Fri, Dec 9th, 2022, 6:48UTC
 
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 Financial 0.01 432,300.000   4/02/12 82,830.000 4,323        85,143 16,514  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   3/28/11 11.290 -3,424 3,433 9 1,666  81,719 19,947 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 4,983.61 0.610   2/06/12 0.190 3,040        84,759 16,907  
    OBX 25 Frontline 39.36 77.243   1/16/12 17.878 3,040        87,799 13,867  
    OMXS 30 AstraZeneca 44.74 33.972   4/18/11 34.188 1,520        89,319 12,347  
      Nokia 254.77 5.966   4/18/11 6.088 1,520        90,839 10,827  
    FT 30 3i Group 10.05 302.376   5/02/11 315.356 3,039        93,878 7,788  
4/18/11 Sell OMXS 30 short AstraZeneca 44.74 34.188 33.756 4/11/11 33.972 -1,520 1,510 -10 1,656  92,358 9,298 101,656
      Nokia 254.77 6.088 5.844 4/11/11 5.966 -1,520 1,489 -31 1,625  90,838 10,787 101,625
  Buy   long Swedbank 107.57 13.061   5/30/11 12.341 1,405        92,243 9,382  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,655  88,700 12,955 101,655
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,730  86,988 14,742 101,730
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  85,276 16,488 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  81,479 20,628 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  77,936 24,508 102,444
  Buy ISEQ 20 Bank of Ireland 213.24 7.440   1/02/12 2.550 1,587        79,522 22,922  
      Ryanair 471.33 3.366   1/02/12 3.780 1,587        81,109 21,335  
    OMXC 20 Vestas Wind Systems 659.86 4.809   5/16/11 4.185 3,173        84,282 18,162  
    NZX 50 long a2 Milk 41,154.35 0.077   10/03/11 0.120 3,173        87,455 14,989  
    Nikkei (TYO) Screen 104.95 30.233   5/09/11 32.089 3,173        90,628 11,816  
5/02/11 Sell FT 30 short 3i Group 10.05 315.356 289.395 4/11/11 302.376 -3,039 2,908 -130 2,313  87,589 14,725 102,313
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,308  84,165 18,144 102,308
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,973  80,622 21,351 101,973
  Buy STI Wilmar International 1,091.71 2.824   7/02/12 2.197 3,083        83,705 18,268  
    SMI long Richemont 70.48 43.745   5/09/11 42.905 3,083        86,788 15,184  
5/09/11 Sell   long Richemont 70.48 42.905   5/02/11 43.745 -3,083 3,024 -59 1,913  83,705 18,208 101,913
    Nikkei (TYO) Screen 104.95 32.089   4/25/11 30.233 -3,173 3,368 195 2,108  80,532 21,576 102,108
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy CAC 40 short Carrefour 100.83 30.665   2/06/12 18.345 3,092        83,624 18,484  
    TSX 60 BlackBerry 102.09 30.287   2/20/12 11.318 3,092        86,716 15,392  
    FT 30 Lloyds Bank 50.49 61.241   5/30/11 59.956 3,092        89,808 12,300  
    SMI Credit Suisse 105.21 29.390   5/21/12 15.602 3,092        92,900 9,208  
    Nikkei (TYO) Tokyo Electric Power 748.43 4.131   2/13/12 1.953 3,092        95,992 6,116  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 659.86 4.185 5.526 4/25/11 4.809 -3,173 3,646 473 2,581  92,819 9,762 102,581
  Buy   long Novozymes 118.62 23.673   5/30/11 23.619 2,808        95,627 6,954  
    CAC Mid 60 short Genfit 713.96 3.933   1/23/12 1.723 2,808        98,435 4,146  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,924.09 0.268   4/04/11 0.303 -3,310 2,924 -386 2,196  95,125 7,070 102,196
  Buy   short China Life 1,313.61 2.079   5/30/11 2.028 2,731        97,856 4,339  
    SDAX Heidelberger Druck 942.05 2.899   1/30/12 1.657 2,731        100,587 1,608  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        103,318 -1,123  
5/30/11 Sell SSE 50 short China Life 1,313.61 2.028 2.131 5/23/11 2.079 -2,731 2,800 69 2,264  100,587 1,677 102,264
    OMXC 20 long Novozymes 118.62 23.619   5/16/11 23.673 -2,808 2,802 -6 2,258  97,779 4,479 102,258
    OMXS 30 Swedbank 107.57 12.341   4/18/11 13.061 -1,405 1,328 -77 2,180  96,374 5,806 102,180
    FT 30 short Lloyds Bank 50.49 59.956 62.554 5/09/11 61.241 -3,092 3,158 66 2,247  93,282 8,965 102,247
  Buy SSE 50 long China Northern Rare 1,150.95 2.415   6/06/11 2.742 2,780        96,062 6,185  
    BEL 20 short Galapagos 291.10 9.550   7/04/11 8.420 2,780        98,842 3,405  
    OMXC 20 Vestas Wind Systems 686.34 4.051   7/04/11 3.486 2,780        101,622 625  
    OMXS 30 Nokia 308.07 4.512   7/04/11 4.367 1,390        103,012 -765  
      Telia Company 262.25 5.300   7/04/11 4.997 1,390        104,402 -2,155  
6/06/11 Sell SSE 50 long China Northern Rare 1,150.95 2.742   5/30/11 2.415 -2,780 3,156 376 2,623  101,622 1,001 102,623
    ÖkoDAX (deprecated) CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,944  97,315 4,629 101,944
  Buy SSE 50 short China Rwy Constr 4,217.19 0.632   1/23/12 0.506 2,664        99,979 1,965  
    FT 30 Lloyds Bank 50.61 52.638   12/05/11 31.447 2,664        102,643 -699  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
6/20/11 Buy CAC Next 20 short EDF 97.48 25.965   6/27/11 25.805 2,531        105,174 -3,230  
6/27/11 Sell   short EDF 97.48 25.805 26.126 6/20/11 25.965 -2,531 2,547 16 1,960  102,643 -683 101,960
  Buy France Carrefour 95.69 26.450   1/23/12 17.050 2,531        105,174 -3,214  
    MIB UnipolSai 493.37 5.130   11/05/12 0.935 2,531        107,705 -5,745  
    CAC Next 20 long Arkema 38.88 65.105   7/11/11 66.601 2,531        110,236 -8,276  
7/04/11 Sell BEL 20 short Galapagos 291.10 8.420 10.832 5/30/11 9.550 -2,780 3,153 373 2,333  107,456 -5,123 102,333
    OMXC 20 Vestas Wind Systems 686.34 3.486 4.707 5/30/11 4.051 -2,780 3,231 451 2,784  104,676 -1,893 102,784
    OMXS 30 Nokia 308.07 4.367 4.661 5/30/11 4.512 -1,390 1,436 46 2,830  103,286 -457 102,830
      Telia Company 262.25 4.997 5.622 5/30/11 5.300 -1,390 1,474 84 2,914  101,896 1,018 102,914
  Buy BEL 20 long Solvay 24.12 107.700   7/11/11 107.450 2,598        104,494 -1,580  
    OMXC 20 Novozymes 111.76 23.246   7/11/11 23.100 2,598        107,092 -4,178  
    OMXS 30 Swedish Match 533.30 2.436   7/11/11 2.441 1,299        108,391 -5,477  
7/11/11 Sell BEL 20 long Solvay 24.12 107.450   7/04/11 107.700 -2,598 2,592 -6 2,908  105,793 -2,885 102,908
    OMXC 20 Novozymes 111.76 23.100   7/04/11 23.246 -2,598 2,582 -16 2,892  103,195 -304 102,892
    OMXS 30 Swedish Match 533.30 2.441   7/04/11 2.436 -1,299 1,302 3 2,895  101,896 998 102,895
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,462  98,099 5,363 103,462
    CAC Next 20 long Arkema 38.88 66.601   6/27/11 65.105 -2,531 2,589 58 3,520  95,568 7,952 103,520
  Buy RTX short Mobile TeleSystems 214.80 12.970   7/18/11 12.740 2,786        98,354 5,166  
    BEL 20 Bekaert 55.23 50.440   3/12/12 24.765 2,786        101,140 2,380  
    OMXC 20 Vestas Wind Systems 812.36 3.430   11/28/11 1.979 2,786        103,926 -406  
    OMXS 30 Nokia 352.35 3.954   11/28/11 4.082 1,393        105,319 -1,799  
      SSAB 148.18 9.401   11/28/11 6.652 1,393        106,712 -3,192  
    Topix (FRA) long Daito Trust 43.01 64.780   8/01/11 65.420 2,786        109,498 -5,978  
7/18/11 Sell RTX short Mobile TeleSystems 214.80 12.740 13.204 7/11/11 12.970 -2,786 2,836 50 3,571  106,712 -3,141 103,571
  Buy ATX Flughafen Wien 302.41 8.300   3/26/12 7.050 2,510        109,222 -5,651  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/25/11 Buy ASX 50 short Macquarie Group 117.49 20.828   1/16/12 19.953 2,447        111,669 -8,099  
    DJ Global Titans Bank of America 351.09 6.970   12/26/11 4.202 2,447        114,116 -10,546  
8/01/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,232  110,806 -4,574 106,232
    Topix (FRA) Daito Trust 43.01 65.420   7/11/11 64.780 -2,786 2,814 28 6,260  108,020 -1,760 106,260
  Buy S&P 100 short AIG 131.52 19.860   1/09/12 18.875 2,612        110,632 -4,372  
    HSI New World Dev 694.75 3.760   12/26/11 2.465 2,612        113,244 -6,984  
    HDAX Commerzbank 138.93 18.801   1/23/12 14.511 2,612        115,856 -9,596  
    RTX Mobile TeleSystems 212.01 12.320   6/25/12 13.400 2,612        118,468 -12,208  
    DJTA Delta Air Lines 482.08 5.418   10/24/11 6.408 2,612        121,080 -14,820  
    Topix (FRA) Nintendo 236.17 11.060   1/23/12 10.574 2,612        123,692 -17,432  
    SP Global 100 Carrefour 130.08 20.080   4/30/12 15.175 2,612        126,304 -20,044  
8/08/11 Buy Nasdaq 100 short Akamai 146.19 14.741   10/10/11 17.540 2,155        128,459 -22,199  
    Kospi 50 LG Display 157.67 13.668   10/10/11 14.049 2,155        130,614 -24,354  
    DAX Commerzbank 140.35 15.354   12/19/11 9.482 2,155        132,769 -26,509  
    MDAX Ceconomy 224.22 9.611   5/14/12 7.298 2,155        134,924 -28,664  
    FTSE Lloyds Bank 57.24 37.648   11/28/11 27.613 2,155        137,079 -30,819  
    Europe 50 Lloyds Bank 57.24 37.648   12/19/11 27.968 2,155        139,234 -32,974  
    BSE Sensex 50 Tata Motors 833.75 2.585   10/03/11 2.302 2,155        141,389 -35,129  
    QIX Pro7-Sat1 153.93 14.000   1/23/12 17.200 2,155        143,544 -37,284  
8/22/11 Buy DJIA short Goldman Sachs 23.30 73.991   12/19/11 67.244 1,724        145,268 -39,008  
8/29/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   1/31/11 7.178 -4,533 3,635 -898 5,362  140,735 -35,373 105,362
  Buy   short Nintendo 150.00 11.660   2/13/12 10.500 1,749        142,484 -37,122  
9/05/11 Buy Euro 50 short Societe Generale 42.10 20.250   1/09/12 15.000 853        143,336 -37,975  
      Unicredit 31.05 27.460   1/09/12 11.455 853        144,189 -38,827  
10/03/11 Sell NZX 50 long a2 Milk 41,154.35 0.120   4/25/11 0.077 -3,173 4,918 1,745 7,106  141,016 -33,909 107,106
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BSE Sensex 50 short Tata Motors 833.75 2.302 2.902 8/08/11 2.585 -2,155 2,420 265 7,371  138,861 -31,490 107,371
  Buy NZX 50 Heartland 6,804.16 0.279   10/17/11 0.296 1,897        140,758 -33,387  
    BSE Sensex 50 long Eicher Motors 779.31 2.434   10/17/11 2.393 1,897        142,655 -35,284  
10/10/11 Sell Nasdaq 100 short Akamai 146.19 17.540 11.942 8/08/11 14.741 -2,155 1,746 -409 6,962  140,500 -33,538 106,962
    Kospi 50 LG Display 157.67 14.049 13.287 8/08/11 13.668 -2,155 2,095 -60 6,902  138,345 -31,443 106,902
  Buy Nasdaq 100 long Regeneron 38.22 49.346   8/24/15 434.608 1,886        140,231 -33,329  
    Kospi 50 SK Holdings 19.67 95.875   12/19/11 80.532 1,886        142,117 -35,215  
10/17/11 Sell NZX 50 short Heartland 6,804.16 0.296 0.262 10/03/11 0.279 -1,897 1,781 -116 6,786  140,220 -33,434 106,786
    BSE Sensex 50 long Eicher Motors 779.31 2.393   10/03/11 2.434 -1,897 1,865 -32 6,754  138,323 -31,569 106,754
  Buy NZX 50 a2 Milk 13,498.56 0.139   10/31/11 0.139 1,879        140,202 -33,448  
    BSE Sensex 50 short Aurobindo Pharma 2,045.73 0.919   10/24/11 0.877 1,879        142,081 -35,327  
10/24/11 Sell DJTA short Delta Air Lines 482.08 6.408 4.429 8/01/11 5.418 -2,612 2,135 -477 6,277  139,469 -33,192 106,277
    BSE Sensex 50 Aurobindo Pharma 2,045.73 0.877 0.962 10/17/11 0.919 -1,879 1,967 88 6,365  137,590 -31,225 106,365
  Buy   long Eicher Motors 804.21 2.335   12/07/15 22.421 1,878        139,468 -33,103  
10/31/11 Sell NZX 50 long a2 Milk 13,498.56 0.139   10/17/11 0.139 -1,879 1,880 1 6,366  137,589 -31,223 106,366
  Buy   short Heartland 6,222.66 0.302   3/05/12 0.277 1,878        139,467 -33,101  
11/21/11 Buy USA short Netflix 232.76 7.867   11/28/11 7.544 1,831        141,298 -34,932  
    DJTA JetBlue Airways 689.77 2.655   12/05/11 3.509 1,831        143,129 -36,763  
11/28/11 Sell USA short Netflix 232.76 7.544 8.203 11/21/11 7.867 -1,831 1,909 78 6,445  141,298 -34,853 106,445
    FTSE Lloyds Bank 57.24 27.613 51.330 8/08/11 37.648 -2,155 2,938 783 7,228  139,143 -31,915 107,228
    OMXC 20 Vestas Wind Systems 812.36 1.979 5.942 7/11/11 3.430 -2,786 4,827 2,041 9,269  136,357 -27,088 109,269
    OMXS 30 Nokia 352.35 4.082 3.825 7/11/11 3.954 -1,393 1,348 -45 9,224  134,964 -25,740 109,224
      SSAB 148.18 6.652 13.285 7/11/11 9.401 -1,393 1,969 576 9,799  133,571 -23,772 109,799
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,268  130,028 -18,760 111,268
  Buy FTSE long Next 0.74 3,105.900   6/04/12 3,698.710 2,298        132,326 -21,058  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Tryg 268.91 8.598   5/14/12 8.768 2,312        134,638 -23,370  
    OMXS 30 Getinge 62.01 18.641   5/14/12 19.967 1,156        135,794 -24,526  
    Nordic 30 Equinor 126.65 18.255   5/07/12 19.757 2,312        138,106 -26,838  
12/05/11 Sell FT 30 short Lloyds Bank 50.61 31.447 88.109 6/06/11 52.638 -2,664 4,459 1,795 13,063  135,442 -22,379 113,063
    DJTA JetBlue Airways 689.77 3.509 1.800 11/21/11 2.655 -1,831 1,242 -589 12,474  133,611 -21,137 112,474
  Buy FT 30 long BAT 0.67 3,416.030   12/12/11 3,512.060 2,289        135,900 -23,426  
    DJTA Kirby 47.55 48.011   6/25/12 36.163 2,283        138,183 -25,709  
12/12/11 Sell FT 30 long BAT 0.67 3,512.060   12/05/11 3,416.030 -2,289 2,353 64 12,538  135,894 -23,356 112,538
  Buy   short Lloyds Bank 77.95 28.594   12/19/11 27.968 2,229        138,123 -25,585  
12/19/11 Sell DJIA short Goldman Sachs 23.30 67.244 81.415 8/22/11 73.991 -1,724 1,897 173 12,711  136,399 -23,688 112,711
    Kospi 50 long SK Holdings 19.67 80.532   10/10/11 95.875 -1,886 1,584 -302 12,409  134,513 -22,104 112,409
    DAX short Commerzbank 140.35 9.482 24.862 8/08/11 15.354 -2,155 3,489 1,335 13,744  132,358 -18,614 113,744
    Europe 50 Lloyds Bank 57.24 27.968 50.678 8/08/11 37.648 -2,155 2,901 746 14,490  130,203 -15,714 114,490
    FT 30 Lloyds Bank 77.95 27.968 29.234 12/12/11 28.594 -2,229 2,279 50 14,539  127,974 -13,435 114,539
  Buy DJIA long Visa 133.73 18.897   8/24/15 58.880 2,527        130,501 -15,962  
    Kospi 50 short Hyundai Heavy 13.86 182.275   1/23/12 209.385 2,526        133,028 -18,488  
    DAX long Merck (EMD) 68.86 36.695   6/04/12 36.500 2,527        135,554 -21,015  
    Europe 50 Roche 19.48 129.719   10/20/14 222.572 2,527        138,081 -23,542  
    FT 30 Tate & Lyle 3.13 808.105   5/14/12 858.422 2,529        140,611 -26,071  
12/26/11 Sell HSI short New World Dev 694.75 2.465 5.735 8/01/11 3.760 -2,612 3,984 1,372 15,912  137,999 -22,087 115,912
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,331  134,202 -15,871 118,331
    DJ Global Titans Bank of America 351.09 4.202 11.562 7/25/11 6.970 -2,447 4,059 1,612 19,943  131,755 -11,812 119,943
  Buy HSI long Lenovo 5,020.43 0.538   5/21/12 0.656 2,703        134,458 -14,515  
    OMXH 25 Huhtamäki 293.17 9.220   1/02/12 9.150 2,703        137,161 -17,218  
    DJ Global Titans Philip Morris 44.72 60.439   1/23/12 57.914 2,703        139,864 -19,921  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 21,125  136,440 -15,315 121,125
    ISEQ 20 Bank of Ireland 213.24 2.550 21.707 4/25/11 7.440 -1,587 4,629 3,042 24,167  134,853 -10,686 124,167
      Ryanair 471.33 3.780 2.952 4/25/11 3.366 -1,587 1,391 -195 23,972  133,267 -9,295 123,972
    OMXH 25 long Huhtamäki 293.17 9.150   12/26/11 9.220 -2,703 2,683 -21 23,951  130,564 -6,612 123,951
  Buy Germany Encavis 903.02 3.248   5/14/12 2.970 2,933        133,497 -9,545  
    AEX Vopak 71.37 41.095   4/09/12 44.780 2,933        136,430 -12,478  
    ISEQ 20 Flutter 32.52 45.100   5/21/12 50.010 1,467        137,896 -13,945  
      Ryanair 387.96 3.780   5/21/12 4.040 1,466        139,363 -15,412  
    OMXH 25 short Outokumpu 252.41 11.620   1/09/12 12.510 2,933        142,296 -18,345  
1/09/12 Sell S&P 100 short AIG 131.52 18.875 20.895 8/01/11 19.860 -2,612 2,748 136 24,087  139,684 -15,596 124,087
    Euro 50 Societe Generale 42.10 15.000 27.338 9/05/11 20.250 -853 1,151 298 24,386  138,831 -14,445 124,386
      Unicredit 31.05 11.455 65.827 9/05/11 27.460 -853 2,044 1,191 25,577  137,979 -12,402 125,577
    OMXH 25 Outokumpu 252.41 12.510 10.730 1/02/12 11.620 -2,933 2,708 -225 25,352  135,046 -9,693 125,352
    Nikkei (FRA) Resona 521.03 3.458 3.342 3/14/11 3.400 -1,772 1,741 -30 25,322  133,274 -7,952 125,322
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,685  131,503 5,182 136,685
  Buy S&P 100 long Biogen 39.25 90.342   9/03/12 116.954 3,546        135,049 1,636  
    Euro 50 ASML 54.72 32.400   8/24/15 74.790 1,773        136,821 -137  
      AB InBev 37.33 47.495   8/24/15 91.280 1,773        138,594 -1,910  
    OMXH 25 Wärtsilä 424.00 8.363   1/30/12 8.837 3,546        142,140 -5,456  
    Nikkei (FRA) Aozora Bank 82.97 21.370   5/14/12 18.670 1,773        143,914 -7,229  
      Nitto Boseki 136.65 12.975   5/14/12 12.260 1,773        145,687 -9,002  
1/16/12 Sell ASX 50 short Macquarie Group 117.49 19.953 21.742 7/25/11 20.828 -2,447 2,554 107 36,792  143,239 -6,447 136,792
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,730  138,932 -1,203 137,730
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,423  137,161 262 137,423
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 37,108  135,389 1,719 137,108
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 Frontline 39.36 17.878 333.728 4/11/11 77.243 -3,040 13,136 10,095 47,203  132,349 14,854 147,203
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 50,668  129,618 21,050 150,668
  Buy ASX 50 long James Hardie Ind 732.99 5.856   1/23/12 6.001 4,292        133,910 16,758  
    HSI-Fin AIA 1,635.55 2.624   5/14/12 2.577 4,292        138,202 12,466  
    HSI-Prop China Ov Land & Inv 1,392.60 1.541   6/10/13 2.124 2,146        140,348 10,320  
      China Res Land 1,518.65 1.413   6/10/13 2.183 2,146        142,494 8,174  
    HSI-C&I Sands China 1,671.08 2.568   5/21/12 2.614 4,292        146,786 3,882  
    OBX 25 Equinor 222.80 19.264   5/14/12 19.745 4,292        151,078 -410  
    Indices ISEQ-Overall 1.43 3,005.690   5/21/12 3,087.810 4,298        155,377 -4,708  
1/23/12 Sell France short Carrefour 95.69 17.050 41.032 6/27/11 26.450 -2,531 3,926 1,395 52,064  152,846 -782 152,064
    SSE 50 China Rwy Constr 4,217.19 0.506 0.789 6/06/11 0.632 -2,664 3,329 665 52,729  150,182 2,547 152,729
    Kospi 50 Hyundai Heavy 13.86 209.385 155.165 12/19/11 182.275 -2,526 2,151 -376 52,353  147,655 4,698 152,353
    ASX 50 long James Hardie Ind 732.99 6.001   1/16/12 5.856 -4,292 4,399 107 52,460  143,363 9,097 152,460
    HDAX short Commerzbank 138.93 14.511 24.359 8/01/11 18.801 -2,612 3,384 772 53,232  140,751 12,481 153,232
    Topix (FRA) Nintendo 236.17 10.574 11.568 8/01/11 11.060 -2,612 2,732 120 53,352  138,139 15,213 153,352
    CAC Mid 60 Genfit 713.96 1.723 8.978 5/16/11 3.933 -2,808 6,410 3,602 56,954  135,331 21,623 156,954
    QIX Pro7-Sat1 153.93 17.200 10.800 8/08/11 14.000 -2,155 1,662 -493 56,461  133,176 23,285 156,461
    DJ Global Titans long Philip Morris 44.72 57.914   12/26/11 60.439 -2,703 2,590 -113 56,348  130,473 25,875 156,348
  Buy France Hermes International 17.96 253.600   4/23/12 251.250 4,555        135,028 21,320  
    SSE 50 China Minsheng Bk 6,821.93 0.668   3/19/12 0.633 4,555        139,583 16,765  
    Kospi 50 Samsung Electronics 296.82 15.346   5/21/12 16.200 4,555        144,138 12,210  
    ASX 50 short QBE Insurance 475.19 9.586   1/30/12 9.544 4,555        148,693 7,655  
    HDAX long Dürr 499.18 9.125   8/04/14 28.230 4,555        153,248 3,100  
    Topix (FRA) Fast Retailing 31.17 146.118   2/27/12 148.473 4,555        157,802 -1,454  
    CAC Mid 60 Innate Pharma 2,663.74 1.710   5/14/12 1.650 4,555        162,357 -6,009  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    QIX Freenet 433.19 10.515   1/18/16 28.325 4,555        166,912 -10,564  
    DJ Global Titans short Bank of America 812.10 5.609   2/06/12 6.060 4,555        171,467 -15,119  
1/30/12 Sell ASX 50 short QBE Insurance 475.19 9.544 9.628 1/23/12 9.586 -4,555 4,575 20 56,368  166,912 -10,544 156,368
    SDAX Heidelberger Druck 942.05 1.657 5.072 5/23/11 2.899 -2,731 4,778 2,047 58,415  164,181 -5,766 158,415
    OMXH 25 long Wärtsilä 424.00 8.837   1/09/12 8.363 -3,546 3,747 201 58,616  160,635 -2,020 158,616
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 2/07/11 4.360 -4,307 7,053 2,746 61,362  156,328 5,033 161,362
  Buy ASX 50 long James Hardie Ind 721.64 5.763   8/17/15 12.058 4,159        160,487 874  
    SDAX Encavis 1,376.70 3.021   5/21/12 2.951 4,159        164,646 -3,285  
    OMXH 25 short Nokia 1,071.91 3.880   2/13/12 3.800 4,159        168,805 -7,444  
