Tue, Jan 18th, 2022, 8:07UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
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date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/03/11 Buy RTX short Mobile TeleSystems 325.73 15.350   1/10/11 15.680 5,000        5,000 95,000 100,000
    ISEQ 20 long Kingspan 331.13 7.550   3/21/11 6.330 2,500        7,500 92,500  
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        10,000 90,000  
1/10/11 Sell RTX short Mobile TeleSystems 325.73 15.680 15.020 1/03/11 15.350 -5,000 4,892 -108 -108  5,000 94,892 99,893
1/17/11 Buy CAC 40 long Valeo 321.42 15.148   3/14/11 13.523 4,869        9,869 90,024  
    AEX Aalberts 323.52 15.050   3/28/11 16.715 4,869        14,738 85,155  
1/24/11 Buy IBEX 35 long Sacyr 846.94 5.462   2/28/11 7.082 4,626        19,364 80,529  
    Topix (TYO) short Resona 1,146.01 4.037   1/31/11 3.670 4,626        23,990 75,903  
1/31/11 Sell   short Resona 1,146.01 3.670 4.440 1/24/11 4.037 -4,626 5,089 463 355  19,364 80,991 100,355
  Buy SSE 50 long China Shipbuilding 4,609.52 0.983   2/21/11 0.981 4,533        23,897 76,458  
    Topix (TYO) Isuzu Motors 631.51 7.178   8/29/11 5.756 4,533        28,430 71,925  
2/07/11 Buy HSI short China Res Land 3,592.16 1.199   4/04/11 1.417 4,307        32,737 67,618  
    HSI-Fin China Life Ins HK 1,572.87 2.738   1/16/12 2.249 4,307        37,044 63,311  
    ÖkoDAX (deprecated) long CropEnergies 730.00 5.900   6/06/11 4.970 4,307        41,351 59,004  
    BSE Sensex 30 short Bharat Heavy 987.93 4.360   1/30/12 2.662 4,307        45,658 54,697  
    STI Wilmar International 1,420.42 3.032   3/28/11 3.080 4,307        49,965 50,390  
2/14/11 Buy OMXH 25 short Nokia 562.39 6.700   2/21/11 6.240 3,768        53,733 46,622  
    PSI 20 long Jerónimo Martins 314.66 11.975   2/21/11 11.500 3,768        57,501 42,854  
    GEX InVision 183.72 20.510   3/07/11 22.905 3,768        61,269 39,086  
2/21/11 Sell SSE 50 long China Shipbuilding 4,609.52 0.981   1/31/11 0.983 -4,533 4,520 -13 342  56,736 43,606 100,342
    OMXH 25 short Nokia 562.39 6.240 7.194 2/14/11 6.700 -3,768 4,046 278 620  52,968 47,652 100,620
    PSI 20 long Jerónimo Martins 314.66 11.500   2/14/11 11.975 -3,768 3,619 -149 471  49,200 51,271 100,471
  Buy SSE 50 short Shanghai Pudong 3,412.20 1.112   4/04/11 1.203 3,793        52,993 47,478  
    OMXH 25 long Metso Outotec 389.43 9.740   2/28/11 10.430 3,793        56,786 43,684  
    PSI 20 short Impresa 3,831.31 0.990   3/28/11 1.010 3,793        60,579 39,891  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Richemont 89.12 42.559   2/28/11 41.624 3,793        64,372 36,099  
2/28/11 Sell IBEX 35 long Sacyr 846.94 7.082   1/24/11 5.462 -4,626 5,998 1,372 1,843  59,746 42,097 101,843
    OMXH 25 Metso Outotec 389.43 10.430   2/21/11 9.740 -3,793 4,062 269 2,111  55,953 46,158 102,111
    SMI Richemont 89.12 41.624   2/21/11 42.559 -3,793 3,710 -83 2,028  52,160 49,868 102,028
  Buy IBEX 35 short Banco Sabadell 1,501.98 2.528   3/21/11 2.535 3,797        55,957 46,071  
    OMXH 25 Nokia 623.48 6.090   12/26/11 3.720 3,797        59,754 42,274  
    SMI Roche 34.61 109.719   3/07/11 102.126 3,797        63,551 38,477  
    NZX 50 Heartland 8,908.96 0.426   4/25/11 0.391 3,797        67,348 34,680  
    Topix (FRA) Resona 935.22 4.060   7/11/11 3.532 3,797        71,145 30,883  
3/07/11 Sell SMI short Roche 34.61 102.126 117.876 2/28/11 109.719 -3,797 4,080 282 2,310  67,348 34,962 102,310
    GEX long InVision 183.72 22.905   2/14/11 20.510 -3,768 4,208 440 2,750  63,580 39,170 102,750
  Buy SMI Richemont 83.90 42.288   3/14/11 39.521 3,548        67,128 35,622  
    GEX short MeVis Medical 290.82 12.200   2/13/12 5.650 3,548        70,676 32,074  
3/14/11 Sell CAC 40 long Valeo 321.42 13.523   1/17/11 15.148 -4,869 4,347 -522 2,228  65,807 36,421 102,228
    SMI Richemont 83.90 39.521   3/07/11 42.288 -3,548 3,316 -232 1,996  62,259 39,737 101,996
  Buy CAC 40 short Carrefour 112.98 31.360   4/25/11 31.100 3,543        65,802 36,194  
    TecDAX SMA Solar 48.04 73.750   2/06/12 50.420 3,543        69,345 32,651  
    HSI-Prop China Ov Land & Inv 1,348.79 1.313   1/16/12 1.541 1,772        71,116 30,879  
      China Res Land 1,476.50 1.200   1/16/12 1.413 1,772        72,888 29,108  
    Nordic 30 Nokia 603.58 5.870   11/28/11 4.150 3,543        76,431 25,565  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        79,979 22,016  
    SMI Roche 35.02 101.160   5/02/11 110.747 3,543        83,522 18,474  
    Nikkei (FRA) Resona 521.03 3.400   1/09/12 3.458 1,772        85,293 16,702  
      Tokyo Electric Power 137.33 12.900   1/09/12 1.740 1,772        87,065 14,931  
    Nikkei (TYO) Resona 1,042.49 3.399   4/25/11 3.103 3,543        90,608 11,388  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/11 Sell IBEX 35 short Banco Sabadell 1,501.98 2.535 2.521 2/28/11 2.528 -3,797 3,786 -11 1,985  86,811 15,174 101,985
    ISEQ 20 long Kingspan 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,581  84,311 17,270 101,581
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,093  81,811 20,282 102,093
  Buy IBEX 35 Sacyr 421.70 7.254   4/04/11 7.471 3,059        84,870 17,223  
    ISEQ 20 short Bank of Ireland 171.66 8.910   3/28/11 7.590 1,529        86,400 15,694  
      Ryanair 470.47 3.251   3/28/11 3.273 1,530        87,929 14,164  
3/28/11 Sell AEX long Aalberts 323.52 16.715   1/17/11 15.050 -4,869 5,408 539 2,632  83,060 19,572 102,632
    ISEQ 20 short Bank of Ireland 171.66 7.590 10.460 3/21/11 8.910 -1,529 1,795 266 2,898  81,531 21,367 102,898
      Ryanair 470.47 3.273 3.229 3/21/11 3.251 -1,530 1,519 -10 2,887  80,001 22,886 102,887
    PSI 20 Impresa 3,831.31 1.010 0.970 2/21/11 0.990 -3,793 3,716 -77 2,811  76,208 26,603 102,811
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,729  72,660 30,070 102,729
    STI Wilmar International 1,420.42 3.080 2.984 2/07/11 3.032 -4,307 4,239 -68 2,661  68,353 34,308 102,661
  Buy AEX Philips 154.37 22.180   1/02/12 16.490 3,424        71,777 30,884  
    ISEQ 20 long Glanbia 393.56 4.350   4/25/11 4.541 1,712        73,489 29,172  
      Origin Enterprises 447.58 3.825   4/25/11 3.900 1,712        75,201 27,460  
    PSI 20 Jerónimo Martins 303.28 11.290   4/11/11 11.320 3,424        78,625 24,036  
    STI Genting 2,951.72 1.160   5/02/11 1.158 3,424        82,049 20,612  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,412.20 1.203 1.020 2/21/11 1.112 -3,793 3,480 -313 2,348  78,256 24,093 102,348
    HSI China Res Land 3,592.16 1.417 0.981 2/07/11 1.199 -4,307 3,524 -783 1,565  73,949 27,616 101,565
    IBEX 35 long Sacyr 421.70 7.471   3/21/11 7.254 -3,059 3,151 92 1,657  70,890 30,767 101,657
  Buy SSE 50 IM BaoTou Steel 10,924.09 0.303   5/23/11 0.268 3,310        74,200 27,457  
    HSI Galaxy Entertainment 3,064.81 1.080   8/01/11 1.948 3,310        77,510 24,147  
    IBEX 35 short Banco Sabadell 1,329.85 2.489   2/06/12 2.331 3,310        80,820 20,837  
    Athex LC Piraeus Bank 0.01 432,300.000   4/02/12 82,830.000 4,323        85,143 16,514  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   3/28/11 11.290 -3,424 3,433 9 1,666  81,719 19,947 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 4,983.61 0.610   2/06/12 0.190 3,040        84,759 16,907  
    OBX 25 Frontline 39.36 77.243   1/16/12 17.878 3,040        87,799 13,867  
    OMXS 30 AstraZeneca 44.74 33.972   4/18/11 34.188 1,520        89,319 12,347  
      Nokia 254.77 5.966   4/18/11 6.088 1,520        90,839 10,827  
    FT 30 3i Group 10.05 302.376   5/02/11 315.356 3,039        93,878 7,788  
4/18/11 Sell OMXS 30 short AstraZeneca 44.74 34.188 33.756 4/11/11 33.972 -1,520 1,510 -10 1,656  92,358 9,298 101,656
      Nokia 254.77 6.088 5.844 4/11/11 5.966 -1,520 1,489 -31 1,625  90,838 10,787 101,625
  Buy   long Lundin 135.74 10.350   5/30/11 9.405 1,405        92,243 9,382  
      Swedbank 107.57 13.061   5/30/11 12.341 1,405        93,648 7,977  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,655  90,105 11,550 101,655
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,730  88,393 13,337 101,730
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  86,681 15,083 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  82,884 19,223 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  79,341 23,103 102,444
  Buy ISEQ 20 Bank of Ireland 210.89 7.440   1/02/12 2.550 1,569        80,910 21,534  
      Ryanair 466.13 3.366   1/02/12 3.780 1,569        82,479 19,965  
    OMXC 20 Vestas Wind Systems 652.58 4.809   5/16/11 4.185 3,138        85,617 16,827  
    NZX 50 long a2 Milk 40,700.39 0.077   10/03/11 0.120 3,138        88,755 13,689  
    Nikkei (TYO) Screen 103.79 30.233   5/09/11 32.089 3,138        91,892 10,551  
5/02/11 Sell FT 30 short 3i Group 10.05 315.356 289.395 4/11/11 302.376 -3,039 2,908 -130 2,313  88,854 13,460 102,313
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,308  85,430 16,879 102,308
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,973  81,887 20,086 101,973
  Buy STI Wilmar International 1,080.38 2.824   7/02/12 2.197 3,051        84,938 17,035  
    SMI long Richemont 69.75 43.745   5/09/11 42.905 3,051        87,989 13,983  
5/09/11 Sell   long Richemont 69.75 42.905   5/02/11 43.745 -3,051 2,993 -59 1,914  84,938 16,976 101,914
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (TYO) Screen 103.79 32.089   4/25/11 30.233 -3,138 3,331 193 2,107  81,800 20,307 102,107
  Buy CAC 40 short Carrefour 99.79 30.665   2/06/12 18.345 3,060        84,860 17,247  
    TSX 60 BlackBerry 101.03 30.287   2/20/12 11.318 3,060        87,920 14,187  
    FT 30 Lloyds Bank 49.97 61.241   5/30/11 59.956 3,060        90,980 11,126  
    SMI Credit Suisse 104.12 29.390   5/21/12 15.602 3,060        94,040 8,066  
    Nikkei (TYO) Tokyo Electric Power 740.69 4.131   2/13/12 1.953 3,060        97,100 5,006  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 652.58 4.185 5.526 4/25/11 4.809 -3,138 3,606 468 2,574  93,962 8,612 102,574
  Buy   long Novozymes 117.39 23.673   5/30/11 23.619 2,779        96,741 5,833  
    CAC Mid 60 short Genfit 706.59 3.933   1/23/12 1.723 2,779        99,520 3,054  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,924.09 0.268   4/04/11 0.303 -3,310 2,924 -386 2,189  96,210 5,979 102,189
  Buy   short China Life 1,300.63 2.079   5/30/11 2.028 2,704        98,914 3,275  
    SDAX Heidelberger Druck 932.74 2.899   1/30/12 1.657 2,704        101,618 571  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        104,349 -2,160  
5/30/11 Sell SSE 50 short China Life 1,300.63 2.028 2.131 5/23/11 2.079 -2,704 2,772 68 2,257  101,645 612 102,257
    OMXC 20 long Novozymes 117.39 23.619   5/16/11 23.673 -2,779 2,773 -6 2,250  98,866 3,384 102,250
    OMXS 30 Lundin 135.74 9.405   4/18/11 10.350 -1,405 1,277 -128 2,122  97,461 4,661 102,122
      Swedbank 107.57 12.341   4/18/11 13.061 -1,405 1,328 -77 2,045  96,056 5,988 102,045
    FT 30 short Lloyds Bank 49.97 59.956 62.554 5/09/11 61.241 -3,060 3,126 66 2,110  92,996 9,114 102,110
  Buy SSE 50 long China Northern Rare 1,150.95 2.415   6/06/11 2.742 2,780        95,776 6,334  
    BEL 20 short Galapagos 291.10 9.550   7/04/11 8.420 2,780        98,556 3,554  
    OMXC 20 Vestas Wind Systems 686.34 4.051   7/04/11 3.486 2,780        101,336 774  
    OMXS 30 Nokia 308.07 4.512   7/04/11 4.367 1,390        102,726 -616  
      Telia Company 262.25 5.300   7/04/11 4.997 1,390        104,116 -2,006  
6/06/11 Sell SSE 50 long China Northern Rare 1,150.95 2.742   5/30/11 2.415 -2,780 3,156 376 2,487  101,336 1,150 102,487
    ÖkoDAX (deprecated) CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,808  97,029 4,779 101,808
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy SSE 50 short China Rwy Constr 4,217.19 0.632   1/23/12 0.506 2,664        99,693 2,115  
    FT 30 Lloyds Bank 50.61 52.638   12/05/11 31.447 2,664        102,357 -549  
    BAX long Zooplus 57.08 46.669   6/13/11 48.803 2,664        105,021 -3,213  
6/13/11 Sell   long Zooplus 57.08 48.803   6/06/11 46.669 -2,664 2,786 122 1,929  102,357 -428 101,929
6/20/11 Buy CAC Next 20 short EDF 97.71 25.965   6/27/11 25.805 2,537        104,894 -2,965  
6/27/11 Sell   short EDF 97.71 25.805 26.126 6/20/11 25.965 -2,537 2,553 16 1,945  102,357 -412 101,945
  Buy France Carrefour 95.95 26.450   1/23/12 17.050 2,538        104,895 -2,950  
    MIB UnipolSai 494.74 5.130   11/05/12 0.935 2,538        107,433 -5,488  
    CAC Next 20 long Arkema 38.98 65.105   7/11/11 66.601 2,538        109,971 -8,026  
7/04/11 Sell BEL 20 short Galapagos 291.10 8.420 10.832 5/30/11 9.550 -2,780 3,153 373 2,318  107,191 -4,872 102,318
    OMXC 20 Vestas Wind Systems 686.34 3.486 4.707 5/30/11 4.051 -2,780 3,231 451 2,769  104,411 -1,642 102,769
    OMXS 30 Nokia 308.07 4.367 4.661 5/30/11 4.512 -1,390 1,436 46 2,815  103,021 -206 102,815
      Telia Company 262.25 4.997 5.622 5/30/11 5.300 -1,390 1,474 84 2,899  101,631 1,269 102,899
  Buy BEL 20 long Solvay 24.18 107.700   7/11/11 107.450 2,604        104,235 -1,336  
    OMXC 20 Novozymes 112.02 23.246   7/11/11 23.100 2,604        106,839 -3,940  
    OMXS 30 Lundin 130.65 9.965   7/11/11 9.554 1,302        108,141 -5,242  
      Swedish Match 534.53 2.436   7/11/11 2.441 1,302        109,443 -6,544  
7/11/11 Sell BEL 20 long Solvay 24.18 107.450   7/04/11 107.700 -2,604 2,598 -6 2,893  106,839 -3,946 102,893
    OMXC 20 Novozymes 112.02 23.100   7/04/11 23.246 -2,604 2,588 -16 2,877  104,235 -1,358 102,877
    OMXS 30 Lundin 130.65 9.554   7/04/11 9.965 -1,302 1,248 -54 2,823  102,933 -110 102,823
      Swedish Match 534.53 2.441   7/04/11 2.436 -1,302 1,305 3 2,826  101,631 1,195 102,826
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,394  97,834 5,560 103,394
    CAC Next 20 long Arkema 38.98 66.601   6/27/11 65.105 -2,538 2,596 58 3,452  95,296 8,156 103,452
  Buy RTX short Mobile TeleSystems 215.11 12.970   7/18/11 12.740 2,790        98,086 5,366  
    BEL 20 Bekaert 55.31 50.440   3/12/12 24.765 2,790        100,876 2,576  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Vestas Wind Systems 813.53 3.430   11/28/11 1.979 2,790        103,666 -214  
    OMXS 30 Nokia 352.85 3.954   11/28/11 4.082 1,395        105,061 -1,609  
      SSAB 148.39 9.401   11/28/11 6.652 1,395        106,456 -3,004  
    Topix (FRA) long Daito Trust 43.07 64.780   8/01/11 65.420 2,790        109,246 -5,794  
7/18/11 Sell RTX short Mobile TeleSystems 215.11 12.740 13.204 7/11/11 12.970 -2,790 2,840 50 3,502  106,456 -2,953 103,502
  Buy ATX Flughafen Wien 302.77 8.300   3/26/12 7.050 2,513        108,969 -5,466  
7/25/11 Buy ASX 50 short Macquarie Group 117.63 20.828   1/16/12 19.953 2,450        111,419 -7,916  
    DJ Global Titans Bank of America 351.52 6.970   12/26/11 4.202 2,450        113,869 -10,366  
8/01/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,164  110,559 -4,395 106,164
    Topix (FRA) Daito Trust 43.07 65.420   7/11/11 64.780 -2,790 2,818 28 6,192  107,769 -1,577 106,192
  Buy S&P 100 short AIG 131.67 19.860   1/09/12 18.875 2,615        110,384 -4,192  
    HSI New World Dev 695.55 3.760   12/26/11 2.465 2,615        112,999 -6,807  
    HDAX Commerzbank 139.09 18.801   1/23/12 14.511 2,615        115,614 -9,422  
    RTX Mobile TeleSystems 212.26 12.320   6/25/12 13.400 2,615        118,229 -12,037  
    DJTA Delta Air Lines 482.63 5.418   10/24/11 6.408 2,615        120,844 -14,652  
    Topix (FRA) Nintendo 23.64 110.600   1/23/12 105.744 2,615        123,458 -17,267  
    SP Global 100 Carrefour 130.23 20.080   4/30/12 15.175 2,615        126,073 -19,882  
8/08/11 Buy Nasdaq 100 short Akamai 146.33 14.741   10/10/11 17.540 2,157        128,230 -22,039  
    Kospi 50 LG Display 157.82 13.668   10/10/11 14.049 2,157        130,387 -24,196  
    DAX Commerzbank 140.48 15.354   12/19/11 9.482 2,157        132,544 -26,353  
    MDAX Ceconomy 224.43 9.611   5/14/12 7.298 2,157        134,701 -28,510  
    FTSE Lloyds Bank 57.29 37.648   11/28/11 27.613 2,157        136,858 -30,667  
    Europe 50 Lloyds Bank 57.29 37.648   12/19/11 27.968 2,157        139,015 -32,824  
    BSE Sensex 50 Tata Motors 834.53 2.585   10/03/11 2.302 2,157        141,172 -34,981  
    QIX Pro7-Sat1 154.07 14.000   1/23/12 17.200 2,157        143,329 -37,138  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/22/11 Buy DJIA short Goldman Sachs 23.33 73.991   12/19/11 67.244 1,726        145,055 -38,864  
8/29/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   1/31/11 7.178 -4,533 3,635 -898 5,293  140,522 -35,229 105,293
  Buy   short Nintendo 15.02 116.602   2/13/12 104.998 1,751        142,274 -36,980  
9/05/11 Buy Euro 50 short Societe Generale 42.15 20.250   1/09/12 15.000 854        143,127 -37,834  
      Unicredit 31.08 27.460   1/09/12 11.455 853        143,981 -38,687  
10/03/11 Sell NZX 50 long a2 Milk 40,700.39 0.120   4/25/11 0.077 -3,138 4,864 1,726 7,019  140,843 -33,824 107,019
    BSE Sensex 50 short Tata Motors 834.53 2.302 2.902 8/08/11 2.585 -2,157 2,422 265 7,284  138,686 -31,402 107,284
  Buy NZX 50 Heartland 6,804.16 0.279   10/17/11 0.296 1,897        140,583 -33,299  
    BSE Sensex 50 long Eicher Motors 779.31 2.434   10/17/11 2.393 1,897        142,480 -35,196  
10/10/11 Sell Nasdaq 100 short Akamai 146.33 17.540 11.942 8/08/11 14.741 -2,157 1,747 -410 6,874  140,323 -33,448 106,874
    Kospi 50 LG Display 157.82 14.049 13.287 8/08/11 13.668 -2,157 2,097 -60 6,814  138,166 -31,351 106,814
  Buy Nasdaq 100 long Regeneron 38.22 49.346   8/24/15 434.608 1,886        140,052 -33,237  
    Kospi 50 SK Holdings 19.67 95.875   12/19/11 80.532 1,886        141,937 -35,123  
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 6,698  140,040 -33,342 106,698
    BSE Sensex 50 long Eicher Motors 779.31 2.393   10/03/11 2.434 -1,897 1,865 -32 6,666  138,143 -31,477 106,666
  Buy NZX 50 a2 Milk 13,498.56 0.139   10/31/11 0.139 1,879        140,022 -33,356  
    BSE Sensex 50 short Aurobindo Pharma 2,045.73 0.919   10/24/11 0.877 1,879        141,901 -35,235  
10/24/11 Sell DJTA short Delta Air Lines 482.63 6.408 4.429 8/01/11 5.418 -2,615 2,137 -478 6,188  139,286 -33,098 106,188
    BSE Sensex 50 Aurobindo Pharma 2,045.73 0.877 0.962 10/17/11 0.919 -1,879 1,967 88 6,277  137,407 -31,131 106,277
  Buy   long Eicher Motors 804.21 2.335   12/07/15 22.421 1,878        139,285 -33,009  
10/31/11 Sell NZX 50 long a2 Milk 13,498.56 0.139   10/17/11 0.139 -1,879 1,880 1 6,278  137,406 -31,128 106,278
  Buy   short Heartland 6,222.66 0.302   3/05/12 0.277 1,878        139,284 -33,006  
11/21/11 Buy USA short Netflix 232.76 7.867   11/28/11 7.544 1,831        141,115 -34,837  
    DJTA JetBlue Airways 689.77 2.655   12/05/11 3.509 1,831        142,946 -36,668  
11/28/11 Sell USA short Netflix 232.76 7.544 8.203 11/21/11 7.867 -1,831 1,909 78 6,356  141,115 -34,759 106,356
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FTSE Lloyds Bank 57.29 27.613 51.330 8/08/11 37.648 -2,157 2,941 784 7,140  138,959 -31,818 107,140
    OMXC 20 Vestas Wind Systems 813.53 1.979 5.942 7/11/11 3.430 -2,790 4,834 2,044 9,184  136,169 -26,984 109,184
    OMXS 30 Nokia 352.85 4.082 3.825 7/11/11 3.954 -1,395 1,350 -45 9,139  134,774 -25,634 109,139
      SSAB 148.39 6.652 13.285 7/11/11 9.401 -1,395 1,971 576 9,716  133,379 -23,663 109,716
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,184  129,836 -18,652 111,184
  Buy FTSE long Next 0.74 3,105.900   6/04/12 3,698.710 2,298        132,134 -20,950  
    OMXC 20 Tryg 269.03 8.598   5/14/12 8.768 2,313        134,447 -23,263  
    OMXS 30 Getinge 62.04 18.641   5/14/12 19.967 1,156        135,603 -24,419  
      Lundin 61.90 18.684   5/14/12 15.471 1,157        136,760 -25,576  
    Nordic 30 Equinor 126.71 18.255   5/07/12 19.757 2,313        139,073 -27,889  
12/05/11 Sell FT 30 short Lloyds Bank 50.61 31.447 88.109 6/06/11 52.638 -2,664 4,459 1,795 12,979  136,409 -23,430 112,979
    DJTA JetBlue Airways 689.77 3.509 1.800 11/21/11 2.655 -1,831 1,242 -589 12,390  134,578 -22,188 112,390
  Buy FT 30 long BAT 0.66 3,416.030   12/12/11 3,512.060 2,255        136,833 -24,443  
    DJTA Kirby 46.97 48.011   6/25/12 36.163 2,255        139,088 -26,698  
12/12/11 Sell FT 30 long BAT 0.66 3,512.060   12/05/11 3,416.030 -2,255 2,318 63 12,453  136,833 -24,380 112,453
  Buy   short Lloyds Bank 76.97 28.594   12/19/11 27.968 2,201        139,034 -26,581  
12/19/11 Sell DJIA short Goldman Sachs 23.33 67.244 81.415 8/22/11 73.991 -1,726 1,899 173 12,627  137,308 -24,681 112,627
    Kospi 50 long SK Holdings 19.67 80.532   10/10/11 95.875 -1,886 1,584 -302 12,325  135,422 -23,097 112,325
    DAX short Commerzbank 140.48 9.482 24.862 8/08/11 15.354 -2,157 3,493 1,336 13,661  133,265 -19,604 113,661
    Europe 50 Lloyds Bank 57.29 27.968 50.678 8/08/11 37.648 -2,157 2,903 747 14,407  131,108 -16,701 114,407
    FT 30 Lloyds Bank 76.97 27.968 29.234 12/12/11 28.594 -2,201 2,250 49 14,456  128,907 -14,451 114,456
