Wed, Oct 5th, 2022, 11:08UTC
 
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 236.17 11.060   1/23/12 10.574 2,612        123,692 -17,432  
    SP Global 100 Carrefour 130.08 20.080   4/30/12 15.175 2,612        126,304 -20,044  
8/08/11 Buy Nasdaq 100 short Akamai 146.19 14.741   10/10/11 17.540 2,155        128,459 -22,199  
    Kospi 50 LG Display 157.67 13.668   10/10/11 14.049 2,155        130,614 -24,354  
    DAX Commerzbank 140.35 15.354   12/19/11 9.482 2,155        132,769 -26,509  
    MDAX Ceconomy 224.22 9.611   5/14/12 7.298 2,155        134,924 -28,664  
    FTSE Lloyds Bank 57.24 37.648   11/28/11 27.613 2,155        137,079 -30,819  
    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 -35,373 105,362
  Buy   short Nintendo 150.00 11.660   2/13/12 10.500 1,749        142,484 -37,122  
9/05/11 Buy Euro 50 short Societe Generale 42.10 20.250   1/09/12 15.000 853        143,336 -37,975  
      Unicredit 31.05 27.460   1/09/12 11.455 853        144,189 -38,827  
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 -33,909 107,106
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 -31,443 106,902
  Buy Nasdaq 100 long Regeneron 38.22 49.346   8/24/15 434.608 1,886        140,231 -33,329  
    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 -33,192 106,277
    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 -34,853 106,445
    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        132,326 -21,058  
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 -23,370  
    OMXS 30 Getinge 62.01 18.641   5/14/12 19.967 1,156        135,794 -24,526  
    Nordic 30 Equinor 126.65 18.255   5/07/12 19.757 2,312        138,106 -26,838  
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 -21,137 112,474
  Buy FT 30 long BAT 0.67 3,416.030   12/12/11 3,512.060 2,289        135,900 -23,426  
    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 -18,614 113,744
    Europe 50 Lloyds Bank 57.24 27.968 50.678 8/08/11 37.648 -2,155 2,901 746 14,490  130,203 -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  127,974 -13,435 114,539
  Buy DJIA long Visa 133.73 18.897   8/24/15 58.880 2,527        130,501 -15,962  
    Kospi 50 short Hyundai Heavy 13.86 182.275   1/23/12 209.385 2,526        133,028 -18,488  
    DAX long Merck (EMD) 68.86 36.695   6/04/12 36.500 2,527        135,554 -21,015  
    Europe 50 Roche 19.48 129.719   10/20/14 222.572 2,527        138,081 -23,542  
    FT 30 Tate & Lyle 3.13 808.105   5/14/12 858.422 2,529        140,611 -26,071  
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  134,853 -10,686 124,167
      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 -6,612 123,951
  Buy Germany Encavis 903.02 3.248   5/14/12 2.970 2,933        133,497 -9,545  
    AEX Vopak 71.37 41.095   4/09/12 44.780 2,933        136,430 -12,478  
    ISEQ 20 Flutter 32.52 45.100   5/21/12 50.010 1,467        137,896 -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 -15,596 124,087
    Euro 50 Societe Generale 42.10 15.000 27.338 9/05/11 20.250 -853 1,151 298 24,386  138,831 -14,445 124,386
      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        136,821 -137  
      AB InBev 37.33 47.495   8/24/15 91.280 1,773        138,594 -1,910  
    OMXH 25 Wärtsilä 424.00 8.363   1/30/12 8.837 3,546        142,140 -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  143,239 -6,447 136,792
    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  138,932 -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  135,389 1,719 137,108
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  132,349 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  129,618 21,050 150,668
  Buy ASX 50 long James Hardie Ind 732.99 5.856   1/23/12 6.001 4,292        133,910 16,758  
    HSI-Fin AIA 1,635.55 2.624   5/14/12 2.577 4,292        138,202 12,466  
    HSI-Prop China Ov Land & Inv 1,392.60 1.541   6/10/13 2.124 2,146        140,348 10,320  
      China Res Land 1,518.65 1.413   6/10/13 2.183 2,146        142,494 8,174  
    HSI-C&I Sands China 1,671.08 2.568   5/21/12 2.614 4,292        146,786 3,882  
    OBX 25 Equinor 222.80 19.264   5/14/12 19.745 4,292        151,078 -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  147,655 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  143,363 9,097 152,460
    HDAX short Commerzbank 138.93 14.511 24.359 8/01/11 18.801 -2,612 3,384 772 53,232  140,751 12,481 153,232
    Topix (FRA) Nintendo 236.17 10.574 11.568 8/01/11 11.060 -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 -2,020 158,616
    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 150.00 10.500 12.949 8/29/11 11.660 -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 6,118 184,757
    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 3,456 844 107,964  207,573 391 207,964
  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 2,687 157 107,620  186,748 20,872 207,620
    Nikkei (FRA) Aozora Bank 82.97 18.670   1/09/12 21.370 -1,773 1,549 -224 107,396  184,975 22,421 207,396
      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 16,711  
    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 4,931  
    OMXC 20 Vestas Wind Systems 5,197.67 1.133   5/28/12 1.008 5,890        208,097 -959  
    OBX 25 REC Silicon 1,701.57 3.462   9/03/12 2.359 5,890        213,987 -6,849  
    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 12,249 211,455
    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 -42 112,683  260,782 -48,099 212,683
    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 -43,403 221,079
  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 -273 120,320  255,184 -34,864 220,320
      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 -9,442 243,633
      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 -3,222 243,721
    AEX short ArcelorMittal 157.22 35.565 42.177 4/09/12 38.730 -6,089 6,631 542 144,263  240,853 3,409 244,263
    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 513.22 13.511   9/17/12 13.872 6,934        225,999 22,233  
    RTX long Magnit 286.29 24.220   9/17/12 27.650 6,934        232,933 15,299  
    OBX 25 Grieg Seafood 5,056.15 1.371   1/07/13 1.707 6,934        239,867 8,365  
    Athex LC Alpha Bank 103.49 67.000   3/25/13 37.850 6,934        246,801 1,432  
    MerVal short Pampa Energía 41,249.26 0.168   9/10/12 0.164 6,934        253,735 -5,502  
    Topix (FRA) Kansai Electric Pwr 1,216.06 5.702   3/11/13 6.145 6,934        260,669 -12,436  
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  254,779 -4,804 249,975
    MerVal Pampa Energía 41,249.26 0.164 0.172 9/03/12 0.168 -6,934 7,107 173 150,148  247,845 2,303 250,148
    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  241,956 7,888 249,844
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  236,074 11,903 247,978
  Buy Germany long ADLER Real Estate 5,505.93 1.180   6/24/13 2.050 6,497        242,571 5,406  
    CAC Mid 60 Eurofins Scientific 590.64 11.000   4/22/13 15.325 6,497        249,069 -1,091  
    Indices OMXC 20 97.84 66.404   6/17/13 70.001 6,497        255,566 -7,588  
9/17/12 Sell S&P 100 short HP 513.22 13.872 13.150 9/03/12 13.511 -6,934 6,749 -185 147,792  248,631 -839 247,792
    RTX long Magnit 286.29 27.650   9/03/12 24.220 -6,934 7,916 982 148,774  241,698 7,077 248,774
    HSI-Fin short HK Exchgs & Clrg 518.67 11.718 10.994 5/14/12 11.356 -5,890 5,702 -188 148,586  235,808 12,779 248,586
    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 17,179  
    CAC 40 Credit Agricole 1,140.37 5.984   9/24/12 5.714 6,824        238,633 10,355  
    RTX short RusHydro 3,265.07 2.090   2/04/13 1.770 6,824        245,457 3,531  
    HSI-Fin long Bank of China (HK) 2,859.06 2.387   5/13/13 2.748 6,824        252,281 -3,293  
    HSI-C&I Galaxy Entertainment 2,807.08 2.431   4/08/13 3.018 6,824        259,105 -10,117  
    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 1,914 150,813  271,029 -20,215 250,813
    OMXH 25 Huhtamäki 539.53 12.450   8/20/12 11.890 -6,415 6,717 302 151,116  264,614 -13,498 251,116
    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 -7,254 251,526
    DJ Global Titans long Apple 282.33 17.386   5/28/12 16.307 -4,604 4,909 305 151,830  254,176 -2,345 251,830
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        266,650 -14,820  
    DJ Global Titans Telefónica 594.00 10.500   10/29/12 10.070 6,237        272,887 -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 -9,406 252,807
    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        262,230 -9,157  
    SDAX long ADLER Real Estate 3,958.23 1.580   11/26/12 1.285 6,254        268,484 -15,411  
    MerVal short Pampa Energía 43,190.61 0.145   12/24/12 0.147 6,254        274,738 -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        287,246 -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  284,715 -20,286 264,429
    IBEX 35 long Grifols 570.73 13.025   8/20/12 11.240 -6,415 7,434 1,019 165,447  278,300 -12,852 265,447
    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 -6,729 265,581
  Buy BEL 20 Galapagos 382.67 16.910   6/24/13 14.210 6,471        278,781 -13,200  
    OMXH 25 short Outokumpu 1,007.94 6.420   12/31/12 7.400 6,471        285,252 -19,671  
11/19/12 Sell SMI long Swiss Re 99.49 54.864   6/18/12 46.620 -4,638 5,458 820 166,401  280,613 -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  275,778 -9,049 266,730
  Buy PSI 20 Impresa 22,213.79 0.290   12/17/12 0.300 6,442        282,220 -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        295,104 -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  288,850 -23,288 265,562
    SLI short Lonza 164.27 36.099 32.909 4/23/12 34.504 -5,668 5,406 -262 165,300  283,183 -17,882 265,300
  Buy SDAX Deutz 1,903.08 3.250   12/10/12 3.138 6,185        289,368 -24,067  
    SLI long Swiss Life 59.35 104.219   6/24/13 120.698 6,185        295,553 -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 1,096 166,396  290,666 -24,270 266,396
    SDAX Deutz 1,903.08 3.138 3.366 11/26/12 3.250 -6,185 6,406 221 166,617  284,481 -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  278,497 -12,560 265,937
  Buy SSE 50 long China Rwy Constr 8,846.37 0.716   4/29/13 0.634 6,334        284,831 -18,894  
    CAC 40 Societe Generale 219.82 28.815   1/14/13 34.140 6,334        291,165 -25,228  
    SDAX ADLER Real Estate 4,524.29 1.400   6/10/13 2.099 6,334        297,499 -31,562  
12/17/12 Sell PSI 20 short Impresa 22,213.79 0.300 0.280 11/19/12 0.290 -6,442 6,220 -222 165,714  291,057 -25,343 265,714
    SMI Julius Bär 246.63 27.324 24.917 11/19/12 26.121 -6,442 6,145 -297 165,418  284,615 -19,197 265,418
  Buy   long Richemont 102.71 59.929   10/14/13 74.199 6,155        290,770 -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  284,516 -19,189 265,327
  Buy   long Gr Fin Galicia 8,822.77 0.697   5/27/13 0.697 6,153        290,669 -25,342  
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  284,198 -19,859 264,339
  Buy   long Orion 275.32 22.200   3/18/13 22.000 6,112        290,310 -25,971  
1/07/13 Sell OBX 25 long Grieg Seafood 5,056.15 1.707   9/03/12 1.371 -6,934 8,629 1,695 166,034  283,376 -17,342 266,034
    Nikkei (FRA) short Nippon Sheet Glass 325.77 9.100 8.980 5/14/12 9.040 -2,945 2,925 -20 166,015  280,431 -14,416 266,015
      Sharp 76.24 23.550 63.366 5/14/12 38.630 -2,945 4,831 1,886 167,901  277,486 -9,585 267,901
  Buy IBEX 35 long Mediaset Esp 1,133.60 5.696   2/04/13 5.150 6,457        283,943 -16,042  
    OBX 25 short REC Silicon 3,582.64 1.802   1/21/13 1.488 6,457        290,400 -22,499  
    Nikkei (FRA) long Subaru 326.11 9.900   1/14/13 9.907 3,228        293,629 -25,728  
      Shinsei Bank 206.96 15.600   1/14/13 13.840 3,229        296,857 -28,956  
1/14/13 Sell CAC 40 long Societe Generale 219.82 34.140   12/10/12 28.815 -6,334 7,505 1,171 169,071  290,523 -21,452 269,071
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  284,269 -15,453 268,816
    Nikkei (FRA) long Subaru 326.11 9.907   1/07/13 9.900 -3,228 3,231 2 168,818  281,041 -12,223 268,818
      Shinsei Bank 206.96 13.840   1/07/13 15.600 -3,229 2,864 -364 168,454  277,812 -9,358 268,454
  Buy CAC 40 short Engie 419.77 15.430   1/28/13 15.390 6,477        284,289 -15,835  
    MDAX long KUKA 229.80 28.185   6/24/13 31.820 6,477        290,766 -22,312  
    Nikkei (FRA) short Screen 166.20 19.485   2/11/13 16.805 3,238        294,004 -25,551  
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 1,362 169,815  287,547 -17,732 269,815
  Buy   long Grieg Seafood 3,629.35 1.736   1/28/13 1.688 6,302        293,849 -24,034  
1/28/13 Sell CAC 40 short Engie 419.77 15.390 15.470 1/14/13 15.430 -6,477 6,494 17 169,832  287,372 -17,540 269,832
    OBX 25 long Grieg Seafood 3,629.35 1.688   1/21/13 1.736 -6,302 6,127 -175 169,657  281,070 -11,413 269,657
  Buy CAC 40 Credit Agricole 831.74 7.762   2/11/13 7.414 6,456        287,526 -17,869  
    OBX 25 short REC Silicon 4,173.78 1.547   2/25/13 1.312 6,456        293,982 -24,325  
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  287,525 -18,487 269,038
    RTX short RusHydro 3,265.07 1.770 2.468 9/17/12 2.090 -6,824 8,058 1,234 170,272  280,701 -10,429 270,272
  Buy   long Magnit 187.42 34.660   3/11/13 34.010 6,496        287,197 -16,925  
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  280,741 -10,759 269,983
    Nikkei (FRA) short Screen 166.20 16.805 22.592 1/14/13 19.485 -3,238 3,755 516 170,499  277,503 -7,004 270,499
    GCX REC Silicon 1,629.34 1.027 11.783 4/23/12 3.479 -5,668 19,199 13,531 184,030  271,835 12,195 284,030
  Buy CAC 40 Orange 939.36 7.883   2/25/13 7.479 7,405        279,240 4,790  
    ÖkoDAX (deprecated) long PNE Wind 2,654.12 2.790   4/29/13 2.700 7,405        286,645 -2,615  
    Nikkei (FRA) Subaru 342.82 10.800   8/26/13 18.441 3,702        290,347 -6,318  
      Mazda Motor 297.51 12.445   8/26/13 15.485 3,703        294,050 -10,020  
    GCX SunPower 1,048.47 7.063   11/25/13 21.795 7,405        301,455 -17,425  
2/18/13 Buy GEX long MBB 360.27 18.500   4/22/13 17.650 6,665        308,120 -24,090  
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  300,715 -16,285 284,430
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  294,259 -8,671 285,588
  Buy CAC 40 long Credit Agricole 926.02 7.475   4/22/13 6.300 6,922        301,181 -15,593  
    OBX 25 Norwegian 2.37 2,924.050   4/15/13 2,803.560 6,930        308,111 -22,523  
3/11/13 Sell RTX long Magnit 187.42 34.010   2/04/13 34.660 -6,496 6,374 -122 185,466  301,615 -16,149 285,466
    Topix (FRA) short Kansai Electric Pwr 1,216.06 6.145 5.259 9/03/12 5.702 -6,934 6,395 -539 184,927  294,681 -9,754 284,927
  Buy RTX RusHydro 4,094.64 1.680   9/14/15 0.774 6,879        301,560 -16,633  
    Topix (FRA) long Mazda Motor 556.78 12.355   4/01/13 11.250 6,879        308,439 -23,512  
3/18/13 Sell OMXH 25 long Orion 275.32 22.000   12/31/12 22.200 -6,112 6,057 -55 184,872  302,327 -17,455 284,872
  Buy   short Outokumpu 1,211.05 5.520   9/16/13 4.600 6,685        309,012 -24,140  
