Fri, Sep 30th, 2022, 19:51UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
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date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/03/11 Buy RTX short Mobile TeleSystems 325.73 15.350   1/10/11 15.680 5,000        5,000 95,000 100,000
    ISEQ 20 long Kingspan 331.13 7.550   3/21/11 6.330 2,500        7,500 92,500  
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        10,000 90,000  
1/10/11 Sell RTX short Mobile TeleSystems 325.73 15.680 15.020 1/03/11 15.350 -5,000 4,892 -108 -108  5,000 94,892 99,893
1/17/11 Buy CAC 40 long Valeo 321.42 15.148   3/14/11 13.523 4,869        9,869 90,024  
    AEX Aalberts 323.52 15.050   3/28/11 16.715 4,869        14,738 85,155  
1/24/11 Buy IBEX 35 long Sacyr 846.94 5.462   2/28/11 7.082 4,626        19,364 80,529  
    Topix (TYO) short Resona 1,146.01 4.037   1/31/11 3.670 4,626        23,990 75,903  
1/31/11 Sell   short Resona 1,146.01 3.670 4.440 1/24/11 4.037 -4,626 5,089 463 355  19,364 80,991 100,355
  Buy SSE 50 long China Shipbuilding 4,609.52 0.983   2/21/11 0.981 4,533        23,897 76,458  
    Topix (TYO) Isuzu Motors 631.51 7.178   8/29/11 5.756 4,533        28,430 71,925  
2/07/11 Buy HSI short China Res Land 3,592.16 1.199   4/04/11 1.417 4,307        32,737 67,618  
    HSI-Fin China Life Ins HK 1,572.87 2.738   1/16/12 2.249 4,307        37,044 63,311  
    ÖkoDAX (deprecated) long CropEnergies 730.00 5.900   6/06/11 4.970 4,307        41,351 59,004  
    BSE Sensex 30 short Bharat Heavy 987.93 4.360   1/30/12 2.662 4,307        45,658 54,697  
    STI Wilmar International 1,420.42 3.032   3/28/11 3.080 4,307        49,965 50,390  
2/14/11 Buy OMXH 25 short Nokia 562.39 6.700   2/21/11 6.240 3,768        53,733 46,622  
    PSI 20 long Jerónimo Martins 314.66 11.975   2/21/11 11.500 3,768        57,501 42,854  
    GEX InVision 183.72 20.510   3/07/11 22.905 3,768        61,269 39,086  
2/21/11 Sell SSE 50 long China Shipbuilding 4,609.52 0.981   1/31/11 0.983 -4,533 4,520 -13 342  56,736 43,606 100,342
    OMXH 25 short Nokia 562.39 6.240 7.194 2/14/11 6.700 -3,768 4,046 278 620  52,968 47,652 100,620
    PSI 20 long Jerónimo Martins 314.66 11.500   2/14/11 11.975 -3,768 3,619 -149 471  49,200 51,271 100,471
  Buy SSE 50 short Shanghai Pudong 3,412.20 1.112   4/04/11 1.203 3,793        52,993 47,478  
    OMXH 25 long Metso Outotec 389.43 9.740   2/28/11 10.430 3,793        56,786 43,684  
    PSI 20 short Impresa 3,831.31 0.990   3/28/11 1.010 3,793        60,579 39,891  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Richemont 89.12 42.559   2/28/11 41.624 3,793        64,372 36,099  
2/28/11 Sell IBEX 35 long Sacyr 846.94 7.082   1/24/11 5.462 -4,626 5,998 1,372 1,843  59,746 42,097 101,843
    OMXH 25 Metso Outotec 389.43 10.430   2/21/11 9.740 -3,793 4,062 269 2,111  55,953 46,158 102,111
    SMI Richemont 89.12 41.624   2/21/11 42.559 -3,793 3,710 -83 2,028  52,160 49,868 102,028
  Buy IBEX 35 short Banco Sabadell 1,501.98 2.528   3/21/11 2.535 3,797        55,957 46,071  
    OMXH 25 Nokia 623.48 6.090   12/26/11 3.720 3,797        59,754 42,274  
    SMI Roche 34.61 109.719   3/07/11 102.126 3,797        63,551 38,477  
    NZX 50 Heartland 8,908.96 0.426   4/25/11 0.391 3,797        67,348 34,680  
    Topix (FRA) Resona 935.22 4.060   7/11/11 3.532 3,797        71,145 30,883  
3/07/11 Sell SMI short Roche 34.61 102.126 117.876 2/28/11 109.719 -3,797 4,080 282 2,310  67,348 34,962 102,310
    GEX long InVision 183.72 22.905   2/14/11 20.510 -3,768 4,208 440 2,750  63,580 39,170 102,750
  Buy SMI Richemont 83.90 42.288   3/14/11 39.521 3,548        67,128 35,622  
    GEX short MeVis Medical 290.82 12.200   2/13/12 5.650 3,548        70,676 32,074  
3/14/11 Sell CAC 40 long Valeo 321.42 13.523   1/17/11 15.148 -4,869 4,347 -522 2,228  65,807 36,421 102,228
    SMI Richemont 83.90 39.521   3/07/11 42.288 -3,548 3,316 -232 1,996  62,259 39,737 101,996
  Buy CAC 40 short Carrefour 112.98 31.360   4/25/11 31.100 3,543        65,802 36,194  
    TecDAX SMA Solar 48.04 73.750   2/06/12 50.420 3,543        69,345 32,651  
    HSI-Prop China Ov Land & Inv 1,348.79 1.313   1/16/12 1.541 1,772        71,116 30,879  
      China Res Land 1,476.50 1.200   1/16/12 1.413 1,772        72,888 29,108  
    Nordic 30 Nokia 603.58 5.870   11/28/11 4.150 3,543        76,431 25,565  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        79,979 22,016  
    SMI Roche 35.02 101.160   5/02/11 110.747 3,543        83,522 18,474  
    Nikkei (FRA) Resona 521.03 3.400   1/09/12 3.458 1,772        85,293 16,702  
      Tokyo Electric Power 137.33 12.900   1/09/12 1.740 1,772        87,065 14,931  
    Nikkei (TYO) Resona 1,042.49 3.399   4/25/11 3.103 3,543        90,608 11,388  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/11 Sell IBEX 35 short Banco Sabadell 1,501.98 2.535 2.521 2/28/11 2.528 -3,797 3,786 -11 1,985  86,811 15,174 101,985
    ISEQ 20 long Kingspan 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,581  84,311 17,270 101,581
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,093  81,811 20,282 102,093
  Buy IBEX 35 Sacyr 421.70 7.254   4/04/11 7.471 3,059        84,870 17,223  
    ISEQ 20 short Bank of Ireland 171.66 8.910   3/28/11 7.590 1,529        86,400 15,694  
      Ryanair 470.47 3.251   3/28/11 3.273 1,530        87,929 14,164  
3/28/11 Sell AEX long Aalberts 323.52 16.715   1/17/11 15.050 -4,869 5,408 539 2,632  83,060 19,572 102,632
    ISEQ 20 short Bank of Ireland 171.66 7.590 10.460 3/21/11 8.910 -1,529 1,795 266 2,898  81,531 21,367 102,898
      Ryanair 470.47 3.273 3.229 3/21/11 3.251 -1,530 1,519 -10 2,887  80,001 22,886 102,887
    PSI 20 Impresa 3,831.31 1.010 0.970 2/21/11 0.990 -3,793 3,716 -77 2,811  76,208 26,603 102,811
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,729  72,660 30,070 102,729
    STI Wilmar International 1,420.42 3.080 2.984 2/07/11 3.032 -4,307 4,239 -68 2,661  68,353 34,308 102,661
  Buy AEX Philips 154.37 22.180   1/02/12 16.490 3,424        71,777 30,884  
    ISEQ 20 long Glanbia 393.56 4.350   4/25/11 4.541 1,712        73,489 29,172  
      Origin Enterprises 447.58 3.825   4/25/11 3.900 1,712        75,201 27,460  
    PSI 20 Jerónimo Martins 303.28 11.290   4/11/11 11.320 3,424        78,625 24,036  
    STI Genting 2,951.72 1.160   5/02/11 1.158 3,424        82,049 20,612  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,412.20 1.203 1.020 2/21/11 1.112 -3,793 3,480 -313 2,348  78,256 24,093 102,348
    HSI China Res Land 3,592.16 1.417 0.981 2/07/11 1.199 -4,307 3,524 -783 1,565  73,949 27,616 101,565
    IBEX 35 long Sacyr 421.70 7.471   3/21/11 7.254 -3,059 3,151 92 1,657  70,890 30,767 101,657
  Buy SSE 50 IM BaoTou Steel 10,924.09 0.303   5/23/11 0.268 3,310        74,200 27,457  
    HSI Galaxy Entertainment 3,064.81 1.080   8/01/11 1.948 3,310        77,510 24,147  
    IBEX 35 short Banco Sabadell 1,329.85 2.489   2/06/12 2.331 3,310        80,820 20,837  
    Athex LC Piraeus Financial 0.01 432,300.000   4/02/12 82,830.000 4,323        85,143 16,514  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   3/28/11 11.290 -3,424 3,433 9 1,666  81,719 19,947 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 4,983.61 0.610   2/06/12 0.190 3,040        84,759 16,907  
    OBX 25 Frontline 39.36 77.243   1/16/12 17.878 3,040        87,799 13,867  
    OMXS 30 AstraZeneca 44.74 33.972   4/18/11 34.188 1,520        89,319 12,347  
      Nokia 254.77 5.966   4/18/11 6.088 1,520        90,839 10,827  
    FT 30 3i Group 10.05 302.376   5/02/11 315.356 3,039        93,878 7,788  
4/18/11 Sell OMXS 30 short AstraZeneca 44.74 34.188 33.756 4/11/11 33.972 -1,520 1,510 -10 1,656  92,358 9,298 101,656
      Nokia 254.77 6.088 5.844 4/11/11 5.966 -1,520 1,489 -31 1,625  90,838 10,787 101,625
  Buy   long Swedbank 107.57 13.061   5/30/11 12.341 1,405        92,243 9,382  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,655  88,700 12,955 101,655
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,730  86,988 14,742 101,730
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  85,276 16,488 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  81,479 20,628 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  77,936 24,508 102,444
  Buy ISEQ 20 Bank of Ireland 213.24 7.440   1/02/12 2.550 1,587        79,522 22,922  
      Ryanair 471.33 3.366   1/02/12 3.780 1,587        81,109 21,335  
    OMXC 20 Vestas Wind Systems 659.86 4.809   5/16/11 4.185 3,173        84,282 18,162  
    NZX 50 long a2 Milk 41,154.35 0.077   10/03/11 0.120 3,173        87,455 14,989  
    Nikkei (TYO) Screen 104.95 30.233   5/09/11 32.089 3,173        90,628 11,816  
5/02/11 Sell FT 30 short 3i Group 10.05 315.356 289.395 4/11/11 302.376 -3,039 2,908 -130 2,313  87,589 14,725 102,313
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,308  84,165 18,144 102,308
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,973  80,622 21,351 101,973
  Buy STI Wilmar International 1,091.71 2.824   7/02/12 2.197 3,083        83,705 18,268  
    SMI long Richemont 70.48 43.745   5/09/11 42.905 3,083        86,788 15,184  
5/09/11 Sell   long Richemont 70.48 42.905   5/02/11 43.745 -3,083 3,024 -59 1,913  83,705 18,208 101,913
    Nikkei (TYO) Screen 104.95 32.089   4/25/11 30.233 -3,173 3,368 195 2,108  80,532 21,576 102,108
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy CAC 40 short Carrefour 100.83 30.665   2/06/12 18.345 3,092        83,624 18,484  
    TSX 60 BlackBerry 102.09 30.287   2/20/12 11.318 3,092        86,716 15,392  
    FT 30 Lloyds Bank 50.49 61.241   5/30/11 59.956 3,092        89,808 12,300  
    SMI Credit Suisse 105.21 29.390   5/21/12 15.602 3,092        92,900 9,208  
    Nikkei (TYO) Tokyo Electric Power 748.43 4.131   2/13/12 1.953 3,092        95,992 6,116  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 659.86 4.185 5.526 4/25/11 4.809 -3,173 3,646 473 2,581  92,819 9,762 102,581
  Buy   long Novozymes 118.62 23.673   5/30/11 23.619 2,808        95,627 6,954  
    CAC Mid 60 short Genfit 713.96 3.933   1/23/12 1.723 2,808        98,435 4,146  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,924.09 0.268   4/04/11 0.303 -3,310 2,924 -386 2,196  95,125 7,070 102,196
  Buy   short China Life 1,313.61 2.079   5/30/11 2.028 2,731        97,856 4,339  
    SDAX Heidelberger Druck 942.05 2.899   1/30/12 1.657 2,731        100,587 1,608  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        103,318 -1,123  
5/30/11 Sell SSE 50 short China Life 1,313.61 2.028 2.131 5/23/11 2.079 -2,731 2,800 69 2,264  100,587 1,677 102,264
    OMXC 20 long Novozymes 118.62 23.619   5/16/11 23.673 -2,808 2,802 -6 2,258  97,779 4,479 102,258
    OMXS 30 Swedbank 107.57 12.341   4/18/11 13.061 -1,405 1,328 -77 2,180  96,374 5,806 102,180
    FT 30 short Lloyds Bank 50.49 59.956 62.554 5/09/11 61.241 -3,092 3,158 66 2,247  93,282 8,965 102,247
  Buy SSE 50 long China Northern Rare 1,150.95 2.415   6/06/11 2.742 2,780        96,062 6,185  
    BEL 20 short Galapagos 291.10 9.550   7/04/11 8.420 2,780        98,842 3,405  
    OMXC 20 Vestas Wind Systems 686.34 4.051   7/04/11 3.486 2,780        101,622 625  
    OMXS 30 Nokia 308.07 4.512   7/04/11 4.367 1,390        103,012 -765  
      Telia Company 262.25 5.300   7/04/11 4.997 1,390        104,402 -2,155  
6/06/11 Sell SSE 50 long China Northern Rare 1,150.95 2.742   5/30/11 2.415 -2,780 3,156 376 2,623  101,622 1,001 102,623
    ÖkoDAX (deprecated) CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,944  97,315 4,629 101,944
  Buy SSE 50 short China Rwy Constr 4,217.19 0.632   1/23/12 0.506 2,664        99,979 1,965  
    FT 30 Lloyds Bank 50.61 52.638   12/05/11 31.447 2,664        102,643 -699  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
6/20/11 Buy CAC Next 20 short EDF 97.48 25.965   6/27/11 25.805 2,531        105,174 -3,230  
6/27/11 Sell   short EDF 97.48 25.805 26.126 6/20/11 25.965 -2,531 2,547 16 1,960  102,643 -683 101,960
  Buy France Carrefour 95.69 26.450   1/23/12 17.050 2,531        105,174 -3,214  
    MIB UnipolSai 493.37 5.130   11/05/12 0.935 2,531        107,705 -5,745  
    CAC Next 20 long Arkema 38.88 65.105   7/11/11 66.601 2,531        110,236 -8,276  
7/04/11 Sell BEL 20 short Galapagos 291.10 8.420 10.832 5/30/11 9.550 -2,780 3,153 373 2,333  107,456 -5,123 102,333
    OMXC 20 Vestas Wind Systems 686.34 3.486 4.707 5/30/11 4.051 -2,780 3,231 451 2,784  104,676 -1,893 102,784
    OMXS 30 Nokia 308.07 4.367 4.661 5/30/11 4.512 -1,390 1,436 46 2,830  103,286 -457 102,830
      Telia Company 262.25 4.997 5.622 5/30/11 5.300 -1,390 1,474 84 2,914  101,896 1,018 102,914
  Buy BEL 20 long Solvay 24.12 107.700   7/11/11 107.450 2,598        104,494 -1,580  
    OMXC 20 Novozymes 111.76 23.246   7/11/11 23.100 2,598        107,092 -4,178  
    OMXS 30 Swedish Match 533.30 2.436   7/11/11 2.441 1,299        108,391 -5,477  
7/11/11 Sell BEL 20 long Solvay 24.12 107.450   7/04/11 107.700 -2,598 2,592 -6 2,908  105,793 -2,885 102,908
    OMXC 20 Novozymes 111.76 23.100   7/04/11 23.246 -2,598 2,582 -16 2,892  103,195 -304 102,892
    OMXS 30 Swedish Match 533.30 2.441   7/04/11 2.436 -1,299 1,302 3 2,895  101,896 998 102,895
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,462  98,099 5,363 103,462
    CAC Next 20 long Arkema 38.88 66.601   6/27/11 65.105 -2,531 2,589 58 3,520  95,568 7,952 103,520
  Buy RTX short Mobile TeleSystems 214.80 12.970   7/18/11 12.740 2,786        98,354 5,166  
    BEL 20 Bekaert 55.23 50.440   3/12/12 24.765 2,786        101,140 2,380  
    OMXC 20 Vestas Wind Systems 812.36 3.430   11/28/11 1.979 2,786        103,926 -406  
    OMXS 30 Nokia 352.35 3.954   11/28/11 4.082 1,393        105,319 -1,799  
      SSAB 148.18 9.401   11/28/11 6.652 1,393        106,712 -3,192  
    Topix (FRA) long Daito Trust 43.01 64.780   8/01/11 65.420 2,786        109,498 -5,978  
7/18/11 Sell RTX short Mobile TeleSystems 214.80 12.740 13.204 7/11/11 12.970 -2,786 2,836 50 3,571  106,712 -3,141 103,571
  Buy ATX Flughafen Wien 302.41 8.300   3/26/12 7.050 2,510        109,222 -5,651  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/25/11 Buy ASX 50 short Macquarie Group 117.49 20.828   1/16/12 19.953 2,447        111,669 -8,099  
    DJ Global Titans Bank of America 351.09 6.970   12/26/11 4.202 2,447        114,116 -10,546  
8/01/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,232  110,806 -4,574 106,232
    Topix (FRA) Daito Trust 43.01 65.420   7/11/11 64.780 -2,786 2,814 28 6,260  108,020 -1,760 106,260
  Buy S&P 100 short AIG 131.52 19.860   1/09/12 18.875 2,612        110,632 -4,372  
    HSI New World Dev 694.75 3.760   12/26/11 2.465 2,612        113,244 -6,984  
    HDAX Commerzbank 138.93 18.801   1/23/12 14.511 2,612        115,856 -9,596  
    RTX Mobile TeleSystems 212.01 12.320   6/25/12 13.400 2,612        118,468 -12,208  
    DJTA Delta Air Lines 482.08 5.418   10/24/11 6.408 2,612        121,080 -14,820  
    Topix (FRA) Nintendo 23.62 110.600   1/23/12 105.744 2,612        123,692 -17,433  
    SP Global 100 Carrefour 130.08 20.080   4/30/12 15.175 2,612        126,304 -20,045  
8/08/11 Buy Nasdaq 100 short Akamai 146.19 14.741   10/10/11 17.540 2,155        128,459 -22,200  
    Kospi 50 LG Display 157.67 13.668   10/10/11 14.049 2,155        130,614 -24,355  
    DAX Commerzbank 140.35 15.354   12/19/11 9.482 2,155        132,769 -26,510  
    MDAX Ceconomy 224.22 9.611   5/14/12 7.298 2,155        134,924 -28,665  
    FTSE Lloyds Bank 57.24 37.648   11/28/11 27.613 2,155        137,079 -30,820  
    Europe 50 Lloyds Bank 57.24 37.648   12/19/11 27.968 2,155        139,234 -32,974  
    BSE Sensex 50 Tata Motors 833.75 2.585   10/03/11 2.302 2,155        141,389 -35,129  
    QIX Pro7-Sat1 153.93 14.000   1/23/12 17.200 2,155        143,544 -37,284  
8/22/11 Buy DJIA short Goldman Sachs 23.30 73.991   12/19/11 67.244 1,724        145,268 -39,008  
8/29/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   1/31/11 7.178 -4,533 3,635 -898 5,362  140,735 -35,374 105,362
  Buy   short Nintendo 15.00 116.602   2/13/12 104.998 1,749        142,484 -37,123  
9/05/11 Buy Euro 50 short Societe Generale 42.10 20.250   1/09/12 15.000 853        143,337 -37,975  
      Unicredit 31.05 27.460   1/09/12 11.455 853        144,189 -38,828  
10/03/11 Sell NZX 50 long a2 Milk 41,154.35 0.120   4/25/11 0.077 -3,173 4,918 1,745 7,106  141,016 -33,910 107,106
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BSE Sensex 50 short Tata Motors 833.75 2.302 2.902 8/08/11 2.585 -2,155 2,420 265 7,371  138,861 -31,490 107,371
  Buy NZX 50 Heartland 6,804.16 0.279   10/17/11 0.296 1,897        140,758 -33,387  
    BSE Sensex 50 long Eicher Motors 779.31 2.434   10/17/11 2.393 1,897        142,655 -35,284  
10/10/11 Sell Nasdaq 100 short Akamai 146.19 17.540 11.942 8/08/11 14.741 -2,155 1,746 -409 6,962  140,500 -33,538 106,962
    Kospi 50 LG Display 157.67 14.049 13.287 8/08/11 13.668 -2,155 2,095 -60 6,902  138,345 -31,444 106,902
  Buy Nasdaq 100 long Regeneron 38.22 49.346   8/24/15 434.608 1,886        140,231 -33,330  
    Kospi 50 SK Holdings 19.67 95.875   12/19/11 80.532 1,886        142,117 -35,215  
10/17/11 Sell NZX 50 short Heartland 6,804.16 0.296 0.262 10/03/11 0.279 -1,897 1,781 -116 6,786  140,220 -33,434 106,786
    BSE Sensex 50 long Eicher Motors 779.31 2.393   10/03/11 2.434 -1,897 1,865 -32 6,754  138,323 -31,569 106,754
  Buy NZX 50 a2 Milk 13,498.56 0.139   10/31/11 0.139 1,879        140,202 -33,448  
    BSE Sensex 50 short Aurobindo Pharma 2,045.73 0.919   10/24/11 0.877 1,879        142,081 -35,327  
10/24/11 Sell DJTA short Delta Air Lines 482.08 6.408 4.429 8/01/11 5.418 -2,612 2,135 -477 6,277  139,469 -33,193 106,277
    BSE Sensex 50 Aurobindo Pharma 2,045.73 0.877 0.962 10/17/11 0.919 -1,879 1,967 88 6,365  137,590 -31,225 106,365
  Buy   long Eicher Motors 804.21 2.335   12/07/15 22.421 1,878        139,468 -33,103  
10/31/11 Sell NZX 50 long a2 Milk 13,498.56 0.139   10/17/11 0.139 -1,879 1,880 1 6,366  137,589 -31,223 106,366
  Buy   short Heartland 6,222.66 0.302   3/05/12 0.277 1,878        139,467 -33,101  
11/21/11 Buy USA short Netflix 232.76 7.867   11/28/11 7.544 1,831        141,298 -34,932  
    DJTA JetBlue Airways 689.77 2.655   12/05/11 3.509 1,831        143,129 -36,763  
11/28/11 Sell USA short Netflix 232.76 7.544 8.203 11/21/11 7.867 -1,831 1,909 78 6,445  141,298 -34,854 106,445
    FTSE Lloyds Bank 57.24 27.613 51.330 8/08/11 37.648 -2,155 2,938 783 7,228  139,143 -31,915 107,228
    OMXC 20 Vestas Wind Systems 812.36 1.979 5.942 7/11/11 3.430 -2,786 4,827 2,041 9,269  136,357 -27,088 109,269
    OMXS 30 Nokia 352.35 4.082 3.825 7/11/11 3.954 -1,393 1,348 -45 9,224  134,964 -25,740 109,224
      SSAB 148.18 6.652 13.285 7/11/11 9.401 -1,393 1,969 576 9,799  133,571 -23,772 109,799
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,268  130,028 -18,760 111,268
  Buy FTSE long Next 0.74 3,105.900   6/04/12 3,698.710 2,298        132,327 -21,059  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Tryg 268.91 8.598   5/14/12 8.768 2,312        134,638 -23,371  
    OMXS 30 Getinge 62.01 18.641   5/14/12 19.967 1,156        135,794 -24,527  
    Nordic 30 Equinor 126.65 18.255   5/07/12 19.757 2,312        138,106 -26,839  
12/05/11 Sell FT 30 short Lloyds Bank 50.61 31.447 88.109 6/06/11 52.638 -2,664 4,459 1,795 13,063  135,442 -22,379 113,063
    DJTA JetBlue Airways 689.77 3.509 1.800 11/21/11 2.655 -1,831 1,242 -589 12,474  133,611 -21,138 112,474
  Buy FT 30 long BAT 0.67 3,416.030   12/12/11 3,512.060 2,289        135,900 -23,427  
    DJTA Kirby 47.55 48.011   6/25/12 36.163 2,283        138,183 -25,709  
12/12/11 Sell FT 30 long BAT 0.67 3,512.060   12/05/11 3,416.030 -2,289 2,353 64 12,538  135,894 -23,356 112,538
  Buy   short Lloyds Bank 77.95 28.594   12/19/11 27.968 2,229        138,123 -25,585  
12/19/11 Sell DJIA short Goldman Sachs 23.30 67.244 81.415 8/22/11 73.991 -1,724 1,897 173 12,711  136,399 -23,688 112,711
    Kospi 50 long SK Holdings 19.67 80.532   10/10/11 95.875 -1,886 1,584 -302 12,409  134,513 -22,104 112,409
    DAX short Commerzbank 140.35 9.482 24.862 8/08/11 15.354 -2,155 3,489 1,335 13,744  132,358 -18,615 113,744
    Europe 50 Lloyds Bank 57.24 27.968 50.678 8/08/11 37.648 -2,155 2,901 746 14,490  130,204 -15,714 114,490
    FT 30 Lloyds Bank 77.95 27.968 29.234 12/12/11 28.594 -2,229 2,279 50 14,539  127,975 -13,435 114,539
  Buy DJIA long Visa 133.73 18.897   8/24/15 58.880 2,527        130,502 -15,962  
    Kospi 50 short Hyundai Heavy 13.86 182.275   1/23/12 209.385 2,526        133,028 -18,489  