    BSE Sensex 30 long Hindustan Unilever 686.17 6.061   11/16/15 11.144 4,159        172,964 -11,603  
2/06/12 Sell CAC 40 short Carrefour 100.83 18.345 51.259 5/09/11 30.665 -3,092 5,168 2,076 63,438  169,873 -6,434 163,438
    TecDAX SMA Solar 48.04 50.420 107.875 3/14/11 73.750 -3,543 5,182 1,639 65,078  166,330 -1,252 165,078
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 65,302  163,020 2,282 165,302
    PSI 20 Teixeira Duarte 4,983.61 0.190 1.958 4/11/11 0.610 -3,040 9,760 6,720 72,022  159,980 12,042 172,022
    DJ Global Titans Bank of America 812.10 6.060 5.157 1/23/12 5.609 -4,555 4,188 -367 71,655  155,425 16,231 171,655
  Buy CAC 40 long Airbus 172.49 27.230   4/09/12 29.725 4,697        160,121 11,534  
    IBEX 35 Bankinter 1,360.66 3.452   2/13/12 3.297 4,697        164,818 6,837  
    PSI 20 Jerónimo Martins 365.81 12.840   2/20/12 12.970 4,697        169,515 2,140  
    MerVal short Gr Fin Galicia 7,919.41 0.593   2/27/12 0.596 4,697        174,212 -2,557  
    DJ Global Titans long Apple 372.78 12.600   5/21/12 15.695 4,697        178,910 -7,254  
2/13/12 Sell IBEX 35 long Bankinter 1,360.66 3.297   2/06/12 3.452 -4,697 4,486 -211 71,444  174,213 -2,768 171,444
    OMXH 25 short Nokia 1,071.91 3.800 3.962 1/30/12 3.880 -4,159 4,247 88 71,532  170,054 1,478 171,532
    Nikkei (TYO) Tokyo Electric Power 748.43 1.953 8.741 5/09/11 4.131 -3,092 6,542 3,450 74,982  166,962 8,020 174,982
    Topix (TYO) Nintendo 150.00 10.500 12.949 8/29/11 11.660 -1,749 1,942 193 75,175  165,212 9,963 175,175
    GEX MeVis Medical 290.82 5.650 26.343 3/07/11 12.200 -3,548 7,661 4,113 79,288  161,664 17,624 179,288
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy IBEX 35 Sacyr 1,485.21 3.314   8/20/12 1.284 4,922        166,586 12,702  
    OMXH 25 long Nokian Tyres 146.05 33.700   4/09/12 36.040 4,922        171,508 7,780  
    Topix (TYO) Fast Retailing 31.78 154.867   5/07/12 167.646 4,922        176,430 2,858  
    GEX 4SC 79.91 61.593   5/07/12 48.084 4,922        181,352 -2,064  
2/20/12 Sell TSX 60 short BlackBerry 102.09 11.318 81.048 5/09/11 30.287 -3,092 8,274 5,182 84,471  178,260 6,211 184,471
    PSI 20 long Jerónimo Martins 365.81 12.970   2/06/12 12.840 -4,697 4,745 48 84,518  173,563 10,955 184,518
  Buy TSX 60 Constellation Soft 69.11 70.699   4/16/12 66.838 4,886        178,449 6,069  
    PSI 20 short Pharol 1,163.33 4.200   2/27/12 3.989 4,886        183,335 1,183  
    SLI long Sonova 57.29 85.291   4/23/12 82.016 4,886        188,221 -3,703  
2/27/12 Sell PSI 20 short Pharol 1,163.33 3.989 4.422 2/20/12 4.200 -4,886 5,144 258 84,777  183,335 1,441 184,777
    MerVal Gr Fin Galicia 7,919.41 0.596 0.591 2/06/12 0.593 -4,697 4,677 -20 84,757  178,638 6,118 184,757
    Topix (FRA) long Fast Retailing 31.17 148.473   1/23/12 146.118 -4,555 4,628 73 84,830  174,084 10,746 184,830
  Buy PSI 20 Jerónimo Martins 360.28 13.570   3/12/12 14.360 4,889        178,973 5,857  
    Topix (FRA) short Mazda Motor 765.10 6.390   3/05/12 6.150 4,889        183,862 968  
3/05/12 Sell NZX 50 short Heartland 6,222.66 0.277 0.329 10/31/11 0.302 -1,878 2,050 172 85,002  181,984 3,018 185,002
    Topix (FRA) Mazda Motor 765.10 6.150 6.639 2/27/12 6.390 -4,889 5,080 191 85,193  177,095 8,098 185,193
  Buy MerVal Aluar 10,068.76 0.480   3/12/12 0.513 4,832        181,927 3,266  
    NZX 50 long a2 Milk 20,782.80 0.233   5/21/12 0.267 4,832        186,759 -1,566  
    Topix (FRA) Isuzu Motors 575.10 8.402   3/19/12 8.620 4,832        191,591 -6,398  
3/12/12 Sell BEL 20 short Bekaert 55.23 24.765 102.733 7/11/11 50.440 -2,786 5,674 2,888 88,081  188,805 -724 188,081
    PSI 20 long Jerónimo Martins 360.28 14.360   2/27/12 13.570 -4,889 5,174 285 88,365  183,916 4,450 188,365
    MerVal short Aluar 10,068.76 0.513 0.447 3/05/12 0.480 -4,832 4,501 -331 88,034  179,084 8,950 188,034
  Buy BEL 20 long Galapagos 392.66 12.540   5/14/12 10.990 4,924        184,008 4,026  
    PSI 20 short Pharol 1,250.06 3.939   3/26/12 4.022 4,924        188,932 -898  
Portfolio market l/s instrument bought pieces buy price 3/12/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  RTX short Mobile TeleSystems 8/01/11 212.01 12.320 13.500 11.140 2,612 2,362 -250 -250 2,612 2,362 -15
  ISEQ 20 long Flutter 1/02/12 32.52 45.100 46.400 1,467 1,509 42 -208 4,079 3,871 16
    Ryanair   387.96 3.780 4.247 1,466 1,648 181 -27 5,545 5,518 84
  CAC 40 Airbus 2/06/12 172.49 27.230 29.700 4,697 5,123 426 399 10,242 10,641 147
  AEX Vopak 1/02/12 71.37 41.095 43.840 2,933 3,129 196 595 13,175 13,770 40
  IBEX 35 short Sacyr 2/13/12 1485.21 3.314 2.323 4.728 4,922 7,022 2,100 2,695 18,097 20,792 10,168
  Topix (TYO) long Fast Retailing   31.78 154.867 161.345 4,922 5,128 206 2,901 23,019 25,920 71
  SSE 50 China Minsheng Bk 1/23/12 6821.93 0.668 0.642 4,555 4,380 -175 2,726 27,574 30,299 -25
  HSI Lenovo 12/26/11 5020.43 0.538 0.655 2,703 3,286 583 3,309 30,277 33,586 153
  HSI-Fin AIA 1/16/12 1635.55 2.624 2.791 4,292 4,565 273 3,582 34,569 38,151 50
  BSE Sensex 30 Hindustan Unilever 1/30/12 686.17 6.061 5.971 4,159 4,097 -62 3,520 38,728 42,248 -12
  STI short Wilmar International 5/02/11 1091.71 2.824 3.001 2.647 3,083 2,890 -193 3,327 41,811 45,138 -7
  OMXH 25 long Nokian Tyres 2/13/12 146.05 33.700 34.880 4,922 5,094 172 3,500 46,733 50,232 57
  PSI 20 short Pharol 3/12/12 1250.06 3.939   4,924 4,924     51,657 55,156  
  GEX long 4SC 2/13/12 79.91 61.593 64.112 4,922 5,123 201 3,701 56,578 60,279 69
  SMI short Credit Suisse 5/09/11 105.21 29.390 19.912 43.379 3,092 4,564 1,472 5,173 59,671 64,843 59
  NZX 50 long a2 Milk 3/05/12 20782.8 0.233 0.244 4,832 5,073 241 5,414 64,503 69,916 1,166
  Topix (FRA) Isuzu Motors   575.1 8.402 8.448 4,832 4,858 26 5,440 69,334 74,775 33
  HSI-Prop China Ov Land & Inv 1/16/12 1392.6 1.541 1.523 2,146 2,121 -25 5,416 71,480 76,896 -7
    China Res Land   1518.65 1.413 1.360 2,146 2,066 -80 5,335 73,626 78,962 -22
  Nordic 30 Equinor 11/28/11 126.65 18.255 21.301 2,312 2,698 386 5,721 75,938 81,660 71
  FT 30 Tate & Lyle 12/19/11 3.13 808.105 849.857 2,529 2,660 131 5,852 78,468 84,320 24
  Nikkei (FRA) Aozora Bank 1/09/12 82.97 21.370 22.290 1,773 1,849 76 5,928 80,241 86,169 28
    Nitto Boseki   136.65 12.975 13.815 1,773 1,888 115 6,043 82,014 88,057 44
  Athex LC short Piraeus Financial 4/04/11 0.01 432,300.000 135,630.000 1,377,890.511 4,323 13,779 9,456 15,499 86,337 101,836 243
Portfolio market l/s instrument bought pieces buy price 3/12/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  OBX 25 long Equinor 1/16/12 222.8 19.264 21.301 4,292 4,746 454 15,953 90,629 106,582 93
  OMXS 30 Getinge 11/28/11 62.01 18.641 20.793 1,156 1,289 133 16,086 91,785 107,871 46
  OMXC 20 Tryg   268.91 8.598 8.070 2,312 2,170 -142 15,944 94,097 110,041 -20
  TSX 60 Constellation Soft 2/20/12 69.11 70.699 71.918 4,886 4,970 84 16,029 98,983 115,012 35
  CAC Mid 60 Innate Pharma 1/23/12 2663.74 1.710 1.860 4,555 4,955 400 16,428 103,538 119,966 87
  SDAX Encavis 1/30/12 1376.7 3.021 3.140 4,159 4,323 164 16,592 107,697 124,289 40
  Indices ISEQ-Overall 1/16/12 1.43 3,005.690 3,210.030 4,298 4,590 292 16,884 111,995 128,879 54
  BEL 20 Galapagos 3/12/12 392.66 12.540   4,924 4,924     116,919 133,803  
  France Hermes International 1/23/12 17.96 253.600 268.800 4,555 4,828 273 17,157 121,474 138,631 54
  MIB short UnipolSai 6/27/11 493.37 5.130 2.930 8.982 2,531 4,431 1,900 19,058 124,005 143,062 120
  ATX Flughafen Wien 7/18/11 302.41 8.300 6.625 10.399 2,510 3,145 635 19,692 126,515 146,207 41
  ASX 50 long James Hardie Ind 1/30/12 721.64 5.763 6.068 4,159 4,379 220 19,912 130,674 150,586 57
  DJ Global Titans Apple 2/06/12 372.78 12.600 15.024 4,697 5,601 904 20,816 135,371 156,187 526
  S&P 100 Biogen 1/09/12 39.25 90.342 91.853 3,546 3,605 59 20,875 138,917 159,792 10
  HDAX Dürr 1/23/12 499.18 9.125 11.635 4,555 5,808 1,253 22,128 143,472 165,600 511
  DJTA Kirby 12/05/11 47.55 48.011 52.492 2,283 2,496 213 22,341 145,755 168,096 39
  SP Global 100 short Carrefour 8/01/11 130.08 20.080 18.590 21.689 2,612 2,821 209 22,551 148,367 170,917 13
  Nasdaq 100 long Regeneron 10/10/11 38.22 49.346 83.943 1,886 3,208 1,322 23,873 150,253 174,125 252
  Kospi 50 Samsung Electronics 1/23/12 296.82 15.346 16.511 4,555 4,901 346 24,219 154,808 179,026 72
  DAX Merck (EMD) 12/19/11 68.86 36.695 39.975 2,527 2,753 226 24,445 157,334 181,779 45
  MDAX short Ceconomy 8/08/11 224.22 9.611 8.935 10.338 2,155 2,318 163 24,607 159,489 184,097 13
  FTSE long Next 11/28/11 0.74 3,105.900 3,293.120 2,298 2,437 139 24,746 161,788 186,534 23
  Europe 50 Roche 12/19/11 19.48 129.719 131.199 2,527 2,556 29 24,775 164,315 189,089 5
  BSE Sensex 50 Eicher Motors 10/24/11 804.21 2.335 2.629 1,878 2,114 236 25,011 166,193 191,204 36
  QIX Freenet 1/23/12 433.19 10.515 11.800 4,555 5,112 557 25,568 170,748 196,315 136
Portfolio market l/s instrument bought pieces buy price 3/12/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  DJIA Visa 12/19/11 133.73 18.897 22.201 2,527 2,969 442 26,010 173,275 199,284 101
  Euro 50 ASML 1/09/12 54.72 32.400 35.460 1,773 1,940 167 26,177 175,048 201,225 69
    AB InBev   37.33 47.495 53.810 1,773 2,009 236 26,413 176,821 203,233 106
  Germany Encavis 1/02/12 903.02 3.248 3.140 2,933 2,835 -98 26,315 179,754 206,069 -16
  HSI-C&I Sands China 1/16/12 1671.08 2.568 3.086 4,292 5,157 865 27,180 184,046 211,226 231
  SLI Sonova 2/20/12 57.29 85.291 84.259 4,886 4,827 -59 27,121 188,932 216,053 -19
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/19/12 Sell SSE 50 long China Minsheng Bk 6,821.93 0.633   1/23/12 0.668 -4,555 4,319 -236 87,798  184,377 3,421 187,798
    Topix (FRA) Isuzu Motors 575.10 8.620   3/05/12 8.402 -4,832 4,957 125 87,924  179,545 8,379 187,924
  Buy SSE 50 short Anhui Conch Cement 2,509.85 1.955   4/09/12 2.031 4,907        184,452 3,472  
    Topix (FRA) Mazda Motor 759.60 6.460   8/13/12 4.800 4,907        189,359 -1,435  
3/26/12 Sell ATX short Flughafen Wien 302.41 7.050 9.772 7/18/11 8.300 -2,510 2,955 445 88,369  186,849 1,520 188,369
    PSI 20 Pharol 1,250.06 4.022 3.856 3/12/12 3.939 -4,924 4,820 -104 88,265  181,925 6,340 188,265
  Buy ATX long Österreichische Post 193.06 25.200   4/09/12 25.800 4,865        186,790 1,475  
    PSI 20 Jerónimo Martins 326.51 14.900   4/02/12 15.420 4,865        191,655 -3,390  
4/02/12 Sell   long Jerónimo Martins 326.51 15.420   3/26/12 14.900 -4,865 5,035 170 88,435  186,790 1,645 188,435
    Athex LC short Piraeus Financial 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 106,674  182,467 24,207 206,674
  Buy PSI 20 Banco Comercial 8,764.04 0.659   8/20/12 0.452 5,772        188,239 18,435  
    Athex LC long EYDAP 1,450.25 3.980   4/16/12 4.030 5,772        194,011 12,663  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,509.85 2.031 1.880 3/19/12 1.955 -4,907 4,717 -190 106,484  189,104 17,380 206,484
    ATX long Österreichische Post 193.06 25.800   3/26/12 25.200 -4,865 4,981 116 106,600  184,239 22,361 206,600
    CAC 40 Airbus 172.49 29.725   2/06/12 27.230 -4,697 5,127 430 107,030  179,542 27,488 207,030
    AEX Vopak 71.37 44.780   1/02/12 41.095 -2,933 3,196 263 107,293  176,609 30,684 207,293
    OMXH 25 Nokian Tyres 146.05 36.040   2/13/12 33.700 -4,922 5,264 342 107,635  171,687 35,948 207,635
  Buy SSE 50 China Northern Rare 2,108.45 2.888   6/04/12 3.823 6,089        177,776 29,859  
    ATX short Zumtobel 621.07 9.804   4/16/12 9.950 6,089        183,865 23,770  
    AEX ArcelorMittal 157.22 38.730   9/03/12 35.565 6,089        189,954 17,681  
    OMXH 25 Outokumpu 524.01 11.620   8/20/12 6.980 6,089        196,043 11,592  
4/16/12 Sell ATX short Zumtobel 621.07 9.950 9.658 4/09/12 9.804 -6,089 5,998 -91 107,544  189,954 17,590 207,544
    TSX 60 long Constellation Soft 69.11 66.838   2/20/12 70.699 -4,886 4,619 -267 107,278  185,068 22,209 207,278
    Athex LC EYDAP 1,450.25 4.030   4/02/12 3.980 -5,772 5,845 73 107,350  179,296 28,054 207,350
  Buy ATX Österreichische Post 220.21 26.725   5/21/12 27.000 5,885        185,181 22,169  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 short BlackBerry 582.35 10.106   8/20/12 5.638 5,885        191,066 16,284  
    Athex LC Public Power 3,796.77 1.550   9/03/12 1.330 5,885        196,951 10,399  
4/23/12 Sell France long Hermes International 17.96 251.250   1/23/12 253.600 -4,555 4,512 -42 107,308  192,397 14,911 207,308
    SLI Sonova 57.29 82.016   2/20/12 85.291 -4,886 4,699 -188 107,120  187,510 19,610 207,120
  Buy France short Solocal 3.84 1,476.830   8/13/12 1,038.280 5,671        193,181 13,939  
    MerVal YPF 421.94 13.433   8/27/12 14.446 5,668        198,849 8,271  
    SLI Lonza 164.27 34.504   11/26/12 36.099 5,668        204,517 2,603  
    GCX REC Silicon 1,629.34 3.479   2/11/13 1.027 5,668        210,185 -3,065  
4/30/12 Sell SP Global 100 short Carrefour 130.08 15.175 26.570 8/01/11 20.080 -2,612 3,456 844 107,964  207,573 391 207,964
  Buy   long Apple 330.91 15.738   10/20/14 19.487 5,208        212,781 -4,817  
5/07/12 Sell Nordic 30 long Equinor 126.65 19.757   11/28/11 18.255 -2,312 2,502 190 108,155  210,469 -2,315 208,155
    Topix (TYO) Fast Retailing 31.78 167.646   2/13/12 154.867 -4,922 5,328 406 108,561  205,548 3,013 208,561
    GEX 4SC 79.91 48.084   2/13/12 61.593 -4,922 3,842 -1,080 107,481  200,626 6,856 207,481
  Buy Nordic 30 short Nokia 2,232.50 2.400   8/13/12 2.220 5,358        205,984 1,498  
    Topix (TYO) Sony 457.18 11.720   6/11/12 10.270 5,358        211,342 -3,860  
5/14/12 Sell Germany long Encavis 903.02 2.970   1/02/12 3.248 -2,933 2,682 -251 107,230  208,409 -1,178 207,230
    MDAX short Ceconomy 224.22 7.298 12.656 8/08/11 9.611 -2,155 2,838 683 107,913  206,254 1,659 207,913
    HSI-Fin long AIA 1,635.55 2.577   1/16/12 2.624 -4,292 4,215 -77 107,836  201,962 5,875 207,836
    BEL 20 Galapagos 392.66 10.990   3/12/12 12.540 -4,924 4,315 -609 107,228  197,038 10,190 207,228
    OMXC 20 Tryg 268.91 8.768   11/28/11 8.598 -2,312 2,358 46 107,274  194,726 12,548 207,274
    OBX 25 Equinor 222.80 19.745   1/16/12 19.264 -4,292 4,399 107 107,381  190,434 16,947 207,381
    OMXS 30 Getinge 62.01 19.967   11/28/11 18.641 -1,156 1,238 82 107,463  189,278 18,185 207,463
    FT 30 Tate & Lyle 3.13 858.422   12/19/11 808.105 -2,529 2,687 157 107,620  186,748 20,872 207,620
    Nikkei (FRA) Aozora Bank 82.97 18.670   1/09/12 21.370 -1,773 1,549 -224 107,396  184,975 22,421 207,396
      Nitto Boseki 136.65 12.260   1/09/12 12.975 -1,773 1,675 -98 107,299  183,202 24,096 207,299
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 Innate Pharma 2,663.74 1.650   1/23/12 1.710 -4,555 4,395 -160 107,139  178,647 28,492 207,139
  Buy Germany short SolarWorld 24.90 236.550   9/10/12 182.550 5,890        184,537 22,602  
    MDAX long Dürr 538.10 10.946   5/21/12 10.445 5,890        190,427 16,711  
    HSI-Fin short HK Exchgs & Clrg 518.67 11.356   9/17/12 11.718 5,890        196,317 10,822  
    BEL 20 Bekaert 257.77 22.850   6/25/12 18.225 5,890        202,207 4,931  
    OMXC 20 Vestas Wind Systems 5,197.67 1.133   5/28/12 1.008 5,890        208,097 -959  
    OBX 25 REC Silicon 1,701.57 3.462   9/03/12 2.359 5,890        213,987 -6,849  
    OMXS 30 ABB 227.12 12.967   7/23/12 14.168 2,945        216,932 -9,793  
      Nokia 1,259.41 2.338   7/23/12 1.752 2,945        219,877 -12,738  
    FT 30 Man Group 57.04 103.259   8/06/12 106.958 5,890        225,767 -18,628  
    Nikkei (FRA) Nippon Sheet Glass 325.77 9.040   1/07/13 9.100 2,945        228,712 -21,573  
      Sharp 76.24 38.630   1/07/13 23.550 2,945        231,657 -24,518  
    CAC Mid 60 Vallourec 4.26 1,382.400   9/10/12 1,453.800 5,889        237,546 -30,407  
5/21/12 Sell HSI long Lenovo 5,020.43 0.656   12/26/11 0.538 -2,703 3,292 589 107,728  234,843 -27,115 207,728
    Kospi 50 Samsung Electronics 296.82 16.200   1/23/12 15.346 -4,555 4,809 254 107,982  230,288 -22,307 207,982
    ATX Österreichische Post 220.21 27.000   4/16/12 26.725 -5,885 5,946 61 108,043  224,403 -16,361 208,043
    MDAX Dürr 538.10 10.445   5/14/12 10.946 -5,890 5,620 -270 107,773  218,513 -10,740 207,773
    SDAX Encavis 1,376.70 2.951   1/30/12 3.021 -4,159 4,063 -96 107,677  214,354 -6,678 207,677
    HSI-C&I Sands China 1,671.08 2.614   1/16/12 2.568 -4,292 4,368 76 107,753  210,062 -2,309 207,753
    ISEQ 20 Flutter 32.52 50.010   1/02/12 45.100 -1,467 1,626 160 107,913  208,596 -683 207,913
      Ryanair 387.96 4.040   1/02/12 3.780 -1,466 1,567 101 108,013  207,129 884 208,013
    SMI short Credit Suisse 105.21 15.602 55.361 5/09/11 29.390 -3,092 5,825 2,732 110,746  204,037 6,709 210,746
    NZX 50 long a2 Milk 20,782.80 0.267   3/05/12 0.233 -4,832 5,541 709 111,455  199,205 12,249 211,455
    Indices ISEQ-Overall 1.43 3,087.810   1/16/12 3,005.690 -4,298 4,416 117 111,572  194,907 16,665 211,572
    DJ Global Titans Apple 372.78 15.695   2/06/12 12.600 -4,697 5,851 1,154 112,726  190,210 22,516 212,726
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HSI short China Unicom 4,947.42 1.189   8/20/12 1.370 5,881        196,091 16,635  
    Kospi 50 SK Holdings 104.50 56.279   7/23/12 68.528 5,881        201,972 10,754  
    ATX Zumtobel 596.57 9.858   6/25/12 8.050 5,881        207,853 4,873  
    MDAX Ströer Media 740.40 7.943   5/28/12 8.000 5,881        213,734 -1,008  
    TecDAX SMA Solar 223.48 26.315   12/22/14 14.800 5,881        219,615 -6,889  
    SDAX Klöckner 750.70 7.834   10/29/12 7.058 5,881        225,496 -12,770  
    HSI-C&I Citic Pacific 4,964.54 1.185   9/17/12 0.959 5,881        231,377 -18,651  
    ISEQ 20 Bank of Ireland 1,126.63 2.610   8/27/12 2.490 2,941        234,317 -21,592  
      Smurfit Kappa 529.82 5.550   8/27/12 6.550 2,941        237,258 -24,532  
    SMI long Richemont 122.42 48.039   5/28/12 48.077 5,881        243,139 -30,413  
    NZX 50 short KMD Brands 6,166.51 0.954   7/30/12 0.992 5,881        249,020 -36,294  
    Indices Athex Large Cap 2.90 2,028.100   9/10/12 2,671.700 5,881        254,901 -42,176  
    Nikkei (TYO) Nippon Sheet Glass 690.33 8.519   7/02/12 8.411 5,881        260,782 -48,057  
    DJ Global Titans Telefónica 599.12 9.816   5/28/12 9.440 5,881        266,663 -53,938  
5/28/12 Sell MDAX short Ströer Media 740.40 8.000 7.886 5/21/12 7.943 -5,881 5,839 -42 112,683  260,782 -48,099 212,683
    OMXC 20 Vestas Wind Systems 5,197.67 1.008 1.274 5/14/12 1.133 -5,890 6,622 732 113,415  254,892 -41,477 213,415
    SMI long Richemont 122.42 48.077   5/21/12 48.039 -5,881 5,886 5 113,420  249,011 -35,591 213,420
    DJ Global Titans short Telefónica 599.12 9.440 10.207 5/21/12 9.816 -5,881 6,115 234 113,654  243,130 -29,476 213,654
  Buy MDAX long Rhön-Klinikum 209.32 21.995   6/04/12 22.100 4,604        247,734 -34,080  
    OMXC 20 GN Store Nord 67.56 68.150   6/04/12 67.500 4,604        252,339 -38,684  
    SMI short Credit Suisse 292.61 15.734   6/04/12 15.300 4,604        256,943 -43,288  
    DJ Global Titans long Apple 282.33 16.307   10/22/12 17.386 4,604        261,547 -47,892  
6/04/12 Sell SSE 50 long China Northern Rare 2,108.45 3.823   4/09/12 2.888 -6,089 8,061 1,972 115,626  255,458 -39,831 215,626
    DAX Merck (EMD) 68.86 36.500   12/19/11 36.695 -2,527 2,513 -13 115,613  252,931 -37,318 215,613
    MDAX Rhön-Klinikum 209.32 22.100   5/28/12 21.995 -4,604 4,626 22 115,635  248,327 -32,692 215,635
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FTSE Next 0.74 3,698.710   11/28/11 3,105.900 -2,298 2,737 439 116,073  246,028 -29,955 216,073
    OMXC 20 GN Store Nord 67.56 67.500   5/28/12 68.150 -4,604 4,560 -44 116,030  241,424 -25,395 216,030
    SMI short Credit Suisse 292.61 15.300 16.181 5/28/12 15.734 -4,604 4,735 131 116,160  236,820 -20,660 216,160
  Buy SSE 50 China Unicom 9,658.10 0.506   12/10/12 0.413 4,887        241,707 -25,547  
    DAX thyssenkrupp 385.71 12.670   7/16/12 14.565 4,887        246,594 -30,434  
    MDAX Ströer Media 583.52 8.375   6/18/12 8.546 4,887        251,481 -35,321  
    FTSE Aviva 14.62 334.157   7/30/12 382.206 4,885        256,367 -40,206  
    OMXC 20 Vestas Wind Systems 5,599.22 0.873   6/18/12 0.791 4,887        261,254 -45,093  
    SMI long Swiss Re 111.72 43.744   6/11/12 46.079 4,887        266,141 -49,980  
6/11/12 Sell   long Swiss Re 111.72 46.079   6/04/12 43.744 -4,887 5,148 261 116,421  261,254 -44,833 216,421