  Buy DJIA long Visa 132.30 18.897   8/24/15 58.880 2,500        131,407 -16,951  
    Kospi 50 short Hyundai Heavy 13.72 182.275   1/23/12 209.385 2,501        133,908 -19,452  
    DAX long Merck (EMD) 68.13 36.695   6/04/12 36.500 2,500        136,408 -21,952  
    Europe 50 Roche 19.27 129.719   10/20/14 222.572 2,500        138,908 -24,452  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Tate & Lyle 3.09 808.105   5/14/12 858.422 2,497        141,405 -26,949  
12/26/11 Sell HSI short New World Dev 695.55 2.465 5.735 8/01/11 3.760 -2,615 3,989 1,374 15,830  138,790 -22,960 115,830
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,249  134,993 -16,744 118,249
    DJ Global Titans Bank of America 351.52 4.202 11.562 7/25/11 6.970 -2,450 4,064 1,614 19,863  132,543 -12,679 119,863
  Buy HSI long Lenovo 4,975.85 0.538   5/21/12 0.656 2,679        135,222 -15,358  
    OMXH 25 Huhtamäki 290.56 9.220   1/02/12 9.150 2,679        137,901 -18,037  
    DJ Global Titans Philip Morris 44.33 60.439   1/23/12 57.914 2,679        140,580 -20,717  
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 21,045  137,156 -16,111 121,045
    ISEQ 20 Bank of Ireland 210.89 2.550 21.707 4/25/11 7.440 -1,569 4,578 3,009 24,054  135,587 -11,533 124,054
      Ryanair 466.13 3.780 2.952 4/25/11 3.366 -1,569 1,376 -193 23,861  134,018 -10,157 123,861
    OMXH 25 long Huhtamäki 290.56 9.150   12/26/11 9.220 -2,679 2,659 -20 23,840  131,339 -7,499 123,840
  Buy Germany Encavis 895.32 3.248   5/14/12 2.970 2,908        134,247 -10,407  
    AEX Vopak 70.76 41.095   4/09/12 44.780 2,908        137,155 -13,315  
    ISEQ 20 Flutter 32.24 45.100   5/21/12 50.010 1,454        138,609 -14,769  
      Ryanair 384.66 3.780   5/21/12 4.040 1,454        140,063 -16,223  
    OMXH 25 short Outokumpu 250.26 11.620   1/09/12 12.510 2,908        142,971 -19,131  
1/09/12 Sell S&P 100 short AIG 131.67 18.875 20.895 8/01/11 19.860 -2,615 2,751 136 23,977  140,356 -16,379 123,977
    Euro 50 Societe Generale 42.15 15.000 27.338 9/05/11 20.250 -854 1,152 299 24,276  139,503 -15,227 124,276
      Unicredit 31.08 11.455 65.827 9/05/11 27.460 -853 2,046 1,192 25,468  138,649 -13,181 125,468
    OMXH 25 Outokumpu 250.26 12.510 10.730 1/02/12 11.620 -2,908 2,685 -223 25,245  135,741 -10,496 125,245
    Nikkei (FRA) Resona 521.03 3.458 3.342 3/14/11 3.400 -1,772 1,741 -30 25,215  133,970 -8,755 125,215
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,577  132,198 4,379 136,577
  Buy S&P 100 long Biogen 39.00 90.342   9/03/12 116.954 3,523        135,721 856  
    Euro 50 ASML 54.37 32.400   8/24/15 74.790 1,762        137,483 -906  
      AB InBev 37.09 47.495   8/24/15 91.280 1,762        139,245 -2,667  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Wärtsilä 421.25 8.363   1/30/12 8.837 3,523        142,768 -6,190  
    Nikkei (FRA) Aozora Bank 82.43 21.370   5/14/12 18.670 1,762        144,529 -7,952  
      Nitto Boseki 135.76 12.975   5/14/12 12.260 1,761        146,291 -9,713  
1/16/12 Sell ASX 50 short Macquarie Group 117.63 19.953 21.742 7/25/11 20.828 -2,450 2,557 107 36,685  143,841 -7,156 136,685
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,623  139,534 -1,911 137,623
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,316  137,762 -446 137,316
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 37,001  135,991 1,010 137,001
    OBX 25 Frontline 39.36 17.878 333.728 4/11/11 77.243 -3,040 13,136 10,095 47,096  132,950 14,146 147,096
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 50,561  130,220 20,342 150,561
  Buy ASX 50 long James Hardie Ind 729.57 5.856   1/23/12 6.001 4,272        134,492 16,070  
    HSI-Fin AIA 1,627.92 2.624   5/14/12 2.577 4,272        138,764 11,798  
    HSI-Prop China Ov Land & Inv 1,386.11 1.541   6/10/13 2.124 2,136        140,900 9,662  
      China Res Land 1,511.57 1.413   6/10/13 2.183 2,136        143,036 7,526  
    HSI-C&I Sands China 1,663.29 2.568   5/21/12 2.614 4,272        147,307 3,254  
    OBX 25 Equinor 221.76 19.264   5/14/12 19.745 4,272        151,580 -1,018  
    Indices ISEQ-Overall 1.42 3,005.690   5/21/12 3,087.810 4,268        155,848 -5,286  
1/23/12 Sell France short Carrefour 95.95 17.050 41.032 6/27/11 26.450 -2,538 3,937 1,399 51,961  153,310 -1,349 151,961
    SSE 50 China Rwy Constr 4,217.19 0.506 0.789 6/06/11 0.632 -2,664 3,329 665 52,626  150,646 1,980 152,626
    Kospi 50 Hyundai Heavy 13.72 209.385 155.165 12/19/11 182.275 -2,501 2,129 -372 52,254  148,145 4,109 152,254
    ASX 50 long James Hardie Ind 729.57 6.001   1/16/12 5.856 -4,272 4,378 106 52,360  143,873 8,487 152,360
    HDAX short Commerzbank 139.09 14.511 24.359 8/01/11 18.801 -2,615 3,388 773 53,133  141,258 11,875 153,133
    Topix (FRA) Nintendo 23.64 105.744 115.679 8/01/11 110.600 -2,615 2,735 120 53,253  138,643 14,610 153,253
    CAC Mid 60 Genfit 706.59 1.723 8.978 5/16/11 3.933 -2,779 6,343 3,564 56,817  135,864 20,953 156,817
    QIX Pro7-Sat1 154.07 17.200 10.800 8/08/11 14.000 -2,157 1,664 -493 56,324  133,707 22,617 156,324
    DJ Global Titans long Philip Morris 44.33 57.914   12/26/11 60.439 -2,679 2,567 -112 56,213  131,028 25,184 156,213
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy France Hermes International 17.88 253.600   4/23/12 251.250 4,534        135,562 20,650  
    SSE 50 China Minsheng Bk 6,790.47 0.668   3/19/12 0.633 4,534        140,096 16,116  
    Kospi 50 Samsung Electronics 295.46 15.346   5/21/12 16.200 4,534        144,631 11,582  
    ASX 50 short QBE Insurance 473.00 9.586   1/30/12 9.544 4,534        149,165 7,048  
    HDAX long Dürr 496.88 9.125   8/04/14 28.230 4,534        153,699 2,514  
    Topix (FRA) Fast Retailing 31.03 146.118   2/27/12 148.473 4,534        158,233 -2,020  
    CAC Mid 60 Innate Pharma 2,651.46 1.710   5/14/12 1.650 4,534        162,767 -6,554  
    QIX Freenet 431.19 10.515   1/18/16 28.325 4,534        167,301 -11,088  
    DJ Global Titans short Bank of America 808.36 5.609   2/06/12 6.060 4,534        171,835 -15,622  
1/30/12 Sell ASX 50 short QBE Insurance 473.00 9.544 9.628 1/23/12 9.586 -4,534 4,554 20 56,232  167,301 -11,068 156,232
    SDAX Heidelberger Druck 932.74 1.657 5.072 5/23/11 2.899 -2,704 4,731 2,027 58,259  164,597 -6,337 158,259
    OMXH 25 long Wärtsilä 421.25 8.837   1/09/12 8.363 -3,523 3,722 199 58,459  161,074 -2,615 158,459
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 2/07/11 4.360 -4,307 7,053 2,746 61,204  156,767 4,438 161,204
  Buy ASX 50 long James Hardie Ind 718.51 5.763   8/17/15 12.058 4,141        160,908 297  
    SDAX Encavis 1,370.74 3.021   5/21/12 2.951 4,141        165,049 -3,844  
    OMXH 25 short Nokia 1,067.27 3.880   2/13/12 3.800 4,141        169,190 -7,985  
    BSE Sensex 30 long Hindustan Unilever 683.20 6.061   11/16/15 11.144 4,141        173,331 -12,126  
2/06/12 Sell CAC 40 short Carrefour 99.79 18.345 51.259 5/09/11 30.665 -3,060 5,115 2,055 63,259  170,270 -7,011 163,259
    TecDAX SMA Solar 48.04 50.420 107.875 3/14/11 73.750 -3,543 5,182 1,639 64,899  166,728 -1,829 164,899
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 65,123  163,418 1,706 165,123
    PSI 20 Teixeira Duarte 4,983.61 0.190 1.958 4/11/11 0.610 -3,040 9,760 6,720 71,843  160,378 11,466 171,843
    DJ Global Titans Bank of America 808.36 6.060 5.157 1/23/12 5.609 -4,534 4,169 -365 71,478  155,844 15,635 171,478
  Buy CAC 40 long Airbus 171.76 27.230   4/09/12 29.725 4,677        160,521 10,958  
    IBEX 35 Bankinter 1,354.87 3.452   2/13/12 3.297 4,677        165,198 6,281  
    PSI 20 Jerónimo Martins 364.25 12.840   2/20/12 12.970 4,677        169,875 1,604  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal short Gr Fin Galicia 7,885.69 0.593   2/27/12 0.596 4,677        174,552 -3,073  
    DJ Global Titans long Apple 371.19 12.600   5/21/12 15.695 4,677        179,229 -7,750  
2/13/12 Sell IBEX 35 long Bankinter 1,354.87 3.297   2/06/12 3.452 -4,677 4,467 -210 71,268  174,552 -3,283 171,268
    OMXH 25 short Nokia 1,067.27 3.800 3.962 1/30/12 3.880 -4,141 4,228 87 71,355  170,411 945 171,355
    Nikkei (TYO) Tokyo Electric Power 740.69 1.953 8.741 5/09/11 4.131 -3,060 6,474 3,414 74,770  167,350 7,419 174,770
    Topix (TYO) Nintendo 15.02 104.998 129.488 8/29/11 116.602 -1,751 1,945 194 74,963  165,599 9,364 174,963
    GEX MeVis Medical 290.82 5.650 26.343 3/07/11 12.200 -3,548 7,661 4,113 79,076  162,051 17,025 179,076
  Buy IBEX 35 Sacyr 1,479.18 3.314   8/20/12 1.284 4,902        166,953 12,123  
    OMXH 25 long Nokian Tyres 145.46 33.700   4/09/12 36.040 4,902        171,855 7,221  
    Topix (TYO) Fast Retailing 31.65 154.867   5/07/12 167.646 4,902        176,757 2,320  
    GEX 4SC 79.59 61.593   5/07/12 48.084 4,902        181,659 -2,582  
2/20/12 Sell TSX 60 short BlackBerry 101.03 11.318 81.048 5/09/11 30.287 -3,060 8,188 5,128 84,205  178,599 5,606 184,205
    PSI 20 long Jerónimo Martins 364.25 12.970   2/06/12 12.840 -4,677 4,724 47 84,252  173,922 10,330 184,252
  Buy TSX 60 Constellation Soft 68.80 70.699   4/16/12 66.838 4,864        178,786 5,466  
    PSI 20 short Pharol 1,158.10 4.200   2/27/12 3.989 4,864        183,650 602  
    SLI long Sonova 57.03 85.291   4/23/12 82.016 4,864        188,514 -4,262  
2/27/12 Sell PSI 20 short Pharol 1,158.10 3.989 4.422 2/20/12 4.200 -4,864 5,121 257 84,509  183,650 859 184,509
    MerVal Gr Fin Galicia 7,885.69 0.596 0.591 2/06/12 0.593 -4,677 4,657 -20 84,490  178,973 5,517 184,490
    Topix (FRA) long Fast Retailing 31.03 148.473   1/23/12 146.118 -4,534 4,607 73 84,563  174,439 10,124 184,563
  Buy PSI 20 Jerónimo Martins 358.66 13.570   3/12/12 14.360 4,867        179,306 5,257  
    Topix (FRA) short Mazda Motor 761.66 6.390   3/05/12 6.150 4,867        184,173 390  
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 84,735  182,295 2,439 184,735
    Topix (FRA) Mazda Motor 761.66 6.150 6.639 2/27/12 6.390 -4,867 5,057 190 84,925  177,428 7,496 184,925
  Buy MerVal Aluar 10,022.92 0.480   3/12/12 0.513 4,810        182,238 2,686  
    NZX 50 long a2 Milk 20,688.17 0.233   5/21/12 0.267 4,810        187,048 -2,124  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Isuzu Motors 572.48 8.402   3/19/12 8.620 4,810        191,858 -6,934  
3/12/12 Sell BEL 20 short Bekaert 55.31 24.765 102.733 7/11/11 50.440 -2,790 5,682 2,892 87,817  189,068 -1,251 187,817
    PSI 20 long Jerónimo Martins 358.66 14.360   2/27/12 13.570 -4,867 5,150 283 88,100  184,201 3,899 188,100
    MerVal short Aluar 10,022.92 0.513 0.447 3/05/12 0.480 -4,810 4,480 -330 87,770  179,391 8,379 187,770
  Buy BEL 20 long Galapagos 390.99 12.540   5/14/12 10.990 4,903        184,294 3,476  
    PSI 20 short Pharol 1,244.73 3.939   3/26/12 4.022 4,903        189,197 -1,427  
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 8/01/11 212.26 12.320 13.500 11.140 2,615 2,365 -250 -250 2,615 2,365 -15
  ISEQ 20 long Flutter 1/02/12 32.24 45.100 46.400 1,454 1,496 42 -209 4,069 3,861 16
    Ryanair   384.66 3.780 4.247 1,454 1,634 180 -29 5,523 5,494 84
  CAC 40 Airbus 2/06/12 171.76 27.230 29.700 4,677 5,101 424 395 10,200 10,595 147
  AEX Vopak 1/02/12 70.76 41.095 43.840 2,908 3,102 194 590 13,108 13,698 40
  IBEX 35 short Sacyr 2/13/12 1479.18 3.314 2.323 4.728 4,902 6,993 2,091 2,681 18,010 20,691 10,168
  Topix (TYO) long Fast Retailing   31.65 154.867 161.345 4,902 5,107 205 2,886 22,912 25,797 71
  SSE 50 China Minsheng Bk 1/23/12 6790.47 0.668 0.642 4,534 4,359 -175 2,711 27,446 30,157 -25
  HSI Lenovo 12/26/11 4975.85 0.538 0.655 2,679 3,257 578 3,290 30,125 33,414 153
  HSI-Fin AIA 1/16/12 1627.92 2.624 2.791 4,272 4,544 272 3,562 34,397 37,958 50
  BSE Sensex 30 Hindustan Unilever 1/30/12 683.2 6.061 5.971 4,141 4,079 -62 3,500 38,538 42,037 -12
  STI short Wilmar International 5/02/11 1080.38 2.824 3.001 2.647 3,051 2,860 -191 3,309 41,589 44,897 -7
  OMXH 25 long Nokian Tyres 2/13/12 145.46 33.700 34.880 4,902 5,074 172 3,481 46,491 49,971 57
  PSI 20 short Pharol 3/12/12 1244.73 3.939   4,903 4,903     51,393 54,874  
  GEX long 4SC 2/13/12 79.59 61.593 64.112 4,902 5,103 200 3,681 56,296 59,977 69
  SMI short Credit Suisse 5/09/11 104.12 29.390 19.912 43.379 3,060 4,517 1,457 5,137 59,356 64,493 59
  NZX 50 long a2 Milk 3/05/12 20688.17 0.233 0.244 4,810 5,050 240 5,377 64,166 69,543 1,166
  Topix (FRA) Isuzu Motors   572.48 8.402 8.448 4,810 4,836 26 5,404 68,976 74,380 33
  HSI-Prop China Ov Land & Inv 1/16/12 1386.11 1.541 1.523 2,136 2,112 -24 5,379 71,112 76,491 -7
    China Res Land   1511.57 1.413 1.360 2,136 2,056 -80 5,300 73,248 78,547 -22
  Nordic 30 Equinor 11/28/11 126.71 18.255 21.301 2,313 2,699 386 5,686 75,561 81,246 71
  FT 30 Tate & Lyle 12/19/11 3.09 808.105 849.857 2,497 2,626 129 5,815 78,058 83,872 24
  Nikkei (FRA) Aozora Bank 1/09/12 82.43 21.370 22.290 1,762 1,837 76 5,890 79,819 85,710 28
    Nitto Boseki   135.76 12.975 13.815 1,761 1,876 114 6,004 81,581 87,585 44
  Athex LC short Piraeus Bank 4/04/11 0.01 432,300.000 135,630.000 1,377,890.511 4,323 13,779 9,456 15,460 85,904 101,364 243
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 1/16/12 221.76 19.264 21.301 4,272 4,724 452 15,912 90,176 106,088 93
  OMXS 30 Getinge 11/28/11 62.04 18.641 20.793 1,156 1,290 134 16,045 91,332 107,378 46
    Lundin   61.9 18.684 16.715 1,157 1,035 -122 15,924 92,489 108,413 -32
  OMXC 20 Tryg   269.03 8.598 8.070 2,313 2,171 -142 15,782 94,802 110,584 -20
  TSX 60 Constellation Soft 2/20/12 68.8 70.699 71.918 4,864 4,948 84 15,866 99,666 115,532 35
  CAC Mid 60 Innate Pharma 1/23/12 2651.46 1.710 1.860 4,534 4,932 398 16,263 104,200 120,463 87
  SDAX Encavis 1/30/12 1370.74 3.021 3.140 4,141 4,304 163 16,426 108,341 124,767 40
  Indices ISEQ-Overall 1/16/12 1.42 3,005.690 3,210.030 4,268 4,558 290 16,717 112,609 129,326 54
  BEL 20 Galapagos 3/12/12 390.99 12.540   4,903 4,903     117,512 134,229  
  France Hermes International 1/23/12 17.88 253.600 268.800 4,534 4,806 272 16,988 122,046 139,035 54
  MIB short UnipolSai 6/27/11 494.74 5.130 2.930 8.982 2,538 4,444 1,906 18,894 124,584 143,479 120
  ATX Flughafen Wien 7/18/11 302.77 8.300 6.625 10.399 2,513 3,148 635 19,529 127,097 146,627 41
  ASX 50 long James Hardie Ind 1/30/12 718.51 5.763 6.068 4,141 4,360 219 19,749 131,238 150,987 57
  DJ Global Titans Apple 2/06/12 371.19 12.600 15.024 4,677 5,577 900 20,648 135,915 156,564 526
  S&P 100 Biogen 1/09/12 39 90.342 91.853 3,523 3,582 59 20,707 139,439 160,146 10
  HDAX Dürr 1/23/12 496.88 9.125 11.635 4,534 5,781 1,247 21,954 143,973 165,927 511
  DJTA Kirby 12/05/11 46.97 48.011 52.492 2,255 2,466 211 22,165 146,228 168,393 39
  SP Global 100 short Carrefour 8/01/11 130.23 20.080 18.590 21.689 2,615 2,825 210 22,374 148,843 171,217 13
  Nasdaq 100 long Regeneron 10/10/11 38.22 49.346 83.943 1,886 3,208 1,322 23,697 150,729 174,426 252
  Kospi 50 Samsung Electronics 1/23/12 295.46 15.346 16.511 4,534 4,878 344 24,041 155,263 179,304 72
  DAX Merck (EMD) 12/19/11 68.13 36.695 39.975 2,500 2,724 223 24,265 157,763 182,028 45
  MDAX short Ceconomy 8/08/11 224.43 9.611 8.935 10.338 2,157 2,320 163 24,428 159,920 184,348 13
  FTSE long Next 11/28/11 0.74 3,105.900 3,293.120 2,298 2,437 139 24,566 162,218 186,784 23
  Europe 50 Roche 12/19/11 19.27 129.719 131.199 2,500 2,528 29 24,595 164,718 189,313 5
  BSE Sensex 50 Eicher Motors 10/24/11 804.21 2.335 2.629 1,878 2,114 236 24,831 166,596 191,427 36
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
  QIX Freenet 1/23/12 431.19 10.515 11.800 4,534 5,088 554 25,385 171,130 196,515 136
  DJIA Visa 12/19/11 132.3 18.897 22.201 2,500 2,937 437 25,822 173,630 199,452 101
  Euro 50 ASML 1/09/12 54.37 32.400 35.460 1,762 1,928 166 25,989 175,392 201,380 69
    AB InBev   37.09 47.495 53.810 1,762 1,996 234 26,223 177,153 203,376 106
  Germany Encavis 1/02/12 895.32 3.248 3.140 2,908 2,811 -97 26,126 180,061 206,187 -16
  HSI-C&I Sands China 1/16/12 1663.29 2.568 3.086 4,272 5,133 861 26,987 184,333 211,320 231
  SLI Sonova 2/20/12 57.03 85.291 84.259 4,864 4,805 -59 26,928 189,197 216,126 -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 6,790.47 0.633   1/23/12 0.668 -4,534 4,299 -235 87,536  184,663 2,872 187,536
    Topix (FRA) Isuzu Motors 572.48 8.620   3/05/12 8.402 -4,810 4,935 125 87,660  179,853 7,807 187,660
  Buy SSE 50 short Anhui Conch Cement 2,499.10 1.955   4/09/12 2.031 4,886        184,739 2,921  
    Topix (FRA) Mazda Motor 756.35 6.460   8/13/12 4.800 4,886        189,625 -1,965  
3/26/12 Sell ATX short Flughafen Wien 302.77 7.050 9.772 7/18/11 8.300 -2,513 2,959 446 88,106  187,112 993 188,106
    PSI 20 Pharol 1,244.73 4.022 3.856 3/12/12 3.939 -4,903 4,800 -103 88,003  182,209 5,793 188,003
  Buy ATX long Österreichische Post 192.22 25.200   4/09/12 25.800 4,844        187,053 949  
    PSI 20 Jerónimo Martins 325.10 14.900   4/02/12 15.420 4,844        191,897 -3,895  
4/02/12 Sell   long Jerónimo Martins 325.10 15.420   3/26/12 14.900 -4,844 5,013 169 88,172  187,053 1,118 188,172
    Athex LC short Piraeus Bank 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 106,411  182,730 23,681 206,411
  Buy PSI 20 Banco Comercial 8,733.68 0.659   8/20/12 0.452 5,752        188,482 17,929  
    Athex LC long EYDAP 1,445.23 3.980   4/16/12 4.030 5,752        194,234 12,177  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,499.10 2.031 1.880 3/19/12 1.955 -4,886 4,697 -189 106,222  189,348 16,874 206,222
    ATX long Österreichische Post 192.22 25.800   3/26/12 25.200 -4,844 4,959 115 106,337  184,504 21,833 206,337
    CAC 40 Airbus 171.76 29.725   2/06/12 27.230 -4,677 5,106 429 106,766  179,827 26,938 206,766
    AEX Vopak 70.76 44.780   1/02/12 41.095 -2,908 3,169 261 107,027  176,920 30,107 207,027
    OMXH 25 Nokian Tyres 145.46 36.040   2/13/12 33.700 -4,902 5,242 340 107,367  172,018 35,349 207,367
  Buy SSE 50 China Northern Rare 2,100.83 2.888   6/04/12 3.823 6,067        178,085 29,282  
    ATX short Zumtobel 618.83 9.804   4/16/12 9.950 6,067        184,152 23,215  
    AEX ArcelorMittal 156.65 38.730   9/03/12 35.565 6,067        190,219 17,148  
    OMXH 25 Outokumpu 522.12 11.620   8/20/12 6.980 6,067        196,286 11,081  
4/16/12 Sell ATX short Zumtobel 618.83 9.950 9.658 4/09/12 9.804 -6,067 5,977 -90 107,277  190,219 17,058 207,277
    TSX 60 long Constellation Soft 68.80 66.838   2/20/12 70.699 -4,864 4,598 -266 107,011  185,355 21,656 207,011
    Athex LC EYDAP 1,445.23 4.030   4/02/12 3.980 -5,752 5,824 72 107,083  179,603 27,481 207,083
  Buy ATX Österreichische Post 219.42 26.725   5/21/12 27.000 5,864        185,467 21,617  
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 580.27 10.106   8/20/12 5.638 5,864        191,330 15,753  
    Athex LC Public Power 3,783.23 1.550   9/03/12 1.330 5,864        197,194 9,889  
4/23/12 Sell France long Hermes International 17.88 251.250   1/23/12 253.600 -4,534 4,492 -42 107,041  192,660 14,381 207,041
    SLI Sonova 57.03 82.016   2/20/12 85.291 -4,864 4,677 -187 106,854  187,796 19,058 206,854
  Buy France short Solocal 3.82 1,476.830   8/13/12 1,038.280 5,641        193,437 13,417  
    MerVal YPF 420.38 13.433   8/27/12 14.446 5,647        199,084 7,770  
    SLI Lonza 163.66 34.504   11/26/12 36.099 5,647        204,731 2,123  
    GCX REC Silicon 1,623.31 3.479   2/11/13 1.027 5,647        210,378 -3,524  
4/30/12 Sell SP Global 100 short Carrefour 130.23 15.175 26.570 8/01/11 20.080 -2,615 3,460 845 107,700  207,763 -64 207,700
  Buy   long Apple 329.77 15.738   10/20/14 19.487 5,190        212,953 -5,254  
5/07/12 Sell Nordic 30 long Equinor 126.71 19.757   11/28/11 18.255 -2,313 2,503 190 107,890  210,640 -2,750 207,890
    Topix (TYO) Fast Retailing 31.65 167.646   2/13/12 154.867 -4,902 5,306 404 108,294  205,739 2,556 208,294
    GEX 4SC 79.59 48.084   2/13/12 61.593 -4,902 3,827 -1,075 107,219  200,837 6,383 207,219
  Buy Nordic 30 short Nokia 2,225.00 2.400   8/13/12 2.220 5,340        206,177 1,043  
    Topix (TYO) Sony 455.65 11.720   6/11/12 10.270 5,340        211,517 -4,297  
5/14/12 Sell Germany long Encavis 895.32 2.970   1/02/12 3.248 -2,908 2,659 -249 106,970  208,609 -1,638 206,970
    MDAX short Ceconomy 224.43 7.298 12.656 8/08/11 9.611 -2,157 2,840 683 107,654  206,452 1,202 207,654
    HSI-Fin long AIA 1,627.92 2.577   1/16/12 2.624 -4,272 4,196 -76 107,577  202,180 5,398 207,577
    BEL 20 Galapagos 390.99 10.990   3/12/12 12.540 -4,903 4,297 -606 106,971  197,277 9,695 206,971
    OMXC 20 Tryg 269.03 8.768   11/28/11 8.598 -2,313 2,359 46 107,017  194,964 12,054 207,017
    OBX 25 Equinor 221.76 19.745   1/16/12 19.264 -4,272 4,379 107 107,124  190,692 16,432 207,124
    OMXS 30 Getinge 62.04 19.967   11/28/11 18.641 -1,156 1,239 82 107,206  189,535 17,671 207,206
      Lundin 61.90 15.471   11/28/11 18.684 -1,157 958 -199 107,007  188,379 18,629 207,007
    FT 30 Tate & Lyle 3.09 858.422   12/19/11 808.105 -2,497 2,653 155 107,163  185,882 21,281 207,163
    Nikkei (FRA) Aozora Bank 82.43 18.670   1/09/12 21.370 -1,762 1,539 -223 106,940  184,120 22,820 206,940
