 13,095        1,025,936 -2,254  
    France Vallourec 99.32 263.680   4/18/16 148.800 26,189        1,052,124 -28,442  
    SSE 50 Haitong Secs 14,894.22 1.758   6/13/16 1.997 26,190        1,078,314 -54,632  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ASX 50 Origin Energy 9,566.42 2.738   2/29/16 2.906 26,190        1,104,504 -80,822  
    HSI-Fin China Life Ins HK 10,318.74 2.538   6/06/16 1.986 26,190        1,130,694 -107,012  
    OMXH 25 Outokumpu 10,577.54 2.476   4/25/16 3.996 26,190        1,156,884 -133,202  
    FT 30 Tesco 106.14 246.739   1/25/16 258.955 26,189        1,183,073 -159,391  
    Topix (TYO) Toshiba 1,456.23 17.985   10/31/16 33.076 26,190        1,209,263 -185,581  
1/18/16 Sell HDAX long SMA Solar 493.65 41.200   11/23/15 47.775 -23,584 20,338 -3,246 920,436  1,185,679 -165,243 1,020,436
    ISEQ 20 Flutter 108.78 119.900   1/04/16 123.350 -13,418 13,043 -375 920,061  1,172,261 -152,200 1,020,061
      Dalata Hotel 2,493.96 4.930   1/04/16 5.380 -13,418 12,295 -1,122 918,939  1,158,843 -139,905 1,018,939
    QIX Freenet 433.19 28.325   1/23/12 10.515 -4,555 12,270 7,715 926,654  1,154,288 -127,635 1,026,654
  Buy HDAX short Aixtron 6,810.61 3.300   3/14/16 3.331 22,475        1,176,763 -150,110  
    ISEQ 20 FBD 1,744.95 6.440   5/30/16 6.529 11,237        1,188,001 -161,347  
    QIX BMW 287.77 78.100   2/08/16 69.300 22,475        1,210,476 -183,822  
1/25/16 Sell Euro 50 short Volkswagen 111.88 110.750 123.708 1/11/16 117.050 -13,096 13,840 745 927,399  1,197,380 -169,982 1,027,399
      Banco Santander 3,209.56 3.860 4.313 1/11/16 4.080 -13,095 13,841 746 928,145  1,184,285 -156,140 1,028,145
    Europe 50 Rio Tinto 10.38 2,112.660 3,163.610 1/04/16 2,585.270 -26,835 32,838 6,003 934,148  1,157,450 -123,302 1,034,148
    FT 30 Tesco 106.14 258.955 234.523 1/11/16 246.739 -26,189 24,892 -1,297 932,851  1,131,261 -98,410 1,032,851
  Buy Euro 50 long SAP 160.71 72.680   4/04/16 70.040 11,680        1,142,942 -110,090  
      Vinci 189.53 61.630   4/04/16 65.450 11,681        1,154,622 -121,771  
    Europe 50 SAP 321.42 72.680   3/28/16 70.840 23,361        1,177,983 -145,132  
    FT 30 National Grid 18.80 1,242.520   2/01/16 1,311.560 23,359        1,201,343 -168,491  
2/01/16 Sell   long National Grid 18.80 1,311.560   1/25/16 1,242.520 -23,359 24,657 1,298 934,149  1,177,983 -143,834 1,034,149
  Buy   short NatWest 67.42 330.109   4/18/16 299.798 22,256        1,200,239 -166,090  
2/08/16 Sell Nasdaq 100 long Amazon.com 685.81 21.802   10/19/15 25.296 -17,348 14,952 -2,396 931,753  1,182,891 -151,138 1,031,753
    OMXC 20 Genmab 207.97 88.896   11/23/15 113.399 -23,584 18,488 -5,096 926,657  1,159,308 -132,650 1,026,657
    QIX short BMW 287.77 69.300 88.018 1/18/16 78.100 -22,475 25,329 2,854 929,511  1,136,833 -107,321 1,029,511
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Nasdaq 100 Micron Technology 2,537.53 9.085   3/21/16 10.259 23,054        1,159,887 -130,375  