    DAX long Merck (EMD) 68.86 36.695   6/04/12 36.500 2,527        135,555 -21,015  
    Europe 50 Roche 19.48 129.719   10/20/14 222.572 2,527        138,082 -23,542  
    FT 30 Tate & Lyle 3.13 808.105   5/14/12 858.422 2,529        140,611 -26,072  
12/26/11 Sell HSI short New World Dev 694.75 2.465 5.735 8/01/11 3.760 -2,612 3,984 1,372 15,912  137,999 -22,087 115,912
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,331  134,202 -15,871 118,331
    DJ Global Titans Bank of America 351.09 4.202 11.562 7/25/11 6.970 -2,447 4,059 1,612 19,943  131,755 -11,812 119,943
  Buy HSI long Lenovo 5,020.43 0.538   5/21/12 0.656 2,703        134,458 -14,515  
    OMXH 25 Huhtamäki 293.17 9.220   1/02/12 9.150 2,703        137,161 -17,218  
    DJ Global Titans Philip Morris 44.72 60.439   1/23/12 57.914 2,703        139,864 -19,921  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 21,125  136,440 -15,315 121,125
    ISEQ 20 Bank of Ireland 213.24 2.550 21.707 4/25/11 7.440 -1,587 4,629 3,042 24,167  134,854 -10,687 124,167
      Ryanair 471.33 3.780 2.952 4/25/11 3.366 -1,587 1,391 -195 23,972  133,267 -9,295 123,972
    OMXH 25 long Huhtamäki 293.17 9.150   12/26/11 9.220 -2,703 2,683 -21 23,951  130,564 -6,613 123,951
  Buy Germany Encavis 903.02 3.248   5/14/12 2.970 2,933        133,497 -9,546  
    AEX Vopak 71.37 41.095   4/09/12 44.780 2,933        136,430 -12,479  
    ISEQ 20 Flutter 32.52 45.100   5/21/12 50.010 1,467        137,897 -13,945  
      Ryanair 387.96 3.780   5/21/12 4.040 1,466        139,363 -15,412  
    OMXH 25 short Outokumpu 252.41 11.620   1/09/12 12.510 2,933        142,296 -18,345  
1/09/12 Sell S&P 100 short AIG 131.52 18.875 20.895 8/01/11 19.860 -2,612 2,748 136 24,087  139,684 -15,597 124,087
    Euro 50 Societe Generale 42.10 15.000 27.338 9/05/11 20.250 -853 1,151 298 24,386  138,832 -14,446 124,386
      Unicredit 31.05 11.455 65.827 9/05/11 27.460 -853 2,044 1,191 25,577  137,979 -12,402 125,577
    OMXH 25 Outokumpu 252.41 12.510 10.730 1/02/12 11.620 -2,933 2,708 -225 25,352  135,046 -9,693 125,352
    Nikkei (FRA) Resona 521.03 3.458 3.342 3/14/11 3.400 -1,772 1,741 -30 25,322  133,274 -7,952 125,322
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,685  131,503 5,182 136,685
  Buy S&P 100 long Biogen 39.25 90.342   9/03/12 116.954 3,546        135,049 1,636  
    Euro 50 ASML 54.72 32.400   8/24/15 74.790 1,773        136,822 -137  
      AB InBev 37.33 47.495   8/24/15 91.280 1,773        138,595 -1,910  
    OMXH 25 Wärtsilä 424.00 8.363   1/30/12 8.837 3,546        142,141 -5,456  
    Nikkei (FRA) Aozora Bank 82.97 21.370   5/14/12 18.670 1,773        143,914 -7,229  
      Nitto Boseki 136.65 12.975   5/14/12 12.260 1,773        145,687 -9,002  
1/16/12 Sell ASX 50 short Macquarie Group 117.49 19.953 21.742 7/25/11 20.828 -2,447 2,554 107 36,792  143,240 -6,448 136,792
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,730  138,933 -1,203 137,730
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,423  137,161 262 137,423
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 37,108  135,390 1,718 137,108
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 Frontline 39.36 17.878 333.728 4/11/11 77.243 -3,040 13,136 10,095 47,203  132,350 14,854 147,203
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 50,668  129,619 21,050 150,668
  Buy ASX 50 long James Hardie Ind 732.99 5.856   1/23/12 6.001 4,292        133,911 16,758  
    HSI-Fin AIA 1,635.55 2.624   5/14/12 2.577 4,292        138,203 12,466  
    HSI-Prop China Ov Land & Inv 1,392.60 1.541   6/10/13 2.124 2,146        140,349 10,320  
      China Res Land 1,518.65 1.413   6/10/13 2.183 2,146        142,495 8,174  
    HSI-C&I Sands China 1,671.08 2.568   5/21/12 2.614 4,292        146,787 3,882  
    OBX 25 Equinor 222.80 19.264   5/14/12 19.745 4,292        151,079 -410  
    Indices ISEQ-Overall 1.43 3,005.690   5/21/12 3,087.810 4,298        155,377 -4,708  
1/23/12 Sell France short Carrefour 95.69 17.050 41.032 6/27/11 26.450 -2,531 3,926 1,395 52,064  152,846 -782 152,064
    SSE 50 China Rwy Constr 4,217.19 0.506 0.789 6/06/11 0.632 -2,664 3,329 665 52,729  150,182 2,547 152,729
    Kospi 50 Hyundai Heavy 13.86 209.385 155.165 12/19/11 182.275 -2,526 2,151 -376 52,353  147,656 4,698 152,353
    ASX 50 long James Hardie Ind 732.99 6.001   1/16/12 5.856 -4,292 4,399 107 52,460  143,364 9,096 152,460
    HDAX short Commerzbank 138.93 14.511 24.359 8/01/11 18.801 -2,612 3,384 772 53,232  140,752 12,481 153,232
    Topix (FRA) Nintendo 23.62 105.744 115.679 8/01/11 110.600 -2,612 2,732 120 53,352  138,139 15,213 153,352
    CAC Mid 60 Genfit 713.96 1.723 8.978 5/16/11 3.933 -2,808 6,410 3,602 56,954  135,331 21,623 156,954
    QIX Pro7-Sat1 153.93 17.200 10.800 8/08/11 14.000 -2,155 1,662 -493 56,461  133,176 23,285 156,461
    DJ Global Titans long Philip Morris 44.72 57.914   12/26/11 60.439 -2,703 2,590 -113 56,348  130,473 25,875 156,348
  Buy France Hermes International 17.96 253.600   4/23/12 251.250 4,555        135,028 21,320  
    SSE 50 China Minsheng Bk 6,821.93 0.668   3/19/12 0.633 4,555        139,583 16,765  
    Kospi 50 Samsung Electronics 296.82 15.346   5/21/12 16.200 4,555        144,138 12,210  
    ASX 50 short QBE Insurance 475.19 9.586   1/30/12 9.544 4,555        148,693 7,655  
    HDAX long Dürr 499.18 9.125   8/04/14 28.230 4,555        153,248 3,100  
    Topix (FRA) Fast Retailing 31.17 146.118   2/27/12 148.473 4,555        157,802 -1,454  
    CAC Mid 60 Innate Pharma 2,663.74 1.710   5/14/12 1.650 4,555        162,357 -6,009  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    QIX Freenet 433.19 10.515   1/18/16 28.325 4,555        166,912 -10,564  
    DJ Global Titans short Bank of America 812.10 5.609   2/06/12 6.060 4,555        171,467 -15,119  
1/30/12 Sell ASX 50 short QBE Insurance 475.19 9.544 9.628 1/23/12 9.586 -4,555 4,575 20 56,368  166,912 -10,544 156,368
    SDAX Heidelberger Druck 942.05 1.657 5.072 5/23/11 2.899 -2,731 4,778 2,047 58,415  164,181 -5,766 158,415
    OMXH 25 long Wärtsilä 424.00 8.837   1/09/12 8.363 -3,546 3,747 201 58,616  160,635 -2,019 158,616
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 2/07/11 4.360 -4,307 7,053 2,746 61,362  156,328 5,033 161,362
  Buy ASX 50 long James Hardie Ind 721.64 5.763   8/17/15 12.058 4,159        160,487 874  
    SDAX Encavis 1,376.70 3.021   5/21/12 2.951 4,159        164,646 -3,285  
    OMXH 25 short Nokia 1,071.91 3.880   2/13/12 3.800 4,159        168,805 -7,444  
    BSE Sensex 30 long Hindustan Unilever 686.17 6.061   11/16/15 11.144 4,159        172,964 -11,603  
2/06/12 Sell CAC 40 short Carrefour 100.83 18.345 51.259 5/09/11 30.665 -3,092 5,168 2,076 63,438  169,873 -6,434 163,438
    TecDAX SMA Solar 48.04 50.420 107.875 3/14/11 73.750 -3,543 5,182 1,639 65,078  166,330 -1,252 165,078
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 65,302  163,020 2,282 165,302
    PSI 20 Teixeira Duarte 4,983.61 0.190 1.958 4/11/11 0.610 -3,040 9,760 6,720 72,022  159,980 12,042 172,022
    DJ Global Titans Bank of America 812.10 6.060 5.157 1/23/12 5.609 -4,555 4,188 -367 71,655  155,425 16,231 171,655
  Buy CAC 40 long Airbus 172.49 27.230   4/09/12 29.725 4,697        160,121 11,534  
    IBEX 35 Bankinter 1,360.66 3.452   2/13/12 3.297 4,697        164,818 6,837  
    PSI 20 Jerónimo Martins 365.81 12.840   2/20/12 12.970 4,697        169,515 2,140  
    MerVal short Gr Fin Galicia 7,919.41 0.593   2/27/12 0.596 4,697        174,212 -2,557  
    DJ Global Titans long Apple 372.78 12.600   5/21/12 15.695 4,697        178,910 -7,254  
2/13/12 Sell IBEX 35 long Bankinter 1,360.66 3.297   2/06/12 3.452 -4,697 4,486 -211 71,444  174,213 -2,768 171,444
    OMXH 25 short Nokia 1,071.91 3.800 3.962 1/30/12 3.880 -4,159 4,247 88 71,532  170,054 1,478 171,532
    Nikkei (TYO) Tokyo Electric Power 748.43 1.953 8.741 5/09/11 4.131 -3,092 6,542 3,450 74,982  166,962 8,020 174,982
    Topix (TYO) Nintendo 15.00 104.998 129.488 8/29/11 116.602 -1,749 1,942 193 75,175  165,212 9,963 175,175
    GEX MeVis Medical 290.82 5.650 26.343 3/07/11 12.200 -3,548 7,661 4,113 79,288  161,664 17,624 179,288
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy IBEX 35 Sacyr 1,485.21 3.314   8/20/12 1.284 4,922        166,586 12,702  
    OMXH 25 long Nokian Tyres 146.05 33.700   4/09/12 36.040 4,922        171,508 7,780  
    Topix (TYO) Fast Retailing 31.78 154.867   5/07/12 167.646 4,922        176,430 2,858  
    GEX 4SC 79.91 61.593   5/07/12 48.084 4,922        181,352 -2,064  
2/20/12 Sell TSX 60 short BlackBerry 102.09 11.318 81.048 5/09/11 30.287 -3,092 8,274 5,182 84,471  178,260 6,211 184,471
    PSI 20 long Jerónimo Martins 365.81 12.970   2/06/12 12.840 -4,697 4,745 48 84,518  173,563 10,955 184,518
  Buy TSX 60 Constellation Soft 69.11 70.699   4/16/12 66.838 4,886        178,449 6,069  
    PSI 20 short Pharol 1,163.33 4.200   2/27/12 3.989 4,886        183,335 1,183  
    SLI long Sonova 57.29 85.291   4/23/12 82.016 4,886        188,221 -3,703  
2/27/12 Sell PSI 20 short Pharol 1,163.33 3.989 4.422 2/20/12 4.200 -4,886 5,144 258 84,777  183,335 1,441 184,777
    MerVal Gr Fin Galicia 7,919.41 0.596 0.591 2/06/12 0.593 -4,697 4,677 -20 84,757  178,638 6,119 184,757
    Topix (FRA) long Fast Retailing 31.17 148.473   1/23/12 146.118 -4,555 4,628 73 84,830  174,084 10,746 184,830
  Buy PSI 20 Jerónimo Martins 360.28 13.570   3/12/12 14.360 4,889        178,973 5,857  
    Topix (FRA) short Mazda Motor 765.10 6.390   3/05/12 6.150 4,889        183,862 968  
3/05/12 Sell NZX 50 short Heartland 6,222.66 0.277 0.329 10/31/11 0.302 -1,878 2,050 172 85,002  181,984 3,018 185,002
    Topix (FRA) Mazda Motor 765.10 6.150 6.639 2/27/12 6.390 -4,889 5,080 191 85,193  177,095 8,098 185,193
  Buy MerVal Aluar 10,068.76 0.480   3/12/12 0.513 4,832        181,927 3,266  
    NZX 50 long a2 Milk 20,782.80 0.233   5/21/12 0.267 4,832        186,759 -1,566  
    Topix (FRA) Isuzu Motors 575.10 8.402   3/19/12 8.620 4,832        191,591 -6,398  
3/12/12 Sell BEL 20 short Bekaert 55.23 24.765 102.733 7/11/11 50.440 -2,786 5,674 2,888 88,081  188,805 -724 188,081
    PSI 20 long Jerónimo Martins 360.28 14.360   2/27/12 13.570 -4,889 5,174 285 88,365  183,916 4,450 188,365
    MerVal short Aluar 10,068.76 0.513 0.447 3/05/12 0.480 -4,832 4,501 -331 88,034  179,084 8,950 188,034
  Buy BEL 20 long Galapagos 392.66 12.540   5/14/12 10.990 4,924        184,008 4,026  
    PSI 20 short Pharol 1,250.06 3.939   3/26/12 4.022 4,924        188,932 -898  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,821.93 0.633   1/23/12 0.668 -4,555 4,319 -236 87,798  184,377 3,421 187,798
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Isuzu Motors 575.10 8.620   3/05/12 8.402 -4,832 4,957 125 87,924  179,545 8,379 187,924
  Buy SSE 50 short Anhui Conch Cement 2,509.85 1.955   4/09/12 2.031 4,907        184,452 3,472  
    Topix (FRA) Mazda Motor 759.60 6.460   8/13/12 4.800 4,907        189,359 -1,435  
3/26/12 Sell ATX short Flughafen Wien 302.41 7.050 9.772 7/18/11 8.300 -2,510 2,955 445 88,369  186,849 1,520 188,369
    PSI 20 Pharol 1,250.06 4.022 3.856 3/12/12 3.939 -4,924 4,820 -104 88,265  181,925 6,340 188,265
  Buy ATX long Österreichische Post 193.06 25.200   4/09/12 25.800 4,865        186,790 1,475  
    PSI 20 Jerónimo Martins 326.51 14.900   4/02/12 15.420 4,865        191,655 -3,390  
4/02/12 Sell   long Jerónimo Martins 326.51 15.420   3/26/12 14.900 -4,865 5,035 170 88,435  186,790 1,645 188,435
    Athex LC short Piraeus Financial 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 106,674  182,467 24,207 206,674
  Buy PSI 20 Banco Comercial 8,764.04 0.659   8/20/12 0.452 5,772        188,239 18,435  
    Athex LC long EYDAP 1,450.25 3.980   4/16/12 4.030 5,772        194,011 12,663  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,509.85 2.031 1.880 3/19/12 1.955 -4,907 4,717 -190 106,484  189,104 17,380 206,484
    ATX long Österreichische Post 193.06 25.800   3/26/12 25.200 -4,865 4,981 116 106,600  184,239 22,361 206,600
    CAC 40 Airbus 172.49 29.725   2/06/12 27.230 -4,697 5,127 430 107,030  179,542 27,488 207,030
    AEX Vopak 71.37 44.780   1/02/12 41.095 -2,933 3,196 263 107,293  176,609 30,684 207,293
    OMXH 25 Nokian Tyres 146.05 36.040   2/13/12 33.700 -4,922 5,264 342 107,635  171,687 35,948 207,635
  Buy SSE 50 China Northern Rare 2,108.45 2.888   6/04/12 3.823 6,089        177,776 29,859  
    ATX short Zumtobel 621.07 9.804   4/16/12 9.950 6,089        183,865 23,770  
    AEX ArcelorMittal 157.22 38.730   9/03/12 35.565 6,089        189,954 17,681  
    OMXH 25 Outokumpu 524.01 11.620   8/20/12 6.980 6,089        196,043 11,592  
4/16/12 Sell ATX short Zumtobel 621.07 9.950 9.658 4/09/12 9.804 -6,089 5,998 -91 107,544  189,954 17,590 207,544
    TSX 60 long Constellation Soft 69.11 66.838   2/20/12 70.699 -4,886 4,619 -267 107,278  185,068 22,209 207,278
    Athex LC EYDAP 1,450.25 4.030   4/02/12 3.980 -5,772 5,845 73 107,350  179,296 28,054 207,350
  Buy ATX Österreichische Post 220.21 26.725   5/21/12 27.000 5,885        185,181 22,169  
    TSX 60 short BlackBerry 582.35 10.106   8/20/12 5.638 5,885        191,066 16,284  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Athex LC Public Power 3,796.77 1.550   9/03/12 1.330 5,885        196,951 10,399  
4/23/12 Sell France long Hermes International 17.96 251.250   1/23/12 253.600 -4,555 4,512 -42 107,308  192,397 14,911 207,308
    SLI Sonova 57.29 82.016   2/20/12 85.291 -4,886 4,699 -188 107,120  187,510 19,610 207,120
  Buy France short Solocal 3.84 1,476.830   8/13/12 1,038.280 5,671        193,181 13,939  
    MerVal YPF 421.94 13.433   8/27/12 14.446 5,668        198,849 8,271  
    SLI Lonza 164.27 34.504   11/26/12 36.099 5,668        204,517 2,603  
    GCX REC Silicon 1,629.34 3.479   2/11/13 1.027 5,668        210,185 -3,065  
4/30/12 Sell SP Global 100 short Carrefour 130.08 15.175 26.570 8/01/11 20.080 -2,612 3,456 844 107,965  207,573 391 207,965
  Buy   long Apple 330.91 15.738   10/20/14 19.487 5,208        212,781 -4,817  
5/07/12 Sell Nordic 30 long Equinor 126.65 19.757   11/28/11 18.255 -2,312 2,502 190 108,155  210,469 -2,315 208,155
    Topix (TYO) Fast Retailing 31.78 167.646   2/13/12 154.867 -4,922 5,328 406 108,561  205,548 3,013 208,561
    GEX 4SC 79.91 48.084   2/13/12 61.593 -4,922 3,842 -1,080 107,481  200,626 6,856 207,481
  Buy Nordic 30 short Nokia 2,232.50 2.400   8/13/12 2.220 5,358        205,984 1,498  
    Topix (TYO) Sony 457.18 11.720   6/11/12 10.270 5,358        211,342 -3,860  
5/14/12 Sell Germany long Encavis 903.02 2.970   1/02/12 3.248 -2,933 2,682 -251 107,230  208,409 -1,178 207,230
    MDAX short Ceconomy 224.22 7.298 12.656 8/08/11 9.611 -2,155 2,838 683 107,913  206,254 1,659 207,913
    HSI-Fin long AIA 1,635.55 2.577   1/16/12 2.624 -4,292 4,215 -77 107,836  201,962 5,875 207,836
    BEL 20 Galapagos 392.66 10.990   3/12/12 12.540 -4,924 4,315 -609 107,228  197,038 10,190 207,228
    OMXC 20 Tryg 268.91 8.768   11/28/11 8.598 -2,312 2,358 46 107,274  194,726 12,548 207,274
    OBX 25 Equinor 222.80 19.745   1/16/12 19.264 -4,292 4,399 107 107,381  190,434 16,947 207,381
    OMXS 30 Getinge 62.01 19.967   11/28/11 18.641 -1,156 1,238 82 107,463  189,278 18,185 207,463
    FT 30 Tate & Lyle 3.13 858.422   12/19/11 808.105 -2,529 2,687 157 107,621  186,748 20,872 207,621
    Nikkei (FRA) Aozora Bank 82.97 18.670   1/09/12 21.370 -1,773 1,549 -224 107,397  184,975 22,421 207,397
      Nitto Boseki 136.65 12.260   1/09/12 12.975 -1,773 1,675 -98 107,299  183,202 24,096 207,299
    CAC Mid 60 Innate Pharma 2,663.74 1.650   1/23/12 1.710 -4,555 4,395 -160 107,139  178,647 28,492 207,139
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Germany short SolarWorld 24.90 236.550   9/10/12 182.550 5,890        184,537 22,602  
    MDAX long Dürr 538.10 10.946   5/21/12 10.445 5,890        190,427 16,712  
    HSI-Fin short HK Exchgs & Clrg 518.67 11.356   9/17/12 11.718 5,890        196,317 10,822  
    BEL 20 Bekaert 257.77 22.850   6/25/12 18.225 5,890        202,207 4,932  
    OMXC 20 Vestas Wind Systems 5,197.67 1.133   5/28/12 1.008 5,890        208,097 -958  
    OBX 25 REC Silicon 1,701.57 3.462   9/03/12 2.359 5,890        213,987 -6,848  
    OMXS 30 ABB 227.12 12.967   7/23/12 14.168 2,945        216,932 -9,793  
      Nokia 1,259.41 2.338   7/23/12 1.752 2,945        219,877 -12,738  
    FT 30 Man Group 57.04 103.259   8/06/12 106.958 5,890        225,767 -18,628  
    Nikkei (FRA) Nippon Sheet Glass 325.77 9.040   1/07/13 9.100 2,945        228,712 -21,573  
      Sharp 76.24 38.630   1/07/13 23.550 2,945        231,657 -24,518  
    CAC Mid 60 Vallourec 4.26 1,382.400   9/10/12 1,453.800 5,889        237,546 -30,407  
5/21/12 Sell HSI long Lenovo 5,020.43 0.656   12/26/11 0.538 -2,703 3,292 589 107,728  234,843 -27,115 207,728
    Kospi 50 Samsung Electronics 296.82 16.200   1/23/12 15.346 -4,555 4,809 254 107,982  230,288 -22,307 207,982
    ATX Österreichische Post 220.21 27.000   4/16/12 26.725 -5,885 5,946 61 108,043  224,403 -16,361 208,043
    MDAX Dürr 538.10 10.445   5/14/12 10.946 -5,890 5,620 -270 107,773  218,513 -10,740 207,773
    SDAX Encavis 1,376.70 2.951   1/30/12 3.021 -4,159 4,063 -96 107,677  214,354 -6,678 207,677
    HSI-C&I Sands China 1,671.08 2.614   1/16/12 2.568 -4,292 4,368 76 107,753  210,062 -2,309 207,753
    ISEQ 20 Flutter 32.52 50.010   1/02/12 45.100 -1,467 1,626 160 107,913  208,596 -683 207,913
      Ryanair 387.96 4.040   1/02/12 3.780 -1,466 1,567 101 108,013  207,129 884 208,013
    SMI short Credit Suisse 105.21 15.602 55.361 5/09/11 29.390 -3,092 5,825 2,732 110,746  204,037 6,709 210,746
    NZX 50 long a2 Milk 20,782.80 0.267   3/05/12 0.233 -4,832 5,541 709 111,455  199,205 12,250 211,455
    Indices ISEQ-Overall 1.43 3,087.810   1/16/12 3,005.690 -4,298 4,416 117 111,572  194,907 16,665 211,572
    DJ Global Titans Apple 372.78 15.695   2/06/12 12.600 -4,697 5,851 1,154 112,726  190,210 22,516 212,726
  Buy HSI short China Unicom 4,947.42 1.189   8/20/12 1.370 5,881        196,091 16,635  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Kospi 50 SK Holdings 104.50 56.279   7/23/12 68.528 5,881        201,972 10,754  
    ATX Zumtobel 596.57 9.858   6/25/12 8.050 5,881        207,853 4,873  
    MDAX Ströer Media 740.40 7.943   5/28/12 8.000 5,881        213,734 -1,008  
    TecDAX SMA Solar 223.48 26.315   12/22/14 14.800 5,881        219,615 -6,889  
    SDAX Klöckner 750.70 7.834   10/29/12 7.058 5,881        225,496 -12,770  
    HSI-C&I Citic Pacific 4,964.54 1.185   9/17/12 0.959 5,881        231,377 -18,651  
    ISEQ 20 Bank of Ireland 1,126.63 2.610   8/27/12 2.490 2,941        234,317 -21,592  
      Smurfit Kappa 529.82 5.550   8/27/12 6.550 2,941        237,258 -24,532  
    SMI long Richemont 122.42 48.039   5/28/12 48.077 5,881        243,139 -30,413  
    NZX 50 short KMD Brands 6,166.51 0.954   7/30/12 0.992 5,881        249,020 -36,294  
    Indices Athex Large Cap 2.90 2,028.100   9/10/12 2,671.700 5,881        254,901 -42,176  
    Nikkei (TYO) Nippon Sheet Glass 690.33 8.519   7/02/12 8.411 5,881        260,782 -48,057  
    DJ Global Titans Telefónica 599.12 9.816   5/28/12 9.440 5,881        266,663 -53,938  
Portfolio market l/s instrument bought pieces buy price 5/21/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  RTX short Mobile TeleSystems 8/01/11 212.01 12.320 12.680 11.960 2,612 2,536 -76 -76 2,612 2,536 -4
  ISEQ 20 Bank of Ireland 5/21/12 1126.63 2.610   2,941 2,941     5,552 5,476  
    Smurfit Kappa   529.82 5.550   2,941 2,941     8,493 8,417  
  AEX ArcelorMittal 4/09/12 157.22 38.730 35.130 42.699 6,089 6,713 624 548 14,582 15,130 133
  IBEX 35 Sacyr 2/13/12 1485.21 3.314 1.283 8.560 4,922 12,714 7,792 8,339 19,504 27,843 3,327
  Topix (TYO) Sony 5/07/12 457.18 11.720 11.065 12.413 5,358 5,675 317 8,656 24,862 33,518 348
  SSE 50 long China Northern Rare 4/09/12 2108.45 2.888 3.695 6,089 7,791 1,702 10,359 30,951 41,310 752
  HSI short China Unicom 5/21/12 4947.42 1.189   5,881 5,881     36,832 47,191  
  HSI-Fin HK Exchgs & Clrg 5/14/12 518.67 11.356 11.192 11.523 5,890 5,976 86 10,445 42,722 53,167 114
  BSE Sensex 30 long Hindustan Unilever 1/30/12 686.17 6.061 6.062 4,159 4,159 0 10,445 46,881 57,326 0
  STI short Wilmar International 5/02/11 1091.71 2.824 2.333 3.418 3,083 3,731 648 11,094 49,964 61,058 20
  OMXH 25 Outokumpu 4/09/12 524.01 11.620 7.610 17.743 6,089 9,298 3,209 14,302 56,053 70,355 3,858
  PSI 20 Banco Comercial 4/02/12 8764.04 0.659 0.465 0.933 5,772 8,177 2,405 16,707 61,825 78,532 1,239
  SMI long Richemont 5/21/12 122.42 48.039   5,881 5,881     67,706 84,413  
