Fri, May 20th, 2022, 22:46UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
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date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/03/11 Buy RTX short Mobile TeleSystems 325.73 15.350   1/10/11 15.680 5,000        5,000 95,000 100,000
    ISEQ 20 long Kingspan 331.13 7.550   3/21/11 6.330 2,500        7,500 92,500  
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        10,000 90,000  
1/10/11 Sell RTX short Mobile TeleSystems 325.73 15.680 15.020 1/03/11 15.350 -5,000 4,892 -108 -108  5,000 94,892 99,893
1/17/11 Buy CAC 40 long Valeo 321.42 15.148   3/14/11 13.523 4,869        9,869 90,024  
    AEX Aalberts 323.52 15.050   3/28/11 16.715 4,869        14,738 85,155  
1/24/11 Buy IBEX 35 long Sacyr 846.94 5.462   2/28/11 7.082 4,626        19,364 80,529  
    Topix (TYO) short Resona 1,146.01 4.037   1/31/11 3.670 4,626        23,990 75,903  
1/31/11 Sell   short Resona 1,146.01 3.670 4.440 1/24/11 4.037 -4,626 5,089 463 355  19,364 80,991 100,355
  Buy SSE 50 long China Shipbuilding 4,609.52 0.983   2/21/11 0.981 4,533        23,897 76,458  
    Topix (TYO) Isuzu Motors 631.51 7.178   8/29/11 5.756 4,533        28,430 71,925  
2/07/11 Buy HSI short China Res Land 3,592.16 1.199   4/04/11 1.417 4,307        32,737 67,618  
    HSI-Fin China Life Ins HK 1,572.87 2.738   1/16/12 2.249 4,307        37,044 63,311  
    ÖkoDAX (deprecated) long CropEnergies 730.00 5.900   6/06/11 4.970 4,307        41,351 59,004  
    BSE Sensex 30 short Bharat Heavy 987.93 4.360   1/30/12 2.662 4,307        45,658 54,697  
    STI Wilmar International 1,420.42 3.032   3/28/11 3.080 4,307        49,965 50,390  
2/14/11 Buy OMXH 25 short Nokia 562.39 6.700   2/21/11 6.240 3,768        53,733 46,622  
    PSI 20 long Jerónimo Martins 314.66 11.975   2/21/11 11.500 3,768        57,501 42,854  
    GEX InVision 183.72 20.510   3/07/11 22.905 3,768        61,269 39,086  
2/21/11 Sell SSE 50 long China Shipbuilding 4,609.52 0.981   1/31/11 0.983 -4,533 4,520 -13 342  56,736 43,606 100,342
    OMXH 25 short Nokia 562.39 6.240 7.194 2/14/11 6.700 -3,768 4,046 278 620  52,968 47,652 100,620
    PSI 20 long Jerónimo Martins 314.66 11.500   2/14/11 11.975 -3,768 3,619 -149 471  49,200 51,271 100,471
  Buy SSE 50 short Shanghai Pudong 3,412.20 1.112   4/04/11 1.203 3,793        52,993 47,478  
    OMXH 25 long Metso Outotec 389.43 9.740   2/28/11 10.430 3,793        56,786 43,684  
    PSI 20 short Impresa 3,831.31 0.990   3/28/11 1.010 3,793        60,579 39,891  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Richemont 89.12 42.559   2/28/11 41.624 3,793        64,372 36,099  
2/28/11 Sell IBEX 35 long Sacyr 846.94 7.082   1/24/11 5.462 -4,626 5,998 1,372 1,843  59,746 42,097 101,843
    OMXH 25 Metso Outotec 389.43 10.430   2/21/11 9.740 -3,793 4,062 269 2,111  55,953 46,158 102,111
    SMI Richemont 89.12 41.624   2/21/11 42.559 -3,793 3,710 -83 2,028  52,160 49,868 102,028
  Buy IBEX 35 short Banco Sabadell 1,501.98 2.528   3/21/11 2.535 3,797        55,957 46,071  
    OMXH 25 Nokia 623.48 6.090   12/26/11 3.720 3,797        59,754 42,274  
    SMI Roche 34.61 109.719   3/07/11 102.126 3,797        63,551 38,477  
    NZX 50 Heartland 8,908.96 0.426   4/25/11 0.391 3,797        67,348 34,680  
    Topix (FRA) Resona 935.22 4.060   7/11/11 3.532 3,797        71,145 30,883  
3/07/11 Sell SMI short Roche 34.61 102.126 117.876 2/28/11 109.719 -3,797 4,080 282 2,310  67,348 34,962 102,310
    GEX long InVision 183.72 22.905   2/14/11 20.510 -3,768 4,208 440 2,750  63,580 39,170 102,750
  Buy SMI Richemont 83.90 42.288   3/14/11 39.521 3,548        67,128 35,622  
    GEX short MeVis Medical 290.82 12.200   2/13/12 5.650 3,548        70,676 32,074  
3/14/11 Sell CAC 40 long Valeo 321.42 13.523   1/17/11 15.148 -4,869 4,347 -522 2,228  65,807 36,421 102,228
    SMI Richemont 83.90 39.521   3/07/11 42.288 -3,548 3,316 -232 1,996  62,259 39,737 101,996
  Buy CAC 40 short Carrefour 112.98 31.360   4/25/11 31.100 3,543        65,802 36,194  
    TecDAX SMA Solar 48.04 73.750   2/06/12 50.420 3,543        69,345 32,651  
    HSI-Prop China Ov Land & Inv 1,348.79 1.313   1/16/12 1.541 1,772        71,116 30,879  
      China Res Land 1,476.50 1.200   1/16/12 1.413 1,772        72,888 29,108  
    Nordic 30 Nokia 603.58 5.870   11/28/11 4.150 3,543        76,431 25,565  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        79,979 22,016  
    SMI Roche 35.02 101.160   5/02/11 110.747 3,543        83,522 18,474  
    Nikkei (FRA) Resona 521.03 3.400   1/09/12 3.458 1,772        85,293 16,702  
      Tokyo Electric Power 137.33 12.900   1/09/12 1.740 1,772        87,065 14,931  
    Nikkei (TYO) Resona 1,042.49 3.399   4/25/11 3.103 3,543        90,608 11,388  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/11 Sell IBEX 35 short Banco Sabadell 1,501.98 2.535 2.521 2/28/11 2.528 -3,797 3,786 -11 1,985  86,811 15,174 101,985
    ISEQ 20 long Kingspan 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,581  84,311 17,270 101,581
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,093  81,811 20,282 102,093
  Buy IBEX 35 Sacyr 421.70 7.254   4/04/11 7.471 3,059        84,870 17,223  
    ISEQ 20 short Bank of Ireland 171.66 8.910   3/28/11 7.590 1,529        86,400 15,694  
      Ryanair 470.47 3.251   3/28/11 3.273 1,530        87,929 14,164  
3/28/11 Sell AEX long Aalberts 323.52 16.715   1/17/11 15.050 -4,869 5,408 539 2,632  83,060 19,572 102,632
    ISEQ 20 short Bank of Ireland 171.66 7.590 10.460 3/21/11 8.910 -1,529 1,795 266 2,898  81,531 21,367 102,898
      Ryanair 470.47 3.273 3.229 3/21/11 3.251 -1,530 1,519 -10 2,887  80,001 22,886 102,887
    PSI 20 Impresa 3,831.31 1.010 0.970 2/21/11 0.990 -3,793 3,716 -77 2,811  76,208 26,603 102,811
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,729  72,660 30,070 102,729
    STI Wilmar International 1,420.42 3.080 2.984 2/07/11 3.032 -4,307 4,239 -68 2,661  68,353 34,308 102,661
  Buy AEX Philips 154.37 22.180   1/02/12 16.490 3,424        71,777 30,884  
    ISEQ 20 long Glanbia 393.56 4.350   4/25/11 4.541 1,712        73,489 29,172  
      Origin Enterprises 447.58 3.825   4/25/11 3.900 1,712        75,201 27,460  
    PSI 20 Jerónimo Martins 303.28 11.290   4/11/11 11.320 3,424        78,625 24,036  
    STI Genting 2,951.72 1.160   5/02/11 1.158 3,424        82,049 20,612  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,412.20 1.203 1.020 2/21/11 1.112 -3,793 3,480 -313 2,348  78,256 24,093 102,348
    HSI China Res Land 3,592.16 1.417 0.981 2/07/11 1.199 -4,307 3,524 -783 1,565  73,949 27,616 101,565
    IBEX 35 long Sacyr 421.70 7.471   3/21/11 7.254 -3,059 3,151 92 1,657  70,890 30,767 101,657
  Buy SSE 50 IM BaoTou Steel 10,924.09 0.303   5/23/11 0.268 3,310        74,200 27,457  
    HSI Galaxy Entertainment 3,064.81 1.080   8/01/11 1.948 3,310        77,510 24,147  
    IBEX 35 short Banco Sabadell 1,329.85 2.489   2/06/12 2.331 3,310        80,820 20,837  
    Athex LC Piraeus Bank 0.01 432,300.000   4/02/12 82,830.000 4,323        85,143 16,514  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   3/28/11 11.290 -3,424 3,433 9 1,666  81,719 19,947 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 4,983.61 0.610   2/06/12 0.190 3,040        84,759 16,907  
    OBX 25 Frontline 39.36 77.243   1/16/12 17.878 3,040        87,799 13,867  
    OMXS 30 AstraZeneca 44.74 33.972   4/18/11 34.188 1,520        89,319 12,347  
      Nokia 254.77 5.966   4/18/11 6.088 1,520        90,839 10,827  
    FT 30 3i Group 10.05 302.376   5/02/11 315.356 3,039        93,878 7,788  
4/18/11 Sell OMXS 30 short AstraZeneca 44.74 34.188 33.756 4/11/11 33.972 -1,520 1,510 -10 1,656  92,358 9,298 101,656
      Nokia 254.77 6.088 5.844 4/11/11 5.966 -1,520 1,489 -31 1,625  90,838 10,787 101,625
  Buy   long Lundin 135.74 10.350   5/30/11 9.405 1,405        92,243 9,382  
      Swedbank 107.57 13.061   5/30/11 12.341 1,405        93,648 7,977  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,655  90,105 11,550 101,655
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,730  88,393 13,337 101,730
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  86,681 15,083 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  82,884 19,223 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  79,341 23,103 102,444
  Buy ISEQ 20 Bank of Ireland 210.89 7.440   1/02/12 2.550 1,569        80,910 21,534  
      Ryanair 466.13 3.366   1/02/12 3.780 1,569        82,479 19,965  
    OMXC 20 Vestas Wind Systems 652.58 4.809   5/16/11 4.185 3,138        85,617 16,827  
    NZX 50 long a2 Milk 40,700.39 0.077   10/03/11 0.120 3,138        88,755 13,689  
    Nikkei (TYO) Screen 103.79 30.233   5/09/11 32.089 3,138        91,892 10,551  
5/02/11 Sell FT 30 short 3i Group 10.05 315.356 289.395 4/11/11 302.376 -3,039 2,908 -130 2,313  88,854 13,460 102,313
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,308  85,430 16,879 102,308
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,973  81,887 20,086 101,973
  Buy STI Wilmar International 1,080.38 2.824   7/02/12 2.197 3,051        84,938 17,035  
    SMI long Richemont 69.75 43.745   5/09/11 42.905 3,051        87,989 13,983  
5/09/11 Sell   long Richemont 69.75 42.905   5/02/11 43.745 -3,051 2,993 -59 1,914  84,938 16,976 101,914
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Screen 103.79 32.089   4/25/11 30.233 -3,138 3,331 193 2,107  81,800 20,307 102,107
  Buy CAC 40 short Carrefour 99.79 30.665   2/06/12 18.345 3,060        84,860 17,247  
    TSX 60 BlackBerry 101.03 30.287   2/20/12 11.318 3,060        87,920 14,187  
    FT 30 Lloyds Bank 49.97 61.241   5/30/11 59.956 3,060        90,980 11,126  
    SMI Credit Suisse 104.12 29.390   5/21/12 15.602 3,060        94,040 8,066  
    Nikkei (TYO) Tokyo Electric Power 740.69 4.131   2/13/12 1.953 3,060        97,100 5,006  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 652.58 4.185 5.526 4/25/11 4.809 -3,138 3,606 468 2,574  93,962 8,612 102,574
  Buy   long Novozymes 117.39 23.673   5/30/11 23.619 2,779        96,741 5,833  
    CAC Mid 60 short Genfit 706.59 3.933   1/23/12 1.723 2,779        99,520 3,054  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,924.09 0.268   4/04/11 0.303 -3,310 2,924 -386 2,189  96,210 5,979 102,189
  Buy   short China Life 1,300.63 2.079   5/30/11 2.028 2,704        98,914 3,275  
    SDAX Heidelberger Druck 932.74 2.899   1/30/12 1.657 2,704        101,618 571  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        104,349 -2,160  
5/30/11 Sell SSE 50 short China Life 1,300.63 2.028 2.131 5/23/11 2.079 -2,704 2,772 68 2,257  101,645 612 102,257
    OMXC 20 long Novozymes 117.39 23.619   5/16/11 23.673 -2,779 2,773 -6 2,250  98,866 3,384 102,250
    OMXS 30 Lundin 135.74 9.405   4/18/11 10.350 -1,405 1,277 -128 2,122  97,461 4,661 102,122
      Swedbank 107.57 12.341   4/18/11 13.061 -1,405 1,328 -77 2,045  96,056 5,988 102,045
    FT 30 short Lloyds Bank 49.97 59.956 62.554 5/09/11 61.241 -3,060 3,126 66 2,110  92,996 9,114 102,110
  Buy SSE 50 long China Northern Rare 1,150.95 2.415   6/06/11 2.742 2,780        95,776 6,334  
    BEL 20 short Galapagos 291.10 9.550   7/04/11 8.420 2,780        98,556 3,554  
    OMXC 20 Vestas Wind Systems 686.34 4.051   7/04/11 3.486 2,780        101,336 774  
    OMXS 30 Nokia 308.07 4.512   7/04/11 4.367 1,390        102,726 -616  
      Telia Company 262.25 5.300   7/04/11 4.997 1,390        104,116 -2,006  
6/06/11 Sell SSE 50 long China Northern Rare 1,150.95 2.742   5/30/11 2.415 -2,780 3,156 376 2,487  101,336 1,150 102,487
    ÖkoDAX (deprecated) CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,808  97,029 4,779 101,808
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 short China Rwy Constr 4,217.19 0.632   1/23/12 0.506 2,664        99,693 2,115  
    FT 30 Lloyds Bank 50.61 52.638   12/05/11 31.447 2,664        102,357 -549  
6/20/11 Buy CAC Next 20 short EDF 97.48 25.965   6/27/11 25.805 2,531        104,888 -3,080  
6/27/11 Sell   short EDF 97.48 25.805 26.126 6/20/11 25.965 -2,531 2,547 16 1,823  102,357 -534 101,823
  Buy France Carrefour 95.73 26.450   1/23/12 17.050 2,532        104,889 -3,066  
    MIB UnipolSai 493.57 5.130   11/05/12 0.935 2,532        107,421 -5,598  
    CAC Next 20 long Arkema 38.89 65.105   7/11/11 66.601 2,532        109,953 -8,130  
7/04/11 Sell BEL 20 short Galapagos 291.10 8.420 10.832 5/30/11 9.550 -2,780 3,153 373 2,196  107,173 -4,977 102,196
    OMXC 20 Vestas Wind Systems 686.34 3.486 4.707 5/30/11 4.051 -2,780 3,231 451 2,647  104,393 -1,746 102,647
    OMXS 30 Nokia 308.07 4.367 4.661 5/30/11 4.512 -1,390 1,436 46 2,693  103,003 -310 102,693
      Telia Company 262.25 4.997 5.622 5/30/11 5.300 -1,390 1,474 84 2,777  101,613 1,164 102,777
  Buy BEL 20 long Solvay 24.12 107.700   7/11/11 107.450 2,598        104,211 -1,433  
    OMXC 20 Novozymes 111.76 23.246   7/11/11 23.100 2,598        106,809 -4,031  
    OMXS 30 Lundin 130.35 9.965   7/11/11 9.554 1,299        108,108 -5,330  
      Swedish Match 533.30 2.436   7/11/11 2.441 1,299        109,407 -6,629  
7/11/11 Sell BEL 20 long Solvay 24.12 107.450   7/04/11 107.700 -2,598 2,592 -6 2,771  106,809 -4,038 102,771
    OMXC 20 Novozymes 111.76 23.100   7/04/11 23.246 -2,598 2,582 -16 2,755  104,211 -1,456 102,755
    OMXS 30 Lundin 130.35 9.554   7/04/11 9.965 -1,299 1,245 -54 2,702  102,912 -211 102,702
      Swedish Match 533.30 2.441   7/04/11 2.436 -1,299 1,302 3 2,705  101,613 1,091 102,705
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,272  97,816 5,456 103,272
    CAC Next 20 long Arkema 38.89 66.601   6/27/11 65.105 -2,532 2,590 58 3,330  95,284 8,046 103,330
  Buy RTX short Mobile TeleSystems 214.65 12.970   7/18/11 12.740 2,784        98,068 5,262  
    BEL 20 Bekaert 55.19 50.440   3/12/12 24.765 2,784        100,852 2,478  
    OMXC 20 Vestas Wind Systems 811.78 3.430   11/28/11 1.979 2,784        103,636 -306  
    OMXS 30 Nokia 352.09 3.954   11/28/11 4.082 1,392        105,028 -1,698  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      SSAB 148.08 9.401   11/28/11 6.652 1,392        106,420 -3,090  
    Topix (FRA) long Daito Trust 42.98 64.780   8/01/11 65.420 2,784        109,204 -5,874  
7/18/11 Sell RTX short Mobile TeleSystems 214.65 12.740 13.204 7/11/11 12.970 -2,784 2,834 50 3,381  106,420 -3,040 103,381
  Buy ATX Flughafen Wien 302.17 8.300   3/26/12 7.050 2,508        108,928 -5,548  
7/25/11 Buy ASX 50 short Macquarie Group 117.39 20.828   1/16/12 19.953 2,445        111,373 -7,993  
    DJ Global Titans Bank of America 350.80 6.970   12/26/11 4.202 2,445        113,818 -10,438  
8/01/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,042  110,508 -4,466 106,042
    Topix (FRA) Daito Trust 42.98 65.420   7/11/11 64.780 -2,784 2,812 28 6,070  107,724 -1,654 106,070
  Buy S&P 100 short AIG 131.42 19.860   1/09/12 18.875 2,610        110,334 -4,264  
    HSI New World Dev 694.22 3.760   12/26/11 2.465 2,610        112,944 -6,874  
    HDAX Commerzbank 138.82 18.801   1/23/12 14.511 2,610        115,554 -9,484  
    RTX Mobile TeleSystems 211.85 12.320   6/25/12 13.400 2,610        118,164 -12,094  
    DJTA Delta Air Lines 481.71 5.418   10/24/11 6.408 2,610        120,774 -14,704  
    Topix (FRA) Nintendo 23.60 110.600   1/23/12 105.744 2,610        123,384 -17,315  
    SP Global 100 Carrefour 129.98 20.080   4/30/12 15.175 2,610        125,994 -19,925  
8/08/11 Buy Nasdaq 100 short Akamai 146.06 14.741   10/10/11 17.540 2,153        128,147 -22,078  
    Kospi 50 LG Display 157.52 13.668   10/10/11 14.049 2,153        130,300 -24,231  
    DAX Commerzbank 140.22 15.354   12/19/11 9.482 2,153        132,453 -26,383  
    MDAX Ceconomy 224.02 9.611   5/14/12 7.298 2,153        134,606 -28,536  
    FTSE Lloyds Bank 57.19 37.648   11/28/11 27.613 2,153        136,759 -30,690  
    Europe 50 Lloyds Bank 57.19 37.648   12/19/11 27.968 2,153        138,912 -32,843  
    BSE Sensex 50 Tata Motors 832.98 2.585   10/03/11 2.302 2,153        141,065 -34,996  
    QIX Pro7-Sat1 153.79 14.000   1/23/12 17.200 2,153        143,218 -37,149  
8/22/11 Buy DJIA short Goldman Sachs 23.29 73.991   12/19/11 67.244 1,723        144,941 -38,872  
8/29/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   1/31/11 7.178 -4,533 3,635 -898 5,171  140,409 -35,237 105,171
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Nintendo 14.99 116.602   2/13/12 104.998 1,748        142,156 -36,985  
9/05/11 Buy Euro 50 short Societe Generale 42.07 20.250   1/09/12 15.000 852        143,008 -37,837  
      Unicredit 31.03 27.460   1/09/12 11.455 852        143,860 -38,689  
Portfolio market l/s instrument bought pieces buy price 9/05/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  RTX short Mobile TeleSystems 8/01/11 211.85 12.320 10.740 14.132 2,610 2,994 384 384 2,610 2,994 318
  ISEQ 20 Bank of Ireland 4/25/11 210.89 7.440 2.340 23.655 1,569 4,989 3,420 3,804 4,179 7,983 2,291
    Ryanair   466.13 3.366 2.940 3.854 1,569 1,796 227 4,031 5,748 9,779 45
  CAC 40 Carrefour 5/09/11 99.79 30.665 16.750 56.140 3,060 5,602 2,542 6,573 8,808 15,381 539
  AEX Philips 3/28/11 154.37 22.180 13.295 37.003 3,424 5,712 2,288 8,861 12,232 21,093 219
  IBEX 35 Banco Sabadell 4/04/11 1329.85 2.489 2.130 2.909 3,310 3,868 558 9,419 15,542 24,961 45
  Topix (TYO) Nintendo 8/29/11 14.99 116.602 119.004 114.200 1,748 1,712 -36 9,383 17,290 26,673 -66
  SSE 50 China Rwy Constr 6/06/11 4217.19 0.632 0.501 0.796 2,664 3,358 694 10,077 19,954 30,031 153
  HSI New World Dev 8/01/11 694.22 3.760 3.394 4.164 2,610 2,891 281 10,358 22,564 32,922 190
  HSI-Fin China Life Ins HK 2/07/11 1572.87 2.738 1.732 4.330 4,307 6,811 2,504 12,862 26,871 39,733 122
  BSE Sensex 30 Bharat Heavy   987.93 4.360 3.546 5.360 4,307 5,295 988 13,850 31,178 45,028 43
  STI Wilmar International 5/02/11 1080.38 2.824 3.024 2.624 3,051 2,835 -216 13,634 34,229 47,863 -19
  OMXH 25 Nokia 2/28/11 623.48 6.090 4.340 8.546 3,797 5,328 1,531 15,165 38,026 53,191 92
  PSI 20 Teixeira Duarte 4/11/11 4983.61 0.610 0.310 1.200 3,040 5,982 2,942 18,107 41,066 59,173 437
  GEX MeVis Medical 3/07/11 290.82 12.200 4.000 37.210 3,548 10,821 7,273 25,380 44,614 69,994 836
  SMI Credit Suisse 5/09/11 104.12 29.390 17.855 48.378 3,060 5,037 1,977 27,357 47,674 75,031 361
  NZX 50 long a2 Milk 4/25/11 40700.39 0.077 0.119 3,138 4,860 1,722 29,079 50,812 79,891 232
  Topix (FRA) short Nintendo 8/01/11 23.6 110.600 119.000 102.200 2,610 2,412 -198 28,881 53,422 82,303 -56
  TecDAX SMA Solar 3/14/11 48.04 73.750 66.300 82.037 3,543 3,941 398 29,279 56,965 86,244 25
  HSI-Prop China Ov Land & Inv   1348.79 1.313 1.399 1.228 1,772 1,657 -115 29,164 58,736 87,900 -13
    China Res Land   1476.5 1.200 1.059 1.360 1,772 2,008 237 29,400 60,508 89,908 30
  Nordic 30 Nokia   603.58 5.870 4.340 7.939 3,543 4,792 1,249 30,649 64,051 94,700 88
  FT 30 Lloyds Bank 6/06/11 50.61 52.638 34.977 79.216 2,664 4,009 1,345 31,994 66,715 98,709 415
  Nikkei (FRA) Resona 3/14/11 521.03 3.400 3.018 3.830 1,772 1,996 224 32,219 68,486 100,705 28
    Tokyo Electric Power   137.33 12.900 3.420 48.658 1,772 6,682 4,911 37,129 70,258 107,387 1,494
Portfolio market l/s instrument bought pieces buy price 9/05/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  Nikkei (TYO) Tokyo Electric Power 5/09/11 740.69 4.131 3.420 4.991 3,060 3,697 637 37,766 73,318 111,084 79
  Athex LC Piraeus Bank 4/04/11 0.01 432,300.000 178,200.000 1,048,727.778 4,323 10,487 6,164 43,931 77,641 121,572 717
  OBX 25 Frontline 4/11/11 39.36 77.243 21.726 274.628 3,040 10,809 7,769 51,700 80,681 132,381 2,233
  OMXS 30 Nokia 7/11/11 352.09 3.954 4.299 3.608 1,392 1,270 -122 51,578 82,073 133,651 -45
    SSAB   148.08 9.401 6.084 14.526 1,392 2,151 759 52,337 83,465 135,802 1,606
  OMXC 20 Vestas Wind Systems   811.78 3.430 2.647 4.443 2,784 3,607 823 53,160 86,249 139,409 440
  TSX 60 BlackBerry 5/09/11 101.03 30.287 21.101 43.472 3,060 4,392 1,332 54,492 89,309 143,801 203
  CAC Mid 60 Genfit 5/16/11 706.59 3.933 2.615 5.915 2,779 4,180 1,401 55,892 92,088 147,981 278
  SDAX Heidelberger Druck 5/23/11 932.74 2.899 1.264 6.649 2,704 6,202 3,498 59,390 94,792 154,182 1,691
  Indices Athex Large Cap   0.48 5,689.400 3,586.400 9,025.561 2,731 4,332 1,601 60,991 97,523 158,515 397
  BEL 20 Bekaert 7/11/11 55.19 50.440 34.770 73.172 2,784 4,038 1,255 62,246 100,307 162,553 1,030
  France Carrefour 6/27/11 95.73 26.450 16.750 41.767 2,532 3,998 1,466 63,712 102,839 166,551 983
  MIB UnipolSai   493.57 5.130 3.273 8.041 2,532 3,969 1,437 65,149 105,371 170,520 942
  ATX Flughafen Wien 7/18/11 302.17 8.300 8.298 8.303 2,508 2,509 1 65,150 107,879 173,029 0
  ASX 50 Macquarie Group 7/25/11 117.39 20.828 17.230 25.178 2,445 2,956 511 65,660 110,324 175,984 420
  DJ Global Titans Bank of America   350.8 6.970 4.922 9.870 2,445 3,462 1,017 66,678 112,769 179,447 1,956
  S&P 100 AIG 8/01/11 131.42 19.860 16.420 24.020 2,610 3,157 547 67,224 115,379 182,603 627
  HDAX Commerzbank   138.82 18.801 13.489 26.205 2,610 3,638 1,028 68,252 117,989 186,241 3,090