    QIX long Rational 56.90 405.150   4/11/16 463.700 23,053        1,182,940 -153,428  
2/22/16 Sell DJTA short Ryder System 510.81 53.012 52.057 1/04/16 52.534 -26,835 26,591 -244 929,267  1,156,105 -126,837 1,029,267
    NZX 50 long Tourism 16,921.11 1.542   7/28/14 0.744 -12,591 26,087 13,496 942,764  1,143,514 -100,750 1,042,764
  Buy OMXC 20 Vestas Wind Systems 1,949.99 12.077   2/29/16 12.460 23,550        1,167,064 -124,300  
    DJTA Delta Air Lines 532.50 44.225   3/07/16 43.943 23,550        1,190,613 -147,850  
    NZX 50 short ANZ Banking NZ 1,539.63 15.296   2/29/16 14.670 23,550        1,214,163 -171,400  
2/29/16 Sell ASX 50 short Origin Energy 9,566.42 2.906 2.569 1/11/16 2.738 -26,190 24,579 -1,611 941,153  1,187,973 -146,821 1,041,153
    OMXC 20 long Vestas Wind Systems 1,949.99 12.460   2/22/16 12.077 -23,550 24,296 746 941,899  1,164,423 -122,524 1,041,899
    NZX 50 short ANZ Banking NZ 1,539.63 14.670 15.949 2/22/16 15.296 -23,550 24,555 1,005 942,904  1,140,873 -97,969 1,042,904
  Buy ASX 50 long Newcrest Mining 2,057.77 11.480   11/05/18 13.103 23,623        1,164,496 -121,592  
    NZX 50 a2 Milk 22,160.41 1.066   5/22/17 2.174 23,623        1,188,119 -145,215  
3/07/16 Sell S&P 100 short ConocoPhilips 522.41 37.595 55.443 7/27/15 45.655 -23,851 28,964 5,113 948,017  1,164,269 -116,251 1,048,017
    DAX long Adidas 257.43 96.970   12/28/15 89.090 -22,934 24,963 2,029 950,046  1,141,334 -91,288 1,050,046
    MerVal Pampa Energía 15,928.47 0.728   10/26/15 1.149 -18,305 11,596 -6,709 943,337  1,123,029 -79,692 1,043,337
    DJTA Delta Air Lines 532.50 43.943   2/22/16 44.225 -23,550 23,400 -150 943,187  1,099,479 -56,293 1,043,187
    Nikkei (FRA) short OKI Electric 931.66 12.000 10.960 12/07/15 11.480 -10,695 10,211 -484 942,702  1,088,784 -46,082 1,042,702
      Sharp 1,125.84 13.180 5.820 12/07/15 9.500 -10,695 6,552 -4,143 938,559  1,078,088 -39,529 1,038,559
    BSE Sensex 50 Larsen & Toubro 2,312.23 10.779 12.496 1/04/16 11.606 -26,835 28,895 2,060 940,618  1,051,253 -10,635 1,040,618
  Buy USA long Energy Recovery 3,308.62 7.782   10/29/18 6.189 25,749        1,077,002 -36,384  
    S&P 100 Meta 268.18 96.013   3/28/16 101.554 25,749        1,102,751 -62,133  
    DAX short Deutsche Bank 1,626.28 15.833   4/25/16 14.347 25,749        1,128,500 -87,882  
    MerVal YPF 1,557.27 16.535   4/11/16 14.912 25,749        1,154,249 -113,631  
    DJTA Avis Budget 1,007.28 25.563   3/14/16 24.329 25,749        1,179,998 -139,380  
    Nikkei (FRA) long Nippon Suisan 3,035.72 4.241   3/14/16 4.289 12,874        1,192,873 -152,254  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Yamaha 493.26 26.101   3/14/16 27.038 12,875        1,205,747 -165,129  
    BSE Sensex 50 Bajaj Finance 3,001.29 8.579   12/10/18 29.076 25,749        1,231,496 -190,878  