    Topix (TYO) short Sony 457.18 10.270 13.374 5/07/12 11.720 -5,358 6,114 756 117,177  255,896 -38,718 217,177
  Buy SMI Credit Suisse 277.50 16.076   6/18/12 14.519 4,461        260,357 -43,179  
    Topix (TYO) long Subaru 737.66 6.048   1/11/16 33.663 4,461        264,818 -47,640  
6/18/12 Sell MDAX short Ströer Media 583.52 8.546 8.204 6/04/12 8.375 -4,887 4,787 -100 117,078  259,931 -42,853 217,078
    OMXC 20 Vestas Wind Systems 5,599.22 0.791 0.963 6/04/12 0.873 -4,887 5,394 507 117,585  255,044 -37,459 217,585
    SMI Credit Suisse 277.50 14.519 17.799 6/11/12 16.076 -4,461 4,939 478 118,063  250,583 -32,519 218,063
  Buy MDAX long Dürr 409.81 11.318   6/25/12 11.594 4,638        255,221 -37,157  
    OMXC 20 GN Store Nord 63.32 73.250   6/25/12 71.650 4,638        259,859 -41,796  
    SMI Swiss Re 99.49 46.620   11/19/12 54.864 4,638        264,497 -46,434  
6/25/12 Sell ATX short Zumtobel 596.57 8.050 12.072 5/21/12 9.858 -5,881 7,202 1,321 119,384  258,616 -39,232 219,384
    MDAX long Dürr 409.81 11.594   6/18/12 11.318 -4,638 4,751 113 119,497  253,978 -34,481 219,497
    RTX short Mobile TeleSystems 212.01 13.400 11.240 8/01/11 12.320 -2,612 2,383 -229 119,268  251,366 -32,098 219,268
    BEL 20 Bekaert 257.77 18.225 28.649 5/14/12 22.850 -5,890 7,385 1,495 120,763  245,476 -24,713 220,763
    OMXC 20 long GN Store Nord 63.32 71.650   6/18/12 73.250 -4,638 4,537 -101 120,662  240,838 -20,176 220,662
    DJTA Kirby 47.55 36.163   12/05/11 48.011 -2,283 1,720 -563 120,098  238,555 -18,457 220,098
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 194.71 25.890   7/29/13 31.600 5,041        243,596 -23,498  
    MDAX short Ströer Media 626.91 8.041   7/02/12 8.090 5,041        248,637 -28,539  
    RTX long Magnit 237.22 21.250   7/02/12 22.430 5,041        253,678 -33,580  
    BEL 20 Galapagos 411.51 12.250   10/22/12 16.900 5,041        258,719 -38,621  
    OMXC 20 short Vestas Wind Systems 6,211.95 0.812   7/16/12 0.678 5,041        263,760 -43,662  
    DJTA Ryder System 184.49 27.323   7/02/12 27.880 5,041        268,801 -48,702  
7/02/12 Sell MDAX short Ströer Media 626.91 8.090 7.992 6/25/12 8.041 -5,041 5,010 -31 120,068  263,760 -43,692 220,068
    RTX long Magnit 237.22 22.430   6/25/12 21.250 -5,041 5,321 280 120,348  258,719 -38,371 220,348
    DJTA short Ryder System 184.49 27.880 26.767 6/25/12 27.323 -5,041 4,938 -103 120,245  253,678 -33,433 220,245
    STI Wilmar International 1,091.71 2.197 3.631 5/02/11 2.824 -3,083 3,964 881 121,125  250,595 -29,470 221,125
    Nikkei (TYO) Nippon Sheet Glass 690.33 8.411 8.629 5/21/12 8.519 -5,881 5,957 76 121,201  244,714 -23,513 221,201
  Buy MDAX long Dürr 396.47 12.465   7/23/12 13.345 4,942        249,656 -28,455  
    RTX short RusHydro 2,434.48 2.030   7/09/12 2.080 4,942        254,598 -33,397  
    DJTA long Delta Air Lines 562.86 8.780   9/17/12 7.031 4,942        259,540 -38,339  
    STI ThaiBev 23,289.35 0.212   6/10/13 0.382 4,942        264,482 -43,281  
    Nikkei (TYO) OKI Electric 387.16 12.765   7/16/12 12.784 4,942        269,424 -48,223  
7/09/12 Sell RTX short RusHydro 2,434.48 2.080 1.980 7/02/12 2.030 -4,942 4,820 -122 121,079  264,482 -43,403 221,079
  Buy   long Magnit 205.22 21.640   7/16/12 22.510 4,441        268,923 -47,843  
7/16/12 Sell DAX short thyssenkrupp 385.71 14.565 10.775 6/04/12 12.670 -4,887 4,156 -731 120,349  264,036 -43,687 220,349
    RTX long Magnit 205.22 22.510   7/09/12 21.640 -4,441 4,620 179 120,527  259,595 -39,068 220,527
    OMXC 20 short Vestas Wind Systems 6,211.95 0.678 0.971 6/25/12 0.812 -5,041 6,031 990 121,517  254,554 -33,037 221,517
    Nikkei (TYO) long OKI Electric 387.16 12.784   7/02/12 12.765 -4,942 4,949 7 121,525  249,612 -28,087 221,525
  Buy DAX Continental 81.22 59.533   8/11/14 133.083 4,835        254,447 -32,923  
    RTX short RusHydro 2,269.95 2.130   9/03/12 2.010 4,835        259,282 -37,758  
    OMXC 20 long Genmab 570.92 8.469   6/24/13 22.604 4,835        264,117 -42,593  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) short Nippon Sheet Glass 633.77 7.629   11/19/12 7.143 4,835        268,952 -47,428  
7/23/12 Sell Kospi 50 short SK Holdings 104.50 68.528 44.029 5/21/12 56.279 -5,881 4,601 -1,280 120,244  263,071 -42,827 220,244
    MDAX long Dürr 396.47 13.345   7/02/12 12.465 -4,942 5,291 349 120,593  258,129 -37,536 220,593
    OMXS 30 short ABB 227.12 14.168 11.765 5/14/12 12.967 -2,945 2,672 -273 120,320  255,184 -34,864 220,320
      Nokia 1,259.41 1.752 3.121 5/14/12 2.338 -2,945 3,931 986 121,306  252,239 -30,933 221,306
  Buy Kospi 50 long Amorepacific Group 181.88 26.166   10/20/14 87.497 4,759        256,998 -35,692  
    MDAX short Ströer Media 600.35 7.927   8/06/12 7.080 4,759        261,757 -40,451  
    OMXS 30 long Electrolux 134.27 17.722   6/24/13 19.030 2,379        264,137 -42,830  
      Swedbank 172.57 13.789   6/24/13 16.871 2,380        266,516 -45,210  
7/30/12 Sell FTSE short Aviva 14.62 382.206 286.108 6/04/12 334.157 -4,885 4,183 -702 120,604  261,631 -41,027 220,604
    NZX 50 KMD Brands 6,166.51 0.992 0.916 5/21/12 0.954 -5,881 5,647 -234 120,369  255,750 -35,380 220,369
  Buy FTSE long Ashtead 13.88 333.248   8/24/15 1,199.890 4,625        260,375 -40,006  
8/06/12 Sell MDAX short Ströer Media 600.35 7.080 8.875 7/23/12 7.927 -4,759 5,328 569 120,939  255,616 -34,678 220,939
    FT 30 Man Group 57.04 106.958 99.561 5/14/12 103.259 -5,890 5,679 -211 120,728  249,726 -28,999 220,728
  Buy MDAX long Dürr 346.38 13.838   10/29/12 14.790 4,793        254,519 -33,792  
    FT 30 Ferguson 1.56 3,068.570   6/24/13 3,452.810 4,787        259,306 -38,579  
8/13/12 Sell France short Solocal 3.84 1,038.280 2,100.620 4/23/12 1,476.830 -5,671 8,066 2,395 123,123  253,635 -30,512 223,123
    Nordic 30 Nokia 2,232.50 2.220 2.595 5/07/12 2.400 -5,358 5,792 434 123,558  248,277 -24,720 223,558
    Topix (FRA) Mazda Motor 759.60 4.800 8.694 3/19/12 6.460 -4,907 6,604 1,697 125,255  243,370 -18,116 225,255
  Buy France long Eurofins Scientific 500.05 10.355   4/22/13 15.325 5,178        248,548 -23,294  
    Nordic 30 Pandora 462.64 11.192   6/03/13 26.264 5,178        253,726 -28,472  
    Topix (FRA) Softbank 320.84 16.139   9/03/12 15.996 5,178        258,904 -33,650  
8/20/12 Sell HSI short China Unicom 4,947.42 1.370 1.008 5/21/12 1.189 -5,881 4,987 -895 124,360  253,023 -28,663 224,360
    IBEX 35 Sacyr 1,485.21 1.284 8.553 2/13/12 3.314 -4,922 12,704 7,782 132,142  248,101 -15,960 232,142
    OMXH 25 Outokumpu 524.01 6.980 19.345 4/09/12 11.620 -6,089 10,137 4,048 136,189  242,012 -5,823 236,189
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 BlackBerry 582.35 5.638 18.115 4/16/12 10.106 -5,885 10,549 4,664 140,854  236,127 4,726 240,854
    PSI 20 Banco Comercial 8,764.04 0.452 0.960 4/02/12 0.659 -5,772 8,410 2,638 143,492  230,355 13,136 243,492
  Buy HSI long Galaxy Entertainment 2,727.12 2.352   4/22/13 3.135 6,415        236,770 6,721  
    IBEX 35 Grifols 570.73 11.240   11/05/12 13.025 6,415        243,185 306  
    OMXH 25 Huhtamäki 539.53 11.890   10/22/12 12.450 6,415        249,600 -6,109  
    TSX 60 Couche-Tard 959.61 6.685   4/22/13 7.405 6,415        256,015 -12,524  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,126.63 2.490 2.736 5/21/12 2.610 -2,941 3,082 142 143,633  253,075 -9,442 243,633
      Smurfit Kappa 529.82 6.550 4.550 5/21/12 5.550 -2,941 2,411 -530 143,104  250,134 -7,031 243,104
    MerVal YPF 421.94 14.446 12.421 4/23/12 13.433 -5,668 5,241 -427 142,676  244,466 -1,790 242,676
  Buy ISEQ 20 long Kerry 80.12 37.580   6/17/13 42.250 3,011        247,477 -4,801  
      Smurfit Kappa 459.69 6.550   6/17/13 12.270 3,011        250,488 -7,812  
9/03/12 Sell S&P 100 long Biogen 39.25 116.954   1/09/12 90.342 -3,546 4,590 1,045 143,721  246,942 -3,222 243,721
    AEX short ArcelorMittal 157.22 35.565 42.177 4/09/12 38.730 -6,089 6,631 542 144,263  240,853 3,409 244,263
    RTX RusHydro 2,269.95 2.010 2.257 7/16/12 2.130 -4,835 5,124 289 144,552  236,018 8,533 244,552
    OBX 25 REC Silicon 1,701.57 2.359 5.080 5/14/12 3.462 -5,890 8,643 2,753 147,305  230,128 17,177 247,305
    Athex LC Public Power 3,796.77 1.330 1.806 4/16/12 1.550 -5,885 6,858 974 148,279  224,243 24,035 248,279
    Topix (FRA) long Softbank 320.84 15.996   8/13/12 16.139 -5,178 5,132 -46 148,233  219,065 29,167 248,233
  Buy S&P 100 short HP 513.22 13.511   9/17/12 13.872 6,934        225,999 22,233  
    RTX long Magnit 286.29 24.220   9/17/12 27.650 6,934        232,933 15,299  
    OBX 25 Grieg Seafood 5,056.15 1.371   1/07/13 1.707 6,934        239,867 8,365  
    Athex LC Alpha Bank 103.49 67.000   3/25/13 37.850 6,934        246,801 1,432  
    MerVal short Pampa Energía 41,249.26 0.168   9/10/12 0.164 6,934        253,735 -5,502  
    Topix (FRA) Kansai Electric Pwr 1,216.06 5.702   3/11/13 6.145 6,934        260,669 -12,436  
9/10/12 Sell Germany short SolarWorld 24.90 182.550 306.524 5/14/12 236.550 -5,890 7,632 1,742 149,975  254,779 -4,804 249,975
    MerVal Pampa Energía 41,249.26 0.164 0.172 9/03/12 0.168 -6,934 7,107 173 150,148  247,845 2,303 250,148
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 Vallourec 4.26 1,453.800 1,311.000 5/14/12 1,382.400 -5,889 5,585 -304 149,844  241,956 7,888 249,844
    Indices Athex Large Cap 2.90 2,671.700 1,384.500 5/21/12 2,028.100 -5,881 4,015 -1,866 147,978  236,074 11,903 247,978
  Buy Germany long ADLER Real Estate 5,505.93 1.180   6/24/13 2.050 6,497        242,571 5,406  
    CAC Mid 60 Eurofins Scientific 590.64 11.000   4/22/13 15.325 6,497        249,069 -1,091  
    Indices OMXC 20 97.84 66.404   6/17/13 70.001 6,497        255,566 -7,588  
9/17/12 Sell S&P 100 short HP 513.22 13.872 13.150 9/03/12 13.511 -6,934 6,749 -185 147,792  248,631 -839 247,792
    RTX long Magnit 286.29 27.650   9/03/12 24.220 -6,934 7,916 982 148,774  241,698 7,077 248,774
    HSI-Fin short HK Exchgs & Clrg 518.67 11.718 10.994 5/14/12 11.356 -5,890 5,702 -188 148,586  235,808 12,779 248,586
    HSI-C&I Citic Pacific 4,964.54 0.959 1.464 5/21/12 1.185 -5,881 7,267 1,386 149,972  229,927 20,045 249,972
    DJTA long Delta Air Lines 562.86 7.031   7/02/12 8.780 -4,942 3,958 -984 148,988  224,985 24,003 248,988
  Buy S&P 100 Gilead Sciences 272.28 25.063   10/13/14 79.611 6,824        231,809 17,179  
    CAC 40 Credit Agricole 1,140.37 5.984   9/24/12 5.714 6,824        238,633 10,355  
    RTX short RusHydro 3,265.07 2.090   2/04/13 1.770 6,824        245,457 3,531  
    HSI-Fin long Bank of China (HK) 2,859.06 2.387   5/13/13 2.748 6,824        252,281 -3,293  
    HSI-C&I Galaxy Entertainment 2,807.08 2.431   4/08/13 3.018 6,824        259,105 -10,117  
    DJTA short Expeditors Wash 232.79 29.314   9/24/12 28.398 6,824        265,929 -16,941  
9/24/12 Sell CAC 40 long Credit Agricole 1,140.37 5.714   9/17/12 5.984 -6,824 6,516 -308 148,680  259,105 -10,425 248,680
    DJTA short Expeditors Wash 232.79 28.398 30.259 9/17/12 29.314 -6,824 7,044 220 148,900  252,281 -3,381 248,900
  Buy   long Avis Budget 494.16 12.419   7/20/15 38.916 6,137        258,418 -9,518  
10/01/12 Buy CAC Next 20 short Hermes International 28.30 211.450   12/10/12 235.500 5,984        264,402 -15,502  
10/15/12 Buy AEX short KPN 1,608.94 3.626   2/02/15 2.756 5,834        270,236 -21,336  
    MerVal Pampa Energía 38,687.00 0.151   10/22/12 0.141 5,834        276,070 -27,170  
10/22/12 Sell BEL 20 long Galapagos 411.51 16.900   6/25/12 12.250 -5,041 6,955 1,914 150,813  271,029 -20,215 250,813
    OMXH 25 Huhtamäki 539.53 12.450   8/20/12 11.890 -6,415 6,717 302 151,116  264,614 -13,498 251,116
    MerVal short Pampa Energía 38,687.00 0.141 0.161 10/15/12 0.151 -5,834 6,244 410 151,526  258,780 -7,254 251,526
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJ Global Titans long Apple 282.33 17.386   5/28/12 16.307 -4,604 4,909 305 151,830  254,176 -2,345 251,830
  Buy BEL 20 short Bekaert 289.02 21.580   11/12/12 21.290 6,237        260,413 -8,583  
    OMXH 25 Outokumpu 963.99 6.470   11/05/12 6.200 6,237        266,650 -14,820  
    DJ Global Titans Telefónica 594.00 10.500   10/29/12 10.070 6,237        272,887 -21,057  
10/29/12 Sell MDAX long Dürr 346.38 14.790   8/06/12 13.838 -4,793 5,123 330 152,160  268,094 -15,934 252,160
    SDAX short Klöckner 750.70 7.058 8.695 5/21/12 7.834 -5,881 6,528 647 152,807  262,213 -9,406 252,807
    DJ Global Titans Telefónica 594.00 10.070 10.948 10/22/12 10.500 -6,237 6,503 266 153,073  255,976 -2,903 253,073
  Buy MDAX Ströer Media 943.29 6.630   1/14/13 6.901 6,254        262,230 -9,157  
    SDAX long ADLER Real Estate 3,958.23 1.580   11/26/12 1.285 6,254        268,484 -15,411  
    MerVal short Pampa Energía 43,190.61 0.145   12/24/12 0.147 6,254        274,738 -21,665  
    DJ Global Titans long Bank of America 868.18 7.204   12/16/13 11.075 6,254        280,992 -27,919  
11/05/12 Sell MIB short UnipolSai 493.37 0.935 28.146 6/27/11 5.130 -2,531 13,887 11,356 164,429  278,461 -14,032 264,429
    IBEX 35 long Grifols 570.73 13.025   8/20/12 11.240 -6,415 7,434 1,019 165,447  272,046 -6,598 265,447
    OMXH 25 short Outokumpu 963.99 6.200 6.752 10/22/12 6.470 -6,237 6,509 272 165,719  265,809 -90 265,719
  Buy MIB long Azimut 713.67 9.304   8/04/14 18.460 6,640        272,449 -6,730  
    OMXH 25 Konecranes 262.97 25.250   11/12/12 24.380 6,640        279,089 -13,370  
11/12/12 Sell BEL 20 short Bekaert 289.02 21.290 21.874 10/22/12 21.580 -6,237 6,322 85 165,804  272,852 -7,048 265,804
    OMXH 25 long Konecranes 262.97 24.380   11/05/12 25.250 -6,640 6,411 -229 165,575  266,212 -636 265,575
  Buy BEL 20 Galapagos 391.66 16.910   6/24/13 14.210 6,623        272,835 -7,259  
    OMXH 25 short Outokumpu 1,031.62 6.420   12/31/12 7.400 6,623        279,458 -13,882  
11/19/12 Sell SMI long Swiss Re 99.49 54.864   6/18/12 46.620 -4,638 5,458 820 166,395  274,819 -8,424 266,395
    Nikkei (TYO) short Nippon Sheet Glass 633.77 7.143 8.148 7/16/12 7.629 -4,835 5,164 329 166,724  269,985 -3,260 266,724
  Buy PSI 20 Impresa 22,710.34 0.290   12/17/12 0.300 6,586        276,571 -9,846  
    SMI Julius Bär 252.14 26.121   12/17/12 27.324 6,586        283,157 -16,432  
    Nikkei (TYO) long Subaru 805.56 8.176   10/07/13 20.003 6,586        289,743 -23,018  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/26/12 Sell SDAX long ADLER Real Estate 3,958.23 1.285   10/29/12 1.580 -6,254 5,086 -1,168 165,557  283,489 -17,932 265,557
    SLI short Lonza 164.27 36.099 32.909 4/23/12 34.504 -5,668 5,406 -262 165,295  277,821 -12,526 265,295
  Buy SDAX Deutz 1,944.31 3.250   12/10/12 3.138 6,319        284,140 -18,845  
    SLI long Swiss Life 60.63 104.219   6/24/13 120.698 6,319        290,458 -25,164  
12/10/12 Sell SSE 50 short China Unicom 9,658.10 0.413 0.620 6/04/12 0.506 -4,887 5,983 1,096 166,391  285,571 -19,180 266,391
    SDAX Deutz 1,944.31 3.138 3.366 11/26/12 3.250 -6,319 6,545 226 166,617  279,252 -12,636 266,617
    CAC Next 20 Hermes International 28.30 235.500 187.400 10/01/12 211.450 -5,984 5,303 -681 165,936  273,268 -7,332 265,936
  Buy SSE 50 long China Rwy Constr 9,029.33 0.716   4/29/13 0.634 6,465        279,733 -13,797  
    CAC 40 Societe Generale 224.36 28.815   1/14/13 34.140 6,465        286,198 -20,262  
    SDAX ADLER Real Estate 4,617.86 1.400   6/10/13 2.099 6,465        292,663 -26,727  
12/17/12 Sell PSI 20 short Impresa 22,710.34 0.300 0.280 11/19/12 0.290 -6,586 6,359 -227 165,709  286,077 -20,368 265,709
    SMI Julius Bär 252.14 27.324 24.917 11/19/12 26.121 -6,586 6,283 -303 165,405  279,491 -14,086 265,405
  Buy   long Richemont 104.82 59.929   10/14/13 74.199 6,282        285,773 -20,368  
12/24/12 Sell MerVal short Pampa Energía 43,190.61 0.147 0.143 10/29/12 0.145 -6,254 6,163 -91 165,315  279,519 -14,204 265,315
  Buy   long Gr Fin Galicia 9,000.57 0.697   5/27/13 0.697 6,277        285,796 -20,481  
12/31/12 Sell OMXH 25 short Outokumpu 1,031.62 7.400 5.440 11/12/12 6.420 -6,623 5,612 -1,011 164,304  279,173 -14,869 264,304
  Buy   long Orion 280.86 22.200   3/18/13 22.000 6,235        285,408 -21,104  
1/07/13 Sell OBX 25 long Grieg Seafood 5,056.15 1.707   9/03/12 1.371 -6,934 8,629 1,695 165,999  278,474 -12,475 265,999
    Nikkei (FRA) short Nippon Sheet Glass 325.77 9.100 8.980 5/14/12 9.040 -2,945 2,925 -20 165,980  275,529 -9,550 265,980
      Sharp 76.24 23.550 63.366 5/14/12 38.630 -2,945 4,831 1,886 167,865  272,584 -4,719 267,865
  Buy IBEX 35 long Mediaset Esp 1,154.85 5.696   2/04/13 5.150 6,578        279,162 -11,297  
    OBX 25 short REC Silicon 3,649.78 1.802   1/21/13 1.488 6,578        285,740 -17,875  
    Nikkei (FRA) long Subaru 332.22 9.900   1/14/13 9.907 3,289        289,029 -21,164  
      Shinsei Bank 210.83 15.600   1/14/13 13.840 3,289        292,318 -24,453  
1/14/13 Sell CAC 40 long Societe Generale 224.36 34.140   12/10/12 28.815 -6,465 7,660 1,195 169,060  285,853 -16,793 269,060
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX short Ströer Media 943.29 6.901 6.359 10/29/12 6.630 -6,254 5,998 -256 168,805  279,599 -10,794 268,805
    Nikkei (FRA) long Subaru 332.22 9.907   1/07/13 9.900 -3,289 3,291 2 168,807  276,310 -7,503 268,807
      Shinsei Bank 210.83 13.840   1/07/13 15.600 -3,289 2,918 -371 168,436  273,021 -4,585 268,436
  Buy CAC 40 short Engie 427.48 15.430   1/28/13 15.390 6,596        279,617 -11,181  
    Nikkei (FRA) Screen 169.26 19.485   2/11/13 16.805 3,298        282,915 -14,479  
1/21/13 Sell OBX 25 short REC Silicon 3,649.78 1.488 2.182 1/07/13 1.802 -6,578 7,965 1,387 169,823  276,337 -6,514 269,823
  Buy   long Grieg Seafood 3,790.60 1.736   1/28/13 1.688 6,582        282,919 -13,096  
1/28/13 Sell CAC 40 short Engie 427.48 15.390 15.470 1/14/13 15.430 -6,596 6,613 17 169,840  276,323 -6,483 269,840
    OBX 25 long Grieg Seafood 3,790.60 1.688   1/21/13 1.736 -6,582 6,399 -183 169,657  269,741 -84 269,657
  Buy CAC 40 Credit Agricole 868.20 7.762   2/11/13 7.414 6,739        276,480 -6,823  
    OBX 25 short REC Silicon 4,356.74 1.547   2/25/13 1.312 6,739        283,219 -13,562  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,154.85 5.150   1/07/13 5.696 -6,578 5,947 -631 169,027  276,641 -7,614 269,027
    RTX short RusHydro 3,265.07 1.770 2.468 9/17/12 2.090 -6,824 8,058 1,234 170,260  269,817 443 270,260
  Buy   long Magnit 195.24 34.660   3/11/13 34.010 6,767        276,584 -6,324  
2/11/13 Sell CAC 40 long Credit Agricole 868.20 7.414   1/28/13 7.762 -6,739 6,437 -302 169,958  269,845 113 269,958
    Nikkei (FRA) short Screen 169.26 16.805 22.592 1/14/13 19.485 -3,298 3,824 526 170,484  266,547 3,937 270,484
    GCX REC Silicon 1,629.34 1.027 11.783 4/23/12 3.479 -5,668 19,199 13,531 184,015  260,879 23,136 284,015
  Buy CAC 40 Orange 973.99 7.883   2/25/13 7.479 7,678        268,557 15,458  
    ÖkoDAX (deprecated) long PNE Wind 2,751.97 2.790   4/29/13 2.700 7,678        276,235 7,780  
    Nikkei (FRA) Subaru 355.46 10.800   8/26/13 18.441 3,839        280,074 3,941  
      Mazda Motor 308.48 12.445   8/26/13 15.485 3,839        283,913 102  
    GCX SunPower 1,087.12 7.063   11/25/13 21.795 7,678        291,591 -7,576  
2/18/13 Buy GEX long MBB 373.51 18.500   4/22/13 17.650 6,910        298,501 -14,486  
2/25/13 Sell CAC 40 short Orange 973.99 7.479 8.309 2/11/13 7.883 -7,678 8,093 415 184,430  290,823 -6,393 284,430
    OBX 25 REC Silicon 4,356.74 1.312 1.824 1/28/13 1.547 -6,739 7,948 1,209 185,639  284,084 1,555 285,639
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy CAC 40 long Credit Agricole 960.40 7.475   4/22/13 6.300 7,179        291,263 -5,624  
    OBX 25 Norwegian 2.46 2,924.050   4/15/13 2,803.560 7,193        298,456 -12,817  
3/11/13 Sell RTX long Magnit 195.24 34.010   2/04/13 34.660 -6,767 6,640 -127 185,512  291,689 -6,177 285,512
    Topix (FRA) short Kansai Electric Pwr 1,216.06 6.145 5.259 9/03/12 5.702 -6,934 6,395 -539 184,973  284,755 218 284,973
  Buy RTX RusHydro 4,243.45 1.680   9/14/15 0.774 7,129        291,884 -6,911  
    Topix (FRA) long Mazda Motor 577.01 12.355   4/01/13 11.250 7,129        299,013 -14,040  
3/18/13 Sell OMXH 25 long Orion 280.86 22.000   12/31/12 22.200 -6,235 6,179 -56 184,917  292,778 -7,861 284,917