3/25/13 Sell Athex LC long Alpha Bank 103.49 37.850   9/03/12 67.000 -6,934 3,917 -3,017 181,856  302,078 -20,222 281,856
  Buy   short Eurobank Ergasias 25.15 260.000   9/30/13 50.000 6,539        308,617 -26,761  
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  301,738 -20,498 281,240
  Buy   short Nidec 595.12 10.953   4/15/13 10.948 6,518        308,256 -27,016  
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  301,432 -18,543 282,889
4/15/13 Sell OBX 25 long Norwegian 2.37 2,803.560   2/25/13 2,924.050 -6,930 6,644 -286 182,604  294,502 -11,898 282,604
    Topix (FRA) short Nidec 595.12 10.948 10.957 4/01/13 10.953 -6,518 6,521 3 182,606  287,984 -5,378 282,606
  Buy OBX 25 Frontline 934.86 7.413   10/21/13 8.829 6,930        294,914 -12,308  
    Topix (FRA) long Mazda Motor 592.05 11.705   6/03/13 14.600 6,930        301,844 -19,238  
4/22/13 Sell France long Eurofins Scientific 500.05 15.325   8/13/12 10.355 -5,178 7,663 2,485 185,092  296,666 -11,574 285,092
    HSI Galaxy Entertainment 2,727.12 3.135   8/20/12 2.352 -6,415 8,549 2,134 187,225  290,251 -3,026 287,225
    CAC 40 Credit Agricole 926.02 6.300   2/25/13 7.475 -6,922 5,834 -1,088 186,137  283,329 2,808 286,137
    TSX 60 Couche-Tard 959.61 7.405   8/20/12 6.685 -6,415 7,106 691 186,828  276,914 9,914 286,828
    CAC Mid 60 Eurofins Scientific 590.64 15.325   9/10/12 11.000 -6,497 9,052 2,555 189,383  270,417 18,966 289,383
    GEX MBB 360.27 17.650   2/18/13 18.500 -6,665 6,359 -306 189,076  263,752 25,324 289,076
  Buy France short ArcelorMittal 299.02 26.286   5/06/13 29.061 7,860        271,612 17,464  
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 3,089.38 2.544   9/16/13 2.475 7,860        279,472 9,604  
    CAC 40 ArcelorMittal 299.02 26.286   8/05/13 28.620 7,860        287,332 1,744  
    TSX 60 Barrick Gold 543.43 14.464   9/30/13 13.729 7,860        295,192 -6,116  
    CAC Mid 60 CGG 15.79 497.920   4/29/13 532.320 7,862        303,054 -13,978  
    GEX YOC 1,556.74 5.049   9/23/13 2.219 7,860        310,914 -21,838  
4/29/13 Sell SSE 50 long China Rwy Constr 8,846.37 0.634   12/10/12 0.716 -6,334 5,611 -723 188,354  304,580 -16,227 288,354
    ÖkoDAX (deprecated) PNE Wind 2,654.12 2.700   2/11/13 2.790 -7,405 7,166 -239 188,115  297,175 -9,061 288,115
    CAC Mid 60 short CGG 15.79 532.320 463.520 4/22/13 497.920 -7,862 7,319 -543 187,572  289,313 -1,742 287,572
  Buy SSE 50 China Northern Rare 3,147.58 2.270   5/06/13 2.286 7,145        296,458 -8,887  
    ÖkoDAX (deprecated) SolarWorld 67.37 106.050   4/13/15 14.550 7,145        303,603 -16,031  
5/06/13 Sell France short ArcelorMittal 299.02 29.061 23.511 4/22/13 26.286 -7,860 7,030 -830 186,742  295,743 -9,001 286,742
    SSE 50 China Northern Rare 3,147.58 2.286 2.254 4/29/13 2.270 -7,145 7,094 -51 186,691  288,598 -1,907 286,691
  Buy   long China Minsheng Bk 6,770.33 1.052   5/13/13 1.064 7,119        295,717 -9,026  
5/13/13 Sell   long China Minsheng Bk 6,770.33 1.064   5/06/13 1.052 -7,119 7,205 86 186,777  288,598 -1,821 286,777
    HSI-Fin Bank of China (HK) 2,859.06 2.748   9/17/12 2.387 -6,824 7,856 1,032 187,809  281,774 6,035 287,809
  Buy SSE 50 short China Northern Rare 3,102.33 2.368   11/04/13 2.137 7,346        289,120 -1,311  
    HSI-Fin Ping An 2,451.94 2.996   10/14/13 2.804 7,346        296,466 -8,657  
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  290,313 -2,510 287,802
  Buy   short Pampa Energía 43,808.35 0.163   6/10/13 0.158 7,132        297,445 -9,642  
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  292,267 2,508 294,775
    Topix (FRA) Mazda Motor 592.05 14.600   4/15/13 11.705 -6,930 8,644 1,714 196,489  285,337 11,152 296,489
  Buy Nordic 30 short Equinor 443.53 17.340   7/29/13 16.264 7,691        293,028 3,461  
    Topix (FRA) Inpex 967.06 7.953   11/18/13 8.519 7,691        300,719 -4,230  
6/10/13 Sell SDAX long ADLER Real Estate 4,524.29 2.099   12/10/12 1.400 -6,334 9,496 3,162 199,652  294,385 5,267 299,652
    HSI-Prop China Ov Land & Inv 1,392.60 2.124   1/16/12 1.541 -2,146 2,958 812 200,463  292,239 8,225 300,463
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      China Res Land 1,518.65 2.183   1/16/12 1.413 -2,146 3,314 1,168 201,632  290,093 11,539 301,632
    MerVal short Pampa Energía 43,808.35 0.158 0.168 5/27/13 0.163 -7,132 7,342 210 201,842  282,961 18,881 301,842
    STI long ThaiBev 23,289.35 0.382   7/02/12 0.212 -4,942 8,887 3,945 205,787  278,019 27,769 305,787
  Buy France short ArcelorMittal 295.77 28.191   7/08/13 26.415 8,338        286,357 19,431  
    SDAX Hypoport 1,114.71 7.480   9/30/13 8.120 8,338        294,695 11,092  
    HSI-Prop Hang Lung 1,623.32 2.568   11/18/13 2.531 4,169        298,864 6,923  
      Sino Land 3,874.18 1.076   11/18/13 1.043 4,169        303,033 2,754  
    MerVal long Telecom Argentina 2,201.28 3.788   6/17/13 3.268 8,338        311,371 -5,584  
    CAC Mid 60 short CGG 14.86 561.120   8/05/13 575.840 8,338        319,709 -13,922  
6/17/13 Sell ISEQ 20 long Kerry 80.12 42.250   8/27/12 37.580 -3,011 3,385 374 206,162  316,698 -10,537 306,162
      Smurfit Kappa 459.69 12.270   8/27/12 6.550 -3,011 5,640 2,629 208,791  313,687 -4,896 308,791
    MerVal Telecom Argentina 2,201.28 3.268   6/10/13 3.788 -8,338 7,194 -1,144 207,647  305,349 2,298 307,647
    Indices OMXC 20 97.84 70.001   9/10/12 66.404 -6,497 6,849 352 207,999  298,852 9,147 307,999
  Buy ISEQ 20 short C&C Group 936.45 4.233   7/29/13 4.100 3,964        302,816 5,183  
      CRH 253.60 15.631   7/29/13 15.994 3,964        306,780 1,219  
    PSI 20 long Teixeira Duarte 14,681.48 0.540   6/24/13 0.570 7,928        314,708 -6,709  
    MerVal short Comercial del Plata 112,773.83 0.070   8/12/13 0.067 7,928        322,636 -14,637  
    Indices RTX 5.69 1,393.590   8/12/13 1,391.500 7,930        330,566 -22,567  
6/24/13 Sell Germany long ADLER Real Estate 5,505.93 2.050   9/10/12 1.180 -6,497 11,287 4,790 212,789  324,069 -11,280 312,789
    MDAX KUKA 229.80 31.820   1/14/13 28.185 -6,477 7,312 835 213,624  317,592 -3,968 313,624
    BEL 20 Galapagos 382.67 14.210   11/12/12 16.910 -6,471 5,438 -1,033 212,591  311,121 1,470 312,591
    PSI 20 Teixeira Duarte 14,681.48 0.570   6/17/13 0.540 -7,928 8,368 440 213,032  303,193 9,839 313,032
    OMXC 20 Genmab 570.92 22.604   7/16/12 8.469 -4,835 12,905 8,070 221,102  298,358 22,744 321,102
    OMXS 30 Electrolux 134.27 19.030   7/23/12 17.722 -2,379 2,555 176 221,277  295,978 25,299 321,277
      Swedbank 172.57 16.871   7/23/12 13.789 -2,380 2,911 532 221,809  293,599 28,210 321,809
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Ferguson 1.56 3,452.810   8/06/12 3,068.570 -4,787 5,386 599 222,409  288,812 33,597 322,409
    SLI Swiss Life 59.35 120.698   11/26/12 104.219 -6,185 7,163 978 223,387  282,627 40,760 323,387
    BAX KUKA 267.55 31.820   10/29/12 23.375 -6,254 8,513 2,259 225,646  276,373 49,273 325,646
  Buy Germany short SolarWorld 101.92 91.950   7/29/13 77.250 9,372        285,744 39,902  
    MDAX Salzgitter 368.90 25.405   7/01/13 25.340 9,372        295,116 30,530  
    BEL 20 Aperam 1,126.44 8.320   7/15/13 8.461 9,372        304,488 21,158  
    OMXC 20 FLSmidth 267.53 35.032   7/01/13 34.376 9,372        313,860 11,786  
    OMXS 30 Boliden 490.72 9.549   7/08/13 9.256 4,686        318,546 7,100  
      Tele2 533.83 8.778   7/08/13 9.227 4,686        323,232 2,414  
    FT 30 Man Group 98.39 95.252   7/01/13 100.211 9,372        332,604 -6,958  
    SLI Kühne & Nagel 115.50 81.145   7/08/13 90.725 9,372        341,976 -16,330  
    BAX SFC Energy 1,973.05 4.750   7/01/13 4.650 9,372        351,348 -25,702  
7/01/13 Sell MDAX short Salzgitter 368.90 25.340 25.470 6/24/13 25.405 -9,372 9,396 24 225,670  341,976 -16,306 325,670
    OMXC 20 FLSmidth 267.53 34.376 35.701 6/24/13 35.032 -9,372 9,551 179 225,849  332,604 -6,755 325,849
    FT 30 Man Group 98.39 100.211 90.294 6/24/13 95.252 -9,372 8,884 -488 225,361  323,232 2,129 325,361
    BAX SFC Energy 1,973.05 4.650 4.852 6/24/13 4.750 -9,372 9,574 202 225,563  313,860 11,703 325,563
  Buy MDAX long Dürr 351.33 23.998   7/28/14 30.355 8,431        322,291 3,271  
    OMXC 20 Vestas Wind Systems 3,905.95 2.159   9/01/14 6.373 8,431        330,722 -5,160  
    FT 30 Lloyds Bank 112.61 74.871   9/09/13 90.907 8,431        339,154 -13,591  
    BAX Morphosys 190.98 44.145   4/14/14 58.270 8,431        347,584 -22,022  
7/08/13 Sell France short ArcelorMittal 295.77 26.415 30.086 6/10/13 28.191 -8,338 8,899 561 226,123  339,246 -13,123 326,123
    OMXS 30 Boliden 490.72 9.256 9.852 6/24/13 9.549 -4,686 4,835 149 226,272  334,560 -8,288 326,272
      Tele2 533.83 9.227 8.329 6/24/13 8.778 -4,686 4,446 -240 226,032  329,874 -3,842 326,032
    SLI Kühne & Nagel 115.50 90.725 71.565 6/24/13 81.145 -9,372 8,266 -1,107 224,926  320,502 4,424 324,926
  Buy OMXS 30 long Nokia 1,292.22 3.186   10/13/14 6.407 4,117        324,619 307  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Kinnevik 188.25 21.868   10/13/14 22.475 4,117        328,735 -3,809  
    SLI Lonza 136.76 60.201   8/12/13 56.494 8,233        336,968 -12,042  
7/15/13 Sell BEL 20 short Aperam 1,126.44 8.461 8.179 6/24/13 8.320 -9,372 9,213 -159 224,767  327,596 -2,829 324,767
  Buy   long KBC 256.71 31.350   10/13/14 40.740 8,048        335,644 -10,877  
7/29/13 Sell Germany short SolarWorld 101.92 77.250 109.447 6/24/13 91.950 -9,372 11,155 1,783 226,550  326,273 278 326,550
    ATX long Österreichische Post 194.71 31.600   6/25/12 25.890 -5,041 6,153 1,112 227,662  321,232 6,431 327,662
    ISEQ 20 short C&C Group 936.45 4.100 4.370 6/17/13 4.233 -3,964 4,093 129 227,791  317,268 10,523 327,791
      CRH 253.60 15.994 15.268 6/17/13 15.631 -3,964 3,872 -92 227,699  313,304 14,395 327,699
    Nordic 30 Equinor 443.53 16.264 18.488 6/03/13 17.340 -7,691 8,200 509 228,208  305,613 22,595 328,208
  Buy ATX Raiffeisen Bank Int 379.90 23.085   10/21/13 25.350 8,770        314,383 13,825  
    ISEQ 20 long FBD 281.09 15.600   8/05/13 16.650 4,385        318,768 9,440  
      Smurfit Kappa 306.64 14.300   8/05/13 15.150 4,385        323,153 5,055  
    Nordic 30 Pandora 305.37 28.719   4/28/14 46.257 8,770        331,922 -3,715  
8/05/13 Sell CAC 40 short ArcelorMittal 299.02 28.620 23.952 4/22/13 26.286 -7,860 7,162 -698 227,510  324,062 3,448 327,510
    ISEQ 20 long FBD 281.09 16.650   7/29/13 15.600 -4,385 4,680 295 227,805  319,677 8,128 327,805
      Smurfit Kappa 306.64 15.150   7/29/13 14.300 -4,385 4,646 261 228,066  315,292 12,773 328,066
    CAC Mid 60 short CGG 14.86 575.840 546.400 6/10/13 561.120 -8,338 8,120 -219 227,847  306,954 20,893 327,847
  Buy ISEQ 20 C&C Group 1,052.64 4.141   9/09/13 4.285 4,359        311,313 16,534  
      Flutter 71.46 61.000   9/09/13 61.200 4,359        315,672 12,175  
8/12/13 Sell MerVal short Comercial del Plata 112,773.83 0.067 0.074 6/17/13 0.070 -7,928 8,323 395 228,242  307,744 20,497 328,242
    SLI long Lonza 136.76 56.494   7/08/13 60.201 -8,233 7,726 -507 227,735  299,511 28,224 327,735
    Indices short RTX 5.69 1,391.500 1,395.690 6/17/13 1,393.590 -7,930 7,941 12 227,747  291,582 36,165 327,747
  Buy MerVal long Telecom Argentina 2,158.04 4.215   2/10/14 2.998 9,097        300,679 27,068  
    Indices Merval 18.15 501.316   8/04/14 750.468 9,099        309,778 17,969  
8/26/13 Sell Nikkei (FRA) long Subaru 342.82 18.441   2/11/13 10.800 -3,702 6,322 2,619 230,366  306,075 24,291 330,366
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Mazda Motor 297.51 15.485   2/11/13 12.445 -3,703 4,607 904 231,271  302,373 28,898 331,271
  Buy PSI 20 Teixeira Duarte 13,438.81 0.670   9/02/13 0.650 9,004        311,377 19,894  
    Nikkei (FRA) short Nikon 342.36 13.150   9/09/13 12.596 4,502        315,879 15,392  
9/02/13 Sell PSI 20 long Teixeira Duarte 13,438.81 0.650   8/26/13 0.670 -9,004 8,735 -269 231,002  306,875 24,127 331,002
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 -152 230,850  302,516 28,335 330,850
      Flutter 71.46 61.200 60.800 8/05/13 61.000 -4,359 4,345 -14 230,836  298,157 32,679 330,836
    FT 30 long Lloyds Bank 112.61 90.907   7/01/13 74.871 -8,431 10,237 1,806 232,642  289,725 42,916 332,642
    Nikkei (FRA) short Nikon 342.36 12.596 13.728 8/26/13 13.150 -4,502 4,700 198 232,840  285,223 47,617 332,840
  Buy IBEX 35 long Siemens Gamesa 1,767.84 5.380   12/16/13 7.030 9,511        294,734 38,106  
    ISEQ 20 Bank of Ireland 671.68 7.080   10/14/13 6.960 4,755        299,490 33,350  
      Smurfit Kappa 298.15 15.950   10/14/13 17.020 4,755        304,245 28,595  
    PSI 20 Impresa 13,986.76 0.680   9/16/13 0.670 9,511        313,756 19,084  
    FT 30 short Man Group 90.21 105.435   10/14/13 92.741 9,511        323,268 9,572  
    Nikkei (FRA) long Furukawa Co 284.25 16.730   9/30/13 17.160 4,756        328,023 4,817  
      Tokyo Electric Power 1,216.24 3.910   9/30/13 4.520 4,756        332,779 61  
9/16/13 Sell HSI short China Shenhua HK 3,089.38 2.475 2.615 4/22/13 2.544 -7,860 8,079 219 233,059  324,919 8,140 333,059
    OMXH 25 Outokumpu 1,211.05 4.600 6.624 3/18/13 5.520 -6,685 8,022 1,337 234,396  318,234 16,162 334,396
    PSI 20 long Impresa 13,986.76 0.670   9/09/13 0.680 -9,511 9,371 -140 234,256  308,723 25,533 334,256
  Buy HSI Galaxy Entertainment 1,680.62 5.352   12/23/13 6.370 8,994        317,717 16,539  
    OMXH 25 Nokia 1,905.51 4.720   10/21/13 5.265 8,994        326,711 7,545  
9/23/13 Sell GEX short YOC 1,556.74 2.219 11.488 4/22/13 5.049 -7,860 17,884 10,024 244,280  318,851 25,430 344,280
  Buy PSI 20 long Teixeira Duarte 14,003.03 0.660   12/09/13 0.920 9,242        328,093 16,188  
    GEX Manz 172.52 53.570   4/14/14 65.730 9,242        337,335 6,946  
9/30/13 Sell SDAX short Hypoport 1,114.71 8.120 6.840 6/10/13 7.480 -8,338 7,625 -713 243,567  328,996 14,570 343,567
    TSX 60 Barrick Gold 543.43 13.729 15.238 4/22/13 14.464 -7,860 8,281 420 243,987  321,136 22,851 343,987
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Athex LC Eurobank Ergasias 25.15 50.000 1,352.000 3/25/13 260.000 -6,539 34,003 27,464 271,451  314,597 56,854 371,451
    Nikkei (FRA) long Furukawa Co 284.25 17.160   9/09/13 16.730 -4,756 4,878 122 271,573  309,842 61,731 371,573
      Tokyo Electric Power 1,216.24 4.520   9/09/13 3.910 -4,756 5,497 742 272,315  305,086 67,229 372,315
  Buy SDAX ADLER Real Estate 3,724.75 2.950   10/14/13 3.079 10,988        316,074 56,241  
    HSI-C&I Galaxy Entertainment 2,123.65 5.174   2/03/14 7.265 10,988        327,062 45,253  
    TSX 60 Bausch Health 142.93 76.879   9/29/14 102.197 10,988        338,051 34,264  
    Athex LC Aegean Airlines 2,616.19 4.200   1/27/14 7.210 10,988        349,039 23,276  
    Nikkei (FRA) short Nikon 420.03 13.080   11/04/13 13.433 5,494        354,533 17,782  
    CAC Next 20 SES 519.53 21.150   10/07/13 21.020 10,988        365,521 6,794  
10/07/13 Sell   short SES 519.53 21.020 21.281 9/30/13 21.150 -10,988 11,056 68 272,383  354,533 17,850 372,383
    Nikkei (TYO) long Subaru 787.94 20.003   11/19/12 8.176 -6,442 15,761 9,319 281,702  348,091 33,612 381,702
  Buy CAC Next 20 EDF 436.95 23.760   10/28/13 25.570 10,382        358,473 23,230  