  NZX 50 short KMD Brands   6166.51 0.954   5,881 5,881     73,587 90,294  
  Topix (FRA) Mazda Motor 3/19/12 759.6 6.460 5.240 7.964 4,907 6,049 1,142 17,849 78,494 96,343 236
  TecDAX SMA Solar 5/21/12 223.48 26.315   5,881 5,881     84,375 102,224  
  HSI-Prop long China Ov Land & Inv 1/16/12 1392.6 1.541 1.517 2,146 2,113 -33 17,816 86,521 104,337 -4
    China Res Land   1518.65 1.413 1.318 2,146 2,001 -145 17,671 88,667 106,338 -18
  Nordic 30 short Nokia 5/07/12 2232.5 2.400 2.230 2.583 5,358 5,767 409 18,080 94,025 112,104 579
  FT 30 Man Group 5/14/12 57.04 103.259 97.573 109.276 5,890 6,233 343 18,423 99,915 118,338 1,817
  Nikkei (FRA) Nippon Sheet Glass   325.77 9.040 8.520 9.592 2,945 3,125 180 18,603 102,860 121,462 2,095
    Sharp   76.24 38.630 36.550 40.828 2,945 3,113 168 18,770 105,805 124,575 1,692
  Nikkei (TYO) Nippon Sheet Glass 5/21/12 690.33 8.519   5,881 5,881     111,686 130,456  
  Athex LC Public Power 4/16/12 3796.77 1.550 0.790 3.041 5,885 11,546 5,661 24,431 117,571 142,002 +++++
Portfolio market l/s instrument bought pieces buy price 5/21/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  OBX 25 REC Silicon 5/14/12 1701.57 3.462 3.068 3.905 5,890 6,645 755 25,186 123,461 148,647 53,608
  OMXS 30 ABB   227.12 12.967 12.797 13.138 2,945 2,984 39 25,225 126,406 151,631 99
    Nokia   1259.41 2.338 2.280 2.398 2,945 3,020 75 25,301 129,351 154,651 274
  OMXC 20 Vestas Wind Systems   5197.67 1.133 1.025 1.253 5,890 6,510 620 25,921 135,241 161,161 18,380
  TSX 60 BlackBerry 4/16/12 582.35 10.106 8.632 11.831 5,885 6,890 1,005 26,925 141,126 168,051 417
  CAC Mid 60 Vallourec 5/14/12 4.26 1,382.400 1,289.200 1,482.338 5,889 6,315 426 27,351 147,015 174,366 3,708
  SDAX Klöckner 5/21/12 750.7 7.834   5,881 5,881     152,896 180,247  
  Indices Athex Large Cap   2.9 2,028.100   5,881 5,881     158,777 186,128  
  BEL 20 Bekaert 5/14/12 257.77 22.850 22.920 22.780 5,890 5,872 -18 27,333 164,667 192,000 -15
  France Solocal 4/23/12 3.84 1,476.830 1,586.860 1,366.800 5,671 5,249 -423 26,911 170,338 197,249 -64
  MIB UnipolSai 6/27/11 493.37 5.130 2.263 11.629 2,531 5,738 3,207 30,117 172,869 202,986 148
  ATX Zumtobel 5/21/12 596.57 9.858   5,881 5,881     178,750 208,867  
  ASX 50 long James Hardie Ind 1/30/12 721.64 5.763 5.353 4,159 3,863 -296 29,821 182,909 212,730 -21
  DJ Global Titans short Telefónica 5/21/12 599.12 9.816   5,881 5,881     188,790 218,611  
  S&P 100 long Biogen 1/09/12 39.25 90.342 103.555 3,546 4,065 519 30,339 192,336 222,676 45
  HDAX Dürr 1/23/12 499.18 9.125 10.445 4,555 5,214 659 30,998 196,891 227,889 51
  DJTA Kirby 12/05/11 47.55 48.011 43.337 2,283 2,061 -222 30,776 199,174 229,950 -20
  SP Global 100 Apple 4/30/12 330.91 15.738 15.695 5,208 5,194 -14 30,762 204,382 235,144 -5
  Nasdaq 100 Regeneron 10/10/11 38.22 49.346 98.786 1,886 3,776 1,890 32,651 206,268 238,919 210
  Kospi 50 short SK Holdings 5/21/12 104.5 56.279   5,881 5,881     212,149 244,801  
  DAX long Merck (EMD) 12/19/11 68.86 36.695 38.020 2,527 2,618 91 32,743 214,676 247,419 9
  MDAX short Ströer Media 5/21/12 740.4 7.943   5,881 5,881     220,557 253,300  
  FTSE long Next 11/28/11 0.74 3,105.900 3,628.034 2,298 2,685 386 33,129 222,855 255,984 38
  Europe 50 Roche 12/19/11 19.48 129.719 126.967 2,527 2,473 -54 33,075 225,382 258,458 -5
  BSE Sensex 50 Eicher Motors 10/24/11 804.21 2.335 3.053 1,878 2,455 577 33,652 227,260 260,913 59
Portfolio market l/s instrument bought pieces buy price 5/21/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  QIX Freenet 1/23/12 433.19 10.515 11.370 4,555 4,925 370 34,023 231,815 265,838 27
  DJIA Visa 12/19/11 133.73 18.897 22.749 2,527 3,042 515 34,538 234,342 268,880 55
  Euro 50 ASML 1/09/12 54.72 32.400 35.670 1,773 1,952 179 34,717 236,115 270,832 30
    AB InBev   37.33 47.495 53.330 1,773 1,991 218 34,935 237,888 272,823 37
  Germany short SolarWorld 5/14/12 24.9 236.550 224.550 249.191 5,890 6,205 315 35,249 243,778 279,028 1,410
  HSI-C&I Citic Pacific 5/21/12 4964.54 1.185   5,881 5,881     249,659 284,909  
  MerVal YPF 4/23/12 421.94 13.433 13.041 13.837 5,668 5,838 170 35,420 255,327 290,747 47
  SLI Lonza   164.27 34.504 31.022 38.377 5,668 6,304 636 36,056 260,995 297,051 300
  GCX REC Silicon   1629.34 3.479 3.068 3.944 5,668 6,426 758 36,814 266,663 303,477 414
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/28/12 Sell MDAX short Ströer Media 740.40 8.000 7.886 5/21/12 7.943 -5,881 5,839 -42 112,684  260,782 -48,099 212,684
    OMXC 20 Vestas Wind Systems 5,197.67 1.008 1.274 5/14/12 1.133 -5,890 6,622 732 113,415  254,892 -41,477 213,415
    SMI long Richemont 122.42 48.077   5/21/12 48.039 -5,881 5,886 5 113,420  249,011 -35,591 213,420
    DJ Global Titans short Telefónica 599.12 9.440 10.207 5/21/12 9.816 -5,881 6,115 234 113,654  243,130 -29,476 213,654
  Buy MDAX long Rhön-Klinikum 209.32 21.995   6/04/12 22.100 4,604        247,734 -34,080  
    OMXC 20 GN Store Nord 67.56 68.150   6/04/12 67.500 4,604        252,339 -38,684  
    SMI short Credit Suisse 292.61 15.734   6/04/12 15.300 4,604        256,943 -43,288  
    DJ Global Titans long Apple 282.33 16.307   10/22/12 17.386 4,604        261,547 -47,892  
6/04/12 Sell SSE 50 long China Northern Rare 2,108.45 3.823   4/09/12 2.888 -6,089 8,061 1,972 115,626  255,458 -39,831 215,626
    DAX Merck (EMD) 68.86 36.500   12/19/11 36.695 -2,527 2,513 -13 115,613  252,931 -37,318 215,613
    MDAX Rhön-Klinikum 209.32 22.100   5/28/12 21.995 -4,604 4,626 22 115,635  248,327 -32,692 215,635
    FTSE Next 0.74 3,698.710   11/28/11 3,105.900 -2,298 2,737 439 116,073  246,028 -29,955 216,073
    OMXC 20 GN Store Nord 67.56 67.500   5/28/12 68.150 -4,604 4,560 -44 116,030  241,424 -25,395 216,030
    SMI short Credit Suisse 292.61 15.300 16.181 5/28/12 15.734 -4,604 4,735 131 116,160  236,820 -20,660 216,160
  Buy SSE 50 China Unicom 9,658.10 0.506   12/10/12 0.413 4,887        241,707 -25,547  
    DAX thyssenkrupp 385.71 12.670   7/16/12 14.565 4,887        246,594 -30,434  
    MDAX Ströer Media 583.52 8.375   6/18/12 8.546 4,887        251,481 -35,321  
    FTSE Aviva 14.62 334.157   7/30/12 382.206 4,885        256,367 -40,206  
    OMXC 20 Vestas Wind Systems 5,599.22 0.873   6/18/12 0.791 4,887        261,254 -45,093  
    SMI long Swiss Re 111.72 43.744   6/11/12 46.079 4,887        266,141 -49,980  
6/11/12 Sell   long Swiss Re 111.72 46.079   6/04/12 43.744 -4,887 5,148 261 116,421  261,254 -44,833 216,421
    Topix (TYO) short Sony 457.18 10.270 13.374 5/07/12 11.720 -5,358 6,114 756 117,177  255,896 -38,718 217,177
  Buy SMI Credit Suisse 277.50 16.076   6/18/12 14.519 4,461        260,357 -43,179  
    Topix (TYO) long Subaru 737.66 6.048   1/11/16 33.663 4,461        264,818 -47,640  
6/18/12 Sell MDAX short Ströer Media 583.52 8.546 8.204 6/04/12 8.375 -4,887 4,787 -100 117,078  259,931 -42,853 217,078
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 5,599.22 0.791 0.963 6/04/12 0.873 -4,887 5,394 507 117,585  255,044 -37,459 217,585
    SMI Credit Suisse 277.50 14.519 17.799 6/11/12 16.076 -4,461 4,939 478 118,063  250,583 -32,519 218,063
  Buy MDAX long Dürr 409.81 11.318   6/25/12 11.594 4,638        255,221 -37,157  
    OMXC 20 GN Store Nord 63.32 73.250   6/25/12 71.650 4,638        259,859 -41,796  
    SMI Swiss Re 99.49 46.620   11/19/12 54.864 4,638        264,497 -46,434  
6/25/12 Sell ATX short Zumtobel 596.57 8.050 12.072 5/21/12 9.858 -5,881 7,202 1,321 119,384  258,616 -39,232 219,384
    MDAX long Dürr 409.81 11.594   6/18/12 11.318 -4,638 4,751 113 119,497  253,978 -34,481 219,497
    RTX short Mobile TeleSystems 212.01 13.400 11.240 8/01/11 12.320 -2,612 2,383 -229 119,268  251,366 -32,098 219,268
    BEL 20 Bekaert 257.77 18.225 28.649 5/14/12 22.850 -5,890 7,385 1,495 120,763  245,476 -24,713 220,763
    OMXC 20 long GN Store Nord 63.32 71.650   6/18/12 73.250 -4,638 4,537 -101 120,662  240,838 -20,176 220,662
    DJTA Kirby 47.55 36.163   12/05/11 48.011 -2,283 1,720 -563 120,098  238,555 -18,457 220,098
  Buy ATX Österreichische Post 194.71 25.890   7/29/13 31.600 5,041        243,596 -23,498  
    MDAX short Ströer Media 626.91 8.041   7/02/12 8.090 5,041        248,637 -28,539  
    RTX long Magnit 237.22 21.250   7/02/12 22.430 5,041        253,678 -33,580  
    BEL 20 Galapagos 411.51 12.250   10/22/12 16.900 5,041        258,719 -38,621  
    OMXC 20 short Vestas Wind Systems 6,211.95 0.812   7/16/12 0.678 5,041        263,760 -43,662  
    DJTA Ryder System 184.49 27.323   7/02/12 27.880 5,041        268,801 -48,702  
7/02/12 Sell MDAX short Ströer Media 626.91 8.090 7.992 6/25/12 8.041 -5,041 5,010 -31 120,068  263,760 -43,692 220,068
    RTX long Magnit 237.22 22.430   6/25/12 21.250 -5,041 5,321 280 120,348  258,719 -38,371 220,348
    DJTA short Ryder System 184.49 27.880 26.767 6/25/12 27.323 -5,041 4,938 -103 120,245  253,678 -33,433 220,245
    STI Wilmar International 1,091.71 2.197 3.631 5/02/11 2.824 -3,083 3,964 881 121,125  250,595 -29,470 221,125
    Nikkei (TYO) Nippon Sheet Glass 690.33 8.411 8.629 5/21/12 8.519 -5,881 5,957 76 121,201  244,714 -23,513 221,201
  Buy MDAX long Dürr 396.47 12.465   7/23/12 13.345 4,942        249,656 -28,455  
    RTX short RusHydro 2,434.48 2.030   7/09/12 2.080 4,942        254,598 -33,397  
    DJTA long Delta Air Lines 562.86 8.780   9/17/12 7.031 4,942        259,540 -38,339  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    STI ThaiBev 23,289.35 0.212   6/10/13 0.382 4,942        264,482 -43,281  
    Nikkei (TYO) OKI Electric 387.16 12.765   7/16/12 12.784 4,942        269,424 -48,223  
7/09/12 Sell RTX short RusHydro 2,434.48 2.080 1.980 7/02/12 2.030 -4,942 4,820 -122 121,079  264,482 -43,402 221,079
  Buy   long Magnit 205.22 21.640   7/16/12 22.510 4,441        268,923 -47,843  
7/16/12 Sell DAX short thyssenkrupp 385.71 14.565 10.775 6/04/12 12.670 -4,887 4,156 -731 120,349  264,036 -43,687 220,349
    RTX long Magnit 205.22 22.510   7/09/12 21.640 -4,441 4,620 179 120,527  259,595 -39,068 220,527
    OMXC 20 short Vestas Wind Systems 6,211.95 0.678 0.971 6/25/12 0.812 -5,041 6,031 990 121,517  254,554 -33,037 221,517
    Nikkei (TYO) long OKI Electric 387.16 12.784   7/02/12 12.765 -4,942 4,949 7 121,525  249,612 -28,087 221,525
  Buy DAX Continental 81.22 59.533   8/11/14 133.083 4,835        254,447 -32,923  
    RTX short RusHydro 2,269.95 2.130   9/03/12 2.010 4,835        259,282 -37,758  
    OMXC 20 long Genmab 570.92 8.469   6/24/13 22.604 4,835        264,117 -42,593  
    Nikkei (TYO) short Nippon Sheet Glass 633.77 7.629   11/19/12 7.143 4,835        268,952 -47,428  
7/23/12 Sell Kospi 50 short SK Holdings 104.50 68.528 44.029 5/21/12 56.279 -5,881 4,601 -1,280 120,244  263,071 -42,827 220,244
    MDAX long Dürr 396.47 13.345   7/02/12 12.465 -4,942 5,291 349 120,593  258,129 -37,536 220,593
    OMXS 30 short ABB 227.12 14.168 11.765 5/14/12 12.967 -2,945 2,672 -273 120,321  255,184 -34,864 220,321
      Nokia 1,259.41 1.752 3.121 5/14/12 2.338 -2,945 3,931 986 121,306  252,239 -30,933 221,306
  Buy Kospi 50 long Amorepacific Group 181.88 26.166   10/20/14 87.497 4,759        256,998 -35,692  
    MDAX short Ströer Media 600.35 7.927   8/06/12 7.080 4,759        261,757 -40,451  
    OMXS 30 long Electrolux 134.27 17.722   6/24/13 19.030 2,379        264,137 -42,830  
      Swedbank 172.57 13.789   6/24/13 16.871 2,380        266,516 -45,210  
7/30/12 Sell FTSE short Aviva 14.62 382.206 286.108 6/04/12 334.157 -4,885 4,183 -702 120,604  261,631 -41,027 220,604
    NZX 50 KMD Brands 6,166.51 0.992 0.916 5/21/12 0.954 -5,881 5,647 -234 120,369  255,750 -35,380 220,369
  Buy FTSE long Ashtead 13.88 333.248   8/24/15 1,199.890 4,625        260,375 -40,006  
8/06/12 Sell MDAX short Ströer Media 600.35 7.080 8.875 7/23/12 7.927 -4,759 5,328 569 120,939  255,616 -34,678 220,939
    FT 30 Man Group 57.04 106.958 99.561 5/14/12 103.259 -5,890 5,679 -211 120,728  249,726 -28,999 220,728
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy MDAX long Dürr 346.38 13.838   10/29/12 14.790 4,793        254,519 -33,792  
    FT 30 Ferguson 1.56 3,068.570   6/24/13 3,452.810 4,787        259,306 -38,579  
8/13/12 Sell France short Solocal 3.84 1,038.280 2,100.620 4/23/12 1,476.830 -5,671 8,066 2,395 123,123  253,635 -30,512 223,123
    Nordic 30 Nokia 2,232.50 2.220 2.595 5/07/12 2.400 -5,358 5,792 434 123,558  248,277 -24,720 223,558
    Topix (FRA) Mazda Motor 759.60 4.800 8.694 3/19/12 6.460 -4,907 6,604 1,697 125,255  243,370 -18,116 225,255
  Buy France long Eurofins Scientific 500.05 10.355   4/22/13 15.325 5,178        248,548 -23,294  
    Nordic 30 Pandora 462.64 11.192   6/03/13 26.264 5,178        253,726 -28,472  
    Topix (FRA) Softbank 320.84 16.139   9/03/12 15.996 5,178        258,904 -33,650  
8/20/12 Sell HSI short China Unicom 4,947.42 1.370 1.008 5/21/12 1.189 -5,881 4,987 -895 124,360  253,023 -28,663 224,360
    IBEX 35 Sacyr 1,485.21 1.284 8.553 2/13/12 3.314 -4,922 12,704 7,782 132,142  248,101 -15,960 232,142
    OMXH 25 Outokumpu 524.01 6.980 19.345 4/09/12 11.620 -6,089 10,137 4,048 136,189  242,012 -5,823 236,189
    TSX 60 BlackBerry 582.35 5.638 18.115 4/16/12 10.106 -5,885 10,549 4,664 140,854  236,127 4,726 240,854
    PSI 20 Banco Comercial 8,764.04 0.452 0.960 4/02/12 0.659 -5,772 8,410 2,638 143,492  230,355 13,136 243,492
  Buy HSI long Galaxy Entertainment 2,727.12 2.352   4/22/13 3.135 6,415        236,770 6,721  
    IBEX 35 Grifols 570.73 11.240   11/05/12 13.025 6,415        243,185 306  
    OMXH 25 Huhtamäki 539.53 11.890   10/22/12 12.450 6,415        249,600 -6,109  
    TSX 60 Couche-Tard 959.61 6.685   4/22/13 7.405 6,415        256,015 -12,524  
8/27/12 Sell ISEQ 20 short Bank of Ireland 1,126.63 2.490 2.736 5/21/12 2.610 -2,941 3,082 142 143,633  253,075 -9,441 243,633
      Smurfit Kappa 529.82 6.550 4.550 5/21/12 5.550 -2,941 2,411 -530 143,104  250,134 -7,031 243,104
    MerVal YPF 421.94 14.446 12.421 4/23/12 13.433 -5,668 5,241 -427 142,676  244,466 -1,790 242,676
  Buy ISEQ 20 long Kerry 80.12 37.580   6/17/13 42.250 3,011        247,477 -4,801  
      Smurfit Kappa 459.69 6.550   6/17/13 12.270 3,011        250,488 -7,812  
9/03/12 Sell S&P 100 long Biogen 39.25 116.954   1/09/12 90.342 -3,546 4,590 1,045 143,721  246,942 -3,221 243,721
    AEX short ArcelorMittal 157.22 35.565 42.177 4/09/12 38.730 -6,089 6,631 542 144,263  240,853 3,410 244,263
    RTX RusHydro 2,269.95 2.010 2.257 7/16/12 2.130 -4,835 5,124 289 144,552  236,018 8,533 244,552
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 REC Silicon 1,701.57 2.359 5.080 5/14/12 3.462 -5,890 8,643 2,753 147,305  230,128 17,177 247,305
    Athex LC Public Power 3,796.77 1.330 1.806 4/16/12 1.550 -5,885 6,858 974 148,279  224,243 24,035 248,279
    Topix (FRA) long Softbank 320.84 15.996   8/13/12 16.139 -5,178 5,132 -46 148,233  219,065 29,167 248,233
  Buy S&P 100 short HP 513.29 13.511   9/17/12 13.872 6,935        226,000 22,232  
    RTX long Magnit 286.33 24.220   9/17/12 27.650 6,935        232,935 15,297  
    OBX 25 Grieg Seafood 5,056.88 1.371   1/07/13 1.707 6,935        239,870 8,362  
    Athex LC Alpha Bank 103.51 67.000   3/25/13 37.850 6,935        246,805 1,427  
    MerVal short Pampa Energía 41,255.21 0.168   9/10/12 0.164 6,935        253,740 -5,508  
    Topix (FRA) Kansai Electric Pwr 1,216.24 5.702   3/11/13 6.145 6,935        260,675 -12,443  
9/10/12 Sell Germany short SolarWorld 24.90 182.550 306.524 5/14/12 236.550 -5,890 7,632 1,742 149,975  254,785 -4,810 249,975
    MerVal Pampa Energía 41,255.21 0.164 0.172 9/03/12 0.168 -6,935 7,108 173 150,148  247,850 2,298 250,148
    CAC Mid 60 Vallourec 4.26 1,453.800 1,311.000 5/14/12 1,382.400 -5,889 5,585 -304 149,844  241,961 7,883 249,844
    Indices Athex Large Cap 2.90 2,671.700 1,384.500 5/21/12 2,028.100 -5,881 4,015 -1,866 147,978  236,080 11,898 247,978
  Buy Germany long ADLER Real Estate 5,505.08 1.180   6/24/13 2.050 6,496        242,576 5,402  
    CAC Mid 60 Eurofins Scientific 590.55 11.000   4/22/13 15.325 6,496        249,072 -1,094  
    Indices OMXC 20 97.83 66.404   6/17/13 70.001 6,496        255,568 -7,590  
9/17/12 Sell S&P 100 short HP 513.29 13.872 13.150 9/03/12 13.511 -6,935 6,750 -185 147,792  248,633 -841 247,792
    RTX long Magnit 286.33 27.650   9/03/12 24.220 -6,935 7,917 982 148,774  241,698 7,076 248,774
    HSI-Fin short HK Exchgs & Clrg 518.67 11.718 10.994 5/14/12 11.356 -5,890 5,702 -188 148,587  235,808 12,778 248,587
    HSI-C&I Citic Pacific 4,964.54 0.959 1.464 5/21/12 1.185 -5,881 7,267 1,386 149,972  229,927 20,045 249,972
    DJTA long Delta Air Lines 562.86 7.031   7/02/12 8.780 -4,942 3,958 -984 148,988  224,985 24,003 248,988
  Buy S&P 100 Gilead Sciences 272.28 25.063   10/13/14 79.611 6,824        231,809 17,178  
    CAC 40 Credit Agricole 1,140.37 5.984   9/24/12 5.714 6,824        238,633 10,354  
    RTX short RusHydro 3,265.07 2.090   2/04/13 1.770 6,824        245,457 3,530  
    HSI-Fin long Bank of China (HK) 2,859.06 2.387   5/13/13 2.748 6,824        252,281 -3,294  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-C&I Galaxy Entertainment 2,807.08 2.431   4/08/13 3.018 6,824        259,105 -10,118  
    DJTA short Expeditors Wash 232.79 29.314   9/24/12 28.398 6,824        265,929 -16,941  
9/24/12 Sell CAC 40 long Credit Agricole 1,140.37 5.714   9/17/12 5.984 -6,824 6,516 -308 148,680  259,105 -10,425 248,680
    DJTA short Expeditors Wash 232.79 28.398 30.259 9/17/12 29.314 -6,824 7,044 220 148,900  252,281 -3,381 248,900
  Buy   long Avis Budget 494.16 12.419   7/20/15 38.916 6,137        258,418 -9,518  
10/01/12 Buy CAC Next 20 short Hermes International 28.30 211.450   12/10/12 235.500 5,984        264,402 -15,502  
10/15/12 Buy AEX short KPN 1,608.94 3.626   2/02/15 2.756 5,834        270,236 -21,336  
    MerVal Pampa Energía 38,687.00 0.151   10/22/12 0.141 5,834        276,070 -27,170  
10/22/12 Sell BEL 20 long Galapagos 411.51 16.900   6/25/12 12.250 -5,041 6,955 1,914 150,814  271,029 -20,216 250,814
    OMXH 25 Huhtamäki 539.53 12.450   8/20/12 11.890 -6,415 6,717 302 151,116  264,614 -13,499 251,116
    MerVal short Pampa Energía 38,687.00 0.141 0.161 10/15/12 0.151 -5,834 6,244 410 151,526  258,780 -7,255 251,526
    DJ Global Titans long Apple 282.33 17.386   5/28/12 16.307 -4,604 4,909 305 151,830  254,176 -2,346 251,830
  Buy BEL 20 short Bekaert 289.02 21.580   11/12/12 21.290 6,237        260,413 -8,583  
    OMXH 25 Outokumpu 963.99 6.470   11/05/12 6.200 6,237        266,651 -14,820  
    DJ Global Titans Telefónica 594.00 10.500   10/29/12 10.070 6,237        272,888 -21,057  
10/29/12 Sell MDAX long Dürr 346.38 14.790   8/06/12 13.838 -4,793 5,123 330 152,160  268,094 -15,934 252,160
    SDAX short Klöckner 750.70 7.058 8.695 5/21/12 7.834 -5,881 6,528 647 152,807  262,213 -9,407 252,807
    DJ Global Titans Telefónica 594.00 10.070 10.948 10/22/12 10.500 -6,237 6,503 266 153,073  255,976 -2,903 253,073
  Buy MDAX Ströer Media 943.29 6.630   1/14/13 6.901 6,254        262,231 -9,157  
    SDAX long ADLER Real Estate 3,958.23 1.580   11/26/12 1.285 6,254        268,485 -15,411  
    MerVal short Pampa Energía 43,190.61 0.145   12/24/12 0.147 6,254        274,739 -21,665  
    BAX long KUKA 267.55 23.375   6/24/13 31.820 6,254        280,992 -27,919  
    DJ Global Titans Bank of America 868.18 7.204   12/16/13 11.075 6,254        287,247 -34,173  
11/05/12 Sell MIB short UnipolSai 493.37 0.935 28.146 6/27/11 5.130 -2,531 13,887 11,356 164,429  284,716 -20,287 264,429
    IBEX 35 long Grifols 570.73 13.025   8/20/12 11.240 -6,415 7,434 1,019 165,448  278,301 -12,853 265,448
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 short Outokumpu 963.99 6.200 6.752 10/22/12 6.470 -6,237 6,509 272 165,719  272,063 -6,344 265,719
  Buy MIB long Azimut 696.90 9.304   8/04/14 18.460 6,484        278,547 -12,828  
    OMXH 25 Konecranes 256.79 25.250   11/12/12 24.380 6,484        285,031 -19,312  
11/12/12 Sell BEL 20 short Bekaert 289.02 21.290 21.874 10/22/12 21.580 -6,237 6,322 85 165,804  278,794 -12,990 265,804
    OMXH 25 long Konecranes 256.79 24.380   11/05/12 25.250 -6,484 6,261 -223 165,581  272,310 -6,730 265,581
  Buy BEL 20 Galapagos 382.67 16.910   6/24/13 14.210 6,471        278,781 -13,201  
    OMXH 25 short Outokumpu 1,007.94 6.420   12/31/12 7.400 6,471        285,252 -19,672  
11/19/12 Sell SMI long Swiss Re 99.49 54.864   6/18/12 46.620 -4,638 5,458 820 166,401  280,614 -14,213 266,401
    Nikkei (TYO) short Nippon Sheet Glass 633.77 7.143 8.148 7/16/12 7.629 -4,835 5,164 329 166,730  275,779 -9,049 266,730
  Buy PSI 20 Impresa 22,213.79 0.290   12/17/12 0.300 6,442        282,221 -15,491  