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Nitto Boseki 135.76 12.260   1/09/12 12.975 -1,761 1,664 -97 106,843  182,358 24,485 206,843
    CAC Mid 60 Innate Pharma 2,651.46 1.650   1/23/12 1.710 -4,534 4,375 -159 106,684  177,824 28,860 206,684
  Buy Germany short SolarWorld 24.89 236.550   9/10/12 182.550 5,888        183,712 22,972  
    MDAX long Dürr 537.91 10.946   5/21/12 10.445 5,888        189,600 17,084  
    HSI-Fin short HK Exchgs & Clrg 518.50 11.356   9/17/12 11.718 5,888        195,488 11,196  
    BEL 20 Bekaert 257.68 22.850   6/25/12 18.225 5,888        201,376 5,308  
    OMXC 20 Vestas Wind Systems 5,195.91 1.133   5/28/12 1.008 5,888        207,264 -580  
    OBX 25 REC Silicon 1,701.00 3.462   9/03/12 2.359 5,888        213,152 -6,468  
    OMXS 30 ABB 227.05 12.967   7/23/12 14.168 2,944        216,096 -9,412  
      Nokia 1,258.98 2.338   7/23/12 1.752 2,944        219,040 -12,356  
    FT 30 Man Group 57.02 103.259   8/06/12 106.958 5,888        224,928 -18,244  
    Nikkei (FRA) Nippon Sheet Glass 325.66 9.040   1/07/13 9.100 2,944        227,872 -21,188  
      Sharp 76.21 38.630   1/07/13 23.550 2,944        230,816 -24,132  
    CAC Mid 60 Vallourec 4.26 1,382.400   9/10/12 1,453.800 5,889        236,705 -30,021  
5/21/12 Sell HSI long Lenovo 4,975.85 0.656   12/26/11 0.538 -2,679 3,263 584 107,268  234,026 -26,758 207,268
    Kospi 50 Samsung Electronics 295.46 16.200   1/23/12 15.346 -4,534 4,787 252 107,521  229,492 -21,971 207,521
    ATX Österreichische Post 219.42 27.000   4/16/12 26.725 -5,864 5,924 60 107,581  223,628 -16,047 207,581
    MDAX Dürr 537.91 10.445   5/14/12 10.946 -5,888 5,618 -269 107,312  217,740 -10,428 207,312
    SDAX Encavis 1,370.74 2.951   1/30/12 3.021 -4,141 4,045 -96 107,216  213,599 -6,383 207,216
    HSI-C&I Sands China 1,663.29 2.614   1/16/12 2.568 -4,272 4,348 76 107,292  209,327 -2,035 207,292
    ISEQ 20 Flutter 32.24 50.010   1/02/12 45.100 -1,454 1,612 158 107,450  207,873 -423 207,450
      Ryanair 384.66 4.040   1/02/12 3.780 -1,454 1,554 100 107,550  206,419 1,131 207,550
    SMI short Credit Suisse 104.12 15.602 55.361 5/09/11 29.390 -3,060 5,764 2,704 110,254  203,359 6,895 210,254
    NZX 50 long a2 Milk 20,688.17 0.267   3/05/12 0.233 -4,810 5,515 705 110,960  198,549 12,411 210,960
    Indices ISEQ-Overall 1.42 3,087.810   1/16/12 3,005.690 -4,268 4,385 117 111,076  194,281 16,795 211,076
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 Apple 371.19 15.695   2/06/12 12.600 -4,677 5,826 1,149 112,225  189,604 22,621 212,225
  Buy HSI short China Unicom 4,939.01 1.189   8/20/12 1.370 5,871        195,475 16,750  
    Kospi 50 SK Holdings 104.32 56.279   7/23/12 68.528 5,871        201,346 10,879  
    ATX Zumtobel 595.56 9.858   6/25/12 8.050 5,871        207,217 5,008  
    MDAX Ströer Media 739.14 7.943   5/28/12 8.000 5,871        213,088 -863  
    TecDAX SMA Solar 223.10 26.315   12/22/14 14.800 5,871        218,959 -6,734  
    SDAX Klöckner 749.43 7.834   10/29/12 7.058 5,871        224,830 -12,605  
    HSI-C&I Citic Pacific 4,956.10 1.185   9/17/12 0.959 5,871        230,701 -18,476  
    ISEQ 20 Bank of Ireland 1,124.71 2.610   8/27/12 2.490 2,935        233,636 -21,411  
      Smurfit Kappa 528.92 5.550   8/27/12 6.550 2,936        236,572 -24,347  
    SMI long Richemont 122.21 48.039   5/28/12 48.077 5,871        242,443 -30,218  
    NZX 50 short Katmandu 6,156.02 0.954   7/30/12 0.992 5,871        248,314 -36,089  
    Indices Athex Large Cap 2.89 2,028.100   9/10/12 2,671.700 5,861        254,175 -41,950  
    Nikkei (TYO) Nippon Sheet Glass 689.16 8.519   7/02/12 8.411 5,871        260,046 -47,821  
    DJ Global Titans Telefónica 598.11 9.816   5/28/12 9.440 5,871        265,917 -53,692  
5/28/12 Sell MDAX short Ströer Media 739.14 8.000 7.886 5/21/12 7.943 -5,871 5,829 -42 112,183  260,046 -47,863 212,183
    OMXC 20 Vestas Wind Systems 5,195.91 1.008 1.274 5/14/12 1.133 -5,888 6,620 732 112,914  254,158 -41,244 212,914
    SMI long Richemont 122.21 48.077   5/21/12 48.039 -5,871 5,875 5 112,919  248,287 -35,368 212,919
    DJ Global Titans short Telefónica 598.11 9.440 10.207 5/21/12 9.816 -5,871 6,105 234 113,153  242,416 -29,263 213,153
  Buy MDAX long Rhön-Klinikum 209.00 21.995   6/04/12 22.100 4,597        247,013 -33,860  
    OMXC 20 GN Store Nord 67.45 68.150   6/04/12 67.500 4,597        251,610 -38,457  
    SMI short Credit Suisse 292.16 15.734   6/04/12 15.300 4,597        256,207 -43,054  
    DJ Global Titans long Apple 281.90 16.307   10/22/12 17.386 4,597        260,804 -47,651  
6/04/12 Sell SSE 50 long China Northern Rare 2,100.83 3.823   4/09/12 2.888 -6,067 8,032 1,965 115,118  254,737 -39,619 215,118
    DAX Merck (EMD) 68.13 36.500   12/19/11 36.695 -2,500 2,487 -13 115,104  252,237 -37,132 215,104
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MDAX Rhön-Klinikum 209.00 22.100   5/28/12 21.995 -4,597 4,619 22 115,126  247,640 -32,513 215,126
    FTSE Next 0.74 3,698.710   11/28/11 3,105.900 -2,298 2,737 439 115,565  245,341 -29,776 215,565
    OMXC 20 GN Store Nord 67.45 67.500   5/28/12 68.150 -4,597 4,553 -44 115,521  240,745 -25,223 215,521
    SMI short Credit Suisse 292.16 15.300 16.181 5/28/12 15.734 -4,597 4,727 130 115,652  236,148 -20,496 215,652
  Buy SSE 50 China Unicom 9,640.32 0.506   12/10/12 0.413 4,878        241,026 -25,374  
    DAX thyssenkrupp 385.00 12.670   7/16/12 14.565 4,878        245,904 -30,252  
    MDAX Ströer Media 582.45 8.375   6/18/12 8.546 4,878        250,782 -35,130  
    FTSE Aviva 14.60 334.157   7/30/12 382.206 4,879        255,660 -40,009  
    OMXC 20 Vestas Wind Systems 5,588.91 0.873   6/18/12 0.791 4,878        260,538 -44,887  
    SMI long Swiss Re 111.51 43.744   6/11/12 46.079 4,878        265,416 -49,765  
6/11/12 Sell   long Swiss Re 111.51 46.079   6/04/12 43.744 -4,878 5,138 260 115,912  260,538 -44,626 215,912
    Topix (TYO) short Sony 455.65 10.270 13.374 5/07/12 11.720 -5,340 6,094 754 116,666  255,198 -38,532 216,666
  Buy SMI Credit Suisse 277.00 16.076   6/18/12 14.519 4,453        259,651 -42,985  
    Topix (TYO) long Subaru 736.34 6.048   1/11/16 33.663 4,453        264,104 -47,438  
6/18/12 Sell MDAX short Ströer Media 582.45 8.546 8.204 6/04/12 8.375 -4,878 4,778 -100 116,566  259,226 -42,660 216,566
    OMXC 20 Vestas Wind Systems 5,588.91 0.791 0.963 6/04/12 0.873 -4,878 5,384 506 117,073  254,348 -37,276 217,073
    SMI Credit Suisse 277.00 14.519 17.799 6/11/12 16.076 -4,453 4,930 477 117,550  249,895 -32,345 217,550
  Buy MDAX long Dürr 409.10 11.318   6/25/12 11.594 4,630        254,525 -36,975  
    OMXC 20 GN Store Nord 63.21 73.250   6/25/12 71.650 4,630        259,155 -41,605  
    SMI Swiss Re 99.31 46.620   11/19/12 54.864 4,630        263,785 -46,235  
6/25/12 Sell ATX short Zumtobel 595.56 8.050 12.072 5/21/12 9.858 -5,871 7,190 1,319 118,869  257,914 -39,045 218,869
    MDAX long Dürr 409.10 11.594   6/18/12 11.318 -4,630 4,743 113 118,982  253,284 -34,303 218,982
    RTX short Mobile TeleSystems 212.26 13.400 11.240 8/01/11 12.320 -2,615 2,386 -229 118,752  250,669 -31,917 218,752
    BEL 20 Bekaert 257.68 18.225 28.649 5/14/12 22.850 -5,888 7,382 1,494 120,247  244,781 -24,535 220,247
    OMXC 20 long GN Store Nord 63.21 71.650   6/18/12 73.250 -4,630 4,529 -101 120,145  240,151 -20,006 220,145
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA Kirby 46.97 36.163   12/05/11 48.011 -2,255 1,699 -556 119,589  237,896 -18,307 219,589
  Buy ATX Österreichische Post 194.36 25.890   7/29/13 31.600 5,032        242,928 -23,339  
    MDAX short Ströer Media 625.79 8.041   7/02/12 8.090 5,032        247,960 -28,371  
    RTX long Magnit 236.80 21.250   7/02/12 22.430 5,032        252,992 -33,403  
    BEL 20 Galapagos 410.78 12.250   10/22/12 16.900 5,032        258,024 -38,435  
    OMXC 20 short Vestas Wind Systems 6,200.86 0.812   7/16/12 0.678 5,032        263,056 -43,467  
    DJTA Ryder System 184.16 27.323   7/02/12 27.880 5,032        268,088 -48,499  
7/02/12 Sell MDAX short Ströer Media 625.79 8.090 7.992 6/25/12 8.041 -5,032 5,001 -31 119,558  263,056 -43,498 219,558
    RTX long Magnit 236.80 22.430   6/25/12 21.250 -5,032 5,311 279 119,838  258,024 -38,186 219,838
    DJTA short Ryder System 184.16 27.880 26.767 6/25/12 27.323 -5,032 4,929 -103 119,735  252,992 -33,257 219,735
    STI Wilmar International 1,080.38 2.197 3.631 5/02/11 2.824 -3,051 3,922 871 120,607  249,941 -29,334 220,607
    Nikkei (TYO) Nippon Sheet Glass 689.16 8.411 8.629 5/21/12 8.519 -5,871 5,947 76 120,682  244,070 -23,388 220,682
  Buy MDAX long Dürr 395.67 12.465   7/23/12 13.345 4,932        249,002 -28,320  
    RTX short RusHydro 2,429.56 2.030   7/09/12 2.080 4,932        253,934 -33,252  
    DJTA long Delta Air Lines 561.72 8.780   9/17/12 7.031 4,932        258,866 -38,184  
    STI ThaiBev 23,242.22 0.212   6/10/13 0.382 4,932        263,798 -43,116  
    Nikkei (TYO) OKI Electric 386.38 12.765   7/16/12 12.784 4,932        268,730 -48,048  
7/09/12 Sell RTX short RusHydro 2,429.56 2.080 1.980 7/02/12 2.030 -4,932 4,811 -121 120,561  263,798 -43,237 220,561
  Buy   long Magnit 204.85 21.640   7/16/12 22.510 4,433        268,231 -47,670  
7/16/12 Sell DAX short thyssenkrupp 385.00 14.565 10.775 6/04/12 12.670 -4,878 4,148 -730 119,831  263,353 -43,522 219,831
    RTX long Magnit 204.85 22.510   7/09/12 21.640 -4,433 4,611 178 120,009  258,920 -38,911 220,009
    OMXC 20 short Vestas Wind Systems 6,200.86 0.678 0.971 6/25/12 0.812 -5,032 6,020 988 120,998  253,888 -32,890 220,998
    Nikkei (TYO) long OKI Electric 386.38 12.784   7/02/12 12.765 -4,932 4,939 7 121,005  248,956 -27,951 221,005
  Buy DAX Continental 81.06 59.533   8/11/14 133.083 4,826        253,782 -32,777  
    RTX short RusHydro 2,265.73 2.130   9/03/12 2.010 4,826        258,608 -37,603  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 long Genmab 569.86 8.469   6/24/13 22.604 4,826        263,434 -42,429  
    Nikkei (TYO) short Nippon Sheet Glass 632.59 7.629   11/19/12 7.143 4,826        268,260 -47,255  
7/23/12 Sell Kospi 50 short SK Holdings 104.32 68.528 44.029 5/21/12 56.279 -5,871 4,593 -1,278 119,727  262,389 -42,662 219,727
    MDAX long Dürr 395.67 13.345   7/02/12 12.465 -4,932 5,280 348 120,076  257,457 -37,381 220,076
    OMXS 30 short ABB 227.05 14.168 11.765 5/14/12 12.967 -2,944 2,671 -273 119,803  254,513 -34,710 219,803
      Nokia 1,258.98 1.752 3.121 5/14/12 2.338 -2,944 3,929 985 120,788  251,569 -30,781 220,788
  Buy Kospi 50 long Amorepacific Group 181.53 26.166   10/20/14 87.497 4,750        256,319 -35,531  
    MDAX short Ströer Media 599.22 7.927   8/06/12 7.080 4,750        261,069 -40,281  
    OMXS 30 long Electrolux 134.02 17.722   6/24/13 19.030 2,375        263,444 -42,656  
      Swedbank 172.24 13.789   6/24/13 16.871 2,375        265,819 -45,031  
7/30/12 Sell FTSE short Aviva 14.60 382.206 286.108 6/04/12 334.157 -4,879 4,177 -702 120,087  260,940 -40,853 220,087
    NZX 50 Katmandu 6,156.02 0.992 0.916 5/21/12 0.954 -5,871 5,637 -234 119,853  255,069 -35,216 219,853
  Buy FTSE long Ashtead 13.85 333.248   8/24/15 1,199.890 4,615        259,685 -39,832  
8/06/12 Sell MDAX short Ströer Media 599.22 7.080 8.875 7/23/12 7.927 -4,750 5,318 568 120,421  254,934 -34,514 220,421
    FT 30 Man Group 57.02 106.958 99.561 5/14/12 103.259 -5,888 5,677 -211 120,210  249,047 -28,837 220,210
  Buy MDAX long Dürr 345.73 13.838   10/29/12 14.790 4,784        253,831 -33,621  
    FT 30 Ferguson 1.56 3,068.570   6/24/13 3,452.810 4,787        258,618 -38,408  
8/13/12 Sell France short Solocal 3.82 1,038.280 2,100.620 4/23/12 1,476.830 -5,641 8,024 2,383 122,593  252,976 -30,383 222,593
    Nordic 30 Nokia 2,225.00 2.220 2.595 5/07/12 2.400 -5,340 5,773 433 123,026  247,636 -24,610 223,026
    Topix (FRA) Mazda Motor 756.35 4.800 8.694 3/19/12 6.460 -4,886 6,576 1,690 124,716  242,750 -18,034 224,716
  Buy France long Eurofins Scientific 498.99 10.355   4/22/13 15.325 5,167        247,917 -23,201  
    Nordic 30 Pandora 461.66 11.192   6/03/13 26.264 5,167        253,084 -28,368  
    Topix (FRA) Softbank 320.16 16.139   9/03/12 15.996 5,167        258,251 -33,536  
8/20/12 Sell HSI short China Unicom 4,939.01 1.370 1.008 5/21/12 1.189 -5,871 4,978 -893 123,823  252,380 -28,558 223,823
    IBEX 35 Sacyr 1,479.18 1.284 8.553 2/13/12 3.314 -4,902 12,652 7,750 131,573  247,478 -15,905 231,573
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 522.12 6.980 19.345 4/09/12 11.620 -6,067 10,100 4,033 135,606  241,411 -5,805 235,606
    TSX 60 BlackBerry 580.27 5.638 18.115 4/16/12 10.106 -5,864 10,512 4,648 140,254  235,547 4,706 240,254
    PSI 20 Banco Comercial 8,733.68 0.452 0.960 4/02/12 0.659 -5,752 8,381 2,629 142,882  229,795 13,087 242,882
  Buy HSI long Galaxy Entertainment 2,720.32 2.352   4/22/13 3.135 6,399        236,194 6,688  
    IBEX 35 Grifols 569.31 11.240   11/05/12 13.025 6,399        242,593 289  
    OMXH 25 Huhtamäki 538.18 11.890   10/22/12 12.450 6,399        248,992 -6,110  
    TSX 60 Couche-Tard 957.22 6.685   4/22/13 7.405 6,399        255,391 -12,509  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,124.71 2.490 2.736 5/21/12 2.610 -2,935 3,077 141 143,024  252,456 -9,432 243,024
      Smurfit Kappa 528.92 6.550 4.550 5/21/12 5.550 -2,936 2,407 -529 142,495  249,520 -7,025 242,495
    MerVal YPF 420.38 14.446 12.421 4/23/12 13.433 -5,647 5,221 -426 142,069  243,873 -1,804 242,069
  Buy ISEQ 20 long Kerry 79.91 37.580   6/17/13 42.250 3,003        246,876 -4,807  
      Smurfit Kappa 458.47 6.550   6/17/13 12.270 3,003        249,879 -7,810  
9/03/12 Sell S&P 100 long Biogen 39.00 116.954   1/09/12 90.342 -3,523 4,561 1,038 143,107  246,356 -3,249 243,107
    AEX short ArcelorMittal 156.65 35.565 42.177 4/09/12 38.730 -6,067 6,607 540 143,647  240,289 3,358 243,647
    RTX RusHydro 2,265.73 2.010 2.257 7/16/12 2.130 -4,826 5,114 288 143,935  235,463 8,472 243,935
    OBX 25 REC Silicon 1,701.00 2.359 5.080 5/14/12 3.462 -5,888 8,641 2,753 146,688  229,575 17,113 246,688
    Athex LC Public Power 3,783.23 1.330 1.806 4/16/12 1.550 -5,864 6,834 970 147,658  223,711 23,947 247,658
    Topix (FRA) long Softbank 320.16 15.996   8/13/12 16.139 -5,167 5,121 -46 147,612  218,544 29,068 247,612
  Buy S&P 100 short HP 511.96 13.511   9/17/12 13.872 6,917        225,461 22,151  
    RTX long Magnit 285.59 24.220   9/17/12 27.650 6,917        232,378 15,234  
    OBX 25 Grieg Seafood 5,043.75 1.371   1/07/13 1.707 6,917        239,295 8,317  
    Athex LC Alpha Bank 103.24 67.000   3/25/13 37.850 6,917        246,212 1,400  
    MerVal short Pampa Energía 41,148.13 0.168   9/10/12 0.164 6,917        253,129 -5,517  
    Topix (FRA) Kansai Electric Pwr 1,213.08 5.702   3/11/13 6.145 6,917        260,046 -12,434  
9/10/12 Sell Germany short SolarWorld 24.89 182.550 306.524 5/14/12 236.550 -5,888 7,629 1,742 149,354  254,158 -4,804 249,354
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal Pampa Energía 41,148.13 0.164 0.172 9/03/12 0.168 -6,917 7,090 173 149,527  247,241 2,285 249,527
    CAC Mid 60 Vallourec 4.26 1,453.800 1,311.000 5/14/12 1,382.400 -5,889 5,585 -304 149,222  241,352 7,870 249,222
    Indices Athex Large Cap 2.89 2,671.700 1,384.500 5/21/12 2,028.100 -5,861 4,001 -1,860 147,362  235,491 11,871 247,362
  Buy Germany long ADLER Real Estate 5,491.53 1.180   6/24/13 2.050 6,480        241,971 5,391  
    CAC Mid 60 Eurofins Scientific 589.09 11.000   4/22/13 15.325 6,480        248,451 -1,089  
    Indices OMXC 20 97.58 66.404   6/17/13 70.001 6,480        254,931 -7,568  
9/17/12 Sell S&P 100 short HP 511.96 13.872 13.150 9/03/12 13.511 -6,917 6,732 -185 147,177  248,014 -836 247,177
    RTX long Magnit 285.59 27.650   9/03/12 24.220 -6,917 7,897 980 148,157  241,097 7,060 248,157
    HSI-Fin short HK Exchgs & Clrg 518.50 11.718 10.994 5/14/12 11.356 -5,888 5,700 -188 147,969  235,209 12,761 247,969
    HSI-C&I Citic Pacific 4,956.10 0.959 1.464 5/21/12 1.185 -5,871 7,254 1,383 149,352  229,338 20,015 249,352
    DJTA long Delta Air Lines 561.72 7.031   7/02/12 8.780 -4,932 3,950 -982 148,370  224,406 23,965 248,370
  Buy S&P 100 Gilead Sciences 271.64 25.063   10/13/14 79.611 6,808        231,214 17,156  
    CAC 40 Credit Agricole 1,137.70 5.984   9/24/12 5.714 6,808        238,022 10,348  
    RTX short RusHydro 3,257.42 2.090   2/04/13 1.770 6,808        244,830 3,540  
    HSI-Fin long Bank of China (HK) 2,852.35 2.387   5/13/13 2.748 6,808        251,638 -3,268  
    HSI-C&I Galaxy Entertainment 2,800.49 2.431   4/08/13 3.018 6,808        258,446 -10,076  
    DJTA short Expeditors Wash 232.25 29.314   9/24/12 28.398 6,808        265,254 -16,884  
9/24/12 Sell CAC 40 long Credit Agricole 1,137.70 5.714   9/17/12 5.984 -6,808 6,501 -307 148,063  258,446 -10,383 248,063
    DJTA short Expeditors Wash 232.25 28.398 30.259 9/17/12 29.314 -6,808 7,028 220 148,283  251,638 -3,355 248,283
  Buy   long Avis Budget 493.03 12.419   7/20/15 38.916 6,123        257,761 -9,478  
10/01/12 Buy CAC Next 20 short Hermes International 28.23 211.450   12/10/12 235.500 5,969        263,730 -15,447  
10/15/12 Buy AEX short KPN 1,605.07 3.626   2/02/15 2.756 5,820        269,550 -21,267  
    MerVal Pampa Energía 38,594.16 0.151   10/22/12 0.141 5,820        275,370 -27,087  
10/22/12 Sell BEL 20 long Galapagos 410.78 16.900   6/25/12 12.250 -5,032 6,942 1,910 150,193  270,338 -20,145 250,193
    OMXH 25 Huhtamäki 538.18 12.450   8/20/12 11.890 -6,399 6,700 301 150,494  263,939 -13,445 250,494
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 38,594.16 0.141 0.161 10/15/12 0.151 -5,820 6,229 409 150,903  258,119 -7,216 250,903
    DJ Global Titans long Apple 281.90 17.386   5/28/12 16.307 -4,597 4,901 304 151,207  253,522 -2,314 251,207
  Buy BEL 20 short Bekaert 288.32 21.580   11/12/12 21.290 6,222        259,744 -8,536  
    OMXH 25 Outokumpu 961.67 6.470   11/05/12 6.200 6,222        265,966 -14,758  
    DJ Global Titans Telefónica 592.57 10.500   10/29/12 10.070 6,222        272,188 -20,980  
10/29/12 Sell MDAX long Dürr 345.73 14.790   8/06/12 13.838 -4,784 5,113 329 151,537  267,404 -15,867 251,537
    SDAX short Klöckner 749.43 7.058 8.695 5/21/12 7.834 -5,871 6,517 645 152,182  261,533 -9,351 252,182
    DJ Global Titans Telefónica 592.57 10.070 10.948 10/22/12 10.500 -6,222 6,488 266 152,448  255,311 -2,863 252,448
  Buy MDAX Ströer Media 941.03 6.630   1/14/13 6.901 6,239        261,550 -9,102  
    SDAX long ADLER Real Estate 3,948.73 1.580   11/26/12 1.285 6,239        267,789 -15,341  
    MerVal short Pampa Energía 43,087.02 0.145   12/24/12 0.147 6,239        274,028 -21,580  
    BAX long KUKA 266.91 23.375   6/24/13 31.820 6,239        280,267 -27,819  
    DJ Global Titans Bank of America 866.09 7.204   12/16/13 11.075 6,239        286,506 -34,058  
11/05/12 Sell MIB short UnipolSai 494.74 0.935 28.146 6/27/11 5.130 -2,538 13,925 11,387 163,835  283,968 -20,133 263,835
    IBEX 35 long Grifols 569.31 13.025   8/20/12 11.240 -6,399 7,415 1,016 164,851  277,569 -12,717 264,851
    OMXH 25 short Outokumpu 961.67 6.200 6.752 10/22/12 6.470 -6,222 6,493 271 165,122  271,347 -6,224 265,122
  Buy MIB long Azimut 695.61 9.304   8/04/14 18.460 6,472        277,819 -12,696  
    OMXH 25 Konecranes 256.32 25.250   11/12/12 24.380 6,472        284,291 -19,169  
11/12/12 Sell BEL 20 short Bekaert 288.32 21.290 21.874 10/22/12 21.580 -6,222 6,307 85 165,207  278,069 -12,862 265,207
    OMXH 25 long Konecranes 256.32 24.380   11/05/12 25.250 -6,472 6,249 -223 164,984  271,597 -6,613 264,984
  Buy BEL 20 Galapagos 381.96 16.910   6/24/13 14.210 6,459        278,056 -13,072  
    OMXH 25 short Outokumpu 1,006.07 6.420   12/31/12 7.400 6,459        284,515 -19,531  
11/19/12 Sell SMI long Swiss Re 99.31 54.864   6/18/12 46.620 -4,630 5,449 819 165,803  279,885 -14,082 265,803
    Nikkei (TYO) short Nippon Sheet Glass 632.59 7.143 8.148 7/16/12 7.629 -4,826 5,154 328 166,131  275,059 -8,928 266,131
  Buy PSI 20 Impresa 22,172.41 0.290   12/17/12 0.300 6,430        281,489 -15,358  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI Julius Bär 246.17 26.121   12/17/12 27.324 6,430        287,919 -21,788  
    Nikkei (TYO) long Subaru 786.48 8.176   10/07/13 20.003 6,430        294,349 -28,218  
11/26/12 Sell SDAX long ADLER Real Estate 3,948.73 1.285   10/29/12 1.580 -6,239 5,074 -1,165 164,966  288,110 -23,144 264,966
    SLI short Lonza 163.66 36.099 32.909 4/23/12 34.504 -5,647 5,386 -261 164,705  282,463 -17,758 264,705
  Buy SDAX Deutz 1,899.38 3.250   12/10/12 3.138 6,173        288,636 -23,931  
    SLI long Swiss Life 59.23 104.219   6/24/13 120.698 6,173        294,809 -30,104  
12/10/12 Sell SSE 50 short China Unicom 9,640.32 0.413 0.620 6/04/12 0.506 -4,878 5,972 1,094 165,799  289,931 -24,132 265,799
    SDAX Deutz 1,899.38 3.138 3.366 11/26/12 3.250 -6,173 6,393 220 166,020  283,758 -17,738 266,020
    CAC Next 20 Hermes International 28.23 235.500 187.400 10/01/12 211.450 -5,969 5,290 -679 165,341  277,789 -12,448 265,341
  Buy SSE 50 long China Rwy Constr 8,829.61 0.716   4/29/13 0.634 6,322        284,111 -18,770  