    Nikkei (TYO) short Nikon 820.69 12.650   10/14/13 13.191 10,382        368,855 12,848  
10/14/13 Sell SDAX long ADLER Real Estate 3,724.75 3.079   9/30/13 2.950 -10,988 11,469 481 282,183  357,867 24,316 382,183
    HSI-Fin short Ping An 2,451.94 2.804 3.201 5/13/13 2.996 -7,346 7,849 503 282,686  350,521 32,165 382,686
    ISEQ 20 long Bank of Ireland 671.68 6.960   9/09/13 7.080 -4,755 4,675 -81 282,605  345,765 36,840 382,605
      Smurfit Kappa 298.15 17.020   9/09/13 15.950 -4,755 5,075 319 282,924  341,010 41,915 382,924
    FT 30 short Man Group 90.21 92.741 119.865 9/09/13 105.435 -9,511 10,813 1,302 284,226  331,498 52,728 384,226
    SMI long Richemont 102.71 74.199   12/17/12 59.929 -6,155 7,621 1,466 285,692  325,343 60,348 385,692
    Nikkei (TYO) short Nikon 820.69 13.191 12.110 10/07/13 12.650 -10,382 9,938 -444 285,248  314,961 70,287 385,248
  Buy HSI-Fin long AIA 3,105.28 3.667   1/06/14 3.604 11,388        326,349 58,899  
    ISEQ 20 short C&C Group 1,355.71 4.200   10/28/13 4.008 5,694        332,043 53,205  
      Flutter 99.96 56.960   10/28/13 56.500 5,694        337,737 47,511  
    FT 30 long ITV 52.27 217.888   12/02/13 228.772 11,389        349,126 36,122  
    Nikkei (TYO) Tokyo Electric Power 2,917.38 3.904   11/04/13 3.961 11,388        360,514 24,734  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/21/13 Sell ATX short Raiffeisen Bank Int 379.90 25.350 20.820 7/29/13 23.085 -8,770 7,910 -860 284,387  351,744 32,644 384,387
    OMXH 25 long Nokia 1,905.51 5.265   9/16/13 4.720 -8,994 10,033 1,039 285,426  342,750 42,676 385,426
    OBX 25 short Frontline 934.86 8.829 5.997 4/15/13 7.413 -6,930 5,606 -1,324 284,102  335,820 48,282 384,102
  Buy ATX long Wienerberger 827.32 13.065   8/11/14 11.525 10,809        346,629 37,474  
    SDAX ADLER Real Estate 3,615.05 2.990   3/31/14 5.100 10,809        357,438 26,665  
    OMXH 25 short YIT 1,086.33 9.950   10/28/13 10.035 10,809        368,247 15,856  
    OBX 25 long REC Silicon 3,050.03 3.544   12/16/13 2.538 10,809        379,056 5,047  
10/28/13 Sell ISEQ 20 short C&C Group 1,355.71 4.008 4.401 10/14/13 4.200 -5,694 5,967 273 284,375  373,362 11,013 384,375
      Flutter 99.96 56.500 57.424 10/14/13 56.960 -5,694 5,740 46 284,421  367,668 16,753 384,421
    OMXH 25 YIT 1,086.33 10.035 9.865 10/21/13 9.950 -10,809 10,717 -92 284,329  356,859 27,470 384,329
    CAC Next 20 long EDF 436.95 25.570   10/07/13 23.760 -10,382 11,173 791 285,120  346,477 38,643 385,120
  Buy ISEQ 20 Bank of Ireland 689.71 7.680   11/25/13 8.040 5,297        351,774 33,346  
      Smurfit Kappa 307.79 17.210   11/25/13 17.550 5,297        357,071 28,049  
    OMXH 25 Nokia 2,135.89 4.960   11/11/13 5.770 10,594        367,665 17,455  
    CAC Next 20 short STMicroelectronics 1,894.15 5.593   11/11/13 5.653 10,594        378,259 6,861  
11/04/13 Sell SSE 50 short China Northern Rare 3,102.33 2.137 2.623 5/13/13 2.368 -7,346 8,139 793 285,913  370,913 14,999 385,913
    Nikkei (FRA) Nikon 420.03 13.433 12.727 9/30/13 13.080 -5,494 5,346 -148 285,764  365,419 20,345 385,764
    Nikkei (TYO) long Tokyo Electric Power 2,917.38 3.961   10/14/13 3.904 -11,388 11,556 168 285,933  354,031 31,902 385,933
  Buy SSE 50 Shanghai Oriental 2,375.21 4.398   12/23/13 4.388 10,445        364,476 21,457  
    Nikkei (FRA) Softbank 182.92 28.550   12/16/13 30.884 5,222        369,698 16,234  
      Tokyo Electric Power 1,317.48 3.964   12/16/13 3.730 5,222        374,921 11,012  
    Nikkei (TYO) short Nikon 777.36 13.437   11/18/13 13.220 10,445        385,366 567  
11/11/13 Sell OMXH 25 long Nokia 2,135.89 5.770   10/28/13 4.960 -10,594 12,324 1,730 287,663  374,772 12,891 387,663
    CAC Next 20 short STMicroelectronics 1,894.15 5.653 5.533 10/28/13 5.593 -10,594 10,480 -114 287,549  364,178 23,371 387,549
  Buy OMXH 25 Outokumpu 2,935.14 3.500   12/02/13 3.690 10,273        374,451 13,098  
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 long EDF 396.95 25.880   12/09/13 26.640 10,273        384,724 2,825  
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 62 287,611  380,555 7,056 387,611
      Sino Land 3,874.18 1.043 1.110 6/10/13 1.076 -4,169 4,302 133 287,744  376,386 11,358 387,744
    Topix (FRA) Inpex 967.06 8.519 7.387 6/03/13 7.953 -7,691 7,144 -547 287,196  368,695 18,501 387,196
    Nikkei (TYO) Nikon 777.36 13.220 13.657 11/04/13 13.437 -10,445 10,616 171 287,368  358,250 29,118 387,368
  Buy HSI-Prop long CK Hutchison 439.25 11.852   2/10/14 10.645 5,206        363,456 23,912  
      China Ov Land & Inv 2,243.29 2.321   2/10/14 1.876 5,206        368,662 18,706  
    Topix (FRA) Softbank 363.50 28.644   11/25/13 31.950 10,412        379,074 8,293  
    Nikkei (TYO) MinebeaMitsumi 2,073.57 5.021   3/03/14 6.187 10,412        389,486 -2,119  
11/25/13 Sell ISEQ 20 long Bank of Ireland 689.71 8.040   10/28/13 7.680 -5,297 5,545 248 287,616  384,189 3,427 387,616
      Smurfit Kappa 307.79 17.550   10/28/13 17.210 -5,297 5,402 105 287,720  378,892 8,828 387,720
    Topix (FRA) Softbank 363.50 31.950   11/18/13 28.644 -10,412 11,614 1,202 288,922  368,480 20,442 388,922
    GCX SunPower 1,048.47 21.795   2/11/13 7.063 -7,405 22,851 15,446 304,368  361,075 43,293 404,368
  Buy ISEQ 20 short Flutter 99.79 56.070   12/02/13 56.450 5,595        366,670 37,698  
      Ryanair 959.45 5.832   12/02/13 6.109 5,596        372,266 32,102  
    Topix (FRA) Komatsu 715.40 15.643   6/09/14 16.815 11,191        383,457 20,911  
    GCX Aurubis 264.09 42.375   1/06/14 43.845 11,191        394,647 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 -38 304,330  389,052 15,278 404,330
      Ryanair 959.45 6.109 5.555 11/25/13 5.832 -5,596 5,330 -266 304,064  383,457 20,608 404,064
    OMXH 25 Outokumpu 2,935.14 3.690 3.310 11/11/13 3.500 -10,273 9,715 -558 303,507  373,184 30,323 403,507
    FT 30 long ITV 52.27 228.772   10/14/13 217.888 -11,389 11,958 569 304,076  361,795 42,281 404,076
  Buy ISEQ 20 Bank of Ireland 668.94 8.340   4/14/14 8.250 5,579        367,374 36,702  
      Smurfit Kappa 323.61 17.240   4/14/14 17.010 5,579        372,953 31,123  
    OMXH 25 Nokia 1,888.31 5.909   12/09/13 5.850 11,158        384,111 19,965  
12/09/13 Sell   long Nokia 1,888.31 5.850   12/02/13 5.909 -11,158 11,047 -111 303,964  372,953 31,011 403,964
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 Teixeira Duarte 14,003.03 0.920   9/23/13 0.660 -9,242 12,883 3,641 307,605  363,711 43,894 407,605
    CAC Next 20 EDF 396.95 26.640   11/11/13 25.880 -10,273 10,575 302 307,907  353,438 54,469 407,907
  Buy OMXH 25 short Metso Outotec 1,726.00 6.697   5/12/14 8.620 11,559        364,997 42,910  
    CAC Next 20 STMicroelectronics 2,120.92 5.450   1/13/14 5.763 11,559        376,556 31,351  
12/16/13 Sell IBEX 35 long Siemens Gamesa 1,767.84 7.030   9/09/13 5.380 -9,511 12,428 2,917 310,824  367,045 43,779 410,824
    OBX 25 REC Silicon 3,050.03 2.538   10/21/13 3.544 -10,809 7,740 -3,069 307,754  356,236 51,519 407,754
    Nikkei (FRA) Softbank 182.92 30.884   11/04/13 28.550 -5,222 5,649 427 308,181  351,013 57,168 408,181
      Tokyo Electric Power 1,317.48 3.730   11/04/13 3.964 -5,222 4,914 -308 307,873  345,791 62,082 407,873
    DJ Global Titans Bank of America 868.18 11.075   10/29/12 7.204 -6,254 9,615 3,361 311,234  339,537 71,697 411,234
  Buy IBEX 35 short Acciona 303.65 39.760   1/20/14 48.255 12,073        351,610 59,624  
    OBX 25 TGS-NOPEC 711.34 16.972   12/23/13 17.469 12,073        363,683 47,551  
    Nikkei (FRA) Nitto Denko 208.29 28.981   12/30/13 30.258 6,036        369,719 41,514  
      Pacific Metals 242.82 24.860   12/30/13 26.180 6,037        375,756 35,478  
    CAC Mid 60 Adocia 2,114.36 5.710   12/23/13 5.660 12,073        387,829 23,405  
    DJ Global Titans IBM 93.41 129.242   12/23/13 133.044 12,073        399,901 11,332  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,375.21 4.388   11/04/13 4.398 -10,445 10,423 -22 311,212  389,456 21,755 411,212
    HSI Galaxy Entertainment 1,680.62 6.370   9/16/13 5.352 -8,994 10,706 1,712 312,923  380,462 32,461 412,923
    OBX 25 short TGS-NOPEC 711.34 17.469 16.475 12/16/13 16.972 -12,073 11,719 -354 312,570  368,389 44,180 412,570
    CAC Mid 60 Adocia 2,114.36 5.660 5.760 12/16/13 5.710 -12,073 12,180 107 312,676  356,316 56,360 412,676
    DJ Global Titans IBM 93.41 133.044 125.440 12/16/13 129.242 -12,073 11,717 -355 312,321  344,244 68,077 412,321
  Buy SSE 50 Poly Developments 18,743.56 0.641   6/02/14 0.591 12,009        356,253 56,068  
    PSI 20 long Impresa 11,017.43 1.090   5/12/14 1.759 12,009        368,262 44,059  
    OBX 25 DNO International 4,131.92 2.906   2/17/14 2.830 12,009        380,271 32,050  
    FT 30 Int Cons Airlines 25.47 471.516   1/27/14 485.635 12,010        392,280 20,041  
    DJ Global Titans Alphabet A 588.22 20.416   10/27/14 21.652 12,009        404,290 8,032  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/30/13 Sell Nikkei (FRA) short Nitto Denko 208.29 30.258 27.704 12/16/13 28.981 -6,036 5,770 -266 312,055  398,253 13,802 412,055
      Pacific Metals 242.82 26.180 23.540 12/16/13 24.860 -6,037 5,716 -321 311,735  392,217 19,518 411,735
  Buy   long MinebeaMitsumi 1,022.28 5.273   2/10/14 6.030 5,390        397,607 14,128  
      Softbank 170.45 31.625   2/10/14 27.751 5,390        402,998 8,737  
1/06/14 Sell HSI-Fin long AIA 3,105.28 3.604   10/14/13 3.667 -11,388 11,193 -195 311,539  391,610 19,930 411,539
    GCX short Aurubis 264.09 43.845 40.905 11/25/13 42.375 -11,191 10,803 -388 311,151  380,419 30,732 411,151
  Buy HSI-Fin ICBC 23,544.33 0.469   6/02/14 0.478 11,047        391,466 19,685  
    SLI long Vifor Pharma 149.24 74.020   1/27/14 69.103 11,047        402,512 8,639  
    GCX Vestas Wind Systems 2,214.14 4.989   2/03/14 4.789 11,047        413,559 -2,408  
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 -664 310,487  402,000 8,487 410,487
1/20/14 Sell IBEX 35 short Acciona 303.65 48.255 31.265 12/16/13 39.760 -12,073 9,494 -2,580 307,908  389,927 17,980 407,908
  Buy   long Siemens Gamesa 1,259.40 8.454   1/27/14 7.622 10,647        400,574 7,333  
    NZX 50 short Chorus 11,365.29 0.937   6/02/14 1.063 10,647        411,221 -3,314  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,259.40 7.622   1/20/14 8.454 -10,647 9,599 -1,048 306,860  400,574 6,286 406,860
    Athex LC Aegean Airlines 2,616.19 7.210   9/30/13 4.200 -10,988 18,863 7,875 314,735  389,586 25,148 414,735
    FT 30 Int Cons Airlines 25.47 485.635   12/23/13 471.516 -12,010 12,369 360 315,094  377,577 37,517 415,094
    SLI Vifor Pharma 149.24 69.103   1/06/14 74.020 -11,047 10,313 -734 314,360  366,530 47,830 414,360
  Buy IBEX 35 short Repsol 659.29 17.525   2/17/14 17.625 11,554        378,084 36,276  
    Athex LC Eurobank Ergasias 235.80 49.000   5/09/16 0.875 11,554        389,638 24,722  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,123.65 7.265   9/30/13 5.174 -10,988 15,427 4,439 318,800  378,650 40,150 418,800
    GCX Vestas Wind Systems 2,214.14 4.789   1/06/14 4.989 -11,047 10,604 -443 318,357  367,603 50,754 418,357
  Buy FT 30 Int Cons Airlines 23.47 499.638   2/10/14 509.014 11,727        379,330 39,027  
    GCX short Aurubis 288.84 40.600   3/03/14 38.880 11,727        391,057 27,300  
2/10/14 Sell HSI-Prop long CK Hutchison 439.25 10.645   11/18/13 11.852 -5,206 4,676 -530 317,827  385,851 31,976 417,827
      China Ov Land & Inv 2,243.29 1.876   11/18/13 2.321 -5,206 4,208 -998 316,829  380,645 36,184 416,829
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal Telecom Argentina 2,158.04 2.998   8/12/13 4.215 -9,097 6,471 -2,626 314,203  371,548 42,655 414,203
    FT 30 Int Cons Airlines 23.47 509.014   2/03/14 499.638 -11,727 11,947 220 314,423  359,821 54,602 414,423
    Nikkei (FRA) MinebeaMitsumi 1,022.28 6.030   12/30/13 5.273 -5,390 6,164 774 315,197  354,431 60,766 415,197
      Softbank 170.45 27.751   12/30/13 31.625 -5,390 4,730 -660 314,536  349,040 65,496 414,536
  Buy HSI-Prop short New World Dev 1,700.20 3.529   7/28/14 3.549 6,000        355,040 59,496  
      The Wharf 3,242.72 1.850   7/28/14 2.205 6,000        361,040 53,496  
    Nikkei (FRA) Hitachi Zosen 1,407.46 4.263   6/30/14 3.700 6,000        367,040 47,496  
      Nitto Denko 191.71 31.297   6/30/14 33.890 6,000        373,040 41,496  
2/17/14 Sell IBEX 35 short Repsol 659.29 17.625 17.425 1/27/14 17.525 -11,554 11,488 -66 314,470  361,486 52,984 414,470
    OBX 25 long DNO International 4,131.92 2.830   12/23/13 2.906 -12,009 11,694 -315 314,156  349,477 64,678 414,156
  Buy IBEX 35 Siemens Gamesa 1,433.36 8.351   3/10/14 8.580 11,970        361,447 52,708  
    OBX 25 short Petroleum Geo-Srvcs 1,573.96 7.605   6/02/14 7.980 11,970        373,417 40,738  
2/24/14 Buy MerVal long Edenor 36,158.98 0.315   12/15/14 0.569 11,372        384,789 29,366  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,073.57 6.187   11/18/13 5.021 -10,412 12,828 2,416 316,572  374,377 42,194 416,572
    GCX short Aurubis 288.84 38.880 42.396 2/03/14 40.600 -11,727 12,246 519 317,090  362,650 54,440 417,090
  Buy Nikkei (TYO) Hitachi Zosen 3,002.70 3.926   3/31/14 3.419 11,788        374,438 42,652  
    GCX long Vestas Wind Systems 2,355.90 5.004   4/14/14 5.847 11,788        386,226 30,864  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,433.36 8.580   2/17/14 8.351 -11,970 12,298 328 317,419  374,256 43,162 417,419
  Buy   short Inditex 549.07 20.970   6/09/14 21.750 11,514        385,770 31,648  
3/31/14 Sell SDAX long ADLER Real Estate 3,615.05 5.100   10/21/13 2.990 -10,809 18,437 7,628 325,046  374,961 50,085 425,046
    Nikkei (TYO) short Hitachi Zosen 3,002.70 3.419 4.508 3/03/14 3.926 -11,788 13,537 1,749 326,796  363,173 63,623 426,796
  Buy SDAX Koenig & Bauer 996.75 12.300   5/05/14 11.730 12,260        375,433 51,363  
    Nikkei (TYO) long MinebeaMitsumi 1,902.81 6.443   4/07/14 6.630 12,260        387,693 39,103  
4/07/14 Sell   long MinebeaMitsumi 1,902.81 6.630   3/31/14 6.443 -12,260 12,615 355 327,151  375,433 51,717 427,151
  Buy   short Hitachi Zosen 3,467.34 3.453   7/28/14 3.842 11,971        387,404 39,746  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/14/14 Sell ISEQ 20 long Bank of Ireland 668.94 8.250   12/02/13 8.340 -5,579 5,519 -60 327,090  381,825 45,265 427,090
      Smurfit Kappa 323.61 17.010   12/02/13 17.240 -5,579 5,505 -74 327,016  376,246 50,770 427,016
    BAX Morphosys 190.98 58.270   7/01/13 44.145 -8,431 11,128 2,698 329,714  367,815 61,898 429,714
    GEX Manz 172.52 65.730   9/23/13 53.570 -9,242 11,340 2,098 331,811  358,574 73,238 431,811
    GCX Vestas Wind Systems 2,355.90 5.847   3/03/14 5.004 -11,788 13,774 1,986 333,797  346,786 87,012 433,797
  Buy ISEQ 20 short C&C Group 1,453.13 4.480   1/19/15 3.322 6,510        353,296 80,502  
      Flutter 121.48 53.590   1/19/15 66.350 6,510        359,806 73,992  
    BAX Adva 4,064.94 3.203   4/21/14 3.210 13,020        372,826 60,972  
    GEX 4SC 454.26 28.662   1/26/15 18.284 13,020        385,846 47,952  
    GCX EJR 252.88 51.487   4/28/14 51.524 13,020        398,866 34,932  