  DJTA Delta Air Lines   481.71 5.418 5.020 5.848 2,610 2,817 207 68,459 120,599 189,058 121
  SP Global 100 Carrefour   129.98 20.080 16.750 24.072 2,610 3,129 519 68,978 123,209 192,187 563
  Nasdaq 100 Akamai 8/08/11 146.06 14.741 14.329 15.165 2,153 2,215 62 69,040 125,362 194,402 45
  Kospi 50 LG Display   157.52 13.668 12.652 14.765 2,153 2,326 173 69,213 127,515 196,727 174
  DAX Commerzbank   140.22 15.354 13.489 17.477 2,153 2,451 298 69,510 129,668 199,178 441
  MDAX Ceconomy   224.02 9.611 9.377 9.850 2,153 2,207 54 69,564 131,821 201,385 38
  FTSE Lloyds Bank   57.19 37.648 34.977 40.523 2,153 2,318 164 69,728 133,974 203,702 161
Portfolio market l/s instrument bought pieces buy price 9/05/11 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  Europe 50 Lloyds Bank   57.19 37.648 34.977 40.523 2,153 2,318 164 69,893 136,127 206,020 161
  BSE Sensex 50 Tata Motors   832.98 2.585 2.313 2.889 2,153 2,406 253 70,146 138,280 208,426 326
  QIX Pro7-Sat1   153.79 14.000 12.195 16.072 2,153 2,472 319 70,465 140,433 210,898 505
  DJIA Goldman Sachs 8/22/11 23.29 73.991 73.623 74.360 1,723 1,732 9 70,473 142,156 212,630 14
  Euro 50 Societe Generale 9/05/11 42.07 20.250   852 852     143,008 213,482  
    Unicredit   31.03 27.460   852 852     143,860 214,334  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/03/11 Sell NZX 50 long a2 Milk 40,700.39 0.120   4/25/11 0.077 -3,138 4,864 1,726 6,897  140,722 -33,825 106,897
    BSE Sensex 50 short Tata Motors 832.98 2.302 2.902 8/08/11 2.585 -2,153 2,417 264 7,161  138,569 -31,408 107,161
  Buy NZX 50 Heartland 6,789.81 0.279   10/17/11 0.296 1,893        140,462 -33,301  
    BSE Sensex 50 long Eicher Motors 777.67 2.434   10/17/11 2.393 1,893        142,355 -35,194  
10/10/11 Sell Nasdaq 100 short Akamai 146.06 17.540 11.942 8/08/11 14.741 -2,153 1,744 -409 6,753  140,202 -33,450 106,753
    Kospi 50 LG Display 157.52 14.049 13.287 8/08/11 13.668 -2,153 2,093 -60 6,693  138,049 -31,357 106,693
  Buy Nasdaq 100 long Regeneron 38.16 49.346   8/24/15 434.608 1,883        139,932 -33,240  
    Kospi 50 SK Holdings 19.64 95.875   12/19/11 80.532 1,883        141,815 -35,123  
10/17/11 Sell NZX 50 short Heartland 6,789.81 0.296 0.262 10/03/11 0.279 -1,893 1,778 -115 6,577  139,922 -33,345 106,577
    BSE Sensex 50 long Eicher Motors 777.67 2.393   10/03/11 2.434 -1,893 1,861 -32 6,545  138,029 -31,484 106,545
  Buy NZX 50 a2 Milk 13,477.01 0.139   10/31/11 0.139 1,876        139,905 -33,360  
    BSE Sensex 50 short Aurobindo Pharma 2,042.46 0.919   10/24/11 0.877 1,876        141,781 -35,236  
10/24/11 Sell DJTA short Delta Air Lines 481.71 6.408 4.429 8/01/11 5.418 -2,610 2,133 -477 6,068  139,171 -33,103 106,068
    BSE Sensex 50 Aurobindo Pharma 2,042.46 0.877 0.962 10/17/11 0.919 -1,876 1,964 88 6,156  137,295 -31,139 106,156
  Buy   long Eicher Motors 802.93 2.335   12/07/15 22.421 1,875        139,170 -33,014  
10/31/11 Sell NZX 50 long a2 Milk 13,477.01 0.139   10/17/11 0.139 -1,876 1,877 1 6,158  137,294 -31,137 106,158
  Buy   short Heartland 6,212.72 0.302   3/05/12 0.277 1,875        139,169 -33,012  
11/21/11 Buy USA short Netflix 232.38 7.867   11/28/11 7.544 1,828        140,997 -34,840  
    DJTA JetBlue Airways 688.64 2.655   12/05/11 3.509 1,828        142,825 -36,668  
11/28/11 Sell USA short Netflix 232.38 7.544 8.203 11/21/11 7.867 -1,828 1,906 78 6,236  140,997 -34,762 106,236
    FTSE Lloyds Bank 57.19 27.613 51.330 8/08/11 37.648 -2,153 2,936 782 7,018  138,844 -31,826 107,018
    OMXC 20 Vestas Wind Systems 811.78 1.979 5.942 7/11/11 3.430 -2,784 4,824 2,040 9,058  136,060 -27,002 109,058
    OMXS 30 Nokia 352.09 4.082 3.825 7/11/11 3.954 -1,392 1,347 -45 9,013  134,668 -25,655 109,013
      SSAB 148.08 6.652 13.285 7/11/11 9.401 -1,392 1,967 575 9,588  133,276 -23,688 109,588
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,057  129,733 -18,677 111,057
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy FTSE long Next 0.74 3,105.900   6/04/12 3,698.710 2,298        132,032 -20,975  
    OMXC 20 Tryg 268.56 8.598   5/14/12 8.768 2,309        134,341 -23,284  
    OMXS 30 Getinge 61.93 18.641   5/14/12 19.967 1,154        135,495 -24,438  
      Lundin 61.79 18.684   5/14/12 15.471 1,154        136,649 -25,593  
    Nordic 30 Equinor 126.49 18.255   5/07/12 19.757 2,309        138,959 -27,902  
12/05/11 Sell FT 30 short Lloyds Bank 50.61 31.447 88.109 6/06/11 52.638 -2,664 4,459 1,795 12,852  136,295 -23,443 112,852
    DJTA JetBlue Airways 688.64 3.509 1.800 11/21/11 2.655 -1,828 1,240 -588 12,263  134,467 -22,203 112,263
  Buy FT 30 long BAT 0.66 3,416.030   12/12/11 3,512.060 2,255        136,721 -24,458  
    DJTA Kirby 46.89 48.011   6/25/12 36.163 2,251        138,972 -26,709  
12/12/11 Sell FT 30 long BAT 0.66 3,512.060   12/05/11 3,416.030 -2,255 2,318 63 12,327  136,718 -24,391 112,327
  Buy   short Lloyds Bank 76.87 28.594   12/19/11 27.968 2,198        138,916 -26,589  
12/19/11 Sell DJIA short Goldman Sachs 23.29 67.244 81.415 8/22/11 73.991 -1,723 1,896 173 12,500  137,193 -24,693 112,500
    Kospi 50 long SK Holdings 19.64 80.532   10/10/11 95.875 -1,883 1,582 -301 12,198  135,310 -23,111 112,198
    DAX short Commerzbank 140.22 9.482 24.862 8/08/11 15.354 -2,153 3,486 1,333 13,532  133,157 -19,625 113,532
    Europe 50 Lloyds Bank 57.19 27.968 50.678 8/08/11 37.648 -2,153 2,898 745 14,277  131,004 -16,727 114,277
    FT 30 Lloyds Bank 76.87 27.968 29.234 12/12/11 28.594 -2,198 2,247 49 14,326  128,806 -14,479 114,326
  Buy DJIA long Visa 132.09 18.897   8/24/15 58.880 2,496        131,302 -16,976  
    Kospi 50 short Hyundai Heavy 13.69 182.275   1/23/12 209.385 2,495        133,797 -19,471  
    DAX long Merck (EMD) 68.02 36.695   6/04/12 36.500 2,496        136,293 -21,967  
    Europe 50 Roche 19.24 129.719   10/20/14 222.572 2,496        138,789 -24,463  
    FT 30 Tate & Lyle 3.09 808.105   5/14/12 858.422 2,497        141,286 -26,960  
12/26/11 Sell HSI short New World Dev 694.22 2.465 5.735 8/01/11 3.760 -2,610 3,981 1,371 15,697  138,676 -22,978 115,697
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,116  134,879 -16,762 118,116
    DJ Global Titans Bank of America 350.80 4.202 11.562 7/25/11 6.970 -2,445 4,056 1,611 19,727  132,434 -12,706 119,727
  Buy HSI long Lenovo 4,968.42 0.538   5/21/12 0.656 2,675        135,109 -15,381  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Huhtamäki 290.13 9.220   1/02/12 9.150 2,675        137,784 -18,056  
    DJ Global Titans Philip Morris 44.26 60.439   1/23/12 57.914 2,675        140,459 -20,731  
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 20,909  137,035 -16,126 120,909
    ISEQ 20 Bank of Ireland 210.89 2.550 21.707 4/25/11 7.440 -1,569 4,578 3,009 23,918  135,466 -11,548 123,918
      Ryanair 466.13 3.780 2.952 4/25/11 3.366 -1,569 1,376 -193 23,725  133,897 -10,172 123,725
    OMXH 25 long Huhtamäki 290.13 9.150   12/26/11 9.220 -2,675 2,655 -20 23,704  131,222 -7,518 123,704
  Buy Germany Encavis 894.09 3.248   5/14/12 2.970 2,904        134,126 -10,422  
    AEX Vopak 70.67 41.095   4/09/12 44.780 2,904        137,030 -13,326  
    ISEQ 20 Flutter 32.20 45.100   5/21/12 50.010 1,452        138,482 -14,778  
      Ryanair 384.13 3.780   5/21/12 4.040 1,452        139,934 -16,230  
    OMXH 25 short Outokumpu 249.91 11.620   1/09/12 12.510 2,904        142,838 -19,134  
1/09/12 Sell S&P 100 short AIG 131.42 18.875 20.895 8/01/11 19.860 -2,610 2,746 136 23,840  140,228 -16,388 123,840
    Euro 50 Societe Generale 42.07 15.000 27.338 9/05/11 20.250 -852 1,150 298 24,139  139,376 -15,238 124,139
      Unicredit 31.03 11.455 65.827 9/05/11 27.460 -852 2,043 1,191 25,329  138,524 -13,195 125,329
    OMXH 25 Outokumpu 249.91 12.510 10.730 1/02/12 11.620 -2,904 2,682 -222 25,107  135,620 -10,514 125,107
    Nikkei (FRA) Resona 521.03 3.458 3.342 3/14/11 3.400 -1,772 1,741 -30 25,076  133,849 -8,772 125,076
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,439  132,077 4,362 136,439
  Buy S&P 100 long Biogen 38.96 90.342   9/03/12 116.954 3,520        135,597 842  
    Euro 50 ASML 54.32 32.400   8/24/15 74.790 1,760        137,357 -918  
      AB InBev 37.06 47.495   8/24/15 91.280 1,760        139,117 -2,678  
    OMXH 25 Wärtsilä 420.89 8.363   1/30/12 8.837 3,520        142,637 -6,198  
    Nikkei (FRA) Aozora Bank 82.36 21.370   5/14/12 18.670 1,760        144,397 -7,958  
      Nitto Boseki 135.65 12.975   5/14/12 12.260 1,760        146,157 -9,718  
1/16/12 Sell ASX 50 short Macquarie Group 117.39 19.953 21.742 7/25/11 20.828 -2,445 2,552 107 36,546  143,712 -7,166 136,546
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,484  139,405 -1,921 137,484
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,177  137,634 -457 137,177
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 36,862  135,862 1,000 136,862
    OBX 25 Frontline 39.36 17.878 333.728 4/11/11 77.243 -3,040 13,136 10,095 46,957  132,822 14,135 146,957
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 50,423  130,091 20,332 150,423
  Buy ASX 50 long James Hardie Ind 728.89 5.856   1/23/12 6.001 4,268        134,359 16,063  
    HSI-Fin AIA 1,626.40 2.624   5/14/12 2.577 4,268        138,627 11,795  
    HSI-Prop China Ov Land & Inv 1,384.82 1.541   6/10/13 2.124 2,134        140,761 9,661  
      China Res Land 1,510.15 1.413   6/10/13 2.183 2,134        142,895 7,527  
    HSI-C&I Sands China 1,661.73 2.568   5/21/12 2.614 4,268        147,163 3,260  
    OBX 25 Equinor 221.55 19.264   5/14/12 19.745 4,268        151,431 -1,009  
    Indices ISEQ-Overall 1.42 3,005.690   5/21/12 3,087.810 4,268        155,699 -5,277  
1/23/12 Sell France short Carrefour 95.73 17.050 41.032 6/27/11 26.450 -2,532 3,928 1,396 51,819  153,167 -1,349 151,819
    SSE 50 China Rwy Constr 4,217.19 0.506 0.789 6/06/11 0.632 -2,664 3,329 665 52,484  150,503 1,980 152,484
    Kospi 50 Hyundai Heavy 13.69 209.385 155.165 12/19/11 182.275 -2,495 2,124 -371 52,112  148,008 4,105 152,112
    ASX 50 long James Hardie Ind 728.89 6.001   1/16/12 5.856 -4,268 4,374 106 52,219  143,740 8,479 152,219
    HDAX short Commerzbank 138.82 14.511 24.359 8/01/11 18.801 -2,610 3,382 772 52,990  141,130 11,860 152,990
    Topix (FRA) Nintendo 23.60 105.744 115.679 8/01/11 110.600 -2,610 2,730 120 53,110  138,520 14,590 153,110
    CAC Mid 60 Genfit 706.59 1.723 8.978 5/16/11 3.933 -2,779 6,343 3,564 56,674  135,741 20,934 156,674
    QIX Pro7-Sat1 153.79 17.200 10.800 8/08/11 14.000 -2,153 1,661 -492 56,182  133,588 22,595 156,182
    DJ Global Titans long Philip Morris 44.26 57.914   12/26/11 60.439 -2,675 2,563 -112 56,071  130,913 25,158 156,071
  Buy France Hermes International 17.86 253.600   4/23/12 251.250 4,529        135,442 20,629  
    SSE 50 China Minsheng Bk 6,784.48 0.668   3/19/12 0.633 4,530        139,972 16,099  
    Kospi 50 Samsung Electronics 295.19 15.346   5/21/12 16.200 4,530        144,502 11,569  
    ASX 50 short QBE Insurance 472.58 9.586   1/30/12 9.544 4,530        149,032 7,039  
    HDAX long Dürr 496.44 9.125   8/04/14 28.230 4,530        153,562 2,509  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Fast Retailing 31.00 146.118   2/27/12 148.473 4,530        158,091 -2,021  
    CAC Mid 60 Innate Pharma 2,649.12 1.710   5/14/12 1.650 4,530        162,621 -6,551  
    QIX Freenet 430.81 10.515   1/18/16 28.325 4,530        167,151 -11,081  
    DJ Global Titans short Bank of America 807.64 5.609   2/06/12 6.060 4,530        171,681 -15,611  
1/30/12 Sell ASX 50 short QBE Insurance 472.58 9.544 9.628 1/23/12 9.586 -4,530 4,550 20 56,090  167,151 -11,061 156,090
    SDAX Heidelberger Druck 932.74 1.657 5.072 5/23/11 2.899 -2,704 4,731 2,027 58,117  164,447 -6,330 158,117
    OMXH 25 long Wärtsilä 420.89 8.837   1/09/12 8.363 -3,520 3,719 199 58,316  160,927 -2,611 158,316
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 2/07/11 4.360 -4,307 7,053 2,746 61,062  156,620 4,442 161,062
  Buy ASX 50 long James Hardie Ind 717.82 5.763   8/17/15 12.058 4,137        160,757 305  
    SDAX Encavis 1,369.41 3.021   5/21/12 2.951 4,137        164,894 -3,832  
    OMXH 25 short Nokia 1,066.24 3.880   2/13/12 3.800 4,137        169,031 -7,969  
    BSE Sensex 30 long Hindustan Unilever 682.54 6.061   11/16/15 11.144 4,137        173,168 -12,106  
2/06/12 Sell CAC 40 short Carrefour 99.79 18.345 51.259 5/09/11 30.665 -3,060 5,115 2,055 63,117  170,108 -6,991 163,117
    TecDAX SMA Solar 48.04 50.420 107.875 3/14/11 73.750 -3,543 5,182 1,639 64,757  166,565 -1,809 164,757
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 64,981  163,255 1,726 164,981
    PSI 20 Teixeira Duarte 4,983.61 0.190 1.958 4/11/11 0.610 -3,040 9,760 6,720 71,701  160,215 11,486 171,701
    DJ Global Titans Bank of America 807.64 6.060 5.157 1/23/12 5.609 -4,530 4,165 -365 71,336  155,685 15,651 171,336
  Buy CAC 40 long Airbus 171.65 27.230   4/09/12 29.725 4,674        160,359 10,977  
    IBEX 35 Bankinter 1,354.00 3.452   2/13/12 3.297 4,674        165,033 6,303  
    PSI 20 Jerónimo Martins 364.02 12.840   2/20/12 12.970 4,674        169,707 1,629  
    MerVal short Gr Fin Galicia 7,880.63 0.593   2/27/12 0.596 4,674        174,381 -3,045  
    DJ Global Titans long Apple 370.95 12.600   5/21/12 15.695 4,674        179,055 -7,719  
2/13/12 Sell IBEX 35 long Bankinter 1,354.00 3.297   2/06/12 3.452 -4,674 4,464 -210 71,126  174,381 -3,255 171,126
    OMXH 25 short Nokia 1,066.24 3.800 3.962 1/30/12 3.880 -4,137 4,224 87 71,214  170,244 969 171,214
    Nikkei (TYO) Tokyo Electric Power 740.69 1.953 8.741 5/09/11 4.131 -3,060 6,474 3,414 74,628  167,184 7,444 174,628
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (TYO) Nintendo 14.99 104.998 129.488 8/29/11 116.602 -1,748 1,941 193 74,821  165,437 9,385 174,821
    GEX MeVis Medical 290.82 5.650 26.343 3/07/11 12.200 -3,548 7,661 4,113 78,934  161,889 17,046 178,934
  Buy IBEX 35 Sacyr 1,478.27 3.314   8/20/12 1.284 4,899        166,788 12,147  
    OMXH 25 long Nokian Tyres 145.37 33.700   4/09/12 36.040 4,899        171,686 7,248  
    Topix (TYO) Fast Retailing 31.63 154.867   5/07/12 167.646 4,898        176,585 2,349  
    GEX 4SC 79.54 61.593   5/07/12 48.084 4,899        181,484 -2,550  
2/20/12 Sell TSX 60 short BlackBerry 101.03 11.318 81.048 5/09/11 30.287 -3,060 8,188 5,128 84,063  178,424 5,639 184,063
    PSI 20 long Jerónimo Martins 364.02 12.970   2/06/12 12.840 -4,674 4,721 47 84,110  173,750 10,360 184,110
  Buy TSX 60 Constellation Soft 68.76 70.699   4/16/12 66.838 4,861        178,611 5,499  
    PSI 20 short Pharol 1,157.38 4.200   2/27/12 3.989 4,861        183,472 638  
    SLI long Sonova 56.99 85.291   4/23/12 82.016 4,861        188,333 -4,223  
2/27/12 Sell PSI 20 short Pharol 1,157.38 3.989 4.422 2/20/12 4.200 -4,861 5,118 257 84,367  183,472 895 184,367
    MerVal Gr Fin Galicia 7,880.63 0.596 0.591 2/06/12 0.593 -4,674 4,654 -20 84,347  178,798 5,549 184,347
    Topix (FRA) long Fast Retailing 31.00 148.473   1/23/12 146.118 -4,530 4,603 73 84,420  174,268 10,152 184,420
  Buy PSI 20 Jerónimo Martins 358.44 13.570   3/12/12 14.360 4,864        179,133 5,288  
    Topix (FRA) short Mazda Motor 761.19 6.390   3/05/12 6.150 4,864        183,997 424  
3/05/12 Sell NZX 50 short Heartland 6,212.72 0.277 0.329 10/31/11 0.302 -1,875 2,046 171 84,592  182,122 2,470 184,592
    Topix (FRA) Mazda Motor 761.19 6.150 6.639 2/27/12 6.390 -4,864 5,054 190 84,782  177,258 7,524 184,782
  Buy MerVal Aluar 10,016.67 0.480   3/12/12 0.513 4,807        182,065 2,717  
    NZX 50 long a2 Milk 20,675.27 0.233   5/21/12 0.267 4,807        186,872 -2,090  
    Topix (FRA) Isuzu Motors 572.13 8.402   3/19/12 8.620 4,807        191,679 -6,897  
3/12/12 Sell BEL 20 short Bekaert 55.19 24.765 102.733 7/11/11 50.440 -2,784 5,670 2,886 87,668  188,895 -1,227 187,668
    PSI 20 long Jerónimo Martins 358.44 14.360   2/27/12 13.570 -4,864 5,147 283 87,951  184,031 3,920 187,951
    MerVal short Aluar 10,016.67 0.513 0.447 3/05/12 0.480 -4,807 4,477 -330 87,621  179,224 8,398 187,621
  Buy BEL 20 long Galapagos 390.75 12.540   5/14/12 10.990 4,900        184,124 3,498  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 short Pharol 1,243.97 3.939   3/26/12 4.022 4,900        189,024 -1,402  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,784.48 0.633   1/23/12 0.668 -4,530 4,295 -235 87,387  184,494 2,893 187,387
    Topix (FRA) Isuzu Motors 572.13 8.620   3/05/12 8.402 -4,807 4,932 125 87,511  179,687 7,825 187,511
  Buy SSE 50 short Anhui Conch Cement 2,497.57 1.955   4/09/12 2.031 4,883        184,570 2,942  
    Topix (FRA) Mazda Motor 755.88 6.460   8/13/12 4.800 4,883        189,453 -1,941  
3/26/12 Sell ATX short Flughafen Wien 302.17 7.050 9.772 7/18/11 8.300 -2,508 2,953 445 87,956  186,945 1,011 187,956
    PSI 20 Pharol 1,243.97 4.022 3.856 3/12/12 3.939 -4,900 4,797 -103 87,853  182,045 5,808 187,853
  Buy ATX long Österreichische Post 192.10 25.200   4/09/12 25.800 4,841        186,886 967  
    PSI 20 Jerónimo Martins 324.90 14.900   4/02/12 15.420 4,841        191,727 -3,874  
4/02/12 Sell   long Jerónimo Martins 324.90 15.420   3/26/12 14.900 -4,841 5,010 169 88,022  186,886 1,136 188,022
    Athex LC short Piraeus Bank 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 106,261  182,563 23,699 206,261
  Buy PSI 20 Banco Comercial 8,727.60 0.659   8/20/12 0.452 5,748        188,311 17,951  
    Athex LC long EYDAP 1,444.22 3.980   4/16/12 4.030 5,748        194,059 12,203  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,497.57 2.031 1.880 3/19/12 1.955 -4,883 4,694 -189 106,072  189,176 16,897 206,072
    ATX long Österreichische Post 192.10 25.800   3/26/12 25.200 -4,841 4,956 115 106,188  184,335 21,853 206,188
    CAC 40 Airbus 171.65 29.725   2/06/12 27.230 -4,674 5,102 428 106,616  179,661 26,955 206,616
    AEX Vopak 70.67 44.780   1/02/12 41.095 -2,904 3,165 260 106,876  176,756 30,120 206,876
    OMXH 25 Nokian Tyres 145.37 36.040   2/13/12 33.700 -4,899 5,239 340 107,216  171,857 35,359 207,216
  Buy SSE 50 China Northern Rare 2,099.80 2.888   6/04/12 3.823 6,064        177,922 29,295  
    ATX short Zumtobel 618.52 9.804   4/16/12 9.950 6,064        183,985 23,231  
    AEX ArcelorMittal 156.57 38.730   9/03/12 35.565 6,064        190,049 17,167  
    OMXH 25 Outokumpu 521.86 11.620   8/20/12 6.980 6,064        196,113 11,103  
4/16/12 Sell ATX short Zumtobel 618.52 9.950 9.658 4/09/12 9.804 -6,064 5,974 -90 107,126  190,049 17,077 207,126
    TSX 60 long Constellation Soft 68.76 66.838   2/20/12 70.699 -4,861 4,596 -265 106,861  185,188 21,672 206,861
    Athex LC EYDAP 1,444.22 4.030   4/02/12 3.980 -5,748 5,820 72 106,933  179,440 27,493 206,933
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ATX Österreichische Post 219.27 26.725   5/21/12 27.000 5,860        185,300 21,633  
    TSX 60 short BlackBerry 579.88 10.106   8/20/12 5.638 5,860        191,160 15,773  
    Athex LC Public Power 3,780.65 1.550   9/03/12 1.330 5,860        197,020 9,913  
4/23/12 Sell France long Hermes International 17.86 251.250   1/23/12 253.600 -4,529 4,487 -42 106,891  192,491 14,400 206,891
    SLI Sonova 56.99 82.016   2/20/12 85.291 -4,861 4,674 -187 106,704  187,630 19,074 206,704
  Buy France short Solocal 3.82 1,476.830   8/13/12 1,038.280 5,641        193,272 13,432  
    MerVal YPF 420.16 13.433   8/27/12 14.446 5,644        198,916 7,788  
    SLI Lonza 163.58 34.504   11/26/12 36.099 5,644        204,560 2,144  
    GCX REC Silicon 1,622.45 3.479   2/11/13 1.027 5,644        210,204 -3,500  
4/30/12 Sell SP Global 100 short Carrefour 129.98 15.175 26.570 8/01/11 20.080 -2,610 3,454 844 107,548  207,594 -46 207,548
  Buy   long Apple 329.58 15.738   10/20/14 19.487 5,187        212,781 -5,233  
5/07/12 Sell Nordic 30 long Equinor 126.49 19.757   11/28/11 18.255 -2,309 2,499 190 107,738  210,472 -2,734 207,738
    Topix (TYO) Fast Retailing 31.63 167.646   2/13/12 154.867 -4,898 5,303 404 108,142  205,573 2,569 208,142
    GEX 4SC 79.54 48.084   2/13/12 61.593 -4,899 3,825 -1,075 107,067  200,674 6,393 207,067
  Buy Nordic 30 short Nokia 2,223.33 2.400   8/13/12 2.220 5,336        206,010 1,057  
    Topix (TYO) Sony 455.31 11.720   6/11/12 10.270 5,336        211,346 -4,279  
5/14/12 Sell Germany long Encavis 894.09 2.970   1/02/12 3.248 -2,904 2,655 -249 106,819  208,442 -1,623 206,819
    MDAX short Ceconomy 224.02 7.298 12.656 8/08/11 9.611 -2,153 2,835 682 107,501  206,289 1,212 207,501
    HSI-Fin long AIA 1,626.40 2.577   1/16/12 2.624 -4,268 4,192 -76 107,425  202,021 5,403 207,425
    BEL 20 Galapagos 390.75 10.990   3/12/12 12.540 -4,900 4,294 -606 106,819  197,121 9,698 206,819
    OMXC 20 Tryg 268.56 8.768   11/28/11 8.598 -2,309 2,355 46 106,865  194,812 12,053 206,865
    OBX 25 Equinor 221.55 19.745   1/16/12 19.264 -4,268 4,375 107 106,972  190,544 16,427 206,972
    OMXS 30 Getinge 61.93 19.967   11/28/11 18.641 -1,154 1,237 82 107,054  189,390 17,664 207,054
      Lundin 61.79 15.471   11/28/11 18.684 -1,154 956 -199 106,855  188,235 18,620 206,855