    CAC 40 Societe Generale 219.40 28.815   1/14/13 34.140 6,322        290,433 -25,092  
    SDAX ADLER Real Estate 4,515.71 1.400   6/10/13 2.099 6,322        296,755 -31,414  
12/17/12 Sell PSI 20 short Impresa 22,172.41 0.300 0.280 11/19/12 0.290 -6,430 6,208 -222 165,119  290,325 -25,206 265,119
    SMI Julius Bär 246.17 27.324 24.917 11/19/12 26.121 -6,430 6,134 -296 164,823  283,895 -19,072 264,823
  Buy   long Richemont 102.50 59.929   10/14/13 74.199 6,143        290,037 -25,214  
12/24/12 Sell MerVal short Pampa Energía 43,087.02 0.147 0.143 10/29/12 0.145 -6,239 6,149 -90 164,732  283,798 -19,066 264,732
  Buy   long Gr Fin Galicia 8,805.56 0.697   5/27/13 0.697 6,141        289,939 -25,207  
12/31/12 Sell OMXH 25 short Outokumpu 1,006.07 7.400 5.440 11/12/12 6.420 -6,459 5,473 -986 163,746  283,480 -19,734 263,746
  Buy   long Orion 274.77 22.200   3/18/13 22.000 6,100        289,580 -25,834  
1/07/13 Sell OBX 25 long Grieg Seafood 5,043.75 1.707   9/03/12 1.371 -6,917 8,608 1,691 165,437  282,663 -17,226 265,437
    Nikkei (FRA) short Nippon Sheet Glass 325.66 9.100 8.980 5/14/12 9.040 -2,944 2,924 -20 165,418  279,719 -14,301 265,418
      Sharp 76.21 23.550 63.366 5/14/12 38.630 -2,944 4,829 1,885 167,303  276,775 -9,472 267,303
  Buy IBEX 35 long Mediaset Esp 1,131.50 5.696   2/04/13 5.150 6,445        283,220 -15,917  
    OBX 25 short REC Silicon 3,575.99 1.802   1/21/13 1.488 6,445        289,665 -22,362  
    Nikkei (FRA) long Subaru 325.51 9.900   1/14/13 9.907 3,223        292,888 -25,585  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Shinsei Bank 206.57 15.600   1/14/13 13.840 3,222        296,110 -28,807  
1/14/13 Sell CAC 40 long Societe Generale 219.40 34.140   12/10/12 28.815 -6,322 7,490 1,168 168,471  289,788 -21,317 268,471
    MDAX short Ströer Media 941.03 6.901 6.359 10/29/12 6.630 -6,239 5,984 -255 168,216  283,549 -15,333 268,216
    Nikkei (FRA) long Subaru 325.51 9.907   1/07/13 9.900 -3,223 3,225 2 168,219  280,327 -12,108 268,219
      Shinsei Bank 206.57 13.840   1/07/13 15.600 -3,222 2,859 -364 167,855  277,104 -9,249 267,855
  Buy CAC 40 short Engie 418.99 15.430   1/28/13 15.390 6,465        283,569 -15,714  
    MDAX long KUKA 229.38 28.185   6/24/13 31.820 6,465        290,034 -22,179  
    Nikkei (FRA) short Screen 165.90 19.485   2/11/13 16.805 3,233        293,267 -25,412  
1/21/13 Sell OBX 25 short REC Silicon 3,575.99 1.488 2.182 1/07/13 1.802 -6,445 7,804 1,359 169,214  286,822 -17,607 269,214
  Buy   long Grieg Seafood 3,622.44 1.736   1/28/13 1.688 6,290        293,112 -23,897  
1/28/13 Sell CAC 40 short Engie 418.99 15.390 15.470 1/14/13 15.430 -6,465 6,482 17 169,231  286,647 -17,416 269,231
    OBX 25 long Grieg Seafood 3,622.44 1.688   1/21/13 1.736 -6,290 6,115 -175 169,056  280,357 -11,301 269,056
  Buy CAC 40 Credit Agricole 830.07 7.762   2/11/13 7.414 6,443        286,800 -17,744  
    OBX 25 short REC Silicon 4,165.37 1.547   2/25/13 1.312 6,443        293,243 -24,187  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,131.50 5.150   1/07/13 5.696 -6,445 5,827 -618 168,438  286,798 -18,359 268,438
    RTX short RusHydro 3,257.42 1.770 2.468 9/17/12 2.090 -6,808 8,039 1,231 169,669  279,990 -10,320 269,669
  Buy   long Magnit 187.05 34.660   3/11/13 34.010 6,483        286,473 -16,804  
2/11/13 Sell CAC 40 long Credit Agricole 830.07 7.414   1/28/13 7.762 -6,443 6,154 -289 169,381  280,030 -10,649 269,381
    Nikkei (FRA) short Screen 165.90 16.805 22.592 1/14/13 19.485 -3,233 3,748 516 169,896  276,797 -6,901 269,896
    GCX REC Silicon 1,623.31 1.027 11.783 4/23/12 3.479 -5,647 19,128 13,481 183,377  271,150 12,226 283,377
  Buy CAC 40 Orange 937.46 7.883   2/25/13 7.479 7,390        278,540 4,836  
    ÖkoDAX (deprecated) long PNE Wind 2,648.75 2.790   4/29/13 2.700 7,390        285,930 -2,554  
    Nikkei (FRA) Subaru 342.13 10.800   8/26/13 18.441 3,695        289,625 -6,249  
      Mazda Motor 296.91 12.445   8/26/13 15.485 3,695        293,320 -9,944  
    GCX SunPower 1,046.34 7.063   11/25/13 21.795 7,390        300,710 -17,334  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/18/13 Buy GEX long MBB 359.51 18.500   4/22/13 17.650 6,651        307,361 -23,985  
2/25/13 Sell CAC 40 short Orange 937.46 7.479 8.309 2/11/13 7.883 -7,390 7,789 399 183,776  299,971 -16,195 283,776
    OBX 25 REC Silicon 4,165.37 1.312 1.824 1/28/13 1.547 -6,443 7,599 1,156 184,932  293,528 -8,596 284,932
  Buy CAC 40 long Credit Agricole 924.15 7.475   4/22/13 6.300 6,908        300,436 -15,504  
    OBX 25 Norwegian 2.36 2,924.050   4/15/13 2,803.560 6,901        307,337 -22,405  
3/11/13 Sell RTX long Magnit 187.05 34.010   2/04/13 34.660 -6,483 6,362 -122 184,810  300,854 -16,044 284,810
    Topix (FRA) short Kansai Electric Pwr 1,213.08 6.145 5.259 9/03/12 5.702 -6,917 6,380 -537 184,273  293,937 -9,664 284,273
  Buy RTX RusHydro 4,086.31 1.680   9/14/15 0.774 6,865        300,802 -16,529  
    Topix (FRA) long Mazda Motor 555.65 12.355   4/01/13 11.250 6,865        307,667 -23,394  
3/18/13 Sell OMXH 25 long Orion 274.77 22.000   12/31/12 22.200 -6,100 6,045 -55 184,218  301,567 -17,349 284,218
  Buy   short Outokumpu 1,208.51 5.520   9/16/13 4.600 6,671        308,238 -24,020  
3/25/13 Sell Athex LC long Alpha Bank 103.24 37.850   9/03/12 67.000 -6,917 3,908 -3,009 181,209  301,321 -20,113 281,209
  Buy   short Eurobank Ergasias 25.10 260.000   9/30/13 50.000 6,526        307,847 -26,639  
4/01/13 Sell Topix (FRA) long Mazda Motor 555.65 11.250   3/11/13 12.355 -6,865 6,251 -614 180,595  300,982 -20,387 280,595
  Buy   short Nidec 593.93 10.953   4/15/13 10.948 6,505        307,487 -26,893  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,800.49 3.018   9/17/12 2.431 -6,808 8,453 1,645 182,240  300,679 -18,440 282,240
4/15/13 Sell OBX 25 long Norwegian 2.36 2,803.560   2/25/13 2,924.050 -6,901 6,616 -284 181,955  293,778 -11,823 281,955
    Topix (FRA) short Nidec 593.93 10.948 10.957 4/01/13 10.953 -6,505 6,508 3 181,958  287,273 -5,315 281,958
  Buy OBX 25 Frontline 932.97 7.413   10/21/13 8.829 6,916        294,189 -12,231  
    Topix (FRA) long Mazda Motor 590.86 11.705   6/03/13 14.600 6,916        301,105 -19,147  
4/22/13 Sell France long Eurofins Scientific 498.99 15.325   8/13/12 10.355 -5,167 7,647 2,480 184,438  295,938 -11,500 284,438
    HSI Galaxy Entertainment 2,720.32 3.135   8/20/12 2.352 -6,399 8,527 2,128 186,566  289,539 -2,973 286,566
    CAC 40 Credit Agricole 924.15 6.300   2/25/13 7.475 -6,908 5,822 -1,086 185,480  282,631 2,849 285,480
    TSX 60 Couche-Tard 957.22 7.405   8/20/12 6.685 -6,399 7,088 689 186,169  276,232 9,937 286,169
    CAC Mid 60 Eurofins Scientific 589.09 15.325   9/10/12 11.000 -6,480 9,028 2,548 188,717  269,752 18,965 288,717
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GEX MBB 359.51 17.650   2/18/13 18.500 -6,651 6,345 -306 188,412  263,101 25,310 288,412
  Buy France short ArcelorMittal 298.37 26.286   5/06/13 29.061 7,843        270,944 17,467  
    HSI China Shenhua HK 3,082.70 2.544   9/16/13 2.475 7,843        278,787 9,624  
    CAC 40 ArcelorMittal 298.37 26.286   8/05/13 28.620 7,843        286,630 1,781  
    TSX 60 Barrick Gold 542.25 14.464   9/30/13 13.729 7,843        294,473 -6,062  
    CAC Mid 60 CGG 15.75 497.920   4/29/13 532.320 7,842        302,315 -13,904  
    GEX YOC 1,553.38 5.049   9/23/13 2.219 7,843        310,158 -21,747  
4/29/13 Sell SSE 50 long China Rwy Constr 8,829.61 0.634   12/10/12 0.716 -6,322 5,601 -721 187,690  303,836 -16,146 287,690
    ÖkoDAX (deprecated) PNE Wind 2,648.75 2.700   2/11/13 2.790 -7,390 7,152 -238 187,452  296,446 -8,995 287,452
    CAC Mid 60 short CGG 15.75 532.320 463.520 4/22/13 497.920 -7,842 7,300 -542 186,910  288,604 -1,694 286,910
  Buy SSE 50 China Northern Rare 3,140.97 2.270   5/06/13 2.286 7,130        295,734 -8,824  
    ÖkoDAX (deprecated) SolarWorld 67.23 106.050   4/13/15 14.550 7,130        302,864 -15,954  
5/06/13 Sell France short ArcelorMittal 298.37 29.061 23.511 4/22/13 26.286 -7,843 7,015 -828 186,082  295,021 -8,939 286,082
    SSE 50 China Northern Rare 3,140.97 2.286 2.254 4/29/13 2.270 -7,130 7,079 -51 186,031  287,891 -1,860 286,031
  Buy   long China Minsheng Bk 6,756.06 1.052   5/13/13 1.064 7,104        294,995 -8,964  
5/13/13 Sell   long China Minsheng Bk 6,756.06 1.064   5/06/13 1.052 -7,104 7,190 86 186,117  287,891 -1,774 286,117
    HSI-Fin Bank of China (HK) 2,852.35 2.748   9/17/12 2.387 -6,808 7,837 1,029 187,146  281,083 6,063 287,146
  Buy SSE 50 short China Northern Rare 3,095.57 2.368   11/04/13 2.137 7,330        288,413 -1,267  
    HSI-Fin Ping An 2,446.60 2.996   10/14/13 2.804 7,330        295,743 -8,597  
5/27/13 Sell MerVal long Gr Fin Galicia 8,805.56 0.697   12/24/12 0.697 -6,141 6,135 -6 187,140  289,602 -2,462 287,140
  Buy   short Pampa Energía 43,710.07 0.163   6/10/13 0.158 7,116        296,718 -9,578  
6/03/13 Sell Nordic 30 long Pandora 461.66 26.264   8/13/12 11.192 -5,167 12,125 6,958 194,098  291,551 2,547 294,098
    Topix (FRA) Mazda Motor 590.86 14.600   4/15/13 11.705 -6,916 8,627 1,711 195,809  284,635 11,174 295,809
  Buy Nordic 30 short Equinor 442.55 17.340   7/29/13 16.264 7,674        292,309 3,500  
    Topix (FRA) Inpex 964.92 7.953   11/18/13 8.519 7,674        299,983 -4,174  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
6/10/13 Sell SDAX long ADLER Real Estate 4,515.71 2.099   12/10/12 1.400 -6,322 9,478 3,156 198,965  293,661 5,304 298,965
    HSI-Prop China Ov Land & Inv 1,386.11 2.124   1/16/12 1.541 -2,136 2,944 808 199,773  291,525 8,248 299,773
      China Res Land 1,511.57 2.183   1/16/12 1.413 -2,136 3,299 1,163 200,936  289,389 11,547 300,936
    MerVal short Pampa Energía 43,710.07 0.158 0.168 5/27/13 0.163 -7,116 7,326 210 201,146  282,273 18,873 301,146
    STI long ThaiBev 23,242.22 0.382   7/02/12 0.212 -4,932 8,869 3,937 205,083  277,341 27,742 305,083
  Buy France short ArcelorMittal 295.13 28.191   7/08/13 26.415 8,320        285,661 19,422  
    SDAX Hypoport 1,112.30 7.480   9/30/13 8.120 8,320        293,981 11,102  
    HSI-Prop Hang Lung 1,619.81 2.568   11/18/13 2.531 4,160        298,141 6,942  
      Sino Land 3,865.81 1.076   11/18/13 1.043 4,160        302,301 2,782  
    MerVal long Telecom Argentina 2,196.53 3.788   6/17/13 3.268 8,320        310,621 -5,538  
    CAC Mid 60 short CGG 14.83 561.120   8/05/13 575.840 8,321        318,942 -13,859  
6/17/13 Sell ISEQ 20 long Kerry 79.91 42.250   8/27/12 37.580 -3,003 3,376 373 205,456  315,939 -10,483 305,456
      Smurfit Kappa 458.47 12.270   8/27/12 6.550 -3,003 5,625 2,622 208,079  312,936 -4,858 308,079
    MerVal Telecom Argentina 2,196.53 3.268   6/10/13 3.788 -8,320 7,178 -1,142 206,937  304,616 2,321 306,937
    Indices OMXC 20 97.58 70.001   9/10/12 66.404 -6,480 6,831 351 207,288  298,137 9,152 307,288
  Buy ISEQ 20 short C&C Group 934.33 4.233   7/29/13 4.100 3,955        302,092 5,197  
      CRH 253.02 15.631   7/29/13 15.994 3,955        306,047 1,242  
    PSI 20 long Teixeira Duarte 14,648.15 0.540   6/24/13 0.570 7,910        313,957 -6,668  
    MerVal short Comercial del Plata 112,517.78 0.070   8/12/13 0.067 7,910        321,867 -14,578  
    Indices RTX 5.68 1,393.590   8/12/13 1,391.500 7,916        329,782 -22,494  
6/24/13 Sell Germany long ADLER Real Estate 5,491.53 2.050   9/10/12 1.180 -6,480 11,258 4,778 212,066  323,302 -11,236 312,066
    MDAX KUKA 229.38 31.820   1/14/13 28.185 -6,465 7,299 834 212,900  316,837 -3,937 312,900
    BEL 20 Galapagos 381.96 14.210   11/12/12 16.910 -6,459 5,428 -1,031 211,868  310,378 1,490 311,868
    PSI 20 Teixeira Duarte 14,648.15 0.570   6/17/13 0.540 -7,910 8,349 439 212,308  302,468 9,840 312,308
    OMXC 20 Genmab 569.86 22.604   7/16/12 8.469 -4,826 12,881 8,055 220,363  297,642 22,721 320,363
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Electrolux 134.02 19.030   7/23/12 17.722 -2,375 2,550 175 220,538  295,267 25,271 320,538
      Swedbank 172.24 16.871   7/23/12 13.789 -2,375 2,906 531 221,069  292,892 28,177 321,069
    FT 30 Ferguson 1.56 3,452.810   8/06/12 3,068.570 -4,787 5,386 599 221,669  288,105 33,563 321,669
    SLI Swiss Life 59.23 120.698   11/26/12 104.219 -6,173 7,149 976 222,645  281,932 40,712 322,645
    BAX KUKA 266.91 31.820   10/29/12 23.375 -6,239 8,493 2,254 224,899  275,693 49,205 324,899
  Buy Germany short SolarWorld 101.71 91.950   7/29/13 77.250 9,352        285,046 39,853  
    MDAX Salzgitter 368.12 25.405   7/01/13 25.340 9,352        294,398 30,501  
    BEL 20 Aperam 1,124.04 8.320   7/15/13 8.461 9,352        303,750 21,149  
    OMXC 20 FLSmidth 266.96 35.032   7/01/13 34.376 9,352        313,102 11,797  
    OMXS 30 Boliden 489.67 9.549   7/08/13 9.256 4,676        317,778 7,121  
      Tele2 532.69 8.778   7/08/13 9.227 4,676        322,454 2,445  
    FT 30 Man Group 98.18 95.252   7/01/13 100.211 9,352        331,806 -6,907  
    SLI Kühne & Nagel 115.25 81.145   7/08/13 90.725 9,352        341,158 -16,259  
    BAX SFC Energy 1,968.84 4.750   7/01/13 4.650 9,352        350,510 -25,611  
7/01/13 Sell MDAX short Salzgitter 368.12 25.340 25.470 6/24/13 25.405 -9,352 9,376 24 224,923  341,157 -16,235 324,923
    OMXC 20 FLSmidth 266.96 34.376 35.701 6/24/13 35.032 -9,352 9,531 179 225,101  331,805 -6,704 325,101
    FT 30 Man Group 98.18 100.211 90.294 6/24/13 95.252 -9,352 8,865 -487 224,614  322,453 2,161 324,614
    BAX SFC Energy 1,968.84 4.650 4.852 6/24/13 4.750 -9,352 9,553 201 224,816  313,101 11,714 324,816
  Buy MDAX long Dürr 350.58 23.998   7/28/14 30.355 8,413        321,515 3,301  
    OMXC 20 Vestas Wind Systems 3,897.61 2.159   9/01/14 6.373 8,413        329,928 -5,112  
    FT 30 Lloyds Bank 112.37 74.871   9/09/13 90.907 8,413        338,341 -13,525  
    BAX Morphosys 190.58 44.145   4/14/14 58.270 8,413        346,754 -21,938  
7/08/13 Sell France short ArcelorMittal 295.13 26.415 30.086 6/10/13 28.191 -8,320 8,879 559 225,375  338,434 -13,059 325,375
    OMXS 30 Boliden 489.67 9.256 9.852 6/24/13 9.549 -4,676 4,824 148 225,523  333,758 -8,235 325,523
      Tele2 532.69 9.227 8.329 6/24/13 8.778 -4,676 4,437 -239 225,284  329,082 -3,798 325,284
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SLI Kühne & Nagel 115.25 90.725 71.565 6/24/13 81.145 -9,352 8,248 -1,104 224,180  319,730 4,450 324,180
  Buy OMXS 30 long Nokia 1,289.40 3.186   10/13/14 6.407 4,108        323,838 343  
      Kinnevik 187.83 21.868   10/13/14 22.475 4,107        327,945 -3,765  
    SLI Lonza 136.46 60.201   8/12/13 56.494 8,215        336,160 -11,980  
7/15/13 Sell BEL 20 short Aperam 1,124.04 8.461 8.179 6/24/13 8.320 -9,352 9,194 -158 224,022  326,808 -2,786 324,022
  Buy   long KBC 256.14 31.350   10/13/14 40.740 8,030        334,838 -10,816  
7/29/13 Sell Germany short SolarWorld 101.71 77.250 109.447 6/24/13 91.950 -9,352 11,132 1,780 225,801  325,486 316 325,801
    ATX long Österreichische Post 194.36 31.600   6/25/12 25.890 -5,032 6,142 1,110 226,911  320,454 6,457 326,911
    ISEQ 20 short C&C Group 934.33 4.100 4.370 6/17/13 4.233 -3,955 4,083 128 227,039  316,499 10,541 327,039
      CRH 253.02 15.994 15.268 6/17/13 15.631 -3,955 3,863 -92 226,947  312,544 14,404 326,947
    Nordic 30 Equinor 442.55 16.264 18.488 6/03/13 17.340 -7,674 8,182 508 227,455  304,870 22,586 327,455
  Buy ATX Raiffeisen Bank Int 379.08 23.085   10/21/13 25.350 8,751        313,621 13,835  
    ISEQ 20 long FBD 280.48 15.600   8/05/13 16.650 4,375        317,996 9,459  
      Smurfit Kappa 305.98 14.300   8/05/13 15.150 4,376        322,372 5,084  
    Nordic 30 Pandora 304.71 28.719   4/28/14 46.257 8,751        331,123 -3,667  
8/05/13 Sell CAC 40 short ArcelorMittal 298.37 28.620 23.952 4/22/13 26.286 -7,843 7,147 -696 226,759  323,280 3,479 326,759
    ISEQ 20 long FBD 280.48 16.650   7/29/13 15.600 -4,375 4,670 295 227,054  318,904 8,149 327,054
      Smurfit Kappa 305.98 15.150   7/29/13 14.300 -4,376 4,636 260 227,314  314,529 12,785 327,314
    CAC Mid 60 short CGG 14.83 575.840 546.400 6/10/13 561.120 -8,321 8,103 -218 227,095  306,207 20,888 327,095
  Buy ISEQ 20 C&C Group 1,050.35 4.141   9/09/13 4.285 4,350        310,557 16,538  
      Flutter 71.30 61.000   9/09/13 61.200 4,349        314,906 12,189  
8/12/13 Sell MerVal short Comercial del Plata 112,517.78 0.067 0.074 6/17/13 0.070 -7,910 8,304 394 227,489  306,996 20,493 327,489
    SLI long Lonza 136.46 56.494   7/08/13 60.201 -8,215 7,709 -506 226,983  298,781 28,202 326,983
    Indices short RTX 5.68 1,391.500 1,395.690 6/17/13 1,393.590 -7,916 7,928 12 226,995  290,866 36,130 326,995
  Buy MerVal long Telecom Argentina 2,153.53 4.215   2/10/14 2.998 9,078        299,944 27,052  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices Merval 18.11 501.316   8/04/14 750.468 9,079        309,022 17,973  
8/26/13 Sell Nikkei (FRA) long Subaru 342.13 18.441   2/11/13 10.800 -3,695 6,309 2,614 229,610  305,327 24,282 329,610
      Mazda Motor 296.91 15.485   2/11/13 12.445 -3,695 4,598 903 230,512  301,632 28,880 330,512
  Buy PSI 20 Teixeira Duarte 13,408.96 0.670   9/02/13 0.650 8,984        310,616 19,896  
    Nikkei (FRA) short Nikon 341.60 13.150   9/09/13 12.596 4,492        315,108 15,404  
9/02/13 Sell PSI 20 long Teixeira Duarte 13,408.96 0.650   8/26/13 0.670 -8,984 8,716 -268 230,244  306,124 24,120 330,244
9/09/13 Sell ISEQ 20 short C&C Group 1,050.35 4.285 3.997 8/05/13 4.141 -4,350 4,198 -151 230,093  301,775 28,318 330,093
      Flutter 71.30 61.200 60.800 8/05/13 61.000 -4,349 4,335 -14 230,078  297,426 32,653 330,078
    FT 30 long Lloyds Bank 112.37 90.907   7/01/13 74.871 -8,413 10,215 1,802 231,880  289,012 42,868 331,880
    Nikkei (FRA) short Nikon 341.60 12.596 13.728 8/26/13 13.150 -4,492 4,690 198 232,078  284,520 47,558 332,078
  Buy IBEX 35 long Siemens Gamesa 1,763.94 5.380   12/16/13 7.030 9,490        294,010 38,068  
    ISEQ 20 Bank of Ireland 670.20 7.080   10/14/13 6.960 4,745        298,755 33,323  
      Smurfit Kappa 297.49 15.950   10/14/13 17.020 4,745        303,500 28,578  
    PSI 20 Impresa 13,955.88 0.680   9/16/13 0.670 9,490        312,990 19,088  
    FT 30 short Man Group 90.01 105.435   10/14/13 92.741 9,490        322,480 9,597  
    Nikkei (FRA) long Furukawa Co 283.62 16.730   9/30/13 17.160 4,745        327,225 4,853  
      Tokyo Electric Power 1,213.55 3.910   9/30/13 4.520 4,745        331,970 108  
9/16/13 Sell HSI short China Shenhua HK 3,082.70 2.475 2.615 4/22/13 2.544 -7,843 8,062 219 232,297  324,127 8,169 332,297
    OMXH 25 Outokumpu 1,208.51 4.600 6.624 3/18/13 5.520 -6,671 8,005 1,334 233,631  317,456 16,174 333,631
    PSI 20 long Impresa 13,955.88 0.670   9/09/13 0.680 -9,490 9,350 -140 233,491  307,966 25,525 333,491
  Buy HSI Galaxy Entertainment 1,677.07 5.352   12/23/13 6.370 8,975        316,941 16,550  
    OMXH 25 Nokia 1,901.48 4.720   10/21/13 5.265 8,975        325,916 7,575  
9/23/13 Sell GEX short YOC 1,553.38 2.219 11.488 4/22/13 5.049 -7,843 17,846 10,003 243,494  318,073 25,420 343,494
  Buy PSI 20 long Teixeira Duarte 13,972.73 0.660   12/09/13 0.920 9,222        327,295 16,198  
    GEX Manz 172.15 53.570   4/14/14 65.730 9,222        336,517 6,976  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
9/30/13 Sell SDAX short Hypoport 1,112.30 8.120 6.840 6/10/13 7.480 -8,320 7,608 -712 242,782  328,197 14,584 342,782
    TSX 60 Barrick Gold 542.25 13.729 15.238 4/22/13 14.464 -7,843 8,263 420 243,201  320,354 22,847 343,201
    Athex LC Eurobank Ergasias 25.10 50.000 1,352.000 3/25/13 260.000 -6,526 33,935 27,409 270,611  313,828 56,782 370,611
    Nikkei (FRA) long Furukawa Co 283.62 17.160   9/09/13 16.730 -4,745 4,867 122 270,732  309,084 61,649 370,732
      Tokyo Electric Power 1,213.55 4.520   9/09/13 3.910 -4,745 5,485 740 271,473  304,339 67,134 371,473
  Buy SDAX ADLER Real Estate 3,716.95 2.950   10/14/13 3.079 10,965        315,304 56,169  
    HSI-C&I Galaxy Entertainment 2,119.21 5.174   2/03/14 7.265 10,965        326,269 45,204  
    TSX 60 Bausch Health 142.63 76.879   9/29/14 102.197 10,965        337,234 34,239  
    Athex LC Aegean Airlines 2,610.71 4.200   1/27/14 7.210 10,965        348,199 23,274  
    Nikkei (FRA) short Nikon 419.15 13.080   11/04/13 13.433 5,482        353,681 17,791  
    CAC Next 20 SES 518.44 21.150   10/07/13 21.020 10,965        364,646 6,826  
10/07/13 Sell   short SES 518.44 21.020 21.281 9/30/13 21.150 -10,965 11,033 68 271,541  353,681 17,859 371,541
    Nikkei (TYO) long Subaru 786.48 20.003   11/19/12 8.176 -6,430 15,732 9,302 280,843  347,251 33,591 380,843
  Buy CAC Next 20 EDF 436.03 23.760   10/28/13 25.570 10,360        357,611 23,231  
    Nikkei (TYO) short Nikon 818.95 12.650   10/14/13 13.191 10,360        367,971 12,871  
10/14/13 Sell SDAX long ADLER Real Estate 3,716.95 3.079   9/30/13 2.950 -10,965 11,444 479 281,322  357,006 24,316 381,322
    HSI-Fin short Ping An 2,446.60 2.804 3.201 5/13/13 2.996 -7,330 7,832 502 281,824  349,676 32,148 381,824