  Buy   short Outokumpu 1,254.71 5.520   9/16/13 4.600 6,926        299,704 -14,787  
3/25/13 Sell Athex LC long Alpha Bank 103.49 37.850   9/03/12 67.000 -6,934 3,917 -3,017 181,900  292,770 -10,870 281,900
  Buy   short Eurobank Ergasias 26.06 260.000   9/30/13 50.000 6,776        299,546 -17,646  
4/01/13 Sell Topix (FRA) long Mazda Motor 577.01 11.250   3/11/13 12.355 -7,129 6,491 -638 181,263  292,417 -11,154 281,263
  Buy   short Nidec 616.48 10.953   4/15/13 10.948 6,752        299,169 -17,906  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,807.08 3.018   9/17/12 2.431 -6,824 8,473 1,649 182,912  292,345 -9,433 282,912
4/15/13 Sell OBX 25 long Norwegian 2.46 2,803.560   2/25/13 2,924.050 -7,193 6,897 -296 182,615  285,152 -2,537 282,615
    Topix (FRA) short Nidec 616.48 10.948 10.957 4/01/13 10.953 -6,752 6,755 3 182,618  278,400 4,218 282,618
  Buy OBX 25 Frontline 967.23 7.413   10/21/13 8.829 7,170        285,570 -2,952  
    Topix (FRA) long Mazda Motor 612.56 11.705   6/03/13 14.600 7,170        292,740 -10,122  
4/22/13 Sell France long Eurofins Scientific 500.05 15.325   8/13/12 10.355 -5,178 7,663 2,485 185,103  287,562 -2,458 285,103
    HSI Galaxy Entertainment 2,727.12 3.135   8/20/12 2.352 -6,415 8,549 2,134 187,237  281,147 6,090 287,237
    CAC 40 Credit Agricole 960.40 6.300   2/25/13 7.475 -7,179 6,051 -1,128 186,108  273,968 12,141 286,108
    TSX 60 Couche-Tard 959.61 7.405   8/20/12 6.685 -6,415 7,106 691 186,799  267,553 19,246 286,799
    CAC Mid 60 Eurofins Scientific 590.64 15.325   9/10/12 11.000 -6,497 9,052 2,555 189,354  261,056 28,298 289,354
    GEX MBB 373.51 17.650   2/18/13 18.500 -6,910 6,592 -317 189,036  254,146 34,890 289,036
  Buy France short ArcelorMittal 308.07 26.286   5/06/13 29.061 8,098        262,244 26,793  
    HSI China Shenhua HK 3,182.93 2.544   9/16/13 2.475 8,098        270,342 18,695  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC 40 ArcelorMittal 308.07 26.286   8/05/13 28.620 8,098        278,440 10,597  
    TSX 60 Barrick Gold 559.88 14.464   9/30/13 13.729 8,098        286,538 2,499  
    CAC Mid 60 CGG 16.26 497.920   4/29/13 532.320 8,096        294,634 -5,598  
    GEX YOC 1,603.88 5.049   9/23/13 2.219 8,098        302,732 -13,696  
4/29/13 Sell SSE 50 long China Rwy Constr 9,029.33 0.634   12/10/12 0.716 -6,465 5,727 -738 188,298  296,267 -7,968 288,298
    ÖkoDAX (deprecated) PNE Wind 2,751.97 2.700   2/11/13 2.790 -7,678 7,430 -248 188,051  288,589 -538 288,051
    CAC Mid 60 short CGG 16.26 532.320 463.520 4/22/13 497.920 -8,096 7,537 -559 187,491  280,493 6,999 287,491
  Buy SSE 50 China Northern Rare 3,243.17 2.270   5/06/13 2.286 7,362        287,855 -363  
    ÖkoDAX (deprecated) SolarWorld 69.42 106.050   4/13/15 14.550 7,362        295,217 -7,725  
5/06/13 Sell France short ArcelorMittal 308.07 29.061 23.511 4/22/13 26.286 -8,098 7,243 -855 186,637  287,119 -482 286,637
    SSE 50 China Northern Rare 3,243.17 2.286 2.254 4/29/13 2.270 -7,362 7,310 -52 186,584  279,757 6,828 286,584
  Buy   long China Minsheng Bk 6,975.75 1.052   5/13/13 1.064 7,335        287,092 -507  
5/13/13 Sell   long China Minsheng Bk 6,975.75 1.064   5/06/13 1.052 -7,335 7,424 89 186,673  279,757 6,916 286,673
    HSI-Fin Bank of China (HK) 2,859.06 2.748   9/17/12 2.387 -6,824 7,856 1,032 187,704  272,933 14,772 287,704
  Buy SSE 50 short China Northern Rare 3,193.12 2.368   11/04/13 2.137 7,561        280,494 7,211  
    HSI-Fin Ping An 2,523.70 2.996   10/14/13 2.804 7,561        288,055 -350  
5/27/13 Sell MerVal long Gr Fin Galicia 9,000.57 0.697   12/24/12 0.697 -6,277 6,271 -6 187,698  281,778 5,921 287,698
  Buy   short Pampa Energía 45,086.00 0.163   6/10/13 0.158 7,340        289,118 -1,419  
6/03/13 Sell Nordic 30 long Pandora 462.64 26.264   8/13/12 11.192 -5,178 12,151 6,973 194,671  283,940 10,731 294,671
    Topix (FRA) Mazda Motor 612.56 14.600   4/15/13 11.705 -7,170 8,943 1,773 196,444  276,770 19,675 296,444
  Buy Nordic 30 short Equinor 455.70 17.340   7/29/13 16.264 7,902        284,672 11,773  
    Topix (FRA) Inpex 993.59 7.953   11/18/13 8.519 7,902        292,574 3,871  
6/10/13 Sell SDAX long ADLER Real Estate 4,617.86 2.099   12/10/12 1.400 -6,465 9,693 3,228 199,672  286,109 13,564 299,672
    HSI-Prop China Ov Land & Inv 1,392.60 2.124   1/16/12 1.541 -2,146 2,958 812 200,484  283,963 16,521 300,484
      China Res Land 1,518.65 2.183   1/16/12 1.413 -2,146 3,314 1,168 201,652  281,817 19,836 301,652
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal short Pampa Energía 45,086.00 0.158 0.168 5/27/13 0.163 -7,340 7,556 216 201,869  274,477 27,392 301,869
    STI long ThaiBev 23,289.35 0.382   7/02/12 0.212 -4,942 8,887 3,945 205,814  269,535 36,279 305,814
  Buy France short ArcelorMittal 303.36 28.191   7/08/13 26.415 8,552        278,087 27,727  
    SDAX Hypoport 1,143.32 7.480   9/30/13 8.120 8,552        286,639 19,175  
    HSI-Prop Hang Lung 1,664.98 2.568   11/18/13 2.531 4,276        290,915 14,899  
      Sino Land 3,973.61 1.076   11/18/13 1.043 4,276        295,191 10,623  
    MerVal long Telecom Argentina 2,257.77 3.788   6/17/13 3.268 8,552        303,743 2,071  
    CAC Mid 60 short CGG 15.24 561.120   8/05/13 575.840 8,551        312,294 -6,480  
6/17/13 Sell ISEQ 20 long Kerry 80.12 42.250   8/27/12 37.580 -3,011 3,385 374 206,188  309,283 -3,095 306,188
      Smurfit Kappa 459.69 12.270   8/27/12 6.550 -3,011 5,640 2,629 208,818  306,272 2,545 308,818
    MerVal Telecom Argentina 2,257.77 3.268   6/10/13 3.788 -8,552 7,379 -1,173 207,644  297,720 9,924 307,644
    Indices OMXC 20 97.84 70.001   9/10/12 66.404 -6,497 6,849 352 207,996  291,223 16,773 307,996
  Buy ISEQ 20 short C&C Group 959.01 4.233   7/29/13 4.100 4,059        295,283 12,713  
      CRH 259.71 15.631   7/29/13 15.994 4,060        299,342 8,654  
    PSI 20 long Teixeira Duarte 15,035.19 0.540   6/24/13 0.570 8,119        307,461 535  
    MerVal short Comercial del Plata 115,490.75 0.070   8/12/13 0.067 8,119        315,580 -7,584  
    Indices RTX 5.83 1,393.590   8/12/13 1,391.500 8,125        323,705 -15,709  
6/24/13 Sell Germany long ADLER Real Estate 5,505.93 2.050   9/10/12 1.180 -6,497 11,287 4,790 212,786  317,208 -4,422 312,786
    BEL 20 Galapagos 391.66 14.210   11/12/12 16.910 -6,623 5,565 -1,057 211,729  310,585 1,144 311,729
    PSI 20 Teixeira Duarte 15,035.19 0.570   6/17/13 0.540 -8,119 8,570 451 212,180  302,466 9,714 312,180
    OMXC 20 Genmab 570.92 22.604   7/16/12 8.469 -4,835 12,905 8,070 220,250  297,631 22,619 320,250
    OMXS 30 Electrolux 134.27 19.030   7/23/12 17.722 -2,379 2,555 176 220,426  295,252 25,174 320,426
      Swedbank 172.57 16.871   7/23/12 13.789 -2,380 2,911 532 220,957  292,872 28,085 320,957
    FT 30 Ferguson 1.56 3,452.810   8/06/12 3,068.570 -4,787 5,386 599 221,557  288,085 33,472 321,557
    SLI Swiss Life 60.63 120.698   11/26/12 104.219 -6,319 7,318 999 222,556  281,766 40,790 322,556
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Germany short SolarWorld 98.78 91.950   7/29/13 77.250 9,083        290,849 31,707  
    MDAX Salzgitter 357.53 25.405   7/01/13 25.340 9,083        299,932 22,624  
    BEL 20 Aperam 1,091.71 8.320   7/15/13 8.461 9,083        309,015 13,541  
    OMXC 20 FLSmidth 259.28 35.032   7/01/13 34.376 9,083        318,098 4,458  
    OMXS 30 Boliden 475.59 9.549   7/08/13 9.256 4,542        322,640 -84  
      Tele2 517.37 8.778   7/08/13 9.227 4,542        327,181 -4,625  
    FT 30 Man Group 95.36 95.252   7/01/13 100.211 9,083        336,265 -13,708  
    SLI Kühne & Nagel 111.94 81.145   7/08/13 90.725 9,083        345,348 -22,792  
    BAX SFC Energy 1,912.21 4.750   7/01/13 4.650 9,083        354,431 -31,875  
7/01/13 Sell MDAX short Salzgitter 357.53 25.340 25.470 6/24/13 25.405 -9,083 9,106 23 222,579  345,348 -22,769 322,579
    OMXC 20 FLSmidth 259.28 34.376 35.701 6/24/13 35.032 -9,083 9,257 173 222,753  336,265 -13,512 322,753
    FT 30 Man Group 95.36 100.211 90.294 6/24/13 95.252 -9,083 8,610 -473 222,280  327,181 -4,902 322,280
    BAX SFC Energy 1,912.21 4.650 4.852 6/24/13 4.750 -9,083 9,278 195 222,475  318,098 4,377 322,475
  Buy MDAX long Dürr 340.49 23.998   7/28/14 30.355 8,171        326,269 -3,794  
    OMXC 20 Vestas Wind Systems 3,785.50 2.159   9/01/14 6.373 8,171        334,440 -11,965  
    FT 30 Lloyds Bank 109.13 74.871   9/09/13 90.907 8,171        342,611 -20,136  
    BAX Morphosys 185.09 44.145   4/14/14 58.270 8,171        350,782 -28,307  
7/08/13 Sell France short ArcelorMittal 303.36 26.415 30.086 6/10/13 28.191 -8,552 9,127 575 223,050  342,230 -19,180 323,050
    OMXS 30 Boliden 475.59 9.256 9.852 6/24/13 9.549 -4,542 4,686 144 223,194  337,688 -14,494 323,194
      Tele2 517.37 9.227 8.329 6/24/13 8.778 -4,542 4,309 -232 222,962  333,147 -10,185 322,962
    SLI Kühne & Nagel 111.94 90.725 71.565 6/24/13 81.145 -9,083 8,011 -1,072 221,890  324,063 -2,174 321,890
  Buy OMXS 30 long Nokia 1,254.39 3.186   10/13/14 6.407 3,996        328,059 -6,170  
      Kinnevik 182.74 21.868   10/13/14 22.475 3,996        332,056 -10,166  
    SLI Lonza 132.76 60.201   8/12/13 56.494 7,992        340,048 -18,158  
7/15/13 Sell BEL 20 short Aperam 1,091.71 8.461 8.179 6/24/13 8.320 -9,083 8,929 -154 221,736  330,965 -9,229 321,736
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long KBC 249.19 31.350   10/13/14 40.740 7,812        338,777 -17,041  
7/29/13 Sell Germany short SolarWorld 98.78 77.250 109.447 6/24/13 91.950 -9,083 10,811 1,728 223,464  329,694 -6,230 323,464
    ATX long Österreichische Post 194.71 31.600   6/25/12 25.890 -5,041 6,153 1,112 224,576  324,653 -77 324,576
    ISEQ 20 short C&C Group 959.01 4.100 4.370 6/17/13 4.233 -4,059 4,191 132 224,708  320,594 4,114 324,708
      CRH 259.71 15.994 15.268 6/17/13 15.631 -4,060 3,965 -94 224,613  316,534 8,079 324,613
    Nordic 30 Equinor 455.70 16.264 18.488 6/03/13 17.340 -7,902 8,425 523 225,136  308,632 16,504 325,136
  Buy ATX Raiffeisen Bank Int 369.98 23.085   10/21/13 25.350 8,541        317,173 7,963  
    ISEQ 20 long FBD 273.75 15.600   8/05/13 16.650 4,271        321,443 3,693  
      Smurfit Kappa 298.64 14.300   8/05/13 15.150 4,271        325,714 -578  
    Nordic 30 Pandora 297.40 28.719   4/28/14 46.257 8,541        334,255 -9,119  
8/05/13 Sell CAC 40 short ArcelorMittal 308.07 28.620 23.952 4/22/13 26.286 -8,098 7,379 -719 224,417  326,157 -1,740 324,417
    ISEQ 20 long FBD 273.75 16.650   7/29/13 15.600 -4,271 4,558 287 224,705  321,887 2,818 324,705
      Smurfit Kappa 298.64 15.150   7/29/13 14.300 -4,271 4,524 254 224,959  317,616 7,343 324,959
    CAC Mid 60 short CGG 15.24 575.840 546.400 6/10/13 561.120 -8,551 8,327 -224 224,734  309,065 15,670 324,734
  Buy ISEQ 20 C&C Group 1,027.53 4.141   9/09/13 4.285 4,255        313,320 11,415  
      Flutter 69.75 61.000   9/09/13 61.200 4,255        317,574 7,160  
8/12/13 Sell MerVal short Comercial del Plata 115,490.75 0.067 0.074 6/17/13 0.070 -8,119 8,523 404 225,139  309,455 15,683 325,139
    SLI long Lonza 132.76 56.494   7/08/13 60.201 -7,992 7,500 -492 224,647  301,463 23,183 324,647
    Indices short RTX 5.83 1,391.500 1,395.690 6/17/13 1,393.590 -8,125 8,137 12 224,659  293,338 31,320 324,659
  Buy MerVal long Telecom Argentina 2,111.07 4.215   2/10/14 2.998 8,899        302,237 22,421  
    Indices Merval 17.75 501.316   8/04/14 750.468 8,898        311,136 13,523  
8/26/13 Sell Nikkei (FRA) long Subaru 355.46 18.441   2/11/13 10.800 -3,839 6,555 2,716 227,375  307,297 20,078 327,375
      Mazda Motor 308.48 15.485   2/11/13 12.445 -3,839 4,777 938 228,313  303,458 24,855 328,313
  Buy PSI 20 Teixeira Duarte 13,177.61 0.670   9/02/13 0.650 8,829        312,287 16,026  
    Nikkei (FRA) short Nikon 335.70 13.150   9/09/13 12.596 4,414        316,701 11,611  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/02/13 Sell PSI 20 long Teixeira Duarte 13,177.61 0.650   8/26/13 0.670 -8,829 8,565 -264 228,049  307,872 20,177 328,049
9/09/13 Sell ISEQ 20 short C&C Group 1,027.53 4.285 3.997 8/05/13 4.141 -4,255 4,107 -148 227,901  303,617 24,284 327,901
      Flutter 69.75 61.200 60.800 8/05/13 61.000 -4,255 4,241 -14 227,887  299,363 28,525 327,887
    FT 30 long Lloyds Bank 109.13 90.907   7/01/13 74.871 -8,171 9,921 1,750 229,637  291,192 38,445 329,637
    Nikkei (FRA) short Nikon 335.70 12.596 13.728 8/26/13 13.150 -4,414 4,609 194 229,831  286,777 43,054 329,831
  Buy IBEX 35 long Siemens Gamesa 1,732.71 5.380   12/16/13 7.030 9,322        296,099 33,732  
    ISEQ 20 Bank of Ireland 658.33 7.080   10/14/13 6.960 4,661        300,760 29,071  
      Smurfit Kappa 292.23 15.950   10/14/13 17.020 4,661        305,421 24,410  
    PSI 20 Impresa 13,708.82 0.680   9/16/13 0.670 9,322        314,743 15,088  
    FT 30 short Man Group 88.41 105.435   10/14/13 92.741 9,322        324,065 5,766  
    Nikkei (FRA) long Furukawa Co 278.60 16.730   9/30/13 17.160 4,661        328,726 1,105  
      Tokyo Electric Power 1,192.07 3.910   9/30/13 4.520 4,661        333,387 -3,556  
9/16/13 Sell HSI short China Shenhua HK 3,182.93 2.475 2.615 4/22/13 2.544 -8,098 8,324 226 230,057  325,289 4,768 330,057
    OMXH 25 Outokumpu 1,254.71 4.600 6.624 3/18/13 5.520 -6,926 8,311 1,385 231,442  318,363 13,079 331,442
    PSI 20 long Impresa 13,708.82 0.670   9/09/13 0.680 -9,322 9,185 -137 231,305  309,041 22,264 331,305
  Buy HSI Galaxy Entertainment 1,651.66 5.352   12/23/13 6.370 8,839        317,880 13,425  
    OMXH 25 Nokia 1,872.67 4.720   10/21/13 5.265 8,839        326,719 4,586  
9/23/13 Sell GEX short YOC 1,603.88 2.219 11.488 4/22/13 5.049 -8,098 18,426 10,328 241,633  318,621 23,012 341,633
  Buy PSI 20 long Teixeira Duarte 13,812.12 0.660   12/09/13 0.920 9,116        327,737 13,896  
    GEX Manz 170.17 53.570   4/14/14 65.730 9,116        336,853 4,780  
9/30/13 Sell SDAX short Hypoport 1,143.32 8.120 6.840 6/10/13 7.480 -8,552 7,820 -732 240,901  328,301 12,600 340,901
    TSX 60 Barrick Gold 559.88 13.729 15.238 4/22/13 14.464 -8,098 8,531 433 241,334  320,203 21,131 341,334
    Athex LC Eurobank Ergasias 26.06 50.000 1,352.000 3/25/13 260.000 -6,776 35,233 28,458 269,792  313,427 56,364 369,792
    Nikkei (FRA) long Furukawa Co 278.60 17.160   9/09/13 16.730 -4,661 4,781 120 269,912  308,766 61,145 369,912
      Tokyo Electric Power 1,192.07 4.520   9/09/13 3.910 -4,661 5,388 727 270,639  304,105 66,533 370,639
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SDAX ADLER Real Estate 3,704.75 2.950   10/14/13 3.079 10,929        315,034 55,604  
    HSI-C&I Galaxy Entertainment 2,112.25 5.174   2/03/14 7.265 10,929        325,963 44,675  
    TSX 60 Bausch Health 142.16 76.879   9/29/14 102.197 10,929        336,892 33,746  
    Athex LC Aegean Airlines 2,602.14 4.200   1/27/14 7.210 10,929        347,821 22,817  
    Nikkei (FRA) short Nikon 417.78 13.080   11/04/13 13.433 5,465        353,286 17,353  
    CAC Next 20 SES 516.74 21.150   10/07/13 21.020 10,929        364,215 6,424  
10/07/13 Sell   short SES 516.74 21.020 21.281 9/30/13 21.150 -10,929 10,997 68 270,706  353,286 17,420 370,706
    Nikkei (TYO) long Subaru 805.56 20.003   11/19/12 8.176 -6,586 16,114 9,528 280,234  346,700 33,534 380,234
  Buy CAC Next 20 EDF 435.35 23.760   10/28/13 25.570 10,344        357,044 23,190  
    Nikkei (TYO) short Nikon 817.68 12.650   10/14/13 13.191 10,344        367,388 12,846  
10/14/13 Sell SDAX long ADLER Real Estate 3,704.75 3.079   9/30/13 2.950 -10,929 11,407 478 280,712  356,459 24,253 380,712
    HSI-Fin short Ping An 2,523.70 2.804 3.201 5/13/13 2.996 -7,561 8,079 518 281,230  348,898 32,332 381,230
    ISEQ 20 long Bank of Ireland 658.33 6.960   9/09/13 7.080 -4,661 4,582 -79 281,151  344,237 36,914 381,151
      Smurfit Kappa 292.23 17.020   9/09/13 15.950 -4,661 4,974 313 281,463  339,576 41,887 381,463
    FT 30 short Man Group 88.41 92.741 119.865 9/09/13 105.435 -9,322 10,597 1,276 282,739  330,254 52,485 382,739
    SMI long Richemont 104.82 74.199   12/17/12 59.929 -6,282 7,777 1,496 284,235  323,973 60,262 384,235
    Nikkei (TYO) short Nikon 817.68 13.191 12.110 10/07/13 12.650 -10,344 9,902 -442 283,793  313,629 70,164 383,793
  Buy HSI-Fin long AIA 3,094.37 3.667   1/06/14 3.604 11,348        324,977 58,816  
    ISEQ 20 short C&C Group 1,350.95 4.200   10/28/13 4.008 5,674        330,651 53,142  
      Flutter 99.61 56.960   10/28/13 56.500 5,674        336,324 47,468  
    FT 30 long ITV 52.08 217.888   12/02/13 228.772 11,348        347,672 36,121  
    Nikkei (TYO) Tokyo Electric Power 2,907.13 3.904   11/04/13 3.961 11,348        359,020 24,773  
10/21/13 Sell ATX short Raiffeisen Bank Int 369.98 25.350 20.820 7/29/13 23.085 -8,541 7,703 -838 282,955  350,479 32,476 382,955
    OMXH 25 long Nokia 1,872.67 5.265   9/16/13 4.720 -8,839 9,860 1,021 283,975  341,640 42,335 383,975
    OBX 25 short Frontline 967.23 8.829 5.997 4/15/13 7.413 -7,170 5,800 -1,370 282,606  334,470 48,136 382,606
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ATX long Wienerberger 824.19 13.065   8/11/14 11.525 10,768        345,238 37,368  
    SDAX ADLER Real Estate 3,601.34 2.990   3/31/14 5.100 10,768        356,006 26,600  
    OMXH 25 short YIT 1,082.21 9.950   10/28/13 10.035 10,768        366,774 15,832  
    OBX 25 long REC Silicon 3,038.46 3.544   12/16/13 2.538 10,768        377,542 5,064  
10/28/13 Sell ISEQ 20 short C&C Group 1,350.95 4.008 4.401 10/14/13 4.200 -5,674 5,946 272 282,878  371,868 11,010 382,878
      Flutter 99.61 56.500 57.424 10/14/13 56.960 -5,674 5,720 46 282,924  366,194 16,730 382,924
    OMXH 25 YIT 1,082.21 10.035 9.865 10/21/13 9.950 -10,768 10,676 -92 282,832  355,426 27,406 382,832
    CAC Next 20 long EDF 435.35 25.570   10/07/13 23.760 -10,344 11,132 788 283,620  345,082 38,537 383,620
  Buy ISEQ 20 Bank of Ireland 687.04 7.680   11/25/13 8.040 5,276        350,359 33,261  
      Smurfit Kappa 306.60 17.210   11/25/13 17.550 5,277        355,635 27,984  
    OMXH 25 Nokia 2,127.62 4.960   11/11/13 5.770 10,553        366,188 17,431  
    CAC Next 20 short STMicroelectronics 1,886.82 5.593   11/11/13 5.653 10,553        376,741 6,878  
11/04/13 Sell SSE 50 short China Northern Rare 3,193.12 2.137 2.623 5/13/13 2.368 -7,561 8,377 816 284,436  369,180 15,255 384,436
    Nikkei (FRA) Nikon 417.78 13.433 12.727 9/30/13 13.080 -5,465 5,317 -147 284,288  363,716 20,572 384,288
    Nikkei (TYO) long Tokyo Electric Power 2,907.13 3.961   10/14/13 3.904 -11,348 11,516 168 284,456  352,368 32,088 384,456
  Buy SSE 50 Shanghai Oriental 2,367.94 4.398   12/23/13 4.388 10,413        362,781 21,675  
    Nikkei (FRA) Softbank 182.36 28.550   12/16/13 30.884 5,206        367,987 16,469  
      Tokyo Electric Power 1,313.45 3.964   12/16/13 3.730 5,207        373,194 11,262  
    Nikkei (TYO) short Nikon 774.98 13.437   11/18/13 13.220 10,413        383,607 849  
11/11/13 Sell OMXH 25 long Nokia 2,127.62 5.770   10/28/13 4.960 -10,553 12,276 1,723 286,179  373,054 13,125 386,179
    CAC Next 20 short STMicroelectronics 1,886.82 5.653 5.533 10/28/13 5.593 -10,553 10,440 -113 286,066  362,501 23,565 386,066
  Buy OMXH 25 Outokumpu 2,925.71 3.500   12/02/13 3.690 10,240        372,741 13,325  
    CAC Next 20 long EDF 395.67 25.880   12/09/13 26.640 10,240        382,981 3,085  
11/18/13 Sell HSI-Prop short Hang Lung 1,664.98 2.531 2.606 6/10/13 2.568 -4,276 4,339 63 286,129  378,705 7,425 386,129
      Sino Land 3,973.61 1.043 1.110 6/10/13 1.076 -4,276 4,412 136 286,266  374,429 11,837 386,266
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 993.59 8.519 7.387 6/03/13 7.953 -7,902 7,340 -562 285,703  366,527 19,177 385,703
    Nikkei (TYO) Nikon 774.98 13.220 13.657 11/04/13 13.437 -10,413 10,584 171 285,874  356,114 29,760 385,874
  Buy HSI-Prop long CK Hutchison 438.32 11.852   2/10/14 10.645 5,195        361,309 24,565  
      China Ov Land & Inv 2,238.55 2.321   2/10/14 1.876 5,195        366,504 19,370  
    Topix (FRA) Softbank 362.73 28.644   11/25/13 31.950 10,390        376,894 8,980  
    Nikkei (TYO) MinebeaMitsumi 2,069.19 5.021   3/03/14 6.187 10,390        387,284 -1,410  
11/25/13 Sell ISEQ 20 long Bank of Ireland 687.04 8.040   10/28/13 7.680 -5,276 5,524 247 286,121  382,007 4,114 386,121
      Smurfit Kappa 306.60 17.550   10/28/13 17.210 -5,277 5,381 104 286,225  376,731 9,495 386,225