    FT 30 Tate & Lyle 3.09 858.422   12/19/11 808.105 -2,497 2,653 155 107,011  185,738 21,272 207,011
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Aozora Bank 82.36 18.670   1/09/12 21.370 -1,760 1,538 -222 106,788  183,978 22,810 206,788
      Nitto Boseki 135.65 12.260   1/09/12 12.975 -1,760 1,663 -97 106,691  182,218 24,473 206,691
    CAC Mid 60 Innate Pharma 2,649.12 1.650   1/23/12 1.710 -4,530 4,371 -159 106,532  177,688 28,844 206,532
  Buy Germany short SolarWorld 24.87 236.550   9/10/12 182.550 5,883        183,571 22,961  
    MDAX long Dürr 537.55 10.946   5/21/12 10.445 5,884        189,455 17,077  
    HSI-Fin short HK Exchgs & Clrg 518.14 11.356   9/17/12 11.718 5,884        195,339 11,193  
    BEL 20 Bekaert 257.51 22.850   6/25/12 18.225 5,884        201,223 5,309  
    OMXC 20 Vestas Wind Systems 5,192.38 1.133   5/28/12 1.008 5,884        207,107 -575  
    OBX 25 REC Silicon 1,699.84 3.462   9/03/12 2.359 5,884        212,991 -6,459  
    OMXS 30 ABB 226.89 12.967   7/23/12 14.168 2,942        215,933 -9,401  
      Nokia 1,258.13 2.338   7/23/12 1.752 2,942        218,875 -12,343  
    FT 30 Man Group 56.98 103.259   8/06/12 106.958 5,884        224,759 -18,227  
    Nikkei (FRA) Nippon Sheet Glass 325.44 9.040   1/07/13 9.100 2,942        227,701 -21,169  
      Sharp 76.16 38.630   1/07/13 23.550 2,942        230,643 -24,111  
    CAC Mid 60 Vallourec 4.26 1,382.400   9/10/12 1,453.800 5,889        236,532 -30,000  
5/21/12 Sell HSI long Lenovo 4,968.42 0.656   12/26/11 0.538 -2,675 3,258 583 107,116  233,857 -26,742 207,116
    Kospi 50 Samsung Electronics 295.19 16.200   1/23/12 15.346 -4,530 4,782 252 107,368  229,327 -21,959 207,368
    ATX Österreichische Post 219.27 27.000   4/16/12 26.725 -5,860 5,920 60 107,428  223,467 -16,039 207,428
    MDAX Dürr 537.55 10.445   5/14/12 10.946 -5,884 5,615 -269 107,159  217,583 -10,424 207,159
    SDAX Encavis 1,369.41 2.951   1/30/12 3.021 -4,137 4,041 -96 107,063  213,446 -6,383 207,063
    HSI-C&I Sands China 1,661.73 2.614   1/16/12 2.568 -4,268 4,344 76 107,139  209,178 -2,039 207,139
    ISEQ 20 Flutter 32.20 50.010   1/02/12 45.100 -1,452 1,610 158 107,297  207,726 -429 207,297
      Ryanair 384.13 4.040   1/02/12 3.780 -1,452 1,552 100 107,397  206,274 1,123 207,397
    SMI short Credit Suisse 104.12 15.602 55.361 5/09/11 29.390 -3,060 5,764 2,704 110,101  203,214 6,887 210,101
    NZX 50 long a2 Milk 20,675.27 0.267   3/05/12 0.233 -4,807 5,512 705 110,806  198,407 12,399 210,806
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices ISEQ-Overall 1.42 3,087.810   1/16/12 3,005.690 -4,268 4,385 117 110,923  194,139 16,784 210,923
    DJ Global Titans Apple 370.95 15.695   2/06/12 12.600 -4,674 5,822 1,148 112,071  189,465 22,606 212,071
  Buy HSI short China Unicom 4,934.80 1.189   8/20/12 1.370 5,866        195,331 16,740  
    Kospi 50 SK Holdings 104.23 56.279   7/23/12 68.528 5,866        201,197 10,874  
    ATX Zumtobel 595.05 9.858   6/25/12 8.050 5,866        207,063 5,008  
    MDAX Ströer Media 738.51 7.943   5/28/12 8.000 5,866        212,929 -858  
    TecDAX SMA Solar 222.91 26.315   12/22/14 14.800 5,866        218,795 -6,724  
    SDAX Klöckner 748.79 7.834   10/29/12 7.058 5,866        224,661 -12,590  
    HSI-C&I Citic Pacific 4,951.88 1.185   9/17/12 0.959 5,866        230,527 -18,456  
    ISEQ 20 Bank of Ireland 1,123.75 2.610   8/27/12 2.490 2,933        233,460 -21,389  
      Smurfit Kappa 528.47 5.550   8/27/12 6.550 2,933        236,393 -24,322  
    SMI long Richemont 122.11 48.039   5/28/12 48.077 5,866        242,259 -30,188  
    NZX 50 short Katmandu 6,150.78 0.954   7/30/12 0.992 5,866        248,125 -36,054  
    Indices Athex Large Cap 2.89 2,028.100   9/10/12 2,671.700 5,861        253,986 -41,915  
    Nikkei (TYO) Nippon Sheet Glass 688.57 8.519   7/02/12 8.411 5,866        259,852 -47,781  
    DJ Global Titans Telefónica 597.60 9.816   5/28/12 9.440 5,866        265,718 -53,647  
5/28/12 Sell MDAX short Ströer Media 738.51 8.000 7.886 5/21/12 7.943 -5,866 5,824 -42 112,029  259,852 -47,824 212,029
    OMXC 20 Vestas Wind Systems 5,192.38 1.008 1.274 5/14/12 1.133 -5,884 6,615 731 112,760  253,968 -41,208 212,760
    SMI long Richemont 122.11 48.077   5/21/12 48.039 -5,866 5,871 5 112,764  248,102 -35,338 212,764
    DJ Global Titans short Telefónica 597.60 9.440 10.207 5/21/12 9.816 -5,866 6,100 234 112,998  242,236 -29,238 212,998
  Buy MDAX long Rhön-Klinikum 208.82 21.995   6/04/12 22.100 4,593        246,829 -33,831  
    OMXC 20 GN Store Nord 67.40 68.150   6/04/12 67.500 4,593        251,422 -38,424  
    SMI short Credit Suisse 291.91 15.734   6/04/12 15.300 4,593        256,015 -43,017  
    DJ Global Titans long Apple 281.65 16.307   10/22/12 17.386 4,593        260,608 -47,610  
6/04/12 Sell SSE 50 long China Northern Rare 2,099.80 3.823   4/09/12 2.888 -6,064 8,028 1,964 114,962  254,544 -39,582 214,962
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DAX Merck (EMD) 68.02 36.500   12/19/11 36.695 -2,496 2,483 -13 114,949  252,048 -37,100 214,949
    MDAX Rhön-Klinikum 208.82 22.100   5/28/12 21.995 -4,593 4,615 22 114,970  247,455 -32,485 214,970
    FTSE Next 0.74 3,698.710   11/28/11 3,105.900 -2,298 2,737 439 115,409  245,157 -29,748 215,409
    OMXC 20 GN Store Nord 67.40 67.500   5/28/12 68.150 -4,593 4,550 -44 115,365  240,563 -25,198 215,365
    SMI short Credit Suisse 291.91 15.300 16.181 5/28/12 15.734 -4,593 4,723 130 115,496  235,970 -20,475 215,496
  Buy SSE 50 China Unicom 9,634.39 0.506   12/10/12 0.413 4,875        240,845 -25,350  
    DAX thyssenkrupp 384.77 12.670   7/16/12 14.565 4,875        245,721 -30,225  
    MDAX Ströer Media 582.09 8.375   6/18/12 8.546 4,875        250,596 -35,100  
    FTSE Aviva 14.59 334.157   7/30/12 382.206 4,875        255,471 -39,975  
    OMXC 20 Vestas Wind Systems 5,585.47 0.873   6/18/12 0.791 4,875        260,346 -44,850  
    SMI long Swiss Re 111.44 43.744   6/11/12 46.079 4,875        265,221 -49,725  
6/11/12 Sell   long Swiss Re 111.44 46.079   6/04/12 43.744 -4,875 5,135 260 115,756  260,346 -44,590 215,756
    Topix (TYO) short Sony 455.31 10.270 13.374 5/07/12 11.720 -5,336 6,089 753 116,509  255,010 -38,501 216,509
  Buy SMI Credit Suisse 276.82 16.076   6/18/12 14.519 4,450        259,460 -42,951  
    Topix (TYO) long Subaru 735.84 6.048   1/11/16 33.663 4,450        263,910 -47,401  
6/18/12 Sell MDAX short Ströer Media 582.09 8.546 8.204 6/04/12 8.375 -4,875 4,775 -100 116,410  259,035 -42,625 216,410
    OMXC 20 Vestas Wind Systems 5,585.47 0.791 0.963 6/04/12 0.873 -4,875 5,381 506 116,916  254,160 -37,244 216,916
    SMI Credit Suisse 276.82 14.519 17.799 6/11/12 16.076 -4,450 4,927 477 117,393  249,710 -32,317 217,393
  Buy MDAX long Dürr 408.75 11.318   6/25/12 11.594 4,626        254,336 -36,943  
    OMXC 20 GN Store Nord 63.15 73.250   6/25/12 71.650 4,626        258,962 -41,569  
    SMI Swiss Re 99.23 46.620   11/19/12 54.864 4,626        263,588 -46,195  
6/25/12 Sell ATX short Zumtobel 595.05 8.050 12.072 5/21/12 9.858 -5,866 7,184 1,318 118,710  257,722 -39,011 218,710
    MDAX long Dürr 408.75 11.594   6/18/12 11.318 -4,626 4,739 113 118,823  253,096 -34,273 218,823
    RTX short Mobile TeleSystems 211.85 13.400 11.240 8/01/11 12.320 -2,610 2,381 -229 118,594  250,486 -31,891 218,594
    BEL 20 Bekaert 257.51 18.225 28.649 5/14/12 22.850 -5,884 7,377 1,493 120,088  244,602 -24,514 220,088
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 long GN Store Nord 63.15 71.650   6/18/12 73.250 -4,626 4,525 -101 119,987  239,976 -19,989 219,987
    DJTA Kirby 46.89 36.163   12/05/11 48.011 -2,251 1,696 -556 119,431  237,725 -18,294 219,431
  Buy ATX Österreichische Post 194.21 25.890   7/29/13 31.600 5,028        242,753 -23,322  
    MDAX short Ströer Media 625.30 8.041   7/02/12 8.090 5,028        247,781 -28,350  
    RTX long Magnit 236.61 21.250   7/02/12 22.430 5,028        252,809 -33,378  
    BEL 20 Galapagos 410.45 12.250   10/22/12 16.900 5,028        257,837 -38,406  
    OMXC 20 short Vestas Wind Systems 6,195.93 0.812   7/16/12 0.678 5,028        262,865 -43,434  
    DJTA Ryder System 184.02 27.323   7/02/12 27.880 5,028        267,893 -48,462  
7/02/12 Sell MDAX short Ströer Media 625.30 8.090 7.992 6/25/12 8.041 -5,028 4,997 -31 119,400  262,865 -43,464 219,400
    RTX long Magnit 236.61 22.430   6/25/12 21.250 -5,028 5,307 279 119,680  257,837 -38,157 219,680
    DJTA short Ryder System 184.02 27.880 26.767 6/25/12 27.323 -5,028 4,926 -102 119,577  252,809 -33,232 219,577
    STI Wilmar International 1,080.38 2.197 3.631 5/02/11 2.824 -3,051 3,922 871 120,449  249,758 -29,309 220,449
    Nikkei (TYO) Nippon Sheet Glass 688.57 8.411 8.629 5/21/12 8.519 -5,866 5,942 76 120,524  243,892 -23,368 220,524
  Buy MDAX long Dürr 395.35 12.465   7/23/12 13.345 4,928        248,820 -28,296  
    RTX short RusHydro 2,427.59 2.030   7/09/12 2.080 4,928        253,748 -33,224  
    DJTA long Delta Air Lines 561.27 8.780   9/17/12 7.031 4,928        258,676 -38,152  
    STI ThaiBev 23,223.37 0.212   6/10/13 0.382 4,928        263,604 -43,080  
    Nikkei (TYO) OKI Electric 386.06 12.765   7/16/12 12.784 4,928        268,532 -48,008  
7/09/12 Sell RTX short RusHydro 2,427.59 2.080 1.980 7/02/12 2.030 -4,928 4,807 -121 120,403  263,604 -43,201 220,403
  Buy   long Magnit 204.71 21.640   7/16/12 22.510 4,430        268,034 -47,631  
7/16/12 Sell DAX short thyssenkrupp 384.77 14.565 10.775 6/04/12 12.670 -4,875 4,146 -729 119,674  263,159 -43,485 219,674
    RTX long Magnit 204.71 22.510   7/09/12 21.640 -4,430 4,608 178 119,852  258,729 -38,877 219,852
    OMXC 20 short Vestas Wind Systems 6,195.93 0.678 0.971 6/25/12 0.812 -5,028 6,016 988 120,839  253,701 -32,861 220,839
    Nikkei (TYO) long OKI Electric 386.06 12.784   7/02/12 12.765 -4,928 4,935 7 120,847  248,773 -27,926 220,847
  Buy DAX Continental 81.01 59.533   8/11/14 133.083 4,823        253,596 -32,749  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    RTX short RusHydro 2,264.32 2.130   9/03/12 2.010 4,823        258,419 -37,572  
    OMXC 20 long Genmab 569.50 8.469   6/24/13 22.604 4,823        263,242 -42,395  
    Nikkei (TYO) short Nippon Sheet Glass 632.20 7.629   11/19/12 7.143 4,823        268,065 -47,218  
7/23/12 Sell Kospi 50 short SK Holdings 104.23 68.528 44.029 5/21/12 56.279 -5,866 4,589 -1,277 119,570  262,199 -42,629 219,570
    MDAX long Dürr 395.35 13.345   7/02/12 12.465 -4,928 5,276 348 119,918  257,271 -37,353 219,918
    OMXS 30 short ABB 226.89 14.168 11.765 5/14/12 12.967 -2,942 2,669 -273 119,645  254,329 -34,683 219,645
      Nokia 1,258.13 1.752 3.121 5/14/12 2.338 -2,942 3,927 985 120,630  251,387 -30,757 220,630
  Buy Kospi 50 long Amorepacific Group 181.38 26.166   10/20/14 87.497 4,746        256,133 -35,503  
    MDAX short Ströer Media 598.71 7.927   8/06/12 7.080 4,746        260,879 -40,249  
    OMXS 30 long Electrolux 133.91 17.722   6/24/13 19.030 2,373        263,252 -42,622  
      Swedbank 172.10 13.789   6/24/13 16.871 2,373        265,625 -44,995  
7/30/12 Sell FTSE short Aviva 14.59 382.206 286.108 6/04/12 334.157 -4,875 4,174 -701 119,929  260,749 -40,820 219,929
    NZX 50 Katmandu 6,150.78 0.992 0.916 5/21/12 0.954 -5,866 5,632 -234 119,695  254,883 -35,188 219,695
  Buy FTSE long Ashtead 13.84 333.248   8/24/15 1,199.890 4,612        259,495 -39,800  
8/06/12 Sell MDAX short Ströer Media 598.71 7.080 8.875 7/23/12 7.927 -4,746 5,314 568 120,263  254,749 -34,487 220,263
    FT 30 Man Group 56.98 106.958 99.561 5/14/12 103.259 -5,884 5,673 -211 120,052  248,866 -28,814 220,052
  Buy MDAX long Dürr 345.44 13.838   10/29/12 14.790 4,780        253,646 -33,594  
    FT 30 Ferguson 1.56 3,068.570   6/24/13 3,452.810 4,787        258,433 -38,381  
8/13/12 Sell France short Solocal 3.82 1,038.280 2,100.620 4/23/12 1,476.830 -5,641 8,024 2,383 122,435  252,791 -30,356 222,435
    Nordic 30 Nokia 2,223.33 2.220 2.595 5/07/12 2.400 -5,336 5,769 433 122,868  247,455 -24,588 222,868
    Topix (FRA) Mazda Motor 755.88 4.800 8.694 3/19/12 6.460 -4,883 6,572 1,689 124,556  242,572 -18,016 224,556
  Buy France long Eurofins Scientific 498.60 10.355   4/22/13 15.325 5,163        247,735 -23,179  
    Nordic 30 Pandora 461.30 11.192   6/03/13 26.264 5,163        252,898 -28,342  
    Topix (FRA) Softbank 319.91 16.139   9/03/12 15.996 5,163        258,061 -33,505  
8/20/12 Sell HSI short China Unicom 4,934.80 1.370 1.008 5/21/12 1.189 -5,866 4,974 -892 123,664  252,195 -28,531 223,664
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    IBEX 35 Sacyr 1,478.27 1.284 8.553 2/13/12 3.314 -4,899 12,644 7,745 131,409  247,296 -15,887 231,409
    OMXH 25 Outokumpu 521.86 6.980 19.345 4/09/12 11.620 -6,064 10,095 4,031 135,441  241,232 -5,792 235,441
    TSX 60 BlackBerry 579.88 5.638 18.115 4/16/12 10.106 -5,860 10,505 4,644 140,085  235,372 4,713 240,085
    PSI 20 Banco Comercial 8,727.60 0.452 0.960 4/02/12 0.659 -5,748 8,375 2,627 142,712  229,624 13,088 242,712
  Buy HSI long Galaxy Entertainment 2,718.19 2.352   4/22/13 3.135 6,394        236,018 6,694  
    IBEX 35 Grifols 568.86 11.240   11/05/12 13.025 6,394        242,412 300  
    OMXH 25 Huhtamäki 537.76 11.890   10/22/12 12.450 6,394        248,806 -6,094  
    TSX 60 Couche-Tard 956.47 6.685   4/22/13 7.405 6,394        255,200 -12,488  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,123.75 2.490 2.736 5/21/12 2.610 -2,933 3,074 141 142,853  252,267 -9,414 242,853
      Smurfit Kappa 528.47 6.550 4.550 5/21/12 5.550 -2,933 2,405 -528 142,325  249,334 -7,009 242,325
    MerVal YPF 420.16 14.446 12.421 4/23/12 13.433 -5,644 5,219 -425 141,900  243,690 -1,791 241,900
  Buy ISEQ 20 long Kerry 79.86 37.580   6/17/13 42.250 3,001        246,691 -4,792  
      Smurfit Kappa 458.17 6.550   6/17/13 12.270 3,001        249,692 -7,793  
9/03/12 Sell S&P 100 long Biogen 38.96 116.954   1/09/12 90.342 -3,520 4,557 1,037 142,936  246,173 -3,236 242,936
    AEX short ArcelorMittal 156.57 35.565 42.177 4/09/12 38.730 -6,064 6,604 540 143,476  240,109 3,367 243,476
    RTX RusHydro 2,264.32 2.010 2.257 7/16/12 2.130 -4,823 5,111 288 143,764  235,286 8,478 243,764
    OBX 25 REC Silicon 1,699.84 2.359 5.080 5/14/12 3.462 -5,884 8,635 2,751 146,515  229,402 17,113 246,515
    Athex LC Public Power 3,780.65 1.330 1.806 4/16/12 1.550 -5,860 6,829 969 147,484  223,542 23,942 247,484
    Topix (FRA) long Softbank 319.91 15.996   8/13/12 16.139 -5,163 5,117 -46 147,438  218,379 29,060 247,438
  Buy S&P 100 short HP 511.59 13.511   9/17/12 13.872 6,912        225,291 22,148  
    RTX long Magnit 285.38 24.220   9/17/12 27.650 6,912        232,203 15,236  
    OBX 25 Grieg Seafood 5,040.11 1.371   1/07/13 1.707 6,912        239,115 8,324  
    Athex LC Alpha Bank 103.16 67.000   3/25/13 37.850 6,912        246,026 1,412  
    MerVal short Pampa Energía 41,118.38 0.168   9/10/12 0.164 6,912        252,938 -5,500  
    Topix (FRA) Kansai Electric Pwr 1,212.21 5.702   3/11/13 6.145 6,912        259,850 -12,412  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/10/12 Sell Germany short SolarWorld 24.87 182.550 306.524 5/14/12 236.550 -5,883 7,623 1,740 149,179  253,967 -4,789 249,179
    MerVal Pampa Energía 41,118.38 0.164 0.172 9/03/12 0.168 -6,912 7,085 173 149,351  247,055 2,296 249,351
    CAC Mid 60 Vallourec 4.26 1,453.800 1,311.000 5/14/12 1,382.400 -5,889 5,585 -304 149,047  241,166 7,881 249,047
    Indices Athex Large Cap 2.89 2,671.700 1,384.500 5/21/12 2,028.100 -5,861 4,001 -1,860 147,187  235,305 11,882 247,187
  Buy Germany long ADLER Real Estate 5,488.14 1.180   6/24/13 2.050 6,476        241,781 5,406  
    CAC Mid 60 Eurofins Scientific 588.73 11.000   4/22/13 15.325 6,476        248,257 -1,070  
    Indices OMXC 20 97.52 66.404   6/17/13 70.001 6,476        254,733 -7,546  
9/17/12 Sell S&P 100 short HP 511.59 13.872 13.150 9/03/12 13.511 -6,912 6,727 -185 147,002  247,821 -819 247,002
    RTX long Magnit 285.38 27.650   9/03/12 24.220 -6,912 7,891 979 147,981  240,909 7,072 247,981
    HSI-Fin short HK Exchgs & Clrg 518.14 11.718 10.994 5/14/12 11.356 -5,884 5,696 -188 147,794  235,025 12,769 247,794
    HSI-C&I Citic Pacific 4,951.88 0.959 1.464 5/21/12 1.185 -5,866 7,248 1,382 149,176  229,159 20,017 249,176
    DJTA long Delta Air Lines 561.27 7.031   7/02/12 8.780 -4,928 3,946 -982 148,194  224,231 23,963 248,194
  Buy S&P 100 Gilead Sciences 271.44 25.063   10/13/14 79.611 6,803        231,034 17,160  
    CAC 40 Credit Agricole 1,136.86 5.984   9/24/12 5.714 6,803        237,837 10,357  
    RTX short RusHydro 3,255.02 2.090   2/04/13 1.770 6,803        244,640 3,554  
    HSI-Fin long Bank of China (HK) 2,850.26 2.387   5/13/13 2.748 6,803        251,443 -3,249  
    HSI-C&I Galaxy Entertainment 2,798.44 2.431   4/08/13 3.018 6,803        258,246 -10,052  
    DJTA short Expeditors Wash 232.08 29.314   9/24/12 28.398 6,803        265,049 -16,855  
9/24/12 Sell CAC 40 long Credit Agricole 1,136.86 5.714   9/17/12 5.984 -6,803 6,496 -307 147,887  258,246 -10,359 247,887
    DJTA short Expeditors Wash 232.08 28.398 30.259 9/17/12 29.314 -6,803 7,023 219 148,107  251,443 -3,336 248,107
  Buy   long Avis Budget 492.71 12.419   7/20/15 38.916 6,119        257,562 -9,455  
10/01/12 Buy CAC Next 20 short Hermes International 28.21 211.450   12/10/12 235.500 5,965        263,527 -15,420  
10/15/12 Buy AEX short KPN 1,604.25 3.626   2/02/15 2.756 5,817        269,344 -21,237  
    MerVal Pampa Energía 38,574.27 0.151   10/22/12 0.141 5,817        275,161 -27,054  
10/22/12 Sell BEL 20 long Galapagos 410.45 16.900   6/25/12 12.250 -5,028 6,937 1,909 150,015  270,133 -20,118 250,015
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Huhtamäki 537.76 12.450   8/20/12 11.890 -6,394 6,695 301 150,316  263,739 -13,423 250,316
    MerVal short Pampa Energía 38,574.27 0.141 0.161 10/15/12 0.151 -5,817 6,226 409 150,725  257,922 -7,197 250,725
    DJ Global Titans long Apple 281.65 17.386   5/28/12 16.307 -4,593 4,897 304 151,029  253,329 -2,300 251,029
  Buy BEL 20 short Bekaert 288.14 21.580   11/12/12 21.290 6,218        259,547 -8,518  
    OMXH 25 Outokumpu 961.05 6.470   11/05/12 6.200 6,218        265,765 -14,736  
    DJ Global Titans Telefónica 592.19 10.500   10/29/12 10.070 6,218        271,983 -20,954  
10/29/12 Sell MDAX long Dürr 345.44 14.790   8/06/12 13.838 -4,780 5,109 329 151,358  267,203 -15,845 251,358
    SDAX short Klöckner 748.79 7.058 8.695 5/21/12 7.834 -5,866 6,511 645 152,003  261,337 -9,334 252,003
    DJ Global Titans Telefónica 592.19 10.070 10.948 10/22/12 10.500 -6,218 6,484 266 152,269  255,119 -2,851 252,269
  Buy MDAX Ströer Media 940.42 6.630   1/14/13 6.901 6,235        261,354 -9,086  
    SDAX long ADLER Real Estate 3,946.20 1.580   11/26/12 1.285 6,235        267,589 -15,321  
    MerVal short Pampa Energía 43,059.39 0.145   12/24/12 0.147 6,235        273,824 -21,556  
    BAX long KUKA 266.74 23.375   6/24/13 31.820 6,235        280,059 -27,791  
    DJ Global Titans Bank of America 865.54 7.204   12/16/13 11.075 6,235        286,294 -34,026  
11/05/12 Sell MIB short UnipolSai 493.57 0.935 28.146 6/27/11 5.130 -2,532 13,892 11,360 163,629  283,762 -20,133 263,629
    IBEX 35 long Grifols 568.86 13.025   8/20/12 11.240 -6,394 7,409 1,015 164,644  277,368 -12,724 264,644
    OMXH 25 short Outokumpu 961.05 6.200 6.752 10/22/12 6.470 -6,218 6,489 271 164,915  271,150 -6,235 264,915
  Buy MIB long Azimut 694.97 9.304   8/04/14 18.460 6,466        277,616 -12,701  
    OMXH 25 Konecranes 256.08 25.250   11/12/12 24.380 6,466        284,082 -19,167  
11/12/12 Sell BEL 20 short Bekaert 288.14 21.290 21.874 10/22/12 21.580 -6,218 6,303 85 165,000  277,864 -12,864 265,000
    OMXH 25 long Konecranes 256.08 24.380   11/05/12 25.250 -6,466 6,243 -223 164,777  271,398 -6,621 264,777
  Buy BEL 20 Galapagos 381.61 16.910   6/24/13 14.210 6,453        277,851 -13,074  
    OMXH 25 short Outokumpu 1,005.14 6.420   12/31/12 7.400 6,453        284,304 -19,527  
11/19/12 Sell SMI long Swiss Re 99.23 54.864   6/18/12 46.620 -4,626 5,444 818 165,595  279,678 -14,083 265,595
    Nikkei (TYO) short Nippon Sheet Glass 632.20 7.143 8.148 7/16/12 7.629 -4,823 5,151 328 165,923  274,855 -8,932 265,923
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy PSI 20 Impresa 22,151.72 0.290   12/17/12 0.300 6,424        281,279 -15,356  
    SMI Julius Bär 245.94 26.121   12/17/12 27.324 6,424        287,703 -21,780  
    Nikkei (TYO) long Subaru 785.74 8.176   10/07/13 20.003 6,424        294,127 -28,204  
11/26/12 Sell SDAX long ADLER Real Estate 3,946.20 1.285   10/29/12 1.580 -6,235 5,071 -1,164 164,759  287,892 -23,133 264,759
    SLI short Lonza 163.58 36.099 32.909 4/23/12 34.504 -5,644 5,383 -261 164,498  282,248 -17,750 264,498
  Buy SDAX Deutz 1,897.85 3.250   12/10/12 3.138 6,168        288,416 -23,918  
    SLI long Swiss Life 59.18 104.219   6/24/13 120.698 6,168        294,584 -30,085  
12/10/12 Sell SSE 50 short China Unicom 9,634.39 0.413 0.620 6/04/12 0.506 -4,875 5,969 1,094 165,592  289,709 -24,117 265,592