    ISEQ 20 long Bank of Ireland 670.20 6.960   9/09/13 7.080 -4,745 4,665 -80 281,744  344,931 36,812 381,744
      Smurfit Kappa 297.49 17.020   9/09/13 15.950 -4,745 5,063 318 282,062  340,186 41,875 382,062
    FT 30 short Man Group 90.01 92.741 119.865 9/09/13 105.435 -9,490 10,789 1,299 283,361  330,696 52,665 383,361
    SMI long Richemont 102.50 74.199   12/17/12 59.929 -6,143 7,605 1,463 284,823  324,553 60,270 384,823
    Nikkei (TYO) short Nikon 818.95 13.191 12.110 10/07/13 12.650 -10,360 9,917 -443 284,381  314,193 70,187 384,381
  Buy HSI-Fin long AIA 3,098.74 3.667   1/06/14 3.604 11,364        325,557 58,823  
    ISEQ 20 short C&C Group 1,352.86 4.200   10/28/13 4.008 5,682        331,239 53,141  
      Flutter 99.75 56.960   10/28/13 56.500 5,682        336,921 47,459  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 long ITV 52.16 217.888   12/02/13 228.772 11,365        348,286 36,094  
    Nikkei (TYO) Tokyo Electric Power 2,911.23 3.904   11/04/13 3.961 11,364        359,650 24,730  
10/21/13 Sell ATX short Raiffeisen Bank Int 379.08 25.350 20.820 7/29/13 23.085 -8,751 7,892 -859 283,522  350,899 32,623 383,522
    OMXH 25 long Nokia 1,901.48 5.265   9/16/13 4.720 -8,975 10,011 1,036 284,558  341,924 42,634 384,558
    OBX 25 short Frontline 932.97 8.829 5.997 4/15/13 7.413 -6,916 5,595 -1,321 283,237  335,008 48,229 383,237
  Buy ATX long Wienerberger 825.56 13.065   8/11/14 11.525 10,786        345,794 37,443  
    SDAX ADLER Real Estate 3,607.36 2.990   3/31/14 5.100 10,786        356,580 26,657  
    OMXH 25 short YIT 1,084.02 9.950   10/28/13 10.035 10,786        367,366 15,871  
    OBX 25 long REC Silicon 3,043.54 3.544   12/16/13 2.538 10,786        378,152 5,085  
10/28/13 Sell ISEQ 20 short C&C Group 1,352.86 4.008 4.401 10/14/13 4.200 -5,682 5,954 272 283,509  372,470 11,039 383,509
      Flutter 99.75 56.500 57.424 10/14/13 56.960 -5,682 5,728 46 283,556  366,788 16,767 383,556
    OMXH 25 YIT 1,084.02 10.035 9.865 10/21/13 9.950 -10,786 10,694 -92 283,464  356,002 27,461 383,464
    CAC Next 20 long EDF 436.03 25.570   10/07/13 23.760 -10,360 11,149 789 284,253  345,642 38,610 384,253
  Buy ISEQ 20 Bank of Ireland 688.22 7.680   11/25/13 8.040 5,286        350,928 33,325  
      Smurfit Kappa 307.12 17.210   11/25/13 17.550 5,286        356,213 28,039  
    OMXH 25 Nokia 2,131.25 4.960   11/11/13 5.770 10,571        366,784 17,468  
    CAC Next 20 short STMicroelectronics 1,890.04 5.593   11/11/13 5.653 10,571        377,355 6,897  
11/04/13 Sell SSE 50 short China Northern Rare 3,095.57 2.137 2.623 5/13/13 2.368 -7,330 8,121 791 285,044  370,025 15,018 385,044
    Nikkei (FRA) Nikon 419.15 13.433 12.727 9/30/13 13.080 -5,482 5,335 -148 284,896  364,543 20,353 384,896
    Nikkei (TYO) long Tokyo Electric Power 2,911.23 3.961   10/14/13 3.904 -11,364 11,532 168 285,064  353,179 31,885 385,064
  Buy SSE 50 Shanghai Oriental 2,370.21 4.398   12/23/13 4.388 10,423        363,602 21,462  
    Nikkei (FRA) Softbank 182.54 28.550   12/16/13 30.884 5,212        368,813 16,250  
      Tokyo Electric Power 1,314.71 3.964   12/16/13 3.730 5,212        374,025 11,039  
    Nikkei (TYO) short Nikon 775.72 13.437   11/18/13 13.220 10,423        384,448 616  
11/11/13 Sell OMXH 25 long Nokia 2,131.25 5.770   10/28/13 4.960 -10,571 12,297 1,726 286,790  373,877 12,913 386,790
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 short STMicroelectronics 1,890.04 5.653 5.533 10/28/13 5.593 -10,571 10,458 -113 286,677  363,306 23,371 386,677
  Buy OMXH 25 Outokumpu 2,928.86 3.500   12/02/13 3.690 10,251        373,557 13,120  
    CAC Next 20 long EDF 396.10 25.880   12/09/13 26.640 10,251        383,808 2,869  
11/18/13 Sell HSI-Prop short Hang Lung 1,619.81 2.531 2.606 6/10/13 2.568 -4,160 4,222 62 286,738  379,648 7,090 386,738
      Sino Land 3,865.81 1.043 1.110 6/10/13 1.076 -4,160 4,293 133 286,871  375,488 11,383 386,871
    Topix (FRA) Inpex 964.92 8.519 7.387 6/03/13 7.953 -7,674 7,128 -546 286,325  367,814 18,511 386,325
    Nikkei (TYO) Nikon 775.72 13.220 13.657 11/04/13 13.437 -10,423 10,594 171 286,495  357,391 29,105 386,495
  Buy HSI-Prop long CK Hutchison 438.28 11.852   2/10/14 10.645 5,194        362,585 23,910  
      China Ov Land & Inv 2,238.33 2.321   2/10/14 1.876 5,194        367,780 18,716  
    Topix (FRA) Softbank 362.69 28.644   11/25/13 31.950 10,389        378,169 8,327  
    Nikkei (TYO) MinebeaMitsumi 2,068.99 5.021   3/03/14 6.187 10,389        388,558 -2,062  
11/25/13 Sell ISEQ 20 long Bank of Ireland 688.22 8.040   10/28/13 7.680 -5,286 5,533 248 286,743  383,272 3,471 386,743
      Smurfit Kappa 307.12 17.550   10/28/13 17.210 -5,286 5,390 104 286,848  377,987 8,861 386,848
    Topix (FRA) Softbank 362.69 31.950   11/18/13 28.644 -10,389 11,588 1,199 288,047  367,598 20,449 388,047
    GCX SunPower 1,046.34 21.795   2/11/13 7.063 -7,390 22,805 15,415 303,461  360,208 43,253 403,461
  Buy ISEQ 20 short Flutter 99.58 56.070   12/02/13 56.450 5,583        365,791 37,670  
      Ryanair 957.39 5.832   12/02/13 6.109 5,584        371,375 32,086  
    Topix (FRA) Komatsu 713.87 15.643   6/09/14 16.815 11,167        382,542 20,919  
    GCX Aurubis 263.53 42.375   1/06/14 43.845 11,167        393,709 9,752  
12/02/13 Sell ISEQ 20 short Flutter 99.58 56.450 55.690 11/25/13 56.070 -5,583 5,546 -38 303,423  388,126 15,298 403,423
      Ryanair 957.39 6.109 5.555 11/25/13 5.832 -5,584 5,318 -265 303,158  382,542 20,616 403,158
    OMXH 25 Outokumpu 2,928.86 3.690 3.310 11/11/13 3.500 -10,251 9,695 -556 302,602  372,291 30,311 402,602
    FT 30 long ITV 52.16 228.772   10/14/13 217.888 -11,365 11,933 568 303,169  360,926 42,243 403,169
  Buy ISEQ 20 Bank of Ireland 667.57 8.340   4/14/14 8.250 5,568        366,494 36,676  
      Smurfit Kappa 322.94 17.240   4/14/14 17.010 5,567        372,061 31,108  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Nokia 1,884.41 5.909   12/09/13 5.850 11,135        383,196 19,973  
12/09/13 Sell   long Nokia 1,884.41 5.850   12/02/13 5.909 -11,135 11,024 -111 303,058  372,061 30,997 403,058
    PSI 20 Teixeira Duarte 13,972.73 0.920   9/23/13 0.660 -9,222 12,855 3,633 306,691  362,839 43,852 406,691
    CAC Next 20 EDF 396.10 26.640   11/11/13 25.880 -10,251 10,552 301 306,992  352,588 54,404 406,992
  Buy OMXH 25 short Metso Outotec 1,722.26 6.697   5/12/14 8.620 11,534        364,122 42,870  
    CAC Next 20 STMicroelectronics 2,116.33 5.450   1/13/14 5.763 11,534        375,656 31,336  
12/16/13 Sell IBEX 35 long Siemens Gamesa 1,763.94 7.030   9/09/13 5.380 -9,490 12,401 2,911 309,903  366,166 43,737 409,903
    OBX 25 REC Silicon 3,043.54 2.538   10/21/13 3.544 -10,786 7,723 -3,063 306,840  355,380 51,460 406,840
    Nikkei (FRA) Softbank 182.54 30.884   11/04/13 28.550 -5,212 5,638 426 307,266  350,168 57,098 407,266
      Tokyo Electric Power 1,314.71 3.730   11/04/13 3.964 -5,212 4,904 -308 306,958  344,957 62,001 406,958
    DJ Global Titans Bank of America 866.09 11.075   10/29/12 7.204 -6,239 9,592 3,353 310,311  338,718 71,593 410,311
  Buy IBEX 35 short Acciona 302.99 39.760   1/20/14 48.255 12,047        350,765 59,546  
    OBX 25 TGS-NOPEC 709.81 16.972   12/23/13 17.469 12,047        362,812 47,499  
    Nikkei (FRA) Nitto Denko 207.84 28.981   12/30/13 30.258 6,023        368,835 41,476  
      Pacific Metals 242.30 24.860   12/30/13 26.180 6,024        374,859 35,452  
    CAC Mid 60 Adocia 2,109.81 5.710   12/23/13 5.660 12,047        386,906 23,405  
    DJ Global Titans IBM 93.21 129.242   12/23/13 133.044 12,047        398,953 11,359  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,370.21 4.388   11/04/13 4.398 -10,423 10,401 -22 310,289  388,530 21,759 410,289
    HSI Galaxy Entertainment 1,677.07 6.370   9/16/13 5.352 -8,975 10,683 1,708 311,997  379,555 32,442 411,997
    OBX 25 short TGS-NOPEC 709.81 17.469 16.475 12/16/13 16.972 -12,047 11,694 -353 311,644  367,507 44,137 411,644
    CAC Mid 60 Adocia 2,109.81 5.660 5.760 12/16/13 5.710 -12,047 12,153 106 311,750  355,460 56,290 411,750
    DJ Global Titans IBM 93.21 133.044 125.440 12/16/13 129.242 -12,047 11,692 -354 311,396  343,414 67,982 411,396
  Buy SSE 50 Poly Developments 18,704.54 0.641   6/02/14 0.591 11,984        355,398 55,998  
    PSI 20 long Impresa 10,994.50 1.090   5/12/14 1.759 11,984        367,382 44,014  
    OBX 25 DNO International 4,123.31 2.906   2/17/14 2.830 11,984        379,366 32,030  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Int Cons Airlines 25.42 471.516   1/27/14 485.635 11,986        391,352 20,044  
    DJ Global Titans Alphabet A 29.35 408.320   10/27/14 433.045 11,984        403,336 8,060  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 207.84 30.258 27.704 12/16/13 28.981 -6,023 5,758 -265 311,131  397,313 13,818 411,131
      Pacific Metals 242.30 26.180 23.540 12/16/13 24.860 -6,024 5,704 -320 310,811  391,289 19,522 410,811
  Buy   long MinebeaMitsumi 1,020.10 5.273   2/10/14 6.030 5,379        396,668 14,143  
      Softbank 170.09 31.625   2/10/14 27.751 5,379        402,047 8,764  
1/06/14 Sell HSI-Fin long AIA 3,098.74 3.604   10/14/13 3.667 -11,364 11,169 -195 310,616  390,683 19,933 410,616
    GCX short Aurubis 263.53 43.845 40.905 11/25/13 42.375 -11,167 10,780 -387 310,229  379,516 30,713 410,229
  Buy HSI-Fin ICBC 23,493.18 0.469   6/02/14 0.478 11,023        390,539 19,690  
    SLI long Vifor Pharma 148.92 74.020   1/27/14 69.103 11,023        401,562 8,667  
    GCX Vestas Wind Systems 2,209.33 4.989   2/03/14 4.789 11,023        412,585 -2,357  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,116.33 5.763 5.137 12/09/13 5.450 -11,534 10,872 -662 309,566  401,051 8,515 409,566
1/20/14 Sell IBEX 35 short Acciona 302.99 48.255 31.265 12/16/13 39.760 -12,047 9,473 -2,574 306,992  389,004 17,988 406,992
  Buy   long Siemens Gamesa 1,256.68 8.454   1/27/14 7.622 10,624        399,628 7,364  
    NZX 50 short Chorus 11,340.73 0.937   6/02/14 1.063 10,624        410,252 -3,260  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,256.68 7.622   1/20/14 8.454 -10,624 9,578 -1,046 305,947  399,628 6,319 405,947
    Athex LC Aegean Airlines 2,610.71 7.210   9/30/13 4.200 -10,965 18,823 7,858 313,805  388,663 25,142 413,805
    FT 30 Int Cons Airlines 25.42 485.635   12/23/13 471.516 -11,986 12,345 359 314,164  376,677 37,487 414,164
    SLI Vifor Pharma 148.92 69.103   1/06/14 74.020 -11,023 10,291 -732 313,432  365,654 47,777 413,432
  Buy IBEX 35 short Repsol 657.92 17.525   2/17/14 17.625 11,530        377,184 36,247  
    Athex LC Eurobank Ergasias 235.31 49.000   5/09/16 0.875 11,530        388,714 24,717  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,119.21 7.265   9/30/13 5.174 -10,965 15,395 4,430 317,862  377,749 40,112 417,862
    GCX Vestas Wind Systems 2,209.33 4.789   1/06/14 4.989 -11,023 10,581 -442 317,420  366,726 50,693 417,420
  Buy FT 30 Int Cons Airlines 23.42 499.638   2/10/14 509.014 11,702        378,428 38,992  
    GCX short Aurubis 288.23 40.600   3/03/14 38.880 11,702        390,130 27,290  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/10/14 Sell HSI-Prop long CK Hutchison 438.28 10.645   11/18/13 11.852 -5,194 4,666 -529 316,891  384,936 31,955 416,891
      China Ov Land & Inv 2,238.33 1.876   11/18/13 2.321 -5,194 4,199 -996 315,895  379,741 36,154 415,895
    MerVal Telecom Argentina 2,153.53 2.998   8/12/13 4.215 -9,078 6,457 -2,621 313,274  370,663 42,611 413,274
    FT 30 Int Cons Airlines 23.42 509.014   2/03/14 499.638 -11,702 11,921 220 313,494  358,962 54,532 413,494
    Nikkei (FRA) MinebeaMitsumi 1,020.10 6.030   12/30/13 5.273 -5,379 6,151 772 314,266  353,583 60,684 414,266
      Softbank 170.09 27.751   12/30/13 31.625 -5,379 4,720 -659 313,607  348,203 65,404 413,607
  Buy HSI-Prop short New World Dev 1,696.66 3.529   7/28/14 3.549 5,988        354,191 59,416  
      The Wharf 3,235.96 1.850   7/28/14 2.205 5,988        360,178 53,429  
    Nikkei (FRA) Hitachi Zosen 1,404.53 4.263   6/30/14 3.700 5,988        366,166 47,441  
      Nitto Denko 191.31 31.297   6/30/14 33.890 5,987        372,153 41,454  
2/17/14 Sell IBEX 35 short Repsol 657.92 17.625 17.425 1/27/14 17.525 -11,530 11,464 -66 313,541  360,623 52,918 413,541
    OBX 25 long DNO International 4,123.31 2.830   12/23/13 2.906 -11,984 11,670 -314 313,227  348,639 64,588 413,227
  Buy IBEX 35 Siemens Gamesa 1,430.37 8.351   3/10/14 8.580 11,945        360,584 52,643  
    OBX 25 short Petroleum Geo-Srvcs 1,570.68 7.605   6/02/14 7.980 11,945        372,529 40,698  
2/24/14 Buy MerVal long Edenor 36,082.67 0.315   12/15/14 0.569 11,348        383,877 29,350  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,068.99 6.187   11/18/13 5.021 -10,389 12,800 2,411 315,638  373,488 42,150 415,638
    GCX short Aurubis 288.23 38.880 42.396 2/03/14 40.600 -11,702 12,220 518 316,156  361,786 54,369 416,156
  Buy Nikkei (TYO) Hitachi Zosen 2,996.33 3.926   3/31/14 3.419 11,763        373,549 42,606  
    GCX long Vestas Wind Systems 2,350.91 5.004   4/14/14 5.847 11,763        385,312 30,843  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,430.37 8.580   2/17/14 8.351 -11,945 12,273 328 316,483  373,367 43,116 416,483
  Buy   short Inditex 547.88 20.970   6/09/14 21.750 11,489        384,856 31,627  
3/31/14 Sell SDAX long ADLER Real Estate 3,607.36 5.100   10/21/13 2.990 -10,786 18,398 7,612 324,095  374,070 50,025 424,095
    Nikkei (TYO) short Hitachi Zosen 2,996.33 3.419 4.508 3/03/14 3.926 -11,763 13,509 1,746 325,840  362,307 63,533 425,840
  Buy SDAX Koenig & Bauer 994.63 12.300   5/05/14 11.730 12,234        374,541 51,299  
    Nikkei (TYO) long MinebeaMitsumi 1,898.78 6.443   4/07/14 6.630 12,234        386,775 39,065  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/07/14 Sell   long MinebeaMitsumi 1,898.78 6.630   3/31/14 6.443 -12,234 12,588 354 326,195  374,541 51,653 426,195
  Buy   short Hitachi Zosen 3,460.10 3.453   7/28/14 3.842 11,946        386,487 39,707  
4/14/14 Sell ISEQ 20 long Bank of Ireland 667.57 8.250   12/02/13 8.340 -5,568 5,507 -60 326,134  380,920 45,215 426,134
      Smurfit Kappa 322.94 17.010   12/02/13 17.240 -5,567 5,493 -74 326,060  375,352 50,708 426,060
    BAX Morphosys 190.58 58.270   7/01/13 44.145 -8,413 11,105 2,692 328,752  366,939 61,813 428,752
    GEX Manz 172.15 65.730   9/23/13 53.570 -9,222 11,315 2,093 330,845  357,717 73,129 430,845
    GCX Vestas Wind Systems 2,350.91 5.847   3/03/14 5.004 -11,763 13,745 1,982 332,827  345,954 86,873 432,827
  Buy ISEQ 20 short C&C Group 1,450.00 4.480   1/19/15 3.322 6,496        352,450 80,377  
      Flutter 121.22 53.590   1/19/15 66.350 6,496        358,946 73,881  
    BAX Adva 4,056.20 3.203   4/21/14 3.210 12,992        371,938 60,889  
    GEX 4SC 453.29 28.662   1/26/15 18.284 12,992        384,930 47,897  
    GCX EJR 252.34 51.487   4/28/14 51.524 12,992        397,922 34,905  
4/21/14 Sell BAX short Adva 4,056.20 3.210 3.196 4/14/14 3.203 -12,992 12,964 -28 332,799  384,930 47,869 432,799
  Buy   long Sixt 415.35 28.930   5/05/14 28.890 12,016        396,946 35,853  
4/28/14 Sell Nordic 30 long Pandora 304.71 46.257   7/29/13 28.719 -8,751 14,095 5,344 338,143  388,195 49,947 438,143
    GCX short EJR 252.34 51.524 51.450 4/14/14 51.487 -12,992 12,983 -9 338,133  375,203 62,930 438,133
  Buy Germany SolarWorld 405.77 30.870   6/09/14 16.900 12,526        387,729 50,404  
    Nordic 30 Carlsberg A 169.70 73.812   5/05/14 74.896 12,526        400,255 37,878  
    GCX long Vestas Wind Systems 2,032.72 6.162   5/19/14 7.076 12,526        412,781 25,352  
5/05/14 Sell SDAX short Koenig & Bauer 994.63 11.730 12.898 3/31/14 12.300 -12,234 12,828 594 338,728  400,547 38,181 438,728
    Nordic 30 Carlsberg A 169.70 74.896 72.728 4/28/14 73.812 -12,526 12,342 -184 338,544  388,022 50,523 438,544
    BAX long Sixt 415.35 28.890   4/21/14 28.930 -12,016 11,999 -17 338,527  376,005 62,522 438,527
  Buy SDAX ADLER Real Estate 2,497.71 5.015   5/19/14 5.000 12,526        388,531 49,996  
    Nordic 30 Pandora 257.05 48.729   9/15/14 59.766 12,526        401,057 37,470  
    BAX short Adva 3,914.38 3.200   6/09/14 3.196 12,526        413,583 24,944  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/12/14 Sell OMXH 25 short Metso Outotec 1,722.26 8.620 4.774 12/09/13 6.697 -11,534 8,222 -3,312 335,215  402,049 33,166 435,215
    PSI 20 long Impresa 10,994.50 1.759   12/23/13 1.090 -11,984 19,339 7,355 342,571  390,065 52,505 442,571
  Buy OMXH 25 Outokumpu 1,852.69 6.680   5/19/14 6.250 12,376        402,441 40,130  
5/19/14 Sell SDAX long ADLER Real Estate 2,497.71 5.000   5/05/14 5.015 -12,526 12,489 -37 342,533  389,915 52,618 442,533
    OMXH 25 Outokumpu 1,852.69 6.250   5/12/14 6.680 -12,376 11,579 -797 341,737  377,539 64,197 441,737
    GCX Vestas Wind Systems 2,032.72 7.076   4/28/14 6.162 -12,526 14,384 1,858 343,595  365,013 78,582 443,595
  Buy HSI Citic Pacific 10,077.20 1.295   11/10/14 1.393 13,054        378,067 65,528  
    SDAX short WCM 8,042.63 1.623   5/26/14 1.623 13,054        391,121 52,474  
    OMXH 25 YIT 1,764.05 7.400   1/26/15 5.508 13,054        404,175 39,420  
    GCX Energy Recovery 3,873.02 3.371   3/02/15 3.076 13,054        417,229 26,366  
5/26/14 Sell SDAX short WCM 8,042.63 1.623 1.623 5/19/14 1.623 -13,054 13,054 0 343,595  404,175 39,420  
  Buy   long ADLER Real Estate 2,195.45 5.500   6/09/14 6.050 12,075        416,250 27,345  
    HSI-C&I Tencent 1,187.35 10.170   10/06/14 12.196 12,075        428,325 15,270  
6/02/14 Sell SSE 50 short Poly Developments 18,704.54 0.591 0.695 12/23/13 0.641 -11,984 12,994 1,010 344,605  416,341 28,264 444,605
    HSI-Fin ICBC 23,493.18 0.478 0.460 1/06/14 0.469 -11,023 10,816 -207 344,398  405,318 39,080 444,398
    OBX 25 Petroleum Geo-Srvcs 1,570.68 7.980 7.230 2/17/14 7.605 -11,945 11,357 -588 343,810  393,373 50,437 443,810
    NZX 50 Chorus 11,340.73 1.063 0.811 1/20/14 0.937 -10,624 9,193 -1,431 342,379  382,749 59,629 442,379
  Buy SSE 50 long Sinolink Secs 10,913.04 1.150   6/23/14 1.117 12,550        395,299 47,079  
    HSI-Fin HK Exchgs & Clrg 917.04 13.685   9/29/14 17.213 12,550        407,849 34,529  
    OBX 25 Grieg Seafood 3,720.28 3.373   6/30/14 3.430 12,550        420,399 21,979  
    FT 30 National Grid 11.37 1,103.450   6/09/14 1,037.210 12,546        432,945 9,433  
    NZX 50 Tourism 18,023.84 0.696   7/21/14 0.758 12,550        445,495 -3,117  
6/09/14 Sell Germany short SolarWorld 405.77 16.900 56.388 4/28/14 30.870 -12,526 22,881 10,354 352,733  432,969 19,764 452,733
    SDAX long ADLER Real Estate 2,195.45 6.050   5/26/14 5.500 -12,075 13,282 1,207 353,940  420,894 33,046 453,940
    IBEX 35 short Inditex 547.88 21.750 20.190 3/10/14 20.970 -11,489 11,062 -427 353,513  409,405 44,108 453,513
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 long National Grid 11.37 1,037.210   6/02/14 1,103.450 -12,546 11,793 -753 352,760  396,859 55,901 452,760
    Topix (FRA) short Komatsu 713.87 16.815 14.471 11/25/13 15.643 -11,167 10,330 -837 351,923  385,692 66,231 451,923
    BAX Adva 3,914.38 3.196 3.204 5/05/14 3.200 -12,526 12,542 16 351,939  373,166 78,773 451,939
  Buy SDAX WCM 8,295.24 1.599   12/29/14 1.381 13,267        386,433 65,506  
    FT 30 Tesco 28.81 460.539   11/17/14 306.530 13,268        399,701 52,238  
    Topix (FRA) long Fujitsu 265.18 50.030   9/15/14 48.100 13,267        412,968 38,971  
    BAX Cancom 672.09 19.740   6/16/14 18.403 13,267        426,235 25,704  
6/16/14 Sell   long Cancom 672.09 18.403   6/09/14 19.740 -13,267 12,368 -899 351,040  412,968 38,072 451,040
  Buy IBEX 35 short ArcelorMittal 372.89 32.790   3/02/15 28.860 12,227        425,195 25,845  
    BAX Adva 3,898.92 3.136   6/23/14 3.096 12,227        437,422 13,618  
6/23/14 Sell SSE 50 long Sinolink Secs 10,913.04 1.117   6/02/14 1.150 -12,550 12,190 -360 350,680  424,872 25,808 450,680
    BAX short Adva 3,898.92 3.096 3.177 6/16/14 3.136 -12,227 12,385 158 350,838  412,645 38,193 450,838
  Buy SSE 50 Kangmei Pharma 14,182.13 0.862   7/07/14 0.868 12,225        424,870 25,968  
    CAC Next 20 Arkema 173.02 70.655   1/26/15 62.720 12,225        437,095 13,743  
    CAC Mid 60 CGG 35.60 343.360   1/19/15 153.600 12,224        449,319 1,519  
    BAX long Wacker Neuson 737.78 16.570   7/14/14 17.170 12,225        461,544 -10,706  
6/30/14 Sell OBX 25 long Grieg Seafood 3,720.28 3.430   6/02/14 3.373 -12,550 12,760 210 351,048  448,994 2,054 451,048
    Nikkei (FRA) short Hitachi Zosen 1,404.53 3.700 4.912 2/10/14 4.263 -5,988 6,899 911 351,959  443,006 8,953 451,959
      Nitto Denko 191.31 33.890 28.704 2/10/14 31.297 -5,987 5,491 -496 351,463  437,019 14,444 451,463
  Buy OBX 25 Norwegian 4.86 2,398.530   7/07/14 2,546.850 11,657        448,675 2,788  
    Nikkei (FRA) long Fujitsu 105.90 54.990   8/17/15 44.550 5,823        454,499 -3,036  
      MinebeaMitsumi 708.11 8.224   8/17/15 12.573 5,824        460,322 -8,859  
7/07/14 Sell SSE 50 short Kangmei Pharma 14,182.13 0.868 0.856 6/23/14 0.862 -12,225 12,134 -91 351,372  448,097 3,275 451,372