    SMI Julius Bär 246.63 26.121   12/17/12 27.324 6,442        288,663 -21,933  
    Nikkei (TYO) long Subaru 787.94 8.176   10/07/13 20.003 6,442        295,105 -28,375  
11/26/12 Sell SDAX long ADLER Real Estate 3,958.23 1.285   10/29/12 1.580 -6,254 5,086 -1,168 165,562  288,851 -23,289 265,562
    SLI short Lonza 164.27 36.099 32.909 4/23/12 34.504 -5,668 5,406 -262 165,300  283,183 -17,883 265,300
  Buy SDAX Deutz 1,903.08 3.250   12/10/12 3.138 6,185        289,368 -24,068  
    SLI long Swiss Life 59.35 104.219   6/24/13 120.698 6,185        295,554 -30,253  
12/10/12 Sell SSE 50 short China Unicom 9,658.10 0.413 0.620 6/04/12 0.506 -4,887 5,983 1,096 166,397  290,667 -24,270 266,397
    SDAX Deutz 1,903.08 3.138 3.366 11/26/12 3.250 -6,185 6,406 221 166,617  284,482 -17,864 266,617
    CAC Next 20 Hermes International 28.30 235.500 187.400 10/01/12 211.450 -5,984 5,303 -681 165,937  278,498 -12,561 265,937
  Buy SSE 50 long China Rwy Constr 8,846.37 0.716   4/29/13 0.634 6,334        284,832 -18,895  
    CAC 40 Societe Generale 219.82 28.815   1/14/13 34.140 6,334        291,166 -25,229  
    SDAX ADLER Real Estate 4,524.29 1.400   6/10/13 2.099 6,334        297,500 -31,563  
12/17/12 Sell PSI 20 short Impresa 22,213.79 0.300 0.280 11/19/12 0.290 -6,442 6,220 -222 165,715  291,058 -25,343 265,715
    SMI Julius Bär 246.63 27.324 24.917 11/19/12 26.121 -6,442 6,145 -297 165,418  284,616 -19,198 265,418
  Buy   long Richemont 102.71 59.929   10/14/13 74.199 6,155        290,771 -25,353  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/24/12 Sell MerVal short Pampa Energía 43,190.61 0.147 0.143 10/29/12 0.145 -6,254 6,163 -91 165,327  284,517 -19,190 265,327
  Buy   long Gr Fin Galicia 8,822.77 0.697   5/27/13 0.697 6,153        290,670 -25,343  
12/31/12 Sell OMXH 25 short Outokumpu 1,007.94 7.400 5.440 11/12/12 6.420 -6,471 5,483 -988 164,339  284,199 -19,860 264,339
  Buy   long Orion 275.27 22.200   3/18/13 22.000 6,111        290,310 -25,971  
1/07/13 Sell OBX 25 long Grieg Seafood 5,056.88 1.707   9/03/12 1.371 -6,935 8,631 1,696 166,035  283,375 -17,340 266,035
    Nikkei (FRA) short Nippon Sheet Glass 325.77 9.100 8.980 5/14/12 9.040 -2,945 2,925 -20 166,015  280,430 -14,415 266,015
      Sharp 76.24 23.550 63.366 5/14/12 38.630 -2,945 4,831 1,886 167,901  277,485 -9,584 267,901
  Buy IBEX 35 long Mediaset Esp 1,133.60 5.696   2/04/13 5.150 6,457        283,942 -16,041  
    OBX 25 short REC Silicon 3,582.64 1.802   1/21/13 1.488 6,457        290,399 -22,498  
    Nikkei (FRA) long Subaru 326.11 9.900   1/14/13 9.907 3,228        293,627 -25,726  
      Shinsei Bank 206.96 15.600   1/14/13 13.840 3,229        296,856 -28,955  
1/14/13 Sell CAC 40 long Societe Generale 219.82 34.140   12/10/12 28.815 -6,334 7,505 1,171 169,072  290,522 -21,450 269,072
    MDAX short Ströer Media 943.29 6.901 6.359 10/29/12 6.630 -6,254 5,998 -256 168,816  284,268 -15,452 268,816
    Nikkei (FRA) long Subaru 326.11 9.907   1/07/13 9.900 -3,228 3,231 2 168,818  281,039 -12,221 268,818
      Shinsei Bank 206.96 13.840   1/07/13 15.600 -3,229 2,864 -364 168,454  277,811 -9,357 268,454
  Buy CAC 40 short Engie 419.77 15.430   1/28/13 15.390 6,477        284,288 -15,834  
    MDAX long KUKA 229.80 28.185   6/24/13 31.820 6,477        290,765 -22,310  
    Nikkei (FRA) short Screen 166.20 19.485   2/11/13 16.805 3,238        294,003 -25,549  
1/21/13 Sell OBX 25 short REC Silicon 3,582.64 1.488 2.182 1/07/13 1.802 -6,457 7,819 1,362 169,816  287,546 -17,730 269,816
  Buy   long Grieg Seafood 3,629.35 1.736   1/28/13 1.688 6,302        293,848 -24,032  
1/28/13 Sell CAC 40 short Engie 419.77 15.390 15.470 1/14/13 15.430 -6,477 6,494 17 169,833  287,371 -17,538 269,833
    OBX 25 long Grieg Seafood 3,629.35 1.688   1/21/13 1.736 -6,302 6,127 -175 169,657  281,069 -11,412 269,657
  Buy CAC 40 Credit Agricole 831.74 7.762   2/11/13 7.414 6,456        287,525 -17,868  
    OBX 25 short REC Silicon 4,173.78 1.547   2/25/13 1.312 6,456        293,981 -24,324  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,133.60 5.150   1/07/13 5.696 -6,457 5,838 -619 169,038  287,524 -18,485 269,038
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    RTX short RusHydro 3,265.07 1.770 2.468 9/17/12 2.090 -6,824 8,058 1,234 170,272  280,700 -10,428 270,272
  Buy   long Magnit 187.42 34.660   3/11/13 34.010 6,496        287,196 -16,924  
2/11/13 Sell CAC 40 long Credit Agricole 831.74 7.414   1/28/13 7.762 -6,456 6,167 -289 169,983  280,740 -10,757 269,983
    Nikkei (FRA) short Screen 166.20 16.805 22.592 1/14/13 19.485 -3,238 3,755 516 170,499  277,502 -7,002 270,499
    GCX REC Silicon 1,629.34 1.027 11.783 4/23/12 3.479 -5,668 19,199 13,531 184,030  271,834 12,197 284,030
  Buy CAC 40 Orange 939.36 7.883   2/25/13 7.479 7,405        279,239 4,792  
    ÖkoDAX (deprecated) long PNE Wind 2,654.12 2.790   4/29/13 2.700 7,405        286,644 -2,613  
    Nikkei (FRA) Subaru 342.82 10.800   8/26/13 18.441 3,702        290,346 -6,316  
      Mazda Motor 297.51 12.445   8/26/13 15.485 3,703        294,048 -10,018  
    GCX SunPower 1,048.47 7.063   11/25/13 21.795 7,405        301,454 -17,423  
2/18/13 Buy GEX long MBB 360.27 18.500   4/22/13 17.650 6,665        308,119 -24,088  
2/25/13 Sell CAC 40 short Orange 939.36 7.479 8.309 2/11/13 7.883 -7,405 7,805 400 184,430  300,714 -16,283 284,430
    OBX 25 REC Silicon 4,173.78 1.312 1.824 1/28/13 1.547 -6,456 7,614 1,158 185,588  294,258 -8,669 285,588
  Buy CAC 40 long Credit Agricole 926.02 7.475   4/22/13 6.300 6,922        301,180 -15,591  
    OBX 25 Norwegian 2.37 2,924.050   4/15/13 2,803.560 6,930        308,110 -22,521  
3/11/13 Sell RTX long Magnit 187.42 34.010   2/04/13 34.660 -6,496 6,374 -122 185,467  301,614 -16,147 285,467
    Topix (FRA) short Kansai Electric Pwr 1,216.24 6.145 5.259 9/03/12 5.702 -6,935 6,396 -539 184,928  294,679 -9,751 284,928
  Buy RTX RusHydro 4,094.64 1.680   9/14/15 0.774 6,879        301,558 -16,630  
    Topix (FRA) long Mazda Motor 556.78 12.355   4/01/13 11.250 6,879        308,437 -23,509  
3/18/13 Sell OMXH 25 long Orion 275.27 22.000   12/31/12 22.200 -6,111 6,056 -55 184,873  302,326 -17,453 284,873
  Buy   short Outokumpu 1,211.05 5.520   9/16/13 4.600 6,685        309,011 -24,138  
3/25/13 Sell Athex LC long Alpha Bank 103.51 37.850   9/03/12 67.000 -6,935 3,918 -3,017 181,855  302,075 -20,220 281,855
  Buy   short Eurobank Ergasias 25.15 260.000   9/30/13 50.000 6,539        308,614 -26,759  
4/01/13 Sell Topix (FRA) long Mazda Motor 556.78 11.250   3/11/13 12.355 -6,879 6,264 -615 181,240  301,735 -20,495 281,240
  Buy   short Nidec 595.12 10.953   4/15/13 10.948 6,518        308,253 -27,013  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,807.08 3.018   9/17/12 2.431 -6,824 8,473 1,649 182,889  301,429 -18,540 282,889
4/15/13 Sell OBX 25 long Norwegian 2.37 2,803.560   2/25/13 2,924.050 -6,930 6,644 -286 182,603  294,499 -11,896 282,603
    Topix (FRA) short Nidec 595.12 10.948 10.957 4/01/13 10.953 -6,518 6,521 3 182,606  287,981 -5,375 282,606
  Buy OBX 25 Frontline 934.86 7.413   10/21/13 8.829 6,930        294,911 -12,305  
    Topix (FRA) long Mazda Motor 592.05 11.705   6/03/13 14.600 6,930        301,841 -19,235  
4/22/13 Sell France long Eurofins Scientific 500.05 15.325   8/13/12 10.355 -5,178 7,663 2,485 185,091  296,663 -11,572 285,091
    HSI Galaxy Entertainment 2,727.12 3.135   8/20/12 2.352 -6,415 8,549 2,134 187,225  290,248 -3,023 287,225
    CAC 40 Credit Agricole 926.02 6.300   2/25/13 7.475 -6,922 5,834 -1,088 186,137  283,326 2,811 286,137
    TSX 60 Couche-Tard 959.61 7.405   8/20/12 6.685 -6,415 7,106 691 186,828  276,911 9,916 286,828
    CAC Mid 60 Eurofins Scientific 590.55 15.325   9/10/12 11.000 -6,496 9,050 2,554 189,382  270,415 18,967 289,382
    GEX MBB 360.27 17.650   2/18/13 18.500 -6,665 6,359 -306 189,076  263,750 25,325 289,076
  Buy France short ArcelorMittal 299.02 26.286   5/06/13 29.061 7,860        271,610 17,465  
    HSI China Shenhua HK 3,089.38 2.544   9/16/13 2.475 7,860        279,470 9,605  
    CAC 40 ArcelorMittal 299.02 26.286   8/05/13 28.620 7,860        287,330 1,745  
    TSX 60 Barrick Gold 543.43 14.464   9/30/13 13.729 7,860        295,190 -6,115  
    CAC Mid 60 CGG 15.79 497.920   4/29/13 532.320 7,862        303,053 -13,977  
    GEX YOC 1,556.74 5.049   9/23/13 2.219 7,860        310,913 -21,837  
4/29/13 Sell SSE 50 long China Rwy Constr 8,846.37 0.634   12/10/12 0.716 -6,334 5,611 -723 188,353  304,579 -16,226 288,353
    ÖkoDAX (deprecated) PNE Wind 2,654.12 2.700   2/11/13 2.790 -7,405 7,166 -239 188,114  297,174 -9,060 288,114
    CAC Mid 60 short CGG 15.79 532.320 463.520 4/22/13 497.920 -7,862 7,319 -543 187,571  289,311 -1,741 287,571
  Buy SSE 50 China Northern Rare 3,147.58 2.270   5/06/13 2.286 7,145        296,456 -8,886  
    ÖkoDAX (deprecated) SolarWorld 67.37 106.050   4/13/15 14.550 7,145        303,601 -16,030  
5/06/13 Sell France short ArcelorMittal 299.02 29.061 23.511 4/22/13 26.286 -7,860 7,030 -830 186,741  295,741 -9,000 286,741
    SSE 50 China Northern Rare 3,147.58 2.286 2.254 4/29/13 2.270 -7,145 7,094 -51 186,690  288,596 -1,906 286,690
  Buy   long China Minsheng Bk 6,770.33 1.052   5/13/13 1.064 7,119        295,715 -9,025  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
5/13/13 Sell   long China Minsheng Bk 6,770.33 1.064   5/06/13 1.052 -7,119 7,205 86 186,776  288,596 -1,820 286,776
    HSI-Fin Bank of China (HK) 2,859.06 2.748   9/17/12 2.387 -6,824 7,856 1,032 187,808  281,772 6,036 287,808
  Buy SSE 50 short China Northern Rare 3,102.33 2.368   11/04/13 2.137 7,346        289,118 -1,310  
    HSI-Fin Ping An 2,451.94 2.996   10/14/13 2.804 7,346        296,464 -8,656  
5/27/13 Sell MerVal long Gr Fin Galicia 8,822.77 0.697   12/24/12 0.697 -6,153 6,147 -6 187,802  290,311 -2,509 287,802
  Buy   short Pampa Energía 43,808.35 0.163   6/10/13 0.158 7,132        297,443 -9,641  
6/03/13 Sell Nordic 30 long Pandora 462.64 26.264   8/13/12 11.192 -5,178 12,151 6,973 194,775  292,265 2,510 294,775
    Topix (FRA) Mazda Motor 592.05 14.600   4/15/13 11.705 -6,930 8,644 1,714 196,489  285,335 11,153 296,489
  Buy Nordic 30 short Equinor 443.53 17.340   7/29/13 16.264 7,691        293,026 3,462  
    Topix (FRA) Inpex 967.06 7.953   11/18/13 8.519 7,691        300,717 -4,229  
6/10/13 Sell SDAX long ADLER Real Estate 4,524.29 2.099   12/10/12 1.400 -6,334 9,496 3,162 199,651  294,383 5,268 299,651
    HSI-Prop China Ov Land & Inv 1,392.60 2.124   1/16/12 1.541 -2,146 2,958 812 200,463  292,237 8,226 300,463
      China Res Land 1,518.65 2.183   1/16/12 1.413 -2,146 3,314 1,168 201,631  290,091 11,540 301,631
    MerVal short Pampa Energía 43,808.35 0.158 0.168 5/27/13 0.163 -7,132 7,342 210 201,841  282,959 18,882 301,841
    STI long ThaiBev 23,289.35 0.382   7/02/12 0.212 -4,942 8,887 3,945 205,787  278,017 27,770 305,787
  Buy France short ArcelorMittal 295.77 28.191   7/08/13 26.415 8,338        286,355 19,432  
    SDAX Hypoport 1,114.71 7.480   9/30/13 8.120 8,338        294,693 11,094  
    HSI-Prop Hang Lung 1,623.32 2.568   11/18/13 2.531 4,169        298,862 6,924  
      Sino Land 3,874.18 1.076   11/18/13 1.043 4,169        303,031 2,755  
    MerVal long Telecom Argentina 2,201.28 3.788   6/17/13 3.268 8,338        311,369 -5,583  
    CAC Mid 60 short CGG 14.86 561.120   8/05/13 575.840 8,338        319,707 -13,921  
6/17/13 Sell ISEQ 20 long Kerry 80.12 42.250   8/27/12 37.580 -3,011 3,385 374 206,161  316,697 -10,536 306,161
      Smurfit Kappa 459.69 12.270   8/27/12 6.550 -3,011 5,640 2,629 208,790  313,686 -4,895 308,790
    MerVal Telecom Argentina 2,201.28 3.268   6/10/13 3.788 -8,338 7,194 -1,144 207,646  305,348 2,299 307,646
    Indices OMXC 20 97.83 70.001   9/10/12 66.404 -6,496 6,848 352 207,998  298,851 9,147 307,998
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 C&C Group 936.45 4.233   7/29/13 4.100 3,964        302,815 5,183  
      CRH 253.60 15.631   7/29/13 15.994 3,964        306,779 1,219  
    PSI 20 long Teixeira Duarte 14,681.48 0.540   6/24/13 0.570 7,928        314,707 -6,709  
    MerVal short Comercial del Plata 112,773.83 0.070   8/12/13 0.067 7,928        322,635 -14,637  
    Indices RTX 5.69 1,393.590   8/12/13 1,391.500 7,930        330,565 -22,567  
6/24/13 Sell Germany long ADLER Real Estate 5,505.08 2.050   9/10/12 1.180 -6,496 11,285 4,789 212,788  324,069 -11,281 312,788
    MDAX KUKA 229.80 31.820   1/14/13 28.185 -6,477 7,312 835 213,623  317,592 -3,969 313,623
    BEL 20 Galapagos 382.67 14.210   11/12/12 16.910 -6,471 5,438 -1,033 212,590  311,121 1,469 312,590
    PSI 20 Teixeira Duarte 14,681.48 0.570   6/17/13 0.540 -7,928 8,368 440 213,030  303,193 9,837 313,030
    OMXC 20 Genmab 570.92 22.604   7/16/12 8.469 -4,835 12,905 8,070 221,100  298,358 22,742 321,100
    OMXS 30 Electrolux 134.27 19.030   7/23/12 17.722 -2,379 2,555 176 221,276  295,978 25,297 321,276
      Swedbank 172.57 16.871   7/23/12 13.789 -2,380 2,911 532 221,808  293,599 28,209 321,808
    FT 30 Ferguson 1.56 3,452.810   8/06/12 3,068.570 -4,787 5,386 599 222,407  288,812 33,595 322,407
    SLI Swiss Life 59.35 120.698   11/26/12 104.219 -6,185 7,163 978 223,385  282,627 40,759 323,385
    BAX KUKA 267.55 31.820   10/29/12 23.375 -6,254 8,513 2,259 225,645  276,373 49,272 325,645
  Buy Germany short SolarWorld 101.92 91.950   7/29/13 77.250 9,372        285,744 39,900  
    MDAX Salzgitter 368.90 25.405   7/01/13 25.340 9,372        295,116 30,529  
    BEL 20 Aperam 1,126.44 8.320   7/15/13 8.461 9,372        304,488 21,157  
    OMXC 20 FLSmidth 267.53 35.032   7/01/13 34.376 9,372        313,860 11,784  
    OMXS 30 Boliden 490.72 9.549   7/08/13 9.256 4,686        318,546 7,099  
      Tele2 533.83 8.778   7/08/13 9.227 4,686        323,232 2,412  
    FT 30 Man Group 98.39 95.252   7/01/13 100.211 9,372        332,604 -6,959  
    SLI Kühne & Nagel 115.50 81.145   7/08/13 90.725 9,372        341,976 -16,332  
    BAX SFC Energy 1,973.05 4.750   7/01/13 4.650 9,372        351,348 -25,704  
7/01/13 Sell MDAX short Salzgitter 368.90 25.340 25.470 6/24/13 25.405 -9,372 9,396 24 225,669  341,976 -16,308 325,669
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 FLSmidth 267.53 34.376 35.701 6/24/13 35.032 -9,372 9,551 179 225,848  332,604 -6,757 325,848
    FT 30 Man Group 98.39 100.211 90.294 6/24/13 95.252 -9,372 8,884 -488 225,360  323,232 2,127 325,360
    BAX SFC Energy 1,973.05 4.650 4.852 6/24/13 4.750 -9,372 9,574 202 225,561  313,860 11,701 325,561
  Buy MDAX long Dürr 351.33 23.998   7/28/14 30.355 8,431        322,291 3,270  
    OMXC 20 Vestas Wind Systems 3,905.95 2.159   9/01/14 6.373 8,431        330,722 -5,161  
    FT 30 Lloyds Bank 112.61 74.871   9/09/13 90.907 8,431        339,154 -13,592  
    BAX Morphosys 190.98 44.145   4/14/14 58.270 8,431        347,584 -22,023  
7/08/13 Sell France short ArcelorMittal 295.77 26.415 30.086 6/10/13 28.191 -8,338 8,899 561 226,122  339,246 -13,124 326,122
    OMXS 30 Boliden 490.72 9.256 9.852 6/24/13 9.549 -4,686 4,835 149 226,271  334,560 -8,290 326,271
      Tele2 533.83 9.227 8.329 6/24/13 8.778 -4,686 4,446 -240 226,031  329,874 -3,843 326,031
    SLI Kühne & Nagel 115.50 90.725 71.565 6/24/13 81.145 -9,372 8,266 -1,107 224,924  320,502 4,422 324,924
  Buy OMXS 30 long Nokia 1,292.22 3.186   10/13/14 6.407 4,117        324,619 306  
      Kinnevik 188.25 21.868   10/13/14 22.475 4,117        328,735 -3,811  
    SLI Lonza 136.76 60.201   8/12/13 56.494 8,233        336,968 -12,044  
7/15/13 Sell BEL 20 short Aperam 1,126.44 8.461 8.179 6/24/13 8.320 -9,372 9,213 -159 224,766  327,596 -2,831 324,766
  Buy   long KBC 256.71 31.350   10/13/14 40.740 8,048        335,644 -10,879  
7/29/13 Sell Germany short SolarWorld 101.92 77.250 109.447 6/24/13 91.950 -9,372 11,155 1,783 226,549  326,273 276 326,549
    ATX long Österreichische Post 194.71 31.600   6/25/12 25.890 -5,041 6,153 1,112 227,661  321,232 6,429 327,661
    ISEQ 20 short C&C Group 936.45 4.100 4.370 6/17/13 4.233 -3,964 4,093 129 227,789  317,268 10,522 327,789
      CRH 253.60 15.994 15.268 6/17/13 15.631 -3,964 3,872 -92 227,697  313,304 14,394 327,697
    Nordic 30 Equinor 443.53 16.264 18.488 6/03/13 17.340 -7,691 8,200 509 228,206  305,613 22,594 328,206
  Buy ATX Raiffeisen Bank Int 379.90 23.085   10/21/13 25.350 8,770        314,383 13,824  
    ISEQ 20 long FBD 281.09 15.600   8/05/13 16.650 4,385        318,768 9,439  
      Smurfit Kappa 306.64 14.300   8/05/13 15.150 4,385        323,153 5,054  
    Nordic 30 Pandora 305.37 28.719   4/28/14 46.257 8,770        331,922 -3,716  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/05/13 Sell CAC 40 short ArcelorMittal 299.02 28.620 23.952 4/22/13 26.286 -7,860 7,162 -698 227,508  324,062 3,446 327,508
    ISEQ 20 long FBD 281.09 16.650   7/29/13 15.600 -4,385 4,680 295 227,804  319,677 8,126 327,804
      Smurfit Kappa 306.64 15.150   7/29/13 14.300 -4,385 4,646 261 228,064  315,292 12,772 328,064
    CAC Mid 60 short CGG 14.86 575.840 546.400 6/10/13 561.120 -8,338 8,120 -219 227,846  306,954 20,891 327,846
  Buy ISEQ 20 C&C Group 1,052.64 4.141   9/09/13 4.285 4,359        311,313 16,532  
      Flutter 71.46 61.000   9/09/13 61.200 4,359        315,672 12,173  
8/12/13 Sell MerVal short Comercial del Plata 112,773.83 0.067 0.074 6/17/13 0.070 -7,928 8,323 395 228,240  307,744 20,496 328,240
    SLI long Lonza 136.76 56.494   7/08/13 60.201 -8,233 7,726 -507 227,733  299,511 28,222 327,733
    Indices short RTX 5.69 1,391.500 1,395.690 6/17/13 1,393.590 -7,930 7,941 12 227,745  291,582 36,164 327,745
  Buy MerVal long Telecom Argentina 2,158.04 4.215   2/10/14 2.998 9,097        300,679 27,067  
    Indices Merval 18.15 501.316   8/04/14 750.468 9,099        309,778 17,968  
8/26/13 Sell Nikkei (FRA) long Subaru 342.82 18.441   2/11/13 10.800 -3,702 6,322 2,619 230,365  306,075 24,290 330,365
      Mazda Motor 297.51 15.485   2/11/13 12.445 -3,703 4,607 904 231,269  302,373 28,897 331,269
  Buy PSI 20 Teixeira Duarte 13,438.81 0.670   9/02/13 0.650 9,004        311,377 19,893  
    Nikkei (FRA) short Nikon 342.36 13.150   9/09/13 12.596 4,502        315,879 15,391  
9/02/13 Sell PSI 20 long Teixeira Duarte 13,438.81 0.650   8/26/13 0.670 -9,004 8,735 -269 231,000  306,875 24,126 331,000
9/09/13 Sell ISEQ 20 short C&C Group 1,052.64 4.285 3.997 8/05/13 4.141 -4,359 4,207 -152 230,849  302,516 28,333 330,849
      Flutter 71.46 61.200 60.800 8/05/13 61.000 -4,359 4,345 -14 230,835  298,157 32,678 330,835
    FT 30 long Lloyds Bank 112.61 90.907   7/01/13 74.871 -8,431 10,237 1,806 232,640  289,725 42,915 332,640
    Nikkei (FRA) short Nikon 342.36 12.596 13.728 8/26/13 13.150 -4,502 4,700 198 232,838  285,223 47,615 332,838
  Buy IBEX 35 long Siemens Gamesa 1,767.84 5.380   12/16/13 7.030 9,511        294,734 38,104  
    ISEQ 20 Bank of Ireland 671.68 7.080   10/14/13 6.960 4,755        299,490 33,349  
      Smurfit Kappa 298.15 15.950   10/14/13 17.020 4,755        304,245 28,593  
    PSI 20 Impresa 13,986.76 0.680   9/16/13 0.670 9,511        313,756 19,082  
    FT 30 short Man Group 90.21 105.435   10/14/13 92.741 9,511        323,268 9,571  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) long Furukawa Co 284.25 16.730   9/30/13 17.160 4,756        328,023 4,815  
      Tokyo Electric Power 1,216.24 3.910   9/30/13 4.520 4,756        332,779 60  
9/16/13 Sell HSI short China Shenhua HK 3,089.38 2.475 2.615 4/22/13 2.544 -7,860 8,079 219 233,057  324,919 8,139 333,057
    OMXH 25 Outokumpu 1,211.05 4.600 6.624 3/18/13 5.520 -6,685 8,022 1,337 234,394  318,234 16,161 334,394
    PSI 20 long Impresa 13,986.76 0.670   9/09/13 0.680 -9,511 9,371 -140 234,255  308,723 25,532 334,255
  Buy HSI Galaxy Entertainment 1,680.62 5.352   12/23/13 6.370 8,994        317,717 16,538  
    OMXH 25 Nokia 1,905.51 4.720   10/21/13 5.265 8,994        326,711 7,544  
9/23/13 Sell GEX short YOC 1,556.74 2.219 11.488 4/22/13 5.049 -7,860 17,884 10,024 244,279  318,851 25,428 344,279
  Buy PSI 20 long Teixeira Duarte 14,003.03 0.660   12/09/13 0.920 9,242        328,093 16,186  
    GEX Manz 172.52 53.570   4/14/14 65.730 9,242        337,335 6,944  
9/30/13 Sell SDAX short Hypoport 1,114.71 8.120 6.840 6/10/13 7.480 -8,338 7,625 -713 243,565  328,996 14,569 343,565
    TSX 60 Barrick Gold 543.43 13.729 15.238 4/22/13 14.464 -7,860 8,281 420 243,986  321,136 22,849 343,986
    Athex LC Eurobank Ergasias 25.15 50.000 1,352.000 3/25/13 260.000 -6,539 34,003 27,464 271,450  314,597 56,852 371,450
    Nikkei (FRA) long Furukawa Co 284.25 17.160   9/09/13 16.730 -4,756 4,878 122 271,572  309,842 61,730 371,572