    SDAX Deutz 1,897.85 3.138 3.366 11/26/12 3.250 -6,168 6,388 220 165,812  283,541 -17,729 265,812
    CAC Next 20 Hermes International 28.21 235.500 187.400 10/01/12 211.450 -5,965 5,287 -678 165,133  277,576 -12,442 265,133
  Buy SSE 50 long China Rwy Constr 8,822.63 0.716   4/29/13 0.634 6,317        283,893 -18,759  
    CAC 40 Societe Generale 219.23 28.815   1/14/13 34.140 6,317        290,210 -25,076  
    SDAX ADLER Real Estate 4,512.14 1.400   6/10/13 2.099 6,317        296,527 -31,393  
12/17/12 Sell PSI 20 short Impresa 22,151.72 0.300 0.280 11/19/12 0.290 -6,424 6,202 -222 164,912  290,103 -25,191 264,912
    SMI Julius Bär 245.94 27.324 24.917 11/19/12 26.121 -6,424 6,128 -296 164,616  283,679 -19,063 264,616
  Buy   long Richemont 102.42 59.929   10/14/13 74.199 6,138        289,816 -25,201  
12/24/12 Sell MerVal short Pampa Energía 43,059.39 0.147 0.143 10/29/12 0.145 -6,235 6,145 -90 164,525  283,581 -19,056 264,525
  Buy   long Gr Fin Galicia 8,798.39 0.697   5/27/13 0.697 6,136        289,717 -25,192  
12/31/12 Sell OMXH 25 short Outokumpu 1,005.14 7.400 5.440 11/12/12 6.420 -6,453 5,468 -985 163,540  283,264 -19,724 263,540
  Buy   long Orion 274.55 22.200   3/18/13 22.000 6,095        289,360 -25,819  
1/07/13 Sell OBX 25 long Grieg Seafood 5,040.11 1.707   9/03/12 1.371 -6,912 8,602 1,690 165,230  282,447 -17,217 265,230
    Nikkei (FRA) short Nippon Sheet Glass 325.44 9.100 8.980 5/14/12 9.040 -2,942 2,922 -20 165,211  279,506 -14,295 265,211
      Sharp 76.16 23.550 63.366 5/14/12 38.630 -2,942 4,826 1,884 167,095  276,563 -9,469 267,095
  Buy IBEX 35 long Mediaset Esp 1,130.62 5.696   2/04/13 5.150 6,440        283,003 -15,909  
    OBX 25 short REC Silicon 3,573.21 1.802   1/21/13 1.488 6,440        289,443 -22,349  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) long Subaru 325.25 9.900   1/14/13 9.907 3,220        292,663 -25,569  
      Shinsei Bank 206.41 15.600   1/14/13 13.840 3,220        295,883 -28,789  
1/14/13 Sell CAC 40 long Societe Generale 219.23 34.140   12/10/12 28.815 -6,317 7,485 1,167 168,262  289,566 -21,304 268,262
    MDAX short Ströer Media 940.42 6.901 6.359 10/29/12 6.630 -6,235 5,980 -255 168,007  283,331 -15,324 268,007
    Nikkei (FRA) long Subaru 325.25 9.907   1/07/13 9.900 -3,220 3,222 2 168,010  280,111 -12,102 268,010
      Shinsei Bank 206.41 13.840   1/07/13 15.600 -3,220 2,857 -363 167,646  276,891 -9,245 267,646
  Buy CAC 40 short Engie 418.66 15.430   1/28/13 15.390 6,460        283,351 -15,705  
    MDAX long KUKA 229.20 28.185   6/24/13 31.820 6,460        289,811 -22,165  
    Nikkei (FRA) short Screen 165.77 19.485   2/11/13 16.805 3,230        293,041 -25,395  
1/21/13 Sell OBX 25 short REC Silicon 3,573.21 1.488 2.182 1/07/13 1.802 -6,440 7,798 1,358 169,004  286,601 -17,597 269,004
  Buy   long Grieg Seafood 3,619.56 1.736   1/28/13 1.688 6,285        292,886 -23,882  
1/28/13 Sell CAC 40 short Engie 418.66 15.390 15.470 1/14/13 15.430 -6,460 6,477 17 169,021  286,426 -17,405 269,021
    OBX 25 long Grieg Seafood 3,619.56 1.688   1/21/13 1.736 -6,285 6,110 -175 168,846  280,141 -11,295 268,846
  Buy CAC 40 Credit Agricole 829.43 7.762   2/11/13 7.414 6,438        286,579 -17,733  
    OBX 25 short REC Silicon 4,162.14 1.547   2/25/13 1.312 6,438        293,017 -24,171  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,130.62 5.150   1/07/13 5.696 -6,440 5,823 -617 168,229  286,577 -18,348 268,229
    RTX short RusHydro 3,255.02 1.770 2.468 9/17/12 2.090 -6,803 8,033 1,230 169,459  279,774 -10,315 269,459
  Buy   long Magnit 186.90 34.660   3/11/13 34.010 6,478        286,252 -16,793  
2/11/13 Sell CAC 40 long Credit Agricole 829.43 7.414   1/28/13 7.762 -6,438 6,149 -289 169,170  279,814 -10,644 269,170
    Nikkei (FRA) short Screen 165.77 16.805 22.592 1/14/13 19.485 -3,230 3,745 515 169,686  276,584 -6,899 269,686
    GCX REC Silicon 1,622.45 1.027 11.783 4/23/12 3.479 -5,644 19,118 13,474 183,159  270,940 12,219 283,159
  Buy CAC 40 Orange 936.70 7.883   2/25/13 7.479 7,384        278,324 4,835  
    ÖkoDAX (deprecated) long PNE Wind 2,646.59 2.790   4/29/13 2.700 7,384        285,708 -2,549  
    Nikkei (FRA) Subaru 341.85 10.800   8/26/13 18.441 3,692        289,400 -6,241  
      Mazda Motor 296.67 12.445   8/26/13 15.485 3,692        293,092 -9,933  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX SunPower 1,045.49 7.063   11/25/13 21.795 7,384        300,476 -17,317  
2/18/13 Buy GEX long MBB 359.24 18.500   4/22/13 17.650 6,646        307,122 -23,963  
2/25/13 Sell CAC 40 short Orange 936.70 7.479 8.309 2/11/13 7.883 -7,384 7,783 399 183,558  299,738 -16,180 283,558
    OBX 25 REC Silicon 4,162.14 1.312 1.824 1/28/13 1.547 -6,438 7,593 1,155 184,713  293,300 -8,587 284,713
  Buy CAC 40 long Credit Agricole 923.48 7.475   4/22/13 6.300 6,903        300,203 -15,490  
    OBX 25 Norwegian 2.36 2,924.050   4/15/13 2,803.560 6,901        307,104 -22,391  
3/11/13 Sell RTX long Magnit 186.90 34.010   2/04/13 34.660 -6,478 6,356 -121 184,592  300,626 -16,034 284,592
    Topix (FRA) short Kansai Electric Pwr 1,212.21 6.145 5.259 9/03/12 5.702 -6,912 6,375 -537 184,055  293,714 -9,659 284,055
  Buy RTX RusHydro 4,082.74 1.680   9/14/15 0.774 6,859        300,573 -16,518  
    Topix (FRA) long Mazda Motor 555.16 12.355   4/01/13 11.250 6,859        307,432 -23,377  
3/18/13 Sell OMXH 25 long Orion 274.55 22.000   12/31/12 22.200 -6,095 6,040 -55 184,000  301,337 -17,337 284,000
  Buy   short Outokumpu 1,207.61 5.520   9/16/13 4.600 6,666        308,003 -24,003  
3/25/13 Sell Athex LC long Alpha Bank 103.16 37.850   9/03/12 67.000 -6,912 3,905 -3,007 180,993  301,091 -20,099 280,993
  Buy   short Eurobank Ergasias 25.08 260.000   9/30/13 50.000 6,521        307,612 -26,620  
4/01/13 Sell Topix (FRA) long Mazda Motor 555.16 11.250   3/11/13 12.355 -6,859 6,246 -613 180,379  300,753 -20,374 280,379
  Buy   short Nidec 593.47 10.953   4/15/13 10.948 6,500        307,253 -26,874  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,798.44 3.018   9/17/12 2.431 -6,803 8,447 1,644 182,023  300,450 -18,427 282,023
4/15/13 Sell OBX 25 long Norwegian 2.36 2,803.560   2/25/13 2,924.050 -6,901 6,616 -284 181,739  293,549 -11,811 281,739
    Topix (FRA) short Nidec 593.47 10.948 10.957 4/01/13 10.953 -6,500 6,503 3 181,741  287,049 -5,308 281,741
  Buy OBX 25 Frontline 932.16 7.413   10/21/13 8.829 6,910        293,959 -12,218  
    Topix (FRA) long Mazda Motor 590.35 11.705   6/03/13 14.600 6,910        300,869 -19,128  
4/22/13 Sell France long Eurofins Scientific 498.60 15.325   8/13/12 10.355 -5,163 7,641 2,478 184,219  295,706 -11,487 284,219
    HSI Galaxy Entertainment 2,718.19 3.135   8/20/12 2.352 -6,394 8,521 2,127 186,346  289,312 -2,966 286,346
    CAC 40 Credit Agricole 923.48 6.300   2/25/13 7.475 -6,903 5,818 -1,085 185,261  282,409 2,851 285,261
    TSX 60 Couche-Tard 956.47 7.405   8/20/12 6.685 -6,394 7,082 688 185,949  276,015 9,934 285,949
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Mid 60 Eurofins Scientific 588.73 15.325   9/10/12 11.000 -6,476 9,022 2,546 188,496  269,539 18,956 288,496
    GEX MBB 359.24 17.650   2/18/13 18.500 -6,646 6,341 -305 188,190  262,893 25,297 288,190
  Buy France short ArcelorMittal 298.14 26.286   5/06/13 29.061 7,837        270,730 17,460  
    HSI China Shenhua HK 3,080.34 2.544   9/16/13 2.475 7,837        278,567 9,623  
    CAC 40 ArcelorMittal 298.14 26.286   8/05/13 28.620 7,837        286,404 1,786  
    TSX 60 Barrick Gold 541.84 14.464   9/30/13 13.729 7,837        294,241 -6,051  
    CAC Mid 60 CGG 15.74 497.920   4/29/13 532.320 7,837        302,079 -13,888  
    GEX YOC 1,552.19 5.049   9/23/13 2.219 7,837        309,916 -21,725  
4/29/13 Sell SSE 50 long China Rwy Constr 8,822.63 0.634   12/10/12 0.716 -6,317 5,596 -721 187,469  303,599 -16,129 287,469
    ÖkoDAX (deprecated) PNE Wind 2,646.59 2.700   2/11/13 2.790 -7,384 7,146 -238 187,231  296,215 -8,983 287,231
    CAC Mid 60 short CGG 15.74 532.320 463.520 4/22/13 497.920 -7,837 7,296 -541 186,690  288,377 -1,688 286,690
  Buy SSE 50 China Northern Rare 3,138.77 2.270   5/06/13 2.286 7,125        295,502 -8,813  
    ÖkoDAX (deprecated) SolarWorld 67.19 106.050   4/13/15 14.550 7,126        302,628 -15,938  
5/06/13 Sell France short ArcelorMittal 298.14 29.061 23.511 4/22/13 26.286 -7,837 7,010 -827 185,862  294,791 -8,929 285,862
    SSE 50 China Northern Rare 3,138.77 2.286 2.254 4/29/13 2.270 -7,125 7,074 -51 185,812  287,666 -1,854 285,812
  Buy   long China Minsheng Bk 6,750.36 1.052   5/13/13 1.064 7,098        294,764 -8,952  
5/13/13 Sell   long China Minsheng Bk 6,750.36 1.064   5/06/13 1.052 -7,098 7,184 86 185,898  287,666 -1,768 285,898
    HSI-Fin Bank of China (HK) 2,850.26 2.748   9/17/12 2.387 -6,803 7,831 1,028 186,926  280,863 6,063 286,926
  Buy SSE 50 short China Northern Rare 3,093.04 2.368   11/04/13 2.137 7,324        288,187 -1,261  
    HSI-Fin Ping An 2,444.59 2.996   10/14/13 2.804 7,324        295,511 -8,585  
5/27/13 Sell MerVal long Gr Fin Galicia 8,798.39 0.697   12/24/12 0.697 -6,136 6,130 -6 186,920  289,375 -2,455 286,920
  Buy   short Pampa Energía 43,679.36 0.163   6/10/13 0.158 7,111        296,486 -9,566  
6/03/13 Sell Nordic 30 long Pandora 461.30 26.264   8/13/12 11.192 -5,163 12,116 6,953 193,872  291,323 2,549 293,872
    Topix (FRA) Mazda Motor 590.35 14.600   4/15/13 11.705 -6,910 8,619 1,709 195,581  284,413 11,169 295,581
  Buy Nordic 30 short Equinor 442.20 17.340   7/29/13 16.264 7,668        292,081 3,501  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Inpex 964.16 7.953   11/18/13 8.519 7,668        299,749 -4,167  
6/10/13 Sell SDAX long ADLER Real Estate 4,512.14 2.099   12/10/12 1.400 -6,317 9,471 3,154 198,735  293,432 5,304 298,735
    HSI-Prop China Ov Land & Inv 1,384.82 2.124   1/16/12 1.541 -2,134 2,941 807 199,543  291,298 8,245 299,543
      China Res Land 1,510.15 2.183   1/16/12 1.413 -2,134 3,296 1,162 200,705  289,164 11,541 300,705
    MerVal short Pampa Energía 43,679.36 0.158 0.168 5/27/13 0.163 -7,111 7,321 210 200,914  282,053 18,861 300,914
    STI long ThaiBev 23,223.37 0.382   7/02/12 0.212 -4,928 8,862 3,934 204,848  277,125 27,723 304,848
  Buy France short ArcelorMittal 294.92 28.191   7/08/13 26.415 8,314        285,439 19,409  
    SDAX Hypoport 1,111.50 7.480   9/30/13 8.120 8,314        293,753 11,095  
    HSI-Prop Hang Lung 1,618.64 2.568   11/18/13 2.531 4,157        297,910 6,938  
      Sino Land 3,863.02 1.076   11/18/13 1.043 4,157        302,067 2,781  
    MerVal long Telecom Argentina 2,194.94 3.788   6/17/13 3.268 8,314        310,381 -5,533  
    CAC Mid 60 short CGG 14.82 561.120   8/05/13 575.840 8,316        318,697 -13,848  
6/17/13 Sell ISEQ 20 long Kerry 79.86 42.250   8/27/12 37.580 -3,001 3,374 373 205,221  315,696 -10,474 305,221
      Smurfit Kappa 458.17 12.270   8/27/12 6.550 -3,001 5,622 2,621 207,842  312,695 -4,853 307,842
    MerVal Telecom Argentina 2,194.94 3.268   6/10/13 3.788 -8,314 7,173 -1,141 206,701  304,381 2,321 306,701
    Indices OMXC 20 97.52 70.001   9/10/12 66.404 -6,476 6,827 351 207,052  297,905 9,147 307,052
  Buy ISEQ 20 short C&C Group 933.62 4.233   7/29/13 4.100 3,952        301,857 5,195  
      CRH 252.83 15.631   7/29/13 15.994 3,952        305,809 1,243  
    PSI 20 long Teixeira Duarte 14,637.04 0.540   6/24/13 0.570 7,904        313,713 -6,661  
    MerVal short Comercial del Plata 112,432.43 0.070   8/12/13 0.067 7,904        321,617 -14,565  
    Indices RTX 5.67 1,393.590   8/12/13 1,391.500 7,902        329,518 -22,466  
6/24/13 Sell Germany long ADLER Real Estate 5,488.14 2.050   9/10/12 1.180 -6,476 11,251 4,775 211,827  323,042 -11,216 311,827
    MDAX KUKA 229.20 31.820   1/14/13 28.185 -6,460 7,293 833 212,660  316,582 -3,923 312,660
    BEL 20 Galapagos 381.61 14.210   11/12/12 16.910 -6,453 5,423 -1,030 211,630  310,129 1,500 311,630
    PSI 20 Teixeira Duarte 14,637.04 0.570   6/17/13 0.540 -7,904 8,343 439 212,069  302,225 9,843 312,069
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Genmab 569.50 22.604   7/16/12 8.469 -4,823 12,873 8,050 220,119  297,402 22,716 320,119
    OMXS 30 Electrolux 133.91 19.030   7/23/12 17.722 -2,373 2,548 175 220,294  295,029 25,264 320,294
      Swedbank 172.10 16.871   7/23/12 13.789 -2,373 2,903 530 220,824  292,656 28,168 320,824
    FT 30 Ferguson 1.56 3,452.810   8/06/12 3,068.570 -4,787 5,386 599 221,424  287,869 33,554 321,424
    SLI Swiss Life 59.18 120.698   11/26/12 104.219 -6,168 7,143 975 222,399  281,702 40,697 322,399
    BAX KUKA 266.74 31.820   10/29/12 23.375 -6,235 8,488 2,253 224,651  275,467 49,185 324,651
  Buy Germany short SolarWorld 101.63 91.950   7/29/13 77.250 9,345        284,812 39,840  
    MDAX Salzgitter 367.84 25.405   7/01/13 25.340 9,345        294,157 30,495  
    BEL 20 Aperam 1,123.20 8.320   7/15/13 8.461 9,345        303,502 21,150  
    OMXC 20 FLSmidth 266.76 35.032   7/01/13 34.376 9,345        312,847 11,805  
    OMXS 30 Boliden 489.31 9.549   7/08/13 9.256 4,673        317,519 7,132  
      Tele2 532.29 8.778   7/08/13 9.227 4,672        322,192 2,460  
    FT 30 Man Group 98.11 95.252   7/01/13 100.211 9,345        331,537 -6,885  
    SLI Kühne & Nagel 115.16 81.145   7/08/13 90.725 9,345        340,882 -16,230  
    BAX SFC Energy 1,967.37 4.750   7/01/13 4.650 9,345        350,227 -25,575  
7/01/13 Sell MDAX short Salzgitter 367.84 25.340 25.470 6/24/13 25.405 -9,345 9,369 24 224,675  340,882 -16,206 324,675
    OMXC 20 FLSmidth 266.76 34.376 35.701 6/24/13 35.032 -9,345 9,524 178 224,854  331,536 -6,683 324,854
    FT 30 Man Group 98.11 100.211 90.294 6/24/13 95.252 -9,345 8,859 -486 224,367  322,191 2,176 324,367
    BAX SFC Energy 1,967.37 4.650 4.852 6/24/13 4.750 -9,345 9,546 201 224,568  312,846 11,722 324,568
  Buy MDAX long Dürr 350.33 23.998   7/28/14 30.355 8,407        321,253 3,315  
    OMXC 20 Vestas Wind Systems 3,894.83 2.159   9/01/14 6.373 8,407        329,660 -5,092  
    FT 30 Lloyds Bank 112.29 74.871   9/09/13 90.907 8,407        338,068 -13,499  
    BAX Morphosys 190.44 44.145   4/14/14 58.270 8,407        346,475 -21,906  
7/08/13 Sell France short ArcelorMittal 294.92 26.415 30.086 6/10/13 28.191 -8,314 8,873 559 225,127  338,160 -13,033 325,127
    OMXS 30 Boliden 489.31 9.256 9.852 6/24/13 9.549 -4,673 4,821 148 225,276  333,488 -8,212 325,276
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Tele2 532.29 9.227 8.329 6/24/13 8.778 -4,672 4,434 -239 225,037  328,815 -3,779 325,037
    SLI Kühne & Nagel 115.16 90.725 71.565 6/24/13 81.145 -9,345 8,241 -1,103 223,933  319,471 4,463 323,933
  Buy OMXS 30 long Nokia 1,288.45 3.186   10/13/14 6.407 4,104        323,575 358  
      Kinnevik 187.70 21.868   10/13/14 22.475 4,105        327,680 -3,746  
    SLI Lonza 136.36 60.201   8/12/13 56.494 8,209        335,889 -11,955  
7/15/13 Sell BEL 20 short Aperam 1,123.20 8.461 8.179 6/24/13 8.320 -9,345 9,187 -158 223,775  326,544 -2,769 323,775
  Buy   long KBC 255.98 31.350   10/13/14 40.740 8,025        334,569 -10,794  
7/29/13 Sell Germany short SolarWorld 101.63 77.250 109.447 6/24/13 91.950 -9,345 11,123 1,778 225,553  325,224 329 325,553
    ATX long Österreichische Post 194.21 31.600   6/25/12 25.890 -5,028 6,137 1,109 226,662  320,196 6,467 326,662
    ISEQ 20 short C&C Group 933.62 4.100 4.370 6/17/13 4.233 -3,952 4,080 128 226,790  316,244 10,547 326,790
      CRH 252.83 15.994 15.268 6/17/13 15.631 -3,952 3,860 -92 226,699  312,292 14,407 326,699
    Nordic 30 Equinor 442.20 16.264 18.488 6/03/13 17.340 -7,668 8,176 508 227,206  304,624 22,582 327,206
  Buy ATX Raiffeisen Bank Int 378.77 23.085   10/21/13 25.350 8,744        313,368 13,839  
    ISEQ 20 long FBD 280.26 15.600   8/05/13 16.650 4,372        317,740 9,466  
      Smurfit Kappa 305.73 14.300   8/05/13 15.150 4,372        322,112 5,095  
    Nordic 30 Pandora 304.47 28.719   4/28/14 46.257 8,744        330,856 -3,650  
8/05/13 Sell CAC 40 short ArcelorMittal 298.14 28.620 23.952 4/22/13 26.286 -7,837 7,141 -696 226,510  323,019 3,492 326,510
    ISEQ 20 long FBD 280.26 16.650   7/29/13 15.600 -4,372 4,666 294 226,805  318,647 8,158 326,805
      Smurfit Kappa 305.73 15.150   7/29/13 14.300 -4,372 4,632 260 227,065  314,275 12,790 327,065
    CAC Mid 60 short CGG 14.82 575.840 546.400 6/10/13 561.120 -8,316 8,098 -218 226,846  305,959 20,887 326,846
  Buy ISEQ 20 C&C Group 1,049.63 4.141   9/09/13 4.285 4,347        310,306 16,541  
      Flutter 71.25 61.000   9/09/13 61.200 4,346        314,652 12,195  
8/12/13 Sell MerVal short Comercial del Plata 112,432.43 0.067 0.074 6/17/13 0.070 -7,904 8,298 394 227,240  306,748 20,492 327,240
    SLI long Lonza 136.36 56.494   7/08/13 60.201 -8,209 7,704 -505 226,734  298,539 28,196 326,734
    Indices short RTX 5.67 1,391.500 1,395.690 6/17/13 1,393.590 -7,902 7,914 12 226,746  290,637 36,109 326,746
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy MerVal long Telecom Argentina 2,151.87 4.215   2/10/14 2.998 9,071        299,708 27,038  
    Indices Merval 18.09 501.316   8/04/14 750.468 9,069        308,777 17,969  
8/26/13 Sell Nikkei (FRA) long Subaru 341.85 18.441   2/11/13 10.800 -3,692 6,304 2,612 229,358  305,085 24,273 329,358
      Mazda Motor 296.67 15.485   2/11/13 12.445 -3,692 4,594 902 230,260  301,393 28,867 330,260
  Buy PSI 20 Teixeira Duarte 13,400.00 0.670   9/02/13 0.650 8,978        310,371 19,889  
    Nikkei (FRA) short Nikon 341.37 13.150   9/09/13 12.596 4,489        314,860 15,400  
9/02/13 Sell PSI 20 long Teixeira Duarte 13,400.00 0.650   8/26/13 0.670 -8,978 8,710 -268 229,992  305,882 24,110 329,992
9/09/13 Sell ISEQ 20 short C&C Group 1,049.63 4.285 3.997 8/05/13 4.141 -4,347 4,195 -151 229,841  301,535 28,306 329,841
      Flutter 71.25 61.200 60.800 8/05/13 61.000 -4,346 4,332 -14 229,827  297,189 32,638 329,827
    FT 30 long Lloyds Bank 112.29 90.907   7/01/13 74.871 -8,407 10,208 1,801 231,628  288,782 42,846 331,628
    Nikkei (FRA) short Nikon 341.37 12.596 13.728 8/26/13 13.150 -4,489 4,686 197 231,825  284,293 47,532 331,825
  Buy IBEX 35 long Siemens Gamesa 1,762.64 5.380   12/16/13 7.030 9,483        293,776 38,049  
    ISEQ 20 Bank of Ireland 669.70 7.080   10/14/13 6.960 4,741        298,517 33,308  
      Smurfit Kappa 297.27 15.950   10/14/13 17.020 4,741        303,259 28,566  
    PSI 20 Impresa 13,945.59 0.680   9/16/13 0.670 9,483        312,742 19,083  
    FT 30 short Man Group 89.94 105.435   10/14/13 92.741 9,483        322,225 9,600  
    Nikkei (FRA) long Furukawa Co 283.41 16.730   9/30/13 17.160 4,741        326,966 4,859  
      Tokyo Electric Power 1,212.66 3.910   9/30/13 4.520 4,742        331,708 117  
9/16/13 Sell HSI short China Shenhua HK 3,080.34 2.475 2.615 4/22/13 2.544 -7,837 8,055 218 232,043  323,871 8,173 332,043
    OMXH 25 Outokumpu 1,207.61 4.600 6.624 3/18/13 5.520 -6,666 7,999 1,333 233,377  317,205 16,172 333,377
    PSI 20 long Impresa 13,945.59 0.670   9/09/13 0.680 -9,483 9,344 -139 233,237  307,722 25,516 333,237
  Buy HSI Galaxy Entertainment 1,675.76 5.352   12/23/13 6.370 8,968        316,690 16,548  
    OMXH 25 Nokia 1,900.00 4.720   10/21/13 5.265 8,968        325,658 7,580  
9/23/13 Sell GEX short YOC 1,552.19 2.219 11.488 4/22/13 5.049 -7,837 17,832 9,995 243,232  317,821 25,411 343,232
  Buy PSI 20 long Teixeira Duarte 13,963.64 0.660   12/09/13 0.920 9,216        327,037 16,195  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GEX Manz 172.04 53.570   4/14/14 65.730 9,216        336,253 6,979  
9/30/13 Sell SDAX short Hypoport 1,111.50 8.120 6.840 6/10/13 7.480 -8,314 7,603 -711 242,521  327,939 14,582 342,521
    TSX 60 Barrick Gold 541.84 13.729 15.238 4/22/13 14.464 -7,837 8,256 419 242,940  320,102 22,838 342,940
    Athex LC Eurobank Ergasias 25.08 50.000 1,352.000 3/25/13 260.000 -6,521 33,908 27,387 270,327  313,581 56,746 370,327
    Nikkei (FRA) long Furukawa Co 283.41 17.160   9/09/13 16.730 -4,741 4,863 122 270,449  308,839 61,610 370,449
      Tokyo Electric Power 1,212.66 4.520   9/09/13 3.910 -4,742 5,481 740 271,189  304,098 67,091 371,189
  Buy SDAX ADLER Real Estate 3,713.90 2.950   10/14/13 3.079 10,956        315,054 56,135  
    HSI-C&I Galaxy Entertainment 2,117.47 5.174   2/03/14 7.265 10,956        326,010 45,179  
    TSX 60 Bausch Health 142.51 76.879   9/29/14 102.197 10,956        336,966 34,223  
    Athex LC Aegean Airlines 2,608.57 4.200   1/27/14 7.210 10,956        347,922 23,267  
    Nikkei (FRA) short Nikon 418.81 13.080   11/04/13 13.433 5,478        353,400 17,789  
    CAC Next 20 SES 518.01 21.150   10/07/13 21.020 10,956        364,356 6,833  
10/07/13 Sell   short SES 518.01 21.020 21.281 9/30/13 21.150 -10,956 11,024 68 271,257  353,400 17,857 371,257
    Nikkei (TYO) long Subaru 785.74 20.003   11/19/12 8.176 -6,424 15,717 9,293 280,550  346,976 33,574 380,550
  Buy CAC Next 20 EDF 435.73 23.760   10/28/13 25.570 10,353        357,329 23,221  
    Nikkei (TYO) short Nikon 818.39 12.650   10/14/13 13.191 10,353        367,682 12,868  