4/21/14 Sell BAX short Adva 4,064.94 3.210 3.196 4/14/14 3.203 -13,020 12,992 -28 333,769  385,846 47,924 433,769
  Buy   long Sixt 416.25 28.930   5/05/14 28.890 12,042        397,888 35,881  
4/28/14 Sell Nordic 30 long Pandora 305.37 46.257   7/29/13 28.719 -8,770 14,125 5,355 339,124  389,118 50,007 439,124
    GCX short EJR 252.88 51.524 51.450 4/14/14 51.487 -13,020 13,011 -9 339,115  376,098 63,017 439,115
  Buy Germany SolarWorld 406.64 30.870   6/09/14 16.900 12,553        388,651 50,464  
    Nordic 30 Carlsberg A 170.07 73.812   5/05/14 74.896 12,553        401,204 37,911  
    GCX long Vestas Wind Systems 2,037.10 6.162   5/19/14 7.076 12,553        413,757 25,358  
5/05/14 Sell SDAX short Koenig & Bauer 996.75 11.730 12.898 3/31/14 12.300 -12,260 12,856 596 339,711  401,497 38,214 439,711
    Nordic 30 Carlsberg A 170.07 74.896 72.728 4/28/14 73.812 -12,553 12,369 -184 339,527  388,944 50,583 439,527
    BAX long Sixt 416.25 28.890   4/21/14 28.930 -12,042 12,025 -17 339,510  376,902 62,608 439,510
  Buy SDAX ADLER Real Estate 2,502.89 5.015   5/19/14 5.000 12,552        389,454 50,056  
    Nordic 30 Pandora 257.59 48.729   9/15/14 59.766 12,552        402,006 37,504  
    BAX short Adva 3,922.50 3.200   6/09/14 3.196 12,552        414,558 24,952  
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 -3,319 336,191  402,999 33,192 436,191
    PSI 20 long Impresa 11,017.43 1.759   12/23/13 1.090 -12,009 19,380 7,371 343,561  390,990 52,572 443,561
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy OMXH 25 Outokumpu 1,856.74 6.680   5/19/14 6.250 12,403        403,393 40,169  
5/19/14 Sell SDAX long ADLER Real Estate 2,502.89 5.000   5/05/14 5.015 -12,552 12,514 -38 343,524  390,841 52,683 443,524
    OMXH 25 Outokumpu 1,856.74 6.250   5/12/14 6.680 -12,403 11,605 -798 342,726  378,438 64,288 442,726
    GCX Vestas Wind Systems 2,037.10 7.076   4/28/14 6.162 -12,553 14,415 1,862 344,588  365,885 78,703 444,588
  Buy HSI Citic Pacific 10,098.81 1.295   11/10/14 1.393 13,082        378,967 65,621  
    SDAX short WCM 8,059.89 1.623   5/26/14 1.623 13,082        392,049 52,539  
    OMXH 25 YIT 1,767.84 7.400   1/26/15 5.508 13,082        405,131 39,457  
    GCX Energy Recovery 3,881.32 3.371   3/02/15 3.076 13,082        418,213 26,375  
5/26/14 Sell SDAX short WCM 8,059.89 1.623 1.623 5/19/14 1.623 -13,082 13,082 0 344,588  405,131 39,457  
  Buy   long ADLER Real Estate 2,200.18 5.500   6/09/14 6.050 12,101        417,232 27,356  
    HSI-C&I Tencent 1,189.91 10.170   10/06/14 12.196 12,101        429,333 15,255  
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 1,012 345,600  417,324 28,276 445,600
    HSI-Fin ICBC 23,544.33 0.478 0.460 1/06/14 0.469 -11,047 10,840 -207 345,393  406,277 39,116 445,393
    OBX 25 Petroleum Geo-Srvcs 1,573.96 7.980 7.230 2/17/14 7.605 -11,970 11,380 -590 344,803  394,307 50,496 444,803
    NZX 50 Chorus 11,365.29 1.063 0.811 1/20/14 0.937 -10,647 9,213 -1,434 343,369  383,660 59,709 443,369
  Buy SSE 50 long Sinolink Secs 10,935.65 1.150   6/23/14 1.117 12,576        396,236 47,133  
    HSI-Fin HK Exchgs & Clrg 918.94 13.685   9/29/14 17.213 12,576        408,812 34,557  
    OBX 25 Grieg Seafood 3,727.99 3.373   6/30/14 3.430 12,576        421,388 21,981  
    FT 30 National Grid 11.40 1,103.450   6/09/14 1,037.210 12,579        433,967 9,402  
    NZX 50 Tourism 18,061.18 0.696   7/21/14 0.758 12,576        446,543 -3,174  
6/09/14 Sell Germany short SolarWorld 406.64 16.900 56.388 4/28/14 30.870 -12,553 22,930 10,377 353,745  433,990 19,755 453,745
    SDAX long ADLER Real Estate 2,200.18 6.050   5/26/14 5.500 -12,101 13,311 1,210 354,955  421,889 33,066 454,955
    IBEX 35 short Inditex 549.07 21.750 20.190 3/10/14 20.970 -11,514 11,086 -428 354,527  410,375 44,152 454,527
    FT 30 long National Grid 11.40 1,037.210   6/02/14 1,103.450 -12,579 11,824 -755 353,772  397,796 55,976 453,772
    Topix (FRA) short Komatsu 715.40 16.815 14.471 11/25/13 15.643 -11,191 10,353 -838 352,934  386,605 66,329 452,934
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX Adva 3,922.50 3.196 3.204 5/05/14 3.200 -12,552 12,568 16 352,949  374,053 78,896 452,949
  Buy SDAX WCM 8,313.38 1.599   12/29/14 1.381 13,296        387,349 65,600  
    FT 30 Tesco 28.87 460.539   11/17/14 306.530 13,296        400,645 52,305  
    Topix (FRA) long Fujitsu 265.76 50.030   9/15/14 48.100 13,296        413,941 39,009  
    BAX Cancom 673.56 19.740   6/16/14 18.403 13,296        427,237 25,713  
6/16/14 Sell   long Cancom 673.56 18.403   6/09/14 19.740 -13,296 12,395 -901 352,048  413,941 38,108 452,048
  Buy IBEX 35 short ArcelorMittal 373.68 32.790   3/02/15 28.860 12,253        426,194 25,855  
    BAX Adva 3,907.21 3.136   6/23/14 3.096 12,253        438,447 13,602  
6/23/14 Sell SSE 50 long Sinolink Secs 10,935.65 1.117   6/02/14 1.150 -12,576 12,215 -361 351,687  425,871 25,817 451,687
    BAX short Adva 3,907.21 3.096 3.177 6/16/14 3.136 -12,253 12,411 158 351,846  413,618 38,228 451,846
  Buy SSE 50 Kangmei Pharma 14,212.30 0.862   7/07/14 0.868 12,251        425,869 25,977  
    CAC Next 20 Arkema 173.39 70.655   1/26/15 62.720 12,251        438,119 13,726  
    CAC Mid 60 CGG 35.68 343.360   1/19/15 153.600 12,251        450,371 1,475  
    BAX long Wacker Neuson 739.35 16.570   7/14/14 17.170 12,251        462,622 -10,776  
6/30/14 Sell OBX 25 long Grieg Seafood 3,727.99 3.430   6/02/14 3.373 -12,576 12,787 211 352,056  450,046 2,011 452,056
    Nikkei (FRA) short Hitachi Zosen 1,407.46 3.700 4.912 2/10/14 4.263 -6,000 6,913 913 352,969  444,046 8,924 452,969
      Nitto Denko 191.71 33.890 28.704 2/10/14 31.297 -6,000 5,503 -497 352,472  438,046 14,427 452,472
  Buy OBX 25 Norwegian 4.87 2,398.530   7/07/14 2,546.850 11,681        449,726 2,746  
    Nikkei (FRA) long Fujitsu 106.13 54.990   8/17/15 44.550 5,836        455,563 -3,090  
      MinebeaMitsumi 709.63 8.224   8/17/15 12.573 5,836        461,399 -8,926  
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 -91 352,381  449,148 3,234 452,381
    OBX 25 Norwegian 4.87 2,546.850 2,250.210 6/30/14 2,398.530 -11,681 10,959 -722 351,659  437,467 14,192 451,659
  Buy SSE 50 long AVIC Aviation Engine 3,913.44 2.976   8/03/15 7.097 11,646        449,113 2,546  
    OBX 25 SalMar 863.96 13.480   7/28/14 14.639 11,646        460,759 -9,100  
7/14/14 Sell BAX long Wacker Neuson 739.35 17.170   6/23/14 16.570 -12,251 12,695 444 352,103  448,508 3,595 452,103
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/21/14 Sell NZX 50 long Tourism 18,061.18 0.758   6/02/14 0.696 -12,576 13,689 1,113 353,215  435,932 17,283 453,215
  Buy France short CGG 44.00 267.296   12/29/14 160.352 11,761        447,693 5,522  
    NZX 50 a2 Milk 30,020.42 0.392   7/28/14 0.401 11,762        459,455 -6,240  
7/28/14 Sell MDAX long Dürr 351.33 30.355   7/01/13 23.998 -8,431 10,665 2,234 355,449  451,024 4,425 455,449
    HSI-Prop short New World Dev 1,700.20 3.549 3.509 2/10/14 3.529 -6,000 5,967 -34 355,415  445,024 10,392 455,415
      The Wharf 3,242.72 2.205 1.496 2/10/14 1.850 -6,000 4,851 -1,149 354,267  439,024 15,243 454,267
    OBX 25 long SalMar 863.96 14.639   7/07/14 13.480 -11,646 12,647 1,001 355,268  427,378 27,890 455,268
    NZX 50 short a2 Milk 30,020.42 0.401 0.383 7/21/14 0.392 -11,762 11,495 -267 355,001  415,616 39,385 455,001
    Nikkei (TYO) Hitachi Zosen 3,467.34 3.842 3.063 4/07/14 3.453 -11,971 10,620 -1,351 353,650  403,645 50,005 453,650
  Buy Germany SolarWorld 839.40 15.000   1/12/15 12.350 12,591        416,236 37,414  
    MDAX Südzucker 906.81 13.885   2/02/15 11.245 12,591        428,827 24,823  
    HSI-Prop long CK Hutchison 458.52 13.730   8/24/15 10.950 6,295        435,122 18,528  
      Sino Land 5,028.35 1.252   8/24/15 1.200 6,295        441,418 12,232  
    OBX 25 short Petroleum Geo-Srvcs 1,951.19 6.453   8/11/14 6.127 12,591        454,009 -359  
    NZX 50 long Tourism 16,921.11 0.744   2/22/16 1.542 12,591        466,600 -12,950  
    BAX Nemetschek 1,981.52 6.354   8/04/14 6.125 12,591        479,191 -25,541  
    Nikkei (TYO) MinebeaMitsumi 1,377.89 9.138   10/20/14 9.651 12,591        491,782 -38,132  
8/04/14 Sell HDAX long Dürr 499.18 28.230   1/23/12 9.125 -4,555 14,092 9,537 363,187  487,227 -24,040 463,187
    MIB Azimut 696.90 18.460   11/05/12 9.304 -6,484 12,865 6,381 369,568  480,743 -11,175 469,568
    BAX Nemetschek 1,981.52 6.125   7/28/14 6.354 -12,591 12,137 -454 369,113  468,152 962 469,113
    Indices Merval 18.15 750.468   8/12/13 501.316 -9,099 13,621 4,522 373,636  459,053 14,583 473,636
  Buy HDAX short Südzucker 937.40 13.020   1/12/15 11.160 12,205        471,258 2,378  
    Indices PSI 20 2.08 5,854.360   8/18/14 5,654.350 12,177        483,435 -9,799  
8/11/14 Sell ATX long Wienerberger 827.32 11.525   10/21/13 13.065 -10,809 9,535 -1,274 372,361  472,626 -264 472,361
    DAX Continental 81.22 133.083   7/16/12 59.533 -4,835 10,809 5,974 378,335  467,791 10,545 478,335
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 short Petroleum Geo-Srvcs 1,951.19 6.127 6.796 7/28/14 6.453 -12,591 13,261 670 379,005  455,200 23,805 479,005
  Buy ATX Raiffeisen Bank Int 664.73 18.910   2/16/15 13.795 12,570        467,770 11,235  
    DAX Adidas 218.80 57.450   8/18/14 60.070 12,570        480,340 -1,335  
    OBX 25 long SalMar 954.25 13.173   8/18/14 12.880 12,570        492,910 -13,905  
8/18/14 Sell DAX short Adidas 218.80 60.070 54.830 8/11/14 57.450 -12,570 11,997 -573 378,432  480,340 -1,908 478,432
    OBX 25 long SalMar 954.25 12.880   8/11/14 13.173 -12,570 12,291 -279 378,152  467,770 10,383 478,152
    Indices short PSI 20 2.08 5,654.350 6,061.440 8/04/14 5,854.360 -12,177 12,608 431 378,583  455,593 22,990 478,583
  Buy DAX long Vonovia 549.23 22.830   10/06/14 22.420 12,539        468,131 10,451  
    OBX 25 short Petroleum Geo-Srvcs 2,055.67 6.100   2/16/15 5.700 12,539        480,670 -2,088  
    Indices long Merval 15.99 784.124   10/06/14 1,022.100 12,538        493,209 -14,626  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,905.95 6.373   7/01/13 2.159 -8,431 24,892 16,461 395,044  484,778 10,266 495,044
  Buy   short Demant 1,073.90 11.763   9/08/14 11.966 12,632        497,410 -2,366  
9/08/14 Sell   short Demant 1,073.90 11.966 11.559 9/01/14 11.763 -12,632 12,413 -219 394,825  484,778 10,047 494,825
  Buy   long Pandora 219.67 57.454   9/29/14 61.631 12,621        497,399 -2,574  
9/15/14 Sell Nordic 30 long Pandora 257.59 59.766   5/05/14 48.729 -12,552 15,395 2,843 397,668  484,846 12,821 497,668
    Topix (FRA) Fujitsu 265.76 48.100   6/09/14 50.030 -13,296 12,783 -513 397,155  471,550 25,605 497,155
  Buy Nordic 30 short Volvo 1,486.49 8.791   11/10/14 9.334 13,068        484,618 12,536  
    Topix (FRA) Aeon 1,664.50 7.851   1/05/15 8.291 13,068        497,686 -532  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 918.94 17.213   6/02/14 13.685 -12,576 15,817 3,241 400,396  485,110 15,286 500,396
    TSX 60 Bausch Health 142.93 102.197   9/30/13 76.879 -10,988 14,607 3,619 404,015  474,122 29,893 504,015
    OMXC 20 Pandora 219.67 61.631   9/08/14 57.454 -12,621 13,538 918 404,932  461,501 43,431 504,932
  Buy HSI-Fin short ICBC 27,528.11 0.498   11/03/14 0.526 13,709        475,210 29,722  
    TSX 60 Yamana Gold 2,858.07 4.797   3/23/15 3.713 13,709        488,919 16,013  
10/06/14 Sell DAX long Vonovia 549.23 22.420   8/18/14 22.830 -12,539 12,314 -225 404,707  476,380 28,327 504,707
    HSI-C&I Tencent 1,189.91 12.196   5/26/14 10.170 -12,101 14,512 2,411 407,119  464,279 42,839 507,119
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices Merval 15.99 1,022.100   8/18/14 784.124 -12,538 16,343 3,805 410,924  451,741 59,183 510,924
  Buy DAX short Deutsche Lufthansa 1,179.80 12.080   11/17/14 13.145 14,252        465,993 44,931  
    HSI-C&I Galaxy Entertainment 2,892.98 4.926   4/13/15 4.822 14,252        480,245 30,679  
    PSI 20 Pharol 8,743.56 1.630   2/23/15 0.697 14,252        494,497 16,427  
    Indices PSI 20 2.57 5,537.710   2/23/15 5,494.440 14,232        508,729 2,195  
10/13/14 Sell S&P 100 long Gilead Sciences 272.28 79.611   9/17/12 25.063 -6,824 21,676 14,852 425,776  501,905 23,871 525,776
    BEL 20 KBC 256.71 40.740   7/15/13 31.350 -8,048 10,458 2,411 428,187  493,857 34,330 528,187
    OMXS 30 Nokia 1,292.22 6.407   7/08/13 3.186 -4,117 8,279 4,162 432,349  489,740 42,608 532,349
      Kinnevik 188.25 22.475   7/08/13 21.868 -4,117 4,231 114 432,463  485,624 46,839 532,463
  Buy S&P 100 short General Motors 619.43 23.379   10/27/14 23.689 14,482        500,106 32,357  
    BEL 20 Galapagos 1,302.92 11.115   11/17/14 12.800 14,482        514,588 17,875  
    OMXS 30 MTG 313.12 23.125   11/03/14 24.302 7,241        521,829 10,634  
10/20/14 Sell Kospi 50 long Amorepacific Group 181.88 87.497   7/23/12 26.166 -4,759 15,914 11,155 443,618  517,070 26,548 543,618
    Europe 50 Roche 19.48 222.572   12/19/11 129.719 -2,527 4,336 1,809 445,427  514,543 30,884 545,427
    Nikkei (TYO) MinebeaMitsumi 1,377.89 9.651   7/28/14 9.138 -12,591 13,298 707 446,133  501,952 44,182 546,133
    SP Global 100 Apple 330.91 19.487   4/30/12 15.738 -5,208 6,449 1,241 447,374  496,744 50,630 547,374
  Buy Kospi 50 short Hyundai Heavy 178.88 83.577   12/08/14 94.176 14,950        511,694 35,680  
    Europe 50 Deutsche Bank 693.89 21.545   11/10/14 21.563 14,950        526,644 20,730  
    Nikkei (TYO) Toyo Seikan 1,820.62 8.212   10/27/14 8.725 14,950        541,594 5,780  
    SP Global 100 Deutsche Bank 693.89 21.545   11/03/14 22.134 14,950        556,544 -9,170  
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 -192 447,182  542,062 5,120 547,182
    Nikkei (TYO) Toyo Seikan 1,820.62 8.725 7.698 10/20/14 8.212 -14,950 14,015 -935 446,247  527,112 19,135 546,247
    DJ Global Titans long Alphabet A 588.22 21.652   12/23/13 20.416 -12,009 12,736 727 446,974  515,103 31,872 546,974
  Buy S&P 100 Gilead Sciences 163.21 88.668   6/08/15 100.700 14,471        529,574 17,400  
    Nikkei (TYO) MinebeaMitsumi 1,381.16 10.477   8/24/15 10.589 14,471        544,045 2,929  
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 short Samsung Electronics 883.10 16.387   11/10/14 18.745 14,471        558,516 -11,542  
11/03/14 Sell HSI-Fin short ICBC 27,528.11 0.526 0.470 9/29/14 0.498 -13,709 12,949 -760 446,215  544,807 1,407 546,215
    OMXS 30 MTG 313.12 24.302 21.949 10/13/14 23.125 -7,241 6,873 -368 445,846  537,566 8,280 545,846
    SP Global 100 Deutsche Bank 693.89 22.134 20.956 10/20/14 21.545 -14,950 14,541 -409 445,438  522,616 22,821 545,438
  Buy HSI-Fin long HK Exchgs & Clrg 804.01 17.669   11/24/14 17.528 14,206        536,822 8,615  
    OMXC 20 Pandora 213.05 66.679   11/17/14 66.322 14,206        551,028 -5,591  
    OMXS 30 Boliden 541.51 13.117   6/08/15 18.209 7,103        558,131 -12,694  
      Electrolux 316.32 22.455   6/08/15 27.196 7,103        565,234 -19,797  
    SP Global 100 Apple 648.75 21.898   8/24/15 22.212 14,206        579,440 -34,003  
11/10/14 Sell HSI long Citic Pacific 10,098.81 1.393   5/19/14 1.295 -13,082 14,068 986 446,423  566,358 -19,935 546,423