    OBX 25 Norwegian 4.86 2,546.850 2,250.210 6/30/14 2,398.530 -11,657 10,936 -721 350,651  436,441 14,211 450,651
  Buy SSE 50 long AVIC Aviation Engine 3,905.04 2.976   8/03/15 7.097 11,621        448,062 2,590  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 SalMar 862.10 13.480   7/28/14 14.639 11,621        459,682 -9,031  
7/14/14 Sell BAX long Wacker Neuson 737.78 17.170   6/23/14 16.570 -12,225 12,668 443 351,094  447,457 3,637 451,094
7/21/14 Sell NZX 50 long Tourism 18,023.84 0.758   6/02/14 0.696 -12,550 13,660 1,110 352,204  434,907 17,297 452,204
  Buy France short CGG 43.91 267.296   12/29/14 160.352 11,737        446,644 5,560  
    NZX 50 a2 Milk 29,956.61 0.392   7/28/14 0.401 11,737        458,381 -6,177  
7/28/14 Sell MDAX long Dürr 350.58 30.355   7/01/13 23.998 -8,413 10,642 2,229 354,433  449,968 4,465 454,433
    HSI-Prop short New World Dev 1,696.66 3.549 3.509 2/10/14 3.529 -5,988 5,954 -33 354,400  443,981 10,419 454,400
      The Wharf 3,235.96 2.205 1.496 2/10/14 1.850 -5,988 4,841 -1,146 353,254  437,993 15,260 453,254
    OBX 25 long SalMar 862.10 14.639   7/07/14 13.480 -11,621 12,620 999 354,253  426,372 27,880 454,253
    NZX 50 short a2 Milk 29,956.61 0.401 0.383 7/21/14 0.392 -11,737 11,470 -267 353,986  414,635 39,351 453,986
    Nikkei (TYO) Hitachi Zosen 3,460.10 3.842 3.063 4/07/14 3.453 -11,946 10,598 -1,348 352,638  402,689 49,949 452,638
  Buy Germany SolarWorld 837.60 15.000   1/12/15 12.350 12,564        415,253 37,385  
    MDAX Südzucker 904.86 13.885   2/02/15 11.245 12,564        427,817 24,821  
    HSI-Prop long CK Hutchison 457.54 13.730   8/24/15 10.950 6,282        434,099 18,539  
      Sino Land 5,017.57 1.252   8/24/15 1.200 6,282        440,381 12,257  
    OBX 25 short Petroleum Geo-Srvcs 1,947.00 6.453   8/11/14 6.127 12,564        452,945 -307  
    NZX 50 long Tourism 16,884.83 0.744   2/22/16 1.542 12,564        465,509 -12,871  
    BAX Nemetschek 1,977.27 6.354   8/04/14 6.125 12,564        478,073 -25,435  
    Nikkei (TYO) MinebeaMitsumi 1,374.93 9.138   10/20/14 9.651 12,564        490,637 -37,999  
8/04/14 Sell HDAX long Dürr 496.88 28.230   1/23/12 9.125 -4,534 14,027 9,493 362,131  486,103 -23,972 462,131
    MIB Azimut 695.61 18.460   11/05/12 9.304 -6,472 12,841 6,369 368,500  479,631 -11,131 468,500
    BAX Nemetschek 1,977.27 6.125   7/28/14 6.354 -12,564 12,111 -453 368,047  467,067 979 468,047
    Indices Merval 18.11 750.468   8/12/13 501.316 -9,079 13,591 4,512 372,559  457,989 14,570 472,559
  Buy HDAX short Südzucker 935.33 13.020   1/12/15 11.160 12,178        470,167 2,392  
    Indices PSI 20 2.08 5,854.360   8/18/14 5,654.350 12,177        482,344 -9,785  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/11/14 Sell ATX long Wienerberger 825.56 11.525   10/21/13 13.065 -10,786 9,515 -1,271 371,288  471,558 -270 471,288
    DAX Continental 81.06 133.083   7/16/12 59.533 -4,826 10,788 5,962 377,250  466,732 10,518 477,250
    OBX 25 short Petroleum Geo-Srvcs 1,947.00 6.127 6.796 7/28/14 6.453 -12,564 13,232 668 377,918  454,168 23,750 477,918
  Buy ATX Raiffeisen Bank Int 663.19 18.910   2/16/15 13.795 12,541        466,709 11,209  
    DAX Adidas 218.29 57.450   8/18/14 60.070 12,541        479,250 -1,332  
    OBX 25 long SalMar 952.04 13.173   8/18/14 12.880 12,541        491,791 -13,873  
8/18/14 Sell DAX short Adidas 218.29 60.070 54.830 8/11/14 57.450 -12,541 11,969 -572 377,346  479,250 -1,904 477,346
    OBX 25 long SalMar 952.04 12.880   8/11/14 13.173 -12,541 12,262 -279 377,067  466,709 10,358 477,067
    Indices short PSI 20 2.08 5,654.350 6,061.440 8/04/14 5,854.360 -12,177 12,608 431 377,498  454,532 22,966 477,498
  Buy DAX long Vonovia 548.01 22.830   10/06/14 22.420 12,511        467,043 10,455  
    OBX 25 short Petroleum Geo-Srvcs 2,051.08 6.100   2/16/15 5.700 12,511        479,554 -2,056  
    Indices long Merval 15.96 784.124   10/06/14 1,022.100 12,515        492,068 -14,571  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,897.61 6.373   7/01/13 2.159 -8,413 24,839 16,426 393,923  483,655 10,268 493,923
  Buy   short Demant 1,071.52 11.763   9/08/14 11.966 12,604        496,259 -2,336  
9/08/14 Sell   short Demant 1,071.52 11.966 11.559 9/01/14 11.763 -12,604 12,386 -218 393,705  483,655 10,050 493,705
  Buy   long Pandora 219.18 57.454   9/29/14 61.631 12,593        496,248 -2,543  
9/15/14 Sell Nordic 30 long Pandora 257.05 59.766   5/05/14 48.729 -12,526 15,363 2,837 396,542  483,722 12,820 496,542
    Topix (FRA) Fujitsu 265.18 48.100   6/09/14 50.030 -13,267 12,755 -512 396,030  470,455 25,575 496,030
  Buy Nordic 30 short Volvo 1,483.30 8.791   11/10/14 9.334 13,040        483,495 12,535  
    Topix (FRA) Aeon 1,660.93 7.851   1/05/15 8.291 13,040        496,535 -505  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 917.04 17.213   6/02/14 13.685 -12,550 15,785 3,234 399,265  483,985 15,279 499,265
    TSX 60 Bausch Health 142.63 102.197   9/30/13 76.879 -10,965 14,576 3,611 402,876  473,020 29,856 502,876
    OMXC 20 Pandora 219.18 61.631   9/08/14 57.454 -12,593 13,508 915 403,791  460,427 43,364 503,791
  Buy HSI-Fin short ICBC 27,465.86 0.498   11/03/14 0.526 13,678        474,105 29,686  
    TSX 60 Yamana Gold 2,851.60 4.797   3/23/15 3.713 13,678        487,783 16,008  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/06/14 Sell DAX long Vonovia 548.01 22.420   8/18/14 22.830 -12,511 12,286 -225 403,567  475,272 28,294 503,567
    HSI-C&I Tencent 1,187.35 12.196   5/26/14 10.170 -12,075 14,481 2,406 405,973  463,197 42,776 505,973
    Indices Merval 15.96 1,022.100   8/18/14 784.124 -12,515 16,313 3,798 409,771  450,683 59,088 509,771
  Buy DAX short Deutsche Lufthansa 1,177.24 12.080   11/17/14 13.145 14,221        464,904 44,867  
    HSI-C&I Galaxy Entertainment 2,886.69 4.926   4/13/15 4.822 14,221        479,125 30,646  
    PSI 20 Pharol 8,724.54 1.630   2/23/15 0.697 14,221        493,346 16,425  
    Indices PSI 20 2.57 5,537.710   2/23/15 5,494.440 14,232        507,578 2,193  
10/13/14 Sell S&P 100 long Gilead Sciences 271.64 79.611   9/17/12 25.063 -6,808 21,625 14,817 424,588  500,769 23,819 524,588
    BEL 20 KBC 256.14 40.740   7/15/13 31.350 -8,030 10,435 2,405 426,993  492,739 34,254 526,993
    OMXS 30 Nokia 1,289.40 6.407   7/08/13 3.186 -4,108 8,261 4,153 431,147  488,632 42,515 531,147
      Kinnevik 187.83 22.475   7/08/13 21.868 -4,107 4,222 114 431,261  484,525 46,736 531,261
  Buy S&P 100 short General Motors 618.02 23.379   10/27/14 23.689 14,449        498,974 32,287  
    BEL 20 Galapagos 1,299.96 11.115   11/17/14 12.800 14,449        513,423 17,838  
    OMXS 30 Lundin 646.69 11.172   11/03/14 11.400 7,225        520,647 10,614  
      MTG 312.41 23.125   11/03/14 24.302 7,225        527,872 3,389  
10/20/14 Sell Kospi 50 long Amorepacific Group 181.53 87.497   7/23/12 26.166 -4,750 15,883 11,133 442,394  523,122 19,272 542,394
    Europe 50 Roche 19.27 222.572   12/19/11 129.719 -2,500 4,289 1,789 444,183  520,622 23,561 544,183
    Nikkei (TYO) MinebeaMitsumi 1,374.93 9.651   7/28/14 9.138 -12,564 13,269 705 444,888  508,058 36,830 544,888
    SP Global 100 Apple 329.77 19.487   4/30/12 15.738 -5,190 6,426 1,236 446,125  502,868 43,257 546,125
  Buy Kospi 50 short Hyundai Heavy 176.29 83.577   12/08/14 94.176 14,734        517,602 28,523  
    Europe 50 Deutsche Bank 683.87 21.545   11/10/14 21.563 14,734        532,336 13,789  
    Nikkei (TYO) Toyo Seikan 1,794.31 8.212   10/27/14 8.725 14,734        547,070 -945  
    SP Global 100 Deutsche Bank 683.87 21.545   11/03/14 22.134 14,734        561,804 -15,679  
10/27/14 Sell S&P 100 short General Motors 618.02 23.689 23.070 10/13/14 23.379 -14,449 14,258 -191 445,934  547,355 -1,421 545,934
    Nikkei (TYO) Toyo Seikan 1,794.31 8.725 7.698 10/20/14 8.212 -14,734 13,812 -922 445,012  532,621 12,391 545,012
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 Alphabet A 29.35 433.045   12/23/13 408.320 -11,984 12,710 726 445,738  520,637 25,101 545,738
  Buy S&P 100 Gilead Sciences 160.94 88.668   6/08/15 100.700 14,270        534,907 10,831  
    Nikkei (TYO) MinebeaMitsumi 1,361.98 10.477   8/24/15 10.589 14,270        549,177 -3,439  
    DJ Global Titans short Samsung Electronics 870.83 16.387   11/10/14 18.745 14,270        563,447 -17,709  
11/03/14 Sell HSI-Fin short ICBC 27,465.86 0.526 0.470 9/29/14 0.498 -13,678 12,920 -758 444,980  549,769 -4,789 544,980
    OMXS 30 Lundin 646.69 11.400 10.943 10/13/14 11.172 -7,225 7,076 -148 444,832  542,544 2,287 544,832
      MTG 312.41 24.302 21.949 10/13/14 23.125 -7,225 6,857 -368 444,464  535,320 9,144 544,464
    SP Global 100 Deutsche Bank 683.87 22.134 20.956 10/20/14 21.545 -14,734 14,331 -403 444,061  520,586 23,475 544,061
  Buy HSI-Fin long HK Exchgs & Clrg 802.99 17.669   11/24/14 17.528 14,188        534,774 9,287  
    OMXC 20 Pandora 212.78 66.679   11/17/14 66.322 14,188        548,962 -4,901  
    OMXS 30 Boliden 540.82 13.117   6/08/15 18.209 7,094        556,056 -11,995  
      Electrolux 315.92 22.455   6/08/15 27.196 7,094        563,150 -19,089  
    SP Global 100 Apple 647.93 21.898   8/24/15 22.212 14,188        577,338 -33,277  
11/10/14 Sell HSI long Citic Pacific 10,077.20 1.393   5/19/14 1.295 -13,054 14,038 984 445,045  564,284 -19,239 545,045
    Europe 50 short Deutsche Bank 683.87 21.563 21.527 10/20/14 21.545 -14,734 14,722 -12 445,033  549,550 -4,517 545,033
    Nordic 30 Volvo 1,483.30 9.334 8.249 9/15/14 8.791 -13,040 12,235 -805 444,228  536,510 7,718 544,228
    DJ Global Titans Samsung Electronics 870.83 18.745 14.028 10/27/14 16.387 -14,270 12,216 -2,054 442,174  522,240 19,934 542,174
  Buy HSI Kunlun Energy 13,565.02 1.036   1/12/15 0.825 14,052        536,292 5,882  
    Europe 50 long Novartis 226.95 61.916   8/24/15 69.088 14,052        550,344 -8,169  
    Nordic 30 Pandora 206.18 68.154   6/01/15 91.032 14,052        564,396 -22,222  
    DJ Global Titans Apple 641.67 21.899   12/15/14 21.746 14,052        578,448 -36,274  
11/17/14 Sell DAX short Deutsche Lufthansa 1,177.24 13.145 11.015 10/06/14 12.080 -14,221 12,967 -1,254 440,921  564,227 -23,306 540,921
    BEL 20 Galapagos 1,299.96 12.800 9.430 10/13/14 11.115 -14,449 12,259 -2,190 438,730  549,778 -11,048 538,730
    OMXC 20 long Pandora 212.78 66.322   11/03/14 66.679 -14,188 14,112 -76 438,654  535,590 3,064 538,654
    FT 30 short Tesco 28.81 306.530 691.926 6/09/14 460.539 -13,268 19,934 6,666 445,320  522,322 22,999 545,320
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy DAX long Merck (EMD) 185.30 76.670   7/06/15 90.640 14,207        536,529 8,792  
    BEL 20 Proximus 465.80 30.500   11/24/14 30.740 14,207        550,735 -5,415  
    OMXC 20 short FLSmidth 428.17 33.181   11/24/14 35.297 14,207        564,943 -19,622  
    FT 30 long Man Group 83.80 169.534   12/15/14 177.040 14,207        579,150 -33,829  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 802.99 17.528   11/03/14 17.669 -14,188 14,075 -113 445,207  564,962 -19,754 545,207
    BEL 20 Proximus 465.80 30.740   11/17/14 30.500 -14,207 14,319 112 445,319  550,755 -5,436 545,319
    OMXC 20 short FLSmidth 428.17 35.297 31.065 11/17/14 33.181 -14,207 13,301 -906 444,413  536,548 7,865 544,413
  Buy HSI-Fin HSBC 1,727.54 7.992   1/26/15 8.332 13,806        550,354 -5,941  
    BEL 20 Galapagos 1,070.23 12.900   12/01/14 13.020 13,806        564,159 -19,747  
    OMXC 20 long Pandora 205.43 67.207   8/17/15 107.440 13,806        577,966 -33,553  
12/01/14 Sell BEL 20 short Galapagos 1,070.23 13.020 12.780 11/24/14 12.900 -13,806 13,678 -128 444,284  564,160 -19,875 544,284
  Buy   long Proximus 414.74 31.610   12/15/14 29.550 13,110        577,270 -32,985  
12/08/14 Sell Kospi 50 short Hyundai Heavy 176.29 94.176 72.978 10/20/14 83.577 -14,734 12,865 -1,869 442,416  562,536 -20,120 542,416
  Buy   long Amorepacific Group 157.44 82.934   7/06/15 157.893 13,057        575,593 -33,177  
12/15/14 Sell BEL 20 long Proximus 414.74 29.550   12/01/14 31.610 -13,110 12,256 -854 441,562  562,483 -20,921 541,562
    MerVal Edenor 36,082.67 0.569   2/24/14 0.315 -11,348 20,517 9,169 450,730  551,135 -405 550,730
    FT 30 Man Group 83.80 177.040   11/17/14 169.534 -14,207 14,836 629 451,359  536,928 14,431 551,359
    DJ Global Titans Apple 641.67 21.746   11/10/14 21.899 -14,052 13,954 -98 451,261  522,876 28,385 551,261
  Buy BEL 20 short Umicore 929.80 15.585   1/19/15 16.578 14,491        537,367 13,894  
    FT 30 Tesco 55.21 262.480   12/22/14 292.250 14,492        551,859 -598  
    DJ Global Titans Gazprom 4,342.52 3.337   3/02/15 4.494 14,491        566,350 -15,089  
12/22/14 Sell TecDAX short SMA Solar 223.10 14.800 46.789 5/21/12 26.315 -5,871 10,439 4,568 455,829  560,479 -4,650 555,829
    FT 30 Tesco 55.21 292.250 232.709 12/15/14 262.480 -14,492 12,848 -1,644 454,185  545,987 8,198 554,185
  Buy   long Man Group 70.07 200.637   1/05/15 211.401 14,059        560,046 -5,861  
12/29/14 Sell France short CGG 43.91 160.352 445.565 7/21/14 267.296 -11,737 19,565 7,828 462,013  548,309 13,704 562,013
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SDAX WCM 8,295.24 1.381 1.852 6/09/14 1.599 -13,267 15,359 2,092 464,105  535,042 29,063 564,105
  Buy France long Adocia 310.88 47.700   6/08/15 66.230 14,829        549,871 14,234  
    SDAX Patrizia Immobilien 1,205.61 12.300   1/19/15 14.055 14,829        564,700 -595  
    BAX KUKA 250.19 59.270   7/27/15 74.330 14,829        579,529 -15,423  
1/05/15 Sell FT 30 long Man Group 70.07 211.401   12/22/14 200.637 -14,059 14,813 754 464,859  565,470 -610 564,859
    Topix (FRA) short Aeon 1,660.93 8.291 7.411 9/15/14 7.851 -13,040 12,309 -731 464,129  552,430 11,699 564,129
  Buy FT 30 Tesco 48.96 294.006   1/19/15 365.061 14,395        566,824 -2,696  
    Topix (FRA) long Oriental Land 300.34 47.929   2/02/15 54.216 14,395        581,219 -17,091  
1/12/15 Sell Germany short SolarWorld 837.60 12.350 18.219 7/28/14 15.000 -12,564 15,260 2,696 466,825  568,655 -1,831 566,825
    HSI Kunlun Energy 13,565.02 0.825 1.300 11/10/14 1.036 -14,052 17,640 3,588 470,413  554,603 15,809 570,413
    HDAX Südzucker 935.33 11.160 15.190 8/04/14 13.020 -12,178 14,208 2,030 472,442  542,425 30,017 572,442
  Buy Germany long Ströer Media 611.86 24.615   6/15/15 40.315 15,061        557,486 14,956  
    HSI China Life Ins HK 4,544.52 3.314   7/13/15 3.728 15,061        572,547 -105  
    HDAX Ströer Media 611.86 24.615   8/24/15 47.670 15,061        587,608 -15,166  
1/19/15 Sell SDAX long Patrizia Immobilien 1,205.61 14.055   12/29/14 12.300 -14,829 16,945 2,116 474,558  572,779 1,779 574,558
    ISEQ 20 short C&C Group 1,450.00 3.322 6.042 4/14/14 4.480 -6,496 8,760 2,264 476,823  566,283 10,539 576,823
      Flutter 121.22 66.350 40.830 4/14/14 53.590 -6,496 4,949 -1,547 475,276  559,787 15,489 575,276
    BEL 20 Umicore 929.80 16.578 14.593 12/15/14 15.585 -14,491 13,568 -923 474,353  545,296 29,057 574,353
    FT 30 Tesco 48.96 365.061 222.950 1/05/15 294.006 -14,395 10,916 -3,479 470,874  530,902 39,972 570,874
    CAC Mid 60 CGG 35.60 153.600 767.553 6/23/14 343.360 -12,224 27,325 15,101 485,975  518,678 67,297 585,975
  Buy SDAX SGL Carbon 1,159.05 14.090   1/26/15 15.480 16,331        535,009 50,966  
    ISEQ 20 long Glanbia 589.57 13.850   6/08/15 17.420 8,166        543,174 42,801  
      Ryanair 839.21 9.730   6/08/15 11.660 8,166        551,340 34,635  
    BEL 20 bpost 714.39 22.860   9/28/15 21.000 16,331        567,671 18,304  
    FT 30 Man Group 77.83 209.841   6/08/15 231.072 16,332        584,003 1,972  
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 258.40 63.200   6/08/15 66.230 16,331        600,334 -14,358  
1/26/15 Sell SDAX short SGL Carbon 1,159.05 15.480 12.700 1/19/15 14.090 -16,331 14,720 -1,611 484,364  584,003 361 584,364
    HSI-Fin HSBC 1,727.54 8.332 7.651 11/24/14 7.992 -13,806 13,218 -588 483,776  570,197 13,579 583,776
    OMXH 25 YIT 1,764.05 5.508 9.942 5/19/14 7.400 -13,054 17,538 4,484 488,260  557,143 31,117 588,260
    CAC Next 20 Arkema 173.02 62.720 79.594 6/23/14 70.655 -12,225 13,771 1,547 489,807  544,918 44,889 589,807
    GEX 4SC 453.29 18.284 44.930 4/14/14 28.662 -12,992 20,366 7,374 497,181  531,926 65,255 597,181
  Buy SDAX long Patrizia Immobilien 1,107.69 14.950   6/29/15 22.015 16,560        548,486 48,695  
    HSI-Fin China Life Ins HK 4,432.90 3.736   8/03/15 3.251 16,560        565,046 32,135  
    OMXH 25 Neste Oil 2,049.50 8.080   5/11/15 7.640 16,560        581,606 15,575  
    GEX Ströer Media 619.07 26.750   6/01/15 38.770 16,560        598,166 -985  
2/02/15 Sell MDAX short Südzucker 904.86 11.245 17.145 7/28/14 13.885 -12,564 15,514 2,950 500,131  585,602 14,529 600,131
    AEX KPN 1,605.07 2.756 4.771 10/15/12 3.626 -5,820 7,657 1,837 501,968  579,782 22,186 601,968
    Topix (FRA) long Oriental Land 300.34 54.216   1/05/15 47.929 -14,395 16,283 1,888 503,856  565,387 38,469 603,856
  Buy MDAX Ströer Media 622.64 25.790   11/16/15 61.450 16,058        581,445 22,411  
    Topix (FRA) short Orix 1,612.57 9.958   2/09/15 10.802 16,058        597,503 6,353  
2/09/15 Sell   short Orix 1,612.57 10.802 9.114 2/02/15 9.958 -16,058 14,697 -1,361 502,495  581,445 21,050 602,495
  Buy MerVal long Aluar 16,628.97 0.937   2/16/15 0.944 15,588        597,033 5,462  
    Topix (FRA) Sony 688.91 22.627   5/18/15 28.471 15,588        612,621 -10,126  
2/16/15 Sell ATX short Raiffeisen Bank Int 663.19 13.795 25.922 8/11/14 18.910 -12,541 17,191 4,650 507,145  600,080 7,065 607,145
    OBX 25 Petroleum Geo-Srvcs 2,051.08 5.700 6.528 8/18/14 6.100 -12,511 13,389 878 508,024  587,569 20,454 608,024
    MerVal long Aluar 16,628.97 0.944   2/09/15 0.937 -15,588 15,699 111 508,135  571,981 36,154 608,135
  Buy ATX Zumtobel 763.55 21.095   9/07/15 23.775 16,107        588,088 20,047  
    OBX 25 Frontline 1,293.90 12.448   2/23/15 11.234 16,107        604,195 3,940  
2/23/15 Sell PSI 20 short Pharol 8,724.54 0.697 3.812 10/06/14 1.630 -14,221 33,257 19,036 527,171  589,974 37,197 627,171
    OBX 25 long Frontline 1,293.90 11.234   2/16/15 12.448 -16,107 14,536 -1,571 525,600  573,867 51,732 625,600
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices short PSI 20 2.57 5,494.440 5,581.320 10/06/14 5,537.710 -14,232 14,344 112 525,712  559,635 66,076 625,712
  Buy PSI 20 long Altri 5,718.92 3.024   5/25/15 4.081 17,294        576,929 48,782  
    OBX 25 short Seadrill 6.14 2,815.850   4/13/15 2,712.370 17,289        594,219 31,493  
    MerVal long Comercial del Plata 69,931.26 0.247   3/02/15 0.261 17,294        611,513 14,199  
    Indices SSE 50 ew 51.40 336.435   7/27/15 382.611 17,293        628,805 -3,094  
3/02/15 Sell IBEX 35 short ArcelorMittal 372.89 28.860 37.255 6/16/14 32.790 -12,227 13,892 1,665 527,377  616,578 10,798 627,377
    MerVal long Comercial del Plata 69,931.26 0.261   2/23/15 0.247 -17,294 18,259 965 528,342  599,284 29,057 628,342
    DJ Global Titans short Gazprom 4,342.52 4.494 2.180 12/15/14 3.337 -14,491 9,467 -5,024 523,318  584,793 38,524 623,318
    GCX Energy Recovery 3,873.02 3.076 3.693 5/19/14 3.371 -13,054 14,305 1,251 524,568  571,739 52,829 624,568
  Buy IBEX 35 long Intl. Cons. Airlines 2,143.54 7.900   3/09/15 7.660 16,934        588,673 35,895  
    DJ Global Titans Apple 586.85 28.856   3/30/15 29.169 16,934        605,608 18,961  
    GCX Shimano 121.70 139.151   6/01/15 129.753 16,935        622,542 2,026  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,143.54 7.660   3/02/15 7.900 -16,934 16,420 -514 524,054  605,608 18,445 624,054
  Buy   short Endesa 910.54 17.640   3/23/15 18.130 16,062        621,670 2,384  
    MerVal long Comercial del Plata 57,860.23 0.278   6/29/15 0.285 16,062        637,732 -13,678  
3/23/15 Sell IBEX 35 short Endesa 910.54 18.130 17.150 3/09/15 17.640 -16,062 15,616 -446 523,608  621,670 1,937 623,608
    TSX 60 Yamana Gold 2,851.60 3.713 6.196 9/29/14 4.797 -13,678 17,668 3,990 527,597  607,992 19,605 627,597
  Buy IBEX 35 long Intl. Cons. Airlines 1,997.53 8.100   5/11/15 7.890 16,180        624,172 3,425  
    TSX 60 Bausch Health 87.09 185.781   5/11/15 200.704 16,180        640,352 -12,754  
3/30/15 Sell DJ Global Titans long Apple 586.85 29.169   3/02/15 28.856 -16,934 17,118 183 527,781  623,418 4,363 627,781
  Buy   short ConocoPhilips 267.44 59.090   4/27/15 61.591 15,803        639,221 -11,440  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,886.69 4.822 5.033 10/06/14 4.926 -14,221 14,528 307 528,088  625,000 3,088 628,088
    OBX 25 Seadrill 6.14 2,712.370 2,923.280 2/23/15 2,815.850 -17,289 17,949 660 528,747  607,710 21,037 628,747
    ÖkoDAX (deprecated) SolarWorld 67.23 14.550 772.962 4/29/13 106.050 -7,130 51,966 44,837 573,584  600,581 73,003 673,584
  Buy HSI-C&I long Tencent 896.65 20.815   7/06/15 17.093 18,664        619,245 54,339  
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 1,363.80 13.685   5/18/15 12.057 18,664        637,909 35,675  
4/27/15 Sell DJ Global Titans short ConocoPhilips 267.44 61.591 56.589 3/30/15 59.090 -15,803 15,134 -669 572,915  622,106 50,809 672,915