10/14/13 Sell SDAX long ADLER Real Estate 3,713.90 3.079   9/30/13 2.950 -10,956 11,435 479 281,029  356,726 24,303 381,029
    HSI-Fin short Ping An 2,444.59 2.804 3.201 5/13/13 2.996 -7,324 7,825 501 281,530  349,402 32,128 381,530
    ISEQ 20 long Bank of Ireland 669.70 6.960   9/09/13 7.080 -4,741 4,661 -80 281,450  344,660 36,790 381,450
      Smurfit Kappa 297.27 17.020   9/09/13 15.950 -4,741 5,060 318 281,768  339,919 41,849 381,768
    FT 30 short Man Group 89.94 92.741 119.865 9/09/13 105.435 -9,483 10,781 1,298 283,066  330,436 52,630 383,066
    SMI long Richemont 102.42 74.199   12/17/12 59.929 -6,138 7,599 1,462 284,527  324,298 60,229 384,527
    Nikkei (TYO) short Nikon 818.39 13.191 12.110 10/07/13 12.650 -10,353 9,910 -443 284,085  313,945 70,140 384,085
  Buy HSI-Fin long AIA 3,096.28 3.667   1/06/14 3.604 11,355        325,300 58,785  
    ISEQ 20 short C&C Group 1,351.79 4.200   10/28/13 4.008 5,678        330,978 53,107  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Flutter 99.68 56.960   10/28/13 56.500 5,678        336,656 47,429  
    FT 30 long ITV 52.11 217.888   12/02/13 228.772 11,354        348,010 36,075  
    Nikkei (TYO) Tokyo Electric Power 2,908.93 3.904   11/04/13 3.961 11,355        359,365 24,720  
10/21/13 Sell ATX short Raiffeisen Bank Int 378.77 25.350 20.820 7/29/13 23.085 -8,744 7,886 -858 283,227  350,621 32,606 383,227
    OMXH 25 long Nokia 1,900.00 5.265   9/16/13 4.720 -8,968 10,004 1,036 284,263  341,653 42,610 384,263
    OBX 25 short Frontline 932.16 8.829 5.997 4/15/13 7.413 -6,910 5,590 -1,320 282,943  334,743 48,200 382,943
  Buy ATX long Wienerberger 824.95 13.065   8/11/14 11.525 10,778        345,521 37,422  
    SDAX ADLER Real Estate 3,604.68 2.990   3/31/14 5.100 10,778        356,299 26,644  
    OMXH 25 short YIT 1,083.22 9.950   10/28/13 10.035 10,778        367,077 15,866  
    OBX 25 long REC Silicon 3,041.28 3.544   12/16/13 2.538 10,778        377,855 5,088  
10/28/13 Sell ISEQ 20 short C&C Group 1,351.79 4.008 4.401 10/14/13 4.200 -5,678 5,950 272 283,215  372,177 11,037 383,215
      Flutter 99.68 56.500 57.424 10/14/13 56.960 -5,678 5,724 46 283,261  366,500 16,761 383,261
    OMXH 25 YIT 1,083.22 10.035 9.865 10/21/13 9.950 -10,778 10,686 -92 283,169  355,721 27,447 383,169
    CAC Next 20 long EDF 435.73 25.570   10/07/13 23.760 -10,353 11,142 789 283,958  345,369 38,589 383,958
  Buy ISEQ 20 Bank of Ireland 687.70 7.680   11/25/13 8.040 5,282        350,650 33,307  
      Smurfit Kappa 306.89 17.210   11/25/13 17.550 5,282        355,932 28,026  
    OMXH 25 Nokia 2,129.64 4.960   11/11/13 5.770 10,563        366,495 17,463  
    CAC Next 20 short STMicroelectronics 1,888.61 5.593   11/11/13 5.653 10,563        377,058 6,900  
11/04/13 Sell SSE 50 short China Northern Rare 3,093.04 2.137 2.623 5/13/13 2.368 -7,324 8,114 790 284,748  369,734 15,014 384,748
    Nikkei (FRA) Nikon 418.81 13.433 12.727 9/30/13 13.080 -5,478 5,330 -148 284,600  364,256 20,344 384,600
    Nikkei (TYO) long Tokyo Electric Power 2,908.93 3.961   10/14/13 3.904 -11,355 11,523 168 284,768  352,901 31,867 384,768
  Buy SSE 50 Shanghai Oriental 2,368.39 4.398   12/23/13 4.388 10,415        363,316 21,452  
    Nikkei (FRA) Softbank 182.40 28.550   12/16/13 30.884 5,208        368,523 16,245  
      Tokyo Electric Power 1,313.70 3.964   12/16/13 3.730 5,208        373,731 11,037  
    Nikkei (TYO) short Nikon 775.13 13.437   11/18/13 13.220 10,415        384,146 622  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/11/13 Sell OMXH 25 long Nokia 2,129.64 5.770   10/28/13 4.960 -10,563 12,288 1,725 286,493  373,583 12,910 386,493
    CAC Next 20 short STMicroelectronics 1,888.61 5.653 5.533 10/28/13 5.593 -10,563 10,450 -113 286,379  363,020 23,360 386,379
  Buy OMXH 25 Outokumpu 2,926.57 3.500   12/02/13 3.690 10,243        373,263 13,117  
    CAC Next 20 long EDF 395.79 25.880   12/09/13 26.640 10,243        383,506 2,874  
11/18/13 Sell HSI-Prop short Hang Lung 1,618.64 2.531 2.606 6/10/13 2.568 -4,157 4,219 62 286,441  379,349 7,092 386,441
      Sino Land 3,863.02 1.043 1.110 6/10/13 1.076 -4,157 4,290 133 286,573  375,192 11,382 386,573
    Topix (FRA) Inpex 964.16 8.519 7.387 6/03/13 7.953 -7,668 7,122 -546 286,028  367,524 18,504 386,028
    Nikkei (TYO) Nikon 775.13 13.220 13.657 11/04/13 13.437 -10,415 10,586 171 286,199  357,109 29,090 386,199
  Buy HSI-Prop long CK Hutchison 437.99 11.852   2/10/14 10.645 5,191        362,300 23,899  
      China Ov Land & Inv 2,236.83 2.321   2/10/14 1.876 5,191        367,491 18,708  
    Topix (FRA) Softbank 362.45 28.644   11/25/13 31.950 10,382        377,873 8,326  
    Nikkei (TYO) MinebeaMitsumi 2,067.59 5.021   3/03/14 6.187 10,382        388,255 -2,056  
11/25/13 Sell ISEQ 20 long Bank of Ireland 687.70 8.040   10/28/13 7.680 -5,282 5,529 248 286,446  382,973 3,473 386,446
      Smurfit Kappa 306.89 17.550   10/28/13 17.210 -5,282 5,386 104 286,550  377,692 8,859 386,550
    Topix (FRA) Softbank 362.45 31.950   11/18/13 28.644 -10,382 11,580 1,198 287,749  367,310 20,439 387,749
    GCX SunPower 1,045.49 21.795   2/11/13 7.063 -7,384 22,786 15,402 303,151  359,926 43,225 403,151
  Buy ISEQ 20 short Flutter 99.51 56.070   12/02/13 56.450 5,580        365,505 37,645  
      Ryanair 956.70 5.832   12/02/13 6.109 5,579        371,085 32,066  
    Topix (FRA) Komatsu 713.35 15.643   6/09/14 16.815 11,159        382,244 20,907  
    GCX Aurubis 263.34 42.375   1/06/14 43.845 11,159        393,403 9,748  
12/02/13 Sell ISEQ 20 short Flutter 99.51 56.450 55.690 11/25/13 56.070 -5,580 5,542 -38 303,113  387,823 15,290 403,113
      Ryanair 956.70 6.109 5.555 11/25/13 5.832 -5,579 5,314 -265 302,848  382,244 20,604 402,848
    OMXH 25 Outokumpu 2,926.57 3.690 3.310 11/11/13 3.500 -10,243 9,687 -556 302,292  372,001 30,291 402,292
    FT 30 long ITV 52.11 228.772   10/14/13 217.888 -11,354 11,921 567 302,859  360,647 42,212 402,859
  Buy ISEQ 20 Bank of Ireland 667.03 8.340   4/14/14 8.250 5,563        366,210 36,649  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Smurfit Kappa 322.68 17.240   4/14/14 17.010 5,563        371,773 31,086  
    OMXH 25 Nokia 1,882.89 5.909   12/09/13 5.850 11,126        382,899 19,960  
12/09/13 Sell   long Nokia 1,882.89 5.850   12/02/13 5.909 -11,126 11,015 -111 302,748  371,773 30,975 402,748
    PSI 20 Teixeira Duarte 13,963.64 0.920   9/23/13 0.660 -9,216 12,847 3,631 306,378  362,557 43,822 406,378
    CAC Next 20 EDF 395.79 26.640   11/11/13 25.880 -10,243 10,544 301 306,679  352,313 54,366 406,679
  Buy OMXH 25 short Metso Outotec 1,721.07 6.697   5/12/14 8.620 11,526        363,840 42,840  
    CAC Next 20 STMicroelectronics 2,114.86 5.450   1/13/14 5.763 11,526        375,365 31,314  
12/16/13 Sell IBEX 35 long Siemens Gamesa 1,762.64 7.030   9/09/13 5.380 -9,483 12,391 2,908 309,588  365,882 43,705 409,588
    OBX 25 REC Silicon 3,041.28 2.538   10/21/13 3.544 -10,778 7,718 -3,060 306,527  355,105 51,423 406,527
    Nikkei (FRA) Softbank 182.40 30.884   11/04/13 28.550 -5,208 5,633 426 306,953  349,897 57,056 406,953
      Tokyo Electric Power 1,313.70 3.730   11/04/13 3.964 -5,208 4,900 -307 306,645  344,689 61,956 406,645
    DJ Global Titans Bank of America 865.54 11.075   10/29/12 7.204 -6,235 9,586 3,351 309,996  338,454 71,542 409,996
  Buy IBEX 35 short Acciona 302.77 39.760   1/20/14 48.255 12,038        350,493 59,504  
    OBX 25 TGS-NOPEC 709.28 16.972   12/23/13 17.469 12,038        362,531 47,466  
    Nikkei (FRA) Nitto Denko 207.69 28.981   12/30/13 30.258 6,019        368,550 41,446  
      Pacific Metals 242.12 24.860   12/30/13 26.180 6,019        374,569 35,427  
    CAC Mid 60 Adocia 2,108.23 5.710   12/23/13 5.660 12,038        386,607 23,389  
    DJ Global Titans IBM 93.14 129.242   12/23/13 133.044 12,038        398,644 11,352  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,368.39 4.388   11/04/13 4.398 -10,415 10,393 -22 309,974  388,229 21,744 409,974
    HSI Galaxy Entertainment 1,675.76 6.370   9/16/13 5.352 -8,968 10,675 1,707 311,681  379,261 32,419 411,681
    OBX 25 short TGS-NOPEC 709.28 17.469 16.475 12/16/13 16.972 -12,038 11,685 -353 311,328  367,223 44,105 411,328
    CAC Mid 60 Adocia 2,108.23 5.660 5.760 12/16/13 5.710 -12,038 12,144 106 311,434  355,185 56,249 411,434
    DJ Global Titans IBM 93.14 133.044 125.440 12/16/13 129.242 -12,038 11,683 -354 311,080  343,148 67,932 411,080
  Buy SSE 50 Poly Developments 18,690.49 0.641   6/02/14 0.591 11,975        355,123 55,957  
    PSI 20 long Impresa 10,986.24 1.090   5/12/14 1.759 11,975        367,098 43,982  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 DNO International 4,120.22 2.906   2/17/14 2.830 11,975        379,073 32,007  
    FT 30 Int Cons Airlines 25.40 471.516   1/27/14 485.635 11,977        391,049 20,031  
    DJ Global Titans Alphabet A 29.33 408.320   10/27/14 433.045 11,976        403,025 8,055  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 207.69 30.258 27.704 12/16/13 28.981 -6,019 5,754 -265 310,815  397,006 13,809 410,815
      Pacific Metals 242.12 26.180 23.540 12/16/13 24.860 -6,019 5,700 -320 310,495  390,987 19,508 410,495
  Buy   long MinebeaMitsumi 1,019.34 5.273   2/10/14 6.030 5,375        396,362 14,133  
      Softbank 169.96 31.625   2/10/14 27.751 5,375        401,737 8,758  
1/06/14 Sell HSI-Fin long AIA 3,096.28 3.604   10/14/13 3.667 -11,355 11,160 -195 310,301  390,382 19,918 410,301
    GCX short Aurubis 263.34 43.845 40.905 11/25/13 42.375 -11,159 10,772 -387 309,914  379,223 30,690 409,914
  Buy HSI-Fin ICBC 23,476.13 0.469   6/02/14 0.478 11,015        390,238 19,675  
    SLI long Vifor Pharma 148.81 74.020   1/27/14 69.103 11,015        401,253 8,660  
    GCX Vestas Wind Systems 2,207.72 4.989   2/03/14 4.789 11,015        412,268 -2,355  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,114.86 5.763 5.137 12/09/13 5.450 -11,526 10,864 -662 309,252  400,742 8,510 409,252
1/20/14 Sell IBEX 35 short Acciona 302.77 48.255 31.265 12/16/13 39.760 -12,038 9,466 -2,572 306,680  388,704 17,976 406,680
  Buy   long Siemens Gamesa 1,255.74 8.454   1/27/14 7.622 10,616        399,320 7,360  
    NZX 50 short Chorus 11,332.19 0.937   6/02/14 1.063 10,616        409,936 -3,256  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,255.74 7.622   1/20/14 8.454 -10,616 9,571 -1,045 305,635  399,320 6,315 405,635
    Athex LC Aegean Airlines 2,608.57 7.210   9/30/13 4.200 -10,956 18,808 7,852 313,487  388,364 25,123 413,487
    FT 30 Int Cons Airlines 25.40 485.635   12/23/13 471.516 -11,977 12,335 359 313,845  376,387 37,458 413,845
    SLI Vifor Pharma 148.81 69.103   1/06/14 74.020 -11,015 10,283 -732 313,114  365,372 47,741 413,114
  Buy IBEX 35 short Repsol 657.40 17.525   2/17/14 17.625 11,521        376,893 36,220  
    Athex LC Eurobank Ergasias 235.12 49.000   5/09/16 0.875 11,521        388,414 24,699  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,117.47 7.265   9/30/13 5.174 -10,956 15,383 4,427 317,540  377,458 40,082 417,540
    GCX Vestas Wind Systems 2,207.72 4.789   1/06/14 4.989 -11,015 10,573 -442 317,098  366,443 50,655 417,098
  Buy FT 30 Int Cons Airlines 23.40 499.638   2/10/14 509.014 11,692        378,135 38,963  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX short Aurubis 288.00 40.600   3/03/14 38.880 11,693        389,828 27,271  
2/10/14 Sell HSI-Prop long CK Hutchison 437.99 10.645   11/18/13 11.852 -5,191 4,663 -528 316,570  384,637 31,933 416,570
      China Ov Land & Inv 2,236.83 1.876   11/18/13 2.321 -5,191 4,196 -995 315,575  379,446 36,129 415,575
    MerVal Telecom Argentina 2,151.87 2.998   8/12/13 4.215 -9,071 6,452 -2,619 312,956  370,375 42,582 412,956
    FT 30 Int Cons Airlines 23.40 509.014   2/03/14 499.638 -11,692 11,911 219 313,175  358,683 54,492 413,175
    Nikkei (FRA) MinebeaMitsumi 1,019.34 6.030   12/30/13 5.273 -5,375 6,147 772 313,947  353,308 60,639 413,947
      Softbank 169.96 27.751   12/30/13 31.625 -5,375 4,716 -659 313,289  347,933 65,356 413,289
  Buy HSI-Prop short New World Dev 1,695.38 3.529   7/28/14 3.549 5,983        353,916 59,373  
      The Wharf 3,233.53 1.850   7/28/14 2.205 5,983        359,899 53,390  
    Nikkei (FRA) Hitachi Zosen 1,403.47 4.263   6/30/14 3.700 5,983        365,882 47,407  
      Nitto Denko 191.17 31.297   6/30/14 33.890 5,983        371,865 41,423  
2/17/14 Sell IBEX 35 short Repsol 657.40 17.625 17.425 1/27/14 17.525 -11,521 11,455 -66 313,223  360,344 52,879 413,223
    OBX 25 long DNO International 4,120.22 2.830   12/23/13 2.906 -11,975 11,661 -314 312,909  348,369 64,540 412,909
  Buy IBEX 35 Siemens Gamesa 1,429.29 8.351   3/10/14 8.580 11,936        360,305 52,604  
    OBX 25 short Petroleum Geo-Srvcs 1,569.49 7.605   6/02/14 7.980 11,936        372,241 40,668  
2/24/14 Buy MerVal long Edenor 36,054.05 0.315   12/15/14 0.569 11,339        383,580 29,329  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,067.59 6.187   11/18/13 5.021 -10,382 12,791 2,409 315,318  373,198 42,120 415,318
    GCX short Aurubis 288.00 38.880 42.396 2/03/14 40.600 -11,693 12,210 517 315,835  361,505 54,330 415,835
  Buy Nikkei (TYO) Hitachi Zosen 2,994.04 3.926   3/31/14 3.419 11,754        373,259 42,576  
    GCX long Vestas Wind Systems 2,349.11 5.004   4/14/14 5.847 11,754        385,013 30,822  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,429.29 8.580   2/17/14 8.351 -11,936 12,263 327 316,163  373,077 43,085 416,163
  Buy   short Inditex 547.50 20.970   6/09/14 21.750 11,481        384,558 31,604  
3/31/14 Sell SDAX long ADLER Real Estate 3,604.68 5.100   10/21/13 2.990 -10,778 18,384 7,606 323,769  373,780 49,988 423,769
    Nikkei (TYO) short Hitachi Zosen 2,994.04 3.419 4.508 3/03/14 3.926 -11,754 13,498 1,744 325,513  362,026 63,486 425,513
  Buy SDAX Koenig & Bauer 993.82 12.300   5/05/14 11.730 12,224        374,250 51,262  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) long MinebeaMitsumi 1,897.22 6.443   4/07/14 6.630 12,224        386,474 39,038  
4/07/14 Sell   long MinebeaMitsumi 1,897.22 6.630   3/31/14 6.443 -12,224 12,578 354 325,867  374,250 51,616 425,867
  Buy   short Hitachi Zosen 3,457.49 3.453   7/28/14 3.842 11,937        386,187 39,679  
4/14/14 Sell ISEQ 20 long Bank of Ireland 667.03 8.250   12/02/13 8.340 -5,563 5,503 -60 325,807  380,624 45,182 425,807
      Smurfit Kappa 322.68 17.010   12/02/13 17.240 -5,563 5,489 -74 325,732  375,061 50,671 425,732
    BAX Morphosys 190.44 58.270   7/01/13 44.145 -8,407 11,097 2,690 328,422  366,654 61,768 428,422
    GEX Manz 172.04 65.730   9/23/13 53.570 -9,216 11,308 2,092 330,514  357,438 73,076 430,514
    GCX Vestas Wind Systems 2,349.11 5.847   3/03/14 5.004 -11,754 13,734 1,980 332,495  345,684 86,811 432,495
  Buy ISEQ 20 short C&C Group 1,448.88 4.480   1/19/15 3.322 6,491        352,175 80,320  
      Flutter 121.12 53.590   1/19/15 66.350 6,491        358,666 73,829  
    BAX Adva 4,053.08 3.203   4/21/14 3.210 12,982        371,648 60,847  
    GEX 4SC 452.94 28.662   1/26/15 18.284 12,982        384,630 47,865  
    GCX EJR 252.14 51.487   4/28/14 51.524 12,982        397,612 34,883  
4/21/14 Sell BAX short Adva 4,053.08 3.210 3.196 4/14/14 3.203 -12,982 12,954 -28 332,466  384,630 47,836 432,466
  Buy   long Sixt 415.04 28.930   5/05/14 28.890 12,007        396,637 35,829  
4/28/14 Sell Nordic 30 long Pandora 304.47 46.257   7/29/13 28.719 -8,744 14,084 5,340 337,806  387,893 49,913 437,806
    GCX short EJR 252.14 51.524 51.450 4/14/14 51.487 -12,982 12,973 -9 337,797  374,911 62,886 437,797
  Buy Germany SolarWorld 405.47 30.870   6/09/14 16.900 12,517        387,428 50,369  
    Nordic 30 Carlsberg A 169.58 73.812   5/05/14 74.896 12,517        399,945 37,852  
    GCX long Vestas Wind Systems 2,031.26 6.162   5/19/14 7.076 12,517        412,462 25,335  
5/05/14 Sell SDAX short Koenig & Bauer 993.82 11.730 12.898 3/31/14 12.300 -12,224 12,818 594 338,391  400,238 38,153 438,391
    Nordic 30 Carlsberg A 169.58 74.896 72.728 4/28/14 73.812 -12,517 12,333 -184 338,207  387,721 50,486 438,207
    BAX long Sixt 415.04 28.890   4/21/14 28.930 -12,007 11,991 -17 338,190  375,714 62,476 438,190
  Buy SDAX ADLER Real Estate 2,495.71 5.015   5/19/14 5.000 12,516        388,230 49,960  
    Nordic 30 Pandora 256.85 48.729   9/15/14 59.766 12,516        400,746 37,444  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX short Adva 3,911.25 3.200   6/09/14 3.196 12,516        413,262 24,928  
5/12/14 Sell OMXH 25 short Metso Outotec 1,721.07 8.620 4.774 12/09/13 6.697 -11,526 8,216 -3,310 334,881  401,736 33,145 434,881
    PSI 20 long Impresa 10,986.24 1.759   12/23/13 1.090 -11,975 19,325 7,350 342,230  389,761 52,470 442,230
  Buy OMXH 25 Outokumpu 1,851.35 6.680   5/19/14 6.250 12,367        402,128 40,102  
5/19/14 Sell SDAX long ADLER Real Estate 2,495.71 5.000   5/05/14 5.015 -12,516 12,479 -37 342,193  389,612 52,581 442,193
    OMXH 25 Outokumpu 1,851.35 6.250   5/12/14 6.680 -12,367 11,571 -796 341,397  377,245 64,152 441,397
    GCX Vestas Wind Systems 2,031.26 7.076   4/28/14 6.162 -12,517 14,374 1,857 343,254  364,728 78,526 443,254
  Buy HSI Citic Pacific 10,069.48 1.295   11/10/14 1.393 13,044        377,772 65,482  
    SDAX short WCM 8,036.47 1.623   5/26/14 1.623 13,044        390,816 52,438  
    OMXH 25 YIT 1,762.70 7.400   1/26/15 5.508 13,044        403,860 39,394  
    GCX Energy Recovery 3,870.05 3.371   3/02/15 3.076 13,044        416,904 26,350  
5/26/14 Sell SDAX short WCM 8,036.47 1.623 1.623 5/19/14 1.623 -13,044 13,044 0 343,254  403,860 39,394  
  Buy   long ADLER Real Estate 2,193.82 5.500   6/09/14 6.050 12,066        415,926 27,328  
    HSI-C&I Tencent 1,186.47 10.170   10/06/14 12.196 12,066        427,992 15,262  
6/02/14 Sell SSE 50 short Poly Developments 18,690.49 0.591 0.695 12/23/13 0.641 -11,975 12,984 1,009 344,263  416,017 28,246 444,263
    HSI-Fin ICBC 23,476.13 0.478 0.460 1/06/14 0.469 -11,015 10,808 -207 344,056  405,002 39,054 444,056
    OBX 25 Petroleum Geo-Srvcs 1,569.49 7.980 7.230 2/17/14 7.605 -11,936 11,348 -588 343,468  393,066 50,402 443,468
    NZX 50 Chorus 11,332.19 1.063 0.811 1/20/14 0.937 -10,616 9,186 -1,430 342,038  382,450 59,588 442,038
  Buy SSE 50 long Sinolink Secs 10,904.35 1.150   6/23/14 1.117 12,540        394,990 47,048  
    HSI-Fin HK Exchgs & Clrg 916.30 13.685   9/29/14 17.213 12,540        407,530 34,508  
    OBX 25 Grieg Seafood 3,717.32 3.373   6/30/14 3.430 12,540        420,070 21,968  
    FT 30 National Grid 11.36 1,103.450   6/09/14 1,037.210 12,535        432,605 9,433  
    NZX 50 Tourism 18,009.48 0.696   7/21/14 0.758 12,540        445,145 -3,107  
6/09/14 Sell Germany short SolarWorld 405.47 16.900 56.388 4/28/14 30.870 -12,517 22,864 10,347 352,385  432,628 19,757 452,385
    SDAX long ADLER Real Estate 2,193.82 6.050   5/26/14 5.500 -12,066 13,273 1,207 353,592  420,562 33,029 453,592
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    IBEX 35 short Inditex 547.50 21.750 20.190 3/10/14 20.970 -11,481 11,054 -427 353,165  409,081 44,084 453,165
    FT 30 long National Grid 11.36 1,037.210   6/02/14 1,103.450 -12,535 11,783 -752 352,412  396,546 55,866 452,412
    Topix (FRA) short Komatsu 713.35 16.815 14.471 11/25/13 15.643 -11,159 10,323 -836 351,576  385,387 66,189 451,576
    BAX Adva 3,911.25 3.196 3.204 5/05/14 3.200 -12,516 12,532 16 351,592  372,871 78,721 451,592
  Buy SDAX WCM 8,288.99 1.599   12/29/14 1.381 13,257        386,128 65,464  
    FT 30 Tesco 28.79 460.539   11/17/14 306.530 13,259        399,387 52,205  
    Topix (FRA) long Fujitsu 264.98 50.030   9/15/14 48.100 13,257        412,644 38,948  
    BAX Cancom 671.58 19.740   6/16/14 18.403 13,257        425,901 25,691  
6/16/14 Sell   long Cancom 671.58 18.403   6/09/14 19.740 -13,257 12,359 -898 350,694  412,644 38,050 450,694
  Buy IBEX 35 short ArcelorMittal 372.61 32.790   3/02/15 28.860 12,218        424,862 25,832  
    BAX Adva 3,896.05 3.136   6/23/14 3.096 12,218        437,080 13,614  
6/23/14 Sell SSE 50 long Sinolink Secs 10,904.35 1.117   6/02/14 1.150 -12,540 12,180 -360 350,334  424,540 25,794 450,334
    BAX short Adva 3,896.05 3.096 3.177 6/16/14 3.136 -12,218 12,376 158 350,492  412,322 38,170 450,492
  Buy SSE 50 Kangmei Pharma 14,171.69 0.862   7/07/14 0.868 12,216        424,538 25,954  
    CAC Next 20 Arkema 172.90 70.655   1/26/15 62.720 12,216        436,754 13,737  
    CAC Mid 60 CGG 35.58 343.360   1/19/15 153.600 12,217        448,971 1,521  
    BAX long Wacker Neuson 737.24 16.570   7/14/14 17.170 12,216        461,187 -10,695  
6/30/14 Sell OBX 25 long Grieg Seafood 3,717.32 3.430   6/02/14 3.373 -12,540 12,750 210 350,702  448,647 2,055 450,702
    Nikkei (FRA) short Hitachi Zosen 1,403.47 3.700 4.912 2/10/14 4.263 -5,983 6,893 910 351,612  442,664 8,948 451,612
      Nitto Denko 191.17 33.890 28.704 2/10/14 31.297 -5,983 5,487 -496 351,116  436,681 14,435 451,116
  Buy OBX 25 Norwegian 4.85 2,398.530   7/07/14 2,546.850 11,633        448,314 2,803  
    Nikkei (FRA) long Fujitsu 105.82 54.990   8/17/15 44.550 5,819        454,133 -3,016  
      MinebeaMitsumi 707.56 8.224   8/17/15 12.573 5,819        459,952 -8,835  