    Topix (FRA) Softbank 362.73 31.950   11/18/13 28.644 -10,390 11,589 1,199 287,424  366,341 21,084 387,424
    GCX SunPower 1,087.12 21.795   2/11/13 7.063 -7,678 23,693 16,015 303,440  358,663 44,777 403,440
  Buy ISEQ 20 short Flutter 99.92 56.070   12/02/13 56.450 5,603        364,265 39,175  
      Ryanair 960.65 5.832   12/02/13 6.109 5,603        369,868 33,572  
    Topix (FRA) Komatsu 716.29 15.643   6/09/14 16.815 11,205        381,073 22,367  
    GCX Aurubis 264.42 42.375   1/06/14 43.845 11,205        392,277 11,163  
12/02/13 Sell ISEQ 20 short Flutter 99.92 56.450 55.690 11/25/13 56.070 -5,603 5,565 -38 303,402  386,675 16,727 403,402
      Ryanair 960.65 6.109 5.555 11/25/13 5.832 -5,603 5,336 -266 303,136  381,072 22,064 403,136
    OMXH 25 Outokumpu 2,925.71 3.690 3.310 11/11/13 3.500 -10,240 9,684 -556 302,580  370,832 31,748 402,580
    FT 30 long ITV 52.08 228.772   10/14/13 217.888 -11,348 11,914 567 303,147  359,485 43,662 403,147
  Buy ISEQ 20 Bank of Ireland 669.66 8.340   4/14/14 8.250 5,585        365,070 38,077  
      Smurfit Kappa 323.96 17.240   4/14/14 17.010 5,585        370,655 32,492  
    OMXH 25 Nokia 1,890.34 5.909   12/09/13 5.850 11,170        381,825 21,322  
12/09/13 Sell   long Nokia 1,890.34 5.850   12/02/13 5.909 -11,170 11,058 -112 303,035  370,655 32,381 403,035
    PSI 20 Teixeira Duarte 13,812.12 0.920   9/23/13 0.660 -9,116 12,707 3,591 306,626  361,539 45,088 406,626
    CAC Next 20 EDF 395.67 26.640   11/11/13 25.880 -10,240 10,541 301 306,927  351,299 55,628 406,927
  Buy OMXH 25 short Metso Outotec 1,726.59 6.697   5/12/14 8.620 11,563        362,862 44,065  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Next 20 STMicroelectronics 2,121.65 5.450   1/13/14 5.763 11,563        374,425 32,502  
12/16/13 Sell IBEX 35 long Siemens Gamesa 1,732.71 7.030   9/09/13 5.380 -9,322 12,181 2,859 309,786  365,103 44,683 409,786
    OBX 25 REC Silicon 3,038.46 2.538   10/21/13 3.544 -10,768 7,710 -3,058 306,729  354,335 52,394 406,729
    Nikkei (FRA) Softbank 182.36 30.884   11/04/13 28.550 -5,206 5,632 426 307,154  349,128 58,026 407,154
      Tokyo Electric Power 1,313.45 3.730   11/04/13 3.964 -5,207 4,899 -307 306,847  343,922 62,925 406,847
    DJ Global Titans Bank of America 868.18 11.075   10/29/12 7.204 -6,254 9,615 3,361 310,208  337,668 72,540 410,208
  Buy IBEX 35 short Acciona 303.52 39.760   1/20/14 48.255 12,068        349,736 60,472  
    OBX 25 TGS-NOPEC 711.05 16.972   12/23/13 17.469 12,068        361,804 48,404  
    Nikkei (FRA) Nitto Denko 208.21 28.981   12/30/13 30.258 6,034        367,838 42,370  
      Pacific Metals 242.72 24.860   12/30/13 26.180 6,034        373,872 36,336  
    CAC Mid 60 Adocia 2,113.49 5.710   12/23/13 5.660 12,068        385,940 24,268  
    DJ Global Titans IBM 93.38 129.242   12/23/13 133.044 12,069        398,009 12,199  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,367.94 4.388   11/04/13 4.398 -10,413 10,391 -22 310,185  387,596 22,590 410,185
    HSI Galaxy Entertainment 1,651.66 6.370   9/16/13 5.352 -8,839 10,521 1,682 311,868  378,757 33,111 411,868
    OBX 25 short TGS-NOPEC 711.05 17.469 16.475 12/16/13 16.972 -12,068 11,715 -353 311,514  366,689 44,826 411,514
    CAC Mid 60 Adocia 2,113.49 5.660 5.760 12/16/13 5.710 -12,068 12,175 107 311,621  354,621 57,000 411,621
    DJ Global Titans IBM 93.38 133.044 125.440 12/16/13 129.242 -12,069 11,714 -355 311,266  342,552 68,714 411,266
  Buy SSE 50 Poly Developments 18,727.95 0.641   6/02/14 0.591 11,999        354,551 56,715  
    PSI 20 long Impresa 11,008.26 1.090   5/12/14 1.759 11,999        366,550 44,716  
    OBX 25 DNO International 4,128.48 2.906   2/17/14 2.830 11,999        378,549 32,717  
    FT 30 Int Cons Airlines 25.45 471.516   1/27/14 485.635 12,000        390,549 20,717  
    DJ Global Titans Alphabet A 587.73 20.416   10/27/14 21.652 11,999        402,548 8,718  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 208.21 30.258 27.704 12/16/13 28.981 -6,034 5,768 -266 311,000  396,514 14,486 411,000
      Pacific Metals 242.72 26.180 23.540 12/16/13 24.860 -6,034 5,714 -320 310,679  390,480 20,199 410,679
  Buy   long MinebeaMitsumi 1,021.34 5.273   2/10/14 6.030 5,386        395,866 14,814  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Softbank 170.29 31.625   2/10/14 27.751 5,385        401,251 9,428  
1/06/14 Sell HSI-Fin long AIA 3,094.37 3.604   10/14/13 3.667 -11,348 11,153 -195 310,485  389,903 20,582 410,485
    GCX short Aurubis 264.42 43.845 40.905 11/25/13 42.375 -11,205 10,816 -389 310,096  378,698 31,398 410,096
  Buy HSI-Fin ICBC 23,523.02 0.469   6/02/14 0.478 11,037        389,735 20,361  
    SLI long Vifor Pharma 149.11 74.020   1/27/14 69.103 11,037        400,772 9,324  
    GCX Vestas Wind Systems 2,212.13 4.989   2/03/14 4.789 11,037        411,809 -1,713  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,121.65 5.763 5.137 12/09/13 5.450 -11,563 10,899 -664 309,432  400,246 9,186 409,432
1/20/14 Sell IBEX 35 short Acciona 303.52 48.255 31.265 12/16/13 39.760 -12,068 9,490 -2,578 306,854  388,178 18,675 406,854
  Buy   long Siemens Gamesa 1,258.34 8.454   1/27/14 7.622 10,638        398,816 8,037  
    NZX 50 short Chorus 11,355.68 0.937   6/02/14 1.063 10,638        409,454 -2,601  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,258.34 7.622   1/20/14 8.454 -10,638 9,591 -1,047 305,807  398,816 6,990 405,807
    Athex LC Aegean Airlines 2,602.14 7.210   9/30/13 4.200 -10,929 18,761 7,832 313,639  387,887 25,752 413,639
    FT 30 Int Cons Airlines 25.45 485.635   12/23/13 471.516 -12,000 12,359 359 313,998  375,887 38,111 413,998
    SLI Vifor Pharma 149.11 69.103   1/06/14 74.020 -11,037 10,304 -733 313,265  364,850 48,415 413,265
  Buy IBEX 35 short Repsol 658.60 17.525   2/17/14 17.625 11,542        376,392 36,873  
    Athex LC Eurobank Ergasias 235.55 49.000   5/09/16 0.875 11,542        387,934 25,331  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,112.25 7.265   9/30/13 5.174 -10,929 15,345 4,416 317,681  377,005 40,676 417,681
    GCX Vestas Wind Systems 2,212.13 4.789   1/06/14 4.989 -11,037 10,594 -443 317,238  365,968 51,270 417,238
  Buy FT 30 Int Cons Airlines 23.44 499.638   2/10/14 509.014 11,712        377,680 39,559  
    GCX short Aurubis 288.47 40.600   3/03/14 38.880 11,712        389,391 27,847  
2/10/14 Sell HSI-Prop long CK Hutchison 438.32 10.645   11/18/13 11.852 -5,195 4,666 -529 316,709  384,196 32,513 416,709
      China Ov Land & Inv 2,238.55 1.876   11/18/13 2.321 -5,195 4,199 -996 315,714  379,001 36,712 415,714
    MerVal Telecom Argentina 2,111.07 2.998   8/12/13 4.215 -8,899 6,330 -2,569 313,145  370,102 43,042 413,145
    FT 30 Int Cons Airlines 23.44 509.014   2/03/14 499.638 -11,712 11,931 220 313,364  358,391 54,973 413,364
    Nikkei (FRA) MinebeaMitsumi 1,021.34 6.030   12/30/13 5.273 -5,386 6,159 773 314,138  353,005 61,132 414,138
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Softbank 170.29 27.751   12/30/13 31.625 -5,385 4,726 -660 313,478  347,620 65,858 413,478
  Buy HSI-Prop short New World Dev 1,697.79 3.529   7/28/14 3.549 5,992        353,612 59,866  
      The Wharf 3,238.12 1.850   7/28/14 2.205 5,991        359,603 53,875  
    Nikkei (FRA) Hitachi Zosen 1,405.47 4.263   6/30/14 3.700 5,992        365,595 47,883  
      Nitto Denko 191.44 31.297   6/30/14 33.890 5,992        371,586 41,892  
2/17/14 Sell IBEX 35 short Repsol 658.60 17.625 17.425 1/27/14 17.525 -11,542 11,476 -66 313,412  360,044 53,368 413,412
    OBX 25 long DNO International 4,128.48 2.830   12/23/13 2.906 -11,999 11,684 -315 313,097  348,045 65,052 413,097
  Buy IBEX 35 Siemens Gamesa 1,431.33 8.351   3/10/14 8.580 11,953        359,998 53,099  
    OBX 25 short Petroleum Geo-Srvcs 1,571.73 7.605   6/02/14 7.980 11,953        371,951 41,146  
2/24/14 Buy MerVal long Edenor 36,108.11 0.315   12/15/14 0.569 11,356        383,307 29,790  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,069.19 6.187   11/18/13 5.021 -10,390 12,801 2,411 315,508  372,917 42,591 415,508
    GCX short Aurubis 288.47 38.880 42.396 2/03/14 40.600 -11,712 12,230 518 316,026  361,205 54,821 416,026
  Buy Nikkei (TYO) Hitachi Zosen 2,998.37 3.926   3/31/14 3.419 11,771        372,976 43,050  
    GCX long Vestas Wind Systems 2,352.51 5.004   4/14/14 5.847 11,771        384,747 31,279  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,431.33 8.580   2/17/14 8.351 -11,953 12,281 328 316,354  372,794 43,560 416,354
  Buy   short Inditex 548.26 20.970   6/09/14 21.750 11,497        384,291 32,063  
3/31/14 Sell SDAX long ADLER Real Estate 3,601.34 5.100   10/21/13 2.990 -10,768 18,367 7,599 323,953  373,523 50,430 423,953
    Nikkei (TYO) short Hitachi Zosen 2,998.37 3.419 4.508 3/03/14 3.926 -11,771 13,518 1,747 325,700  361,752 63,948 425,700
  Buy SDAX Koenig & Bauer 995.20 12.300   5/05/14 11.730 12,241        373,993 51,707  
    Nikkei (TYO) long MinebeaMitsumi 1,899.86 6.443   4/07/14 6.630 12,241        386,234 39,466  
4/07/14 Sell   long MinebeaMitsumi 1,899.86 6.630   3/31/14 6.443 -12,241 12,595 354 326,054  373,993 52,061 426,054
  Buy   short Hitachi Zosen 3,461.84 3.453   7/28/14 3.842 11,952        385,945 40,109  
4/14/14 Sell ISEQ 20 long Bank of Ireland 669.66 8.250   12/02/13 8.340 -5,585 5,525 -60 325,994  380,360 45,634 425,994
      Smurfit Kappa 323.96 17.010   12/02/13 17.240 -5,585 5,511 -75 325,919  374,775 51,144 425,919
    BAX Morphosys 185.09 58.270   7/01/13 44.145 -8,171 10,785 2,614 328,534  366,604 61,929 428,534
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GEX Manz 170.17 65.730   9/23/13 53.570 -9,116 11,185 2,069 330,603  357,488 73,115 430,603
    GCX Vestas Wind Systems 2,352.51 5.847   3/03/14 5.004 -11,771 13,754 1,983 332,586  345,717 86,869 432,586
  Buy ISEQ 20 short C&C Group 1,449.33 4.480   1/19/15 3.322 6,493        352,210 80,376  
      Flutter 121.16 53.590   1/19/15 66.350 6,493        358,703 73,883  
    BAX Adva 4,054.32 3.203   4/21/14 3.210 12,986        371,689 60,897  
    GEX 4SC 453.08 28.662   1/26/15 18.284 12,986        384,675 47,911  
    GCX EJR 252.22 51.487   4/28/14 51.524 12,986        397,661 34,925  
4/21/14 Sell BAX short Adva 4,054.32 3.210 3.196 4/14/14 3.203 -12,986 12,958 -28 332,558  384,675 47,883 432,558
  Buy   long Sixt 415.17 28.930   5/05/14 28.890 12,011        396,686 35,872  
4/28/14 Sell Nordic 30 long Pandora 297.40 46.257   7/29/13 28.719 -8,541 13,757 5,216 337,773  388,145 49,628 437,773
    GCX short EJR 252.22 51.524 51.450 4/14/14 51.487 -12,986 12,977 -9 337,764  375,159 62,605 437,764
  Buy Germany SolarWorld 405.22 30.870   6/09/14 16.900 12,509        387,668 50,096  
    Nordic 30 Carlsberg A 169.47 73.812   5/05/14 74.896 12,509        400,177 37,587  
    GCX long Vestas Wind Systems 2,029.96 6.162   5/19/14 7.076 12,509        412,686 25,078  
5/05/14 Sell SDAX short Koenig & Bauer 995.20 11.730 12.898 3/31/14 12.300 -12,241 12,836 595 338,359  400,445 37,914 438,359
    Nordic 30 Carlsberg A 169.47 74.896 72.728 4/28/14 73.812 -12,509 12,325 -184 338,175  387,936 50,239 438,175
    BAX long Sixt 415.17 28.890   4/21/14 28.930 -12,011 11,994 -17 338,159  375,925 62,233 438,159
  Buy SDAX ADLER Real Estate 2,494.32 5.015   5/19/14 5.000 12,509        388,434 49,724  
    Nordic 30 Pandora 256.70 48.729   9/15/14 59.766 12,509        400,943 37,215  
    BAX short Adva 3,909.06 3.200   6/09/14 3.196 12,509        413,452 24,706  
5/12/14 Sell OMXH 25 short Metso Outotec 1,726.59 8.620 4.774 12/09/13 6.697 -11,563 8,243 -3,320 334,838  401,889 32,949 434,838
    PSI 20 long Impresa 11,008.26 1.759   12/23/13 1.090 -11,999 19,364 7,365 342,203  389,890 52,313 442,203
  Buy OMXH 25 Outokumpu 1,850.60 6.680   5/19/14 6.250 12,362        402,252 39,951  
5/19/14 Sell SDAX long ADLER Real Estate 2,494.32 5.000   5/05/14 5.015 -12,509 12,472 -37 342,166  389,743 52,422 442,166
    OMXH 25 Outokumpu 1,850.60 6.250   5/12/14 6.680 -12,362 11,566 -796 341,370  377,381 63,989 441,370
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX Vestas Wind Systems 2,029.96 7.076   4/28/14 6.162 -12,509 14,365 1,856 343,225  364,872 78,353 443,225
  Buy HSI Citic Pacific 10,065.62 1.295   11/10/14 1.393 13,039        377,911 65,314  
    SDAX short WCM 8,033.39 1.623   5/26/14 1.623 13,039        390,950 52,275  
    OMXH 25 YIT 1,762.03 7.400   1/26/15 5.508 13,039        403,989 39,236  
    GCX Energy Recovery 3,868.57 3.371   3/02/15 3.076 13,039        417,028 26,197  
5/26/14 Sell SDAX short WCM 8,033.39 1.623 1.623 5/19/14 1.623 -13,039 13,039 0 343,225  403,989 39,236  
  Buy   long ADLER Real Estate 2,192.91 5.500   6/09/14 6.050 12,061        416,050 27,175  
    HSI-C&I Tencent 1,185.97 10.170   10/06/14 12.196 12,061        428,111 15,114  
6/02/14 Sell SSE 50 short Poly Developments 18,727.95 0.591 0.695 12/23/13 0.641 -11,999 13,010 1,011 344,237  416,112 28,125 444,237
    HSI-Fin ICBC 23,523.02 0.478 0.460 1/06/14 0.469 -11,037 10,830 -207 344,030  405,075 38,955 444,030
    OBX 25 Petroleum Geo-Srvcs 1,571.73 7.980 7.230 2/17/14 7.605 -11,953 11,364 -589 343,441  393,122 50,319 443,441
    NZX 50 Chorus 11,355.68 1.063 0.811 1/20/14 0.937 -10,638 9,205 -1,433 342,008  382,484 59,524 442,008
  Buy SSE 50 long Sinolink Secs 10,902.61 1.150   6/23/14 1.117 12,538        395,022 46,986  
    HSI-Fin HK Exchgs & Clrg 916.16 13.685   9/29/14 17.213 12,538        407,560 34,448  
    OBX 25 Grieg Seafood 3,716.72 3.373   6/30/14 3.430 12,538        420,098 21,910  
    FT 30 National Grid 11.36 1,103.450   6/09/14 1,037.210 12,535        432,633 9,374  
    NZX 50 Tourism 18,006.61 0.696   7/21/14 0.758 12,538        445,171 -3,164  
6/09/14 Sell Germany short SolarWorld 405.22 16.900 56.388 4/28/14 30.870 -12,509 22,850 10,340 352,348  432,662 19,686 452,348
    SDAX long ADLER Real Estate 2,192.91 6.050   5/26/14 5.500 -12,061 13,267 1,206 353,554  420,601 32,953 453,554
    IBEX 35 short Inditex 548.26 21.750 20.190 3/10/14 20.970 -11,497 11,069 -428 353,127  409,104 44,022 453,127
    FT 30 long National Grid 11.36 1,037.210   6/02/14 1,103.450 -12,535 11,783 -752 352,374  396,569 55,805 452,374
    Topix (FRA) short Komatsu 716.29 16.815 14.471 11/25/13 15.643 -11,205 10,365 -839 351,535  385,364 66,171 451,535
    BAX Adva 3,909.06 3.196 3.204 5/05/14 3.200 -12,509 12,525 16 351,550  372,855 78,695 451,550
  Buy SDAX WCM 8,288.37 1.599   12/29/14 1.381 13,256        386,111 65,439  
    FT 30 Tesco 28.78 460.539   11/17/14 306.530 13,254        399,365 52,185  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) long Fujitsu 264.96 50.030   9/15/14 48.100 13,256        412,621 38,929  
    BAX Cancom 671.53 19.740   6/16/14 18.403 13,256        425,877 25,673  
6/16/14 Sell   long Cancom 671.53 18.403   6/09/14 19.740 -13,256 12,358 -898 350,652  412,621 38,031 450,652
  Buy IBEX 35 short ArcelorMittal 372.58 32.790   3/02/15 28.860 12,217        424,838 25,814  
    BAX Adva 3,895.73 3.136   6/23/14 3.096 12,217        437,055 13,597  
6/23/14 Sell SSE 50 long Sinolink Secs 10,902.61 1.117   6/02/14 1.150 -12,538 12,178 -360 350,292  424,517 25,775 450,292
    BAX short Adva 3,895.73 3.096 3.177 6/16/14 3.136 -12,217 12,375 158 350,450  412,300 38,150 450,450
  Buy SSE 50 Kangmei Pharma 14,170.53 0.862   7/07/14 0.868 12,215        424,515 25,935  
    CAC Next 20 Arkema 172.88 70.655   1/26/15 62.720 12,215        436,730 13,720  
    CAC Mid 60 CGG 35.57 343.360   1/19/15 153.600 12,213        448,943 1,507  
    BAX long Wacker Neuson 737.18 16.570   7/14/14 17.170 12,215        461,159 -10,708  
6/30/14 Sell OBX 25 long Grieg Seafood 3,716.72 3.430   6/02/14 3.373 -12,538 12,748 210 350,660  448,621 2,040 450,660
    Nikkei (FRA) short Hitachi Zosen 1,405.47 3.700 4.912 2/10/14 4.263 -5,992 6,903 912 351,572  442,629 8,943 451,572
      Nitto Denko 191.44 33.890 28.704 2/10/14 31.297 -5,992 5,495 -496 351,076  436,638 14,438 451,076
  Buy OBX 25 Norwegian 4.85 2,398.530   7/07/14 2,546.850 11,633        448,270 2,805  
    Nikkei (FRA) long Fujitsu 105.81 54.990   8/17/15 44.550 5,818        454,089 -3,013  
      MinebeaMitsumi 707.50 8.224   8/17/15 12.573 5,818        459,907 -8,832  
7/07/14 Sell SSE 50 short Kangmei Pharma 14,170.53 0.868 0.856 6/23/14 0.862 -12,215 12,124 -91 350,985  447,692 3,292 450,985
    OBX 25 Norwegian 4.85 2,546.850 2,250.210 6/30/14 2,398.530 -11,633 10,914 -719 350,266  436,060 14,206 450,266
  Buy SSE 50 long AVIC Aviation Engine 3,901.68 2.976   8/03/15 7.097 11,611        447,671 2,595  
    OBX 25 SalMar 861.36 13.480   7/28/14 14.639 11,611        459,281 -9,016  
7/14/14 Sell BAX long Wacker Neuson 737.18 17.170   6/23/14 16.570 -12,215 12,657 442 350,708  447,066 3,641 450,708
7/21/14 Sell NZX 50 long Tourism 18,006.61 0.758   6/02/14 0.696 -12,538 13,647 1,109 351,817  434,528 17,289 451,817
  Buy France short CGG 43.87 267.296   12/29/14 160.352 11,726        446,255 5,562  
    NZX 50 a2 Milk 29,931.09 0.392   7/28/14 0.401 11,727        457,982 -6,165  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/28/14 Sell MDAX long Dürr 340.49 30.355   7/01/13 23.998 -8,171 10,336 2,165 353,982  449,811 4,171 453,982
    HSI-Prop short New World Dev 1,697.79 3.549 3.509 2/10/14 3.529 -5,992 5,958 -33 353,948  443,819 10,129 453,948
      The Wharf 3,238.12 2.205 1.496 2/10/14 1.850 -5,991 4,845 -1,147 352,801  437,828 14,974 452,801
    OBX 25 long SalMar 861.36 14.639   7/07/14 13.480 -11,611 12,609 998 353,800  426,217 27,583 453,800
    NZX 50 short a2 Milk 29,931.09 0.401 0.383 7/21/14 0.392 -11,727 11,461 -266 353,533  414,490 39,043 453,533
    Nikkei (TYO) Hitachi Zosen 3,461.84 3.842 3.063 4/07/14 3.453 -11,952 10,603 -1,349 352,185  402,538 49,647 452,185
  Buy Germany SolarWorld 836.33 15.000   1/12/15 12.350 12,545        415,083 37,102  
    MDAX Südzucker 903.49 13.885   2/02/15 11.245 12,545        427,628 24,557  
    HSI-Prop long CK Hutchison 456.85 13.730   8/24/15 10.950 6,273        433,900 18,284  
      Sino Land 5,009.98 1.252   8/24/15 1.200 6,272        440,173 12,012  
    OBX 25 short Petroleum Geo-Srvcs 1,944.06 6.453   8/11/14 6.127 12,545        452,718 -533  
    NZX 50 long Tourism 16,859.29 0.744   2/22/16 1.542 12,545        465,263 -13,078  
    BAX Nemetschek 1,974.28 6.354   8/04/14 6.125 12,545        477,808 -25,623  
    Nikkei (TYO) MinebeaMitsumi 1,372.85 9.138   10/20/14 9.651 12,545        490,353 -38,168  
8/04/14 Sell HDAX long Dürr 499.18 28.230   1/23/12 9.125 -4,555 14,092 9,537 361,721  485,798 -24,076 461,721
    MIB Azimut 713.67 18.460   11/05/12 9.304 -6,640 13,174 6,534 368,256  479,158 -10,902 468,256
    BAX Nemetschek 1,974.28 6.125   7/28/14 6.354 -12,545 12,092 -453 367,803  466,613 1,190 467,803
    Indices Merval 17.75 750.468   8/12/13 501.316 -8,898 13,321 4,422 372,226  457,714 14,511 472,226
  Buy HDAX short Südzucker 934.56 13.020   1/12/15 11.160 12,168        469,882 2,343  
    Indices PSI 20 2.08 5,854.360   8/18/14 5,654.350 12,177        482,059 -9,834  
8/11/14 Sell ATX long Wienerberger 824.19 11.525   10/21/13 13.065 -10,768 9,499 -1,269 370,956  471,291 -335 470,956
    DAX Continental 81.22 133.083   7/16/12 59.533 -4,835 10,809 5,974 376,930  466,456 10,474 476,930
    OBX 25 short Petroleum Geo-Srvcs 1,944.06 6.127 6.796 7/28/14 6.453 -12,545 13,212 667 377,597  453,911 23,686 477,597
  Buy ATX Raiffeisen Bank Int 662.72 18.910   2/16/15 13.795 12,532        466,443 11,154  
    DAX Adidas 218.14 57.450   8/18/14 60.070 12,532        478,975 -1,378  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 long SalMar 951.36 13.173   8/18/14 12.880 12,532        491,507 -13,910  
8/18/14 Sell DAX short Adidas 218.14 60.070 54.830 8/11/14 57.450 -12,532 11,961 -572 377,026  478,975 -1,949 477,026
    OBX 25 long SalMar 951.36 12.880   8/11/14 13.173 -12,532 12,253 -279 376,747  466,443 10,304 476,747
    Indices short PSI 20 2.08 5,654.350 6,061.440 8/04/14 5,854.360 -12,177 12,608 431 377,178  454,266 22,912 477,178
  Buy DAX long Vonovia 547.61 22.830   10/06/14 22.420 12,502        466,768 10,410  
    OBX 25 short Petroleum Geo-Srvcs 2,049.61 6.100   2/16/15 5.700 12,502        479,270 -2,092  