  Buy   long Mitsubishi UFJ 2,788.47 6.489   6/08/15 6.373 18,093        640,199 32,716  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 1,997.53 7.890   3/23/15 8.100 -16,180 15,761 -419 572,496  624,019 48,477 672,496
    OMXH 25 Neste Oil 2,049.50 7.640   1/26/15 8.080 -16,560 15,658 -902 571,594  607,459 64,135 671,594
    TSX 60 Bausch Health 87.09 200.704   3/23/15 185.781 -16,180 17,479 1,300 572,893  591,279 81,614 672,893
  Buy IBEX 35 short Obrascón Huarte Lain 985.48 19.140   4/25/16 5.840 18,862        610,141 62,752  
    OMXH 25 Outokumpu 3,603.06 5.235   1/04/16 2.584 18,862        629,003 43,890  
    TSX 60 Cenovus Energy 1,216.43 15.506   3/21/16 12.064 18,862        647,865 25,028  
5/18/15 Sell OBX 25 long Frontline 1,363.80 12.057   4/13/15 13.685 -18,664 16,443 -2,221 570,672  629,201 41,471 670,672
    Topix (FRA) Sony 688.91 28.471   2/09/15 22.627 -15,588 19,614 4,026 574,698  613,613 61,085 674,698
  Buy OBX 25 short REC Silicon 8,690.76 2.117   6/01/15 1.852 18,394        632,007 42,691  
    Topix (FRA) Toshiba 614.57 29.930   5/25/15 30.510 18,394        650,401 24,297  
5/25/15 Sell PSI 20 long Altri 5,718.92 4.081   2/23/15 3.024 -17,294 23,339 6,045 580,743  633,107 47,636 680,743
    Topix (FRA) short Toshiba 614.57 30.510 29.350 5/18/15 29.930 -18,394 18,038 -356 580,387  614,713 65,674 680,387
  Buy PSI 20 Pharol 36,570.59 0.510   11/23/15 0.369 18,651        633,364 47,023  
    Topix (FRA) long Sony 654.42 28.500   6/01/15 28.394 18,651        652,015 28,372  
6/01/15 Sell OBX 25 short REC Silicon 8,690.76 1.852 2.418 5/18/15 2.117 -18,394 21,017 2,623 583,010  633,621 49,389 683,010
    Nordic 30 long Pandora 206.18 91.032   11/10/14 68.154 -14,052 18,769 4,717 587,727  619,569 68,158 687,727
    Topix (FRA) Sony 654.42 28.394   5/25/15 28.500 -18,651 18,582 -69 587,657  600,918 86,739 687,657
    GEX Ströer Media 619.07 38.770   1/26/15 26.750 -16,560 24,001 7,441 595,099  584,358 110,741 695,099
    GCX Shimano 121.70 129.753   3/02/15 139.151 -16,935 15,791 -1,144 593,955  567,423 126,531 693,955
  Buy TecDAX short Aixtron 2,972.75 6.900   4/25/16 4.108 20,512        587,935 106,020  
    OBX 25 long Frontline 1,644.16 12.476   6/08/15 12.298 20,512        608,447 85,507  
    Nordic 30 short Fortum 1,184.30 17.320   11/30/15 13.820 20,512        628,959 64,995  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Toshiba 629.01 32.610   11/16/15 22.410 20,512        649,471 44,483  
    GCX REC Silicon 11,073.20 1.852   10/05/20 0.464 20,512        669,983 23,971  
6/08/15 Sell S&P 100 long Gilead Sciences 160.94 100.700   10/27/14 88.668 -14,270 16,207 1,937 595,891  655,713 40,178 695,891
    France Adocia 310.88 66.230   12/29/14 47.700 -14,829 20,590 5,761 601,652  640,884 60,768 701,652
    ISEQ 20 Glanbia 589.57 17.420   1/19/15 13.850 -8,166 10,270 2,105 603,757  632,719 71,038 703,757
      Ryanair 839.21 11.660   1/19/15 9.730 -8,166 9,785 1,620 605,376  624,553 80,823 705,376
    OBX 25 Frontline 1,644.16 12.298   6/01/15 12.476 -20,512 20,220 -292 605,084  604,041 101,043 705,084
    OMXS 30 Boliden 540.82 18.209   11/03/14 13.117 -7,094 9,848 2,754 607,838  596,947 110,891 707,838
      Electrolux 315.92 27.196   11/03/14 22.455 -7,094 8,592 1,497 609,336  589,853 119,482 709,336
    FT 30 Man Group 77.83 231.072   1/19/15 209.841 -16,332 17,984 1,652 610,988  573,521 137,467 710,988
    CAC Mid 60 Adocia 258.40 66.230   1/19/15 63.200 -16,331 17,114 783 611,771  557,190 154,580 711,771
    DJ Global Titans Mitsubishi UFJ 2,788.47 6.373   4/27/15 6.489 -18,093 17,771 -322 611,449  539,097 172,351 711,449
  Buy S&P 100 short Norfolk Southern 273.95 80.648   6/15/15 80.979 22,094        561,191 150,258  
    France Solocal 31.54 700.450   11/23/15 390.360 22,092        583,283 128,165  
    ISEQ 20 FBD 1,191.18 9.274   8/10/15 7.120 11,047        594,330 117,118  
    OBX 25 DNO International 17,342.23 1.274   12/21/15 0.607 22,094        616,424 95,024  
    OMXS 30 SSAB 2,157.62 5.120   10/26/15 3.388 11,047        627,471 83,977  
      Telia Company 2,100.71 5.259   10/26/15 4.765 11,047        638,518 72,930  
    FT 30 Tate & Lyle 29.31 753.704   12/28/15 807.108 22,091        660,609 50,839  
    DJ Global Titans BHP 1,161.64 19.020   7/13/15 17.787 22,094        682,703 28,745  
6/15/15 Sell S&P 100 short Norfolk Southern 273.95 80.979 80.318 6/08/15 80.648 -22,094 22,003 -90 611,358  660,610 50,748 711,358
    Germany long Ströer Media 611.86 40.315   1/12/15 24.615 -15,061 24,667 9,606 620,964  645,549 75,416 720,964
  Buy S&P 100 Starbucks 429.72 46.330   7/06/15 49.123 19,909        665,458 55,506  
6/29/15 Sell SDAX long Patrizia Immobilien 1,107.69 22.015   1/26/15 14.950 -16,560 24,386 7,826 628,790  648,898 79,892 728,790
    MerVal Comercial del Plata 57,860.23 0.285   3/09/15 0.278 -16,062 16,484 422 629,212  632,836 96,377 729,212
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/06/15 Sell S&P 100 long Starbucks 429.72 49.123   6/15/15 46.330 -19,909 21,109 1,200 630,412  612,927 117,486 730,412
    Kospi 50 Amorepacific Group 157.44 157.893   12/08/14 82.934 -13,057 24,859 11,802 642,214  599,870 142,344 742,214
    DAX Merck (EMD) 185.30 90.640   11/17/14 76.670 -14,207 16,796 2,589 644,803  585,663 159,140 744,803
    HSI-C&I Tencent 896.65 17.093   4/13/15 20.815 -18,664 15,326 -3,338 641,465  566,999 174,466 741,465
  Buy S&P 100 short Norfolk Southern 291.16 78.643   7/13/15 78.579 22,898        589,896 151,568  
    CAC 40 ArcelorMittal 907.57 25.230   3/27/17 22.800 22,898        612,794 128,670  
    DAX RWE 1,190.12 19.240   7/13/15 20.205 22,898        635,692 105,773  
    HSI-C&I Sands China 6,767.35 3.384   5/09/16 3.084 22,898        658,590 82,875  
7/13/15 Sell S&P 100 short Norfolk Southern 291.16 78.579 78.708 7/06/15 78.643 -22,898 22,917 19 641,484  635,693 105,791 741,484
    HSI long China Life Ins HK 4,544.52 3.728   1/12/15 3.314 -15,061 16,944 1,883 643,367  620,632 122,735 743,367
    DAX short RWE 1,190.12 20.205 18.275 7/06/15 19.240 -22,898 21,749 -1,148 642,218  597,734 144,484 742,218
    DJ Global Titans BHP 1,161.64 17.787 20.338 6/08/15 19.020 -22,094 23,625 1,531 643,749  575,640 168,110 743,749
  Buy S&P 100 long Amazon.com 55.06 414.042   7/27/15 479.746 22,797        598,437 145,312  
    HSI short China Shenhua HK 12,274.39 1.857   4/18/16 1.521 22,796        621,233 122,516  
    DAX long Fresenius 372.12 61.260   7/27/15 61.200 22,796        644,029 99,720  
    DJ Global Titans Mitsubishi UFJ 3,629.13 6.281   7/27/15 6.435 22,796        666,825 76,924  
7/20/15 Sell DJTA long Avis Budget 493.03 38.916   9/24/12 12.419 -6,123 19,187 13,064 656,813  660,702 96,111 756,813
  Buy   short Avis Budget 547.93 38.916   8/03/15 39.514 21,323        682,025 74,788  
7/27/15 Sell S&P 100 long Amazon.com 55.06 479.746   7/13/15 414.042 -22,797 26,415 3,618 660,431  659,228 101,203 760,431
    DAX Fresenius 372.12 61.200   7/13/15 61.260 -22,796 22,774 -22 660,408  636,432 123,976 760,408
    BAX KUKA 250.19 74.330   12/29/14 59.270 -14,829 18,597 3,768 664,176  621,603 142,573 764,176
    Indices SSE 50 ew 51.40 382.611   2/23/15 336.435 -17,293 19,666 2,373 666,550  604,310 162,239 766,550
    DJ Global Titans Mitsubishi UFJ 3,629.13 6.435   7/13/15 6.281 -22,796 23,354 558 667,107  581,514 185,593 767,107
  Buy S&P 100 short ConocoPhilips 521.67 45.655   3/07/16 37.595 23,817        605,331 161,776  
    DAX RWE 1,283.94 18.550   10/19/15 12.230 23,817        629,148 137,959  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX Grammer 906.97 26.260   11/09/15 23.675 23,817        652,965 114,142  
    Indices RTX 22.61 1,053.370   6/06/16 1,104.740 23,817        676,782 90,325  
    DJ Global Titans ConocoPhilips 521.67 45.655   8/03/15 45.385 23,817        700,599 66,508  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 3,905.04 7.097   7/07/14 2.976 -11,621 27,714 16,093 683,200  688,978 94,222 783,200
    HSI-Fin China Life Ins HK 4,432.90 3.251   1/26/15 3.736 -16,560 14,409 -2,151 681,049  672,418 108,631 781,049
    DJTA short Avis Budget 547.93 39.514 38.317 7/20/15 38.916 -21,323 20,995 -328 680,721  651,095 129,626 780,721
    DJ Global Titans ConocoPhilips 521.67 45.385 45.927 7/27/15 45.655 -23,817 23,959 142 680,863  627,278 153,585 780,863
  Buy SSE 50 China Northern Rare 11,223.70 2.081   1/04/16 1.789 23,361        650,639 130,224  
    HSI-Fin ICBC 37,353.69 0.625   1/04/16 0.538 23,361        674,000 106,863  
    DJTA long JetBlue Airways 1,084.67 21.538   8/24/15 18.277 23,361        697,361 83,502  
    SMI UBS 1,107.04 21.102   8/17/15 20.081 23,361        720,722 60,141  
    SLI Vifor Pharma 220.03 106.171   8/24/15 107.513 23,361        744,083 36,780  
    DJ Global Titans Mitsubishi UFJ 3,601.87 6.486   8/24/15 5.389 23,361        767,444 13,419  
8/10/15 Sell ISEQ 20 short FBD 1,191.18 7.120 12.080 6/08/15 9.274 -11,047 14,389 3,342 684,205  756,397 27,808 784,205
  Buy   long Kingspan 446.64 22.725   8/17/15 22.815 10,150        766,547 17,658  
      Ryanair 794.21 12.780   8/17/15 12.705 10,150        776,697 7,508  
8/17/15 Sell ASX 50 long James Hardie Ind 718.51 12.058   1/30/12 5.763 -4,141 8,664 4,523 688,728  772,556 16,172 788,728
    ISEQ 20 Kingspan 446.64 22.815   8/10/15 22.725 -10,150 10,190 40 688,768  762,406 26,362 788,768
      Ryanair 794.21 12.705   8/10/15 12.780 -10,150 10,090 -60 688,709  752,256 36,453 788,709
    OMXC 20 Pandora 205.43 107.440   11/24/14 67.207 -13,806 22,071 8,265 696,974  738,450 58,524 796,974
    SMI UBS 1,107.04 20.081   8/03/15 21.102 -23,361 22,231 -1,130 695,843  715,089 80,755 795,843
    Nikkei (FRA) Fujitsu 105.90 44.550   6/30/14 54.990 -5,823 4,718 -1,106 694,738  709,265 85,473 794,738
      MinebeaMitsumi 708.11 12.573   6/30/14 8.224 -5,824 8,903 3,080 697,817  703,442 94,376 797,817
  Buy ASX 50 short Santos 5,601.77 3.982   11/23/15 2.708 22,304        725,746 72,072  
    ISEQ 20 FBD 1,616.23 6.900   11/30/15 6.852 11,152        736,898 60,920  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 GN Store Nord 179.15 124.500   10/05/15 126.375 22,304        759,202 38,615  
    Nikkei (FRA) Sharp 869.21 12.830   11/23/15 10.210 11,152        770,354 27,463  
      IHI 369.39 30.190   11/23/15 25.250 11,152        781,506 16,312  
8/24/15 Sell DJIA long Visa 132.30 58.880   12/19/11 18.897 -2,500 7,790 5,290 703,107  779,006 24,101 803,107
    Nasdaq 100 Regeneron 38.22 434.608   10/10/11 49.346 -1,886 16,611 14,725 717,832  777,120 40,712 817,832
    Euro 50 ASML 54.37 74.790   1/09/12 32.400 -1,762 4,066 2,305 720,137  775,358 44,779 820,137
      AB InBev 37.09 91.280   1/09/12 47.495 -1,762 3,386 1,624 721,761  773,597 48,164 821,761
    HDAX Ströer Media 611.86 47.670   1/12/15 24.615 -15,061 29,167 14,106 735,867  758,536 77,331 835,867
    FTSE Ashtead 13.85 1,199.890   7/30/12 333.248 -4,615 16,618 12,003 747,870  753,920 93,950 847,870
    HSI-Prop CK Hutchison 457.54 10.950   7/28/14 13.730 -6,282 5,010 -1,272 746,598  747,638 98,960 846,598
      Sino Land 5,017.57 1.200   7/28/14 1.252 -6,282 6,021 -261 746,337  741,356 104,981 846,337
    Europe 50 Novartis 226.95 69.088   11/10/14 61.916 -14,052 15,679 1,628 747,965  727,304 120,661 847,965
    DJTA JetBlue Airways 1,084.67 18.277   8/03/15 21.538 -23,361 19,825 -3,536 744,429  703,943 140,485 844,429
    SLI Vifor Pharma 220.03 107.513   8/03/15 106.171 -23,361 23,656 295 744,724  680,582 164,142 844,724
    Nikkei (TYO) MinebeaMitsumi 1,361.98 10.589   10/27/14 10.477 -14,270 14,422 152 744,876  666,312 178,564 844,876
    DJ Global Titans Mitsubishi UFJ 3,601.87 5.389   8/03/15 6.486 -23,361 19,411 -3,950 740,927  642,951 197,975 840,927
    SP Global 100 Apple 647.93 22.212   11/03/14 21.898 -14,188 14,392 203 741,130  628,763 212,367 841,130
  Buy DJIA short Chevron 423.98 62.119   5/30/16 91.551 26,337        655,101 186,029  
    Nasdaq 100 Micron Technology 2,117.53 12.438   8/31/15 14.635 26,337        681,438 159,692  
    Euro 50 E.on 1,513.62 8.700   10/26/15 8.993 13,168        694,606 146,524  
      Banco Santander 2,527.54 5.210   10/26/15 5.230 13,168        707,775 133,356  
    HDAX RWE 1,992.21 13.220   11/23/15 10.895 26,337        734,112 107,018  
    FTSE Glencore 140.55 187.390   5/09/16 167.806 26,338        760,449 80,681  
    HSI-Prop Hang Lung 6,850.74 1.922   6/06/16 1.737 13,168        773,618 67,512  
      The Wharf 7,526.58 1.750   6/06/16 1.945 13,169        786,786 54,344  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJCA Chevron 423.98 62.119   8/31/15 72.229 26,337        813,123 28,007  
    Europe 50 Rio Tinto 9.00 2,927.710   10/26/15 3,453.900 26,349        839,473 1,657  
    DJTA Norfolk Southern 409.12 64.376   8/31/15 69.482 26,337        865,810 -24,680  
    SLI Aryzta 2,809.97 9.373   1/09/17 8.993 26,337        892,147 -51,017  
    CAC Next 20 Casino Guichard 467.96 56.280   1/30/17 49.780 26,337        918,484 -77,354  
    Nikkei (TYO) IHI 1,017.21 25.892   8/08/16 25.014 26,337        944,821 -103,691  
    DJ Global Titans ConocoPhilips 712.26 36.977   3/21/16 37.886 26,337        971,158 -130,028  
    SP Global 100 RWE 1,992.21 13.220   9/12/16 14.645 26,337        997,495 -156,365  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,117.53 14.635 10.240 8/24/15 12.438 -26,337 21,684 -4,653 736,477  971,158 -134,681 836,477
    DJCA Chevron 423.98 72.229 52.009 8/24/15 62.119 -26,337 22,051 -4,286 732,191  944,821 -112,630 832,191
    DJTA Norfolk Southern 409.12 69.482 59.269 8/24/15 64.376 -26,337 24,248 -2,089 730,102  918,484 -88,382 830,102
  Buy Nasdaq 100 long Netflix 180.77 102.576   9/07/15 88.434 18,543        937,026 -106,924  
    DJCA JetBlue Airways 931.55 19.906   3/16/20 9.506 18,543        955,569 -125,467  
    DJUA short CenterPoint Energy 558.33 16.606   12/07/15 15.137 9,271        964,841 -134,739  
      FirstEnergy 325.29 28.503   12/07/15 29.960 9,272        974,112 -144,010  
    DJTA long JetBlue Airways 931.55 19.906   1/04/16 20.201 18,543        992,655 -162,553  
9/07/15 Sell Nasdaq 100 long Netflix 180.77 88.434   8/31/15 102.576 -18,543 15,986 -2,556 727,545  974,113 -146,567 827,545
    ATX Zumtobel 763.55 23.775   2/16/15 21.095 -16,107 18,153 2,046 729,592  958,005 -128,414 829,592
  Buy Nasdaq 100 short Micron Technology 1,163.50 15.066   10/19/15 16.912 17,529        975,534 -145,943  
    ATX Vienna Insurance 643.50 27.240   3/28/16 18.660 17,529        993,063 -163,472  
9/14/15 Sell RTX short RusHydro 4,086.31 0.774 3.647 3/11/13 1.680 -6,865 14,901 8,036 737,628  986,198 -148,571 837,628
  Buy USA long JetBlue Airways 740.67 23.257   9/21/15 23.986 17,226        1,003,424 -165,797  
9/21/15 Sell   long JetBlue Airways 740.67 23.986   9/14/15 23.257 -17,226 17,765 539 738,167  986,198 -148,031 838,167
  Buy   short Wynn Resorts 290.06 59.482   10/05/15 57.973 17,253        1,003,452 -165,285  
    MIB Saipem 1,696.46 10.170   12/26/16 5.130 17,253        1,020,705 -182,538  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    RTX Mobile TeleSystems 2,721.29 6.340   9/28/15 6.096 17,253        1,037,958 -199,791  
9/28/15 Sell   short Mobile TeleSystems 2,721.29 6.096 6.594 9/21/15 6.340 -17,253 17,944 691 738,858  1,020,705 -181,847 838,858
    BEL 20 long bpost 714.39 21.000   1/19/15 22.860 -16,331 15,002 -1,329 737,529  1,004,374 -166,845 837,529
  Buy RTX Severstal 1,787.91 9.378   11/02/15 10.465 16,767        1,021,141 -183,612  
    BEL 20 short Solvay 187.32 89.510   3/28/16 85.670 16,767        1,037,908 -200,379  
10/05/15 Sell USA short Wynn Resorts 290.06 57.973 61.030 9/21/15 59.482 -17,253 17,702 449 737,978  1,020,654 -182,677 837,978
    OMXC 20 GN Store Nord 179.15 126.375 122.625 8/17/15 124.500 -22,304 21,968 -336 737,642  998,350 -160,708 837,642
  Buy USA long Netflix 170.26 99.392   12/14/15 109.790 16,923        1,015,273 -177,631  
    OMXC 20 Genmab 198.95 85.064   11/02/15 91.174 16,923        1,032,196 -194,554  
10/12/15 Buy Kospi 50 long Lotte Chemical 77.12 208.474   4/02/18 330.481 16,078        1,048,274 -210,632  
    MerVal Pampa Energía 19,494.36 0.825   10/19/15 0.927 16,077        1,064,351 -226,709  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,163.50 16.912 13.219 9/07/15 15.066 -17,529 15,381 -2,148 735,494  1,046,822 -211,328 835,494
    DAX RWE 1,283.94 12.230 28.136 7/27/15 18.550 -23,817 36,125 12,308 747,801  1,023,005 -175,203 847,801
    MerVal long Pampa Energía 19,494.36 0.927   10/12/15 0.825 -16,077 18,062 1,985 749,786  1,006,928 -157,142 849,786
  Buy Nasdaq 100 Amazon.com 34.23 505.914   2/08/16 436.037 17,317        1,024,245 -174,459  
    DAX Fresenius 287.12 60.310   12/21/15 63.430 17,316        1,041,561 -191,775  
    MerVal short YPF 770.31 22.479   10/26/15 25.738 17,316        1,058,877 -209,091  
10/26/15 Sell Euro 50 short E.on 1,513.62 8.993 8.407 8/24/15 8.700 -13,168 12,725 -443 749,343  1,045,709 -196,366 849,343
      Banco Santander 2,527.54 5.230 5.190 8/24/15 5.210 -13,168 13,118 -51 749,292  1,032,540 -183,248 849,292
    OMXS 30 SSAB 2,157.62 3.388 7.737 6/08/15 5.120 -11,047 16,694 5,647 754,940  1,021,493 -166,554 854,940
      Telia Company 2,100.71 4.765 5.804 6/08/15 5.259 -11,047 12,192 1,145 756,084  1,010,446 -154,362 856,084
    Europe 50 Rio Tinto 9.00 3,453.900 2,401.510 8/24/15 2,927.710 -26,349 21,614 -4,736 751,348  984,097 -132,748 851,348
    MerVal YPF 770.31 25.738 19.221 10/19/15 22.479 -17,316 14,806 -2,510 748,838  966,781 -117,943 848,838
  Buy Euro 50 long Fresenius 142.42 64.150   1/11/16 59.420 9,136        975,917 -127,079  
      Inditex 271.82 33.610   1/11/16 29.430 9,136        985,053 -136,215  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Boliden 523.23 17.461   11/02/15 17.505 9,136        994,189 -145,351  
      Svenska Cellulosa B 1,752.98 5.212   11/02/15 5.468 9,136        1,003,325 -154,487  
    Europe 50 SAP 260.54 70.130   12/14/15 69.400 18,272        1,021,597 -172,758  
    MerVal Pampa Energía 15,899.76 1.149   3/07/16 0.728 18,272        1,039,869 -191,030  
11/02/15 Sell RTX long Severstal 1,787.91 10.465   9/28/15 9.378 -16,767 18,710 1,943 750,782  1,023,102 -172,320 850,782
    OMXC 20 Genmab 198.95 91.174   10/05/15 85.064 -16,923 18,139 1,216 751,997  1,006,178 -154,181 851,997
    OMXS 30 Boliden 523.23 17.505   10/26/15 17.461 -9,136 9,159 23 752,020  997,042 -145,022 852,020
      Svenska Cellulosa B 1,752.98 5.468   10/26/15 5.212 -9,136 9,584 448 752,469  987,906 -135,437 852,469
  Buy RTX short Mobile TeleSystems 2,881.37 6.221   4/25/16 7.952 17,925        1,005,831 -153,362  
    OMXS 30 SSAB 2,653.59 3.378   12/14/15 2.601 8,963        1,014,794 -162,325  
      SKF A 557.78 16.068   12/14/15 14.663 8,963        1,023,756 -171,287  
11/09/15 Sell BAX short Grammer 906.97 23.675 29.127 7/27/15 26.260 -23,817 26,418 2,600 755,069  999,939 -144,870 855,069
  Buy   long Adva 1,748.30 10.155   11/16/15 10.530 17,754        1,017,693 -162,624  
11/16/15 Sell MDAX long Ströer Media 622.64 61.450   2/02/15 25.790 -16,058 38,261 22,203 777,273  1,001,635 -124,363 877,273
    BSE Sensex 30 Hindustan Unilever 683.20 11.144   1/30/12 6.061 -4,141 7,613 3,472 780,745  997,494 -116,749 880,745
    Topix (FRA) short Toshiba 629.01 22.410 47.453 6/01/15 32.610 -20,512 29,848 9,336 790,081  976,982 -86,901 890,081
    BAX long Adva 1,748.30 10.530   11/09/15 10.155 -17,754 18,410 656 790,737  959,228 -68,492 890,737
  Buy MDAX short Leoni 591.88 34.730   5/30/16 29.880 20,556        979,784 -89,048  
    BSE Sensex 30 Bharat Heavy 12,167.63 1.689   6/13/16 1.058 20,556        1,000,340 -109,604  
    SMI Holcim 406.97 50.510   1/09/17 49.995 20,556        1,020,896 -130,160  
    Topix (FRA) long Ono Pharmaceutical 752.91 27.302   12/14/15 30.520 20,556        1,041,452 -150,716  
    BAX short Leoni 591.88 34.730   11/23/15 36.045 20,556        1,062,008 -171,272  
11/23/15 Sell France short Solocal 31.54 390.360 1,256.870 6/08/15 700.450 -22,092 39,642 17,549 808,286  1,039,916 -131,630 908,286
    ASX 50 Santos 5,601.77 2.708 5.854 8/17/15 3.982 -22,304 32,792 10,488 818,774  1,017,612 -98,838 918,774
    HDAX RWE 1,992.21 10.895 16.041 8/24/15 13.220 -26,337 31,957 5,620 824,394  991,275 -66,881 924,394
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 36,570.59 0.369 0.705 5/25/15 0.510 -18,651 25,779 7,128 831,522  972,624 -41,102 931,522
    Nikkei (FRA) Sharp 869.21 10.210 16.122 8/17/15 12.830 -11,152 14,014 2,862 834,384  961,472 -27,089 934,384
      IHI 369.39 25.250 36.097 8/17/15 30.190 -11,152 13,334 2,182 836,565  950,320 -13,755 936,565
    BAX Leoni 591.88 36.045 33.415 11/16/15 34.730 -20,556 19,778 -778 835,787  929,764 6,023 935,787
  Buy France long Ubisoft 878.38 26.805   1/11/16 24.260 23,545        953,309 -17,522  
    HDAX SMA Solar 492.83 47.775   1/18/16 41.200 23,545        976,854 -41,067  
    PSI 20 Altri 4,610.34 5.107   12/07/15 5.008 23,545        1,000,399 -64,612  