7/07/14 Sell SSE 50 short Kangmei Pharma 14,171.69 0.868 0.856 6/23/14 0.862 -12,216 12,125 -91 351,026  447,736 3,290 451,026
    OBX 25 Norwegian 4.85 2,546.850 2,250.210 6/30/14 2,398.530 -11,633 10,914 -719 350,306  436,103 14,203 450,306
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 long AVIC Aviation Engine 3,902.01 2.976   8/03/15 7.097 11,612        447,715 2,591  
    OBX 25 SalMar 861.44 13.480   7/28/14 14.639 11,612        459,327 -9,021  
7/14/14 Sell BAX long Wacker Neuson 737.24 17.170   6/23/14 16.570 -12,216 12,658 442 350,749  447,111 3,638 450,749
7/21/14 Sell NZX 50 long Tourism 18,009.48 0.758   6/02/14 0.696 -12,540 13,649 1,109 351,858  434,571 17,287 451,858
  Buy France short CGG 43.88 267.296   12/29/14 160.352 11,729        446,300 5,558  
    NZX 50 a2 Milk 29,933.64 0.392   7/28/14 0.401 11,728        458,028 -6,170  
7/28/14 Sell MDAX long Dürr 350.33 30.355   7/01/13 23.998 -8,407 10,634 2,227 354,085  449,621 4,464 454,085
    HSI-Prop short New World Dev 1,695.38 3.549 3.509 2/10/14 3.529 -5,983 5,950 -33 354,052  443,638 10,414 454,052
      The Wharf 3,233.53 2.205 1.496 2/10/14 1.850 -5,983 4,838 -1,145 352,906  437,655 15,252 452,906
    OBX 25 long SalMar 861.44 14.639   7/07/14 13.480 -11,612 12,610 998 353,905  426,043 27,862 453,905
    NZX 50 short a2 Milk 29,933.64 0.401 0.383 7/21/14 0.392 -11,728 11,462 -266 353,638  414,315 39,324 453,638
    Nikkei (TYO) Hitachi Zosen 3,457.49 3.842 3.063 4/07/14 3.453 -11,937 10,590 -1,347 352,291  402,378 49,914 452,291
  Buy Germany SolarWorld 837.00 15.000   1/12/15 12.350 12,555        414,933 37,359  
    MDAX Südzucker 904.21 13.885   2/02/15 11.245 12,555        427,488 24,804  
    HSI-Prop long CK Hutchison 457.21 13.730   8/24/15 10.950 6,277        433,765 18,526  
      Sino Land 5,013.98 1.252   8/24/15 1.200 6,278        440,043 12,249  
    OBX 25 short Petroleum Geo-Srvcs 1,945.61 6.453   8/11/14 6.127 12,555        452,598 -306  
    NZX 50 long Tourism 16,872.73 0.744   2/22/16 1.542 12,555        465,153 -12,861  
    BAX Nemetschek 1,975.86 6.354   8/04/14 6.125 12,555        477,708 -25,416  
    Nikkei (TYO) MinebeaMitsumi 1,373.95 9.138   10/20/14 9.651 12,555        490,263 -37,971  
8/04/14 Sell HDAX long Dürr 496.44 28.230   1/23/12 9.125 -4,530 14,015 9,484 361,776  485,733 -23,957 461,776
    MIB Azimut 694.97 18.460   11/05/12 9.304 -6,466 12,829 6,363 368,139  479,267 -11,128 468,139
    BAX Nemetschek 1,975.86 6.125   7/28/14 6.354 -12,555 12,102 -453 367,686  466,712 975 467,686
    Indices Merval 18.09 750.468   8/12/13 501.316 -9,069 13,576 4,507 372,193  457,643 14,551 472,193
  Buy HDAX short Südzucker 934.56 13.020   1/12/15 11.160 12,168        469,811 2,383  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices PSI 20 2.08 5,854.360   8/18/14 5,654.350 12,177        481,988 -9,795  
8/11/14 Sell ATX long Wienerberger 824.95 11.525   10/21/13 13.065 -10,778 9,508 -1,270 370,923  471,210 -287 470,923
    DAX Continental 81.01 133.083   7/16/12 59.533 -4,823 10,781 5,958 376,881  466,387 10,494 476,881
    OBX 25 short Petroleum Geo-Srvcs 1,945.61 6.127 6.796 7/28/14 6.453 -12,555 13,223 668 377,549  453,832 23,717 477,549
  Buy ATX Raiffeisen Bank Int 662.67 18.910   2/16/15 13.795 12,531        466,363 11,186  
    DAX Adidas 218.12 57.450   8/18/14 60.070 12,531        478,894 -1,345  
    OBX 25 long SalMar 951.29 13.173   8/18/14 12.880 12,531        491,425 -13,876  
8/18/14 Sell DAX short Adidas 218.12 60.070 54.830 8/11/14 57.450 -12,531 11,960 -571 376,977  478,894 -1,917 476,977
    OBX 25 long SalMar 951.29 12.880   8/11/14 13.173 -12,531 12,253 -279 376,699  466,363 10,336 476,699
    Indices short PSI 20 2.08 5,654.350 6,061.440 8/04/14 5,854.360 -12,177 12,608 431 377,130  454,186 22,944 477,130
  Buy DAX long Vonovia 547.57 22.830   10/06/14 22.420 12,501        466,687 10,443  
    OBX 25 short Petroleum Geo-Srvcs 2,049.45 6.100   2/16/15 5.700 12,501        479,188 -2,059  
    Indices long Merval 15.94 784.124   10/06/14 1,022.100 12,499        491,687 -14,557  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,894.83 6.373   7/01/13 2.159 -8,407 24,821 16,414 393,544  483,280 10,264 493,544
  Buy   short Demant 1,070.76 11.763   9/08/14 11.966 12,595        495,875 -2,332  
9/08/14 Sell   short Demant 1,070.76 11.966 11.559 9/01/14 11.763 -12,595 12,377 -218 393,326  483,280 10,045 493,326
  Buy   long Pandora 219.03 57.454   9/29/14 61.631 12,584        495,864 -2,539  
9/15/14 Sell Nordic 30 long Pandora 256.85 59.766   5/05/14 48.729 -12,516 15,351 2,835 396,160  483,348 12,812 496,160
    Topix (FRA) Fujitsu 264.98 48.100   6/09/14 50.030 -13,257 12,746 -511 395,649  470,091 25,558 495,649
  Buy Nordic 30 short Volvo 1,482.16 8.791   11/10/14 9.334 13,030        483,121 12,528  
    Topix (FRA) Aeon 1,659.66 7.851   1/05/15 8.291 13,030        496,151 -502  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 916.30 17.213   6/02/14 13.685 -12,540 15,772 3,232 398,881  483,611 15,269 498,881
    TSX 60 Bausch Health 142.51 102.197   9/30/13 76.879 -10,956 14,564 3,608 402,489  472,655 29,833 502,489
    OMXC 20 Pandora 219.03 61.631   9/08/14 57.454 -12,584 13,499 915 403,404  460,071 43,333 503,404
  Buy HSI-Fin short ICBC 27,445.78 0.498   11/03/14 0.526 13,668        473,739 29,665  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 Yamana Gold 2,849.52 4.797   3/23/15 3.713 13,668        487,407 15,997  
10/06/14 Sell DAX long Vonovia 547.57 22.420   8/18/14 22.830 -12,501 12,277 -225 403,179  474,906 28,273 503,179
    HSI-C&I Tencent 1,186.47 12.196   5/26/14 10.170 -12,066 14,470 2,404 405,583  462,840 42,743 505,583
    Indices Merval 15.94 1,022.100   8/18/14 784.124 -12,499 16,292 3,793 409,377  450,341 59,036 509,377
  Buy DAX short Deutsche Lufthansa 1,176.32 12.080   11/17/14 13.145 14,210        464,551 44,826  
    HSI-C&I Galaxy Entertainment 2,884.46 4.926   4/13/15 4.822 14,210        478,761 30,616  
    PSI 20 Pharol 8,717.79 1.630   2/23/15 0.697 14,210        492,971 16,406  
    Indices PSI 20 2.57 5,537.710   2/23/15 5,494.440 14,232        507,203 2,174  
10/13/14 Sell S&P 100 long Gilead Sciences 271.44 79.611   9/17/12 25.063 -6,803 21,610 14,806 424,183  500,400 23,783 524,183
    BEL 20 KBC 255.98 40.740   7/15/13 31.350 -8,025 10,429 2,404 426,587  492,375 34,212 526,587
    OMXS 30 Nokia 1,288.45 6.407   7/08/13 3.186 -4,104 8,254 4,150 430,737  488,270 42,466 530,737
      Kinnevik 187.70 22.475   7/08/13 21.868 -4,105 4,219 114 430,851  484,166 46,685 530,851
  Buy S&P 100 short General Motors 617.55 23.379   10/27/14 23.689 14,438        498,604 32,247  
    BEL 20 Galapagos 1,298.97 11.115   11/17/14 12.800 14,438        513,042 17,809  
    OMXS 30 Lundin 646.20 11.172   11/03/14 11.400 7,219        520,261 10,590  
      MTG 312.17 23.125   11/03/14 24.302 7,219        527,480 3,371  
10/20/14 Sell Kospi 50 long Amorepacific Group 181.38 87.497   7/23/12 26.166 -4,746 15,870 11,124 441,975  522,734 19,241 541,975
    Europe 50 Roche 19.24 222.572   12/19/11 129.719 -2,496 4,282 1,787 443,762  520,238 23,524 543,762
    Nikkei (TYO) MinebeaMitsumi 1,373.95 9.651   7/28/14 9.138 -12,555 13,260 705 444,466  507,683 36,783 544,466
    SP Global 100 Apple 329.58 19.487   4/30/12 15.738 -5,187 6,423 1,236 445,702  502,496 43,206 545,702
  Buy Kospi 50 short Hyundai Heavy 176.15 83.577   12/08/14 94.176 14,722        517,218 28,484  
    Europe 50 Deutsche Bank 683.31 21.545   11/10/14 21.563 14,722        531,940 13,762  
    Nikkei (TYO) Toyo Seikan 1,792.85 8.212   10/27/14 8.725 14,722        546,662 -960  
    SP Global 100 Deutsche Bank 683.31 21.545   11/03/14 22.134 14,722        561,384 -15,682  
10/27/14 Sell S&P 100 short General Motors 617.55 23.689 23.070 10/13/14 23.379 -14,438 14,247 -191 445,511  546,946 -1,435 545,511
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Toyo Seikan 1,792.85 8.725 7.698 10/20/14 8.212 -14,722 13,801 -921 444,590  532,224 12,366 544,590
    DJ Global Titans long Alphabet A 29.33 433.045   12/23/13 408.320 -11,976 12,701 725 445,315  520,248 25,067 545,315
  Buy S&P 100 Gilead Sciences 160.81 88.668   6/08/15 100.700 14,259        534,507 10,808  
    Nikkei (TYO) MinebeaMitsumi 1,360.93 10.477   8/24/15 10.589 14,259        548,766 -3,451  
    DJ Global Titans short Samsung Electronics 870.16 16.387   11/10/14 18.745 14,259        563,025 -17,710  
11/03/14 Sell HSI-Fin short ICBC 27,445.78 0.526 0.470 9/29/14 0.498 -13,668 12,910 -758 444,558  549,357 -4,799 544,558
    OMXS 30 Lundin 646.20 11.400 10.943 10/13/14 11.172 -7,219 7,071 -148 444,410  542,138 2,272 544,410
      MTG 312.17 24.302 21.949 10/13/14 23.125 -7,219 6,852 -367 444,043  534,919 9,124 544,043
    SP Global 100 Deutsche Bank 683.31 22.134 20.956 10/20/14 21.545 -14,722 14,319 -403 443,640  520,197 23,443 543,640
  Buy HSI-Fin long HK Exchgs & Clrg 802.37 17.669   11/24/14 17.528 14,177        534,374 9,266  
    OMXC 20 Pandora 212.62 66.679   11/17/14 66.322 14,177        548,551 -4,911  
    OMXS 30 Boliden 540.41 13.117   6/08/15 18.209 7,089        555,640 -12,000  
      Electrolux 315.67 22.455   6/08/15 27.196 7,089        562,728 -19,088  
    SP Global 100 Apple 647.43 21.898   8/24/15 22.212 14,177        576,905 -33,265  
11/10/14 Sell HSI long Citic Pacific 10,069.48 1.393   5/19/14 1.295 -13,044 14,027 983 444,623  563,861 -19,238 544,623
    Europe 50 short Deutsche Bank 683.31 21.563 21.527 10/20/14 21.545 -14,722 14,710 -12 444,611  549,139 -4,529 544,611
    Nordic 30 Volvo 1,482.16 9.334 8.249 9/15/14 8.791 -13,030 12,226 -804 443,807  536,109 7,697 543,807
    DJ Global Titans Samsung Electronics 870.16 18.745 14.028 10/27/14 16.387 -14,259 12,207 -2,052 441,755  521,850 19,904 541,755
  Buy HSI Kunlun Energy 13,554.40 1.036   1/12/15 0.825 14,041        535,891 5,863  
    Europe 50 long Novartis 226.78 61.916   8/24/15 69.088 14,041        549,933 -8,178  
    Nordic 30 Pandora 206.02 68.154   6/01/15 91.032 14,041        563,974 -22,219  
    DJ Global Titans Apple 641.17 21.899   12/15/14 21.746 14,041        578,015 -36,260  
11/17/14 Sell DAX short Deutsche Lufthansa 1,176.32 13.145 11.015 10/06/14 12.080 -14,210 12,957 -1,253 440,502  563,805 -23,303 540,502
    BEL 20 Galapagos 1,298.97 12.800 9.430 10/13/14 11.115 -14,438 12,249 -2,189 438,313  549,367 -11,054 538,313
    OMXC 20 long Pandora 212.62 66.322   11/03/14 66.679 -14,177 14,101 -76 438,237  535,190 3,047 538,237
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 short Tesco 28.79 306.530 691.926 6/09/14 460.539 -13,259 19,921 6,662 444,899  521,931 22,968 544,899
  Buy DAX long Merck (EMD) 185.16 76.670   7/06/15 90.640 14,196        536,127 8,772  
    BEL 20 Proximus 465.44 30.500   11/24/14 30.740 14,196        550,323 -5,424  
    OMXC 20 short FLSmidth 427.83 33.181   11/24/14 35.297 14,196        564,519 -19,620  
    FT 30 long Man Group 83.74 169.534   12/15/14 177.040 14,197        578,715 -33,817  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 802.37 17.528   11/03/14 17.669 -14,177 14,064 -113 444,785  564,538 -19,753 544,785
    BEL 20 Proximus 465.44 30.740   11/17/14 30.500 -14,196 14,308 112 444,897  550,342 -5,445 544,897
    OMXC 20 short FLSmidth 427.83 35.297 31.065 11/17/14 33.181 -14,196 13,291 -905 443,992  536,147 7,845 543,992
  Buy HSI-Fin HSBC 1,726.17 7.992   1/26/15 8.332 13,795        549,942 -5,950  
    BEL 20 Galapagos 1,069.38 12.900   12/01/14 13.020 13,795        563,737 -19,745  
    OMXC 20 long Pandora 205.26 67.207   8/17/15 107.440 13,795        577,532 -33,540  
12/01/14 Sell BEL 20 short Galapagos 1,069.38 13.020 12.780 11/24/14 12.900 -13,795 13,667 -128 443,864  563,737 -19,873 543,864
  Buy   long Proximus 414.39 31.610   12/15/14 29.550 13,099        576,835 -32,972  
12/08/14 Sell Kospi 50 short Hyundai Heavy 176.15 94.176 72.978 10/20/14 83.577 -14,722 12,855 -1,867 441,997  562,113 -20,117 541,997
  Buy   long Amorepacific Group 157.31 82.934   7/06/15 157.893 13,046        575,160 -33,163  
12/15/14 Sell BEL 20 long Proximus 414.39 29.550   12/01/14 31.610 -13,099 12,245 -854 441,143  562,061 -20,918 541,143
    MerVal Edenor 36,054.05 0.569   2/24/14 0.315 -11,339 20,500 9,161 450,304  550,722 -417 550,304
    FT 30 Man Group 83.74 177.040   11/17/14 169.534 -14,197 14,825 629 450,933  536,525 14,408 550,933
    DJ Global Titans Apple 641.17 21.746   11/10/14 21.899 -14,041 13,943 -98 450,835  522,484 28,351 550,835
  Buy BEL 20 short Umicore 929.03 15.585   1/19/15 16.578 14,479        536,963 13,872  
    FT 30 Tesco 55.16 262.480   12/22/14 292.250 14,478        551,441 -607  
    DJ Global Titans Gazprom 4,338.93 3.337   3/02/15 4.494 14,479        565,920 -15,086  
12/22/14 Sell TecDAX short SMA Solar 222.91 14.800 46.789 5/21/12 26.315 -5,866 10,430 4,564 455,398  560,054 -4,656 555,398
    FT 30 Tesco 55.16 292.250 232.709 12/15/14 262.480 -14,478 12,836 -1,642 453,756  545,576 8,180 553,756
  Buy   long Man Group 70.02 200.637   1/05/15 211.401 14,049        559,624 -5,868  
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 43.88 160.352 445.565 7/21/14 267.296 -11,729 19,551 7,822 461,579  547,896 13,683 561,579
    SDAX WCM 8,288.99 1.381 1.852 6/09/14 1.599 -13,257 15,348 2,091 463,670  534,639 29,031 563,670
  Buy France long Adocia 310.63 47.700   6/08/15 66.230 14,817        549,456 14,214  
    SDAX Patrizia Immobilien 1,204.63 12.300   1/19/15 14.055 14,817        564,273 -603  
    BAX KUKA 249.99 59.270   7/27/15 74.330 14,817        579,089 -15,420  
1/05/15 Sell FT 30 long Man Group 70.02 211.401   12/22/14 200.637 -14,049 14,802 754 464,423  565,041 -618 564,423
    Topix (FRA) short Aeon 1,659.66 8.291 7.411 9/15/14 7.851 -13,030 12,300 -730 463,693  552,011 11,682 563,693
  Buy FT 30 Tesco 48.92 294.006   1/19/15 365.061 14,383        566,394 -2,701  
    Topix (FRA) long Oriental Land 300.11 47.929   2/02/15 54.216 14,384        580,777 -17,084  
1/12/15 Sell Germany short SolarWorld 837.00 12.350 18.219 7/28/14 15.000 -12,555 15,249 2,694 466,387  568,222 -1,835 566,387
    HSI Kunlun Energy 13,554.40 0.825 1.300 11/10/14 1.036 -14,041 17,626 3,585 469,972  554,181 15,791 569,972
    HDAX Südzucker 934.56 11.160 15.190 8/04/14 13.020 -12,168 14,196 2,028 472,000  542,013 29,987 572,000
  Buy Germany long Ströer Media 611.38 24.615   6/15/15 40.315 15,049        557,063 14,938  
    HSI China Life Ins HK 4,540.90 3.314   7/13/15 3.728 15,049        572,112 -111  
    HDAX Ströer Media 611.38 24.615   8/24/15 47.670 15,049        587,161 -15,161  
1/19/15 Sell SDAX long Patrizia Immobilien 1,204.63 14.055   12/29/14 12.300 -14,817 16,931 2,114 474,114  572,344 1,771 574,114
    ISEQ 20 short C&C Group 1,448.88 3.322 6.042 4/14/14 4.480 -6,491 8,754 2,263 476,377  565,853 10,524 576,377
      Flutter 121.12 66.350 40.830 4/14/14 53.590 -6,491 4,945 -1,545 474,832  559,362 15,470 574,832
    BEL 20 Umicore 929.03 16.578 14.593 12/15/14 15.585 -14,479 13,557 -922 473,909  544,883 29,026 573,909
    FT 30 Tesco 48.92 365.061 222.950 1/05/15 294.006 -14,383 10,907 -3,476 470,433  530,500 39,933 570,433
    CAC Mid 60 CGG 35.58 153.600 767.553 6/23/14 343.360 -12,217 27,310 15,093 485,526  518,284 67,243 585,526
  Buy SDAX SGL Carbon 1,158.20 14.090   1/26/15 15.480 16,319        534,603 50,924  
    ISEQ 20 long Glanbia 589.13 13.850   6/08/15 17.420 8,159        542,762 42,764  
      Ryanair 838.59 9.730   6/08/15 11.660 8,159        550,921 34,605  
    BEL 20 bpost 713.87 22.860   9/28/15 21.000 16,319        567,241 18,286  
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 77.77 209.841   6/08/15 231.072 16,319        583,560 1,966  
    CAC Mid 60 Adocia 258.21 63.200   6/08/15 66.230 16,319        599,879 -14,353  
1/26/15 Sell SDAX short SGL Carbon 1,158.20 15.480 12.700 1/19/15 14.090 -16,319 14,709 -1,610 483,916  583,560 357 583,916
    HSI-Fin HSBC 1,726.17 8.332 7.651 11/24/14 7.992 -13,795 13,207 -588 483,329  569,765 13,564 583,329
    OMXH 25 YIT 1,762.70 5.508 9.942 5/19/14 7.400 -13,044 17,525 4,481 487,809  556,721 31,088 587,809
    CAC Next 20 Arkema 172.90 62.720 79.594 6/23/14 70.655 -12,216 13,762 1,546 489,355  544,504 44,850 589,355
    GEX 4SC 452.94 18.284 44.930 4/14/14 28.662 -12,982 20,351 7,369 496,723  531,522 65,201 596,723
  Buy SDAX long Patrizia Immobilien 1,106.89 14.950   6/29/15 22.015 16,548        548,070 48,653  
    HSI-Fin China Life Ins HK 4,429.69 3.736   8/03/15 3.251 16,548        564,618 32,105  
    OMXH 25 Neste Oil 2,048.02 8.080   5/11/15 7.640 16,548        581,166 15,557  
    GEX Ströer Media 618.62 26.750   6/01/15 38.770 16,548        597,715 -991  
2/02/15 Sell MDAX short Südzucker 904.21 11.245 17.145 7/28/14 13.885 -12,555 15,503 2,948 499,671  585,160 14,511 599,671
    AEX KPN 1,604.25 2.756 4.771 10/15/12 3.626 -5,817 7,653 1,836 501,507  579,343 22,164 601,507
    Topix (FRA) long Oriental Land 300.11 54.216   1/05/15 47.929 -14,384 16,271 1,887 503,394  564,959 38,435 603,394
  Buy MDAX Ströer Media 622.14 25.790   11/16/15 61.450 16,045        581,004 22,390  
    Topix (FRA) short Orix 1,611.27 9.958   2/09/15 10.802 16,045        597,049 6,345  
2/09/15 Sell   short Orix 1,611.27 10.802 9.114 2/02/15 9.958 -16,045 14,685 -1,360 502,034  581,004 21,030 602,034
  Buy MerVal long Aluar 16,616.17 0.937   2/16/15 0.944 15,576        596,580 5,454  
    Topix (FRA) Sony 688.38 22.627   5/18/15 28.471 15,576        612,156 -10,122  
2/16/15 Sell ATX short Raiffeisen Bank Int 662.67 13.795 25.922 8/11/14 18.910 -12,531 17,177 4,646 506,680  599,625 7,056 606,680
    OBX 25 Petroleum Geo-Srvcs 2,049.45 5.700 6.528 8/18/14 6.100 -12,501 13,379 878 507,558  587,124 20,435 607,558
    MerVal long Aluar 16,616.17 0.944   2/09/15 0.937 -15,576 15,687 111 507,669  571,548 36,122 607,669
  Buy ATX Zumtobel 762.93 21.095   9/07/15 23.775 16,094        587,642 20,028  
    OBX 25 Frontline 1,292.86 12.448   2/23/15 11.234 16,094        603,736 3,934  
2/23/15 Sell PSI 20 short Pharol 8,717.79 0.697 3.812 10/06/14 1.630 -14,210 33,231 19,021 526,691  589,526 37,165 626,691
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 1,292.86 11.234   2/16/15 12.448 -16,094 14,524 -1,570 525,121  573,432 51,689 625,121
    Indices short PSI 20 2.57 5,494.440 5,581.320 10/06/14 5,537.710 -14,232 14,344 112 525,233  559,200 66,033 625,233
  Buy PSI 20 long Altri 5,714.62 3.024   5/25/15 4.081 17,281        576,481 48,752  
    MerVal Comercial del Plata 69,878.69 0.247   3/02/15 0.261 17,281        593,762 31,471  
    Indices SSE 50 ew 51.37 336.435   7/27/15 382.611 17,283        611,044 14,188  
3/02/15 Sell IBEX 35 short ArcelorMittal 372.61 28.860 37.255 6/16/14 32.790 -12,218 13,882 1,664 526,897  598,826 28,070 626,897
    MerVal long Comercial del Plata 69,878.69 0.261   2/23/15 0.247 -17,281 18,245 964 527,861  581,545 46,315 627,861
    DJ Global Titans short Gazprom 4,338.93 4.494 2.180 12/15/14 3.337 -14,479 9,459 -5,020 522,841  567,066 55,774 622,841
    GCX Energy Recovery 3,870.05 3.076 3.693 5/19/14 3.371 -13,044 14,294 1,250 524,090  554,022 70,068 624,090
  Buy IBEX 35 long Intl. Cons. Airlines 2,196.58 7.900   3/09/15 7.660 17,353        571,375 52,715  
    DJ Global Titans Apple 601.37 28.856   3/30/15 29.169 17,353        588,729 35,362  
    GCX Shimano 124.71 139.151   6/01/15 129.753 17,354        606,082 18,008  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,196.58 7.660   3/02/15 7.900 -17,353 16,826 -527 523,563  588,729 34,834 623,563
  Buy   short Endesa 933.05 17.640   3/23/15 18.130 16,459        605,188 18,375  
    MerVal long Comercial del Plata 59,290.35 0.278   6/29/15 0.285 16,459        621,647 1,916  
3/23/15 Sell IBEX 35 short Endesa 933.05 18.130 17.150 3/09/15 17.640 -16,459 16,002 -457 523,106  605,188 17,918 623,106
    TSX 60 Yamana Gold 2,849.52 3.713 6.196 9/29/14 4.797 -13,668 17,655 3,987 527,093  591,520 35,573 627,093
  Buy IBEX 35 long Intl. Cons. Airlines 2,045.19 8.100   5/11/15 7.890 16,566        608,086 19,007  
    TSX 60 Bausch Health 89.17 185.781   5/11/15 200.704 16,566        624,652 2,441  
3/30/15 Sell DJ Global Titans long Apple 601.37 29.169   3/02/15 28.856 -17,353 17,541 188 527,281  607,299 19,982 627,281
  Buy   short ConocoPhilips 273.84 59.090   4/27/15 61.591 16,181        623,480 3,801  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,884.46 4.822 5.033 10/06/14 4.926 -14,210 14,517 307 527,588  609,270 18,317 627,588
    ÖkoDAX (deprecated) SolarWorld 67.19 14.550 772.962 4/29/13 106.050 -7,126 51,935 44,810 572,398  602,145 70,253 672,398
  Buy HSI-C&I long Tencent 891.94 20.815   7/06/15 17.093 18,566        620,711 51,687  
    OBX 25 Frontline 1,356.64 13.685   5/18/15 12.057 18,566        639,277 33,121  
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 273.84 61.591 56.589 3/30/15 59.090 -16,181 15,496 -685 571,713  623,096 48,617 671,713