    Europe 50 short Deutsche Bank 693.89 21.563 21.527 10/20/14 21.545 -14,950 14,938 -12 446,411  551,409 -4,998 546,411
    Nordic 30 Volvo 1,486.49 9.334 8.249 9/15/14 8.791 -13,068 12,262 -806 445,604  538,341 7,264 545,604
    DJ Global Titans Samsung Electronics 883.10 18.745 14.028 10/27/14 16.387 -14,471 12,388 -2,083 443,522  523,870 19,652 543,522
  Buy HSI Kunlun Energy 13,591.08 1.036   1/12/15 0.825 14,079        537,949 5,573  
    Europe 50 long Novartis 227.39 61.916   8/24/15 69.088 14,079        552,028 -8,506  
    Nordic 30 Pandora 206.58 68.154   6/01/15 91.032 14,079        566,107 -22,585  
    DJ Global Titans Apple 642.90 21.899   12/15/14 21.746 14,079        580,186 -36,664  
11/17/14 Sell DAX short Deutsche Lufthansa 1,179.80 13.145 11.015 10/06/14 12.080 -14,252 12,996 -1,256 442,265  565,934 -23,669 542,265
    BEL 20 Galapagos 1,302.92 12.800 9.430 10/13/14 11.115 -14,482 12,287 -2,195 440,070  551,452 -11,382 540,070
    OMXC 20 long Pandora 213.05 66.322   11/03/14 66.679 -14,206 14,130 -76 439,994  537,246 2,748 539,994
    FT 30 short Tesco 28.87 306.530 691.926 6/09/14 460.539 -13,296 19,976 6,680 446,674  523,950 22,724 546,674
  Buy DAX long Merck (EMD) 185.65 76.670   7/06/15 90.640 14,234        538,184 8,490  
    BEL 20 Proximus 466.69 30.500   11/24/14 30.740 14,234        552,418 -5,744  
    OMXC 20 short FLSmidth 428.98 33.181   11/24/14 35.297 14,234        566,652 -19,978  
    FT 30 long Man Group 83.96 169.534   12/15/14 177.040 14,234        580,886 -34,212  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 804.01 17.528   11/03/14 17.669 -14,206 14,093 -113 446,561  566,680 -20,120 546,561
    BEL 20 Proximus 466.69 30.740   11/17/14 30.500 -14,234 14,346 112 446,673  552,446 -5,773 546,673
    OMXC 20 short FLSmidth 428.98 35.297 31.065 11/17/14 33.181 -14,234 13,326 -908 445,765  538,212 7,553 545,765
  Buy HSI-Fin HSBC 1,730.80 7.992   1/26/15 8.332 13,832        552,044 -6,279  
    BEL 20 Galapagos 1,072.25 12.900   12/01/14 13.020 13,832        565,876 -20,111  
    OMXC 20 long Pandora 205.81 67.207   8/17/15 107.440 13,832        579,708 -33,943  
12/01/14 Sell BEL 20 short Galapagos 1,072.25 13.020 12.780 11/24/14 12.900 -13,832 13,703 -129 445,636  565,876 -20,240 545,636
  Buy   long Proximus 415.50 31.610   12/15/14 29.550 13,134        579,010 -33,374  
12/08/14 Sell Kospi 50 short Hyundai Heavy 178.88 94.176 72.978 10/20/14 83.577 -14,950 13,054 -1,896 443,740  564,060 -20,319 543,740
  Buy   long Amorepacific Group 157.78 82.934   7/06/15 157.893 13,085        577,145 -33,405  
12/15/14 Sell BEL 20 long Proximus 415.50 29.550   12/01/14 31.610 -13,134 12,278 -856 442,884  564,011 -21,127 542,884
    MerVal Edenor 36,158.98 0.569   2/24/14 0.315 -11,372 20,560 9,188 452,072  552,639 -567 552,072
    FT 30 Man Group 83.96 177.040   11/17/14 169.534 -14,234 14,864 630 452,702  538,405 14,298 552,702
    DJ Global Titans Apple 642.90 21.746   11/10/14 21.899 -14,079 13,980 -98 452,604  524,326 28,278 552,604
  Buy BEL 20 short Umicore 931.79 15.585   1/19/15 16.578 14,522        538,848 13,756  
    FT 30 Tesco 55.33 262.480   12/22/14 292.250 14,523        553,371 -767  
    DJ Global Titans Gazprom 4,351.81 3.337   3/02/15 4.494 14,522        567,893 -15,289  
12/22/14 Sell TecDAX short SMA Solar 223.48 14.800 46.789 5/21/12 26.315 -5,881 10,456 4,576 457,180  562,012 -4,832 557,180
    FT 30 Tesco 55.33 292.250 232.709 12/15/14 262.480 -14,523 12,876 -1,647 455,532  547,489 8,043 555,532
  Buy   long Man Group 70.22 200.637   1/05/15 211.401 14,089        561,578 -6,045  
Portfolio market l/s instrument bought pieces buy price 12/22/14 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  RTX short RusHydro 3/11/13 4094.64 1.680 0.870 3.244 6,879 13,283 6,404 6,404 6,879 13,283 45
  ISEQ 20 C&C Group 4/14/14 1453.13 4.480 3.560 5.638 6,510 8,192 1,682 8,087 13,389 21,476 40
    Flutter   121.48 53.590 64.910 42.270 6,510 5,135 -1,375 6,712 19,899 26,611 -29
  AEX KPN 10/15/12 1608.94 3.626 2.648 4.965 5,834 7,989 2,155 8,866 25,733 34,600 15
  IBEX 35 ArcelorMittal 6/16/14 373.68 32.790 27.060 39.733 12,253 14,848 2,595 11,461 37,986 49,447 45
  Topix (TYO) long Subaru 6/11/12 737.66 6.048 29.170 4,461 21,517 17,056 28,517 42,447 70,964 86
  SSE 50 AVIC Aviation Engine 7/07/14 3913.44 2.976 3.789 11,646 14,829 3,183 31,701 54,093 85,794 69
  HSI short Kunlun Energy 11/10/14 13591.08 1.036 0.774 1.386 14,079 18,843 4,764 36,464 68,172 104,636 1,159
  HSI-Fin HSBC 11/24/14 1730.8 7.992 7.814 8.173 13,832 14,147 314 36,779 82,004 118,783 34
  ÖkoDAX (deprecated) SolarWorld 4/29/13 67.37 106.050 13.045 862.139 7,145 58,082 50,938 87,716 89,149 176,865 256
  BSE Sensex 30 long Hindustan Unilever 1/30/12 686.17 6.061 9.921 4,159 6,807 2,648 90,365 93,308 183,673 19
  OMXH 25 short YIT 5/19/14 1767.84 7.400 4.307 12.714 13,082 22,477 9,395 99,759 106,390 206,149 149
  PSI 20 Pharol 10/06/14 8743.56 1.630 0.988 2.689 14,252 23,513 9,261 109,021 120,642 229,662 973
  GEX 4SC 4/14/14 454.26 28.662 21.036 39.052 13,020 17,740 4,720 113,741 133,662 247,402 57
  NZX 50 long Tourism 7/28/14 16921.11 0.744 1.124 12,591 19,026 6,435 120,176 146,253 266,428 179
  Topix (FRA) short Aeon 9/15/14 1664.5 7.851 8.673 7.029 13,068 11,700 -1,368 118,808 159,321 278,128 -34
  HSI-Prop long CK Hutchison 7/28/14 458.52 13.730 13.677 6,295 6,271 -24 118,783 165,616 284,399 -1
    Sino Land   5028.35 1.252 1.284 6,295 6,458 163 118,946 171,912 290,858 7
  Nordic 30 Pandora 11/10/14 206.58 68.154 67.386 14,079 13,921 -159 118,788 185,991 304,778 -9
  FT 30 Man Group 12/22/14 70.22 200.637   14,089 14,089     200,080 318,867  
  Nikkei (FRA) Fujitsu 6/30/14 106.13 54.990 44.250 5,836 4,696 -1,140 117,648 205,916 323,563 -36
    MinebeaMitsumi   709.63 8.224 12.075 5,836 8,569 2,733 120,381 211,752 332,132 123
  Nikkei (TYO) MinebeaMitsumi 10/27/14 1381.16 10.477 12.075 14,471 16,678 2,207 122,587 226,223 348,810 152
  Athex LC short Eurobank Ergasias 1/27/14 235.8 49.000 20.700 115.990 11,554 27,351 15,796 138,384 237,777 376,160 160
  OBX 25 Petroleum Geo-Srvcs 8/18/14 2055.67 6.100 4.753 7.828 12,539 16,091 3,552 141,936 250,316 392,251 106
Portfolio market l/s instrument bought pieces buy price 12/22/14 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  OMXS 30 long Boliden 11/03/14 541.51 13.117 13.050 7,103 7,067 -36 141,900 257,419 399,318 -4
    Electrolux   316.32 22.455 23.814 7,103 7,533 430 142,329 264,522 406,851 55
  OMXC 20 Pandora 11/24/14 205.81 67.207 67.386 13,832 13,869 37 142,366 278,354 420,720 4
  TSX 60 short Yamana Gold 9/29/14 2858.07 4.797 3.114 7.389 13,709 21,119 7,410 149,776 292,063 441,839 554
  CAC Mid 60 CGG 6/23/14 35.68 343.360 166.400 708.510 12,251 25,280 13,029 162,805 304,314 467,119 327
  SDAX WCM 6/09/14 8313.38 1.599 1.373 1.863 13,296 15,485 2,189 164,994 317,610 482,604 33
  Indices PSI 20 10/06/14 2.57 5,537.710 4,869.890 6,297.110 14,232 16,184 1,952 166,946 331,842 498,788 84
  BEL 20 Umicore 12/15/14 931.79 15.585 16.290 14.880 14,522 13,865 -657 166,289 346,364 512,653 -91
  CAC Next 20 Arkema 6/23/14 173.39 70.655 53.610 93.119 12,251 16,146 3,895 170,184 358,615 528,799 74
  France CGG 7/21/14 44 267.296 166.400 429.370 11,761 18,892 7,131 177,315 370,376 547,691 208
  ATX Raiffeisen Bank Int 8/11/14 664.73 18.910 12.310 29.049 12,570 19,309 6,739 184,055 382,946 567,000 225
  ASX 50 long James Hardie Ind 1/30/12 721.64 5.763 8.765 4,159 6,325 2,166 186,221 387,105 573,325 16
  DJ Global Titans short Gazprom 12/15/14 4351.81 3.337 3.978 2.696 14,522 11,732 -2,790 183,431 401,627 585,058 -100
  S&P 100 long Gilead Sciences 10/27/14 163.21 88.668 75.979 14,471 12,401 -2,071 181,360 416,098 597,458 -63
  HDAX short Südzucker 8/04/14 937.4 13.020 11.780 14.391 12,205 13,490 1,285 182,645 428,303 610,948 30
  DJTA long Avis Budget 9/24/12 494.16 12.419 47.968 6,137 23,704 17,567 200,212 434,440 634,652 83
  SP Global 100 Apple 11/03/14 648.75 21.898 23.092 14,206 14,981 775 200,987 448,646 649,633 49
  Nasdaq 100 Regeneron 10/10/11 38.22 49.346 337.753 1,886 12,909 11,023 212,010 450,532 662,542 82
  Kospi 50 Amorepacific Group 12/08/14 157.78 82.934 78.346 13,085 12,361 -724 211,286 463,617 674,903 -77
  DAX Merck (EMD) 11/17/14 185.65 76.670 79.640 14,234 14,785 551 211,837 477,851 689,688 49
  MDAX short Südzucker 7/28/14 906.81 13.885 11.780 16.366 12,591 14,841 2,250 214,087 490,442 704,529 50
  FTSE long Ashtead 7/30/12 13.88 333.248 1,497.769 4,625 20,789 16,164 230,251 495,068 725,318 87
  Europe 50 Novartis 11/10/14 227.39 61.916 64.794 14,079 14,733 654 230,905 509,147 740,052 48
  BSE Sensex 50 Eicher Motors 10/24/11 804.21 2.335 19.062 1,878 15,330 13,452 244,357 511,025 755,382 94
  QIX Freenet 1/23/12 433.19 10.515 23.725 4,555 10,277 5,722 250,079 515,580 765,659 32
Portfolio market l/s instrument bought pieces buy price 12/22/14 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  DJIA Visa 12/19/11 133.73 18.897 54.022 2,527 7,224 4,697 254,777 518,107 772,883 42
  Euro 50 ASML 1/09/12 54.72 32.400 88.610 1,773 4,849 3,076 257,853 519,880 777,732 41
    AB InBev   37.33 47.495 93.620 1,773 3,495 1,722 259,574 521,653 781,227 26
  Germany short SolarWorld 7/28/14 839.4 15.000 13.045 17.248 12,591 14,478 1,887 261,461 534,244 795,705 41
  HSI-C&I Galaxy Entertainment 10/06/14 2892.98 4.926 4.471 5.428 14,252 15,703 1,451 262,912 548,496 811,408 58
  GCX Energy Recovery 5/19/14 3881.32 3.371 4.163 2.578 13,082 10,006 -3,076 259,837 561,578 821,414 -36
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/29/14 Sell France short CGG 44.00 160.352 445.565 7/21/14 267.296 -11,761 19,605 7,844 463,376  549,817 13,560 563,376
    SDAX WCM 8,313.38 1.381 1.852 6/09/14 1.599 -13,296 15,393 2,097 465,473  536,521 28,953 565,473
  Buy France long Adocia 311.53 47.700   6/08/15 66.230 14,860        551,381 14,093  
    SDAX Patrizia Immobilien 1,208.13 12.300   1/19/15 14.055 14,860        566,241 -767  
    BAX KUKA 250.72 59.270   7/27/15 74.330 14,860        581,101 -15,628  
1/05/15 Sell FT 30 long Man Group 70.22 211.401   12/22/14 200.637 -14,089 14,845 756 466,229  567,012 -783 566,229
    Topix (FRA) short Aeon 1,664.50 8.291 7.411 9/15/14 7.851 -13,068 12,336 -732 465,497  553,944 11,553 565,497
  Buy FT 30 Tesco 49.07 294.006   1/19/15 365.061 14,427        568,371 -2,874  
    Topix (FRA) long Oriental Land 300.99 47.929   2/02/15 54.216 14,426        582,797 -17,300  
1/12/15 Sell Germany short SolarWorld 839.40 12.350 18.219 7/28/14 15.000 -12,591 15,293 2,702 468,198  570,206 -2,008 568,198
    HSI Kunlun Energy 13,591.08 0.825 1.300 11/10/14 1.036 -14,079 17,674 3,595 471,793  556,127 15,666 571,793
    HDAX Südzucker 937.40 11.160 15.190 8/04/14 13.020 -12,205 14,239 2,034 473,827  543,922 29,905 573,827
  Buy Germany long Ströer Media 613.16 24.615   6/15/15 40.315 15,093        559,015 14,813  
    HSI China Life Ins HK 4,554.18 3.314   7/13/15 3.728 15,093        574,108 -281  
    HDAX Ströer Media 613.16 24.615   8/24/15 47.670 15,093        589,201 -15,373  
1/19/15 Sell SDAX long Patrizia Immobilien 1,208.13 14.055   12/29/14 12.300 -14,860 16,980 2,120 475,948  574,341 1,607 575,948
    ISEQ 20 short C&C Group 1,453.13 3.322 6.042 4/14/14 4.480 -6,510 8,779 2,269 478,217  567,831 10,386 578,217
      Flutter 121.48 66.350 40.830 4/14/14 53.590 -6,510 4,960 -1,550 476,667  561,321 15,346 576,667
    BEL 20 Umicore 931.79 16.578 14.593 12/15/14 15.585 -14,522 13,597 -925 475,742  546,799 28,943 575,742
    FT 30 Tesco 49.07 365.061 222.950 1/05/15 294.006 -14,427 10,940 -3,487 472,255  532,372 39,884 572,255
    CAC Mid 60 CGG 35.68 153.600 767.553 6/23/14 343.360 -12,251 27,386 15,135 487,391  520,121 67,270 587,391
  Buy SDAX SGL Carbon 1,161.53 14.090   1/26/15 15.480 16,366        536,487 50,904  
    ISEQ 20 long Glanbia 590.83 13.850   6/08/15 17.420 8,183        544,670 42,721  
      Ryanair 841.01 9.730   6/08/15 11.660 8,183        552,853 34,538  
    BEL 20 bpost 715.92 22.860   9/28/15 21.000 16,366        569,219 18,172  
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 77.99 209.841   6/08/15 231.072 16,366        585,584 1,806  
    CAC Mid 60 Adocia 258.96 63.200   6/08/15 66.230 16,366        601,950 -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 -1,615 485,776  585,585 192 585,776
    HSI-Fin HSBC 1,730.80 8.332 7.651 11/24/14 7.992 -13,832 13,243 -589 485,187  571,752 13,434 585,187
    OMXH 25 YIT 1,767.84 5.508 9.942 5/19/14 7.400 -13,082 17,576 4,494 489,680  558,670 31,010 589,680
    CAC Next 20 Arkema 173.39 62.720 79.594 6/23/14 70.655 -12,251 13,801 1,550 491,230  546,420 44,811 591,230
    GEX 4SC 454.26 18.284 44.930 4/14/14 28.662 -13,020 20,410 7,390 498,620  533,400 65,221 598,620
  Buy SDAX long Patrizia Immobilien 1,110.10 14.950   6/29/15 22.015 16,596        549,996 48,625  
    HSI-Fin China Life Ins HK 4,442.54 3.736   8/03/15 3.251 16,596        566,592 32,029  
    OMXH 25 Neste Oil 2,053.96 8.080   5/11/15 7.640 16,596        583,188 15,433  
    GEX Ströer Media 620.41 26.750   6/01/15 38.770 16,596        599,784 -1,163  
2/02/15 Sell MDAX short Südzucker 906.81 11.245 17.145 7/28/14 13.885 -12,591 15,547 2,956 501,576  587,193 14,384 601,576
    AEX KPN 1,608.94 2.756 4.771 10/15/12 3.626 -5,834 7,676 1,842 503,418  581,359 22,059 603,418
    Topix (FRA) long Oriental Land 300.99 54.216   1/05/15 47.929 -14,426 16,318 1,892 505,310  566,933 38,378 605,310
  Buy MDAX Ströer Media 623.96 25.790   11/16/15 61.450 16,092        583,025 22,286  
    Topix (FRA) short Orix 1,615.99 9.958   2/09/15 10.802 16,092        599,117 6,194  
2/09/15 Sell   short Orix 1,615.99 10.802 9.114 2/02/15 9.958 -16,092 14,728 -1,364 503,946  583,025 20,922 603,946
  Buy MerVal long Aluar 16,664.18 0.937   2/16/15 0.944 15,621        598,646 5,301  
    Topix (FRA) Sony 690.37 22.627   5/18/15 28.471 15,621        614,267 -10,320  
2/16/15 Sell ATX short Raiffeisen Bank Int 664.73 13.795 25.922 8/11/14 18.910 -12,570 17,231 4,661 508,607  601,697 6,911 608,607
    OBX 25 Petroleum Geo-Srvcs 2,055.67 5.700 6.528 8/18/14 6.100 -12,539 13,419 880 509,488  589,158 20,330 609,488
    MerVal long Aluar 16,664.18 0.944   2/09/15 0.937 -15,621 15,733 112 509,599  573,537 36,063 609,599
  Buy ATX Zumtobel 765.16 21.095   9/07/15 23.775 16,141        589,678 19,922  
    OBX 25 Frontline 1,296.63 12.448   2/23/15 11.234 16,141        605,819 3,781  
2/23/15 Sell PSI 20 short Pharol 8,743.56 0.697 3.812 10/06/14 1.630 -14,252 33,330 19,078 528,677  591,567 37,110 628,677
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 Frontline 1,296.63 11.234   2/16/15 12.448 -16,141 14,566 -1,575 527,102  575,426 51,677 627,102
    Indices short PSI 20 2.57 5,494.440 5,581.320 10/06/14 5,537.710 -14,232 14,344 112 527,214  561,194 66,021 627,214
  Buy PSI 20 long Altri 5,730.82 3.024   5/25/15 4.081 17,330        578,524 48,691  
    MerVal Comercial del Plata 70,076.83 0.247   3/02/15 0.261 17,330        595,854 31,361  
    Indices SSE 50 ew 51.51 336.435   7/27/15 382.611 17,330        613,183 14,031  