    Indices long Merval 15.94 784.124   10/06/14 1,022.100 12,499        491,769 -14,591  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,785.50 6.373   7/01/13 2.159 -8,171 24,124 15,953 393,131  483,598 9,533 493,131
  Buy   short Demant 1,068.29 11.763   9/08/14 11.966 12,566        496,164 -3,033  
9/08/14 Sell   short Demant 1,068.29 11.966 11.559 9/01/14 11.763 -12,566 12,348 -218 392,914  483,598 9,316 492,914
  Buy   long Pandora 218.52 57.454   9/29/14 61.631 12,555        496,153 -3,239  
9/15/14 Sell Nordic 30 long Pandora 256.70 59.766   5/05/14 48.729 -12,509 15,342 2,833 395,747  483,644 12,103 495,747
    Topix (FRA) Fujitsu 264.96 48.100   6/09/14 50.030 -13,256 12,745 -511 395,235  470,388 24,847 495,235
  Buy Nordic 30 short Volvo 1,478.98 8.791   11/10/14 9.334 13,002        483,390 11,845  
    Topix (FRA) Aeon 1,656.09 7.851   1/05/15 8.291 13,002        496,392 -1,157  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 916.16 17.213   6/02/14 13.685 -12,538 15,769 3,231 398,467  483,854 14,613 498,467
    TSX 60 Bausch Health 142.16 102.197   9/30/13 76.879 -10,929 14,528 3,599 402,066  472,925 29,141 502,066
    OMXC 20 Pandora 218.52 61.631   9/08/14 57.454 -12,555 13,468 913 402,979  460,370 42,609 502,979
  Buy HSI-Fin short ICBC 27,387.55 0.498   11/03/14 0.526 13,639        474,009 28,970  
    TSX 60 Yamana Gold 2,843.47 4.797   3/23/15 3.713 13,639        487,648 15,331  
10/06/14 Sell DAX long Vonovia 547.61 22.420   8/18/14 22.830 -12,502 12,277 -225 402,754  475,146 27,608 502,754
    HSI-C&I Tencent 1,185.97 12.196   5/26/14 10.170 -12,061 14,464 2,403 405,157  463,085 42,072 505,157
    Indices Merval 15.94 1,022.100   8/18/14 784.124 -12,499 16,292 3,793 408,951  450,586 58,365 508,951
  Buy DAX short Deutsche Lufthansa 1,174.01 12.080   11/17/14 13.145 14,182        464,768 44,183  
    HSI-C&I Galaxy Entertainment 2,878.78 4.926   4/13/15 4.822 14,182        478,950 30,001  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 Pharol 8,700.61 1.630   2/23/15 0.697 14,182        493,132 15,819  
    Indices PSI 20 2.56 5,537.710   2/23/15 5,494.440 14,177        507,309 1,642  
10/13/14 Sell S&P 100 long Gilead Sciences 272.28 79.611   9/17/12 25.063 -6,824 21,676 14,852 423,803  500,485 23,318 523,803
    BEL 20 KBC 249.19 40.740   7/15/13 31.350 -7,812 10,152 2,340 426,143  492,673 33,470 526,143
    OMXS 30 Nokia 1,254.39 6.407   7/08/13 3.186 -3,996 8,036 4,040 430,183  488,677 41,507 530,183
      Kinnevik 182.74 22.475   7/08/13 21.868 -3,996 4,107 111 430,294  484,680 45,614 530,294
  Buy S&P 100 short General Motors 615.80 23.379   10/27/14 23.689 14,397        499,077 31,217  
    BEL 20 Galapagos 1,295.28 11.115   11/17/14 12.800 14,397        513,475 16,820  
    OMXS 30 MTG 311.29 23.125   11/03/14 24.302 7,199        520,673 9,621  
10/20/14 Sell Kospi 50 long Amorepacific Group 181.88 87.497   7/23/12 26.166 -4,759 15,914 11,155 441,449  515,914 25,535 541,449
    Europe 50 Roche 19.48 222.572   12/19/11 129.719 -2,527 4,336 1,809 443,258  513,387 29,871 543,258
    Nikkei (TYO) MinebeaMitsumi 1,372.85 9.651   7/28/14 9.138 -12,545 13,249 704 443,962  500,842 43,120 543,962
    SP Global 100 Apple 330.91 19.487   4/30/12 15.738 -5,208 6,449 1,241 445,203  495,634 49,568 545,203
  Buy Kospi 50 short Hyundai Heavy 177.91 83.577   12/08/14 94.176 14,869        510,504 34,699  
    Europe 50 Deutsche Bank 690.13 21.545   11/10/14 21.563 14,869        525,372 19,830  
    Nikkei (TYO) Toyo Seikan 1,810.75 8.212   10/27/14 8.725 14,869        540,241 4,961  
    SP Global 100 Deutsche Bank 690.13 21.545   11/03/14 22.134 14,869        555,110 -9,908  
10/27/14 Sell S&P 100 short General Motors 615.80 23.689 23.070 10/13/14 23.379 -14,397 14,207 -191 445,012  540,713 4,299 545,012
    Nikkei (TYO) Toyo Seikan 1,810.75 8.725 7.698 10/20/14 8.212 -14,869 13,939 -930 444,082  525,844 18,238 544,082
    DJ Global Titans long Alphabet A 587.73 21.652   12/23/13 20.416 -11,999 12,726 727 444,809  513,845 30,963 544,809
  Buy S&P 100 Gilead Sciences 162.34 88.668   6/08/15 100.700 14,394        528,239 16,569  
    Nikkei (TYO) MinebeaMitsumi 1,373.81 10.477   8/24/15 10.589 14,394        542,633 2,175  
    DJ Global Titans short Samsung Electronics 878.40 16.387   11/10/14 18.745 14,394        557,027 -12,219  
11/03/14 Sell HSI-Fin short ICBC 27,387.55 0.526 0.470 9/29/14 0.498 -13,639 12,883 -756 444,053  543,388 664 544,053
    OMXS 30 MTG 311.29 24.302 21.949 10/13/14 23.125 -7,199 6,832 -366 443,686  536,190 7,497 543,686
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SP Global 100 Deutsche Bank 690.13 22.134 20.956 10/20/14 21.545 -14,869 14,462 -407 443,280  521,321 21,959 543,280
  Buy HSI-Fin long HK Exchgs & Clrg 799.71 17.669   11/24/14 17.528 14,130        535,451 7,829  
    OMXC 20 Pandora 211.91 66.679   11/17/14 66.322 14,130        549,581 -6,301  
    OMXS 30 Boliden 538.61 13.117   6/08/15 18.209 7,065        556,646 -13,366  
      Electrolux 314.62 22.455   6/08/15 27.196 7,065        563,711 -20,431  
    SP Global 100 Apple 645.28 21.898   8/24/15 22.212 14,130        577,841 -34,561  
11/10/14 Sell HSI long Citic Pacific 10,065.62 1.393   5/19/14 1.295 -13,039 14,021 982 444,262  564,802 -20,539 544,262
    Europe 50 short Deutsche Bank 690.13 21.563 21.527 10/20/14 21.545 -14,869 14,857 -12 444,250  549,933 -5,683 544,250
    Nordic 30 Volvo 1,478.98 9.334 8.249 9/15/14 8.791 -13,002 12,200 -802 443,448  536,931 6,517 543,448
    DJ Global Titans Samsung Electronics 878.40 18.745 14.028 10/27/14 16.387 -14,394 12,323 -2,071 441,376  522,537 18,839 541,376
  Buy HSI Kunlun Energy 13,519.64 1.036   1/12/15 0.825 14,005        536,542 4,834  
    Europe 50 long Novartis 226.19 61.916   8/24/15 69.088 14,005        550,547 -9,170  
    Nordic 30 Pandora 205.49 68.154   6/01/15 91.032 14,005        564,552 -23,175  
    DJ Global Titans Apple 639.52 21.899   12/15/14 21.746 14,005        578,557 -37,180  
11/17/14 Sell DAX short Deutsche Lufthansa 1,174.01 13.145 11.015 10/06/14 12.080 -14,182 12,932 -1,250 440,126  564,375 -24,249 540,126
    BEL 20 Galapagos 1,295.28 12.800 9.430 10/13/14 11.115 -14,397 12,214 -2,183 437,943  549,977 -12,034 537,943
    OMXC 20 long Pandora 211.91 66.322   11/03/14 66.679 -14,130 14,054 -76 437,868  535,847 2,020 537,868
    FT 30 short Tesco 28.78 306.530 691.926 6/09/14 460.539 -13,254 19,914 6,659 444,527  522,593 21,934 544,527
  Buy DAX long Merck (EMD) 184.70 76.670   7/06/15 90.640 14,161        536,754 7,773  
    BEL 20 Proximus 464.30 30.500   11/24/14 30.740 14,161        550,915 -6,388  
    OMXC 20 short FLSmidth 426.78 33.181   11/24/14 35.297 14,161        565,076 -20,549  
    FT 30 long Man Group 83.53 169.534   12/15/14 177.040 14,161        579,237 -34,711  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 799.71 17.528   11/03/14 17.669 -14,130 14,017 -113 444,414  565,107 -20,693 544,414
    BEL 20 Proximus 464.30 30.740   11/17/14 30.500 -14,161 14,273 111 444,526  550,946 -6,421 544,526
    OMXC 20 short FLSmidth 426.78 35.297 31.065 11/17/14 33.181 -14,161 13,258 -903 443,623  536,785 6,837 543,623
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HSI-Fin HSBC 1,721.91 7.992   1/26/15 8.332 13,761        550,546 -6,924  
    BEL 20 Galapagos 1,066.74 12.900   12/01/14 13.020 13,761        564,307 -20,685  
    OMXC 20 long Pandora 204.76 67.207   8/17/15 107.440 13,761        578,069 -34,446  
12/01/14 Sell BEL 20 short Galapagos 1,066.74 13.020 12.780 11/24/14 12.900 -13,761 13,633 -128 443,495  564,308 -20,813 543,495
  Buy   long Proximus 413.38 31.610   12/15/14 29.550 13,067        577,375 -33,880  
12/08/14 Sell Kospi 50 short Hyundai Heavy 177.91 94.176 72.978 10/20/14 83.577 -14,869 12,984 -1,886 441,609  562,505 -20,896 541,609
  Buy   long Amorepacific Group 156.96 82.934   7/06/15 157.893 13,017        575,523 -33,914  
12/15/14 Sell BEL 20 long Proximus 413.38 29.550   12/01/14 31.610 -13,067 12,215 -852 440,757  562,456 -21,698 540,757
    MerVal Edenor 36,108.11 0.569   2/24/14 0.315 -11,356 20,531 9,175 449,932  551,100 -1,167 549,932
    FT 30 Man Group 83.53 177.040   11/17/14 169.534 -14,161 14,788 627 450,559  536,938 13,621 550,559
    DJ Global Titans Apple 639.52 21.746   11/10/14 21.899 -14,005 13,907 -98 450,461  522,934 27,528 550,461
  Buy BEL 20 short Umicore 927.11 15.585   1/19/15 16.578 14,449        537,383 13,079  
    FT 30 Tesco 55.05 262.480   12/22/14 292.250 14,450        551,832 -1,371  
    DJ Global Titans Gazprom 4,329.94 3.337   3/02/15 4.494 14,449        566,281 -15,820  
12/22/14 Sell TecDAX short SMA Solar 223.48 14.800 46.789 5/21/12 26.315 -5,881 10,456 4,576 455,037  560,400 -5,363 555,037
    FT 30 Tesco 55.05 292.250 232.709 12/15/14 262.480 -14,450 12,811 -1,639 453,398  545,951 7,447 553,398
  Buy   long Man Group 69.88 200.637   1/05/15 211.401 14,021        559,971 -6,573  
12/29/14 Sell France short CGG 43.87 160.352 445.565 7/21/14 267.296 -11,726 19,547 7,821 461,219  548,245 12,974 561,219
    SDAX WCM 8,288.37 1.381 1.852 6/09/14 1.599 -13,256 15,347 2,091 463,309  534,989 28,321 563,309
  Buy France long Adocia 310.06 47.700   6/08/15 66.230 14,790        549,779 13,531  
    SDAX Patrizia Immobilien 1,202.44 12.300   1/19/15 14.055 14,790        564,569 -1,259  
1/05/15 Sell FT 30 long Man Group 69.88 211.401   12/22/14 200.637 -14,021 14,773 752 464,062  550,548 13,513 564,062
    Topix (FRA) short Aeon 1,656.09 8.291 7.411 9/15/14 7.851 -13,002 12,273 -729 463,333  537,546 25,787 563,333
  Buy FT 30 Tesco 50.09 294.006   1/19/15 365.061 14,727        552,273 11,060  
    Topix (FRA) long Oriental Land 307.27 47.929   2/02/15 54.216 14,727        567,000 -3,667  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/12/15 Sell Germany short SolarWorld 836.33 12.350 18.219 7/28/14 15.000 -12,545 15,237 2,692 466,025  554,455 11,570 566,025
    HSI Kunlun Energy 13,519.64 0.825 1.300 11/10/14 1.036 -14,005 17,581 3,576 469,601  540,450 29,151 569,601
    HDAX Südzucker 934.56 11.160 15.190 8/04/14 13.020 -12,168 14,196 2,028 471,629  528,282 43,347 571,629
  Buy Germany long Ströer Media 624.58 24.615   6/15/15 40.315 15,374        543,656 27,973  
    HSI China Life Ins HK 4,638.97 3.314   7/13/15 3.728 15,374        559,030 12,599  
    HDAX Ströer Media 624.58 24.615   8/24/15 47.670 15,374        574,404 -2,776  
1/19/15 Sell SDAX long Patrizia Immobilien 1,202.44 14.055   12/29/14 12.300 -14,790 16,900 2,110 473,739  559,614 14,125 573,739
    ISEQ 20 short C&C Group 1,449.33 3.322 6.042 4/14/14 4.480 -6,493 8,756 2,263 476,002  553,121 22,881 576,002
      Flutter 121.16 66.350 40.830 4/14/14 53.590 -6,493 4,947 -1,546 474,456  546,628 27,828 574,456
    BEL 20 Umicore 927.11 16.578 14.593 12/15/14 15.585 -14,449 13,529 -920 473,536  532,179 41,357 573,536
    FT 30 Tesco 50.09 365.061 222.950 1/05/15 294.006 -14,727 11,168 -3,559 469,977  517,452 52,525 569,977
    CAC Mid 60 CGG 35.57 153.600 767.553 6/23/14 343.360 -12,213 27,302 15,089 485,066  505,239 79,826 585,066
  Buy SDAX SGL Carbon 1,179.70 14.090   1/26/15 15.480 16,622        521,861 63,204  
    ISEQ 20 long Glanbia 600.07 13.850   6/08/15 17.420 8,311        530,172 54,894  
      Ryanair 854.16 9.730   6/08/15 11.660 8,311        538,483 46,583  
    BEL 20 bpost 727.12 22.860   9/28/15 21.000 16,622        555,105 29,961  
    FT 30 Man Group 79.21 209.841   6/08/15 231.072 16,622        571,727 13,339  
    CAC Mid 60 Adocia 263.01 63.200   6/08/15 66.230 16,622        588,349 -3,283  
1/26/15 Sell SDAX short SGL Carbon 1,179.70 15.480 12.700 1/19/15 14.090 -16,622 14,982 -1,640 483,426  571,727 11,699 583,426
    HSI-Fin HSBC 1,721.91 8.332 7.651 11/24/14 7.992 -13,761 13,175 -586 482,839  557,966 24,874 582,839
    OMXH 25 YIT 1,762.03 5.508 9.942 5/19/14 7.400 -13,039 17,518 4,479 487,318  544,927 42,392 587,318
    CAC Next 20 Arkema 172.88 62.720 79.594 6/23/14 70.655 -12,215 13,760 1,545 488,864  532,712 56,152 588,864
    GEX 4SC 453.08 18.284 44.930 4/14/14 28.662 -12,986 20,357 7,371 496,235  519,726 76,509 596,235
  Buy SDAX long Patrizia Immobilien 1,124.95 14.950   6/29/15 22.015 16,818        536,544 59,691  
    HSI-Fin China Life Ins HK 4,501.97 3.736   8/03/15 3.251 16,818        553,362 42,873  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Neste Oil 2,081.44 8.080   5/11/15 7.640 16,818        570,180 26,055  
    GEX Ströer Media 628.71 26.750   6/01/15 38.770 16,818        586,998 9,237  
2/02/15 Sell MDAX short Südzucker 903.49 11.245 17.145 7/28/14 13.885 -12,545 15,490 2,945 499,180  574,453 24,727 599,180
    AEX KPN 1,608.94 2.756 4.771 10/15/12 3.626 -5,834 7,676 1,842 501,021  568,619 32,402 601,021
    Topix (FRA) long Oriental Land 307.27 54.216   1/05/15 47.929 -14,727 16,659 1,932 502,953  553,892 49,061 602,953
  Buy MDAX Ströer Media 632.03 25.790   11/16/15 61.450 16,300        570,192 32,761  
    Topix (FRA) short Orix 1,636.87 9.958   2/09/15 10.802 16,300        586,492 16,461  
2/09/15 Sell   short Orix 1,636.87 10.802 9.114 2/02/15 9.958 -16,300 14,918 -1,382 501,572  570,192 31,380 601,572
  Buy MerVal long Aluar 16,879.67 0.937   2/16/15 0.944 15,823        586,015 15,557  
    Topix (FRA) Sony 699.30 22.627   5/18/15 28.471 15,823        601,838 -266  
2/16/15 Sell ATX short Raiffeisen Bank Int 662.72 13.795 25.922 8/11/14 18.910 -12,532 17,179 4,647 506,218  589,306 16,912 606,218
    OBX 25 Petroleum Geo-Srvcs 2,049.61 5.700 6.528 8/18/14 6.100 -12,502 13,380 878 507,096  576,804 30,292 607,096
    MerVal long Aluar 16,879.67 0.944   2/09/15 0.937 -15,823 15,936 113 507,209  560,981 46,228 607,209
  Buy ATX Zumtobel 774.35 21.095   9/07/15 23.775 16,335        577,316 29,893  
    OBX 25 Frontline 1,312.22 12.448   2/23/15 11.234 16,335        593,651 13,558  
2/23/15 Sell PSI 20 short Pharol 8,700.61 0.697 3.812 10/06/14 1.630 -14,182 33,166 18,984 526,193  579,469 46,724 626,193
    OBX 25 long Frontline 1,312.22 11.234   2/16/15 12.448 -16,335 14,741 -1,594 524,600  563,134 61,466 624,600
    Indices short PSI 20 2.56 5,494.440 5,581.320 10/06/14 5,537.710 -14,177 14,288 112 524,711  548,957 75,754 624,711
  Buy PSI 20 long Altri 5,790.67 3.024   5/25/15 4.081 17,511        566,468 58,243  
    MerVal Comercial del Plata 70,808.73 0.247   3/02/15 0.261 17,511        583,979 40,732  
    Indices SSE 50 ew 52.05 336.435   7/27/15 382.611 17,511        601,491 23,220  
3/02/15 Sell IBEX 35 short ArcelorMittal 372.58 28.860 37.255 6/16/14 32.790 -12,217 13,881 1,664 526,375  589,274 37,101 626,375
    MerVal long Comercial del Plata 70,808.73 0.261   2/23/15 0.247 -17,511 18,488 977 527,352  571,763 55,589 627,352
    DJ Global Titans short Gazprom 4,329.94 4.494 2.180 12/15/14 3.337 -14,449 9,439 -5,010 522,342  557,314 65,028 622,342
    GCX Energy Recovery 3,868.57 3.076 3.693 5/19/14 3.371 -13,039 14,288 1,249 523,592  544,275 79,317 623,592
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy IBEX 35 long Intl. Cons. Airlines 2,224.30 7.900   3/09/15 7.660 17,572        561,847 61,745  
    DJ Global Titans Apple 608.95 28.856   3/30/15 29.169 17,572        579,419 44,173  
    GCX Shimano 126.28 139.151   6/01/15 129.753 17,572        596,991 26,601  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,224.30 7.660   3/02/15 7.900 -17,572 17,038 -534 523,058  579,419 43,639 623,058
  Buy   short Endesa 944.84 17.640   3/23/15 18.130 16,667        596,086 26,972  
    MerVal long Comercial del Plata 60,039.63 0.278   6/29/15 0.285 16,667        612,753 10,305  
3/23/15 Sell IBEX 35 short Endesa 944.84 18.130 17.150 3/09/15 17.640 -16,667 16,204 -463 522,595  596,086 26,509 622,595
    TSX 60 Yamana Gold 2,843.47 3.713 6.196 9/29/14 4.797 -13,639 17,618 3,979 526,573  582,447 44,127 626,573
  Buy IBEX 35 long Intl. Cons. Airlines 2,070.00 8.100   5/11/15 7.890 16,767        599,214 27,360  
    TSX 60 Bausch Health 90.25 185.781   5/11/15 200.704 16,767        615,981 10,593  
3/30/15 Sell DJ Global Titans long Apple 608.95 29.169   3/02/15 28.856 -17,572 17,762 190 526,764  598,409 28,355 626,764
  Buy   short ConocoPhilips 277.15 59.090   4/27/15 61.591 16,377        614,785 11,978  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,878.78 4.822 5.033 10/06/14 4.926 -14,182 14,488 306 527,070  600,603 26,466 627,070
    ÖkoDAX (deprecated) SolarWorld 69.42 14.550 772.962 4/29/13 106.050 -7,362 53,659 46,297 573,367  593,241 80,125 673,367
  Buy HSI-C&I long Tencent 904.96 20.815   7/06/15 17.093 18,837        612,078 61,288  
    OBX 25 Frontline 1,376.44 13.685   5/18/15 12.057 18,837        630,915 42,451  
4/27/15 Sell DJ Global Titans short ConocoPhilips 277.15 61.591 56.589 3/30/15 59.090 -16,377 15,684 -693 572,674  614,539 58,135 672,674
  Buy   long Mitsubishi UFJ 2,815.75 6.489   6/08/15 6.373 18,270        632,809 39,865  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 2,070.00 7.890   3/23/15 8.100 -16,767 16,332 -435 572,239  616,042 56,197 672,239
    OMXH 25 Neste Oil 2,081.44 7.640   1/26/15 8.080 -16,818 15,902 -916 571,323  599,224 72,099 671,323
    TSX 60 Bausch Health 90.25 200.704   3/23/15 185.781 -16,767 18,114 1,347 572,670  582,457 90,213 672,670
  Buy IBEX 35 short Obrascón Huarte Lain 996.45 19.140   4/25/16 5.840 19,072        601,529 71,141  
    OMXH 25 Outokumpu 3,643.17 5.235   1/04/16 2.584 19,072        620,601 52,069  
    TSX 60 Cenovus Energy 1,229.98 15.506   3/21/16 12.064 19,072        639,673 32,997  
5/18/15 Sell OBX 25 long Frontline 1,376.44 12.057   4/13/15 13.685 -18,837 16,595 -2,242 570,428  620,836 49,592 670,428
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Sony 699.30 28.471   2/09/15 22.627 -15,823 19,910 4,087 574,515  605,013 69,502 674,515
  Buy OBX 25 short REC Silicon 8,788.09 2.117   6/01/15 1.852 18,600        623,613 50,902  
    Topix (FRA) Toshiba 621.45 29.930   5/25/15 30.510 18,600        642,213 32,302  
5/25/15 Sell PSI 20 long Altri 5,790.67 4.081   2/23/15 3.024 -17,511 23,632 6,121 580,636  624,702 55,934 680,636
    Topix (FRA) short Toshiba 621.45 30.510 29.350 5/18/15 29.930 -18,600 18,240 -360 580,275  606,102 74,173 680,275
  Buy PSI 20 Pharol 36,982.35 0.510   11/23/15 0.369 18,861        624,963 55,312  
    Topix (FRA) long Sony 661.79 28.500   6/01/15 28.394 18,861        643,824 36,451  
6/01/15 Sell OBX 25 short REC Silicon 8,788.09 1.852 2.418 5/18/15 2.117 -18,600 21,252 2,652 582,928  625,224 57,704 682,928
    Nordic 30 long Pandora 205.49 91.032   11/10/14 68.154 -14,005 18,706 4,701 587,629  611,219 76,410 687,629
    Topix (FRA) Sony 661.79 28.394   5/25/15 28.500 -18,861 18,791 -70 587,559  592,358 95,201 687,559
    GEX Ströer Media 628.71 38.770   1/26/15 26.750 -16,818 24,375 7,557 595,116  575,540 119,576 695,116
    GCX Shimano 126.28 129.753   3/02/15 139.151 -17,572 16,385 -1,187 593,929  557,968 135,961 693,929
  Buy TecDAX short Aixtron 3,006.81 6.900   4/25/16 4.108 20,747        578,715 115,214  
    OBX 25 long Frontline 1,662.99 12.476   6/08/15 12.298 20,747        599,462 94,467  
    Nordic 30 short Fortum 1,197.86 17.320   11/30/15 13.820 20,747        620,209 73,720  
    Topix (FRA) Toshiba 636.22 32.610   11/16/15 22.410 20,747        640,956 52,973  
    GCX REC Silicon 11,200.06 1.852   10/05/20 0.464 20,747        661,703 32,226  
6/08/15 Sell S&P 100 long Gilead Sciences 162.34 100.700   10/27/14 88.668 -14,394 16,348 1,953 595,882  647,309 48,574 695,882
    France Adocia 310.06 66.230   12/29/14 47.700 -14,790 20,535 5,745 601,628  632,519 69,109 701,628
    ISEQ 20 Glanbia 600.07 17.420   1/19/15 13.850 -8,311 10,453 2,142 603,770  624,208 79,562 703,770
      Ryanair 854.16 11.660   1/19/15 9.730 -8,311 9,960 1,649 605,418  615,897 89,522 705,418
    OBX 25 Frontline 1,662.99 12.298   6/01/15 12.476 -20,747 20,452 -295 605,123  595,150 109,973 705,123
    OMXS 30 Boliden 538.61 18.209   11/03/14 13.117 -7,065 9,807 2,742 607,866  588,085 119,781 707,866
      Electrolux 314.62 27.196   11/03/14 22.455 -7,065 8,556 1,491 609,357  581,020 128,337 709,357
    FT 30 Man Group 79.21 231.072   1/19/15 209.841 -16,622 18,303 1,682 611,039  564,398 146,640 711,039
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Mid 60 Adocia 263.01 66.230   1/19/15 63.200 -16,622 17,419 797 611,835  547,776 164,059 711,835