3/14/16 Sell HDAX short Aixtron 6,810.61 3.331 3.269 1/18/16 3.300 -22,475 22,264 -211 940,407  1,209,021 -168,614 1,040,407
    DJTA Avis Budget 1,007.28 24.329 26.860 3/07/16 25.563 -25,749 27,055 1,306 941,713  1,183,272 -141,559 1,041,713
    Nikkei (FRA) long Nippon Suisan 3,035.72 4.289   3/07/16 4.241 -12,874 13,020 146 941,859  1,170,398 -128,539 1,041,859
      Yamaha 493.26 27.038   3/07/16 26.101 -12,875 13,337 462 942,321  1,157,523 -115,202 1,042,321
  Buy HDAX SMA Solar 532.80 43.500   4/11/16 45.160 23,177        1,180,700 -138,379  
    DJTA Alaska Air Group 322.49 71.870   10/29/18 53.552 23,177        1,203,877 -161,556  
    Nikkei (FRA) short Toshiba 698.52 16.590   7/18/16 25.800 11,588        1,215,466 -173,144  
      IHI 637.43 18.180   7/18/16 25.860 11,588        1,227,054 -184,733  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,537.53 10.259 7.912 2/08/16 9.085 -23,054 20,076 -2,978 939,343  1,204,000 -164,657 1,039,343
    TSX 60 Cenovus Energy 1,215.85 12.064 19.931 5/11/15 15.506 -18,853 24,233 5,380 944,723  1,185,147 -140,425 1,044,723
    DJ Global Titans ConocoPhilips 713.58 37.886 36.068 8/24/15 36.977 -26,386 25,737 -649 944,074  1,158,762 -114,687 1,044,074
  Buy Nasdaq 100 long NVidia 3,080.25 7.543   10/29/18 40.739 23,234        1,181,996 -137,921  
    TSX 60 Barrick Gold 1,780.59 13.049   6/27/16 19.168 23,234        1,205,230 -161,156  
    DJ Global Titans McDonald´s 210.91 110.161   3/28/16 110.022 23,234        1,228,464 -184,390  
3/28/16 Sell S&P 100 long Meta 268.18 101.554   3/07/16 96.013 -25,749 27,235 1,486 945,560  1,202,715 -157,155 1,045,560
    ATX short Vienna Insurance 644.75 18.660 39.765 9/07/15 27.240 -17,563 25,639 8,076 953,636  1,185,152 -131,516 1,053,636
    BEL 20 Solvay 187.68 85.670 93.522 9/28/15 89.510 -16,799 17,552 753 954,389  1,168,353 -113,964 1,054,389
    Europe 50 long SAP 321.42 70.840   1/25/16 72.680 -23,361 22,769 -591 953,797  1,144,992 -91,195 1,053,797
    DJ Global Titans McDonald´s 210.91 110.022   3/21/16 110.161 -23,234 23,205 -29 953,768  1,121,758 -67,990 1,053,768
  Buy S&P 100 short Devon Energy 1,067.69 23.082   4/25/16 30.124 24,644        1,146,402 -92,634  
    ATX long Flughafen Wien 1,012.18 24.348   5/16/16 25.113 24,644        1,171,046 -117,278  
    BEL 20 Bekaert 704.11 35.000   4/25/16 37.780 24,644        1,195,690 -141,922  
    Europe 50 short Credit Suisse 1,925.76 12.797   4/18/16 13.328 24,644        1,220,334 -166,566  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJ Global Titans Mitsubishi UFJ 5,927.17 4.158   4/11/16 3.840 24,644        1,244,978 -191,210  
4/04/16 Sell Euro 50 long SAP 160.71 70.040   1/25/16 72.680 -11,680 11,256 -424 953,343  1,233,297 -179,954 1,053,343
      Vinci 189.53 65.450   1/25/16 61.630 -11,681 12,405 724 954,068  1,221,616 -167,549 1,054,068
    OMXS 30 short SSAB 5,501.46 3.262 1.615 1/04/16 2.439 -13,418 8,887 -4,530 949,537  1,208,199 -158,662 1,049,537