  Buy   long Mitsubishi UFJ 2,775.37 6.489   6/08/15 6.373 18,008        641,104 30,609  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 2,045.19 7.890   3/23/15 8.100 -16,566 16,137 -429 571,283  624,538 46,746 671,283
    OMXH 25 Neste Oil 2,048.02 7.640   1/26/15 8.080 -16,548 15,647 -901 570,382  607,990 62,392 670,382
    TSX 60 Bausch Health 89.17 200.704   3/23/15 185.781 -16,566 17,897 1,331 571,713  591,423 80,289 671,713
  Buy IBEX 35 short Obrascón Huarte Lain 982.24 19.140   4/25/16 5.840 18,800        610,224 61,489  
    OMXH 25 Outokumpu 3,591.21 5.235   1/04/16 2.584 18,800        629,024 42,689  
    TSX 60 Cenovus Energy 1,212.43 15.506   3/21/16 12.064 18,800        647,823 23,889  
5/18/15 Sell OBX 25 long Frontline 1,356.64 12.057   4/13/15 13.685 -18,566 16,357 -2,209 569,503  629,257 40,246 669,503
    Topix (FRA) Sony 688.38 28.471   2/09/15 22.627 -15,576 19,599 4,023 573,526  613,681 59,845 673,526
  Buy OBX 25 short REC Silicon 8,662.41 2.117   6/01/15 1.852 18,334        632,015 41,511  
    Topix (FRA) Toshiba 612.56 29.930   5/25/15 30.510 18,334        650,349 23,177  
5/25/15 Sell PSI 20 long Altri 5,714.62 4.081   2/23/15 3.024 -17,281 23,321 6,040 579,567  633,068 46,498 679,567
    Topix (FRA) short Toshiba 612.56 30.510 29.350 5/18/15 29.930 -18,334 17,979 -355 579,211  614,734 64,477 679,211
  Buy PSI 20 Pharol 36,454.90 0.510   11/23/15 0.369 18,592        633,326 45,885  
    Topix (FRA) long Sony 652.35 28.500   6/01/15 28.394 18,592        651,918 27,293  
6/01/15 Sell OBX 25 short REC Silicon 8,662.41 1.852 2.418 5/18/15 2.117 -18,334 20,948 2,614 581,826  633,584 48,241 681,826
    Nordic 30 long Pandora 206.02 91.032   11/10/14 68.154 -14,041 18,754 4,713 586,539  619,543 66,996 686,539
    Topix (FRA) Sony 652.35 28.394   5/25/15 28.500 -18,592 18,523 -69 586,470  600,951 85,519 686,470
    GEX Ströer Media 618.62 38.770   1/26/15 26.750 -16,548 23,984 7,436 593,906  584,403 109,502 693,906
    GCX Shimano 124.71 129.753   3/02/15 139.151 -17,354 16,182 -1,172 592,734  567,050 125,684 692,734
  Buy TecDAX short Aixtron 2,965.22 6.900   4/25/16 4.108 20,460        587,510 105,224  
    OBX 25 long Frontline 1,639.99 12.476   6/08/15 12.298 20,460        607,970 84,764  
    Nordic 30 short Fortum 1,181.29 17.320   11/30/15 13.820 20,460        628,430 64,304  
    Topix (FRA) Toshiba 627.41 32.610   11/16/15 22.410 20,460        648,890 43,844  
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 11,045.13 1.852   10/05/20 0.464 20,460        669,350 23,384  
6/08/15 Sell S&P 100 long Gilead Sciences 160.81 100.700   10/27/14 88.668 -14,259 16,194 1,935 594,669  655,091 39,578 694,669
    France Adocia 310.63 66.230   12/29/14 47.700 -14,817 20,573 5,756 600,425  640,274 60,151 700,425
    ISEQ 20 Glanbia 589.13 17.420   1/19/15 13.850 -8,159 10,263 2,103 602,528  632,114 70,413 702,528
      Ryanair 838.59 11.660   1/19/15 9.730 -8,159 9,778 1,618 604,146  623,955 80,191 704,146
    OBX 25 Frontline 1,639.99 12.298   6/01/15 12.476 -20,460 20,169 -291 603,855  603,495 100,360 703,855
    OMXS 30 Boliden 540.41 18.209   11/03/14 13.117 -7,089 9,840 2,752 606,607  596,406 110,200 706,607
      Electrolux 315.67 27.196   11/03/14 22.455 -7,089 8,585 1,496 608,103  589,318 118,785 708,103
    FT 30 Man Group 77.77 231.072   1/19/15 209.841 -16,319 17,970 1,651 609,754  572,999 136,755 709,754
    CAC Mid 60 Adocia 258.21 66.230   1/19/15 63.200 -16,319 17,101 782 610,536  556,680 153,857 710,536
    DJ Global Titans Mitsubishi UFJ 2,775.37 6.373   4/27/15 6.489 -18,008 17,687 -321 610,216  538,672 171,544 710,216
  Buy S&P 100 short Norfolk Southern 273.32 80.648   6/15/15 80.979 22,043        560,714 149,501  
    France Solocal 31.47 700.450   11/23/15 390.360 22,043        582,758 127,458  
    ISEQ 20 FBD 1,188.43 9.274   8/10/15 7.120 11,022        593,779 116,436  
    OBX 25 DNO International 17,302.20 1.274   12/21/15 0.607 22,043        615,822 94,393  
    OMXS 30 SSAB 2,152.64 5.120   10/26/15 3.388 11,022        626,844 83,372  
      Telia Company 2,095.86 5.259   10/26/15 4.765 11,022        637,865 72,350  
    FT 30 Tate & Lyle 29.25 753.704   12/28/15 807.108 22,046        659,911 50,305  
    DJ Global Titans BHP 1,158.96 19.020   7/13/15 17.787 22,043        681,954 28,261  
6/15/15 Sell S&P 100 short Norfolk Southern 273.32 80.979 80.318 6/08/15 80.648 -22,043 21,953 -90 610,125  659,911 50,214 710,125
    Germany long Ströer Media 611.38 40.315   1/12/15 24.615 -15,049 24,648 9,599 619,724  644,862 74,862 719,724
  Buy S&P 100 Starbucks 428.75 46.330   7/06/15 49.123 19,864        664,726 54,998  
6/29/15 Sell SDAX long Patrizia Immobilien 1,106.89 22.015   1/26/15 14.950 -16,548 24,368 7,820 627,544  648,178 79,366 727,544
    MerVal Comercial del Plata 59,290.35 0.285   3/09/15 0.278 -16,459 16,892 433 627,977  631,719 96,258 727,977
7/06/15 Sell S&P 100 long Starbucks 428.75 49.123   6/15/15 46.330 -19,864 21,061 1,197 629,174  611,855 117,319 729,174
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 157.31 157.893   12/08/14 82.934 -13,046 24,838 11,792 640,966  598,809 142,157 740,966
    DAX Merck (EMD) 185.16 90.640   11/17/14 76.670 -14,196 16,783 2,587 643,553  584,613 158,940 743,553
    HSI-C&I Tencent 891.94 17.093   4/13/15 20.815 -18,566 15,246 -3,320 640,232  566,047 174,186 740,232
  Buy S&P 100 short Norfolk Southern 290.68 78.643   7/13/15 78.579 22,860        588,907 151,326  
    CAC 40 ArcelorMittal 906.06 25.230   3/27/17 22.800 22,860        611,766 128,466  
    DAX RWE 1,188.15 19.240   7/13/15 20.205 22,860        634,627 105,606  
    HSI-C&I Sands China 6,756.12 3.384   5/09/16 3.084 22,860        657,487 82,746  
7/13/15 Sell S&P 100 short Norfolk Southern 290.68 78.579 78.708 7/06/15 78.643 -22,860 22,879 19 640,251  634,627 105,625 740,251
    HSI long China Life Ins HK 4,540.90 3.728   1/12/15 3.314 -15,049 16,930 1,881 642,133  619,578 122,555 742,133
    DAX short RWE 1,188.15 20.205 18.275 7/06/15 19.240 -22,860 21,713 -1,147 640,986  596,718 144,268 740,986
    DJ Global Titans BHP 1,158.96 17.787 20.338 6/08/15 19.020 -22,043 23,571 1,528 642,514  574,674 167,839 742,514
  Buy S&P 100 long Amazon.com 54.97 414.042   7/27/15 479.746 22,760        597,434 145,079  
    HSI short China Shenhua HK 12,253.93 1.857   4/18/16 1.521 22,758        620,192 122,321  
    DAX long Fresenius 371.50 61.260   7/27/15 61.200 22,758        642,950 99,563  
    DJ Global Titans Mitsubishi UFJ 3,623.08 6.281   7/27/15 6.435 22,758        665,708 76,805  
7/20/15 Sell DJTA long Avis Budget 492.71 38.916   9/24/12 12.419 -6,119 19,174 13,055 655,569  659,589 95,979 755,569
  Buy   short Avis Budget 547.03 38.916   8/03/15 39.514 21,288        680,877 74,691  
7/27/15 Sell S&P 100 long Amazon.com 54.97 479.746   7/13/15 414.042 -22,760 26,372 3,612 659,181  658,118 101,063 759,181
    DAX Fresenius 371.50 61.200   7/13/15 61.260 -22,758 22,736 -22 659,158  635,359 123,799 759,158
    BAX KUKA 249.99 74.330   12/29/14 59.270 -14,817 18,582 3,765 662,923  620,543 142,381 762,923
    Indices SSE 50 ew 51.37 382.611   2/23/15 336.435 -17,283 19,655 2,372 665,295  603,260 162,035 765,295
    DJ Global Titans Mitsubishi UFJ 3,623.08 6.435   7/13/15 6.281 -22,758 23,315 557 665,852  580,502 185,350 765,852
  Buy S&P 100 short ConocoPhilips 520.86 45.655   3/07/16 37.595 23,780        604,282 161,570  
    DAX RWE 1,281.94 18.550   10/19/15 12.230 23,780        628,062 137,790  
    BAX Grammer 905.56 26.260   11/09/15 23.675 23,780        651,842 114,010  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices RTX 22.58 1,053.370   6/06/16 1,104.740 23,785        675,627 90,225  
    DJ Global Titans ConocoPhilips 520.86 45.655   8/03/15 45.385 23,780        699,407 66,445  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 3,902.01 7.097   7/07/14 2.976 -11,612 27,692 16,080 681,932  687,795 94,137 781,932
    HSI-Fin China Life Ins HK 4,429.69 3.251   1/26/15 3.736 -16,548 14,399 -2,149 679,783  671,247 108,536 779,783
    DJTA short Avis Budget 547.03 39.514 38.317 7/20/15 38.916 -21,288 20,960 -328 679,455  649,959 129,496 779,455
    DJ Global Titans ConocoPhilips 520.86 45.385 45.927 7/27/15 45.655 -23,780 23,922 142 679,597  626,179 153,418 779,597
  Buy SSE 50 China Northern Rare 11,206.40 2.081   1/04/16 1.789 23,325        649,504 130,093  
    HSI-Fin ICBC 37,296.13 0.625   1/04/16 0.538 23,325        672,829 106,768  
    DJTA long JetBlue Airways 1,082.99 21.538   8/24/15 18.277 23,325        696,154 83,443  
    SMI UBS 1,105.33 21.102   8/17/15 20.081 23,325        719,479 60,118  
    SLI Vifor Pharma 219.69 106.171   8/24/15 107.513 23,325        742,803 36,794  
    DJ Global Titans Mitsubishi UFJ 3,596.32 6.486   8/24/15 5.389 23,325        766,129 13,469  
8/10/15 Sell ISEQ 20 short FBD 1,188.43 7.120 12.080 6/08/15 9.274 -11,022 14,356 3,334 682,931  755,107 27,824 782,931
  Buy   long Kingspan 445.94 22.725   8/17/15 22.815 10,134        765,241 17,690  
      Ryanair 792.96 12.780   8/17/15 12.705 10,134        775,375 7,556  
8/17/15 Sell ASX 50 long James Hardie Ind 717.82 12.058   1/30/12 5.763 -4,137 8,656 4,519 687,450  771,238 16,212 787,450
    ISEQ 20 Kingspan 445.94 22.815   8/10/15 22.725 -10,134 10,174 40 687,490  761,104 26,386 787,490
      Ryanair 792.96 12.705   8/10/15 12.780 -10,134 10,075 -59 687,431  750,970 36,461 787,431
    OMXC 20 Pandora 205.26 107.440   11/24/14 67.207 -13,795 22,053 8,258 695,689  737,175 58,514 795,689
    SMI UBS 1,105.33 20.081   8/03/15 21.102 -23,325 22,196 -1,129 694,560  713,850 80,710 794,560
    Nikkei (FRA) Fujitsu 105.82 44.550   6/30/14 54.990 -5,819 4,714 -1,105 693,456  708,031 85,424 793,456
      MinebeaMitsumi 707.56 12.573   6/30/14 8.224 -5,819 8,896 3,077 696,533  702,212 94,321 796,533
  Buy ASX 50 short Santos 5,593.48 3.982   11/23/15 2.708 22,271        724,483 72,050  
    ISEQ 20 FBD 1,613.84 6.900   11/30/15 6.852 11,136        735,619 60,914  
    OMXC 20 GN Store Nord 178.88 124.500   10/05/15 126.375 22,271        757,889 38,643  
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 867.93 12.830   11/23/15 10.210 11,136        769,025 27,508  
      IHI 368.85 30.190   11/23/15 25.250 11,136        780,160 16,372  
8/24/15 Sell DJIA long Visa 132.09 58.880   12/19/11 18.897 -2,496 7,778 5,281 701,814  777,664 24,150 801,814
    Nasdaq 100 Regeneron 38.16 434.608   10/10/11 49.346 -1,883 16,585 14,702 716,516  775,781 40,734 816,516
    Euro 50 ASML 54.32 74.790   1/09/12 32.400 -1,760 4,063 2,303 718,818  774,021 44,797 818,818
      AB InBev 37.06 91.280   1/09/12 47.495 -1,760 3,383 1,623 720,441  772,261 48,180 820,441
    HDAX Ströer Media 611.38 47.670   1/12/15 24.615 -15,049 29,144 14,095 734,536  757,212 77,324 834,536
    FTSE Ashtead 13.84 1,199.890   7/30/12 333.248 -4,612 16,606 11,994 746,531  752,600 93,931 846,531
    HSI-Prop CK Hutchison 457.21 10.950   7/28/14 13.730 -6,277 5,007 -1,271 745,260  746,322 98,937 845,260
      Sino Land 5,013.98 1.200   7/28/14 1.252 -6,278 6,017 -261 744,999  740,045 104,954 844,999
    Europe 50 Novartis 226.78 69.088   11/10/14 61.916 -14,041 15,668 1,626 746,626  726,004 120,622 846,626
    DJTA JetBlue Airways 1,082.99 18.277   8/03/15 21.538 -23,325 19,794 -3,531 743,095  702,679 140,416 843,095
    SLI Vifor Pharma 219.69 107.513   8/03/15 106.171 -23,325 23,620 295 743,390  679,354 164,036 843,390
    Nikkei (TYO) MinebeaMitsumi 1,360.93 10.589   10/27/14 10.477 -14,259 14,411 152 743,542  665,095 178,447 843,542
    DJ Global Titans Mitsubishi UFJ 3,596.32 5.389   8/03/15 6.486 -23,325 19,381 -3,944 739,598  641,770 197,828 839,598
    SP Global 100 Apple 647.43 22.212   11/03/14 21.898 -14,177 14,380 203 739,801  627,593 212,209 839,801
  Buy DJIA short Chevron 423.38 62.119   5/30/16 91.551 26,300        653,893 185,909  
    Nasdaq 100 Micron Technology 2,114.56 12.438   8/31/15 14.635 26,300        680,193 159,609  
    Euro 50 E.on 1,511.49 8.700   10/26/15 8.993 13,150        693,343 146,459  
      Banco Santander 2,523.99 5.210   10/26/15 5.230 13,150        706,493 133,309  
    HDAX RWE 1,989.41 13.220   11/23/15 10.895 26,300        732,793 107,009  
    FTSE Glencore 140.35 187.390   5/09/16 167.806 26,300        759,093 80,708  
    HSI-Prop Hang Lung 6,841.12 1.922   6/06/16 1.737 13,150        772,243 67,558  
      The Wharf 7,516.00 1.750   6/06/16 1.945 13,150        785,393 54,408  
    DJCA Chevron 423.38 62.119   8/31/15 72.229 26,300        811,693 28,109  
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 8.98 2,927.710   10/26/15 3,453.900 26,291        837,984 1,818  
    DJTA Norfolk Southern 408.54 64.376   8/31/15 69.482 26,300        864,284 -24,482  
    SLI Aryzta 2,806.02 9.373   1/09/17 8.993 26,300        890,584 -50,782  
    CAC Next 20 Casino Guichard 467.31 56.280   1/30/17 49.780 26,300        916,884 -77,082  
    Nikkei (TYO) IHI 1,015.78 25.892   8/08/16 25.014 26,300        943,184 -103,383  
    DJ Global Titans ConocoPhilips 711.26 36.977   3/21/16 37.886 26,300        969,484 -129,683  
    SP Global 100 RWE 1,989.41 13.220   9/12/16 14.645 26,300        995,784 -155,983  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,114.56 14.635 10.240 8/24/15 12.438 -26,300 21,654 -4,646 735,155  969,484 -134,329 835,155
    DJCA Chevron 423.38 72.229 52.009 8/24/15 62.119 -26,300 22,020 -4,280 730,875  943,184 -112,309 830,875
    DJTA Norfolk Southern 408.54 69.482 59.269 8/24/15 64.376 -26,300 24,214 -2,086 728,789  916,884 -88,095 828,789
  Buy Nasdaq 100 long Netflix 180.52 102.576   9/07/15 88.434 18,517        935,401 -106,612  
    DJCA JetBlue Airways 930.25 19.906   3/16/20 9.506 18,517        953,918 -125,129  
    DJUA short CenterPoint Energy 557.55 16.606   12/07/15 15.137 9,259        963,177 -134,388  
      FirstEnergy 324.83 28.503   12/07/15 29.960 9,259        972,435 -143,646  
    DJTA long JetBlue Airways 930.25 19.906   1/04/16 20.201 18,517        990,952 -162,163  
9/07/15 Sell Nasdaq 100 long Netflix 180.52 88.434   8/31/15 102.576 -18,517 15,964 -2,553 726,236  972,435 -146,199 826,236
    ATX Zumtobel 762.93 23.775   2/16/15 21.095 -16,094 18,139 2,045 728,281  956,341 -128,061 828,281
  Buy Nasdaq 100 short Micron Technology 1,161.90 15.066   10/19/15 16.912 17,505        973,846 -145,566  
    ATX Vienna Insurance 642.62 27.240   3/28/16 18.660 17,505        991,351 -163,071  
9/14/15 Sell RTX short RusHydro 4,082.74 0.774 3.647 3/11/13 1.680 -6,859 14,888 8,029 736,309  984,492 -148,183 836,309
  Buy USA long JetBlue Airways 739.68 23.257   9/21/15 23.986 17,203        1,001,695 -165,386  
9/21/15 Sell   long JetBlue Airways 739.68 23.986   9/14/15 23.257 -17,203 17,742 539 736,848  984,492 -147,644 836,848
  Buy   short Wynn Resorts 289.67 59.482   10/05/15 57.973 17,230        1,001,722 -164,874  
    MIB Saipem 1,694.20 10.170   12/26/16 5.130 17,230        1,018,952 -182,104  
    RTX Mobile TeleSystems 2,717.67 6.340   9/28/15 6.096 17,230        1,036,182 -199,334  
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 2,717.67 6.096 6.594 9/21/15 6.340 -17,230 17,920 690 737,538  1,018,952 -181,414 837,538
    BEL 20 long bpost 713.87 21.000   1/19/15 22.860 -16,319 14,991 -1,328 736,210  1,002,633 -166,423 836,210
  Buy RTX Severstal 1,785.46 9.378   11/02/15 10.465 16,744        1,019,377 -183,167  
    BEL 20 short Solvay 187.06 89.510   3/28/16 85.670 16,744        1,036,121 -199,911  
10/05/15 Sell USA short Wynn Resorts 289.67 57.973 61.030 9/21/15 59.482 -17,230 17,679 448 736,658  1,018,891 -182,232 836,658
    OMXC 20 GN Store Nord 178.88 126.375 122.625 8/17/15 124.500 -22,271 21,935 -335 736,323  996,620 -160,297 836,323
  Buy USA long Netflix 170.03 99.392   12/14/15 109.790 16,900        1,013,520 -177,197  
    OMXC 20 Genmab 198.67 85.064   11/02/15 91.174 16,900        1,030,420 -194,097  
10/12/15 Buy Kospi 50 long Lotte Chemical 77.01 208.474   4/02/18 330.481 16,055        1,046,474 -210,151  
    MerVal Pampa Energía 19,467.69 0.825   10/19/15 0.927 16,055        1,062,529 -226,206  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,161.90 16.912 13.219 9/07/15 15.066 -17,505 15,360 -2,145 734,178  1,045,024 -210,847 834,178
    DAX RWE 1,281.94 12.230 28.136 7/27/15 18.550 -23,780 36,069 12,289 746,466  1,021,244 -174,778 846,466
    MerVal long Pampa Energía 19,467.69 0.927   10/12/15 0.825 -16,055 18,037 1,982 748,448  1,005,189 -156,741 848,448
  Buy Nasdaq 100 Amazon.com 34.18 505.914   2/08/16 436.037 17,292        1,022,481 -174,033  
    DAX Fresenius 286.72 60.310   12/21/15 63.430 17,292        1,039,773 -191,325  
    MerVal short YPF 769.24 22.479   10/26/15 25.738 17,292        1,057,065 -208,617  
10/26/15 Sell Euro 50 short E.on 1,511.49 8.993 8.407 8/24/15 8.700 -13,150 12,708 -442 748,006  1,043,915 -195,910 848,006
      Banco Santander 2,523.99 5.230 5.190 8/24/15 5.210 -13,150 13,100 -50 747,955  1,030,766 -182,810 847,955
    OMXS 30 SSAB 2,152.64 3.388 7.737 6/08/15 5.120 -11,022 16,656 5,634 753,589  1,019,744 -166,155 853,589
      Telia Company 2,095.86 4.765 5.804 6/08/15 5.259 -11,022 12,164 1,142 754,731  1,008,722 -153,991 854,731
    Europe 50 Rio Tinto 8.98 3,453.900 2,401.510 8/24/15 2,927.710 -26,291 21,566 -4,725 750,006  982,432 -132,426 850,006
    MerVal YPF 769.24 25.738 19.221 10/19/15 22.479 -17,292 14,785 -2,507 747,499  965,140 -117,640 847,499
  Buy Euro 50 long Fresenius 142.21 64.150   1/11/16 59.420 9,123        974,262 -126,763  
      Inditex 271.44 33.610   1/11/16 29.430 9,123        983,386 -135,886  
    OMXS 30 Boliden 522.48 17.461   11/02/15 17.505 9,123        992,508 -145,009  
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 1,750.48 5.212   11/02/15 5.468 9,123        1,001,631 -154,132  
    Europe 50 SAP 260.17 70.130   12/14/15 69.400 18,246        1,019,877 -172,378  
    MerVal Pampa Energía 15,877.13 1.149   3/07/16 0.728 18,246        1,038,123 -190,624  
11/02/15 Sell RTX long Severstal 1,785.46 10.465   9/28/15 9.378 -16,744 18,685 1,941 749,440  1,021,379 -171,939 849,440
    OMXC 20 Genmab 198.67 91.174   10/05/15 85.064 -16,900 18,113 1,214 750,654  1,004,480 -153,825 850,654
    OMXS 30 Boliden 522.48 17.505   10/26/15 17.461 -9,123 9,146 23 750,677  995,357 -144,679 850,677
      Svenska Cellulosa B 1,750.48 5.468   10/26/15 5.212 -9,123 9,571 448 751,125  986,234 -135,109 851,125
  Buy RTX short Mobile TeleSystems 2,877.35 6.221   4/25/16 7.952 17,900        1,004,134 -153,009  
    OMXS 30 SSAB 2,649.89 3.378   12/14/15 2.601 8,950        1,013,084 -161,959  
      SKF A 557.00 16.068   12/14/15 14.663 8,950        1,022,034 -170,909  
11/09/15 Sell BAX short Grammer 905.56 23.675 29.127 7/27/15 26.260 -23,780 26,376 2,596 753,721  998,254 -144,532 853,721
  Buy   long Adva 1,745.84 10.155   11/16/15 10.530 17,729        1,015,983 -162,261  
11/16/15 Sell MDAX long Ströer Media 622.14 61.450   2/02/15 25.790 -16,045 38,231 22,186 775,907  999,938 -124,031 875,907
    BSE Sensex 30 Hindustan Unilever 682.54 11.144   1/30/12 6.061 -4,137 7,606 3,469 779,376  995,801 -116,425 879,376
    Topix (FRA) short Toshiba 627.41 22.410 47.453 6/01/15 32.610 -20,460 29,772 9,312 788,688  975,341 -86,653 888,688
    BAX long Adva 1,745.84 10.530   11/09/15 10.155 -17,729 18,384 655 789,343  957,612 -68,269 889,343
  Buy MDAX short Leoni 591.02 34.730   5/30/16 29.880 20,526        978,138 -88,795  
    BSE Sensex 30 Bharat Heavy 12,149.88 1.689   6/13/16 1.058 20,526        998,664 -109,321  
    SMI Holcim 406.38 50.510   1/09/17 49.995 20,526        1,019,190 -129,847  
    Topix (FRA) long Ono Pharmaceutical 751.81 27.302   12/14/15 30.520 20,526        1,039,716 -150,373  
    BAX short Leoni 591.02 34.730   11/23/15 36.045 20,526        1,060,242 -170,899  
11/23/15 Sell France short Solocal 31.47 390.360 1,256.870 6/08/15 700.450 -22,043 39,554 17,511 806,853  1,038,199 -131,346 906,853
    ASX 50 Santos 5,593.48 2.708 5.854 8/17/15 3.982 -22,271 32,743 10,472 817,326  1,015,928 -98,602 917,326
    HDAX RWE 1,989.41 10.895 16.041 8/24/15 13.220 -26,300 31,913 5,613 822,938  989,628 -66,690 922,938
    PSI 20 Pharol 36,454.90 0.369 0.705 5/25/15 0.510 -18,592 25,697 7,105 830,043  971,036 -40,993 930,043
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 867.93 10.210 16.122 8/17/15 12.830 -11,136 13,993 2,857 832,901  959,900 -27,000 932,901
      IHI 368.85 25.250 36.097 8/17/15 30.190 -11,136 13,314 2,179 835,079  948,765 -13,686 935,079
    BAX Leoni 591.02 36.045 33.415 11/16/15 34.730 -20,526 19,749 -777 834,302  928,239 6,063 934,302
  Buy France long Ubisoft 877.04 26.805   1/11/16 24.260 23,509        951,748 -17,446  
    HDAX SMA Solar 492.08 47.775   1/18/16 41.200 23,509        975,257 -40,955  
    PSI 20 Altri 4,603.29 5.107   12/07/15 5.008 23,509        998,766 -64,464  
    OMXC 20 Genmab 207.31 113.399   2/08/16 88.896 23,509        1,022,275 -87,973  
    Nikkei (FRA) Yamaha 468.87 25.070   12/07/15 22.360 11,755        1,034,029 -99,727  
    BAX Adva 2,118.88 11.095   12/14/15 9.859 23,509        1,057,538 -123,236  
    GEX Hypoport 297.58 79.000   12/14/15 70.070 23,509        1,081,047 -146,745  