    DJ Global Titans Mitsubishi UFJ 2,815.75 6.373   4/27/15 6.489 -18,270 17,944 -326 611,510  529,506 182,004 711,510
  Buy S&P 100 short Norfolk Southern 276.97 80.648   6/15/15 80.979 22,337        551,843 159,667  
    France Solocal 31.89 700.450   11/23/15 390.360 22,337        574,181 137,329  
    ISEQ 20 FBD 1,204.28 9.274   8/10/15 7.120 11,168        585,349 126,161  
    OBX 25 DNO International 17,532.97 1.274   12/21/15 0.607 22,337        607,686 103,824  
    OMXS 30 SSAB 2,181.35 5.120   10/26/15 3.388 11,169        618,855 92,655  
      Telia Company 2,123.81 5.259   10/26/15 4.765 11,168        630,023 81,487  
    FT 30 Tate & Lyle 29.64 753.704   12/28/15 807.108 22,340        652,363 59,147  
    DJ Global Titans BHP 1,174.41 19.020   7/13/15 17.787 22,337        674,700 36,810  
6/15/15 Sell S&P 100 short Norfolk Southern 276.97 80.979 80.318 6/08/15 80.648 -22,337 22,246 -91 611,418  652,363 59,056 711,418
    Germany long Ströer Media 624.58 40.315   1/12/15 24.615 -15,374 25,180 9,806 621,224  636,989 84,236 721,224
  Buy S&P 100 Starbucks 434.62 46.330   7/06/15 49.123 20,136        657,125 64,099  
6/29/15 Sell SDAX long Patrizia Immobilien 1,124.95 22.015   1/26/15 14.950 -16,818 24,766 7,948 629,172  640,307 88,865 729,172
    MerVal Comercial del Plata 60,039.63 0.285   3/09/15 0.278 -16,667 17,105 438 629,610  623,640 105,971 729,610
7/06/15 Sell S&P 100 long Starbucks 434.62 49.123   6/15/15 46.330 -20,136 21,350 1,214 630,824  603,504 127,320 730,824
    Kospi 50 Amorepacific Group 156.96 157.893   12/08/14 82.934 -13,017 24,783 11,766 642,590  590,487 152,103 742,590
    DAX Merck (EMD) 184.70 90.640   11/17/14 76.670 -14,161 16,741 2,580 645,170  576,326 168,844 745,170
    HSI-C&I Tencent 904.96 17.093   4/13/15 20.815 -18,837 15,468 -3,369 641,801  557,489 184,313 741,801
  Buy S&P 100 short Norfolk Southern 294.39 78.643   7/13/15 78.579 23,152        580,640 161,161  
    CAC 40 ArcelorMittal 917.64 25.230   3/27/17 22.800 23,152        603,792 138,009  
    DAX RWE 1,203.33 19.240   7/13/15 20.205 23,152        626,944 114,857  
    HSI-C&I Sands China 6,842.42 3.384   5/09/16 3.084 23,152        650,096 91,705  
7/13/15 Sell S&P 100 short Norfolk Southern 294.39 78.579 78.708 7/06/15 78.643 -23,152 23,171 19 641,820  626,945 114,876 741,820
    HSI long China Life Ins HK 4,638.97 3.728   1/12/15 3.314 -15,374 17,296 1,922 643,742  611,571 132,172 743,742
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DAX short RWE 1,203.33 20.205 18.275 7/06/15 19.240 -23,152 21,991 -1,161 642,581  588,419 154,162 742,581
    DJ Global Titans BHP 1,174.41 17.787 20.338 6/08/15 19.020 -22,337 23,885 1,548 644,129  566,082 178,047 744,129
  Buy S&P 100 long Amazon.com 1,113.61 20.702   7/27/15 23.987 23,054        589,136 154,993  
    HSI short China Shenhua HK 12,413.31 1.857   4/18/16 1.521 23,054        612,190 131,939  
    DAX long Fresenius 376.33 61.260   7/27/15 61.200 23,054        635,244 108,885  
    DJ Global Titans Mitsubishi UFJ 3,670.20 6.281   7/27/15 6.435 23,054        658,298 85,831  
7/20/15 Sell DJTA long Avis Budget 494.16 38.916   9/24/12 12.419 -6,137 19,231 13,094 657,223  652,161 105,062 757,223
  Buy   short Avis Budget 553.94 38.916   8/03/15 39.514 21,557        673,718 83,505  
7/27/15 Sell S&P 100 long Amazon.com 1,113.61 23.987   7/13/15 20.702 -23,054 26,713 3,658 660,881  650,664 110,218 760,881
    DAX Fresenius 376.33 61.200   7/13/15 61.260 -23,054 23,031 -23 660,858  627,610 133,249 760,858
    Indices SSE 50 ew 52.05 382.611   2/23/15 336.435 -17,511 19,915 2,403 663,262  610,098 153,164 763,262
    DJ Global Titans Mitsubishi UFJ 3,670.20 6.435   7/13/15 6.281 -23,054 23,618 564 663,826  587,044 176,782 763,826
  Buy S&P 100 short ConocoPhilips 515.06 45.655   3/07/16 37.595 23,515        610,559 153,267  
    DAX RWE 1,267.65 18.550   10/19/15 12.230 23,515        634,074 129,752  
    BAX Grammer 895.47 26.260   11/09/15 23.675 23,515        657,589 106,237  
    Indices RTX 22.32 1,053.370   6/06/16 1,104.740 23,511        681,101 82,726  
    DJ Global Titans ConocoPhilips 515.06 45.655   8/03/15 45.385 23,515        704,616 59,210  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 3,901.68 7.097   7/07/14 2.976 -11,611 27,690 16,079 679,905  693,005 86,900 779,905
    HSI-Fin China Life Ins HK 4,501.97 3.251   1/26/15 3.736 -16,818 14,634 -2,184 677,720  676,187 101,534 777,720
    DJTA short Avis Budget 553.94 39.514 38.317 7/20/15 38.916 -21,557 21,225 -332 677,389  654,630 122,759 777,389
    DJ Global Titans ConocoPhilips 515.06 45.385 45.927 7/27/15 45.655 -23,515 23,655 140 677,529  631,115 146,414 777,529
  Buy SSE 50 China Northern Rare 11,097.34 2.081   1/04/16 1.789 23,098        654,213 123,316  
    HSI-Fin ICBC 36,933.16 0.625   1/04/16 0.538 23,098        677,311 100,218  
    DJTA long JetBlue Airways 1,072.46 21.538   8/24/15 18.277 23,098        700,409 77,120  
    SMI UBS 1,094.58 21.102   8/17/15 20.081 23,098        723,507 54,022  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SLI Vifor Pharma 217.55 106.171   8/24/15 107.513 23,098        746,604 30,925  
    DJ Global Titans Mitsubishi UFJ 3,561.32 6.486   8/24/15 5.389 23,098        769,702 7,827  
8/10/15 Sell ISEQ 20 short FBD 1,204.28 7.120 12.080 6/08/15 9.274 -11,168 14,547 3,379 680,908  758,534 22,374 780,908
  Buy   long Kingspan 441.85 22.725   8/17/15 22.815 10,041        768,575 12,333  
      Ryanair 785.68 12.780   8/17/15 12.705 10,041        778,616 2,292  
8/17/15 Sell ASX 50 long James Hardie Ind 721.64 12.058   1/30/12 5.763 -4,159 8,702 4,543 685,450  774,457 10,994 785,450
    ISEQ 20 Kingspan 441.85 22.815   8/10/15 22.725 -10,041 10,081 40 685,490  764,416 21,074 785,490
      Ryanair 785.68 12.705   8/10/15 12.780 -10,041 9,982 -59 685,431  754,375 31,056 785,431
    OMXC 20 Pandora 204.76 107.440   11/24/14 67.207 -13,761 21,999 8,238 693,669  740,613 53,056 793,669
    SMI UBS 1,094.58 20.081   8/03/15 21.102 -23,098 21,980 -1,118 692,552  717,515 75,036 792,552
    Nikkei (FRA) Fujitsu 105.81 44.550   6/30/14 54.990 -5,818 4,714 -1,105 691,447  711,697 79,750 791,447
      MinebeaMitsumi 707.50 12.573   6/30/14 8.224 -5,818 8,895 3,077 694,524  705,878 88,646 794,524
  Buy ASX 50 short Santos 5,545.26 3.982   11/23/15 2.708 22,079        727,957 66,567  
    ISEQ 20 FBD 1,599.93 6.900   11/30/15 6.852 11,040        738,997 55,527  
    OMXC 20 GN Store Nord 177.34 124.500   10/05/15 126.375 22,079        761,076 33,448  
    Nikkei (FRA) Sharp 860.44 12.830   11/23/15 10.210 11,039        772,115 22,409  
      IHI 365.67 30.190   11/23/15 25.250 11,040        783,155 11,369  
8/24/15 Sell DJIA long Visa 133.73 58.880   12/19/11 18.897 -2,527 7,874 5,347 699,871  780,628 19,243 799,871
    Nasdaq 100 Regeneron 38.22 434.608   10/10/11 49.346 -1,886 16,611 14,725 714,596  778,742 35,854 814,596
    Euro 50 ASML 54.72 74.790   1/09/12 32.400 -1,773 4,093 2,320 716,915  776,969 39,946 816,915
      AB InBev 37.33 91.280   1/09/12 47.495 -1,773 3,407 1,634 718,550  775,196 43,354 818,550
    HDAX Ströer Media 624.58 47.670   1/12/15 24.615 -15,374 29,774 14,400 732,949  759,822 73,128 832,949
    FTSE Ashtead 13.88 1,199.890   7/30/12 333.248 -4,625 16,654 12,029 744,978  755,196 89,782 844,978
    HSI-Prop CK Hutchison 456.85 10.950   7/28/14 13.730 -6,273 5,003 -1,270 743,708  748,924 94,785 843,708
      Sino Land 5,009.98 1.200   7/28/14 1.252 -6,272 6,012 -261 743,448  742,651 100,797 843,448
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 Novartis 226.19 69.088   11/10/14 61.916 -14,005 15,627 1,622 745,070  728,647 116,424 845,070
    DJTA JetBlue Airways 1,072.46 18.277   8/03/15 21.538 -23,098 19,602 -3,496 741,574  705,548 136,025 841,574
    SLI Vifor Pharma 217.55 107.513   8/03/15 106.171 -23,098 23,389 292 741,866  682,451 159,415 841,866
    Nikkei (TYO) MinebeaMitsumi 1,373.81 10.589   10/27/14 10.477 -14,394 14,548 154 742,019  668,057 173,962 842,019
    DJ Global Titans Mitsubishi UFJ 3,561.32 5.389   8/03/15 6.486 -23,098 19,193 -3,905 738,114  644,959 193,155 838,114
    SP Global 100 Apple 645.28 22.212   11/03/14 21.898 -14,130 14,333 203 738,317  630,829 207,488 838,317
  Buy DJIA short Chevron 420.89 62.119   5/30/16 91.551 26,145        656,974 181,342  
    Nasdaq 100 Micron Technology 2,102.09 12.438   8/31/15 14.635 26,145        683,119 155,198  
    Euro 50 E.on 1,502.59 8.700   10/26/15 8.993 13,073        696,192 142,125  
      Banco Santander 2,509.12 5.210   10/26/15 5.230 13,073        709,264 129,052  
    HDAX RWE 1,977.69 13.220   11/23/15 10.895 26,145        735,409 102,907  
    FTSE Glencore 139.52 187.390   5/09/16 167.806 26,145        761,554 76,763  
    HSI-Prop Hang Lung 6,800.80 1.922   6/06/16 1.737 13,073        774,626 63,690  
      The Wharf 7,471.71 1.750   6/06/16 1.945 13,073        787,699 50,618  
    DJCA Chevron 420.89 62.119   8/31/15 72.229 26,145        813,844 24,473  
    Europe 50 Rio Tinto 8.93 2,927.710   10/26/15 3,453.900 26,144        839,989 -1,672  
    DJTA Norfolk Southern 406.13 64.376   8/31/15 69.482 26,145        866,133 -27,817  
    SLI Aryzta 2,789.48 9.373   1/09/17 8.993 26,145        892,278 -53,962  
    CAC Next 20 Casino Guichard 464.55 56.280   1/30/17 49.780 26,145        918,423 -80,107  
    Nikkei (TYO) IHI 1,009.79 25.892   8/08/16 25.014 26,145        944,568 -106,252  
    DJ Global Titans ConocoPhilips 707.07 36.977   3/21/16 37.886 26,145        970,713 -132,397  
    SP Global 100 RWE 1,977.69 13.220   9/12/16 14.645 26,145        996,858 -158,542  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,102.09 14.635 10.240 8/24/15 12.438 -26,145 21,526 -4,619 733,698  970,713 -137,015 833,698
    DJCA Chevron 420.89 72.229 52.009 8/24/15 62.119 -26,145 21,890 -4,255 729,443  944,568 -115,125 829,443
    DJTA Norfolk Southern 406.13 69.482 59.269 8/24/15 64.376 -26,145 24,071 -2,074 727,369  918,423 -91,054 827,369
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Nasdaq 100 long Netflix 179.45 102.576   9/07/15 88.434 18,407        936,831 -109,462  
    DJCA JetBlue Airways 924.72 19.906   3/16/20 9.506 18,407        955,238 -127,869  
    DJUA short CenterPoint Energy 554.24 16.606   12/07/15 15.137 9,204        964,441 -137,072  
      FirstEnergy 322.90 28.503   12/07/15 29.960 9,203        973,645 -146,276  
    DJTA long JetBlue Airways 924.72 19.906   1/04/16 20.201 18,407        992,052 -164,683  
9/07/15 Sell Nasdaq 100 long Netflix 179.45 88.434   8/31/15 102.576 -18,407 15,870 -2,538 724,831  973,644 -148,813 824,831
    ATX Zumtobel 774.35 23.775   2/16/15 21.095 -16,335 18,410 2,075 726,907  957,310 -130,403 826,907
  Buy Nasdaq 100 short Micron Technology 1,155.73 15.066   10/19/15 16.912 17,412        974,722 -147,815  
    ATX Vienna Insurance 639.21 27.240   3/28/16 18.660 17,412        992,134 -165,227  
9/14/15 Sell RTX short RusHydro 4,243.45 0.774 3.647 3/11/13 1.680 -7,129 15,474 8,345 735,251  985,005 -149,753 835,251
  Buy USA long JetBlue Airways 736.84 23.257   9/21/15 23.986 17,137        1,002,142 -166,890  
9/21/15 Sell   long JetBlue Airways 736.84 23.986   9/14/15 23.257 -17,137 17,674 537 735,788  985,005 -149,217 835,788
  Buy   short Wynn Resorts 288.56 59.482   10/05/15 57.973 17,164        1,002,169 -166,381  
    MIB Saipem 35.44 484.286   12/26/16 244.286 17,163        1,019,332 -183,544  
    RTX Mobile TeleSystems 2,707.26 6.340   9/28/15 6.096 17,164        1,036,496 -200,708  
9/28/15 Sell   short Mobile TeleSystems 2,707.26 6.096 6.594 9/21/15 6.340 -17,164 17,851 687 736,475  1,019,332 -182,857 836,475
    BEL 20 long bpost 727.12 21.000   1/19/15 22.860 -16,622 15,270 -1,352 735,123  1,002,710 -167,587 835,123
  Buy RTX Severstal 1,779.48 9.378   11/02/15 10.465 16,688        1,019,398 -184,275  
    BEL 20 short Solvay 186.44 89.510   3/28/16 85.670 16,688        1,036,086 -200,963  
10/05/15 Sell USA short Wynn Resorts 288.56 57.973 61.030 9/21/15 59.482 -17,164 17,611 447 735,569  1,018,922 -183,353 835,569
    OMXC 20 GN Store Nord 177.34 126.375 122.625 8/17/15 124.500 -22,079 21,746 -333 735,237  996,843 -161,606 835,237
  Buy USA long Netflix 169.43 99.392   12/14/15 109.790 16,840        1,013,683 -178,446  
    OMXC 20 Genmab 197.97 85.064   11/02/15 91.174 16,840        1,030,523 -195,286  
10/12/15 Buy Kospi 50 long Lotte Chemical 76.74 208.474   4/02/18 330.481 15,998        1,046,522 -211,285  
    MerVal Pampa Energía 19,398.57 0.825   10/19/15 0.927 15,998        1,062,520 -227,283  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/19/15 Sell Nasdaq 100 short Micron Technology 1,155.73 16.912 13.219 9/07/15 15.066 -17,412 15,278 -2,134 733,103  1,045,108 -212,005 833,103
    DAX RWE 1,267.65 12.230 28.136 7/27/15 18.550 -23,515 35,666 12,152 745,254  1,021,593 -176,338 845,254
    MerVal long Pampa Energía 19,398.57 0.927   10/12/15 0.825 -15,998 17,973 1,975 747,229  1,005,595 -158,365 847,229
  Buy Nasdaq 100 Amazon.com 680.79 25.296   2/08/16 21.802 17,221        1,022,816 -175,587  
    DAX Fresenius 285.54 60.310   12/21/15 63.430 17,221        1,040,037 -192,807  
    MerVal short YPF 766.08 22.479   10/26/15 25.738 17,221        1,057,258 -210,028  
10/26/15 Sell Euro 50 short E.on 1,502.59 8.993 8.407 8/24/15 8.700 -13,073 12,633 -440 746,789  1,044,185 -197,396 846,789
      Banco Santander 2,509.12 5.230 5.190 8/24/15 5.210 -13,073 13,022 -50 746,739  1,031,112 -184,373 846,739
    OMXS 30 SSAB 2,181.35 3.388 7.737 6/08/15 5.120 -11,169 16,878 5,709 752,449  1,019,944 -167,495 852,449
      Telia Company 2,123.81 4.765 5.804 6/08/15 5.259 -11,168 12,326 1,157 753,606  1,008,775 -155,170 853,606
    Europe 50 Rio Tinto 8.93 3,453.900 2,401.510 8/24/15 2,927.710 -26,144 21,445 -4,699 748,907  982,631 -133,724 848,907
    MerVal YPF 766.08 25.738 19.221 10/19/15 22.479 -17,221 14,725 -2,496 746,411  965,410 -119,000 846,411
  Buy Euro 50 long Fresenius 141.74 64.150   1/11/16 59.420 9,093        974,503 -128,092  
      Inditex 270.53 33.610   1/11/16 29.430 9,093        983,595 -137,185  
    OMXS 30 Boliden 520.74 17.461   11/02/15 17.505 9,093        992,688 -146,277  
      Svenska Cellulosa B 1,744.63 5.212   11/02/15 5.468 9,092        1,001,780 -155,370  
    Europe 50 SAP 259.30 70.130   12/14/15 69.400 18,185        1,019,965 -173,554  
    MerVal Pampa Energía 15,824.05 1.149   3/07/16 0.728 18,185        1,038,150 -191,739  
11/02/15 Sell RTX long Severstal 1,779.48 10.465   9/28/15 9.378 -16,688 18,622 1,934 748,345  1,021,462 -173,117 848,345
    OMXC 20 Genmab 197.97 91.174   10/05/15 85.064 -16,840 18,050 1,210 749,554  1,004,622 -155,068 849,554
    OMXS 30 Boliden 520.74 17.505   10/26/15 17.461 -9,093 9,115 23 749,577  995,529 -145,952 849,577
      Svenska Cellulosa B 1,744.63 5.468   10/26/15 5.212 -9,092 9,539 446 750,024  986,437 -136,413 850,024
  Buy RTX short Mobile TeleSystems 2,867.71 6.221   4/25/16 7.952 17,840        1,004,277 -154,253  
    OMXS 30 SSAB 2,641.01 3.378   12/14/15 2.601 8,920        1,013,197 -163,173  
      SKF A 555.13 16.068   12/14/15 14.663 8,920        1,022,117 -172,093  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/09/15 Sell BAX short Grammer 895.47 23.675 29.127 7/27/15 26.260 -23,515 26,083 2,567 752,591  998,602 -146,011 852,591
  Buy   long Adva 1,739.44 10.155   11/16/15 10.530 17,664        1,016,266 -163,675  
11/16/15 Sell MDAX long Ströer Media 632.03 61.450   2/02/15 25.790 -16,300 38,838 22,538 775,129  999,966 -124,837 875,129
    BSE Sensex 30 Hindustan Unilever 686.17 11.144   1/30/12 6.061 -4,159 7,646 3,487 778,617  995,807 -117,190 878,617
    Topix (FRA) short Toshiba 636.22 22.410 47.453 6/01/15 32.610 -20,747 30,190 9,443 788,060  975,060 -87,000 888,060
    BAX long Adva 1,739.44 10.530   11/09/15 10.155 -17,664 18,316 652 788,712  957,396 -68,684 888,712
  Buy MDAX short Leoni 590.27 34.730   5/30/16 29.880 20,500        977,896 -89,184  
    BSE Sensex 30 Bharat Heavy 12,134.49 1.689   6/13/16 1.058 20,500        998,396 -109,684  
    SMI Holcim 405.86 50.510   1/09/17 49.995 20,500        1,018,896 -130,184  
    Topix (FRA) long Ono Pharmaceutical 750.86 27.302   12/14/15 30.520 20,500        1,039,396 -150,684  
    BAX short Leoni 590.27 34.730   11/23/15 36.045 20,500        1,059,896 -171,184  
11/23/15 Sell France short Solocal 31.89 390.360 1,256.870 6/08/15 700.450 -22,337 40,082 17,744 806,456  1,037,558 -131,102 906,456
    ASX 50 Santos 5,545.26 2.708 5.854 8/17/15 3.982 -22,079 32,461 10,382 816,838  1,015,479 -98,641 916,838
    HDAX RWE 1,977.69 10.895 16.041 8/24/15 13.220 -26,145 31,725 5,579 822,418  989,334 -66,917 922,418
    PSI 20 Pharol 36,982.35 0.369 0.705 5/25/15 0.510 -18,861 26,069 7,208 829,625  970,473 -40,848 929,625
    Nikkei (FRA) Sharp 860.44 10.210 16.122 8/17/15 12.830 -11,039 13,872 2,833 832,458  959,434 -26,976 932,458
      IHI 365.67 25.250 36.097 8/17/15 30.190 -11,040 13,199 2,160 834,618  948,394 -13,776 934,618
    BAX Leoni 590.27 36.045 33.415 11/16/15 34.730 -20,500 19,724 -776 833,842  927,894 5,948 933,842
  Buy France long Ubisoft 876.48 26.805   1/11/16 24.260 23,494        951,388 -17,546  
    HDAX SMA Solar 491.76 47.775   1/18/16 41.200 23,494        974,882 -41,040  
    PSI 20 Altri 4,600.35 5.107   12/07/15 5.008 23,494        998,376 -64,534  
    OMXC 20 Genmab 207.18 113.399   2/08/16 88.896 23,494        1,021,870 -88,028  
    Nikkei (FRA) Yamaha 468.57 25.070   12/07/15 22.360 11,747        1,033,617 -99,775  
    BAX Adva 2,117.53 11.095   12/14/15 9.859 23,494        1,057,111 -123,269  
    GEX Hypoport 297.39 79.000   12/14/15 70.070 23,494        1,080,605 -146,763  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/30/15 Sell ISEQ 20 short FBD 1,599.93 6.852 6.948 8/17/15 6.900 -11,040 11,117 77 833,919  1,069,565 -135,646 933,919
    Nordic 30 Fortum 1,197.86 13.820 21.706 6/01/15 17.320 -20,747 26,001 5,254 839,173  1,048,818 -109,645 939,173
  Buy Germany long SMA Solar 439.13 47.225   1/11/16 49.315 20,738        1,069,556 -130,383  
    ASX 50 short Origin Energy 5,413.77 3.831   1/04/16 3.253 20,738        1,090,294 -151,121  
    ISEQ 20 long Flutter 86.37 120.050   12/07/15 122.000 10,369        1,100,663 -161,490  
      Dalata Hotel 2,013.40 5.150   12/07/15 5.130 10,369        1,111,032 -171,859  
    Nordic 30 Pandora 184.83 112.200   12/14/15 108.345 20,738        1,131,770 -192,597  
12/07/15 Sell ISEQ 20 long Flutter 86.37 122.000   11/30/15 120.050 -10,369 10,537 168 839,342  1,121,401 -182,059 939,342
      Dalata Hotel 2,013.40 5.130   11/30/15 5.150 -10,369 10,329 -40 839,302  1,111,032 -171,731 939,302
    PSI 20 Altri 4,600.35 5.008   11/23/15 5.107 -23,494 23,039 -455 838,846  1,087,538 -148,692 938,846
    DJUA short CenterPoint Energy 554.24 15.137 18.217 8/31/15 16.606 -9,204 10,097 893 839,739  1,078,335 -138,596 939,739
      FirstEnergy 322.90 29.960 27.045 8/31/15 28.503 -9,203 8,733 -471 839,268  1,069,131 -129,863 939,268
    Nikkei (FRA) long Yamaha 468.57 22.360   11/23/15 25.070 -11,747 10,477 -1,270 837,999  1,057,384 -119,386 937,999
    BSE Sensex 50 Eicher Motors 804.21 22.421   10/24/11 2.335 -1,878 18,031 16,153 854,152  1,055,506 -101,354 954,152
  Buy ISEQ 20 short FBD 1,562.98 6.820   1/04/16 6.603 10,660        1,066,166 -112,014  
    PSI 20 Pharol 75,599.29 0.282   4/25/16 0.141 21,319        1,087,485 -133,333  
    DJUA long NiSource 603.76 17.655   3/16/20 18.760 10,660        1,098,144 -143,992  
      American Water 197.88 53.870   3/16/20 106.441 10,660        1,108,804 -154,652  
    Nikkei (FRA) short OKI Electric 928.53 11.480   3/07/16 12.000 10,660        1,119,464 -165,312  
      Sharp 1,122.05 9.500   3/07/16 13.180 10,659        1,130,123 -175,971  
    BSE Sensex 50 ONGC 10,339.49 2.062   12/21/15 2.125 21,319        1,151,442 -197,290  
12/14/15 Sell USA long Netflix 169.43 109.790   10/05/15 99.392 -16,840 18,602 1,762 855,913  1,134,602 -178,688 955,913
    OMXS 30 short SSAB 2,641.01 2.601 4.386 11/02/15 3.378 -8,920 11,582 2,662 858,576  1,125,682 -167,106 958,576
      SKF A 555.13 14.663 17.608 11/02/15 16.068 -8,920 9,775 855 859,430  1,116,762 -157,332 959,430