    OMXC 20 Genmab 207.63 113.399   2/08/16 88.896 23,545        1,023,944 -88,157  
    Nikkei (FRA) Yamaha 469.59 25.070   12/07/15 22.360 11,773        1,035,717 -99,930  
    BAX Adva 2,122.13 11.095   12/14/15 9.859 23,545        1,059,262 -123,475  
    GEX Hypoport 298.04 79.000   12/14/15 70.070 23,545        1,082,807 -147,020  
11/30/15 Sell ISEQ 20 short FBD 1,616.23 6.852 6.948 8/17/15 6.900 -11,152 11,230 78 835,865  1,071,655 -135,790 935,865
    Nordic 30 Fortum 1,184.30 13.820 21.706 6/01/15 17.320 -20,512 25,707 5,195 841,060  1,051,143 -110,083 941,060
  Buy Germany long SMA Solar 439.89 47.225   1/11/16 49.315 20,774        1,071,917 -130,857  
    ASX 50 short Origin Energy 5,423.17 3.831   1/04/16 3.253 20,774        1,092,691 -151,631  
    ISEQ 20 long Flutter 86.52 120.050   12/07/15 122.000 10,387        1,103,077 -162,018  
      Dalata Hotel 2,016.89 5.150   12/07/15 5.130 10,387        1,113,464 -172,405  
    Nordic 30 Pandora 185.15 112.200   12/14/15 108.345 20,774        1,134,238 -193,178  
12/07/15 Sell ISEQ 20 long Flutter 86.52 122.000   11/30/15 120.050 -10,387 10,555 169 841,229  1,123,851 -182,623 941,229
      Dalata Hotel 2,016.89 5.130   11/30/15 5.150 -10,387 10,347 -40 841,188  1,113,465 -172,276 941,188
    PSI 20 Altri 4,610.34 5.008   11/23/15 5.107 -23,545 23,089 -456 840,732  1,089,920 -149,188 940,732
    DJUA short CenterPoint Energy 558.33 15.137 18.217 8/31/15 16.606 -9,271 10,171 900 841,631  1,080,648 -139,017 941,631
      FirstEnergy 325.29 29.960 27.045 8/31/15 28.503 -9,272 8,797 -474 841,157  1,071,376 -130,219 941,157
    Nikkei (FRA) long Yamaha 469.59 22.360   11/23/15 25.070 -11,773 10,500 -1,273 839,885  1,059,604 -119,719 939,885
    BSE Sensex 50 Eicher Motors 804.21 22.421   10/24/11 2.335 -1,878 18,031 16,153 856,038  1,057,726 -101,688 956,038
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ISEQ 20 short FBD 1,565.84 6.820   1/04/16 6.603 10,679        1,068,405 -112,367  
    PSI 20 Pharol 75,737.59 0.282   4/25/16 0.141 21,358        1,089,763 -133,725  
    DJUA long NiSource 604.86 17.655   3/16/20 18.760 10,679        1,100,442 -144,404  
      American Water 198.24 53.870   3/16/20 106.441 10,679        1,111,121 -155,083  
    Nikkei (FRA) short OKI Electric 930.23 11.480   3/07/16 12.000 10,679        1,121,800 -165,762  
      Sharp 1,124.11 9.500   3/07/16 13.180 10,679        1,132,479 -176,441  
    BSE Sensex 50 ONGC 10,358.41 2.062   12/21/15 2.125 21,358        1,153,837 -197,799  
12/14/15 Sell USA long Netflix 170.26 109.790   10/05/15 99.392 -16,923 18,693 1,770 857,808  1,136,914 -179,106 957,808
    OMXS 30 short SSAB 2,653.59 2.601 4.386 11/02/15 3.378 -8,963 11,637 2,675 860,483  1,127,952 -167,469 960,483
      SKF A 557.78 14.663 17.608 11/02/15 16.068 -8,963 9,821 859 861,342  1,118,989 -157,648 961,342
    Europe 50 long SAP 260.54 69.400   10/26/15 70.130 -18,272 18,081 -190 861,151  1,100,718 -139,566 961,151
    Nordic 30 Pandora 185.15 108.345   11/30/15 112.200 -20,774 20,060 -714 860,438  1,079,944 -119,506 960,438
    Topix (FRA) Ono Pharmaceutical 752.91 30.520   11/16/15 27.302 -20,556 22,979 2,423 862,861  1,059,388 -96,527 962,861
    BAX Adva 2,122.13 9.859   11/23/15 11.095 -23,545 20,922 -2,623 860,238  1,035,843 -75,605 960,238
    GEX Hypoport 298.04 70.070   11/23/15 79.000 -23,545 20,884 -2,662 857,576  1,012,298 -54,722 957,576
  Buy OMXS 30 Securitas 842.35 13.398   12/21/15 13.632 11,286        1,023,583 -66,007  
      Swedish Match 3,640.48 3.100   12/21/15 3.142 11,285        1,034,869 -77,293  
    Europe 50 short Rio Tinto 8.87 2,545.100   12/28/15 2,721.790 22,575        1,057,444 -99,868  
    Nordic 30 Møller-Mærsk B 18.41 1,226.160   4/25/16 1,254.850 22,574        1,080,017 -122,441  
    Topix (FRA) Toshiba 1,039.18 21.720   12/21/15 19.300 22,571        1,102,588 -145,012  
    BAX Leoni 679.13 33.235   7/04/16 24.990 22,571        1,125,159 -167,583  
    GEX Manz 555.12 40.660   5/09/16 36.225 22,571        1,147,730 -190,154  
12/21/15 Sell DAX long Fresenius 287.12 63.430   10/19/15 60.310 -17,316 18,212 896 858,472  1,130,414 -171,942 958,472
    OBX 25 short DNO International 17,342.23 0.607 2.673 6/08/15 1.274 -22,094 46,349 24,255 882,727  1,108,320 -125,594 982,727
    OMXS 30 long Securitas 842.35 13.632   12/14/15 13.398 -11,286 11,482 197 882,924  1,097,035 -114,111 982,924
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Swedish Match 3,640.48 3.142   12/14/15 3.100 -11,285 11,439 154 883,077  1,085,749 -102,672 983,077
    Topix (FRA) short Toshiba 1,039.18 19.300 24.443 12/14/15 21.720 -22,571 25,401 2,830 885,907  1,063,178 -77,271 985,907
    BSE Sensex 50 ONGC 10,358.41 2.125 1.999 12/07/15 2.062 -21,358 20,706 -652 885,256  1,041,820 -56,564 985,256
  Buy DAX RWE 2,037.47 11.395   12/28/15 11.660 23,217        1,065,037 -79,781  
    OBX 25 long Bakkafrost 883.34 26.283   12/28/15 26.311 23,217        1,088,254 -102,998  
    OMXS 30 short SSAB 5,348.80 2.170   12/28/15 2.409 11,609        1,099,863 -114,607  
      SKF A 795.03 14.601   12/28/15 15.095 11,608        1,111,471 -126,215  
    Topix (FRA) long Ono Pharmaceutical 725.89 31.984   1/04/16 32.298 23,217        1,134,688 -149,432  
    CAC Mid 60 Sartorius Stedim 403.25 57.575   12/28/15 57.183 23,217        1,157,905 -172,649  
    BSE Sensex 50 Bajaj Finance 2,859.91 8.118   1/04/16 8.393 23,217        1,181,122 -195,866  
12/28/15 Sell DAX short RWE 2,037.47 11.660 11.130 12/21/15 11.395 -23,217 22,677 -540 884,716  1,157,905 -173,189 984,716
    OBX 25 long Bakkafrost 883.34 26.311   12/21/15 26.283 -23,217 23,241 24 884,740  1,134,688 -149,948 984,740
    OMXS 30 short SSAB 5,348.80 2.409 1.932 12/21/15 2.170 -11,609 10,331 -1,277 883,463  1,123,080 -139,617 983,463
      SKF A 795.03 15.095 14.108 12/21/15 14.601 -11,608 11,216 -392 883,071  1,111,471 -128,401 983,071
    Europe 50 Rio Tinto 8.87 2,721.790 2,368.420 12/14/15 2,545.100 -22,575 21,008 -1,567 881,504  1,088,896 -107,393 981,504
    FT 30 Tate & Lyle 29.31 807.108 700.300 6/08/15 753.704 -22,091 20,526 -1,565 879,938  1,066,805 -86,867 979,938
    CAC Mid 60 long Sartorius Stedim 403.25 57.183   12/21/15 57.575 -23,217 23,059 -158 879,780  1,043,588 -63,808 979,780
  Buy USA Energy Recovery 3,537.40 6.473   1/11/16 5.700 22,899        1,066,487 -86,707  
    DAX Adidas 257.03 89.090   3/07/16 96.970 22,899        1,089,386 -109,605  
    OBX 25 short Seadrill 25.07 913.471   5/09/16 892.833 22,901        1,112,287 -132,506  
    OMXS 30 long Securitas 825.19 13.875   1/04/16 13.705 11,450        1,123,736 -143,956  
      Swedish Match 3,574.62 3.203   1/04/16 3.169 11,450        1,135,186 -155,405  
    Europe 50 SAP 314.29 72.860   1/04/16 70.580 22,899        1,158,085 -178,304  
    FT 30 ITV 61.39 373.033   1/11/16 356.368 22,901        1,180,985 -201,205  
1/04/16 Sell SSE 50 short China Northern Rare 11,223.70 1.789 2.422 8/03/15 2.081 -23,361 27,185 3,824 883,604  1,157,624 -174,020 983,604
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ASX 50 Origin Energy 5,423.17 3.253 4.511 11/30/15 3.831 -20,774 24,461 3,687 887,292  1,136,850 -149,559 987,292
    HSI-Fin ICBC 37,353.69 0.538 0.727 8/03/15 0.625 -23,361 27,137 3,776 891,068  1,113,489 -122,421 991,068
    ISEQ 20 FBD 1,565.84 6.603 7.044 12/07/15 6.820 -10,679 11,030 351 891,419  1,102,810 -111,391 991,419
    OMXH 25 Outokumpu 3,603.06 2.584 10.606 5/11/15 5.235 -18,862 38,213 19,351 910,770  1,083,948 -73,178 1,010,770
    OMXS 30 long Securitas 825.19 13.705   12/28/15 13.875 -11,450 11,309 -140 910,630  1,072,499 -61,869 1,010,630
      Swedish Match 3,574.62 3.169   12/28/15 3.203 -11,450 11,329 -120 910,509  1,061,049 -50,540 1,010,509
    Europe 50 SAP 314.29 70.580   12/28/15 72.860 -22,899 22,183 -717 909,793  1,038,150 -28,357 1,009,793
    DJTA JetBlue Airways 931.55 20.201   8/31/15 19.906 -18,543 18,819 276 910,068  1,019,607 -9,539 1,010,068
    Topix (FRA) Ono Pharmaceutical 725.89 32.298   12/21/15 31.984 -23,217 23,445 228 910,296  996,390 13,906 1,010,296
    BSE Sensex 50 Bajaj Finance 2,859.91 8.393   12/21/15 8.118 -23,217 24,004 787 911,083  973,173 37,910 1,011,083
  Buy SSE 50 Shanghai Pudong 10,427.87 2.515   1/11/16 2.391 26,224        999,397 11,686  
    HSI-Fin Hang Seng Bank 1,539.55 17.034   1/11/16 16.023 26,224        1,025,621 -14,538  
    ISEQ 20 Flutter 106.30 123.350   1/18/16 119.900 13,112        1,038,733 -27,650  
      Dalata Hotel 2,437.17 5.380   1/18/16 4.930 13,112        1,051,845 -40,762  
    OMXH 25 Elisa 777.01 33.750   1/11/16 34.422 26,224        1,078,069 -66,986  
    OMXS 30 short SSAB 5,376.19 2.439   4/04/16 3.262 13,112        1,091,181 -80,098  
      SKF A 901.66 14.542   4/04/16 15.448 13,112        1,104,293 -93,210  
    Europe 50 Rio Tinto 10.14 2,585.270   1/25/16 2,112.660 26,215        1,130,508 -119,425  
    DJTA Ryder System 499.18 52.534   2/22/16 53.012 26,224        1,156,732 -145,649  
    Topix (FRA) Toshiba 1,320.44 19.860   8/15/16 25.260 26,224        1,182,956 -171,873  
    BSE Sensex 50 Larsen & Toubro 2,259.58 11.606   3/07/16 10.779 26,224        1,209,180 -198,097  
1/11/16 Sell USA long Energy Recovery 3,537.40 5.700   12/28/15 6.473 -22,899 20,164 -2,735 908,348  1,186,281 -177,933 1,008,348
    Euro 50 Fresenius 142.42 59.420   10/26/15 64.150 -9,136 8,463 -674 907,674  1,177,145 -169,470 1,007,674
      Inditex 271.82 29.430   10/26/15 33.610 -9,136 8,000 -1,136 906,538  1,168,009 -161,471 1,006,538
    France Ubisoft 878.38 24.260   11/23/15 26.805 -23,545 21,310 -2,235 904,303  1,144,464 -140,161 1,004,303
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Germany SMA Solar 439.89 49.315   11/30/15 47.225 -20,774 21,693 919 905,222  1,123,690 -118,468 1,005,222
    SSE 50 Shanghai Pudong 10,427.87 2.391   1/04/16 2.515 -26,224 24,931 -1,293 903,929  1,097,466 -93,537 1,003,929
    HSI-Fin Hang Seng Bank 1,539.55 16.023   1/04/16 17.034 -26,224 24,669 -1,555 902,374  1,071,242 -68,868 1,002,374
    OMXH 25 Elisa 777.01 34.422   1/04/16 33.750 -26,224 26,746 522 902,896  1,045,018 -42,122 1,002,896
    FT 30 ITV 61.39 356.368   12/28/15 373.033 -22,901 21,877 -1,023 901,873  1,022,118 -20,245 1,001,873
    Topix (TYO) Subaru 736.34 33.663   6/11/12 6.048 -4,453 24,787 20,334 922,207  1,017,665 4,543 1,022,207
  Buy Euro 50 short Volkswagen 109.65 117.050   1/25/16 110.750 12,835        1,030,499 -8,292  
      Banco Santander 3,145.59 4.080   1/25/16 3.860 12,834        1,043,333 -21,126  
    France Vallourec 97.35 263.680   4/18/16 148.800 25,669        1,069,002 -46,795  
    SSE 50 Haitong Secs 14,597.36 1.758   6/13/16 1.997 25,668        1,094,670 -72,463  
    ASX 50 Origin Energy 9,375.75 2.738   2/29/16 2.906 25,668        1,120,338 -98,131  
    HSI-Fin China Life Ins HK 10,113.08 2.538   6/06/16 1.986 25,668        1,146,006 -123,799  
    OMXH 25 Outokumpu 10,366.72 2.476   4/25/16 3.996 25,668        1,171,674 -149,467  
    FT 30 Tesco 104.03 246.739   1/25/16 258.955 25,668        1,197,343 -175,136  
    Topix (TYO) Toshiba 1,427.21 17.985   10/31/16 33.076 25,668        1,223,011 -200,804  
1/18/16 Sell HDAX long SMA Solar 492.83 41.200   11/23/15 47.775 -23,545 20,305 -3,240 918,967  1,199,466 -180,499 1,018,967
    ISEQ 20 Flutter 106.30 119.900   1/04/16 123.350 -13,112 12,745 -367 918,600  1,186,354 -167,754 1,018,600
      Dalata Hotel 2,437.17 4.930   1/04/16 5.380 -13,112 12,015 -1,097 917,503  1,173,242 -155,738 1,017,503
    QIX Freenet 431.19 28.325   1/23/12 10.515 -4,534 12,213 7,680 925,183  1,168,708 -143,525 1,025,183
  Buy HDAX short Aixtron 6,679.09 3.300   3/14/16 3.331 22,041        1,190,749 -165,566  
    ISEQ 20 FBD 1,711.26 6.440   5/30/16 6.529 11,021        1,201,769 -176,586  
    QIX BMW 282.22 78.100   2/08/16 69.300 22,041        1,223,811 -198,628  
1/25/16 Sell Euro 50 short Volkswagen 109.65 110.750 123.708 1/11/16 117.050 -12,835 13,565 730 925,913  1,210,976 -185,063 1,025,913
      Banco Santander 3,145.59 3.860 4.313 1/11/16 4.080 -12,834 13,565 731 926,644  1,198,142 -171,498 1,026,644
    Europe 50 Rio Tinto 10.14 2,112.660 3,163.610 1/04/16 2,585.270 -26,215 32,079 5,864 932,508  1,171,927 -139,419 1,032,509
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FT 30 Tesco 104.03 258.955 234.523 1/11/16 246.739 -25,668 24,397 -1,271 931,238  1,146,259 -115,021 1,031,238
  Buy Euro 50 long SAP 157.57 72.680   4/04/16 70.040 11,452        1,157,711 -126,474  
      Vinci 185.83 61.630   4/04/16 65.450 11,453        1,169,164 -137,926  
    Europe 50 SAP 315.15 72.680   3/28/16 70.840 22,905        1,192,069 -160,831  
    FT 30 National Grid 18.43 1,242.520   2/01/16 1,311.560 22,900        1,214,969 -183,731  
2/01/16 Sell   long National Grid 18.43 1,311.560   1/25/16 1,242.520 -22,900 24,172 1,272 932,510  1,192,069 -159,559 1,032,510
  Buy   short NatWest 66.11 330.109   4/18/16 299.798 21,824        1,213,893 -181,383  
2/08/16 Sell Nasdaq 100 long Amazon.com 34.23 436.037   10/19/15 505.914 -17,317 14,926 -2,392 930,118  1,196,575 -166,457 1,030,118
    OMXC 20 Genmab 207.63 88.896   11/23/15 113.399 -23,545 18,457 -5,088 925,031  1,173,030 -148,000 1,025,031
    QIX short BMW 282.22 69.300 88.018 1/18/16 78.100 -22,041 24,840 2,799 927,829  1,150,989 -123,159 1,027,829
  Buy Nasdaq 100 Micron Technology 2,489.32 9.085   3/21/16 10.259 22,616        1,173,605 -145,775  
    QIX long Rational 55.82 405.150   4/11/16 463.700 22,615        1,196,220 -168,391  
2/22/16 Sell DJTA short Ryder System 499.18 53.012 52.057 1/04/16 52.534 -26,224 25,986 -238 927,591  1,169,996 -142,405 1,027,591
    NZX 50 long Tourism 16,884.83 1.542   7/28/14 0.744 -12,564 26,031 13,467 941,058  1,157,432 -116,374 1,041,058
  Buy OMXC 20 Vestas Wind Systems 1,914.13 12.077   2/29/16 12.460 23,117        1,180,549 -139,491  
    DJTA Delta Air Lines 522.71 44.225   3/07/16 43.943 23,117        1,203,666 -162,608  
    NZX 50 short ANZ Banking NZ 1,511.32 15.296   2/29/16 14.670 23,117        1,226,783 -185,725  
2/29/16 Sell ASX 50 short Origin Energy 9,375.75 2.906 2.569 1/11/16 2.738 -25,668 24,089 -1,579 939,479  1,201,115 -161,635 1,039,479
    OMXC 20 long Vestas Wind Systems 1,914.13 12.460   2/22/16 12.077 -23,117 23,850 733 940,212  1,177,998 -137,786 1,040,212
    NZX 50 short ANZ Banking NZ 1,511.32 14.670 15.949 2/22/16 15.296 -23,117 24,103 986 941,199  1,154,881 -113,682 1,041,199
  Buy ASX 50 long Newcrest Mining 2,019.79 11.480   11/05/18 13.103 23,187        1,178,068 -136,869  
    NZX 50 a2 Milk 21,751.41 1.066   5/22/17 2.174 23,187        1,201,255 -160,056  
3/07/16 Sell S&P 100 short ConocoPhilips 521.67 37.595 55.443 7/27/15 45.655 -23,817 28,923 5,106 946,305  1,177,438 -131,133 1,046,305
    DAX long Adidas 257.03 96.970   12/28/15 89.090 -22,899 24,924 2,025 948,330  1,154,539 -106,209 1,048,330
    MerVal Pampa Energía 15,899.76 0.728   10/26/15 1.149 -18,272 11,575 -6,697 941,633  1,136,267 -94,634 1,041,633
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJTA Delta Air Lines 522.71 43.943   2/22/16 44.225 -23,117 22,969 -147 941,486  1,113,150 -71,665 1,041,486
    Nikkei (FRA) short OKI Electric 930.23 12.000 10.960 12/07/15 11.480 -10,679 10,195 -484 941,002  1,102,471 -61,469 1,041,002
      Sharp 1,124.11 13.180 5.820 12/07/15 9.500 -10,679 6,542 -4,137 936,865  1,091,792 -54,927 1,036,865
    BSE Sensex 50 Larsen & Toubro 2,259.58 10.779 12.496 1/04/16 11.606 -26,224 28,237 2,013 938,878  1,065,568 -26,690 1,038,878
  Buy USA long Energy Recovery 3,251.44 7.782   10/29/18 6.189 25,304        1,090,872 -51,994  
    S&P 100 Meta 263.55 96.013   3/28/16 101.554 25,304        1,116,177 -77,299  
    DAX short Deutsche Bank 1,598.17 15.833   4/25/16 14.347 25,304        1,141,481 -102,603  
    MerVal YPF 1,530.36 16.535   4/11/16 14.912 25,304        1,166,785 -127,907  
    DJTA Avis Budget 989.87 25.563   3/14/16 24.329 25,304        1,192,089 -153,211  
    Nikkei (FRA) long Nippon Suisan 2,983.26 4.241   3/14/16 4.289 12,652        1,204,741 -165,863  
      Yamaha 484.73 26.101   3/14/16 27.038 12,652        1,217,393 -178,515  
    BSE Sensex 50 Bajaj Finance 2,949.42 8.579   12/10/18 29.076 25,304        1,242,697 -203,819  
3/14/16 Sell HDAX short Aixtron 6,679.09 3.331 3.269 1/18/16 3.300 -22,041 21,834 -207 938,671  1,220,656 -181,985 1,038,671
    DJTA Avis Budget 989.87 24.329 26.860 3/07/16 25.563 -25,304 26,588 1,284 939,954  1,195,351 -155,397 1,039,954
    Nikkei (FRA) long Nippon Suisan 2,983.26 4.289   3/07/16 4.241 -12,652 12,795 143 940,098  1,182,699 -142,602 1,040,098
      Yamaha 484.73 27.038   3/07/16 26.101 -12,652 13,106 454 940,552  1,170,048 -129,496 1,040,552
  Buy HDAX SMA Solar 523.59 43.500   4/11/16 45.160 22,776        1,192,824 -152,272  
    DJTA Alaska Air Group 316.91 71.870   10/29/18 53.552 22,776        1,215,600 -175,048  
    Nikkei (FRA) short Toshiba 686.44 16.590   7/18/16 25.800 11,388        1,226,988 -186,436  
      IHI 626.40 18.180   7/18/16 25.860 11,388        1,238,376 -197,824  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,489.32 10.259 7.912 2/08/16 9.085 -22,616 19,694 -2,922 937,630  1,215,760 -178,130 1,037,630
    TSX 60 Cenovus Energy 1,216.43 12.064 19.931 5/11/15 15.506 -18,862 24,244 5,382 943,012  1,196,898 -153,886 1,043,012
    DJ Global Titans ConocoPhilips 712.26 37.886 36.068 8/24/15 36.977 -26,337 25,689 -648 942,365  1,170,561 -128,196 1,042,365
  Buy Nasdaq 100 long NVidia 3,029.87 7.543   10/29/18 40.739 22,854        1,193,415 -151,050  
    TSX 60 Barrick Gold 1,751.47 13.049   6/27/16 19.168 22,854        1,216,269 -173,904  
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 McDonald´s 207.46 110.161   3/28/16 110.022 22,854        1,239,123 -196,758  
3/28/16 Sell S&P 100 long Meta 263.55 101.554   3/07/16 96.013 -25,304 26,765 1,460 943,825  1,213,819 -169,994 1,043,825
    ATX short Vienna Insurance 643.50 18.660 39.765 9/07/15 27.240 -17,529 25,589 8,060 951,885  1,196,290 -144,405 1,051,885
    BEL 20 Solvay 187.32 85.670 93.522 9/28/15 89.510 -16,767 17,519 752 952,636  1,179,523 -126,886 1,052,636
    Europe 50 long SAP 315.15 70.840   1/25/16 72.680 -22,905 22,325 -580 952,057  1,156,618 -104,561 1,052,057
    DJ Global Titans McDonald´s 207.46 110.022   3/21/16 110.161 -22,854 22,825 -29 952,028  1,133,764 -81,736 1,052,028
  Buy S&P 100 short Devon Energy 1,050.92 23.082   4/25/16 30.124 24,257        1,158,021 -105,993  
    ATX long Flughafen Wien 996.28 24.348   5/16/16 25.113 24,257        1,182,278 -130,250  
    BEL 20 Bekaert 693.06 35.000   4/25/16 37.780 24,257        1,206,535 -154,507  
    Europe 50 short Credit Suisse 1,895.52 12.797   4/18/16 13.328 24,257        1,230,792 -178,764  
    DJ Global Titans Mitsubishi UFJ 5,834.09 4.158   4/11/16 3.840 24,257        1,255,049 -203,021  
4/04/16 Sell Euro 50 long SAP 157.57 70.040   1/25/16 72.680 -11,452 11,036 -416 951,612  1,243,597 -191,985 1,051,612
      Vinci 185.83 65.450   1/25/16 61.630 -11,453 12,163 710 952,322  1,232,144 -179,822 1,052,322
    OMXS 30 short SSAB 5,376.19 3.262 1.615 1/04/16 2.439 -13,112 8,685 -4,427 947,894  1,219,032 -171,137 1,047,894
      SKF A 901.66 15.448 13.637 1/04/16 14.542 -13,112 12,296 -816 947,078  1,205,920 -158,842 1,047,078
  Buy Euro 50 Deutsche Bank 840.52 13.209   5/16/16 12.861 11,103        1,217,022 -169,944  
      Unicredit 734.63 15.113   5/16/16 14.382 11,102        1,228,125 -181,047  
    OMXC 20 long Genmab 178.62 124.315   4/11/16 126.502 22,205        1,250,330 -203,252  
    OMXS 30 Securitas 765.85 14.497   4/11/16 14.803 11,103        1,261,432 -214,355  
      Fingerprint Cards 1,058.47 10.489   4/11/16 10.913 11,103        1,272,535 -225,457  
4/11/16 Sell HDAX long SMA Solar 523.59 45.160   3/14/16 43.500 -22,776 23,645 869 947,947  1,249,759 -201,812 1,047,947
    OMXC 20 Genmab 178.62 126.502   4/04/16 124.315 -22,205 22,596 391 948,338  1,227,554 -179,216 1,048,338
    OMXS 30 Securitas 765.85 14.803   4/04/16 14.497 -11,103 11,337 234 948,572  1,216,451 -167,879 1,048,572
      Fingerprint Cards 1,058.47 10.913   4/04/16 10.489 -11,103 11,551 449 949,021  1,205,349 -156,328 1,049,021
    MerVal short YPF 1,530.36 14.912 18.335 3/07/16 16.535 -25,304 28,059 2,755 951,775  1,180,045 -128,269 1,051,775
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    QIX long Rational 55.82 463.700   2/08/16 405.150 -22,615 25,884 3,268 955,043  1,157,429 -102,386 1,055,043
    DJ Global Titans short Mitsubishi UFJ 5,834.09 3.840 4.501 3/28/16 4.158 -24,257 26,262 2,005 957,048  1,133,172 -76,124 1,057,048
  Buy HDAX Deutsche Bank 1,962.61 12.495   7/25/16 11.745 24,523        1,157,695 -100,647  
    OMXC 20 Nordea Bank (DK) 2,960.50 8.283   4/25/16 8.632 24,523        1,182,218 -125,170  
    OMXS 30 Nordea Bank 1,474.71 8.315   4/18/16 8.483 12,261        1,194,480 -137,432  
      S.E.B 1,447.43 8.471   4/18/16 8.777 12,261        1,206,741 -149,693  
    MerVal long Gr Fin Galicia 10,762.78 2.279   6/20/16 2.681 24,523       &