3/02/15 Sell IBEX 35 short ArcelorMittal 373.68 28.860 37.255 6/16/14 32.790 -12,253 13,922 1,669 528,883  600,930 27,952 628,883
    MerVal long Comercial del Plata 70,076.83 0.261   2/23/15 0.247 -17,330 18,297 967 529,850  583,600 46,250 629,850
    DJ Global Titans short Gazprom 4,351.81 4.494 2.180 12/15/14 3.337 -14,522 9,487 -5,035 524,815  569,078 55,737 624,815
    GCX Energy Recovery 3,881.32 3.076 3.693 5/19/14 3.371 -13,082 14,335 1,253 526,068  555,997 70,072 626,068
  Buy IBEX 35 long Intl. Cons. Airlines 2,202.91 7.900   3/09/15 7.660 17,403        573,399 52,669  
    DJ Global Titans Apple 603.10 28.856   3/30/15 29.169 17,403        590,803 35,266  
    GCX Shimano 125.07 139.151   6/01/15 129.753 17,404        608,206 17,862  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,202.91 7.660   3/02/15 7.900 -17,403 16,874 -529 525,540  590,803 34,736 625,540
  Buy   short Endesa 935.71 17.640   3/23/15 18.130 16,506        607,309 18,230  
    MerVal long Comercial del Plata 59,459.65 0.278   6/29/15 0.285 16,506        623,815 1,724  
3/23/15 Sell IBEX 35 short Endesa 935.71 18.130 17.150 3/09/15 17.640 -16,506 16,047 -458 525,081  607,309 17,772 625,081
    TSX 60 Yamana Gold 2,858.07 3.713 6.196 9/29/14 4.797 -13,709 17,708 3,999 529,080  593,600 35,480 629,080
  Buy IBEX 35 long Intl. Cons. Airlines 2,051.11 8.100   5/11/15 7.890 16,614        610,214 18,866  
    TSX 60 Bausch Health 89.43 185.781   5/11/15 200.704 16,614        626,829 2,252  
3/30/15 Sell DJ Global Titans long Apple 603.10 29.169   3/02/15 28.856 -17,403 17,592 189 529,269  609,425 19,843 629,269
  Buy   short ConocoPhilips 274.62 59.090   4/27/15 61.591 16,227        625,653 3,616  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,892.98 4.822 5.033 10/06/14 4.926 -14,252 14,560 308 529,576  611,401 18,175 629,576
    ÖkoDAX (deprecated) SolarWorld 67.37 14.550 772.962 4/29/13 106.050 -7,145 52,074 44,930 574,506  604,256 70,250 674,506
  Buy HSI-C&I long Tencent 894.44 20.815   7/06/15 17.093 18,618        622,874 51,632  
    OBX 25 Frontline 1,360.44 13.685   5/18/15 12.057 18,618        641,492 33,014  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/27/15 Sell DJ Global Titans short ConocoPhilips 274.62 61.591 56.589 3/30/15 59.090 -16,227 15,540 -687 573,819  625,265 48,554 673,819
  Buy   long Mitsubishi UFJ 2,783.23 6.489   6/08/15 6.373 18,059        643,324 30,495  
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  626,710 46,678 673,388
    OMXH 25 Neste Oil 2,053.96 7.640   1/26/15 8.080 -16,596 15,692 -904 572,485  610,114 62,371 672,485
    TSX 60 Bausch Health 89.43 200.704   3/23/15 185.781 -16,614 17,949 1,335 573,819  593,500 80,320 673,819
  Buy IBEX 35 short Obrascón Huarte Lain 985.01 19.140   4/25/16 5.840 18,853        612,353 61,467  
    OMXH 25 Outokumpu 3,601.34 5.235   1/04/16 2.584 18,853        631,206 42,614  
    TSX 60 Cenovus Energy 1,215.85 15.506   3/21/16 12.064 18,853        650,059 23,761  
5/18/15 Sell OBX 25 long Frontline 1,360.44 12.057   4/13/15 13.685 -18,618 16,403 -2,215 571,604  631,441 40,163 671,604
    Topix (FRA) Sony 690.37 28.471   2/09/15 22.627 -15,621 19,656 4,035 575,638  615,820 59,819 675,638
  Buy OBX 25 short REC Silicon 8,686.98 2.117   6/01/15 1.852 18,386        634,206 41,433  
    Topix (FRA) Toshiba 614.30 29.930   5/25/15 30.510 18,386        652,592 23,047  
5/25/15 Sell PSI 20 long Altri 5,730.82 4.081   2/23/15 3.024 -17,330 23,387 6,057 581,696  635,262 46,434 681,696
    Topix (FRA) short Toshiba 614.30 30.510 29.350 5/18/15 29.930 -18,386 18,030 -356 581,340  616,876 64,464 681,340
  Buy PSI 20 Pharol 36,558.82 0.510   11/23/15 0.369 18,645        635,521 45,819  
    Topix (FRA) long Sony 654.21 28.500   6/01/15 28.394 18,645        654,166 27,174  
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 2,622 583,961  635,780 48,182 683,961
    Nordic 30 long Pandora 206.58 91.032   11/10/14 68.154 -14,079 18,805 4,726 588,687  621,700 66,987 688,687
    Topix (FRA) Sony 654.21 28.394   5/25/15 28.500 -18,645 18,576 -69 588,618  603,055 85,563 688,618
    GEX Ströer Media 620.41 38.770   1/26/15 26.750 -16,596 24,053 7,457 596,075  586,459 109,616 696,075
    GCX Shimano 125.07 129.753   3/02/15 139.151 -17,404 16,228 -1,175 594,900  569,056 125,844 694,900
  Buy TecDAX short Aixtron 2,973.62 6.900   4/25/16 4.108 20,518        589,574 105,326  
    OBX 25 long Frontline 1,644.64 12.476   6/08/15 12.298 20,518        610,092 84,808  
    Nordic 30 short Fortum 1,184.64 17.320   11/30/15 13.820 20,518        630,610 64,290  
    Topix (FRA) Toshiba 629.19 32.610   11/16/15 22.410 20,518        651,128 43,772  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX REC Silicon 11,076.44 1.852   10/05/20 0.464 20,518        671,646 23,254  
6/08/15 Sell S&P 100 long Gilead Sciences 163.21 100.700   10/27/14 88.668 -14,471 16,435 1,964 596,864  657,174 39,690 696,864
    France Adocia 311.53 66.230   12/29/14 47.700 -14,860 20,633 5,773 602,636  642,314 60,322 702,636
    ISEQ 20 Glanbia 590.83 17.420   1/19/15 13.850 -8,183 10,292 2,109 604,746  634,131 70,614 704,746
      Ryanair 841.01 11.660   1/19/15 9.730 -8,183 9,806 1,623 606,369  625,948 80,421 706,369
    OBX 25 Frontline 1,644.64 12.298   6/01/15 12.476 -20,518 20,226 -292 606,077  605,430 100,647 706,077
    OMXS 30 Boliden 541.51 18.209   11/03/14 13.117 -7,103 9,860 2,757 608,834  598,327 110,507 708,834
      Electrolux 316.32 27.196   11/03/14 22.455 -7,103 8,602 1,499 610,333  591,224 119,109 710,333
    FT 30 Man Group 77.99 231.072   1/19/15 209.841 -16,366 18,021 1,656 611,989  574,859 137,131 711,989
    CAC Mid 60 Adocia 258.96 66.230   1/19/15 63.200 -16,366 17,151 785 612,774  558,492 154,281 712,774
    DJ Global Titans Mitsubishi UFJ 2,783.23 6.373   4/27/15 6.489 -18,059 17,737 -322 612,452  540,433 172,019 712,452
  Buy S&P 100 short Norfolk Southern 274.17 80.648   6/15/15 80.979 22,111        562,545 149,907  
    France Solocal 31.57 700.450   11/23/15 390.360 22,113        584,658 127,794  
    ISEQ 20 FBD 1,192.10 9.274   8/10/15 7.120 11,056        595,713 116,739  
    OBX 25 DNO International 17,355.57 1.274   12/21/15 0.607 22,111        617,824 94,628  
    OMXS 30 SSAB 2,159.28 5.120   10/26/15 3.388 11,056        628,880 83,572  
      Telia Company 2,102.33 5.259   10/26/15 4.765 11,056        639,935 72,517  
    FT 30 Tate & Lyle 29.34 753.704   12/28/15 807.108 22,114        662,049 50,403  
    DJ Global Titans BHP 1,162.53 19.020   7/13/15 17.787 22,111        684,160 28,292  
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 -91 612,361  662,049 50,313 712,361
    Germany long Ströer Media 613.16 40.315   1/12/15 24.615 -15,093 24,720 9,627 621,988  646,956 75,032 721,988
  Buy S&P 100 Starbucks 430.06 46.330   7/06/15 49.123 19,925        666,881 55,107  
6/29/15 Sell SDAX long Patrizia Immobilien 1,110.10 22.015   1/26/15 14.950 -16,596 24,439 7,843 629,831  650,285 79,546 729,831
    MerVal Comercial del Plata 59,459.65 0.285   3/09/15 0.278 -16,506 16,940 434 630,265  633,779 96,486 730,265
7/06/15 Sell S&P 100 long Starbucks 430.06 49.123   6/15/15 46.330 -19,925 21,126 1,201 631,466  613,854 117,612 731,466
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Kospi 50 Amorepacific Group 157.78 157.893   12/08/14 82.934 -13,085 24,912 11,827 643,293  600,769 142,524 743,293
    DAX Merck (EMD) 185.65 90.640   11/17/14 76.670 -14,234 16,827 2,594 645,886  586,535 159,352 745,886
    HSI-C&I Tencent 894.44 17.093   4/13/15 20.815 -18,618 15,289 -3,329 642,557  567,917 174,640 742,557
  Buy S&P 100 short Norfolk Southern 291.56 78.643   7/13/15 78.579 22,929        590,846 151,711  
    CAC 40 ArcelorMittal 908.80 25.230   3/27/17 22.800 22,929        613,775 128,782  
    DAX RWE 1,191.74 19.240   7/13/15 20.205 22,929        636,704 105,853  
    HSI-C&I Sands China 6,776.51 3.384   5/09/16 3.084 22,929        659,633 82,924  
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 19 642,576  636,704 105,872 742,576
    HSI long China Life Ins HK 4,554.18 3.728   1/12/15 3.314 -15,093 16,980 1,887 644,463  621,611 122,852 744,463
    DAX short RWE 1,191.74 20.205 18.275 7/06/15 19.240 -22,929 21,779 -1,150 643,313  598,682 144,631 743,313
    DJ Global Titans BHP 1,162.53 17.787 20.338 6/08/15 19.020 -22,111 23,643 1,532 644,845  576,571 168,274 744,845
  Buy S&P 100 long Amazon.com 1,102.64 20.702   7/27/15 23.987 22,827        599,398 145,447  
    HSI short China Shenhua HK 12,291.08 1.857   4/18/16 1.521 22,827        622,225 122,620  
    DAX long Fresenius 372.62 61.260   7/27/15 61.200 22,827        645,051 99,794  
    DJ Global Titans Mitsubishi UFJ 3,634.06 6.281   7/27/15 6.435 22,827        667,878 76,967  
7/20/15 Sell DJTA long Avis Budget 494.16 38.916   9/24/12 12.419 -6,137 19,231 13,094 657,939  661,741 96,197 757,939
  Buy   short Avis Budget 548.70 38.916   8/03/15 39.514 21,353        683,094 74,844  
7/27/15 Sell S&P 100 long Amazon.com 1,102.64 23.987   7/13/15 20.702 -22,827 26,449 3,622 661,561  660,267 101,294 761,561
    DAX Fresenius 372.62 61.200   7/13/15 61.260 -22,827 22,804 -22 661,539  637,441 124,098 761,539
    BAX KUKA 250.72 74.330   12/29/14 59.270 -14,860 18,636 3,776 665,314  622,581 142,734 765,314
    Indices SSE 50 ew 51.51 382.611   2/23/15 336.435 -17,330 19,708 2,379 667,693  605,251 162,442 767,693
    DJ Global Titans Mitsubishi UFJ 3,634.06 6.435   7/13/15 6.281 -22,827 23,386 559 668,251  582,424 185,828 768,251
  Buy S&P 100 short ConocoPhilips 522.41 45.655   3/07/16 37.595 23,851        606,275 161,977  
    DAX RWE 1,285.77 18.550   10/19/15 12.230 23,851        630,126 138,126  
    BAX Grammer 908.26 26.260   11/09/15 23.675 23,851        653,976 114,275  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices RTX 22.64 1,053.370   6/06/16 1,104.740 23,848        677,825 90,427  
    DJ Global Titans ConocoPhilips 522.41 45.655   8/03/15 45.385 23,851        701,676 66,576  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 3,913.44 7.097   7/07/14 2.976 -11,646 27,773 16,127 684,379  690,030 94,349 784,379
    HSI-Fin China Life Ins HK 4,442.54 3.251   1/26/15 3.736 -16,596 14,440 -2,156 682,223  673,434 108,790 782,223
    DJTA short Avis Budget 548.70 39.514 38.317 7/20/15 38.916 -21,353 21,024 -329 681,895  652,081 129,814 781,895
    DJ Global Titans ConocoPhilips 522.41 45.385 45.927 7/27/15 45.655 -23,851 23,993 142 682,037  628,230 153,807 782,037
  Buy SSE 50 China Northern Rare 11,240.51 2.081   1/04/16 1.789 23,396        651,626 130,411  
    HSI-Fin ICBC 37,409.66 0.625   1/04/16 0.538 23,396        675,022 107,015  
    DJTA long JetBlue Airways 1,086.29 21.538   8/24/15 18.277 23,396        698,418 83,619  
    SMI UBS 1,108.70 21.102   8/17/15 20.081 23,396        721,814 60,223  
    SLI Vifor Pharma 220.36 106.171   8/24/15 107.513 23,396        745,210 36,827  
    DJ Global Titans Mitsubishi UFJ 3,607.27 6.486   8/24/15 5.389 23,396        768,606 13,431  
8/10/15 Sell ISEQ 20 short FBD 1,192.10 7.120 12.080 6/08/15 9.274 -11,056 14,400 3,345 685,381  757,550 27,831 785,381
  Buy   long Kingspan 447.30 22.725   8/17/15 22.815 10,165        767,715 17,666  
      Ryanair 795.38 12.780   8/17/15 12.705 10,165        777,880 7,501  
8/17/15 Sell ASX 50 long James Hardie Ind 721.64 12.058   1/30/12 5.763 -4,159 8,702 4,543 689,924  773,721 16,203 789,924
    ISEQ 20 Kingspan 447.30 22.815   8/10/15 22.725 -10,165 10,205 40 689,964  763,556 26,408 789,964
      Ryanair 795.38 12.705   8/10/15 12.780 -10,165 10,105 -60 689,905  753,391 36,514 789,905
    OMXC 20 Pandora 205.81 107.440   11/24/14 67.207 -13,832 22,112 8,280 698,185  739,559 58,626 798,185
    SMI UBS 1,108.70 20.081   8/03/15 21.102 -23,396 22,264 -1,132 697,053  716,163 80,890 797,053
    Nikkei (FRA) Fujitsu 106.13 44.550   6/30/14 54.990 -5,836 4,728 -1,108 695,945  710,327 85,618 795,945
      MinebeaMitsumi 709.63 12.573   6/30/14 8.224 -5,836 8,922 3,086 699,031  704,491 94,540 799,031
  Buy ASX 50 short Santos 5,610.56 3.982   11/23/15 2.708 22,339        726,830 72,201  
    ISEQ 20 FBD 1,618.77 6.900   11/30/15 6.852 11,170        738,000 61,032  
    OMXC 20 GN Store Nord 179.43 124.500   10/05/15 126.375 22,339        760,339 38,693  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Sharp 870.58 12.830   11/23/15 10.210 11,170        771,508 27,523  
      IHI 369.97 30.190   11/23/15 25.250 11,169        782,678 16,354  
8/24/15 Sell DJIA long Visa 133.73 58.880   12/19/11 18.897 -2,527 7,874 5,347 704,378  780,151 24,228 804,378
    Nasdaq 100 Regeneron 38.22 434.608   10/10/11 49.346 -1,886 16,611 14,725 719,103  778,265 40,838 819,103
    Euro 50 ASML 54.72 74.790   1/09/12 32.400 -1,773 4,093 2,320 721,422  776,492 44,931 821,422
      AB InBev 37.33 91.280   1/09/12 47.495 -1,773 3,407 1,634 723,057  774,719 48,338 823,057
    HDAX Ströer Media 613.16 47.670   1/12/15 24.615 -15,093 29,229 14,136 737,193  759,626 77,568 837,193
    FTSE Ashtead 13.88 1,199.890   7/30/12 333.248 -4,625 16,654 12,029 749,222  755,000 94,222 849,222
    HSI-Prop CK Hutchison 458.52 10.950   7/28/14 13.730 -6,295 5,021 -1,275 747,948  748,705 99,243 847,948
      Sino Land 5,028.35 1.200   7/28/14 1.252 -6,295 6,034 -261 747,686  742,409 105,277 847,686
    Europe 50 Novartis 227.39 69.088   11/10/14 61.916 -14,079 15,710 1,631 749,317  728,330 120,987 849,317
    DJTA JetBlue Airways 1,086.29 18.277   8/03/15 21.538 -23,396 19,854 -3,542 745,776  704,934 140,841 845,776
    SLI Vifor Pharma 220.36 107.513   8/03/15 106.171 -23,396 23,692 296 746,071  681,538 164,533 846,071
    Nikkei (TYO) MinebeaMitsumi 1,381.16 10.589   10/27/14 10.477 -14,471 14,626 155 746,226  667,067 179,158 846,226
    DJ Global Titans Mitsubishi UFJ 3,607.27 5.389   8/03/15 6.486 -23,396 19,440 -3,956 742,270  643,671 198,599 842,270
    SP Global 100 Apple 648.75 22.212   11/03/14 21.898 -14,206 14,410 204 742,474  629,465 213,008 842,474
  Buy DJIA short Chevron 424.78 62.119   5/30/16 91.551 26,387        655,852 186,622  
    Nasdaq 100 Micron Technology 2,121.55 12.438   8/31/15 14.635 26,387        682,239 160,235  
    Euro 50 E.on 1,516.49 8.700   10/26/15 8.993 13,193        695,433 147,041  
      Banco Santander 2,532.34 5.210   10/26/15 5.230 13,193        708,626 133,848  
    HDAX RWE 1,995.99 13.220   11/23/15 10.895 26,387        735,013 107,461  
    FTSE Glencore 140.81 187.390   5/09/16 167.806 26,386        761,400 81,074  
    HSI-Prop Hang Lung 6,863.75 1.922   6/06/16 1.737 13,194        774,593 67,881  
      The Wharf 7,540.87 1.750   6/06/16 1.945 13,194        787,787 54,687  
    DJCA Chevron 424.78 62.119   8/31/15 72.229 26,387        814,174 28,300  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 Rio Tinto 9.01 2,927.710   10/26/15 3,453.900 26,379        840,552 1,922  
    DJTA Norfolk Southern 409.89 64.376   8/31/15 69.482 26,387        866,939 -24,465  
    SLI Aryzta 2,815.30 9.373   1/09/17 8.993 26,387        893,326 -50,852  