    Europe 50 long SAP 259.30 69.400   10/26/15 70.130 -18,185 17,995 -189 859,241  1,098,577 -139,336 959,241
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nordic 30 Pandora 184.83 108.345   11/30/15 112.200 -20,738 20,025 -713 858,528  1,077,839 -119,311 958,528
    Topix (FRA) Ono Pharmaceutical 750.86 30.520   11/16/15 27.302 -20,500 22,916 2,416 860,945  1,057,339 -96,395 960,945
    BAX Adva 2,117.53 9.859   11/23/15 11.095 -23,494 20,877 -2,617 858,327  1,033,845 -75,518 958,327
    GEX Hypoport 297.39 70.070   11/23/15 79.000 -23,494 20,838 -2,656 855,672  1,010,352 -54,680 955,672
  Buy OMXS 30 Securitas 840.59 13.398   12/21/15 13.632 11,262        1,021,613 -65,942  
      Swedish Match 3,632.90 3.100   12/21/15 3.142 11,262        1,032,875 -77,204  
    Europe 50 short Rio Tinto 8.85 2,545.100   12/28/15 2,721.790 22,524        1,055,400 -99,728  
    Nordic 30 Møller-Mærsk B 18.37 1,226.160   4/25/16 1,254.850 22,525        1,077,924 -122,252  
    Topix (FRA) Toshiba 1,037.02 21.720   12/21/15 19.300 22,524        1,100,448 -144,777  
    BAX Leoni 677.72 33.235   7/04/16 24.990 22,524        1,122,972 -167,301  
    GEX Manz 553.96 40.660   5/09/16 36.225 22,524        1,145,496 -189,825  
12/21/15 Sell DAX long Fresenius 285.54 63.430   10/19/15 60.310 -17,221 18,112 891 856,563  1,128,275 -171,713 956,563
    OBX 25 short DNO International 17,532.97 0.607 2.673 6/08/15 1.274 -22,337 46,859 24,522 881,084  1,105,938 -124,854 981,084
    OMXS 30 long Securitas 840.59 13.632   12/14/15 13.398 -11,262 11,459 197 881,281  1,094,676 -113,396 981,281
      Swedish Match 3,632.90 3.142   12/14/15 3.100 -11,262 11,415 153 881,434  1,083,414 -101,980 981,434
    Topix (FRA) short Toshiba 1,037.02 19.300 24.443 12/14/15 21.720 -22,524 25,348 2,824 884,258  1,060,890 -76,632 984,258
    BSE Sensex 50 ONGC 10,339.49 2.125 1.999 12/07/15 2.062 -21,319 20,669 -650 883,608  1,039,571 -55,963 983,608
  Buy DAX RWE 2,035.19 11.395   12/28/15 11.660 23,191        1,062,762 -79,154  
    OBX 25 long Bakkafrost 882.35 26.283   12/28/15 26.311 23,191        1,085,953 -102,345  
    OMXS 30 short SSAB 5,342.81 2.170   12/28/15 2.409 11,596        1,097,549 -113,941  
      SKF A 794.14 14.601   12/28/15 15.095 11,595        1,109,144 -125,536  
    Topix (FRA) long Ono Pharmaceutical 725.08 31.984   1/04/16 32.298 23,191        1,132,335 -148,727  
    CAC Mid 60 Sartorius Stedim 402.80 57.575   12/28/15 57.183 23,191        1,155,526 -171,918  
    BSE Sensex 50 Bajaj Finance 2,856.70 8.118   1/04/16 8.393 23,191        1,178,717 -195,109  
12/28/15 Sell DAX short RWE 2,035.19 11.660 11.130 12/21/15 11.395 -23,191 22,652 -539 883,069  1,155,526 -172,458 983,069
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 Bakkafrost 882.35 26.311   12/21/15 26.283 -23,191 23,215 24 883,093  1,132,335 -149,242 983,093
    OMXS 30 short SSAB 5,342.81 2.409 1.932 12/21/15 2.170 -11,596 10,320 -1,276 881,817  1,120,740 -138,923 981,817
      SKF A 794.14 15.095 14.108 12/21/15 14.601 -11,595 11,204 -392 881,425  1,109,144 -127,719 981,425
    Europe 50 Rio Tinto 8.85 2,721.790 2,368.420 12/14/15 2,545.100 -22,524 20,961 -1,564 879,862  1,086,620 -106,759 979,862
    FT 30 Tate & Lyle 29.64 807.108 700.300 6/08/15 753.704 -22,340 20,757 -1,583 878,279  1,064,281 -86,002 978,279
    CAC Mid 60 long Sartorius Stedim 402.80 57.183   12/21/15 57.575 -23,191 23,033 -158 878,121  1,041,089 -62,968 978,121
  Buy USA Energy Recovery 3,534.16 6.473   1/11/16 5.700 22,878        1,063,967 -85,846  
    DAX Adidas 256.80 89.090   3/07/16 96.970 22,878        1,086,846 -108,725  
    OMXS 30 Securitas 824.43 13.875   1/04/16 13.705 11,439        1,098,285 -120,164  
      Swedish Match 3,571.34 3.203   1/04/16 3.169 11,439        1,109,724 -131,603  
    Europe 50 SAP 314.00 72.860   1/04/16 70.580 22,878        1,132,602 -154,481  
    FT 30 ITV 61.33 373.033   1/11/16 356.368 22,878        1,155,480 -177,359  
1/04/16 Sell SSE 50 short China Northern Rare 11,097.34 1.789 2.422 8/03/15 2.081 -23,098 26,879 3,781 881,902  1,132,382 -150,480 981,902
    ASX 50 Origin Energy 5,413.77 3.253 4.511 11/30/15 3.831 -20,738 24,419 3,681 885,583  1,111,644 -126,061 985,583
    HSI-Fin ICBC 36,933.16 0.538 0.727 8/03/15 0.625 -23,098 26,832 3,734 889,317  1,088,546 -99,229 989,317
    ISEQ 20 FBD 1,562.98 6.603 7.044 12/07/15 6.820 -10,660 11,010 350 889,667  1,077,886 -88,219 989,667
    OMXH 25 Outokumpu 3,643.17 2.584 10.606 5/11/15 5.235 -19,072 38,638 19,566 909,233  1,058,814 -49,581 1,009,233
    OMXS 30 long Securitas 824.43 13.705   12/28/15 13.875 -11,439 11,299 -140 909,093  1,047,375 -38,282 1,009,093
      Swedish Match 3,571.34 3.169   12/28/15 3.203 -11,439 11,319 -120 908,973  1,035,936 -26,963 1,008,973
    Europe 50 SAP 314.00 70.580   12/28/15 72.860 -22,878 22,162 -716 908,257  1,013,058 -4,801 1,008,257
    DJTA JetBlue Airways 924.72 20.201   8/31/15 19.906 -18,407 18,681 274 908,531  994,651 13,879 1,008,531
    Topix (FRA) Ono Pharmaceutical 725.08 32.298   12/21/15 31.984 -23,191 23,419 228 908,758  971,460 37,298 1,008,758
    BSE Sensex 50 Bajaj Finance 2,856.70 8.393   12/21/15 8.118 -23,191 23,977 786 909,544  948,269 61,275 1,009,544
  Buy SSE 50 Shanghai Pudong 10,644.98 2.515   1/11/16 2.391 26,770        975,039 34,505  
    HSI-Fin Hang Seng Bank 1,571.61 17.034   1/11/16 16.023 26,770        1,001,809 7,735  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ISEQ 20 Flutter 108.51 123.350   1/18/16 119.900 13,385        1,015,194 -5,650  
      Dalata Hotel 2,487.92 5.380   1/18/16 4.930 13,385        1,028,579 -19,035  
    OMXH 25 Elisa 793.19 33.750   1/11/16 34.422 26,770        1,055,349 -45,805  
    OMXS 30 short SSAB 5,488.13 2.439   4/04/16 3.262 13,385        1,068,734 -59,190  
      SKF A 920.43 14.542   4/04/16 15.448 13,385        1,082,119 -72,575  
    Europe 50 Rio Tinto 10.35 2,585.270   1/25/16 2,112.660 26,758        1,108,877 -99,333  
    DJTA Ryder System 509.57 52.534   2/22/16 53.012 26,770        1,135,647 -126,103  
    Topix (FRA) Toshiba 1,347.94 19.860   8/15/16 25.260 26,770        1,162,417 -152,873  
    BSE Sensex 50 Larsen & Toubro 2,306.63 11.606   3/07/16 10.779 26,770        1,189,187 -179,643  
1/11/16 Sell USA long Energy Recovery 3,534.16 5.700   12/28/15 6.473 -22,878 20,146 -2,732 906,812  1,166,309 -159,497 1,006,812
    Euro 50 Fresenius 141.74 59.420   10/26/15 64.150 -9,093 8,422 -670 906,141  1,157,216 -151,075 1,006,141
      Inditex 270.53 29.430   10/26/15 33.610 -9,093 7,962 -1,131 905,011  1,148,124 -143,113 1,005,011
    France Ubisoft 876.48 24.260   11/23/15 26.805 -23,494 21,263 -2,231 902,780  1,124,630 -121,850 1,002,780
    Germany SMA Solar 439.13 49.315   11/30/15 47.225 -20,738 21,656 918 903,698  1,103,892 -100,194 1,003,698
    SSE 50 Shanghai Pudong 10,644.98 2.391   1/04/16 2.515 -26,770 25,450 -1,320 902,378  1,077,122 -74,744 1,002,378
    HSI-Fin Hang Seng Bank 1,571.61 16.023   1/04/16 17.034 -26,770 25,182 -1,588 900,790  1,050,352 -49,562 1,000,790
    OMXH 25 Elisa 793.19 34.422   1/04/16 33.750 -26,770 27,303 533 901,323  1,023,582 -22,259 1,001,323
    FT 30 ITV 61.33 356.368   12/28/15 373.033 -22,878 21,856 -1,022 900,301  1,000,703 -403 1,000,301
    Topix (TYO) Subaru 737.66 33.663   6/11/12 6.048 -4,461 24,832 20,371 920,672  996,242 24,429 1,020,672
  Buy Euro 50 short Volkswagen 111.61 117.050   1/25/16 110.750 13,064        1,009,306 11,365  
      Banco Santander 3,201.84 4.080   1/25/16 3.860 13,064        1,022,370 -1,698  
    France Vallourec 99.09 263.680   4/18/16 148.800 26,128        1,048,498 -27,826  
    SSE 50 Haitong Secs 14,858.39 1.758   6/13/16 1.997 26,127        1,074,625 -53,953  
    ASX 50 Origin Energy 9,543.41 2.738   2/29/16 2.906 26,127        1,100,752 -80,080  
    HSI-Fin China Life Ins HK 10,293.92 2.538   6/06/16 1.986 26,127        1,126,879 -106,207  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Outokumpu 10,552.10 2.476   4/25/16 3.996 26,127        1,153,006 -132,334  
    FT 30 Tesco 105.89 246.739   1/25/16 258.955 26,127        1,179,133 -158,462  
    Topix (TYO) Toshiba 1,452.73 17.985   10/31/16 33.076 26,127        1,205,260 -184,589  
1/18/16 Sell HDAX long SMA Solar 491.76 41.200   11/23/15 47.775 -23,494 20,261 -3,233 917,438  1,181,766 -164,328 1,017,438
    ISEQ 20 Flutter 108.51 119.900   1/04/16 123.350 -13,385 13,010 -374 917,064  1,168,382 -151,318 1,017,064
      Dalata Hotel 2,487.92 4.930   1/04/16 5.380 -13,385 12,265 -1,120 915,944  1,154,997 -139,052 1,015,944
    QIX Freenet 433.19 28.325   1/23/12 10.515 -4,555 12,270 7,715 923,660  1,150,442 -126,782 1,023,660
  Buy HDAX short Aixtron 6,794.24 3.300   3/14/16 3.331 22,421        1,172,863 -149,203  
    ISEQ 20 FBD 1,740.76 6.440   5/30/16 6.529 11,210        1,184,073 -160,414  
    QIX BMW 287.08 78.100   2/08/16 69.300 22,421        1,206,494 -182,835  
1/25/16 Sell Euro 50 short Volkswagen 111.61 110.750 123.708 1/11/16 117.050 -13,064 13,807 743 924,403  1,193,430 -169,028 1,024,403
      Banco Santander 3,201.84 3.860 4.313 1/11/16 4.080 -13,064 13,808 744 925,147  1,180,367 -155,220 1,025,147
    Europe 50 Rio Tinto 10.35 2,112.660 3,163.610 1/04/16 2,585.270 -26,758 32,743 5,986 931,133  1,153,609 -122,476 1,031,133
    FT 30 Tesco 105.89 258.955 234.523 1/11/16 246.739 -26,127 24,834 -1,294 929,839  1,127,482 -97,643 1,029,839
  Buy Euro 50 long SAP 160.32 72.680   4/04/16 70.040 11,652        1,139,134 -109,295  
      Vinci 189.06 61.630   4/04/16 65.450 11,652        1,150,786 -120,946  
    Europe 50 SAP 320.64 72.680   3/28/16 70.840 23,304        1,174,090 -144,251  
    FT 30 National Grid 18.76 1,242.520   2/01/16 1,311.560 23,310        1,197,400 -167,560  
2/01/16 Sell   long National Grid 18.76 1,311.560   1/25/16 1,242.520 -23,310 24,605 1,295 931,135  1,174,090 -142,955 1,031,135
  Buy   short NatWest 67.26 330.109   4/18/16 299.798 22,203        1,196,293 -165,158  
2/08/16 Sell Nasdaq 100 long Amazon.com 680.79 21.802   10/19/15 25.296 -17,221 14,843 -2,379 928,756  1,179,072 -150,316 1,028,756
    OMXC 20 Genmab 207.18 88.896   11/23/15 113.399 -23,494 18,417 -5,077 923,679  1,155,578 -131,899 1,023,679
    QIX short BMW 287.08 69.300 88.018 1/18/16 78.100 -22,421 25,268 2,847 926,526  1,133,157 -106,631 1,026,526
  Buy Nasdaq 100 Micron Technology 2,531.26 9.085   3/21/16 10.259 22,997        1,156,154 -129,628  
    QIX long Rational 56.76 405.150   4/11/16 463.700 22,996        1,179,150 -152,624  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/22/16 Sell DJTA short Ryder System 509.57 53.012 52.057 1/04/16 52.534 -26,770 26,527 -243 926,283  1,152,380 -126,097 1,026,283
    NZX 50 long Tourism 16,859.29 1.542   7/28/14 0.744 -12,545 25,992 13,447 939,730  1,139,835 -100,105 1,039,730
  Buy OMXC 20 Vestas Wind Systems 1,945.02 12.077   2/29/16 12.460 23,490        1,163,325 -123,595  
    DJTA Delta Air Lines 531.15 44.225   3/07/16 43.943 23,490        1,186,815 -147,085  
    NZX 50 short ANZ Banking NZ 1,535.71 15.296   2/29/16 14.670 23,490        1,210,306 -170,576  
2/29/16 Sell ASX 50 short Origin Energy 9,543.41 2.906 2.569 1/11/16 2.738 -26,127 24,520 -1,607 938,123  1,184,179 -146,056 1,038,123
    OMXC 20 long Vestas Wind Systems 1,945.02 12.460   2/22/16 12.077 -23,490 24,235 745 938,867  1,160,689 -121,821 1,038,867
    NZX 50 short ANZ Banking NZ 1,535.71 14.670 15.949 2/22/16 15.296 -23,490 24,492 1,002 939,870  1,137,198 -97,329 1,039,870
  Buy ASX 50 long Newcrest Mining 2,052.54 11.480   11/05/18 13.103 23,563        1,160,761 -120,892  
    NZX 50 a2 Milk 22,104.13 1.066   5/22/17 2.174 23,563        1,184,324 -144,455  
3/07/16 Sell S&P 100 short ConocoPhilips 515.06 37.595 55.443 7/27/15 45.655 -23,515 28,557 5,041 944,911  1,160,809 -115,898 1,044,911
    DAX long Adidas 256.80 96.970   12/28/15 89.090 -22,878 24,902 2,024 946,935  1,137,931 -90,996 1,046,935
    MerVal Pampa Energía 15,824.05 0.728   10/26/15 1.149 -18,185 11,520 -6,665 940,270  1,119,746 -79,476 1,040,270
    DJTA Delta Air Lines 531.15 43.943   2/22/16 44.225 -23,490 23,340 -150 940,120  1,096,256 -56,136 1,040,120
    Nikkei (FRA) short OKI Electric 928.53 12.000 10.960 12/07/15 11.480 -10,660 10,177 -483 939,637  1,085,596 -45,959 1,039,637
      Sharp 1,122.05 13.180 5.820 12/07/15 9.500 -10,659 6,530 -4,129 935,508  1,074,937 -39,429 1,035,508
    BSE Sensex 50 Larsen & Toubro 2,306.63 10.779 12.496 1/04/16 11.606 -26,770 28,825 2,055 937,562  1,048,167 -10,604 1,037,562
  Buy USA long Energy Recovery 3,298.85 7.782   10/29/18 6.189 25,673        1,073,840 -36,277  
    S&P 100 Meta 267.39 96.013   3/28/16 101.554 25,673        1,099,513 -61,950  
    DAX short Deutsche Bank 1,621.48 15.833   4/25/16 14.347 25,673        1,125,186 -87,623  
    MerVal YPF 1,552.67 16.535   4/11/16 14.912 25,673        1,150,859 -113,296  
    DJTA Avis Budget 1,004.30 25.563   3/14/16 24.329 25,673        1,176,532 -138,969  
    Nikkei (FRA) long Nippon Suisan 3,026.76 4.241   3/14/16 4.289 12,836        1,189,368 -151,806  
      Yamaha 491.80 26.101   3/14/16 27.038 12,836        1,202,205 -164,642  
    BSE Sensex 50 Bajaj Finance 2,992.44 8.579   12/10/18 29.076 25,673        1,227,878 -190,315  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/14/16 Sell HDAX short Aixtron 6,794.24 3.331 3.269 1/18/16 3.300 -22,421 22,210 -211 937,352  1,205,457 -168,105 1,037,352
    DJTA Avis Budget 1,004.30 24.329 26.860 3/07/16 25.563 -25,673 26,975 1,302 938,654  1,179,784 -141,130 1,038,654
    Nikkei (FRA) long Nippon Suisan 3,026.76 4.289   3/07/16 4.241 -12,836 12,982 145 938,799  1,166,947 -128,148 1,038,799
      Yamaha 491.80 27.038   3/07/16 26.101 -12,836 13,297 461 939,260  1,154,111 -114,851 1,039,260
  Buy HDAX SMA Solar 531.26 43.500   4/11/16 45.160 23,110        1,177,221 -137,960  
    DJTA Alaska Air Group 321.55 71.870   10/29/18 53.552 23,110        1,200,330 -161,070  
    Nikkei (FRA) short Toshiba 696.50 16.590   7/18/16 25.800 11,555        1,211,885 -172,625  
      IHI 635.59 18.180   7/18/16 25.860 11,555        1,223,440 -184,180  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,531.26 10.259 7.912 2/08/16 9.085 -22,997 20,026 -2,971 936,289  1,200,443 -164,154 1,036,289
    TSX 60 Cenovus Energy 1,229.98 12.064 19.931 5/11/15 15.506 -19,072 24,514 5,442 941,731  1,181,371 -139,640 1,041,731
    DJ Global Titans ConocoPhilips 707.07 37.886 36.068 8/24/15 36.977 -26,145 25,502 -643 941,089  1,155,226 -114,137 1,041,089
  Buy Nasdaq 100 long NVidia 3,072.16 7.543   10/29/18 40.739 23,173        1,178,399 -137,310  
    TSX 60 Barrick Gold 1,775.91 13.049   6/27/16 19.168 23,173        1,201,572 -160,483  
    DJ Global Titans McDonald´s 210.36 110.161   3/28/16 110.022 23,173        1,224,746 -183,657  
3/28/16 Sell S&P 100 long Meta 267.39 101.554   3/07/16 96.013 -25,673 27,155 1,482 942,570  1,199,073 -156,502 1,042,570
    ATX short Vienna Insurance 639.21 18.660 39.765 9/07/15 27.240 -17,412 25,418 8,006 950,576  1,181,660 -131,084 1,050,576
    BEL 20 Solvay 186.44 85.670 93.522 9/28/15 89.510 -16,688 17,436 748 951,324  1,164,972 -113,648 1,051,324
    Europe 50 long SAP 320.64 70.840   1/25/16 72.680 -23,304 22,714 -590 950,734  1,141,668 -90,934 1,050,734
    DJ Global Titans McDonald´s 210.36 110.022   3/21/16 110.161 -23,173 23,144 -29 950,705  1,118,495 -67,790 1,050,705
  Buy S&P 100 short Devon Energy 1,064.57 23.082   4/25/16 30.124 24,572        1,143,067 -92,362  
    ATX long Flughafen Wien 1,009.22 24.348   5/16/16 25.113 24,572        1,167,639 -116,934  
    BEL 20 Bekaert 702.06 35.000   4/25/16 37.780 24,572        1,192,211 -141,506  
    Europe 50 short Credit Suisse 1,920.14 12.797   4/18/16 13.328 24,572        1,216,783 -166,078  
    DJ Global Titans Mitsubishi UFJ 5,909.86 4.158   4/11/16 3.840 24,572        1,241,355 -190,650  
4/04/16 Sell Euro 50 long SAP 160.32 70.040   1/25/16 72.680 -11,652 11,229 -423 950,282  1,229,703 -179,421 1,050,282
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Vinci 189.06 65.450   1/25/16 61.630 -11,652 12,374 722 951,004  1,218,051 -167,047 1,051,004
    OMXS 30 short SSAB 5,488.13 3.262 1.615 1/04/16 2.439 -13,385 8,866 -4,519 946,485  1,204,666 -158,181 1,046,485
      SKF A 920.43 15.448 13.637 1/04/16 14.542 -13,385 12,552 -833 945,651  1,191,281 -145,630 1,045,651
  Buy Euro 50 Deutsche Bank 851.69 13.209   5/16/16 12.861 11,250        1,202,531 -156,880  
      Unicredit 744.39 15.113   5/16/16 14.382 11,250        1,213,781 -168,130  
    OMXC 20 long Genmab 180.99 124.315   4/11/16 126.502 22,500        1,236,281 -190,630  
    OMXS 30 Securitas 776.02 14.497   4/11/16 14.803 11,250        1,247,531 -201,880  
      Fingerprint Cards 1,072.53 10.489   4/11/16 10.913 11,250        1,258,781 -213,130  
4/11/16 Sell HDAX long SMA Solar 531.26 45.160   3/14/16 43.500 -23,110 23,992 882 946,533  1,235,671 -189,138 1,046,533
    OMXC 20 Genmab 180.99 126.502   4/04/16 124.315 -22,500 22,896 396 946,929  1,213,171 -166,242 1,046,929
    OMXS 30 Securitas 776.02 14.803   4/04/16 14.497 -11,250 11,487 237 947,166  1,201,921 -154,755 1,047,166
      Fingerprint Cards 1,072.53 10.913   4/04/16 10.489 -11,250 11,705 455 947,621  1,190,671 -143,050 1,047,621
    MerVal short YPF 1,552.67 14.912 18.335 3/07/16 16.535 -25,673 28,468 2,795 950,416  1,164,998 -114,583 1,050,416
    QIX long Rational 56.76 463.700   2/08/16 405.150 -22,996 26,320 3,323 953,739  1,142,002 -88,263 1,053,739
    DJ Global Titans short Mitsubishi UFJ 5,909.86 3.840 4.501 3/28/16 4.158 -24,572 26,603 2,031 955,770  1,117,430 -61,660 1,055,770
  Buy HDAX Deutsche Bank 1,988.94 12.495   7/25/16 11.745 24,852        1,142,282 -86,512  
    OMXC 20 Nordea Bank (DK) 3,000.22 8.283   4/25/16 8.632 24,852        1,167,134 -111,364  
    OMXS 30 Nordea Bank 1,494.50 8.315   4/18/16 8.483 12,426        1,179,560 -123,790  
      S.E.B 1,466.85 8.471   4/18/16 8.777 12,426        1,191,986 -136,216  
    MerVal long Gr Fin Galicia 10,907.18 2.279   6/20/16 2.681 24,852        1,216,838 -161,068  
    QIX short Mercedes-Benz 410.78 60.500   7/04/16 54.240 24,852        1,241,690 -185,921  
    DJ Global Titans long McDonald´s 222.24 111.826   5/09/16 114.955 24,852        1,266,542 -210,773  
4/18/16 Sell France short Vallourec 99.09 148.800 467.252 1/11/16 263.680 -26,128 46,300 20,172 975,941  1,240,414 -164,473 1,075,941
    HSI China Shenhua HK 12,413.31 1.521 2.268 7/13/15 1.857 -23,054 28,156 5,102 981,043  1,217,360 -136,317 1,081,043
    OMXS 30 Nordea Bank 1,494.50 8.483 8.147 4/11/16 8.315 -12,426 12,175 -251 980,792  1,204,934 -124,142 1,080,792
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      S.E.B 1,466.85 8.777 8.166 4/11/16 8.471 -12,426 11,978 -448 980,344  1,192,508 -112,164 1,080,344
    Europe 50 Credit Suisse 1,920.14 13.328 12.266 3/28/16 12.797 -24,572 23,552 -1,020 979,324  1,167,936 -88,612 1,079,324
    FT 30 NatWest 67.26 299.798 363.484 2/01/16 330.109 -22,203 24,448 2,245 981,569  1,145,733 -64,164 1,081,569
  Buy France long Ubisoft 939.25 27.080   6/13/16 32.460 25,435        1,171,168 -89,599  
    HSI AAC Technologies 3,857.00 6.595   11/21/16 8.782 25,435        1,196,603 -115,034  
    OMXS 30 Securitas 882.12 14.417   6/13/16 13.140 12,718        1,209,321 -127,752  
      Fingerprint Cards 1,028.10 12.370   6/13/16 9.568 12,717        1,222,038 -140,469  
    Europe 50 BAT 4.71 5,403.310   4/25/16 5,349.570 25,450        1,247,488 -165,919  
    FT 30 BAT 4.71 5,403.310   4/25/16 5,349.570 25,450        1,272,937 -191,368  
4/25/16 Sell S&P 100 short Devon Energy 1,064.57 30.124 16.039 3/28/16 23.082 -24,572 17,075 -7,497 974,072  1,248,365 -174,294 1,074,072
    DAX Deutsche Bank 1,621.48 14.347 17.473 3/07/16 15.833 -25,673 28,332 2,659 976,731  1,222,692 -145,961 1,076,731
    TecDAX Aixtron 3,006.81 4.108 11.590 6/01/15 6.900 -20,747 34,848 14,101 990,831  1,201,945 -111,114 1,090,831
    IBEX 35 Obrascón Huarte Lain 996.45 5.840 62.729 5/11/15 19.140 -19,072 62,507 43,435 1,034,266  1,182,873 -48,607 1,134,266
    RTX Mobile TeleSystems 2,867.71 7.952 4.490 11/02/15 6.221 -17,840 12,876 -4,964 1,029,302  1,165,033 -35,731 1,129,302
    BEL 20 long Bekaert 702.06 37.780   3/28/16 35.000 -24,572 26,524 1,952 1,031,254  1,140,461 -9,207 1,131