      Tokyo Electric Power 1,216.24 4.520   9/09/13 3.910 -4,756 5,497 742 272,314  305,086 67,227 372,314
  Buy SDAX ADLER Real Estate 3,724.75 2.950   10/14/13 3.079 10,988        316,074 56,239  
    HSI-C&I Galaxy Entertainment 2,123.65 5.174   2/03/14 7.265 10,988        327,062 45,251  
    TSX 60 Bausch Health 142.93 76.879   9/29/14 102.197 10,988        338,051 34,263  
    Athex LC Aegean Airlines 2,616.19 4.200   1/27/14 7.210 10,988        349,039 23,275  
    Nikkei (FRA) short Nikon 420.03 13.080   11/04/13 13.433 5,494        354,533 17,781  
    CAC Next 20 SES 519.53 21.150   10/07/13 21.020 10,988        365,521 6,793  
10/07/13 Sell   short SES 519.53 21.020 21.281 9/30/13 21.150 -10,988 11,056 68 272,382  354,533 17,849 372,382
    Nikkei (TYO) long Subaru 787.94 20.003   11/19/12 8.176 -6,442 15,761 9,319 281,701  348,091 33,610 381,701
  Buy CAC Next 20 EDF 436.95 23.760   10/28/13 25.570 10,382        358,473 23,228  
    Nikkei (TYO) short Nikon 820.69 12.650   10/14/13 13.191 10,382        368,855 12,846  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/14/13 Sell SDAX long ADLER Real Estate 3,724.75 3.079   9/30/13 2.950 -10,988 11,469 481 282,182  357,867 24,315 382,182
    HSI-Fin short Ping An 2,451.94 2.804 3.201 5/13/13 2.996 -7,346 7,849 503 282,684  350,521 32,164 382,684
    ISEQ 20 long Bank of Ireland 671.68 6.960   9/09/13 7.080 -4,755 4,675 -81 282,604  345,765 36,839 382,604
      Smurfit Kappa 298.15 17.020   9/09/13 15.950 -4,755 5,075 319 282,923  341,010 41,913 382,923
    FT 30 short Man Group 90.21 92.741 119.865 9/09/13 105.435 -9,511 10,813 1,302 284,225  331,498 52,726 384,225
    SMI long Richemont 102.71 74.199   12/17/12 59.929 -6,155 7,621 1,466 285,690  325,343 60,347 385,690
    Nikkei (TYO) short Nikon 820.69 13.191 12.110 10/07/13 12.650 -10,382 9,938 -444 285,246  314,961 70,285 385,246
  Buy HSI-Fin long AIA 3,105.28 3.667   1/06/14 3.604 11,388        326,349 58,897  
    ISEQ 20 short C&C Group 1,355.71 4.200   10/28/13 4.008 5,694        332,043 53,203  
      Flutter 99.96 56.960   10/28/13 56.500 5,694        337,737 47,510  
    FT 30 long ITV 52.27 217.888   12/02/13 228.772 11,389        349,126 36,121  
    Nikkei (TYO) Tokyo Electric Power 2,917.38 3.904   11/04/13 3.961 11,388        360,514 24,733  
10/21/13 Sell ATX short Raiffeisen Bank Int 379.90 25.350 20.820 7/29/13 23.085 -8,770 7,910 -860 284,386  351,744 32,642 384,386
    OMXH 25 long Nokia 1,905.51 5.265   9/16/13 4.720 -8,994 10,033 1,039 285,424  342,750 42,675 385,424
    OBX 25 short Frontline 934.86 8.829 5.997 4/15/13 7.413 -6,930 5,606 -1,324 284,101  335,820 48,281 384,101
  Buy ATX long Wienerberger 827.32 13.065   8/11/14 11.525 10,809        346,629 37,472  
    SDAX ADLER Real Estate 3,615.05 2.990   3/31/14 5.100 10,809        357,438 26,663  
    OMXH 25 short YIT 1,086.33 9.950   10/28/13 10.035 10,809        368,247 15,854  
    OBX 25 long REC Silicon 3,050.03 3.544   12/16/13 2.538 10,809        379,056 5,045  
10/28/13 Sell ISEQ 20 short C&C Group 1,355.71 4.008 4.401 10/14/13 4.200 -5,694 5,967 273 284,374  373,362 11,012 384,374
      Flutter 99.96 56.500 57.424 10/14/13 56.960 -5,694 5,740 46 284,420  367,668 16,752 384,420
    OMXH 25 YIT 1,086.33 10.035 9.865 10/21/13 9.950 -10,809 10,717 -92 284,328  356,859 27,469 384,328
    CAC Next 20 long EDF 436.95 25.570   10/07/13 23.760 -10,382 11,173 791 285,118  346,477 38,641 385,118
  Buy ISEQ 20 Bank of Ireland 689.65 7.680   11/25/13 8.040 5,297        351,774 33,345  
      Smurfit Kappa 307.76 17.210   11/25/13 17.550 5,297        357,070 28,048  
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 2,135.69 4.960   11/11/13 5.770 10,593        367,663 17,455  
    CAC Next 20 short STMicroelectronics 1,893.97 5.593   11/11/13 5.653 10,593        378,256 6,862  
11/04/13 Sell SSE 50 short China Northern Rare 3,102.33 2.137 2.623 5/13/13 2.368 -7,346 8,139 793 285,911  370,910 15,001 385,911
    Nikkei (FRA) Nikon 420.03 13.433 12.727 9/30/13 13.080 -5,494 5,346 -148 285,763  365,416 20,347 385,763
    Nikkei (TYO) long Tokyo Electric Power 2,917.38 3.961   10/14/13 3.904 -11,388 11,556 168 285,931  354,028 31,903 385,931
  Buy SSE 50 Shanghai Oriental 2,375.21 4.398   12/23/13 4.388 10,445        364,473 21,458  
    Nikkei (FRA) Softbank 182.92 28.550   12/16/13 30.884 5,222        369,696 16,236  
      Tokyo Electric Power 1,317.48 3.964   12/16/13 3.730 5,222        374,918 11,013  
    Nikkei (TYO) short Nikon 777.36 13.437   11/18/13 13.220 10,445        385,363 568  
11/11/13 Sell OMXH 25 long Nokia 2,135.69 5.770   10/28/13 4.960 -10,593 12,323 1,730 287,661  374,770 12,891 387,661
    CAC Next 20 short STMicroelectronics 1,893.97 5.653 5.533 10/28/13 5.593 -10,593 10,479 -114 287,547  364,177 23,370 387,547
  Buy OMXH 25 Outokumpu 2,934.86 3.500   12/02/13 3.690 10,272        374,449 13,098  
    CAC Next 20 long EDF 396.91 25.880   12/09/13 26.640 10,272        384,721 2,826  
11/18/13 Sell HSI-Prop short Hang Lung 1,623.32 2.531 2.606 6/10/13 2.568 -4,169 4,231 62 287,609  380,552 7,057 387,609
      Sino Land 3,874.18 1.043 1.110 6/10/13 1.076 -4,169 4,302 133 287,742  376,383 11,359 387,742
    Topix (FRA) Inpex 967.06 8.519 7.387 6/03/13 7.953 -7,691 7,144 -547 287,195  368,692 18,503 387,195
    Nikkei (TYO) Nikon 777.36 13.220 13.657 11/04/13 13.437 -10,445 10,616 171 287,366  358,247 29,119 387,366
  Buy HSI-Prop long CK Hutchison 439.25 11.852   2/10/14 10.645 5,206        363,453 23,913  
      China Ov Land & Inv 2,243.29 2.321   2/10/14 1.876 5,206        368,659 18,707  
    Topix (FRA) Softbank 363.50 28.644   11/25/13 31.950 10,412        379,071 8,295  
    Nikkei (TYO) MinebeaMitsumi 2,073.57 5.021   3/03/14 6.187 10,412        389,483 -2,117  
11/25/13 Sell ISEQ 20 long Bank of Ireland 689.65 8.040   10/28/13 7.680 -5,297 5,545 248 287,614  384,187 3,428 387,614
      Smurfit Kappa 307.76 17.550   10/28/13 17.210 -5,297 5,401 105 287,719  378,890 8,829 387,719
    Topix (FRA) Softbank 363.50 31.950   11/18/13 28.644 -10,412 11,614 1,202 288,920  368,478 20,442 388,920
    GCX SunPower 1,048.47 21.795   2/11/13 7.063 -7,405 22,851 15,446 304,366  361,073 43,294 404,366
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 Flutter 99.79 56.070   12/02/13 56.450 5,595        366,668 37,698  
      Ryanair 959.45 5.832   12/02/13 6.109 5,596        372,264 32,103  
    Topix (FRA) Komatsu 715.40 15.643   6/09/14 16.815 11,191        383,455 20,912  
    GCX Aurubis 264.09 42.375   1/06/14 43.845 11,191        394,645 9,721  
12/02/13 Sell ISEQ 20 short Flutter 99.79 56.450 55.690 11/25/13 56.070 -5,595 5,557 -38 304,329  389,050 15,278 404,329
      Ryanair 959.45 6.109 5.555 11/25/13 5.832 -5,596 5,330 -266 304,063  383,455 20,608 404,063
    OMXH 25 Outokumpu 2,934.86 3.690 3.310 11/11/13 3.500 -10,272 9,714 -558 303,505  373,183 30,322 403,505
    FT 30 long ITV 52.27 228.772   10/14/13 217.888 -11,389 11,958 569 304,074  361,794 42,280 404,074
  Buy ISEQ 20 Bank of Ireland 668.94 8.340   4/14/14 8.250 5,579        367,373 36,701  
      Smurfit Kappa 323.61 17.240   4/14/14 17.010 5,579        372,952 31,122  
    OMXH 25 Nokia 1,888.31 5.909   12/09/13 5.850 11,158        384,110 19,964  
12/09/13 Sell   long Nokia 1,888.31 5.850   12/02/13 5.909 -11,158 11,047 -111 303,963  372,952 31,011 403,963
    PSI 20 Teixeira Duarte 14,003.03 0.920   9/23/13 0.660 -9,242 12,883 3,641 307,603  363,710 43,894 407,603
    CAC Next 20 EDF 396.91 26.640   11/11/13 25.880 -10,272 10,574 302 307,905  353,438 54,467 407,905
  Buy OMXH 25 short Metso Outotec 1,726.00 6.697   5/12/14 8.620 11,559        364,997 42,908  
    CAC Next 20 STMicroelectronics 2,120.92 5.450   1/13/14 5.763 11,559        376,556 31,349  
12/16/13 Sell IBEX 35 long Siemens Gamesa 1,767.84 7.030   9/09/13 5.380 -9,511 12,428 2,917 310,822  367,045 43,777 410,822
    OBX 25 REC Silicon 3,050.03 2.538   10/21/13 3.544 -10,809 7,740 -3,069 307,753  356,236 51,517 407,753
    Nikkei (FRA) Softbank 182.92 30.884   11/04/13 28.550 -5,222 5,649 427 308,180  351,013 57,166 408,180
      Tokyo Electric Power 1,317.48 3.730   11/04/13 3.964 -5,222 4,914 -308 307,871  345,791 62,081 407,871
    DJ Global Titans Bank of America 868.18 11.075   10/29/12 7.204 -6,254 9,615 3,361 311,232  339,537 71,695 411,232
  Buy IBEX 35 short Acciona 303.65 39.760   1/20/14 48.255 12,073        351,610 59,622  
    OBX 25 TGS-NOPEC 711.34 16.972   12/23/13 17.469 12,073        363,683 47,549  
    Nikkei (FRA) Nitto Denko 208.29 28.981   12/30/13 30.258 6,036        369,719 41,513  
      Pacific Metals 242.82 24.860   12/30/13 26.180 6,037        375,756 35,476  
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 2,114.36 5.710   12/23/13 5.660 12,073        387,829 23,403  
    DJ Global Titans IBM 93.41 129.242   12/23/13 133.044 12,073        399,901 11,331  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,375.21 4.388   11/04/13 4.398 -10,445 10,423 -22 311,210  389,456 21,754 411,210
    HSI Galaxy Entertainment 1,680.62 6.370   9/16/13 5.352 -8,994 10,706 1,712 312,922  380,462 32,459 412,922
    OBX 25 short TGS-NOPEC 711.34 17.469 16.475 12/16/13 16.972 -12,073 11,719 -354 312,568  368,389 44,179 412,568
    CAC Mid 60 Adocia 2,114.36 5.660 5.760 12/16/13 5.710 -12,073 12,180 107 312,675  356,316 56,358 412,675
    DJ Global Titans IBM 93.41 133.044 125.440 12/16/13 129.242 -12,073 11,717 -355 312,320  344,244 68,076 412,320
  Buy SSE 50 Poly Developments 18,743.56 0.641   6/02/14 0.591 12,009        356,253 56,067  
    PSI 20 long Impresa 11,017.43 1.090   5/12/14 1.759 12,009        368,262 44,058  
    OBX 25 DNO International 4,131.92 2.906   2/17/14 2.830 12,009        380,271 32,049  
    FT 30 Int Cons Airlines 25.47 471.516   1/27/14 485.635 12,010        392,280 20,039  
    DJ Global Titans Alphabet A 588.22 20.416   10/27/14 21.652 12,009        404,290 8,030  
12/30/13 Sell Nikkei (FRA) short Nitto Denko 208.29 30.258 27.704 12/16/13 28.981 -6,036 5,770 -266 312,054  398,253 13,800 412,054
      Pacific Metals 242.82 26.180 23.540 12/16/13 24.860 -6,037 5,716 -321 311,733  392,217 19,516 411,733
  Buy   long MinebeaMitsumi 1,022.28 5.273   2/10/14 6.030 5,390        397,607 14,126  
      Softbank 170.45 31.625   2/10/14 27.751 5,390        402,998 8,735  
1/06/14 Sell HSI-Fin long AIA 3,105.28 3.604   10/14/13 3.667 -11,388 11,193 -195 311,538  391,610 19,928 411,538
    GCX short Aurubis 264.09 43.845 40.905 11/25/13 42.375 -11,191 10,803 -388 311,149  380,419 30,731 411,149
  Buy HSI-Fin ICBC 23,544.33 0.469   6/02/14 0.478 11,047        391,466 19,684  
    SLI long Vifor Pharma 149.24 74.020   1/27/14 69.103 11,047        402,512 8,637  
    GCX Vestas Wind Systems 2,214.14 4.989   2/03/14 4.789 11,047        413,559 -2,410  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,120.92 5.763 5.137 12/09/13 5.450 -11,559 10,895 -664 310,486  402,000 8,485 410,486
1/20/14 Sell IBEX 35 short Acciona 303.65 48.255 31.265 12/16/13 39.760 -12,073 9,494 -2,580 307,906  389,927 17,979 407,906
  Buy   long Siemens Gamesa 1,259.40 8.454   1/27/14 7.622 10,647        400,574 7,332  
    NZX 50 short Chorus 11,365.29 0.937   6/02/14 1.063 10,647        411,221 -3,315  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,259.40 7.622   1/20/14 8.454 -10,647 9,599 -1,048 306,858  400,574 6,284 406,858
    Athex LC Aegean Airlines 2,616.19 7.210   9/30/13 4.200 -10,988 18,863 7,875 314,733  389,586 25,147 414,733
    FT 30 Int Cons Airlines 25.47 485.635   12/23/13 471.516 -12,010 12,369 360 315,093  377,577 37,516 415,093
    SLI Vifor Pharma 149.24 69.103   1/06/14 74.020 -11,047 10,313 -734 314,359  366,530 47,829 414,359
  Buy IBEX 35 short Repsol 659.29 17.525   2/17/14 17.625 11,554        378,084 36,275  
    Athex LC Eurobank Ergasias 235.80 49.000   5/09/16 0.875 11,554        389,638 24,721  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,123.65 7.265   9/30/13 5.174 -10,988 15,427 4,439 318,798  378,650 40,148 418,798
    GCX Vestas Wind Systems 2,214.14 4.789   1/06/14 4.989 -11,047 10,604 -443 318,355  367,603 50,752 418,355
  Buy FT 30 Int Cons Airlines 23.47 499.638   2/10/14 509.014 11,727        379,330 39,025  
    GCX short Aurubis 288.84 40.600   3/03/14 38.880 11,727        391,057 27,299  
2/10/14 Sell HSI-Prop long CK Hutchison 439.25 10.645   11/18/13 11.852 -5,206 4,676 -530 317,825  385,851 31,975 417,825
      China Ov Land & Inv 2,243.29 1.876   11/18/13 2.321 -5,206 4,208 -998 316,828  380,645 36,183 416,828
    MerVal Telecom Argentina 2,158.04 2.998   8/12/13 4.215 -9,097 6,471 -2,626 314,201  371,548 42,653 414,201
    FT 30 Int Cons Airlines 23.47 509.014   2/03/14 499.638 -11,727 11,947 220 314,421  359,821 54,600 414,421
    Nikkei (FRA) MinebeaMitsumi 1,022.28 6.030   12/30/13 5.273 -5,390 6,164 774 315,195  354,431 60,764 415,195
      Softbank 170.45 27.751   12/30/13 31.625 -5,390 4,730 -660 314,535  349,040 65,494 414,535
  Buy HSI-Prop short New World Dev 1,700.20 3.529   7/28/14 3.549 6,000        355,040 59,494  
      The Wharf 3,242.72 1.850   7/28/14 2.205 6,000        361,040 53,494  
    Nikkei (FRA) Hitachi Zosen 1,407.46 4.263   6/30/14 3.700 6,000        367,040 47,494  
      Nitto Denko 191.71 31.297   6/30/14 33.890 6,000        373,040 41,494  
2/17/14 Sell IBEX 35 short Repsol 659.29 17.625 17.425 1/27/14 17.525 -11,554 11,488 -66 314,469  361,486 52,983 414,469
    OBX 25 long DNO International 4,131.92 2.830   12/23/13 2.906 -12,009 11,694 -315 314,154  349,477 64,677 414,154
  Buy IBEX 35 Siemens Gamesa 1,433.36 8.351   3/10/14 8.580 11,970        361,447 52,707  
    OBX 25 short Petroleum Geo-Srvcs 1,573.96 7.605   6/02/14 7.980 11,970        373,417 40,737  
2/24/14 Buy MerVal long Edenor 36,158.98 0.315   12/15/14 0.569 11,372        384,789 29,365  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,073.57 6.187   11/18/13 5.021 -10,412 12,828 2,416 316,570  374,377 42,193 416,570
    GCX short Aurubis 288.84 38.880 42.396 2/03/14 40.600 -11,727 12,246 519 317,089  362,650 54,439 417,089
  Buy Nikkei (TYO) Hitachi Zosen 3,002.70 3.926   3/31/14 3.419 11,788        374,438 42,651  
    GCX long Vestas Wind Systems 2,355.90 5.004   4/14/14 5.847 11,788        386,226 30,863  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,433.36 8.580   2/17/14 8.351 -11,970 12,298 328 317,417  374,256 43,161 417,417
  Buy   short Inditex 549.07 20.970   6/09/14 21.750 11,514        385,770 31,647  
3/31/14 Sell SDAX long ADLER Real Estate 3,615.05 5.100   10/21/13 2.990 -10,809 18,437 7,628 325,045  374,961 50,084 425,045
    Nikkei (TYO) short Hitachi Zosen 3,002.70 3.419 4.508 3/03/14 3.926 -11,788 13,537 1,749 326,794  363,173 63,621 426,794
  Buy SDAX Koenig & Bauer 996.75 12.300   5/05/14 11.730 12,260        375,433 51,361  
    Nikkei (TYO) long MinebeaMitsumi 1,902.81 6.443   4/07/14 6.630 12,260        387,693 39,101  
4/07/14 Sell   long MinebeaMitsumi 1,902.81 6.630   3/31/14 6.443 -12,260 12,615 355 327,149  375,433 51,716 427,149
  Buy   short Hitachi Zosen 3,467.34 3.453   7/28/14 3.842 11,971        387,404 39,745  
4/14/14 Sell ISEQ 20 long Bank of Ireland 668.94 8.250   12/02/13 8.340 -5,579 5,519 -60 327,089  381,825 45,264 427,089
      Smurfit Kappa 323.61 17.010   12/02/13 17.240 -5,579 5,505 -74 327,014  376,246 50,768 427,014
    BAX Morphosys 190.98 58.270   7/01/13 44.145 -8,431 11,128 2,698 329,712  367,815 61,897 429,712
    GEX Manz 172.52 65.730   9/23/13 53.570 -9,242 11,340 2,098 331,810  358,574 73,236 431,810
    GCX Vestas Wind Systems 2,355.90 5.847   3/03/14 5.004 -11,788 13,774 1,986 333,796  346,786 87,010 433,796
  Buy ISEQ 20 short C&C Group 1,453.13 4.480   1/19/15 3.322 6,510        353,296 80,500  
      Flutter 121.48 53.590   1/19/15 66.350 6,510        359,806 73,990  
    BAX Adva 4,064.94 3.203   4/21/14 3.210 13,020        372,826 60,970  
    GEX 4SC 454.26 28.662   1/26/15 18.284 13,020        385,846 47,950  
    GCX EJR 252.88 51.487   4/28/14 51.524 13,020        398,866 34,930  
4/21/14 Sell BAX short Adva 4,064.94 3.210 3.196 4/14/14 3.203 -13,020 12,992 -28 333,767  385,846 47,922 433,767
  Buy   long Sixt 416.25 28.930   5/05/14 28.890 12,042        397,888 35,880  
4/28/14 Sell Nordic 30 long Pandora 305.37 46.257   7/29/13 28.719 -8,770 14,125 5,355 339,123  389,118 50,005 439,123
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GCX short EJR 252.88 51.524 51.450 4/14/14 51.487 -13,020 13,011 -9 339,114  376,098 63,016 439,114
  Buy Germany SolarWorld 406.64 30.870   6/09/14 16.900 12,553        388,651 50,463  
    Nordic 30 Carlsberg A 170.07 73.812   5/05/14 74.896 12,553        401,204 37,910  
    GCX long Vestas Wind Systems 2,037.10 6.162   5/19/14 7.076 12,553        413,757 25,357  
5/05/14 Sell SDAX short Koenig & Bauer 996.75 11.730 12.898 3/31/14 12.300 -12,260 12,856 596 339,709  401,497 38,212 439,709
    Nordic 30 Carlsberg A 170.07 74.896 72.728 4/28/14 73.812 -12,553 12,369 -184 339,525  388,944 50,581 439,525
    BAX long Sixt 416.25 28.890   4/21/14 28.930 -12,042 12,025 -17 339,508  376,902 62,607 439,508
  Buy SDAX ADLER Real Estate 2,502.89 5.015   5/19/14 5.000 12,552        389,454 50,055  
    Nordic 30 Pandora 257.59 48.729   9/15/14 59.766 12,552        402,006 37,503  
    BAX short Adva 3,922.50 3.200   6/09/14 3.196 12,552        414,558 24,951  
5/12/14 Sell OMXH 25 short Metso Outotec 1,726.00 8.620 4.774 12/09/13 6.697 -11,559 8,240 -3,319 336,189  402,999 33,190 436,189
    PSI 20 long Impresa 11,017.43 1.759   12/23/13 1.090 -12,009 19,380 7,371 343,560  390,990 52,570 443,560
  Buy OMXH 25 Outokumpu 1,856.74 6.680   5/19/14 6.250 12,403        403,393 40,167  
5/19/14 Sell SDAX long ADLER Real Estate 2,502.89 5.000   5/05/14 5.015 -12,552 12,514 -38 343,522  390,841 52,682 443,522
    OMXH 25 Outokumpu 1,856.74 6.250   5/12/14 6.680 -12,403 11,605 -798 342,724  378,438 64,286 442,724
    GCX Vestas Wind Systems 2,037.10 7.076   4/28/14 6.162 -12,553 14,415 1,862 344,586  365,885 78,701 444,586
  Buy HSI Citic Pacific 10,098.81 1.295   11/10/14 1.393 13,082        378,967 65,619  
    SDAX short WCM 8,059.89 1.623   5/26/14 1.623 13,082        392,049 52,537  
    OMXH 25 YIT 1,767.84 7.400   1/26/15 5.508 13,082        405,131 39,455  
    GCX Energy Recovery 3,881.32 3.371   3/02/15 3.076 13,082        418,213 26,373  
5/26/14 Sell SDAX short WCM 8,059.89 1.623 1.623 5/19/14 1.623 -13,082 13,082 0 344,586  405,131 39,455  
  Buy   long ADLER Real Estate 2,200.18 5.500   6/09/14 6.050 12,101        417,232 27,354  
    HSI-C&I Tencent 1,189.91 10.170   10/06/14 12.196 12,101        429,333 15,253  
6/02/14 Sell SSE 50 short Poly Developments 18,743.56 0.591 0.695 12/23/13 0.641 -12,009 13,021 1,012 345,598  417,324 28,274 445,598
    HSI-Fin ICBC 23,544.33 0.478 0.460 1/06/14 0.469 -11,047 10,840 -207 345,391  406,277 39,114 445,391
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 Petroleum Geo-Srvcs 1,573.96 7.980 7.230 2/17/14 7.605 -11,970 11,380 -590 344,801  394,307 50,495 444,801
    NZX 50 Chorus 11,365.29 1.063 0.811 1/20/14 0.937 -10,647 9,213 -1,434 343,367  383,660 59,707 443,367
  Buy SSE 50 long Sinolink Secs 10,935.65 1.150   6/23/14 1.117 12,576        396,236 47,131  
    HSI-Fin HK Exchgs & Clrg 918.94 13.685   9/29/14 17.213 12,576        408,812 34,555  
    OBX 25 Grieg Seafood 3,727.99 3.373   6/30/14 3.430 12,576        421,388 21,979  
    FT 30 National Grid 11.40 1,103.450   6/09/14 1,037.210 12,579        433,967 9,400  
    NZX 50 Tourism 18,061.18 0.696   7/21/14 0.758 12,576        446,543 -3,176  
6/09/14 Sell Germany short SolarWorld 406.64 16.900 56.388 4/28/14 30.870 -12,553 22,930 10,377 353,744  433,990 19,754 453,744
    SDAX long ADLER Real Estate 2,200.18 6.050   5/26/14 5.500 -12,101 13,311 1,210 354,954  421,889 33,065 454,954
    IBEX 35 short Inditex 549.07 21.750 20.190 3/10/14 20.970 -11,514 11,086 -428 354,526  410,375 44,150 454,526
    FT 30 long National Grid 11.40 1,037.210   6/02/14 1,103.450 -12,579 11,824 -755 353,770  397,796 55,975 453,770
    Topix (FRA) short Komatsu 715.40 16.815 14.471 11/25/13 15.643 -11,191 10,353 -838 352,932  386,605 66,327 452,932
    BAX Adva 3,922.50 3.196 3.204 5/05/14 3.200 -12,552 12,568 16 352,948  374,053 78,895 452,948
  Buy SDAX WCM 8,313.38 1.599   12/29/14 1.381 13,296        387,349 65,599  
    FT 30 Tesco 28.87 460.539   11/17/14 306.530 13,296        400,645 52,303  
    Topix (FRA) long Fujitsu 265.76 50.030   9/15/14 48.100 13,296        413,941 39,007  
    BAX Cancom 673.56 19.740   6/16/14 18.403 13,296        427,237 25,711  