    CAC Next 20 Casino Guichard 468.85 56.280   1/30/17 49.780 26,387        919,713 -77,239  
    Nikkei (TYO) IHI 1,019.14 25.892   8/08/16 25.014 26,387        946,100 -103,626  
    DJ Global Titans ConocoPhilips 713.61 36.977   3/21/16 37.886 26,387        972,487 -130,013  
    SP Global 100 RWE 1,995.99 13.220   9/12/16 14.645 26,387        998,874 -156,400  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,121.55 14.635 10.240 8/24/15 12.438 -26,387 21,726 -4,661 737,812  972,487 -134,675 837,812
    DJCA Chevron 424.78 72.229 52.009 8/24/15 62.119 -26,387 22,092 -4,294 733,518  946,100 -112,582 833,518
    DJTA Norfolk Southern 409.89 69.482 59.269 8/24/15 64.376 -26,387 24,294 -2,093 731,425  919,713 -88,288 831,425
  Buy Nasdaq 100 long Netflix 181.11 102.576   9/07/15 88.434 18,578        938,291 -106,866  
    DJCA JetBlue Airways 933.31 19.906   3/16/20 9.506 18,578        956,869 -125,444  
    DJUA short CenterPoint Energy 559.39 16.606   12/07/15 15.137 9,289        966,158 -134,733  
      FirstEnergy 325.90 28.503   12/07/15 29.960 9,289        975,447 -144,022  
    DJTA long JetBlue Airways 933.31 19.906   1/04/16 20.201 18,578        994,025 -162,600  
9/07/15 Sell Nasdaq 100 long Netflix 181.11 88.434   8/31/15 102.576 -18,578 16,016 -2,561 728,864  975,447 -146,584 828,864
    ATX Zumtobel 765.16 23.775   2/16/15 21.095 -16,141 18,192 2,051 730,914  959,306 -128,392 830,914
  Buy Nasdaq 100 short Micron Technology 1,165.75 15.066   10/19/15 16.912 17,563        976,869 -145,955  
    ATX Vienna Insurance 644.75 27.240   3/28/16 18.660 17,563        994,432 -163,518  
9/14/15 Sell RTX short RusHydro 4,094.64 0.774 3.647 3/11/13 1.680 -6,879 14,931 8,052 738,966  987,553 -148,587 838,966
  Buy USA long JetBlue Airways 742.09 23.257   9/21/15 23.986 17,259        1,004,812 -165,846  
9/21/15 Sell   long JetBlue Airways 742.09 23.986   9/14/15 23.257 -17,259 17,800 540 739,507  987,553 -148,046 839,507
  Buy   short Wynn Resorts 290.61 59.482   10/05/15 57.973 17,286        1,004,839 -165,332  
    MIB Saipem 35.69 484.286   12/26/16 244.286 17,284        1,022,123 -182,616  
    RTX Mobile TeleSystems 2,726.50 6.340   9/28/15 6.096 17,286        1,039,409 -199,902  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/28/15 Sell   short Mobile TeleSystems 2,726.50 6.096 6.594 9/21/15 6.340 -17,286 17,978 692 740,199  1,022,123 -181,924 840,199
    BEL 20 long bpost 715.92 21.000   1/19/15 22.860 -16,366 15,034 -1,332 738,867  1,005,757 -166,890 838,867
  Buy RTX Severstal 1,791.32 9.378   11/02/15 10.465 16,799        1,022,556 -183,689  
    BEL 20 short Solvay 187.68 89.510   3/28/16 85.670 16,799        1,039,356 -200,488  
10/05/15 Sell USA short Wynn Resorts 290.61 57.973 61.030 9/21/15 59.482 -17,286 17,736 450 739,317  1,022,070 -182,752 839,317
    OMXC 20 GN Store Nord 179.43 126.375 122.625 8/17/15 124.500 -22,339 22,003 -336 738,981  999,731 -160,750 838,981
  Buy USA long Netflix 170.59 99.392   12/14/15 109.790 16,955        1,016,686 -177,705  
    OMXC 20 Genmab 199.32 85.064   11/02/15 91.174 16,955        1,033,641 -194,660  
10/12/15 Buy Kospi 50 long Lotte Chemical 77.27 208.474   4/02/18 330.481 16,109        1,049,750 -210,769  
    MerVal Pampa Energía 19,531.95 0.825   10/19/15 0.927 16,108        1,065,858 -226,877  
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 -2,153 736,828  1,048,295 -211,466 836,828
    DAX RWE 1,285.77 12.230 28.136 7/27/15 18.550 -23,851 36,176 12,325 749,153  1,024,444 -175,290 849,153
    MerVal long Pampa Energía 19,531.95 0.927   10/12/15 0.825 -16,108 18,096 1,988 751,142  1,008,336 -157,194 851,142
  Buy Nasdaq 100 Amazon.com 685.81 25.296   2/08/16 21.802 17,348        1,025,684 -174,542  
    DAX Fresenius 287.65 60.310   12/21/15 63.430 17,348        1,043,032 -191,890  
    MerVal short YPF 771.73 22.479   10/26/15 25.738 17,348        1,060,380 -209,238  
10/26/15 Sell Euro 50 short E.on 1,516.49 8.993 8.407 8/24/15 8.700 -13,193 12,750 -444 750,698  1,047,186 -196,488 850,698
      Banco Santander 2,532.34 5.230 5.190 8/24/15 5.210 -13,193 13,143 -51 750,647  1,033,993 -183,346 850,647
    OMXS 30 SSAB 2,159.28 3.388 7.737 6/08/15 5.120 -11,056 16,707 5,652 756,299  1,022,937 -166,638 856,299
      Telia Company 2,102.33 4.765 5.804 6/08/15 5.259 -11,056 12,201 1,146 757,444  1,011,882 -154,437 857,444
    Europe 50 Rio Tinto 9.01 3,453.900 2,401.510 8/24/15 2,927.710 -26,379 21,638 -4,741 752,703  985,503 -132,800 852,703
    MerVal YPF 771.73 25.738 19.221 10/19/15 22.479 -17,348 14,833 -2,515 750,189  968,155 -117,966 850,189
  Buy Euro 50 long Fresenius 142.67 64.150   1/11/16 59.420 9,152        977,307 -127,119  
      Inditex 272.31 33.610   1/11/16 29.430 9,152        986,460 -136,271  
    OMXS 30 Boliden 524.17 17.461   11/02/15 17.505 9,152        995,612 -145,424  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Svenska Cellulosa B 1,756.14 5.212   11/02/15 5.468 9,152        1,004,765 -154,576  
    Europe 50 SAP 261.02 70.130   12/14/15 69.400 18,305        1,023,070 -172,881  
    MerVal Pampa Energía 15,928.47 1.149   3/07/16 0.728 18,305        1,041,375 -191,186  
11/02/15 Sell RTX long Severstal 1,791.32 10.465   9/28/15 9.378 -16,799 18,746 1,947 752,136  1,024,576 -172,440 852,136
    OMXC 20 Genmab 199.32 91.174   10/05/15 85.064 -16,955 18,173 1,218 753,354  1,007,621 -154,267 853,354
    OMXS 30 Boliden 524.17 17.505   10/26/15 17.461 -9,152 9,175 23 753,377  998,469 -145,092 853,377
      Svenska Cellulosa B 1,756.14 5.468   10/26/15 5.212 -9,152 9,602 449 753,826  989,316 -135,490 853,826
  Buy RTX short Mobile TeleSystems 2,886.67 6.221   4/25/16 7.952 17,958        1,007,274 -153,448  
    OMXS 30 SSAB 2,658.48 3.378   12/14/15 2.601 8,979        1,016,253 -162,427  
      SKF A 558.80 16.068   12/14/15 14.663 8,979        1,025,232 -171,406  
11/09/15 Sell BAX short Grammer 908.26 23.675 29.127 7/27/15 26.260 -23,851 26,455 2,604 756,430  1,001,381 -144,951 856,430
  Buy   long Adva 1,751.45 10.155   11/16/15 10.530 17,786        1,019,167 -162,737  
11/16/15 Sell MDAX long Ströer Media 623.96 61.450   2/02/15 25.790 -16,092 38,342 22,250 778,681  1,003,075 -124,395 878,681
    BSE Sensex 30 Hindustan Unilever 686.17 11.144   1/30/12 6.061 -4,159 7,646 3,487 782,168  998,916 -116,748 882,168
    Topix (FRA) short Toshiba 629.19 22.410 47.453 6/01/15 32.610 -20,518 29,857 9,339 791,507  978,398 -86,892 891,507
    BAX long Adva 1,751.45 10.530   11/09/15 10.155 -17,786 18,443 657 792,164  960,612 -68,449 892,164
  Buy MDAX short Leoni 592.92 34.730   5/30/16 29.880 20,592        981,205 -89,041  
    BSE Sensex 30 Bharat Heavy 12,188.94 1.689   6/13/16 1.058 20,592        1,001,797 -109,633  
    SMI Holcim 407.68 50.510   1/09/17 49.995 20,592        1,022,388 -130,225  
    Topix (FRA) long Ono Pharmaceutical 754.23 27.302   12/14/15 30.520 20,592        1,042,980 -150,817  
    BAX short Leoni 592.92 34.730   11/23/15 36.045 20,592        1,063,572 -171,409  
11/23/15 Sell France short Solocal 31.57 390.360 1,256.870 6/08/15 700.450 -22,113 39,679 17,566 809,730  1,041,459 -131,729 909,730
    ASX 50 Santos 5,610.56 2.708 5.854 8/17/15 3.982 -22,339 32,843 10,504 820,234  1,019,120 -98,886 920,234
    HDAX RWE 1,995.99 10.895 16.041 8/24/15 13.220 -26,387 32,018 5,631 825,865  992,733 -66,868 925,865
    PSI 20 Pharol 36,558.82 0.369 0.705 5/25/15 0.510 -18,645 25,770 7,125 832,990  974,088 -41,098 932,990
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Sharp 870.58 10.210 16.122 8/17/15 12.830 -11,170 14,036 2,866 835,856  962,919 -27,062 935,856
      IHI 369.97 25.250 36.097 8/17/15 30.190 -11,169 13,355 2,185 838,042  951,749 -13,708 938,042
    BAX Leoni 592.92 36.045 33.415 11/16/15 34.730 -20,592 19,812 -780 837,262  931,157 6,105 937,262
  Buy France long Ubisoft 879.84 26.805   1/11/16 24.260 23,584        954,741 -17,479  
    HDAX SMA Solar 493.65 47.775   1/18/16 41.200 23,584        978,325 -41,063  
    PSI 20 Altri 4,617.98 5.107   12/07/15 5.008 23,584        1,001,909 -64,647  
    OMXC 20 Genmab 207.97 113.399   2/08/16 88.896 23,584        1,025,493 -88,231  
    Nikkei (FRA) Yamaha 470.36 25.070   12/07/15 22.360 11,792        1,037,285 -100,023  
    BAX Adva 2,125.64 11.095   12/14/15 9.859 23,584        1,060,869 -123,607  
    GEX Hypoport 298.53 79.000   12/14/15 70.070 23,584        1,084,453 -147,191  
11/30/15 Sell ISEQ 20 short FBD 1,618.77 6.852 6.948 8/17/15 6.900 -11,170 11,248 78 837,340  1,073,283 -135,943 937,340
    Nordic 30 Fortum 1,184.64 13.820 21.706 6/01/15 17.320 -20,518 25,714 5,196 842,536  1,052,765 -110,229 942,536
  Buy Germany long SMA Solar 440.59 47.225   1/11/16 49.315 20,807        1,073,572 -131,036  
    ASX 50 short Origin Energy 5,431.79 3.831   1/04/16 3.253 20,807        1,094,379 -151,843  
    ISEQ 20 long Flutter 86.66 120.050   12/07/15 122.000 10,404        1,104,783 -162,246  
      Dalata Hotel 2,020.10 5.150   12/07/15 5.130 10,404        1,115,186 -172,650  
    Nordic 30 Pandora 185.45 112.200   12/14/15 108.345 20,807        1,135,994 -193,457  
12/07/15 Sell ISEQ 20 long Flutter 86.66 122.000   11/30/15 120.050 -10,404 10,573 169 842,705  1,125,590 -182,885 942,705
      Dalata Hotel 2,020.10 5.130   11/30/15 5.150 -10,404 10,363 -40 842,665  1,115,187 -172,522 942,665
    PSI 20 Altri 4,617.98 5.008   11/23/15 5.107 -23,584 23,127 -457 842,208  1,091,603 -149,395 942,208
    DJUA short CenterPoint Energy 559.39 15.137 18.217 8/31/15 16.606 -9,289 10,190 901 843,109  1,082,314 -139,204 943,109
      FirstEnergy 325.90 29.960 27.045 8/31/15 28.503 -9,289 8,814 -475 842,634  1,073,025 -130,391 942,634
    Nikkei (FRA) long Yamaha 470.36 22.360   11/23/15 25.070 -11,792 10,517 -1,275 841,359  1,061,233 -119,873 941,359
    BSE Sensex 50 Eicher Motors 804.21 22.421   10/24/11 2.335 -1,878 18,031 16,153 857,513  1,059,355 -101,842 957,513
  Buy ISEQ 20 short FBD 1,568.26 6.820   1/04/16 6.603 10,696        1,070,050 -112,538  
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 75,854.61 0.282   4/25/16 0.141 21,391        1,091,441 -133,929  
    DJUA long NiSource 605.80 17.655   3/16/20 18.760 10,696        1,102,137 -144,624  
      American Water 198.54 53.870   3/16/20 106.441 10,695        1,112,832 -155,320  
    Nikkei (FRA) short OKI Electric 931.66 11.480   3/07/16 12.000 10,695        1,123,527 -166,015  
      Sharp 1,125.84 9.500   3/07/16 13.180 10,695        1,134,223 -176,710  
    BSE Sensex 50 ONGC 10,374.41 2.062   12/21/15 2.125 21,391        1,155,614 -198,101  
12/14/15 Sell USA long Netflix 170.59 109.790   10/05/15 99.392 -16,955 18,729 1,774 859,286  1,138,659 -179,372 959,286
    OMXS 30 short SSAB 2,658.48 2.601 4.386 11/02/15 3.378 -8,979 11,659 2,680 861,966  1,129,680 -167,714 961,966
      SKF A 558.80 14.663 17.608 11/02/15 16.068 -8,979 9,839 860 862,826  1,120,701 -157,874 962,826
    Europe 50 long SAP 261.02 69.400   10/26/15 70.130 -18,305 18,115 -191 862,636  1,102,395 -139,760 962,636
    Nordic 30 Pandora 185.45 108.345   11/30/15 112.200 -20,807 20,093 -715 861,921  1,081,588 -119,667 961,921
    Topix (FRA) Ono Pharmaceutical 754.23 30.520   11/16/15 27.302 -20,592 23,019 2,427 864,348  1,060,996 -96,648 964,348
    BAX Adva 2,125.64 9.859   11/23/15 11.095 -23,584 20,957 -2,627 861,721  1,037,412 -75,691 961,721
    GEX Hypoport 298.53 70.070   11/23/15 79.000 -23,584 20,918 -2,666 859,055  1,013,828 -54,773 959,055
  Buy OMXS 30 Securitas 843.69 13.398   12/21/15 13.632 11,304        1,025,131 -66,077  
      Swedish Match 3,646.29 3.100   12/21/15 3.142 11,304        1,036,435 -77,380  
    Europe 50 short Rio Tinto 8.88 2,545.100   12/28/15 2,721.790 22,600        1,059,035 -99,981  
    Nordic 30 Møller-Mærsk B 18.44 1,226.160   4/25/16 1,254.850 22,610        1,081,646 -122,591  
    Topix (FRA) Toshiba 1,040.84 21.720   12/21/15 19.300 22,607        1,104,253 -145,198  
    BAX Leoni 680.22 33.235   7/04/16 24.990 22,607        1,126,860 -167,805  
    GEX Manz 556.00 40.660   5/09/16 36.225 22,607        1,149,467 -190,412  
12/21/15 Sell DAX long Fresenius 287.65 63.430   10/19/15 60.310 -17,348 18,246 897 859,952  1,132,119 -172,167 959,952
    OBX 25 short DNO International 17,355.57 0.607 2.673 6/08/15 1.274 -22,111 46,385 24,274 884,226  1,110,008 -125,782 984,226
    OMXS 30 long Securitas 843.69 13.632   12/14/15 13.398 -11,304 11,501 197 884,423  1,098,704 -114,281 984,423
      Swedish Match 3,646.29 3.142   12/14/15 3.100 -11,304 11,457 154 884,577  1,087,401 -102,824 984,577
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) short Toshiba 1,040.84 19.300 24.443 12/14/15 21.720 -22,607 25,442 2,835 887,411  1,064,794 -77,382 987,411
    BSE Sensex 50 ONGC 10,374.41 2.125 1.999 12/07/15 2.062 -21,391 20,738 -653 886,759  1,043,403 -56,644 986,759
  Buy DAX RWE 2,040.54 11.395   12/28/15 11.660 23,252        1,066,655 -79,896  
    OBX 25 long Bakkafrost 884.67 26.283   12/28/15 26.311 23,252        1,089,907 -103,148  
    OMXS 30 short SSAB 5,356.86 2.170   12/28/15 2.409 11,626        1,101,533 -114,774  
      SKF A 796.23 14.601   12/28/15 15.095 11,626        1,113,159 -126,400  
    Topix (FRA) long Ono Pharmaceutical 726.99 31.984   1/04/16 32.298 23,252        1,136,411 -149,652  
    CAC Mid 60 Sartorius Stedim 403.86 57.575   12/28/15 57.183 23,252        1,159,663 -172,904  
    BSE Sensex 50 Bajaj Finance 2,864.22 8.118   1/04/16 8.393 23,252        1,182,915 -196,156  
12/28/15 Sell DAX short RWE 2,040.54 11.660 11.130 12/21/15 11.395 -23,252 22,711 -541 886,218  1,159,663 -173,445 986,218
    OBX 25 long Bakkafrost 884.67 26.311   12/21/15 26.283 -23,252 23,276 25 886,243  1,136,411 -150,168 986,243
    OMXS 30 short SSAB 5,356.86 2.409 1.932 12/21/15 2.170 -11,626 10,347 -1,279 884,963  1,124,785 -139,822 984,963
      SKF A 796.23 15.095 14.108 12/21/15 14.601 -11,626 11,233 -393 884,571  1,113,159 -128,589 984,571
    Europe 50 Rio Tinto 8.88 2,721.790 2,368.420 12/14/15 2,545.100 -22,600 21,032 -1,569 883,002  1,090,559 -107,557 983,002
    FT 30 Tate & Lyle 29.34 807.108 700.300 6/08/15 753.704 -22,114 20,547 -1,567 881,435  1,068,445 -87,010 981,435
    CAC Mid 60 long Sartorius Stedim 403.86 57.183   12/21/15 57.575 -23,252 23,094 -158 881,277  1,045,193 -63,916 981,277
  Buy USA Energy Recovery 3,542.81 6.473   1/11/16 5.700 22,934        1,068,127 -86,850  
    DAX Adidas 257.43 89.090   3/07/16 96.970 22,934        1,091,061 -109,785  
    OMXS 30 Securitas 826.45 13.875   1/04/16 13.705 11,467        1,102,528 -121,252  
      Swedish Match 3,580.08 3.203   1/04/16 3.169 11,467        1,113,995 -132,719  
    Europe 50 SAP 314.77 72.860   1/04/16 70.580 22,934        1,136,929 -155,653  
    FT 30 ITV 61.48 373.033   1/11/16 356.368 22,934        1,159,863 -178,587  
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 3,830 885,106  1,136,467 -151,361 985,106
    ASX 50 Origin Energy 5,431.79 3.253 4.511 11/30/15 3.831 -20,807 24,500 3,693 888,799  1,115,660 -126,861 988,799
    HSI-Fin ICBC 37,409.66 0.538 0.727 8/03/15 0.625 -23,396 27,178 3,782 892,581  1,092,264 -99,683 992,581