11/30/15 Sell ISEQ 20 short FBD 1,613.84 6.852 6.948 8/17/15 6.900 -11,136 11,213 78 834,380  1,069,911 -135,532 934,380
    Nordic 30 Fortum 1,181.29 13.820 21.706 6/01/15 17.320 -20,460 25,642 5,182 839,562  1,049,452 -109,890 939,562
  Buy Germany long SMA Solar 439.20 47.225   1/11/16 49.315 20,741        1,070,193 -130,631  
    ASX 50 short Origin Energy 5,414.56 3.831   1/04/16 3.253 20,741        1,090,934 -151,372  
    ISEQ 20 long Flutter 86.38 120.050   12/07/15 122.000 10,370        1,101,304 -161,742  
      Dalata Hotel 2,013.69 5.150   12/07/15 5.130 10,371        1,111,674 -172,113  
    Nordic 30 Pandora 184.86 112.200   12/14/15 108.345 20,741        1,132,415 -192,854  
12/07/15 Sell ISEQ 20 long Flutter 86.38 122.000   11/30/15 120.050 -10,370 10,538 168 839,730  1,122,046 -182,316 939,730
      Dalata Hotel 2,013.69 5.130   11/30/15 5.150 -10,371 10,330 -40 839,690  1,111,675 -171,985 939,690
    PSI 20 Altri 4,603.29 5.008   11/23/15 5.107 -23,509 23,053 -456 839,234  1,088,166 -148,932 939,234
    DJUA short CenterPoint Energy 557.55 15.137 18.217 8/31/15 16.606 -9,259 10,157 898 840,132  1,078,908 -138,775 940,132
      FirstEnergy 324.83 29.960 27.045 8/31/15 28.503 -9,259 8,785 -474 839,659  1,069,649 -129,990 939,659
    Nikkei (FRA) long Yamaha 468.87 22.360   11/23/15 25.070 -11,755 10,484 -1,271 838,388  1,057,894 -119,506 938,388
    BSE Sensex 50 Eicher Motors 802.93 22.421   10/24/11 2.335 -1,875 18,002 16,127 854,516  1,056,019 -101,504 954,516
  Buy ISEQ 20 short FBD 1,563.42 6.820   1/04/16 6.603 10,663        1,066,682 -112,166  
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 75,620.57 0.282   4/25/16 0.141 21,325        1,088,007 -133,491  
    DJUA long NiSource 603.93 17.655   3/16/20 18.760 10,663        1,098,670 -144,154  
      American Water 197.93 53.870   3/16/20 106.441 10,662        1,109,332 -154,816  
    Nikkei (FRA) short OKI Electric 928.79 11.480   3/07/16 12.000 10,663        1,119,994 -165,479  
      Sharp 1,122.37 9.500   3/07/16 13.180 10,663        1,130,657 -176,141  
    BSE Sensex 50 ONGC 10,342.40 2.062   12/21/15 2.125 21,325        1,151,982 -197,466  
12/14/15 Sell USA long Netflix 170.03 109.790   10/05/15 99.392 -16,900 18,668 1,768 856,284  1,135,082 -178,799 956,284
    OMXS 30 short SSAB 2,649.89 2.601 4.386 11/02/15 3.378 -8,950 11,621 2,671 858,955  1,126,132 -167,178 958,955
      SKF A 557.00 14.663 17.608 11/02/15 16.068 -8,950 9,808 858 859,812  1,117,182 -157,370 959,812
    Europe 50 long SAP 260.17 69.400   10/26/15 70.130 -18,246 18,056 -190 859,622  1,098,937 -139,314 959,622
    Nordic 30 Pandora 184.86 108.345   11/30/15 112.200 -20,741 20,029 -713 858,910  1,078,195 -119,286 958,910
    Topix (FRA) Ono Pharmaceutical 751.81 30.520   11/16/15 27.302 -20,526 22,945 2,419 861,329  1,057,669 -96,340 961,329
    BAX Adva 2,118.88 9.859   11/23/15 11.095 -23,509 20,890 -2,619 858,710  1,034,160 -75,450 958,710
    GEX Hypoport 297.58 70.070   11/23/15 79.000 -23,509 20,851 -2,657 856,053  1,010,652 -54,599 956,053
  Buy OMXS 30 Securitas 841.04 13.398   12/21/15 13.632 11,268        1,021,920 -65,867  
      Swedish Match 3,634.84 3.100   12/21/15 3.142 11,268        1,033,188 -77,135  
    Europe 50 short Rio Tinto 8.85 2,545.100   12/28/15 2,721.790 22,524        1,055,712 -99,659  
    Nordic 30 Møller-Mærsk B 18.38 1,226.160   4/25/16 1,254.850 22,537        1,078,248 -122,196  
    Topix (FRA) Toshiba 1,037.57 21.720   12/21/15 19.300 22,536        1,100,785 -144,732  
    BAX Leoni 678.08 33.235   7/04/16 24.990 22,536        1,123,320 -167,268  
    GEX Manz 554.25 40.660   5/09/16 36.225 22,536        1,145,856 -189,804  
12/21/15 Sell DAX long Fresenius 286.72 63.430   10/19/15 60.310 -17,292 18,187 895 856,947  1,128,564 -171,617 956,947
    OBX 25 short DNO International 17,302.20 0.607 2.673 6/08/15 1.274 -22,043 46,242 24,199 881,146  1,106,521 -125,375 981,146
    OMXS 30 long Securitas 841.04 13.632   12/14/15 13.398 -11,268 11,465 197 881,343  1,095,253 -113,911 981,343
      Swedish Match 3,634.84 3.142   12/14/15 3.100 -11,268 11,421 153 881,496  1,083,985 -102,489 981,496
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 1,037.57 19.300 24.443 12/14/15 21.720 -22,536 25,362 2,826 884,322  1,061,449 -77,127 984,322
    BSE Sensex 50 ONGC 10,342.40 2.125 1.999 12/07/15 2.062 -21,325 20,674 -651 883,671  1,040,124 -56,453 983,671
  Buy DAX RWE 2,034.23 11.395   12/28/15 11.660 23,180        1,063,304 -79,633  
    OBX 25 long Bakkafrost 881.94 26.283   12/28/15 26.311 23,180        1,086,484 -102,813  
    OMXS 30 short SSAB 5,340.28 2.170   12/28/15 2.409 11,590        1,098,074 -114,403  
      SKF A 793.76 14.601   12/28/15 15.095 11,590        1,109,664 -125,993  
    Topix (FRA) long Ono Pharmaceutical 724.74 31.984   1/04/16 32.298 23,180        1,132,844 -149,173  
    CAC Mid 60 Sartorius Stedim 402.61 57.575   12/28/15 57.183 23,180        1,156,025 -172,353  
    BSE Sensex 50 Bajaj Finance 2,855.35 8.118   1/04/16 8.393 23,180        1,179,205 -195,534  
12/28/15 Sell DAX short RWE 2,034.23 11.660 11.130 12/21/15 11.395 -23,180 22,641 -539 883,132  1,156,025 -172,893 983,132
    OBX 25 long Bakkafrost 881.94 26.311   12/21/15 26.283 -23,180 23,205 24 883,157  1,132,845 -149,688 983,157
    OMXS 30 short SSAB 5,340.28 2.409 1.932 12/21/15 2.170 -11,590 10,315 -1,275 881,881  1,121,255 -139,373 981,881
      SKF A 793.76 15.095 14.108 12/21/15 14.601 -11,590 11,198 -392 881,490  1,109,665 -128,175 981,490
    Europe 50 Rio Tinto 8.85 2,721.790 2,368.420 12/14/15 2,545.100 -22,524 20,961 -1,564 879,926  1,087,140 -107,214 979,926
    FT 30 Tate & Lyle 29.25 807.108 700.300 6/08/15 753.704 -22,046 20,484 -1,562 878,364  1,065,095 -86,731 978,364
    CAC Mid 60 long Sartorius Stedim 402.61 57.183   12/21/15 57.575 -23,180 23,023 -158 878,206  1,041,914 -63,708 978,206
  Buy USA Energy Recovery 3,531.68 6.473   1/11/16 5.700 22,862        1,064,776 -86,570  
    DAX Adidas 256.62 89.090   3/07/16 96.970 22,862        1,087,639 -109,432  
    OMXS 30 Securitas 823.86 13.875   1/04/16 13.705 11,431        1,099,070 -120,863  
      Swedish Match 3,568.84 3.203   1/04/16 3.169 11,431        1,110,501 -132,294  
    Europe 50 SAP 313.78 72.860   1/04/16 70.580 22,862        1,133,363 -155,156  
    FT 30 ITV 61.29 373.033   1/11/16 356.368 22,863        1,156,226 -178,020  
1/04/16 Sell SSE 50 short China Northern Rare 11,206.40 1.789 2.422 8/03/15 2.081 -23,325 27,143 3,818 882,024  1,132,901 -150,877 982,024
    ASX 50 Origin Energy 5,414.56 3.253 4.511 11/30/15 3.831 -20,741 24,422 3,681 885,706  1,112,160 -126,454 985,706
    HSI-Fin ICBC 37,296.13 0.538 0.727 8/03/15 0.625 -23,325 27,096 3,771 889,476  1,088,835 -99,359 989,476
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 1,563.42 6.603 7.044 12/07/15 6.820 -10,663 11,013 350 889,827  1,078,172 -88,346 989,827
    OMXH 25 Outokumpu 3,591.21 2.584 10.606 5/11/15 5.235 -18,800 38,087 19,287 909,114  1,059,372 -50,258 1,009,114
    OMXS 30 long Securitas 823.86 13.705   12/28/15 13.875 -11,431 11,291 -140 908,974  1,047,941 -38,967 1,008,974
      Swedish Match 3,568.84 3.169   12/28/15 3.203 -11,431 11,311 -120 908,854  1,036,510 -27,657 1,008,854
    Europe 50 SAP 313.78 70.580   12/28/15 72.860 -22,862 22,147 -715 908,138  1,013,648 -5,510 1,008,138
    DJTA JetBlue Airways 930.25 20.201   8/31/15 19.906 -18,517 18,792 275 908,413  995,131 13,282 1,008,413
    Topix (FRA) Ono Pharmaceutical 724.74 32.298   12/21/15 31.984 -23,180 23,408 228 908,641  971,951 36,690 1,008,641
    BSE Sensex 50 Bajaj Finance 2,855.35 8.393   12/21/15 8.118 -23,180 23,966 786 909,427  948,771 60,655 1,009,427
  Buy SSE 50 Shanghai Pudong 10,637.82 2.515   1/11/16 2.391 26,752        975,523 33,903  
    HSI-Fin Hang Seng Bank 1,570.55 17.034   1/11/16 16.023 26,752        1,002,275 7,152  
    ISEQ 20 Flutter 108.44 123.350   1/18/16 119.900 13,376        1,015,651 -6,225  
      Dalata Hotel 2,486.25 5.380   1/18/16 4.930 13,376        1,029,027 -19,601  
    OMXH 25 Elisa 792.65 33.750   1/11/16 34.422 26,752        1,055,779 -46,353  
    OMXS 30 short SSAB 5,484.44 2.439   4/04/16 3.262 13,376        1,069,155 -59,729  
      SKF A 919.81 14.542   4/04/16 15.448 13,376        1,082,531 -73,104  
    Europe 50 Rio Tinto 10.35 2,585.270   1/25/16 2,112.660 26,758        1,109,289 -99,862  
    DJTA Ryder System 509.23 52.534   2/22/16 53.012 26,752        1,136,041 -126,614  
    Topix (FRA) Toshiba 1,347.03 19.860   8/15/16 25.260 26,752        1,162,793 -153,366  
    BSE Sensex 50 Larsen & Toubro 2,305.07 11.606   3/07/16 10.779 26,752        1,189,545 -180,118  
1/11/16 Sell USA long Energy Recovery 3,531.68 5.700   12/28/15 6.473 -22,862 20,132 -2,730 906,696  1,166,683 -159,986 1,006,696
    Euro 50 Fresenius 142.21 59.420   10/26/15 64.150 -9,123 8,450 -673 906,024  1,157,560 -151,536 1,006,024
      Inditex 271.44 29.430   10/26/15 33.610 -9,123 7,988 -1,135 904,889  1,148,437 -143,548 1,004,889
    France Ubisoft 877.04 24.260   11/23/15 26.805 -23,509 21,277 -2,232 902,657  1,124,928 -122,271 1,002,657
    Germany SMA Solar 439.20 49.315   11/30/15 47.225 -20,741 21,659 918 903,575  1,104,187 -100,612 1,003,575
    SSE 50 Shanghai Pudong 10,637.82 2.391   1/04/16 2.515 -26,752 25,433 -1,319 902,256  1,077,435 -75,179 1,002,256
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 1,570.55 16.023   1/04/16 17.034 -26,752 25,165 -1,587 900,669  1,050,683 -50,014 1,000,669
    OMXH 25 Elisa 792.65 34.422   1/04/16 33.750 -26,752 27,285 533 901,202  1,023,931 -22,729 1,001,202
    FT 30 ITV 61.29 356.368   12/28/15 373.033 -22,863 21,842 -1,021 900,180  1,001,067 -887 1,000,180
    Topix (TYO) Subaru 735.84 33.663   6/11/12 6.048 -4,450 24,770 20,320 920,501  996,617 23,883 1,020,501
  Buy Euro 50 short Volkswagen 111.53 117.050   1/25/16 110.750 13,055        1,009,672 10,829  
      Banco Santander 3,199.63 4.080   1/25/16 3.860 13,054        1,022,727 -2,226  
    France Vallourec 99.02 263.680   4/18/16 148.800 26,110        1,048,836 -28,335  
    SSE 50 Haitong Secs 14,848.16 1.758   6/13/16 1.997 26,109        1,074,945 -54,444  
    ASX 50 Origin Energy 9,536.84 2.738   2/29/16 2.906 26,109        1,101,054 -80,553  
    HSI-Fin China Life Ins HK 10,286.83 2.538   6/06/16 1.986 26,109        1,127,163 -106,662  
    OMXH 25 Outokumpu 10,544.83 2.476   4/25/16 3.996 26,109        1,153,272 -132,771  
    FT 30 Tesco 105.82 246.739   1/25/16 258.955 26,110        1,179,382 -158,881  
    Topix (TYO) Toshiba 1,451.73 17.985   10/31/16 33.076 26,109        1,205,491 -184,990  
1/18/16 Sell HDAX long SMA Solar 492.08 41.200   11/23/15 47.775 -23,509 20,274 -3,235 917,265  1,181,982 -164,717 1,017,265
    ISEQ 20 Flutter 108.44 119.900   1/04/16 123.350 -13,376 13,002 -374 916,891  1,168,606 -151,715 1,016,891
      Dalata Hotel 2,486.25 4.930   1/04/16 5.380 -13,376 12,257 -1,119 915,772  1,155,230 -139,458 1,015,772
    QIX Freenet 430.81 28.325   1/23/12 10.515 -4,530 12,203 7,673 923,445  1,150,700 -127,255 1,023,445
  Buy HDAX short Aixtron 6,789.09 3.300   3/14/16 3.331 22,404        1,173,104 -149,659  
    ISEQ 20 FBD 1,739.44 6.440   5/30/16 6.529 11,202        1,184,306 -160,861  
    QIX BMW 286.86 78.100   2/08/16 69.300 22,404        1,206,710 -183,265  
1/25/16 Sell Euro 50 short Volkswagen 111.53 110.750 123.708 1/11/16 117.050 -13,055 13,797 743 924,188  1,193,655 -169,467 1,024,188
      Banco Santander 3,199.63 3.860 4.313 1/11/16 4.080 -13,054 13,798 744 924,932  1,180,601 -155,669 1,024,932
    Europe 50 Rio Tinto 10.35 2,112.660 3,163.610 1/04/16 2,585.270 -26,758 32,743 5,986 930,917  1,153,843 -122,926 1,030,917
    FT 30 Tesco 105.82 258.955 234.523 1/11/16 246.739 -26,110 24,817 -1,293 929,625  1,127,733 -98,108 1,029,625
  Buy Euro 50 long SAP 160.20 72.680   4/04/16 70.040 11,643        1,139,376 -109,752  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Vinci 188.93 61.630   4/04/16 65.450 11,644        1,151,020 -121,396  
    Europe 50 SAP 320.40 72.680   3/28/16 70.840 23,287        1,174,307 -144,682  
    FT 30 National Grid 18.74 1,242.520   2/01/16 1,311.560 23,285        1,197,592 -167,967  
2/01/16 Sell   long National Grid 18.74 1,311.560   1/25/16 1,242.520 -23,285 24,579 1,294 930,918  1,174,307 -143,388 1,030,918
  Buy   short NatWest 67.21 330.109   4/18/16 299.798 22,187        1,196,494 -165,575  
2/08/16 Sell Nasdaq 100 long Amazon.com 34.18 436.037   10/19/15 505.914 -17,292 14,904 -2,388 928,530  1,179,201 -150,671 1,028,530
    OMXC 20 Genmab 207.31 88.896   11/23/15 113.399 -23,509 18,429 -5,080 923,450  1,155,693 -132,242 1,023,450
    QIX short BMW 286.86 69.300 88.018 1/18/16 78.100 -22,404 25,249 2,845 926,295  1,133,289 -106,994 1,026,295
  Buy Nasdaq 100 Micron Technology 2,529.61 9.085   3/21/16 10.259 22,982        1,156,271 -129,976  
    QIX long Rational 56.72 405.150   4/11/16 463.700 22,980        1,179,251 -152,956  
2/22/16 Sell DJTA short Ryder System 509.23 53.012 52.057 1/04/16 52.534 -26,752 26,509 -243 926,052  1,152,499 -126,447 1,026,052
    NZX 50 long Tourism 16,872.73 1.542   7/28/14 0.744 -12,555 26,013 13,458 939,510  1,139,944 -100,434 1,039,510
  Buy OMXC 20 Vestas Wind Systems 1,943.86 12.077   2/29/16 12.460 23,476        1,163,420 -123,910  
    DJTA Delta Air Lines 530.83 44.225   3/07/16 43.943 23,476        1,186,896 -147,386  
    NZX 50 short ANZ Banking NZ 1,534.79 15.296   2/29/16 14.670 23,476        1,210,372 -170,862  
2/29/16 Sell ASX 50 short Origin Energy 9,536.84 2.906 2.569 1/11/16 2.738 -26,109 24,503 -1,606 937,904  1,184,263 -146,359 1,037,904
    OMXC 20 long Vestas Wind Systems 1,943.86 12.460   2/22/16 12.077 -23,476 24,220 744 938,648  1,160,787 -122,139 1,038,648
    NZX 50 short ANZ Banking NZ 1,534.79 14.670 15.949 2/22/16 15.296 -23,476 24,478 1,002 939,650  1,137,311 -97,661 1,039,650
  Buy ASX 50 long Newcrest Mining 2,051.32 11.480   11/05/18 13.103 23,549        1,160,860 -121,210  
    NZX 50 a2 Milk 22,090.99 1.066   5/22/17 2.174 23,549        1,184,409 -144,759  
3/07/16 Sell S&P 100 short ConocoPhilips 520.86 37.595 55.443 7/27/15 45.655 -23,780 28,878 5,098 944,748  1,160,629 -115,881 1,044,748
    DAX long Adidas 256.62 96.970   12/28/15 89.090 -22,862 24,884 2,022 946,770  1,137,767 -90,997 1,046,770
    MerVal Pampa Energía 15,877.13 0.728   10/26/15 1.149 -18,246 11,559 -6,687 940,082  1,119,521 -79,438 1,040,082
    DJTA Delta Air Lines 530.83 43.943   2/22/16 44.225 -23,476 23,326 -150 939,933  1,096,045 -56,112 1,039,933
    Nikkei (FRA) short OKI Electric 928.79 12.000 10.960 12/07/15 11.480 -10,663 10,180 -483 939,450  1,085,382 -45,932 1,039,450
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Sharp 1,122.37 13.180 5.820 12/07/15 9.500 -10,663 6,532 -4,130 935,319  1,074,720 -39,400 1,035,319
    BSE Sensex 50 Larsen & Toubro 2,305.07 10.779 12.496 1/04/16 11.606 -26,752 28,805 2,053 937,372  1,047,968 -10,595 1,037,372
  Buy USA long Energy Recovery 3,298.34 7.782   10/29/18 6.189 25,669        1,073,637 -36,264  
    S&P 100 Meta 267.35 96.013   3/28/16 101.554 25,669        1,099,306 -61,933  
    DAX short Deutsche Bank 1,621.22 15.833   4/25/16 14.347 25,669        1,124,975 -87,602  
    MerVal YPF 1,552.43 16.535   4/11/16 14.912 25,669        1,150,644 -113,271  
    DJTA Avis Budget 1,004.15 25.563   3/14/16 24.329 25,669        1,176,313 -138,940  
    Nikkei (FRA) long Nippon Suisan 3,026.29 4.241   3/14/16 4.289 12,835        1,189,147 -151,775  
      Yamaha 491.72 26.101   3/14/16 27.038 12,834        1,201,982 -164,609  
    BSE Sensex 50 Bajaj Finance 2,991.97 8.579   12/10/18 29.076 25,669        1,227,651 -190,278  
3/14/16 Sell HDAX short Aixtron 6,789.09 3.331 3.269 1/18/16 3.300 -22,404 22,194 -210 937,162  1,205,247 -168,085 1,037,162
    DJTA Avis Budget 1,004.15 24.329 26.860 3/07/16 25.563 -25,669 26,971 1,302 938,464  1,179,578 -141,114 1,038,464
    Nikkei (FRA) long Nippon Suisan 3,026.29 4.289   3/07/16 4.241 -12,835 12,980 145 938,609  1,166,743 -128,134 1,038,609
      Yamaha 491.72 27.038   3/07/16 26.101 -12,834 13,295 461 939,070  1,153,909 -114,839 1,039,070
  Buy HDAX SMA Solar 531.15 43.500   4/11/16 45.160 23,105        1,177,014 -137,944  
    DJTA Alaska Air Group 321.48 71.870   10/29/18 53.552 23,105        1,200,118 -161,048  
    Nikkei (FRA) short Toshiba 696.35 16.590   7/18/16 25.800 11,552        1,211,671 -172,601  
      IHI 635.45 18.180   7/18/16 25.860 11,552        1,223,223 -184,153  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,529.61 10.259 7.912 2/08/16 9.085 -22,982 20,013 -2,969 936,101  1,200,241 -164,140 1,036,101
    TSX 60 Cenovus Energy 1,212.43 12.064 19.931 5/11/15 15.506 -18,800 24,165 5,365 941,466  1,181,441 -139,976 1,041,466
    DJ Global Titans ConocoPhilips 711.26 37.886 36.068 8/24/15 36.977 -26,300 25,653 -647 940,819  1,155,141 -114,322 1,040,819
  Buy Nasdaq 100 long NVidia 3,070.70 7.543   10/29/18 40.739 23,162        1,178,303 -137,484  
    TSX 60 Barrick Gold 1,775.07 13.049   6/27/16 19.168 23,162        1,201,465 -160,646  
    DJ Global Titans McDonald´s 210.26 110.161   3/28/16 110.022 23,162        1,224,628 -183,809  
3/28/16 Sell S&P 100 long Meta 267.35 101.554   3/07/16 96.013 -25,669 27,150 1,481 942,300  1,198,959 -156,658 1,042,300
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 642.62 18.660 39.765 9/07/15 27.240 -17,505 25,554 8,049 950,349  1,181,454 -131,104 1,050,349
    BEL 20 Solvay 187.06 85.670 93.522 9/28/15 89.510 -16,744 17,494 751 951,100  1,164,710 -113,610 1,051,100
    Europe 50 long SAP 320.40 70.840   1/25/16 72.680 -23,287 22,697 -590 950,510  1,141,423 -90,913 1,050,510
    DJ Global Titans McDonald´s 210.26 110.022   3/21/16 110.161 -23,162 23,133 -29 950,481  1,118,261 -67,780 1,050,481
  Buy S&P 100 short Devon Energy 1,064.35 23.082   4/25/16 30.124 24,567        1,142,828 -92,347  
    ATX long Flughafen Wien 1,009.02 24.348   5/16/16 25.113 24,567        1,167,395 -116,914  
    BEL 20 Bekaert 701.91 35.000   4/25/16 37.780 24,567        1,191,962 -141,481  
    Europe 50 short Credit Suisse 1,919.75 12.797   4/18/16 13.328 24,567        1,216,529 -166,048  
    DJ Global Titans Mitsubishi UFJ 5,908.65 4.158   4/11/16 3.840 24,567        1,241,096 -190,615  
4/04/16 Sell Euro 50 long SAP 160.20 70.040   1/25/16 72.680 -11,643 11,220 -423 950,058  1,229,452 -179,394 1,050,058
      Vinci 188.93 65.450   1/25/16 61.630 -11,644 12,365 722 950,780  1,217,809 -167,029 1,050,780
    OMXS 30 short SSAB 5,484.44 3.262 1.615 1/04/16 2.439 -13,376 8,860 -4,516 946,263  1,204,433 -158,169 1,046,263
      SKF A 919.81 15.448 13.637 1/04/16 14.542 -13,376 12,543 -833 945,430  1,191,057 -145,626 1,045,430
  Buy Euro 50 Deutsche Bank 851.50 13.209   5/16/16 12.861 11,248        1,202,304 -156,874  
      Unicredit 744.23 15.113   5/16/16 14.382 11,248        1,213,552 -168,121  
    OMXC 20 long Genmab 180.95 124.315   4/11/16 126.502 22,495        1,236,047 -190,616  
    OMXS 30 Securitas 775.85 14.497   4/11/16 14.803 11,248        1,247,294 -201,864  
      Fingerprint Cards 1,072.29 10.489   4/11/16 10.913 11,247        1,258,542 -213,111  
4/11/16 Sell HDAX long SMA Solar 531.15 45.160   3/14/16 43.500 -23,105 23,987 882 946,312  1,235,437 -189,124 1,046,312
    OMXC 20 Genmab 180.95 126.502   4/04/16 124.315 -22,495 22,891 396 946,708  1,212,942 -166,234 1,046,708
    OMXS 30 Securitas 775.85 14.803   4/04/16 14.497 -11,248 11,485 237 946,945  1,201,694 -154,749 1,046,945
      Fingerprint Cards 1,072.29 10.913   4/04/16 10.489 -11,247 11,702 455 947,400  1,190,447 -143,047 1,047,400
    MerVal short YPF 1,552.43 14.912 18.335 3/07/16 16.535 -25,669 28,463 2,794 950,194  1,164,778 -114,584 1,050,194
    QIX long Rational 56.72 463.700   2/08/16 405.150 -22,980 26,301 3,321 953,515  1,141,798 -88,283 1,053,515
    DJ Global Titans short Mitsubishi UFJ 5,908.65 3.840 4.501 3/28/16 4.158 -24,567 26,597 2,030 955,545  1,117,231 -61,686 1,055,545
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 1,988.46 12.495   7/25/16 11.745 24,846        1,142,077 -86,532  
    OMXC 20 Nordea Bank (DK) 2,999.49 8.283   4/25/16 8.632 24,846        1,166,923 -111,378  
    OMXS 30 Nordea Bank 1,494.14 8.315   4/18/16 8.483 12,423        1,179,346 -123,801  
      S.E.B 1,466.50 8.471   4/18/16 8.777 12,423        1,191,769 -136,224  
    MerVal long Gr Fin Galicia 10,904.54 2.279   6/20/16 2.681 24,846        1,216,615 -161,070  
    QIX short Mercedes-Benz 410.68 60.500   7/04/16 54.240 24,846        1,241,461 -185,916  
    DJ Global Titans long McDonald´s 222.18 111.826   5/09/16 114.955 24,846        1,266,306 -210,761  
4/18/16 Sell France short Vallourec 99.02 148.800 467.252 1/11/16 263.680 -26,110 46,267 20,158 975,703  1,240,197 -164,494 1,075,703
    HSI China Shenhua HK 12,253.93 1.521 2.268 7/13/15 1.857 -22,758 27,794 5,036 980,739  1,217,439 -136,700 1,080,739
    OMXS 30 Nordea Bank 1,494.14 8.483 8.147 4/11/16 8.315 -12,423 12,172 -251 980,488  1,205,016 -124,528 1,080,488