6/16/14 Sell   long Cancom 673.56 18.403   6/09/14 19.740 -13,296 12,395 -901 352,047  413,941 38,106 452,047
  Buy IBEX 35 short ArcelorMittal 373.68 32.790   3/02/15 28.860 12,253        426,194 25,853  
    BAX Adva 3,907.21 3.136   6/23/14 3.096 12,253        438,447 13,600  
6/23/14 Sell SSE 50 long Sinolink Secs 10,935.65 1.117   6/02/14 1.150 -12,576 12,215 -361 351,686  425,871 25,815 451,686
    BAX short Adva 3,907.21 3.096 3.177 6/16/14 3.136 -12,253 12,411 158 351,844  413,618 38,227 451,844
  Buy SSE 50 Kangmei Pharma 14,212.30 0.862   7/07/14 0.868 12,251        425,869 25,976  
    CAC Next 20 Arkema 173.39 70.655   1/26/15 62.720 12,251        438,119 13,725  
    CAC Mid 60 CGG 35.68 343.360   1/19/15 153.600 12,251        450,371 1,474  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX long Wacker Neuson 739.35 16.570   7/14/14 17.170 12,251        462,622 -10,777  
6/30/14 Sell OBX 25 long Grieg Seafood 3,727.99 3.430   6/02/14 3.373 -12,576 12,787 211 352,055  450,046 2,009 452,055
    Nikkei (FRA) short Hitachi Zosen 1,407.46 3.700 4.912 2/10/14 4.263 -6,000 6,913 913 352,968  444,046 8,922 452,968
      Nitto Denko 191.71 33.890 28.704 2/10/14 31.297 -6,000 5,503 -497 352,471  438,046 14,425 452,471
  Buy OBX 25 Norwegian 4.87 2,398.530   7/07/14 2,546.850 11,681        449,726 2,744  
    Nikkei (FRA) long Fujitsu 106.13 54.990   8/17/15 44.550 5,836        455,563 -3,092  
      MinebeaMitsumi 709.63 8.224   8/17/15 12.573 5,836        461,399 -8,928  
7/07/14 Sell SSE 50 short Kangmei Pharma 14,212.30 0.868 0.856 6/23/14 0.862 -12,251 12,160 -91 352,380  449,148 3,232 452,380
    OBX 25 Norwegian 4.87 2,546.850 2,250.210 6/30/14 2,398.530 -11,681 10,959 -722 351,657  437,467 14,191 451,657
  Buy SSE 50 long AVIC Aviation Engine 3,913.44 2.976   8/03/15 7.097 11,646        449,113 2,545  
    OBX 25 SalMar 863.96 13.480   7/28/14 14.639 11,646        460,759 -9,101  
7/14/14 Sell BAX long Wacker Neuson 739.35 17.170   6/23/14 16.570 -12,251 12,695 444 352,101  448,508 3,593 452,101
7/21/14 Sell NZX 50 long Tourism 18,061.18 0.758   6/02/14 0.696 -12,576 13,689 1,113 353,214  435,932 17,282 453,214
  Buy France short CGG 44.00 267.296   12/29/14 160.352 11,761        447,693 5,521  
    NZX 50 a2 Milk 30,020.42 0.392   7/28/14 0.401 11,762        459,455 -6,241  
7/28/14 Sell MDAX long Dürr 351.33 30.355   7/01/13 23.998 -8,431 10,665 2,234 355,447  451,024 4,424 455,447
    HSI-Prop short New World Dev 1,700.20 3.549 3.509 2/10/14 3.529 -6,000 5,967 -34 355,414  445,024 10,390 455,414
      The Wharf 3,242.72 2.205 1.496 2/10/14 1.850 -6,000 4,851 -1,149 354,265  439,024 15,241 454,265
    OBX 25 long SalMar 863.96 14.639   7/07/14 13.480 -11,646 12,647 1,001 355,266  427,378 27,889 455,266
    NZX 50 short a2 Milk 30,020.42 0.401 0.383 7/21/14 0.392 -11,762 11,495 -267 354,999  415,616 39,384 454,999
    Nikkei (TYO) Hitachi Zosen 3,467.34 3.842 3.063 4/07/14 3.453 -11,971 10,620 -1,351 353,648  403,645 50,004 453,648
  Buy Germany SolarWorld 839.40 15.000   1/12/15 12.350 12,591        416,236 37,413  
    MDAX Südzucker 906.81 13.885   2/02/15 11.245 12,591        428,827 24,822  
    HSI-Prop long CK Hutchison 458.52 13.730   8/24/15 10.950 6,295        435,122 18,526  
      Sino Land 5,028.35 1.252   8/24/15 1.200 6,295        441,418 12,231  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 short Petroleum Geo-Srvcs 1,951.19 6.453   8/11/14 6.127 12,591        454,009 -360  
    NZX 50 long Tourism 16,921.11 0.744   2/22/16 1.542 12,591        466,600 -12,951  
    BAX Nemetschek 1,981.52 6.354   8/04/14 6.125 12,591        479,191 -25,542  
    Nikkei (TYO) MinebeaMitsumi 1,377.89 9.138   10/20/14 9.651 12,591        491,782 -38,133  
8/04/14 Sell HDAX long Dürr 499.18 28.230   1/23/12 9.125 -4,555 14,092 9,537 363,185  487,227 -24,041 463,185
    MIB Azimut 696.90 18.460   11/05/12 9.304 -6,484 12,865 6,381 369,566  480,743 -11,177 469,566
    BAX Nemetschek 1,981.52 6.125   7/28/14 6.354 -12,591 12,137 -454 369,112  468,152 960 469,112
    Indices Merval 18.15 750.468   8/12/13 501.316 -9,099 13,621 4,522 373,634  459,053 14,581 473,634
  Buy HDAX short Südzucker 937.40 13.020   1/12/15 11.160 12,205        471,258 2,376  
    Indices PSI 20 2.08 5,854.360   8/18/14 5,654.350 12,177        483,435 -9,801  
8/11/14 Sell ATX long Wienerberger 827.32 11.525   10/21/13 13.065 -10,809 9,535 -1,274 372,360  472,626 -266 472,360
    DAX Continental 81.22 133.083   7/16/12 59.533 -4,835 10,809 5,974 378,334  467,791 10,543 478,334
    OBX 25 short Petroleum Geo-Srvcs 1,951.19 6.127 6.796 7/28/14 6.453 -12,591 13,261 670 379,003  455,200 23,804 479,003
  Buy ATX Raiffeisen Bank Int 664.73 18.910   2/16/15 13.795 12,570        467,770 11,234  
    DAX Adidas 218.80 57.450   8/18/14 60.070 12,570        480,340 -1,336  
    OBX 25 long SalMar 954.25 13.173   8/18/14 12.880 12,570        492,910 -13,906  
8/18/14 Sell DAX short Adidas 218.80 60.070 54.830 8/11/14 57.450 -12,570 11,997 -573 378,430  480,340 -1,910 478,430
    OBX 25 long SalMar 954.25 12.880   8/11/14 13.173 -12,570 12,291 -279 378,151  467,770 10,381 478,151
    Indices short PSI 20 2.08 5,654.350 6,061.440 8/04/14 5,854.360 -12,177 12,608 431 378,581  455,593 22,989 478,581
  Buy DAX long Vonovia 549.23 22.830   10/06/14 22.420 12,539        468,131 10,450  
    OBX 25 short Petroleum Geo-Srvcs 2,055.67 6.100   2/16/15 5.700 12,539        480,670 -2,089  
    Indices long Merval 15.99 784.124   10/06/14 1,022.100 12,538        493,209 -14,627  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,905.95 6.373   7/01/13 2.159 -8,431 24,892 16,461 395,042  484,778 10,265 495,042
  Buy   short Demant 1,073.90 11.763   9/08/14 11.966 12,632        497,410 -2,367  
9/08/14 Sell   short Demant 1,073.90 11.966 11.559 9/01/14 11.763 -12,632 12,413 -219 394,823  484,778 10,046 494,823
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   long Pandora 219.67 57.454   9/29/14 61.631 12,621        497,399 -2,575  
9/15/14 Sell Nordic 30 long Pandora 257.59 59.766   5/05/14 48.729 -12,552 15,395 2,843 397,666  484,846 12,820 497,666
    Topix (FRA) Fujitsu 265.76 48.100   6/09/14 50.030 -13,296 12,783 -513 397,153  471,550 25,603 497,153
  Buy Nordic 30 short Volvo 1,486.49 8.791   11/10/14 9.334 13,068        484,618 12,535  
    Topix (FRA) Aeon 1,664.50 7.851   1/05/15 8.291 13,068        497,686 -533  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 918.94 17.213   6/02/14 13.685 -12,576 15,817 3,241 400,395  485,110 15,284 500,395
    TSX 60 Bausch Health 142.93 102.197   9/30/13 76.879 -10,988 14,607 3,619 404,013  474,122 29,891 504,013
    OMXC 20 Pandora 219.67 61.631   9/08/14 57.454 -12,621 13,538 918 404,931  461,501 43,430 504,931
  Buy HSI-Fin short ICBC 27,528.11 0.498   11/03/14 0.526 13,709        475,210 29,721  
    TSX 60 Yamana Gold 2,858.07 4.797   3/23/15 3.713 13,709        488,919 16,012  
10/06/14 Sell DAX long Vonovia 549.23 22.420   8/18/14 22.830 -12,539 12,314 -225 404,706  476,380 28,325 504,706
    HSI-C&I Tencent 1,189.91 12.196   5/26/14 10.170 -12,101 14,512 2,411 407,117  464,279 42,838 507,117
    Indices Merval 15.99 1,022.100   8/18/14 784.124 -12,538 16,343 3,805 410,922  451,741 59,181 510,922
  Buy DAX short Deutsche Lufthansa 1,179.80 12.080   11/17/14 13.145 14,252        465,993 44,929  
    HSI-C&I Galaxy Entertainment 2,892.98 4.926   4/13/15 4.822 14,252        480,245 30,677  
    PSI 20 Pharol 8,743.56 1.630   2/23/15 0.697 14,252        494,497 16,425  
    Indices PSI 20 2.57 5,537.710   2/23/15 5,494.440 14,232        508,729 2,193  
10/13/14 Sell S&P 100 long Gilead Sciences 272.28 79.611   9/17/12 25.063 -6,824 21,676 14,852 425,774  501,905 23,870 525,774
    BEL 20 KBC 256.71 40.740   7/15/13 31.350 -8,048 10,458 2,411 428,185  493,857 34,328 528,185
    OMXS 30 Nokia 1,292.22 6.407   7/08/13 3.186 -4,117 8,279 4,162 432,347  489,740 42,607 532,347
      Kinnevik 188.25 22.475   7/08/13 21.868 -4,117 4,231 114 432,461  485,624 46,838 532,461
  Buy S&P 100 short General Motors 619.43 23.379   10/27/14 23.689 14,482        500,106 32,356  
    BEL 20 Galapagos 1,302.92 11.115   11/17/14 12.800 14,482        514,588 17,874  
    OMXS 30 MTG 313.12 23.125   11/03/14 24.302 7,241        521,829 10,633  
10/20/14 Sell Kospi 50 long Amorepacific Group 181.88 87.497   7/23/12 26.166 -4,759 15,914 11,155 443,616  517,070 26,547 543,616
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 Roche 19.48 222.572   12/19/11 129.719 -2,527 4,336 1,809 445,425  514,543 30,883 545,425
    Nikkei (TYO) MinebeaMitsumi 1,377.89 9.651   7/28/14 9.138 -12,591 13,298 707 446,132  501,952 44,180 546,132
    SP Global 100 Apple 330.91 19.487   4/30/12 15.738 -5,208 6,449 1,241 447,372  496,744 50,629 547,372
  Buy Kospi 50 short Hyundai Heavy 178.88 83.577   12/08/14 94.176 14,950        511,694 35,678  
    Europe 50 Deutsche Bank 693.89 21.545   11/10/14 21.563 14,950        526,644 20,728  
    Nikkei (TYO) Toyo Seikan 1,820.62 8.212   10/27/14 8.725 14,950        541,594 5,778  
    SP Global 100 Deutsche Bank 693.89 21.545   11/03/14 22.134 14,950        556,544 -9,172  
10/27/14 Sell S&P 100 short General Motors 619.43 23.689 23.070 10/13/14 23.379 -14,482 14,290 -192 447,181  542,062 5,119 547,181
    Nikkei (TYO) Toyo Seikan 1,820.62 8.725 7.698 10/20/14 8.212 -14,950 14,015 -935 446,246  527,112 19,134 546,246
    DJ Global Titans long Alphabet A 588.22 21.652   12/23/13 20.416 -12,009 12,736 727 446,973  515,103 31,870 546,973
  Buy S&P 100 Gilead Sciences 163.21 88.668   6/08/15 100.700 14,471        529,574 17,399  
    Nikkei (TYO) MinebeaMitsumi 1,381.16 10.477   8/24/15 10.589 14,471        544,045 2,928  
    DJ Global Titans short Samsung Electronics 883.10 16.387   11/10/14 18.745 14,471        558,516 -11,543  
11/03/14 Sell HSI-Fin short ICBC 27,528.11 0.526 0.470 9/29/14 0.498 -13,709 12,949 -760 446,213  544,807 1,406 546,213
    OMXS 30 MTG 313.12 24.302 21.949 10/13/14 23.125 -7,241 6,873 -368 445,845  537,566 8,278 545,845
    SP Global 100 Deutsche Bank 693.89 22.134 20.956 10/20/14 21.545 -14,950 14,541 -409 445,436  522,616 22,820 545,436
  Buy HSI-Fin long HK Exchgs & Clrg 804.01 17.669   11/24/14 17.528 14,206        536,822 8,614  
    OMXC 20 Pandora 213.05 66.679   11/17/14 66.322 14,206        551,028 -5,592  
    OMXS 30 Boliden 541.51 13.117   6/08/15 18.209 7,103        558,131 -12,695  
      Electrolux 316.32 22.455   6/08/15 27.196 7,103        565,234 -19,799  
    SP Global 100 Apple 648.75 21.898   8/24/15 22.212 14,206        579,440 -34,005  
11/10/14 Sell HSI long Citic Pacific 10,098.81 1.393   5/19/14 1.295 -13,082 14,068 986 446,422  566,358 -19,937 546,422
    Europe 50 short Deutsche Bank 693.89 21.563 21.527 10/20/14 21.545 -14,950 14,938 -12 446,409  551,409 -4,999 546,409
    Nordic 30 Volvo 1,486.49 9.334 8.249 9/15/14 8.791 -13,068 12,262 -806 445,603  538,341 7,262 545,603
    DJ Global Titans Samsung Electronics 883.10 18.745 14.028 10/27/14 16.387 -14,471 12,388 -2,083 443,520  523,870 19,651 543,520
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy HSI Kunlun Energy 13,591.08 1.036   1/12/15 0.825 14,079        537,949 5,572  
    Europe 50 long Novartis 227.39 61.916   8/24/15 69.088 14,079        552,028 -8,507  
    Nordic 30 Pandora 206.58 68.154   6/01/15 91.032 14,079        566,107 -22,587  
    DJ Global Titans Apple 642.90 21.899   12/15/14 21.746 14,079        580,186 -36,666  
11/17/14 Sell DAX short Deutsche Lufthansa 1,179.80 13.145 11.015 10/06/14 12.080 -14,252 12,996 -1,256 442,264  565,934 -23,670 542,264
    BEL 20 Galapagos 1,302.92 12.800 9.430 10/13/14 11.115 -14,482 12,287 -2,195 440,068  551,452 -11,384 540,068
    OMXC 20 long Pandora 213.05 66.322   11/03/14 66.679 -14,206 14,130 -76 439,992  537,246 2,746 539,992
    FT 30 short Tesco 28.87 306.530 691.926 6/09/14 460.539 -13,296 19,976 6,680 446,672  523,950 22,722 546,672
  Buy DAX long Merck (EMD) 185.65 76.670   7/06/15 90.640 14,234        538,184 8,488  
    BEL 20 Proximus 466.69 30.500   11/24/14 30.740 14,234        552,418 -5,746  
    OMXC 20 short FLSmidth 428.98 33.181   11/24/14 35.297 14,234        566,652 -19,980  
    FT 30 long Man Group 83.96 169.534   12/15/14 177.040 14,234        580,886 -34,214  
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 804.01 17.528   11/03/14 17.669 -14,206 14,093 -113 446,559  566,680 -20,121 546,559
    BEL 20 Proximus 466.69 30.740   11/17/14 30.500 -14,234 14,346 112 446,671  552,446 -5,775 546,671
    OMXC 20 short FLSmidth 428.98 35.297 31.065 11/17/14 33.181 -14,234 13,326 -908 445,763  538,212 7,551 545,763
  Buy HSI-Fin HSBC 1,730.80 7.992   1/26/15 8.332 13,832        552,044 -6,281  
    BEL 20 Galapagos 1,072.25 12.900   12/01/14 13.020 13,832        565,876 -20,113  
    OMXC 20 long Pandora 205.81 67.207   8/17/15 107.440 13,832        579,708 -33,945  
12/01/14 Sell BEL 20 short Galapagos 1,072.25 13.020 12.780 11/24/14 12.900 -13,832 13,703 -129 445,635  565,876 -20,241 545,635
  Buy   long Proximus 415.50 31.610   12/15/14 29.550 13,134        579,010 -33,375  
12/08/14 Sell Kospi 50 short Hyundai Heavy 178.88 94.176 72.978 10/20/14 83.577 -14,950 13,054 -1,896 443,739  564,060 -20,321 543,739
  Buy   long Amorepacific Group 157.78 82.934   7/06/15 157.893 13,085        577,145 -33,406  
12/15/14 Sell BEL 20 long Proximus 415.50 29.550   12/01/14 31.610 -13,134 12,278 -856 442,883  564,011 -21,128 542,883
    MerVal Edenor 36,158.98 0.569   2/24/14 0.315 -11,372 20,560 9,188 452,071  552,639 -568 552,071
    FT 30 Man Group 83.96 177.040   11/17/14 169.534 -14,234 14,864 630 452,701  538,405 14,296 552,701
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 642.90 21.746   11/10/14 21.899 -14,079 13,980 -98 452,602  524,326 28,277 552,602
  Buy BEL 20 short Umicore 931.73 15.585   1/19/15 16.578 14,521        538,847 13,756  
    FT 30 Tesco 55.32 262.480   12/22/14 292.250 14,520        553,367 -765  
    DJ Global Titans Gazprom 4,351.51 3.337   3/02/15 4.494 14,521        567,888 -15,286  
12/22/14 Sell TecDAX short SMA Solar 223.48 14.800 46.789 5/21/12 26.315 -5,881 10,456 4,576 457,178  562,007 -4,829 557,178
    FT 30 Tesco 55.32 292.250 232.709 12/15/14 262.480 -14,520 12,873 -1,647 455,531  547,487 8,044 555,531
  Buy   long Man Group 70.22 200.637   1/05/15 211.401 14,089        561,576 -6,045  
12/29/14 Sell France short CGG 44.00 160.352 445.565 7/21/14 267.296 -11,761 19,605 7,844 463,375  549,815 13,560 563,375
    SDAX WCM 8,313.38 1.381 1.852 6/09/14 1.599 -13,296 15,393 2,097 465,472  536,519 28,953 565,472
  Buy France long Adocia 311.53 47.700   6/08/15 66.230 14,860        551,379 14,093  
    SDAX Patrizia Immobilien 1,208.13 12.300   1/19/15 14.055 14,860        566,239 -767  
    BAX KUKA 250.72 59.270   7/27/15 74.330 14,860        581,099 -15,627  
1/05/15 Sell FT 30 long Man Group 70.22 211.401   12/22/14 200.637 -14,089 14,845 756 466,228  567,010 -782 566,228
    Topix (FRA) short Aeon 1,664.50 8.291 7.411 9/15/14 7.851 -13,068 12,336 -732 465,495  553,942 11,553 565,495
  Buy FT 30 Tesco 49.07 294.006   1/19/15 365.061 14,427        568,369 -2,874  
    Topix (FRA) long Oriental Land 300.99 47.929   2/02/15 54.216 14,426        582,795 -17,300  
1/12/15 Sell Germany short SolarWorld 839.40 12.350 18.219 7/28/14 15.000 -12,591 15,293 2,702 468,197  570,204 -2,007 568,197
    HSI Kunlun Energy 13,591.08 0.825 1.300 11/10/14 1.036 -14,079 17,674 3,595 471,792  556,125 15,667 571,792
    HDAX Südzucker 937.40 11.160 15.190 8/04/14 13.020 -12,205 14,239 2,034 473,826  543,920 29,906 573,826
  Buy Germany long Ströer Media 613.16 24.615   6/15/15 40.315 15,093        559,013 14,813  
    HSI China Life Ins HK 4,554.18 3.314   7/13/15 3.728 15,093        574,106 -280  
    HDAX Ströer Media 613.16 24.615   8/24/15 47.670 15,093        589,199 -15,373  
1/19/15 Sell SDAX long Patrizia Immobilien 1,208.13 14.055   12/29/14 12.300 -14,860 16,980 2,120 475,946  574,339 1,608 575,946
    ISEQ 20 short C&C Group 1,453.13 3.322 6.042 4/14/14 4.480 -6,510 8,779 2,269 478,216  567,829 10,387 578,216
      Flutter 121.48 66.350 40.830 4/14/14 53.590 -6,510 4,960 -1,550 476,666  561,319 15,347 576,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BEL 20 Umicore 931.73 16.578 14.593 12/15/14 15.585 -14,521 13,596 -925 475,741  546,798 28,943 575,741
    FT 30 Tesco 49.07 365.061 222.950 1/05/15 294.006 -14,427 10,940 -3,487 472,254  532,371 39,883 572,254
    CAC Mid 60 CGG 35.68 153.600 767.553 6/23/14 343.360 -12,251 27,386 15,135 487,389  520,120 67,270 587,389
  Buy SDAX SGL Carbon 1,161.53 14.090   1/26/15 15.480 16,366        536,486 50,904  
    ISEQ 20 long Glanbia 590.83 13.850   6/08/15 17.420 8,183        544,669 42,721  
      Ryanair 841.01 9.730   6/08/15 11.660 8,183        552,852 34,538  
    BEL 20 bpost 715.92 22.860   9/28/15 21.000 16,366        569,218 18,172  
    FT 30 Man Group 77.99 209.841   6/08/15 231.072 16,366        585,583 1,806  
    CAC Mid 60 Adocia 258.96 63.200   6/08/15 66.230 16,366        601,949 -14,560  
1/26/15 Sell SDAX short SGL Carbon 1,161.53 15.480 12.700 1/19/15 14.090 -16,366 14,751 -1,615 485,775  585,584 191 585,775
    HSI-Fin HSBC 1,730.80 8.332 7.651 11/24/14 7.992 -13,832 13,243 -589 485,186  571,751 13,434 585,186
    OMXH 25 YIT 1,767.84 5.508 9.942 5/19/14 7.400 -13,082 17,576 4,494 489,679  558,669 31,010 589,679
    CAC Next 20 Arkema 173.39 62.720 79.594 6/23/14 70.655 -12,251 13,801 1,550 491,229  546,419 44,811 591,229
    GEX 4SC 454.26 18.284 44.930 4/14/14 28.662 -13,020 20,410 7,390 498,619  533,399 65,221 598,619
  Buy SDAX long Patrizia Immobilien 1,110.03 14.950   6/29/15 22.015 16,595        549,994 48,626  
    HSI-Fin China Life Ins HK 4,442.27 3.736   8/03/15 3.251 16,595        566,589 32,031  
    OMXH 25 Neste Oil 2,053.84 8.080   5/11/15 7.640 16,595        583,184 15,436  
    GEX Ströer Media 620.37 26.750   6/01/15 38.770 16,595        599,779 -1,159  
2/02/15 Sell MDAX short Südzucker 906.81 11.245 17.145 7/28/14 13.885 -12,591 15,547 2,956 501,575  587,188 14,388 601,575
    AEX KPN 1,608.94 2.756 4.771 10/15/12 3.626 -5,834 7,676 1,842 503,417  581,354 22,063 603,417
    Topix (FRA) long Oriental Land 300.99 54.216   1/05/15 47.929 -14,426 16,318 1,892 505,309  566,928 38,382 605,309
  Buy MDAX Ströer Media 623.96 25.790   11/16/15 61.450 16,092        583,019 22,290  
    Topix (FRA) short Orix 1,615.99 9.958   2/09/15 10.802 16,092        599,111 6,198  
2/09/15 Sell   short Orix 1,615.99 10.802 9.114 2/02/15 9.958 -16,092 14,728 -1,364 503,945  583,019 20,926 603,945
  Buy MerVal long Aluar 16,664.18 0.937   2/16/15 0.944 15,621        598,640 5,305  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Sony 690.37 22.627   5/18/15 28.471 15,621        614,261 -10,316  
2/16/15 Sell ATX short Raiffeisen Bank Int 664.73 13.795 25.922 8/11/14 18.910 -12,570 17,231 4,661 508,606  601,691 6,915 608,606
    OBX 25 Petroleum Geo-Srvcs 2,055.67 5.700 6.528 8/18/14 6.100 -12,539 13,419 880 509,487  589,152 20,334 609,487
    MerVal long Aluar 16,664.18 0.944   2/09/15 0.937 -15,621 15,733 112 509,598  573,531 36,067 609,598
  Buy ATX Zumtobel 765.16 21.095   9/07/15 23.775 16,141        589,672 19,926  
    OBX 25 Frontline 1,296.63 12.448   2/23/15 11.234 16,141        605,813 3,785  
2/23/15 Sell PSI 20 short Pharol 8,743.56 0.697 3.812 10/06/14 1.630 -14,252 33,330 19,078 528,676  591,561 37,114 628,676
    OBX 25 long Frontline 1,296.63 11.234   2/16/15 12.448 -16,141 14,566 -1,575 527,101  575,420 51,681 627,101
    Indices short PSI 20 2.57 5,494.440 5,581.320 10/06/14 5,537.710 -14,232 14,344 112 527,213  561,189 66,025 627,213
  Buy PSI 20 long Altri 5,730.82 3.024   5/25/15 4.081 17,330        578,519 48,695  
    MerVal Comercial del Plata 70,076.83 0.247   3/02/15 0.261 17,330        595,849 31,365  
    Indices SSE 50 ew 51.51 336.435   7/27/15 382.611 17,330        613,178 14,035  
3/02/15 Sell IBEX 35 short ArcelorMittal 373.68 28.860 37.255 6/16/14 32.790 -12,253 13,922 1,669 528,882  600,925 27,956 628,882
    MerVal long Comercial del Plata 70,076.83 0.261   2/23/15 0.247 -17,330 18,297 967 529,849  583,595 46,253 629,849
    DJ Global Titans short Gazprom 4,351.51 4.494 2.180 12/15/14 3.337 -14,521 9,486 -5,035 524,814  569,074 55,740 624,814
    GCX Energy Recovery 3,881.32 3.076 3.693 5/19/14 3.371 -13,082 14,335 1,253 526,067  555,992 70,075 626,067
  Buy IBEX 35 long Intl. Cons. Airlines 2,202.91 7.900   3/09/15 7.660 17,403        573,395 52,672  
    DJ Global Titans Apple 603.10 28.856   3/30/15 29.169 17,403        590,798 35,269  