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ISEQ 20 FBD 1,568.26 6.603 7.044 12/07/15 6.820 -10,696 11,047 351 892,933  1,081,569 -88,636 992,933
    OMXH 25 Outokumpu 3,601.34 2.584 10.606 5/11/15 5.235 -18,853 38,195 19,342 912,275  1,062,716 -50,441 1,012,275
    OMXS 30 long Securitas 826.45 13.705   12/28/15 13.875 -11,467 11,327 -140 912,134  1,051,249 -39,115 1,012,134
      Swedish Match 3,580.08 3.169   12/28/15 3.203 -11,467 11,346 -121 912,014  1,039,782 -27,768 1,012,014
    Europe 50 SAP 314.77 70.580   12/28/15 72.860 -22,934 22,216 -718 911,296  1,016,848 -5,552 1,011,296
    DJTA JetBlue Airways 933.31 20.201   8/31/15 19.906 -18,578 18,854 276 911,572  998,270 13,302 1,011,572
    Topix (FRA) Ono Pharmaceutical 726.99 32.298   12/21/15 31.984 -23,252 23,480 228 911,800  975,018 36,783 1,011,800
    BSE Sensex 50 Bajaj Finance 2,864.22 8.393   12/21/15 8.118 -23,252 24,040 788 912,588  951,766 60,823 1,012,588
  Buy SSE 50 Shanghai Pudong 10,670.83 2.515   1/11/16 2.391 26,835        978,601 33,988  
    HSI-Fin Hang Seng Bank 1,575.42 17.034   1/11/16 16.023 26,835        1,005,435 7,153  
    ISEQ 20 Flutter 108.78 123.350   1/18/16 119.900 13,418        1,018,854 -6,265  
      Dalata Hotel 2,493.96 5.380   1/18/16 4.930 13,418        1,032,271 -19,683  
    OMXH 25 Elisa 795.11 33.750   1/11/16 34.422 26,835        1,059,106 -46,518  
    OMXS 30 short SSAB 5,501.46 2.439   4/04/16 3.262 13,418        1,072,523 -59,935  
      SKF A 922.67 14.542   4/04/16 15.448 13,418        1,085,941 -73,353  
    Europe 50 Rio Tinto 10.38 2,585.270   1/25/16 2,112.660 26,835        1,112,776 -100,188  
    DJTA Ryder System 510.81 52.534   2/22/16 53.012 26,835        1,139,611 -127,023  
    Topix (FRA) Toshiba 1,351.21 19.860   8/15/16 25.260 26,835        1,166,446 -153,858  
    BSE Sensex 50 Larsen & Toubro 2,312.23 11.606   3/07/16 10.779 26,835        1,193,281 -180,693  
1/11/16 Sell USA long Energy Recovery 3,542.81 5.700   12/28/15 6.473 -22,934 20,195 -2,739 909,849  1,170,347 -160,498 1,009,849
    Euro 50 Fresenius 142.67 59.420   10/26/15 64.150 -9,152 8,477 -675 909,174  1,161,195 -152,021 1,009,174
      Inditex 272.31 29.430   10/26/15 33.610 -9,152 8,014 -1,138 908,036  1,152,043 -144,006 1,008,036
    France Ubisoft 879.84 24.260   11/23/15 26.805 -23,584 21,345 -2,239 905,797  1,128,459 -122,662 1,005,797
    Germany SMA Solar 440.59 49.315   11/30/15 47.225 -20,807 21,728 921 906,718  1,107,652 -100,934 1,006,718
    SSE 50 Shanghai Pudong 10,670.83 2.391   1/04/16 2.515 -26,835 25,512 -1,323 905,395  1,080,817 -75,422 1,005,395
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Fin Hang Seng Bank 1,575.42 16.023   1/04/16 17.034 -26,835 25,243 -1,592 903,803  1,053,982 -50,179 1,003,803
    OMXH 25 Elisa 795.11 34.422   1/04/16 33.750 -26,835 27,369 534 904,337  1,027,147 -22,809 1,004,337
    FT 30 ITV 61.48 356.368   12/28/15 373.033 -22,934 21,910 -1,025 903,313  1,004,213 -900 1,003,313
    Topix (TYO) Subaru 737.66 33.663   6/11/12 6.048 -4,461 24,832 20,371 923,683  999,752 23,932 1,023,683
  Buy Euro 50 short Volkswagen 111.88 117.050   1/25/16 110.750 13,096        1,012,847 10,836  
      Banco Santander 3,209.56 4.080   1/25/16 3.860 13,095        1,025,942 -2,259  
    France Vallourec 99.32 263.680   4/18/16 148.800 26,189        1,052,131 -28,448  
    SSE 50 Haitong Secs 14,894.22 1.758   6/13/16 1.997 26,190        1,078,321 -54,638  
    ASX 50 Origin Energy 9,566.42 2.738   2/29/16 2.906 26,190        1,104,511 -80,828  
    HSI-Fin China Life Ins HK 10,318.74 2.538   6/06/16 1.986 26,190        1,130,701 -107,018  
    OMXH 25 Outokumpu 10,577.54 2.476   4/25/16 3.996 26,190        1,156,891 -133,208  
    FT 30 Tesco 106.14 246.739   1/25/16 258.955 26,189        1,183,080 -159,396  
    Topix (TYO) Toshiba 1,456.23 17.985   10/31/16 33.076 26,190        1,209,270 -185,586  
1/18/16 Sell HDAX long SMA Solar 493.65 41.200   11/23/15 47.775 -23,584 20,338 -3,246 920,438  1,185,686 -165,248 1,020,438
    ISEQ 20 Flutter 108.78 119.900   1/04/16 123.350 -13,418 13,043 -375 920,062  1,172,268 -152,205 1,020,062
      Dalata Hotel 2,493.96 4.930   1/04/16 5.380 -13,418 12,295 -1,122 918,940  1,158,850 -139,910 1,018,940
    QIX Freenet 433.19 28.325   1/23/12 10.515 -4,555 12,270 7,715 926,655  1,154,295 -127,640 1,026,655
  Buy HDAX short Aixtron 6,810.61 3.300   3/14/16 3.331 22,475        1,176,770 -150,115  
    ISEQ 20 FBD 1,744.95 6.440   5/30/16 6.529 11,237        1,188,008 -161,352  
    QIX BMW 287.77 78.100   2/08/16 69.300 22,475        1,210,483 -183,827  
1/25/16 Sell Euro 50 short Volkswagen 111.88 110.750 123.708 1/11/16 117.050 -13,096 13,840 745 927,400  1,197,387 -169,987 1,027,400
      Banco Santander 3,209.56 3.860 4.313 1/11/16 4.080 -13,095 13,841 746 928,146  1,184,292 -156,146 1,028,146
    Europe 50 Rio Tinto 10.38 2,112.660 3,163.610 1/04/16 2,585.270 -26,835 32,838 6,003 934,150  1,157,457 -123,307 1,034,150
    FT 30 Tesco 106.14 258.955 234.523 1/11/16 246.739 -26,189 24,892 -1,297 932,853  1,131,268 -98,415 1,032,853
  Buy Euro 50 long SAP 160.70 72.680   4/04/16 70.040 11,680        1,142,948 -110,095  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Vinci 189.52 61.630   4/04/16 65.450 11,680        1,154,628 -121,775  
    Europe 50 SAP 321.41 72.680   3/28/16 70.840 23,360        1,177,988 -145,135  
    FT 30 National Grid 18.80 1,242.520   2/01/16 1,311.560 23,359        1,201,347 -168,494  
2/01/16 Sell   long National Grid 18.80 1,311.560   1/25/16 1,242.520 -23,359 24,657 1,298 934,151  1,177,988 -143,837 1,034,151
  Buy   short NatWest 67.42 330.109   4/18/16 299.798 22,256        1,200,244 -166,093  
2/08/16 Sell Nasdaq 100 long Amazon.com 685.81 21.802   10/19/15 25.296 -17,348 14,952 -2,396 931,755  1,182,896 -151,141 1,031,755
    OMXC 20 Genmab 207.97 88.896   11/23/15 113.399 -23,584 18,488 -5,096 926,659  1,159,312 -132,653 1,026,659
    QIX short BMW 287.77 69.300 88.018 1/18/16 78.100 -22,475 25,329 2,854 929,513  1,136,837 -107,325 1,029,513
  Buy Nasdaq 100 Micron Technology 2,537.53 9.085   3/21/16 10.259 23,054        1,159,891 -130,379  
    QIX long Rational 56.90 405.150   4/11/16 463.700 23,053        1,182,944 -153,432  
2/22/16 Sell DJTA short Ryder System 510.81 53.012 52.057 1/04/16 52.534 -26,835 26,591 -244 929,269  1,156,109 -126,840 1,029,269
    NZX 50 long Tourism 16,921.11 1.542   7/28/14 0.744 -12,591 26,087 13,496 942,765  1,143,518 -100,753 1,042,765
  Buy OMXC 20 Vestas Wind Systems 1,949.99 12.077   2/29/16 12.460 23,550        1,167,068 -124,303  
    DJTA Delta Air Lines 532.50 44.225   3/07/16 43.943 23,550        1,190,618 -147,853  
    NZX 50 short ANZ Banking NZ 1,539.63 15.296   2/29/16 14.670 23,550        1,214,168 -171,403  
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 -1,611 941,154  1,187,978 -146,824 1,041,154
    OMXC 20 long Vestas Wind Systems 1,949.99 12.460   2/22/16 12.077 -23,550 24,296 746 941,901  1,164,428 -122,528 1,041,901
    NZX 50 short ANZ Banking NZ 1,539.63 14.670 15.949 2/22/16 15.296 -23,550 24,555 1,005 942,905  1,140,878 -97,973 1,042,905
  Buy ASX 50 long Newcrest Mining 2,057.77 11.480   11/05/18 13.103 23,623        1,164,501 -121,596  
    NZX 50 a2 Milk 22,160.41 1.066   5/22/17 2.174 23,623        1,188,124 -145,219  
3/07/16 Sell S&P 100 short ConocoPhilips 522.41 37.595 55.443 7/27/15 45.655 -23,851 28,964 5,113 948,019  1,164,273 -116,255 1,048,019
    DAX long Adidas 257.43 96.970   12/28/15 89.090 -22,934 24,963 2,029 950,047  1,141,339 -91,292 1,050,047
    MerVal Pampa Energía 15,928.47 0.728   10/26/15 1.149 -18,305 11,596 -6,709 943,338  1,123,034 -79,696 1,043,338
    DJTA Delta Air Lines 532.50 43.943   2/22/16 44.225 -23,550 23,400 -150 943,188  1,099,484 -56,296 1,043,188
    Nikkei (FRA) short OKI Electric 931.66 12.000 10.960 12/07/15 11.480 -10,695 10,211 -484 942,704  1,088,789 -46,085 1,042,704
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Sharp 1,125.84 13.180 5.820 12/07/15 9.500 -10,695 6,552 -4,143 938,560  1,078,093 -39,533 1,038,560
    BSE Sensex 50 Larsen & Toubro 2,312.23 10.779 12.496 1/04/16 11.606 -26,835 28,895 2,060 940,620  1,051,258 -10,638 1,040,620
  Buy USA long Energy Recovery 3,308.62 7.782   10/29/18 6.189 25,749        1,077,007 -36,387  
    S&P 100 Meta 268.18 96.013   3/28/16 101.554 25,749        1,102,756 -62,136  
    DAX short Deutsche Bank 1,626.28 15.833   4/25/16 14.347 25,749        1,128,505 -87,885  
    MerVal YPF 1,557.27 16.535   4/11/16 14.912 25,749        1,154,254 -113,634  
    DJTA Avis Budget 1,007.28 25.563   3/14/16 24.329 25,749        1,180,003 -139,383  
    Nikkei (FRA) long Nippon Suisan 3,035.72 4.241   3/14/16 4.289 12,874        1,192,878 -152,258  
      Yamaha 493.26 26.101   3/14/16 27.038 12,875        1,205,752 -165,132  
    BSE Sensex 50 Bajaj Finance 3,001.29 8.579   12/10/18 29.076 25,749        1,231,501 -190,881  
3/14/16 Sell HDAX short Aixtron 6,810.61 3.331 3.269 1/18/16 3.300 -22,475 22,264 -211 940,409  1,209,026 -168,617 1,040,409
    DJTA Avis Budget 1,007.28 24.329 26.860 3/07/16 25.563 -25,749 27,055 1,306 941,715  1,183,277 -141,562 1,041,715
    Nikkei (FRA) long Nippon Suisan 3,035.72 4.289   3/07/16 4.241 -12,874 13,020 146 941,861  1,170,403 -128,542 1,041,861
      Yamaha 493.26 27.038   3/07/16 26.101 -12,875 13,337 462 942,323  1,157,528 -115,205 1,042,323
  Buy HDAX SMA Solar 532.80 43.500   4/11/16 45.160 23,177        1,180,705 -138,382  
    DJTA Alaska Air Group 322.49 71.870   10/29/18 53.552 23,177        1,203,882 -161,559  
    Nikkei (FRA) short Toshiba 698.52 16.590   7/18/16 25.800 11,588        1,215,471 -173,148  
      IHI 637.43 18.180   7/18/16 25.860 11,588        1,227,059 -184,736  
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 -2,978 939,345  1,204,005 -164,660 1,039,345
    TSX 60 Cenovus Energy 1,215.85 12.064 19.931 5/11/15 15.506 -18,853 24,233 5,380 944,724  1,185,152 -140,428 1,044,724
    DJ Global Titans ConocoPhilips 713.61 37.886 36.068 8/24/15 36.977 -26,387 25,738 -649 944,076  1,158,765 -114,690 1,044,076
  Buy Nasdaq 100 long NVidia 3,080.25 7.543   10/29/18 40.739 23,234        1,181,999 -137,924  
    TSX 60 Barrick Gold 1,780.59 13.049   6/27/16 19.168 23,234        1,205,233 -161,158  
    DJ Global Titans McDonald´s 210.91 110.161   3/28/16 110.022 23,234        1,228,467 -184,392  
3/28/16 Sell S&P 100 long Meta 268.18 101.554   3/07/16 96.013 -25,749 27,235 1,486 945,561  1,202,718 -157,157 1,045,561
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ATX short Vienna Insurance 644.75 18.660 39.765 9/07/15 27.240 -17,563 25,639 8,076 953,637  1,185,155 -131,518 1,053,637
    BEL 20 Solvay 187.68 85.670 93.522 9/28/15 89.510 -16,799 17,552 753 954,390  1,168,356 -113,966 1,054,390
    Europe 50 long SAP 321.41 70.840   1/25/16 72.680 -23,360 22,769 -591 953,799  1,144,996 -91,197 1,053,799
    DJ Global Titans McDonald´s 210.91 110.022   3/21/16 110.161 -23,234 23,205 -29 953,769  1,121,762 -67,993 1,053,769
  Buy S&P 100 short Devon Energy 1,067.69 23.082   4/25/16 30.124 24,644        1,146,406 -92,637  
    ATX long Flughafen Wien 1,012.18 24.348   5/16/16 25.113 24,644        1,171,050 -117,281  
    BEL 20 Bekaert 704.11 35.000   4/25/16 37.780 24,644        1,195,694 -141,925  
    Europe 50 short Credit Suisse 1,925.76 12.797   4/18/16 13.328 24,644        1,220,338 -166,569  
    DJ Global Titans Mitsubishi UFJ 5,927.17 4.158   4/11/16 3.840 24,644        1,244,982 -191,213  
4/04/16 Sell Euro 50 long SAP 160.70 70.040   1/25/16 72.680 -11,680 11,255 -424 953,345  1,233,302 -179,957 1,053,345
      Vinci 189.52 65.450   1/25/16 61.630 -11,680 12,404 724 954,069  1,221,622 -167,553 1,054,069
    OMXS 30 short SSAB 5,501.46 3.262 1.615 1/04/16 2.439 -13,418 8,887 -4,530 949,538  1,208,205 -158,666 1,049,538
      SKF A 922.67 15.448 13.637 1/04/16 14.542 -13,418 12,582 -835 948,703  1,194,787 -146,084 1,048,703
  Buy Euro 50 Deutsche Bank 854.15 13.209   5/16/16 12.861 11,283        1,206,070 -157,367  
      Unicredit 746.54 15.113   5/16/16 14.382 11,282        1,217,352 -168,649  
    OMXC 20 long Genmab 181.51 124.315   4/11/16 126.502 22,564        1,239,916 -191,213  
    OMXS 30 Securitas 778.26 14.497   4/11/16 14.803 11,282        1,251,199 -202,496  
      Fingerprint Cards 1,075.63 10.489   4/11/16 10.913 11,283        1,262,481 -213,778  
4/11/16 Sell HDAX long SMA Solar 532.80 45.160   3/14/16 43.500 -23,177 24,061 884 949,587  1,239,305 -189,717 1,049,587
    OMXC 20 Genmab 181.51 126.502   4/04/16 124.315 -22,564 22,961 397 949,984  1,216,740 -166,756 1,049,984
    OMXS 30 Securitas 778.26 14.803   4/04/16 14.497 -11,282 11,521 238 950,223  1,205,458 -155,235 1,050,223
      Fingerprint Cards 1,075.63 10.913   4/04/16 10.489 -11,283 11,738 456 950,679  1,194,175 -143,497 1,050,679
    MerVal short YPF 1,557.27 14.912 18.335 3/07/16 16.535 -25,749 28,552 2,803 953,481  1,168,426 -114,945 1,053,481
    QIX long Rational 56.90 463.700   2/08/16 405.150 -23,053 26,385 3,331 956,813  1,145,373 -88,560 1,056,813
    DJ Global Titans short Mitsubishi UFJ 5,927.17 3.840 4.501 3/28/16 4.158 -24,644 26,681 2,037 958,850  1,120,729 -61,880 1,058,850
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HDAX Deutsche Bank 1,994.70 12.495   7/25/16 11.745 24,924        1,145,653 -86,804  
    OMXC 20 Nordea Bank (DK) 3,008.91 8.283   4/25/16 8.632 24,924        1,170,577 -111,728  
    OMXS 30 Nordea Bank 1,498.83 8.315   4/18/16 8.483 12,462        1,183,039 -124,190  
      S.E.B 1,471.10 8.471   4/18/16 8.777 12,462        1,195,501 -136,652  
    MerVal long Gr Fin Galicia 10,938.78 2.279   6/20/16 2.681 24,924        1,220,425 -161,576  
    QIX short Mercedes-Benz 411.97 60.500   7/04/16 54.240 24,924        1,245,349 -186,500  
    DJ Global Titans long McDonald´s 222.88 111.826   5/09/16 114.955 24,924        1,270,273 -211,424  
4/18/16 Sell France short Vallourec 99.32 148.800 467.252 1/11/16 263.680 -26,189 46,407 20,219 979,068  1,244,085 -165,016 1,079,068
    HSI China Shenhua HK 12,291.08 1.521 2.268 7/13/15 1.857 -22,827 27,879 5,052 984,120  1,221,258 -137,138 1,084,120
    OMXS 30 Nordea Bank 1,498.83 8.483 8.147 4/11/16 8.315 -12,462 12,210 -252 983,868  1,208,796 -124,927 1,083,868
      S.E.B 1,471.10 8.777 8.166 4/11/16 8.471 -12,462 12,013 -449 983,419  1,196,334 -112,915 1,083,419
    Europe 50 Credit Suisse 1,925.76 13.328 12.266 3/28/16 12.797 -24,644 23,621 -1,023 982,396  1,171,690 -89,294 1,082,396
    FT 30 NatWest 67.42 299.798 363.484 2/01/16 330.109 -22,256 24,506 2,250 984,646  1,149,434 -64,788 1,084,646
  Buy France long Ubisoft 941.51 27.080   6/13/16 32.460 25,496        1,174,930 -90,284  
    HSI AAC Technologies 3,866.25 6.595   11/21/16 8.782 25,496        1,200,426 -115,780  
    OMXS 30 Securitas 884.23 14.417   6/13/16 13.140 12,748        1,213,174 -128,528  
      Fingerprint Cards 1,030.57 12.370   6/13/16 9.568 12,748        1,225,922 -141,276  
    Europe 50 BAT 4.72 5,403.310   4/25/16 5,349.570 25,504        1,251,425 -166,780  
    FT 30 BAT 4.72 5,403.310   4/25/16 5,349.570 25,504