      SKF A 922.67 15.448 13.637 1/04/16 14.542 -13,418 12,582 -835 948,702  1,194,781 -146,080 1,048,702
  Buy Euro 50 Deutsche Bank 854.15 13.209   5/16/16 12.861 11,283        1,206,064 -157,362  
      Unicredit 746.54 15.113   5/16/16 14.382 11,282        1,217,346 -168,645  
    OMXC 20 long Genmab 181.51 124.315   4/11/16 126.502 22,564        1,239,911 -191,209  
    OMXS 30 Securitas 778.26 14.497   4/11/16 14.803 11,282        1,251,193 -202,492  
      Fingerprint Cards 1,075.63 10.489   4/11/16 10.913 11,283        1,262,476 -213,774  
4/11/16 Sell HDAX long SMA Solar 532.80 45.160   3/14/16 43.500 -23,177 24,061 884 949,586  1,239,299 -189,713 1,049,586
    OMXC 20 Genmab 181.51 126.502   4/04/16 124.315 -22,564 22,961 397 949,983  1,216,735 -166,752 1,049,983
    OMXS 30 Securitas 778.26 14.803   4/04/16 14.497 -11,282 11,521 238 950,221  1,205,452 -155,231 1,050,221
      Fingerprint Cards 1,075.63 10.913   4/04/16 10.489 -11,283 11,738 456 950,677  1,194,170 -143,493 1,050,677
    MerVal short YPF 1,557.27 14.912 18.335 3/07/16 16.535 -25,749 28,552 2,803 953,480  1,168,421 -114,941 1,053,480
    QIX long Rational 56.90 463.700   2/08/16 405.150 -23,053 26,385 3,331 956,812  1,145,368 -88,556 1,056,812
    DJ Global Titans short Mitsubishi UFJ 5,927.17 3.840 4.501 3/28/16 4.158 -24,644 26,681 2,037 958,848  1,120,724 -61,876 1,058,848
  Buy HDAX Deutsche Bank 1,994.70 12.495   7/25/16 11.745 24,924        1,145,648 -86,799  
    OMXC 20 Nordea Bank (DK) 3,008.91 8.283   4/25/16 8.632 24,924        1,170,572 -111,724  
    OMXS 30 Nordea Bank 1,498.83 8.315   4/18/16 8.483 12,462        1,183,034 -124,186  
      S.E.B 1,471.10 8.471   4/18/16 8.777 12,462        1,195,496 -136,648  
    MerVal long Gr Fin Galicia 10,938.78 2.279   6/20/16 2.681 24,924        1,220,420 -161,572  
    QIX short Mercedes-Benz 411.97 60.500   7/04/16 54.240 24,924        1,245,344 -186,496  
    DJ Global Titans long McDonald´s 222.88 111.826   5/09/16 114.955 24,924        1,270,268 -211,419  
4/18/16 Sell France short Vallourec 99.32 148.800 467.252 1/11/16 263.680 -26,189 46,407 20,219 979,067  1,244,079 -165,012 1,079,067
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI China Shenhua HK 12,291.08 1.521 2.268 7/13/15 1.857 -22,827 27,879 5,052 984,118  1,221,252 -137,133 1,084,118
    OMXS 30 Nordea Bank 1,498.83 8.483 8.147 4/11/16 8.315 -12,462 12,210 -252 983,867  1,208,790 -124,923 1,083,867
      S.E.B 1,471.10 8.777 8.166 4/11/16 8.471 -12,462 12,013 -449 983,418  1,196,328 -112,910 1,083,418
    Europe 50 Credit Suisse 1,925.76 13.328 12.266 3/28/16 12.797 -24,644 23,621 -1,023 982,394  1,171,684 -89,290 1,082,394
    FT 30 NatWest 67.42 299.798 363.484 2/01/16 330.109 -22,256 24,506 2,250 984,644  1,149,428 -64,784 1,084,644
  Buy France long Ubisoft 941.51 27.080   6/13/16 32.460 25,496        1,174,924 -90,280  
    HSI AAC Technologies 3,866.25 6.595   11/21/16 8.782 25,496