    GCX Shimano 125.07 139.151   6/01/15 129.753 17,404        608,202 17,865  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,202.91 7.660   3/02/15 7.900 -17,403 16,874 -529 525,539  590,799 34,740 625,539
  Buy   short Endesa 935.71 17.640   3/23/15 18.130 16,506        607,305 18,234  
    MerVal long Comercial del Plata 59,459.65 0.278   6/29/15 0.285 16,506        623,811 1,728  
3/23/15 Sell IBEX 35 short Endesa 935.71 18.130 17.150 3/09/15 17.640 -16,506 16,047 -458 525,080  607,305 17,775 625,080
    TSX 60 Yamana Gold 2,858.07 3.713 6.196 9/29/14 4.797 -13,709 17,708 3,999 529,079  593,596 35,483 629,079
  Buy IBEX 35 long Intl. Cons. Airlines 2,051.11 8.100   5/11/15 7.890 16,614        610,210 18,869  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    TSX 60 Bausch Health 89.43 185.781   5/11/15 200.704 16,614        626,824 2,255  
3/30/15 Sell DJ Global Titans long Apple 603.10 29.169   3/02/15 28.856 -17,403 17,592 189 529,268  609,421 19,846 629,268
  Buy   short ConocoPhilips 274.62 59.090   4/27/15 61.591 16,227        625,649 3,619  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,892.98 4.822 5.033 10/06/14 4.926 -14,252 14,560 308 529,575  611,397 18,179 629,575
    ÖkoDAX (deprecated) SolarWorld 67.37 14.550 772.962 4/29/13 106.050 -7,145 52,074 44,930 574,505  604,252 70,253 674,505
  Buy HSI-C&I long Tencent 894.44 20.815   7/06/15 17.093 18,618        622,870 51,635  
    OBX 25 Frontline 1,360.44 13.685   5/18/15 12.057 18,618        641,488 33,017  
4/27/15 Sell DJ Global Titans short ConocoPhilips 274.62 61.591 56.589 3/30/15 59.090 -16,227 15,540 -687 573,818  625,261 48,557 673,818
  Buy   long Mitsubishi UFJ 2,783.23 6.489   6/08/15 6.373 18,059        643,320 30,498  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 2,051.11 7.890   3/23/15 8.100 -16,614 16,183 -431 573,388  626,706 46,682 673,388
    OMXH 25 Neste Oil 2,053.84 7.640   1/26/15 8.080 -16,595 15,691 -904 572,484  610,111 62,373 672,484
    TSX 60 Bausch Health 89.43 200.704   3/23/15 185.781 -16,614 17,949 1,335 573,818  593,496 80,322 673,818
  Buy IBEX 35 short Obrascón Huarte Lain 985.01 19.140   4/25/16 5.840 18,853        612,350 61,469  
    OMXH 25 Outokumpu 3,601.34 5.235   1/04/16 2.584 18,853        631,203 42,616  
    TSX 60 Cenovus Energy 1,215.85 15.506   3/21/16 12.064 18,853        650,056 23,763  
5/18/15 Sell OBX 25 long Frontline 1,360.44 12.057   4/13/15 13.685 -18,618 16,403 -2,215 571,603  631,438 40,165 671,603
    Topix (FRA) Sony 690.37 28.471   2/09/15 22.627 -15,621 19,656 4,035 575,638  615,817 59,821 675,638
  Buy OBX 25 short REC Silicon 8,686.98 2.117   6/01/15 1.852 18,386        634,202 41,435  
    Topix (FRA) Toshiba 614.30 29.930   5/25/15 30.510 18,386        652,588 23,049  
5/25/15 Sell PSI 20 long Altri 5,730.82 4.081   2/23/15 3.024 -17,330 23,387 6,057 581,695  635,258 46,436 681,695
    Topix (FRA) short Toshiba 614.30 30.510 29.350 5/18/15 29.930 -18,386 18,030 -356 581,339  616,872 64,466 681,339
  Buy PSI 20 Pharol 36,558.82 0.510   11/23/15 0.369 18,645        635,517 45,821  
    Topix (FRA) long Sony 654.21 28.500   6/01/15 28.394 18,645        654,162 27,176  
6/01/15 Sell OBX 25 short REC Silicon 8,686.98 1.852 2.418 5/18/15 2.117 -18,386 21,008 2,622 583,960  635,776 48,184 683,960
    Nordic 30 long Pandora 206.58 91.032   11/10/14 68.154 -14,079 18,805 4,726 588,687  621,697 66,989 688,687
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Sony 654.21 28.394   5/25/15 28.500 -18,645 18,576 -69 588,617  603,052 85,565 688,617
    GEX Ströer Media 620.37 38.770   1/26/15 26.750 -16,595 24,052 7,457 596,074  586,457 109,617 696,074
    GCX Shimano 125.07 129.753   3/02/15 139.151 -17,404 16,228 -1,175 594,899  569,054 125,845 694,899
  Buy TecDAX short Aixtron 2,973.62 6.900   4/25/16 4.108 20,518        589,572 105,327  
    OBX 25 long Frontline 1,644.64 12.476   6/08/15 12.298 20,518        610,090 84,809  
    Nordic 30 short Fortum 1,184.64 17.320   11/30/15 13.820 20,518        630,608 64,291  
    Topix (FRA) Toshiba 629.19 32.610   11/16/15 22.410 20,518        651,126 43,773  
    GCX REC Silicon 11,076.44 1.852   10/05/20 0.464 20,518        671,644 23,255  
6/08/15 Sell S&P 100 long Gilead Sciences 163.21 100.700   10/27/14 88.668 -14,471 16,435 1,964 596,862  657,172 39,690 696,862
    France Adocia 311.53 66.230   12/29/14 47.700 -14,860 20,633 5,773 602,635  642,312 60,323 702,635
    ISEQ 20 Glanbia 590.83 17.420   1/19/15 13.850 -8,183 10,292 2,109 604,744  634,129 70,615 704,744
      Ryanair 841.01 11.660   1/19/15 9.730 -8,183 9,806 1,623 606,368  625,946 80,421 706,368
    OBX 25 Frontline 1,644.64 12.298   6/01/15 12.476 -20,518 20,226 -292 606,075  605,428 100,647 706,075
    OMXS 30 Boliden 541.51 18.209   11/03/14 13.117 -7,103 9,860 2,757 608,833  598,325 110,507 708,833
      Electrolux 316.32 27.196   11/03/14 22.455 -7,103 8,602 1,499 610,332  591,222 119,110 710,332
    FT 30 Man Group 77.99 231.072   1/19/15 209.841 -16,366 18,021 1,656 611,988  574,856 137,131 711,988
    CAC Mid 60 Adocia 258.96 66.230   1/19/15 63.200 -16,366 17,151 785 612,772  558,490 154,282 712,772
    DJ Global Titans Mitsubishi UFJ 2,783.23 6.373   4/27/15 6.489 -18,059 17,737 -322 612,451  540,431 172,019 712,451
  Buy S&P 100 short Norfolk Southern 274.17 80.648   6/15/15 80.979 22,111        562,543 149,908  
    France Solocal 31.57 700.450   11/23/15 390.360 22,113        584,656 127,795  
    ISEQ 20 FBD 1,192.10 9.274   8/10/15 7.120 11,056        595,711 116,739  
    OBX 25 DNO International 17,355.57 1.274   12/21/15 0.607 22,111        617,822 94,628  
    OMXS 30 SSAB 2,159.28 5.120   10/26/15 3.388 11,056        628,878 83,573  
      Telia Company 2,102.33 5.259   10/26/15 4.765 11,056        639,933 72,517  
    FT 30 Tate & Lyle 29.34 753.704   12/28/15 807.108 22,114        662,047 50,404  
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 BHP 1,162.53 19.020   7/13/15 17.787 22,111        684,158 28,293  
6/15/15 Sell S&P 100 short Norfolk Southern 274.17 80.979 80.318 6/08/15 80.648 -22,111 22,021 -91 612,360  662,047 50,313 712,360
    Germany long Ströer Media 613.16 40.315   1/12/15 24.615 -15,093 24,720 9,627 621,987  646,954 75,033 721,987
  Buy S&P 100 Starbucks 430.06 46.330   7/06/15 49.123 19,925        666,879 55,108  
6/29/15 Sell SDAX long Patrizia Immobilien 1,110.03 22.015   1/26/15 14.950 -16,595 24,437 7,842 629,829  650,284 79,546 729,829
    MerVal Comercial del Plata 59,459.65 0.285   3/09/15 0.278 -16,506 16,940 434 630,263  633,778 96,486 730,263
7/06/15 Sell S&P 100 long Starbucks 430.06 49.123   6/15/15 46.330 -19,925 21,126 1,201 631,464  613,853 117,611 731,464
    Kospi 50 Amorepacific Group 157.78 157.893   12/08/14 82.934 -13,085 24,912 11,827 643,291  600,768 142,524 743,291
    DAX Merck (EMD) 185.65 90.640   11/17/14 76.670 -14,234 16,827 2,594 645,885  586,534 159,351 745,885
    HSI-C&I Tencent 894.44 17.093   4/13/15 20.815 -18,618 15,289 -3,329 642,555  567,916 174,639 742,555
  Buy S&P 100 short Norfolk Southern 291.56 78.643   7/13/15 78.579 22,929        590,845 151,710  
    CAC 40 ArcelorMittal 908.80 25.230   3/27/17 22.800 22,929        613,774 128,781  
    DAX RWE 1,191.74 19.240   7/13/15 20.205 22,929        636,703 105,852  
    HSI-C&I Sands China 6,776.51 3.384   5/09/16 3.084 22,929        659,632 82,923  
7/13/15 Sell S&P 100 short Norfolk Southern 291.56 78.579 78.708 7/06/15 78.643 -22,929 22,948 19 642,574  636,703 105,871 742,574
    HSI long China Life Ins HK 4,554.18 3.728   1/12/15 3.314 -15,093 16,980 1,887 644,461  621,610 122,851 744,461
    DAX short RWE 1,191.74 20.205 18.275 7/06/15 19.240 -22,929 21,779 -1,150 643,311  598,681 144,630 743,311
    DJ Global Titans BHP 1,162.53 17.787 20.338 6/08/15 19.020 -22,111 23,643 1,532 644,843  576,570 168,273 744,843
  Buy S&P 100 long Amazon.com 1,102.64 20.702   7/27/15 23.987 22,827        599,397 145,447  
    HSI short China Shenhua HK 12,291.08 1.857   4/18/16 1.521 22,827        622,224 122,620  
    DAX long Fresenius 372.62 61.260   7/27/15 61.200 22,827        645,050 99,793  
    DJ Global Titans Mitsubishi UFJ 3,634.06 6.281   7/27/15 6.435 22,827        667,877 76,966  
7/20/15 Sell DJTA long Avis Budget 494.16 38.916   9/24/12 12.419 -6,137 19,231 13,094 657,937  661,740 96,196 757,937
  Buy   short Avis Budget 548.70 38.916   8/03/15 39.514 21,353        683,093 74,843  
7/27/15 Sell S&P 100 long Amazon.com 1,102.64 23.987   7/13/15 20.702 -22,827 26,449 3,622 661,559  660,266 101,293 761,559
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DAX Fresenius 372.62 61.200   7/13/15 61.260 -22,827 22,804 -22 661,537  637,440 124,097 761,537
    BAX KUKA 250.72 74.330   12/29/14 59.270 -14,860 18,636 3,776 665,313  622,579 142,733 765,313
    Indices SSE 50 ew 51.51 382.611   2/23/15 336.435 -17,330 19,708 2,379 667,691  605,250 162,441 767,691
    DJ Global Titans Mitsubishi UFJ 3,634.06 6.435   7/13/15 6.281 -22,827 23,386 559 668,250  582,423 185,827 768,250
  Buy S&P 100 short ConocoPhilips 522.41 45.655   3/07/16 37.595 23,851        606,274 161,976  
    DAX RWE 1,285.77 18.550   10/19/15 12.230 23,851        630,125 138,125  
    BAX Grammer 908.26 26.260   11/09/15 23.675 23,851        653,975 114,274  
    Indices RTX 22.64 1,053.370   6/06/16 1,104.740 23,848        677,824 90,426  
    DJ Global Titans ConocoPhilips 522.41 45.655   8/03/15 45.385 23,851        701,675 66,575  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 3,913.44 7.097   7/07/14 2.976 -11,646 27,773 16,127 684,377  690,029 94,348 784,377
    HSI-Fin China Life Ins HK 4,442.27 3.251   1/26/15 3.736 -16,595 14,440 -2,155 682,222  673,434 108,788 782,222
    DJTA short Avis Budget 548.70 39.514 38.317 7/20/15 38.916 -21,353 21,024 -329 681,893  652,081 129,812 781,893
    DJ Global Titans ConocoPhilips 522.41 45.385 45.927 7/27/15 45.655 -23,851 23,993 142 682,035  628,230 153,805 782,035
  Buy SSE 50 China Northern Rare 11,240.51 2.081   1/04/16 1.789 23,396        651,626 130,409  
    HSI-Fin ICBC 37,409.66 0.625   1/04/16 0.538 23,396        675,022 107,013  
    DJTA long JetBlue Airways 1,086.29 21.538   8/24/15 18.277 23,396        698,418 83,617  
    SMI UBS 1,108.70 21.102   8/17/15 20.081 23,396        721,814 60,221  
    SLI Vifor Pharma 220.36 106.171   8/24/15 107.513 23,396        745,210 36,826  
    DJ Global Titans Mitsubishi UFJ 3,607.27 6.486   8/24/15 5.389 23,396        768,606 13,430  
8/10/15 Sell ISEQ 20 short FBD 1,192.10 7.120 12.080 6/08/15 9.274 -11,056 14,400 3,345 685,380  757,550 27,830 785,380
  Buy   long Kingspan 447.30 22.725   8/17/15 22.815 10,165        767,715 17,665  
      Ryanair 795.38 12.780   8/17/15 12.705 10,165        777,880 7,500  
8/17/15 Sell ASX 50 long James Hardie Ind 721.64 12.058   1/30/12 5.763 -4,159 8,702 4,543 689,922  773,721 16,201 789,922
    ISEQ 20 Kingspan 447.30 22.815   8/10/15 22.725 -10,165 10,205 40 689,963  763,556 26,407 789,963
      Ryanair 795.38 12.705   8/10/15 12.780 -10,165 10,105 -60 689,903  753,391 36,512 789,903
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Pandora 205.81 107.440   11/24/14 67.207 -13,832 22,112 8,280 698,183  739,559 58,624 798,183
    SMI UBS 1,108.70 20.081   8/03/15 21.102 -23,396 22,264 -1,132 697,051  716,163 80,888 797,051
    Nikkei (FRA) Fujitsu 106.13 44.550   6/30/14 54.990 -5,836 4,728 -1,108 695,943  710,327 85,616 795,943
      MinebeaMitsumi 709.63 12.573   6/30/14 8.224 -5,836 8,922 3,086 699,029  704,491 94,538 799,029
  Buy ASX 50 short Santos 5,610.56 3.982   11/23/15 2.708 22,339        726,830 72,199  
    ISEQ 20 FBD 1,618.77 6.900   11/30/15 6.852 11,170        738,000 61,030  
    OMXC 20 GN Store Nord 179.43 124.500   10/05/15 126.375 22,339        760,339 38,691  
    Nikkei (FRA) Sharp 870.58 12.830   11/23/15 10.210 11,170        771,508 27,521  
      IHI 369.97 30.190   11/23/15 25.250 11,169        782,678 16,352  
8/24/15 Sell DJIA long Visa 133.73 58.880   12/19/11 18.897 -2,527 7,874 5,347 704,377  780,151 24,226 804,377
    Nasdaq 100 Regeneron 38.22 434.608   10/10/11 49.346 -1,886 16,611 14,725 719,101  778,265 40,837 819,101
    Euro 50 ASML 54.72 74.790   1/09/12 32.400 -1,773 4,093 2,320 721,421  776,492 44,929 821,421
      AB InBev 37.33 91.280   1/09/12 47.495 -1,773 3,407 1,634 723,055  774,719 48,337 823,055
    HDAX Ströer Media 613.16 47.670   1/12/15 24.615 -15,093 29,229 14,136 737,192  759,626 77,566 837,192
    FTSE Ashtead 13.88 1,199.890   7/30/12 333.248 -4,625 16,654 12,029 749,221  755,000 94,220 849,221
    HSI-Prop CK Hutchison 458.52 10.950   7/28/14 13.730 -6,295 5,021 -1,275 747,946  748,705 99,241 847,946
      Sino Land 5,028.35 1.200   7/28/14 1.252 -6,295 6,034 -261 747,685  742,409 105,275 847,685
    Europe 50 Novartis 227.39 69.088   11/10/14 61.916 -14,079 15,710 1,631 749,315  728,330 120,985 849,315
    DJTA JetBlue Airways 1,086.29 18.277   8/03/15 21.538 -23,396 19,854 -3,542 745,774  704,934 140,840 845,774
    SLI Vifor Pharma 220.36 107.513   8/03/15 106.171 -23,396 23,692 296 746,070  681,538 164,531 846,070
    Nikkei (TYO) MinebeaMitsumi 1,381.16 10.589   10/27/14 10.477 -14,471 14,626 155 746,224  667,067 179,157 846,224
    DJ Global Titans Mitsubishi UFJ 3,607.27 5.389   8/03/15 6.486 -23,396 19,440 -3,956 742,268  643,671 198,597 842,268
    SP Global 100 Apple 648.75 22.212   11/03/14 21.898 -14,206 14,410 204 742,472  629,465 213,007 842,472
  Buy DJIA short Chevron 424.77 62.119   5/30/16 91.551 26,386        655,852 186,620  
    Nasdaq 100 Micron Technology 2,121.47 12.438   8/31/15 14.635 26,386        682,238 160,234  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Euro 50 E.on 1,516.44 8.700   10/26/15 8.993 13,193        695,431 147,041  
      Banco Santander 2,532.25 5.210   10/26/15 5.230 13,193        708,624 133,848  
    HDAX RWE 1,995.92 13.220   11/23/15 10.895 26,386        735,010 107,462  
    FTSE Glencore 140.81 187.390   5/09/16 167.806 26,386        761,396 81,076  
    HSI-Prop Hang Lung 6,863.49 1.922   6/06/16 1.737 13,193        774,589 67,883  
      The Wharf 7,540.58 1.750   6/06/16 1.945 13,193        787,782 54,690  
    DJCA Chevron 424.77 62.119   8/31/15 72.229 26,386        814,168 28,304  
    Europe 50 Rio Tinto 9.01 2,927.710   10/26/15 3,453.900 26,379        840,547 1,925  
    DJTA Norfolk Southern 409.88 64.376   8/31/15 69.482 26,386        866,933 -24,461  
    SLI Aryzta 2,815.20 9.373   1/09/17 8.993 26,386        893,319 -50,847  
    CAC Next 20 Casino Guichard 468.83 56.280   1/30/17 49.780 26,386        919,705 -77,233  
    Nikkei (TYO) IHI 1,019.10 25.892   8/08/16 25.014 26,386        946,091 -103,619  
    DJ Global Titans ConocoPhilips 713.58 36.977   3/21/16 37.886 26,386        972,477 -130,005  
    SP Global 100 RWE 1,995.92 13.220   9/12/16 14.645 26,386        998,863 -156,391  
8/31/15 Sell Nasdaq 100 short Micron Technology 2,121.47 14.635 10.240 8/24/15 12.438 -26,386 21,725 -4,661 737,811  972,477 -134,666 837,811
    DJCA Chevron 424.77 72.229 52.009 8/24/15 62.119 -26,386 22,092 -4,294 733,517  946,091 -112,574 833,517
    DJTA Norfolk Southern 409.88 69.482 59.269 8/24/15 64.376 -26,386 24,293 -2,093 731,424  919,705 -88,281 831,424
  Buy Nasdaq 100 long Netflix 181.11 102.576   9/07/15 88.434 18,578        938,282 -106,859  
    DJCA JetBlue Airways 933.31 19.906   3/16/20 9.506 18,578        956,860 -125,437  
    DJUA short CenterPoint Energy 559.39 16.606   12/07/15 15.137 9,289        966,149 -134,726  
      FirstEnergy 325.90 28.503   12/07/15 29.960 9,289        975,438 -144,015  
    DJTA long JetBlue Airways 933.31 19.906   1/04/16 20.201 18,578        994,016 -162,593  
9/07/15 Sell Nasdaq 100 long Netflix 181.11 88.434   8/31/15 102.576 -18,578 16,016 -2,561 728,862  975,439 -146,576 828,862
    ATX Zumtobel 765.16 23.775   2/16/15 21.095 -16,141 18,192 2,051 730,913  959,298 -128,385 830,913
  Buy Nasdaq 100 short Micron Technology 1,165.75 15.066   10/19/15 16.912 17,563        976,861 -145,948  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ATX Vienna Insurance 644.75 27.240   3/28/16 18.660 17,563        994,424 -163,511  
9/14/15 Sell RTX short RusHydro 4,094.64 0.774 3.647 3/11/13 1.680 -6,879 14,931 8,052 738,965  987,545 -148,579 838,965
  Buy USA long JetBlue Airways 742.09 23.257   9/21/15 23.986 17,259        1,004,804 -165,839  
9/21/15 Sell   long JetBlue Airways 742.09 23.986   9/14/15 23.257 -17,259 17,800 540 739,506  987,545 -148,039 839,506
  Buy   short Wynn Resorts 290.61 59.482   10/05/15 57.973 17,286        1,004,831 -165,325  
    MIB Saipem 35.69 484.286   12/26/16 244.286 17,284        1,022,115 -182,609  
    RTX Mobile TeleSystems 2,726.50 6.340   9/28/15 6.096 17,286        1,039,401 -199,895  
9/28/15 Sell   short Mobile TeleSystems 2,726.50 6.096 6.594 9/21/15 6.340 -17,286 17,978 692 740,198  1,022,115 -181,917 840,198
    BEL 20 long bpost 715.92 21.000   1/19/15 22.860 -16,366 15,034 -1,332 738,866  1,005,749 -166,883 838,866
  Buy RTX Severstal 1,791.32 9.378   11/02/15 10.465 16,799        1,022,548 -183,682  
    BEL 20 short Solvay 187.68 89.510   3/28/16 85.670 16,799        1,039,347 -200,481  
10/05/15 Sell USA short Wynn Resorts 290.61 57.973 61.030 9/21/15 59.482 -17,286 17,736 450 739,316  1,022,061 -182,745 839,316
    OMXC 20 GN Store Nord 179.43 126.375 122.625 8/17/15 124.500 -22,339 22,003 -336 738,979  999,722 -160,743 838,979
  Buy USA long Netflix 170.59 99.392   12/14/15 109.790 16,955        1,016,677 -177,698  
    OMXC 20 Genmab 199.32 85.064   11/02/15 91.174 16,955        1,033,632 -194,653  
10/12/15 Buy Kospi 50 long Lotte Chemical 77.27 208.474   4/02/18 330.481 16,109        1,049,741 -210,762  
    MerVal Pampa Energía 19,531.95 0.825   10/19/15 0.927 16,108        1,065,849 -226,870  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,165.75 16.912 13.219 9/07/15 15.066 -17,563 15,410 -2,153 736,827  1,048,286 -211,459 836,827
    DAX RWE 1,285.77 12.230 28.136 7/27/15 18.550 -23,851 36,176 12,325 749,152  1,024,435 -175,283 849,152
    MerVal long Pampa Energía 19,531.95 0.927   10/12/15 0.825 -16,108 18,096 1,988 751,140  1,008,327 -157,187 851,140
  Buy Nasdaq 100 Amazon.com 685.81 25.296   2/08/16 21.802 17,348        1,025,675 -174,535  
    DAX Fresenius 287.65 60.310   12/21/15 63.430 17,348        1,043,023 -191,883  
    MerVal short YPF 771.73 22.479   10/26/15 25.738 17,348        1,060,371 -209,231  
10/26/15 Sell Euro 50 short E.on 1,516.44 8.993 8.407 8/24/15 8.700 -13,193 12,749 -444 750,697  1,047,178 -196,482 850,697
      Banco Santander 2,532.25 5.230 5.190 8/24/15 5.210 -13,193 13,142 -51 750,646  1,033,985 -183,339 850,646
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 SSAB 2,159.28 3.388 7.737 6/08/15 5.120 -11,056 16,707 5,652 756,298  1,022,930 -166,632 856,298
      Telia Company 2,102.33 4.765 5.804 6/08/15 5.259 -11,056 12,201 1,146 757,443  1,011,874 -154,431 857,443
    Europe 50 Rio Tinto 9.01 3,453.900 2,401.510 8/24/15 2,927.710 -26,379 21,638 -4,741 752,702  985,495 -132,793 852,702
    MerVal YPF 771.73 25.738 19.221 10/19/15 22.479 -17,348 14,833 -2,515 750,187  968,147 -117,960 850,187
  Buy Euro 50 long Fresenius 142.67 64.150   1/11/16 59.420 9,152        977,300 -127,112  
      Inditex 272.31 33.610   1/11/16 29.430 9,152        986,452 -136,265  
    OMXS 30 Boliden 524.17 17.461   11/02/15 17.505 9,152        995,604 -145,417  
      Svenska Cellulosa B 1,756.14 5.212   11/02/15 5.468 9,152        1,004,757 -154,570  
    Europe 50 SAP 261.02 70.130   12/14/15 69.400 18,305        1,023,062 -172,875  
    MerVal Pampa Energía 15,928.47 1.149   3/07/16 0.728 18,305        1,041,367 -191,180  
11/02/15 Sell RTX long Severstal 1,791.32 10.465   9/28/15 9.378 -16,799 18,746 1,947 752,135  1,024,568 -172,434 852,135
    OMXC 20 Genmab 199.32 91.174   10/05/15 85.064 -16,955 18,173 1,218 753,352  1,007,613 -154,261 853,352
    OMXS 30 Boliden 524.17 17.505   10/26/15 17.461 -9,152 9,175 23 753,375  998,461 -145,086 853,375
      Svenska Cellulosa B 1,756.14 5.468   10/26/15 5.212 -9,152 9,602 449 753,825  989,309 -135,484 853,825
  Buy RTX short Mobile TeleSystems 2,886.67 6.221   4/25/16 7.952 17,958        1,007,266 -153,442  
    OMXS 30 SSAB 2,658.48 3.378   12/14/15 2.601 8,979        1,016,245 -162,421  
      SKF A 558.80 16.068   12/14/15 14.663 8,979        1,025,224 -171,400  
11/09/15 Sell BAX short Grammer 908.26 23.675 29.127 7/27/15 26.260 -23,851 26,455 2,604 756,429  1,001,374 -144,945 856,429
  Buy   long Adva 1,751.55 10.155   11/16/15 10.530 17,787        1,019,161 -162,732  
11/16/15 Sell MDAX long Ströer Media 623.96 61.450   2/02/15 25.790 -16,092 38,342 22,250 778,679  1,003,069 -124,389 878,679
    BSE Sensex 30 Hindustan Unilever 686.17 11.144   1/30/12 6.061 -4,159 7,646 3,487 782,167  998,910 -116,743 882,167
    Topix (FRA) short Toshiba 629.19 22.410 47.453 6/01/15 32.610 -20,518 29,857 9,339 791,505  978,392 -86,886 891,505
    BAX long Adva 1,751.55 10.530   11/09/15 10.155 -17,787 18,444 657 792,162  960,605 -68,442 892,162
  Buy MDAX short Leoni 592.92 34.730   5/30/16 29.880 20,592        981,197 -89,035  
    BSE Sensex 30 Bharat Heavy 12,188.94 1.689   6/13/16 1.058 20,592        1,001,789 -109,627  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI Holcim 407.68 50.510   1/09/17 49.995 20,592        1,022,381 -130,218  
    Topix (FRA) long Ono Pharmaceutical 754.23 27.302   12/14/15 30.520 20,592        1,042,973 -150,810  
    BAX short Leoni 592.92 34.730   11/23/15 36.045 20,592        1,063,565 -171,402  
11/23/15 Sell France short Solocal 31.57 390.360 1,256.870 6/08/15 700.450 -22,113 39,679 17,566 809,728  1,041,452 -131,723 909,728
    ASX 50 Santos 5,610.56 2.708 5.854 8/17/15 3.982 -22,339 32,843 10,504 820,233  1,019,113 -98,880 920,233
    HDAX RWE 1,995.92 10.895 16.041 8/24/15 13.220 -26,386 32,017 5,631 825,863  992,726 -66,863 925,863
    PSI 20 Pharol 36,558.82 0.369 0.705 5/25/15 0.510 -18,645 25,770 7,125 832,989  974,081 -41,093 932,989
    Nikkei (FRA) Sharp 870.58 10.210 16.122 8/17/15 12.830 -11,170 14,036 2,866 835,855  962,912 -27,057 935,855
      IHI 369.97 25.250 36.097 8/17/15 30.190 -11,169 13,355 2,185 838,040  951,743 -13,702 938,040
    BAX Leoni 592.92 36.045 33.415 11/16/15 34.730 -20,592 19,812 -780 837,260  931,150 6,110 937,260
  Buy France long Ubisoft 879.84 26.805   1/11/16 24.260 23,584        954,735 -17,474  
    HDAX SMA Solar 493.65 47.775   1/18/16 41.200 23,584        978,319 -41,058  
    PSI 20 Altri 4,617.98 5.107   12/07/15 5.008 23,584        1,001,903 -64,642  
    OMXC 20 Genmab 207.97 113.399   2/08/16 88.896 23,584        1,025,486 -88,226  
    Nikkei (FRA) Yamaha 470.36 25.070   12/07/15 22.360 11,792        1,037,278 -100,018  
    BAX Adva 2,125.64 11.095   12/14/15 9.859 23,584        1,060,862 -123,602  
    GEX Hypoport 298.53 79.000   12/14/15 70.070 23,584        1,084,446 -147,186  
11/30/15 Sell ISEQ 20 short FBD 1,618.77 6.852 6.948 8/17/15 6.900 -11,170 11,248 78 837,339  1,073,277 -135,938 937,339
    Nordic 30 Fortum 1,184.64 13.820 21.706 6/01/15 17.320 -20,518 25,714 5,196 842,535  1,052,759 -110,224 942,535
  Buy Germany long SMA Solar 440.59 47.225   1/11/16 49.315 20,807        1,073,565 -131,030  
    ASX 50 short Origin Energy 5,431.79 3.831   1/04/16 3.253 20,807        1,094,372 -151,837  
    ISEQ 20 long Flutter 86.66 120.050   12/07/15 122.000 10,404        1,104,776 -162,241  
      Dalata Hotel 2,020.10 5.150   12/07/15 5.130 10,404        1,115,179 -172,645  
    Nordic 30 Pandora 185.45 112.200   12/14/15 108.345 20,807        1,135,987 -193,452  
12/07/15 Sell ISEQ 20 long Flutter 86.66 122.000   11/30/15 120.050 -10,404 10,573 169 842,704  1,125,583 -182,879 942,704
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Dalata Hotel 2,020.10 5.130   11/30/15 5.150 -10,404 10,363 -40 842,664  1,115,180 -172,516 942,664
    PSI 20 Altri 4,617.98 5.008   11/23/15 5.107 -23,584 23,127 -457 842,206  1,091,596 -149,390 942,206
    DJUA short CenterPoint Energy 559.39 15.137 18.217 8/31/15 16.606 -9,289 10,190 901 843,108  1,082,307 -139,199 943,108
      FirstEnergy 325.90 29.960 27.045 8/31/15 28.503 -9,289 8,814 -475 842,633  1,073,018 -130,385 942,633
    Nikkei (FRA) long Yamaha 470.36 22.360   11/23/15 25.070 -11,792 10,517 -1,275 841,358  1,061,226 -119,868 941,358
    BSE Sensex 50 Eicher Motors 804.21 22.421   10/24/11 2.335 -1,878 18,031 16,153 857,511  1,059,348 -101,837 957,511
  Buy ISEQ 20 short FBD 1,568.26 6.820   1/04/16 6.603 10,696        1,070,043 -112,532  
    PSI 20 Pharol 75,854.61 0.282   4/25/16 0.141 21,391        1,091,434 -133,923  
    DJUA long NiSource 605.80 17.655   3/16/20 18.760 10,696        1,102,130 -144,619  
      American Water 198.54 53.870   3/16/20 106.441 10,695        1,112,825 -155,314  
    Nikkei (FRA) short OKI Electric 931.66 11.480   3/07/16 12.000 10,695        1,123,521 -166,010  
      Sharp 1,125.84 9.500   3/07/16 13.180 10,695        1,134,216 -176,705  
    BSE Sensex 50 ONGC 10,374.41 2.062   12/21/15 2.125 21,391        1,155,607 -198,096  
12/14/15 Sell USA long Netflix 170.59 109.790   10/05/15 99.392 -16,955 18,729 1,774 859,285  1,138,652 -179,367 959,285
    OMXS 30 short SSAB 2,658.48 2.601 4.386 11/02/15 3.378 -8,979 11,659 2,680 861,965  1,129,673 -167,708 961,965
      SKF A 558.80 14.663 17.608 11/02/15 16.068 -8,979 9,839 860 862,825  1,120,694 -157,869 962,825
    Europe 50 long SAP 261.02 69.400   10/26/15 70.130 -18,305 18,115 -191 862,634  1,102,389 -139,754 962,634
    Nordic 30 Pandora 185.45 108.345   11/30/15 112.200 -20,807 20,093 -715 861,919  1,081,581 -119,662 961,919
    Topix (FRA) Ono Pharmaceutical 754.23 30.520   11/16/15 27.302 -20,592 23,019 2,427 864,346  1,060,989 -96,643 964,346
    BAX Adva 2,125.64 9.859   11/23/15 11.095 -23,584 20,957 -2,627 861,719  1,037,405 -75,686 961,719
    GEX Hypoport 298.53 70.070   11/23/15 79.000 -23,584 20,918 -2,666 859,053  1,013,821 -54,768 959,053
  Buy OMXS 30 Securitas 843.69 13.398   12/21/15 13.632 11,304        1,025,125 -66,071  
      Swedish Match 3,646.29 3.100   12/21/15 3.142 11,304        1,036,428 -77,375  
    Europe 50 short Rio Tinto 8.88 2,545.100   12/28/15 2,721.790 22,600        1,059,029 -99,975  
    Nordic 30 Møller-Mærsk B 18.44 1,226.160   4/25/16 1,254.850 22,610        1,081,639 -122,586  
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 1,040.84 21.720   12/21/15 19.300 22,607        1,104,246 -145,193  
    BAX Leoni 680.22 33.235   7/04/16 24.990 22,607        1,126,853 -167,800  
    GEX Manz 556.00 40.660   5/09/16 36.225 22,607        1,149,460 -190,407  
12/21/15 Sell DAX long Fresenius 287.65 63.430   10/19/15 60.310 -17,348 18,246 897 859,951  1,132,112 -172,161 959,951
    OBX 25 short DNO International 17,355.57 0.607 2.673 6/08/15 1.274 -22,111 46,385 24,274 884,224  1,110,001 -125,777 984,224
    OMXS 30 long Securitas 843.69 13.632   12/14/15 13.398 -11,304 11,501 197 884,422  1,098,698 -114,276 984,422
      Swedish Match 3,646.29 3.142   12/14/15 3.100 -11,304 11,457 154 884,575  1,087,394 -102,819 984,575
    Topix (FRA) short Toshiba 1,040.84 19.300 24.443 12/14/15 21.720 -22,607 25,442 2,835 887,410  1,064,787 -77,377 987,410
    BSE Sensex 50 ONGC 10,374.41 2.125 1.999 12/07/15 2.062 -21,391 20,738 -653 886,757  1,043,396 -56,639 986,757
  Buy DAX RWE 2,040.54 11.395   12/28/15 11.660 23,252        1,066,648 -79,890  
    OBX 25 long Bakkafrost 884.67 26.283   12/28/15 26.311 23,252        1,089,900 -103,142  
    OMXS 30 short SSAB 5,356.86 2.170   12/28/15 2.409 11,626        1,101,526 -114,768  
      SKF A 796.23 14.601   12/28/15 15.095 11,626        1,113,152 -126,394  
    Topix (FRA) long Ono Pharmaceutical 726.99 31.984   1/04/16 32.298 23,252        1,136,404 -149,646  
    CAC Mid 60 Sartorius Stedim 403.86 57.575   12/28/15 57.183 23,252        1,159,656 -172,899  
    BSE Sensex 50 Bajaj Finance 2,864.22 8.118   1/04/16 8.393 23,252        1,182,908 -196,151  
12/28/15 Sell DAX short RWE 2,040.54 11.660 11.130 12/21/15 11.395 -23,252 22,711 -541 886,217  1,159,656 -173,439 986,217
    OBX 25 long Bakkafrost 884.67 26.311   12/21/15 26.283 -23,252 23,276 25 886,241  1,136,404 -150,163 986,241
    OMXS 30 short SSAB 5,356.86 2.409 1.932 12/21/15 2.170 -11,626 10,347 -1,279 884,962  1,124,778 -139,816 984,962
      SKF A 796.23 15.095 14.108 12/21/15 14.601 -11,626 11,233 -393 884,569  1,113,152 -128,583 984,569
    Europe 50 Rio Tinto 8.88 2,721.790 2,368.420 12/14/15 2,545.100 -22,600 21,032 -1,569 883,000  1,090,552 -107,552 983,000
    FT 30 Tate & Lyle 29.34 807.108 700.300 6/08/15 753.704 -22,114 20,547 -1,567 881,433  1,068,438 -87,005 981,433
    CAC Mid 60 long Sartorius Stedim 403.86 57.183   12/21/15 57.575 -23,252 23,094 -158 881,275  1,045,186 -63,911 981,275
  Buy USA Energy Recovery 3,542.81 6.473   1/11/16 5.700 22,934        1,068,120 -86,845  
    DAX Adidas 257.43 89.090   3/07/16 96.970 22,934        1,091,054 -109,779  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Securitas 826.45 13.875   1/04/16 13.705 11,467        1,102,521 -121,246  
      Swedish Match 3,580.08 3.203   1/04/16 3.169 11,467        1,113,988 -132,713  
    Europe 50 SAP 314.77 72.860   1/04/16 70.580 22,934        1,136,922 -155,647  
    FT 30 ITV 61.48 373.033   1/11/16 356.368 22,934        1,159,857 -178,581  
1/04/16 Sell SSE 50 short China Northern Rare 11,240.51 1.789 2.422 8/03/15 2.081 -23,396 27,226 3,830 885,105  1,136,461 -151,356 985,105
    ASX 50 Origin Energy 5,431.79 3.253 4.511 11/30/15 3.831 -20,807 24,500 3,693 888,798  1,115,654 -126,856 988,798
    HSI-Fin ICBC 37,409.66 0.538 0.727 8/03/15 0.625 -23,396 27,178 3,782 892,580  1,092,258 -99,678 992,580
    ISEQ 20 FBD 1,568.26 6.603 7.044 12/07/15 6.820 -10,696 11,047 351 892,931  1,081,562 -88,631 992,931
    OMXH 25 Outokumpu 3,601.34 2.584 10.606 5/11/15 5.235 -18,853 38,195 19,342 912,273  1,062,709 -50,436 1,012,273
    OMXS 30 long Securitas 826.45 13.705   12/28/15 13.875 -11,467 11,327 -140 912,133  1,051,242 -39,109 1,012,133
      Swedish Match 3,580.08 3.169   12/28/15 3.203 -11,467 11,346 -121 912,012  1,039,775 -27,763 1,012,012
    Europe 50 SAP 314.77 70.580   12/28/15 72.860 -22,934 22,216 -718 911,294  1,016,841 -5,546 1,011,294
    DJTA JetBlue Airways 933.31 20.201   8/31/15 19.906 -18,578 18,854 276 911,571  998,263 13,308 1,011,571
    Topix (FRA) Ono Pharmaceutical 726.99 32.298   12/21/15 31.984 -23,252 23,480 228 911,799  975,011 36,788 1,011,799
    BSE Sensex 50 Bajaj Finance 2,864.22 8.393   12/21/15 8.118 -23,252 24,040 788 912,587  951,759 60,828 1,012,587
  Buy SSE 50 Shanghai Pudong 10,670.83 2.515   1/11/16 2.391 26,835        978,594 33,993  
    HSI-Fin Hang Seng Bank 1,575.42 17.034   1/11/16 16.023 26,835        1,005,429 7,158  
    ISEQ 20 Flutter 108.78 123.350   1/18/16 119.900 13,418        1,018,847 -6,260  
      Dalata Hotel 2,493.96 5.380   1/18/16 4.930 13,418        1,032,264 -19,677  
    OMXH 25 Elisa 795.11 33.750   1/11/16 34.422 26,835        1,059,099 -46,512  
    OMXS 30 short SSAB 5,501.46 2.439   4/04/16 3.262 13,418        1,072,517 -59,930  
      SKF A 922.67 14.542   4/04/16 15.448 13,418        1,085,934 -73,348  
    Europe 50 Rio Tinto 10.38 2,585.270   1/25/16 2,112.660 26,835        1,112,769 -100,183  
    DJTA Ryder System 510.81 52.534   2/22/16 53.012 26,835        1,139,604 -127,018  
    Topix (FRA) Toshiba 1,351.21 19.860   8/15/16 25.260 26,835        1,166,440 -153,853  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BSE Sensex 50 Larsen & Toubro 2,312.23 11.606   3/07/16 10.779 26,835        1,193,275 -180,688  
1/11/16 Sell USA long Energy Recovery 3,542.81 5.700   12/28/15 6.473 -22,934 20,195 -2,739 909,848  1,170,341 -160,493 1,009,848
    Euro 50 Fresenius 142.67 59.420   10/26/15 64.150 -9,152 8,477 -675 909,173  1,161,188 -152,015 1,009,173
      Inditex 272.31 29.430   10/26/15 33.610 -9,152 8,014 -1,138 908,035  1,152,036 -144,001 1,008,035
    France Ubisoft 879.84 24.260   11/23/15 26.805 -23,584 21,345 -2,239 905,796  1,128,452 -122,656 1,005,796
    Germany SMA Solar 440.59 49.315   11/30/15 47.225 -20,807 21,728 921 906,716  1,107,645 -100,929 1,006,716
    SSE 50 Shanghai Pudong 10,670.83 2.391   1/04/16 2.515 -26,835 25,512 -1,323 905,393  1,080,810 -75,417 1,005,393
    HSI-Fin Hang Seng Bank 1,575.42 16.023   1/04/16 17.034 -26,835 25,243 -1,592 903,802  1,053,975 -50,173 1,003,802
    OMXH 25 Elisa 795.11 34.422   1/04/16 33.750 -26,835 27,369 534 904,336  1,027,140 -22,804 1,004,336
    FT 30 ITV 61.48 356.368   12/28/15 373.033 -22,934 21,910 -1,025 903,311  1,004,206 -895 1,003,311
    Topix (TYO) Subaru 737.66 33.663   6/11/12 6.048 -4,461 24,832 20,371 923,682  999,745 23,937 1,023,682
  Buy Euro 50 short Volkswagen 111.88 117.050   1/25/16 110.750 13,096        1,012,841 10,841  
      Banco Santander 3,209.56 4.080   1/25/16 3.860 13,095        1,025,936 -2,254  
    France Vallourec 99.32 263.680   4/18/16 148.800 26,189        1,052,124 -28,442  
    SSE 50 Haitong Secs 14,894.22 1.758   6/13/16 1.997 26,190        1,078,314 -54,632  
    ASX 50 Origin Energy 9,566.42 2.738   2/29/16 2.906 26,190        1,104,504 -80,822  
    HSI-Fin China Life Ins HK 10,318.74 2.538   6/06/16 1.986 26,190        1,130,694 -107,012  
    OMXH 25 Outokumpu 10,577.54 2.476   4/25/16 3.996 26,190        1,156,884 -133,202  
    FT 30 Tesco 106.14 246.739   1/25/16 258.955 26,189        1,183,073 -159,391  
    Topix (TYO) Toshiba 1,456.23 17.985   10/31/16 33.076 26,190        1,209,263 -185,581  
1/18/16 Sell HDAX long SMA Solar 493.65 41.200   11/23/15 47.775 -23,584 20,338 -3,246 920,436  1,185,679 -165,243 1,020,436
    ISEQ 20 Flutter 108.78 119.900   1/04/16 123.350 -13,418 13,043 -375 920,061  1,172,261 -152,200 1,020,061
      Dalata Hotel 2,493.96 4.930   1/04/16 5.380 -13,418 12,295 -1,122 918,939  1,158,843 -139,905 1,018,939
    QIX Freenet 433.19 28.325   1/23/12 10.515 -4,555 12,270 7,715 926,654  1,154,288 -127,635 1,026,654
  Buy HDAX short Aixtron 6,810.61 3.300   3/14/16 3.331 22,475        1,176,763 -150,110  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    ISEQ 20 FBD 1,744.95 6.440   5/30/16 6.529 11,237        1,188,001 -161,347  
    QIX BMW 287.77 78.100   2/08/16 69.300 22,475        1,210,476 -183,822  
1/25/16 Sell Euro 50 short Volkswagen 111.88 110.750 123.708 1/11/16 117.050 -13,096 13,840 745 927,399  1,197,380 -169,982 1,027,399
      Banco Santander 3,209.56 3.860 4.313 1/11/16 4.080 -13,095 13,841 746 928,145  1,184,285 -156,140 1,028,145
    Europe 50 Rio Tinto 10.38 2,112.660 3,163.610 1/04/16 2,585.270 -26,835 32,838 6,003 934,148  1,157,450 -123,302 1,034,148
    FT 30 Tesco 106.14 258.955 234.523 1/11/16 246.739 -26,189 24,892 -1,297 932,851  1,131,261 -98,410 1,032,851
  Buy Euro 50 long SAP 160.71 72.680   4/04/16 70.040 11,680        1,142,942 -110,090  
      Vinci 189.53 61.630   4/04/16 65.450 11,681        1,154,622 -121,771  
    Europe 50 SAP 321.42 72.680   3/28/16 70.840 23,361        1,177,983 -145,132  
    FT 30 National Grid 18.80 1,242.520   2/01/16 1,311.560 23,359        1,201,343 -168,491  
2/01/16 Sell   long National Grid 18.80 1,311.560   1/25/16 1,242.520 -23,359 24,657 1,298 934,149  1,177,983 -143,834 1,034,149
  Buy   short NatWest 67.42 330.109   4/18/16 299.798 22,256        1,200,239 -166,090  
2/08/16 Sell Nasdaq 100 long Amazon.com 685.81 21.802   10/19/15 25.296 -17,348 14,952 -2,396 931,753  1,182,891 -151,138 1,031,753
    OMXC 20 Genmab 207.97 88.896   11/23/15 113.399 -23,584 18,488 -5,096 926,657  1,159,308 -132,650 1,026,657
    QIX short BMW 287.77 69.300 88.018 1/18/16 78.100 -22,475 25,329 2,854 929,511  1,136,833 -107,321 1,029,511
  Buy Nasdaq 100 Micron Technology 2,537.53 9.085   3/21/16 10.259 23,054        1,159,887 -130,375  
    QIX long Rational 56.90 405.150   4/11/16 463.700 23,053        1,182,940 -153,428  
2/22/16 Sell DJTA short Ryder System 510.81 53.012 52.057 1/04/16 52.534 -26,835 26,591 -244 929,267  1,156,105 -126,837 1,029,267
    NZX 50 long Tourism 16,921.11 1.542   7/28/14 0.744 -12,591 26,087 13,496 942,764  1,143,514 -100,750 1,042,764
  Buy OMXC 20 Vestas Wind Systems 1,949.99 12.077   2/29/16 12.460 23,550        1,167,064 -124,300  
    DJTA Delta Air Lines 532.50 44.225   3/07/16 43.943 23,550        1,190,613 -147,850  
    NZX 50 short ANZ Banking NZ 1,539.63 15.296   2/29/16 14.670 23,550        1,214,163 -171,400  
2/29/16 Sell ASX 50 short Origin Energy 9,566.42 2.906 2.569 1/11/16 2.738 -26,190 24,579 -1,611 941,153  1,187,973 -146,821 1,041,153
    OMXC 20 long Vestas Wind Systems 1,949.99 12.460   2/22/16 12.077 -23,550 24,296 746 941,899  1,164,423 -122,524 1,041,899
    NZX 50 short ANZ Banking NZ 1,539.63 14.670 15.949 2/22/16 15.296 -23,550 24,555 1,005 942,904  1,140,873 -97,969 1,042,904
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy ASX 50 long Newcrest Mining 2,057.77 11.480   11/05/18 13.103 23,623        1,164,496 -121,592  
    NZX 50 a2 Milk 22,160.41 1.066   5/22/17 2.174 23,623        1,188,119 -145,215  
3/07/16 Sell S&P 100 short ConocoPhilips 522.41 37.595 55.443 7/27/15 45.655 -23,851 28,964 5,113 948,017  1,164,269 -116,251 1,048,017
    DAX long Adidas 257.43 96.970   12/28/15 89.090 -22,934 24,963 2,029 950,046  1,141,334 -91,288 1,050,046
    MerVal Pampa Energía 15,928.47 0.728   10/26/15 1.149 -18,305 11,596 -6,709 943,337  1,123,029 -79,692 1,043,337
    DJTA Delta Air Lines 532.50 43.943   2/22/16 44.225 -23,550 23,400 -150 943,187  1,099,479 -56,293 1,043,187
    Nikkei (FRA) short OKI Electric 931.66 12.000 10.960 12/07/15 11.480 -10,695 10,211 -484 942,702  1,088,784 -46,082 1,042,702
      Sharp 1,125.84 13.180 5.820 12/07/15 9.500 -10,695 6,552 -4,143 938,559  1,078,088 -39,529 1,038,559
    BSE Sensex 50 Larsen & Toubro 2,312.23 10.779 12.496 1/04/16 11.606 -26,835 28,895 2,060 940,618  1,051,253 -10,635 1,040,618
  Buy USA long Energy Recovery 3,308.62 7.782   10/29/18 6.189 25,749        1,077,002 -36,384  
    S&P 100 Meta 268.18 96.013   3/28/16 101.554 25,749        1,102,751 -62,133  
    DAX short Deutsche Bank 1,626.28 15.833   4/25/16 14.347 25,749        1,128,500 -87,882  
    MerVal YPF 1,557.27 16.535   4/11/16 14.912 25,749        1,154,249 -113,631  
    DJTA Avis Budget 1,007.28 25.563   3/14/16 24.329 25,749        1,179,998 -139,380  
    Nikkei (FRA) long Nippon Suisan 3,035.72 4.241   3/14/16 4.289 12,874        1,192,873 -152,254  
      Yamaha 493.26 26.101   3/14/16 27.038 12,875        1,205,747 -165,129  
    BSE Sensex 50 Bajaj Finance 3,001.29 8.579   12/10/18 29.076 25,749        1,231,496 -190,878  
3/14/16 Sell HDAX short Aixtron 6,810.61 3.331 3.269 1/18/16 3.300 -22,475 22,264 -211 940,407  1,209,021 -168,614 1,040,407
    DJTA Avis Budget 1,007.28 24.329 26.860 3/07/16 25.563 -25,749 27,055 1,306 941,713  1,183,272 -141,559 1,041,713
    Nikkei (FRA) long Nippon Suisan 3,035.72 4.289   3/07/16 4.241 -12,874 13,020 146 941,859  1,170,398 -128,539 1,041,859
      Yamaha 493.26 27.038   3/07/16 26.101 -12,875 13,337 462 942,321  1,157,523 -115,202 1,042,321
  Buy HDAX SMA Solar 532.80 43.500   4/11/16 45.160 23,177        1,180,700 -138,379  
    DJTA Alaska Air Group 322.49 71.870   10/29/18 53.552 23,177        1,203,877 -161,556  
    Nikkei (FRA) short Toshiba 698.52 16.590   7/18/16 25.800 11,588        1,215,466 -173,144  
      IHI 637.43 18.180   7/18/16 25.860 11,588        1,227,054 -184,733  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/16 Sell Nasdaq 100 short Micron Technology 2,537.53 10.259 7.912 2/08/16 9.085 -23,054 20,076 -2,978 939,343  1,204,000 -164,657 1,039,343
    TSX 60 Cenovus Energy 1,215.85 12.064 19.931 5/11/15 15.506 -18,853 24,233 5,380 944,723  1,185,147 -140,425 1,044,723
    DJ Global Titans ConocoPhilips 713.58 37.886 36.068 8/24/15 36.977 -26,386 25,737 -649 944,074  1,158,762 -114,687 1,044,074
  Buy Nasdaq 100 long NVidia 3,080.25 7.543   10/29/18 40.739 23,234        1,181,996 -137,921  
    TSX 60 Barrick Gold 1,780.59 13.049   6/27/16 19.168 23,234        1,205,230 -161,156  
    DJ Global Titans McDonald´s 210.91 110.161   3/28/16 110.022 23,234        1,228,464 -184,390  
3/28/16 Sell S&P 100 long Meta 268.18 101.554   3/07/16 96.013 -25,749 27,235 1,486 945,560  1,202,715 -157,155 1,045,560
    ATX short Vienna Insurance 644.75 18.660 39.765 9/07/15 27.240 -17,563 25,639 8,076 953,636  1,185,152 -131,516 1,053,636
    BEL 20 Solvay 187.68 85.670 93.522 9/28/15 89.510 -16,799 17,552 753 954,389  1,168,353 -113,964 1,054,389
    Europe 50 long SAP 321.42 70.840   1/25/16 72.680 -23,361 22,769 -591 953,797  1,144,992 -91,195 1,053,797
    DJ Global Titans McDonald´s 210.91 110.022   3/21/16 110.161 -23,234 23,205 -29 953,768  1,121,758 -67,990 1,053,768
  Buy S&P 100 short Devon Energy 1,067.69 23.082   4/25/16 30.124 24,644        1,146,402 -92,634  
    ATX long Flughafen Wien 1,012.18 24.348   5/16/16 25.113 24,644        1,171,046 -117,278  
    BEL 20 Bekaert 704.11 35.000   4/25/16 37.780 24,644        1,195,690 -141,922  
    Europe 50 short Credit Suisse 1,925.76 12.797   4/18/16 13.328 24,644        1,220,334 -166,566  
    DJ Global Titans Mitsubishi UFJ 5,927.17 4.158   4/11/16 3.840 24,644        1,244,978 -191,210  
4/04/16 Sell Euro 50 long SAP 160.71 70.040   1/25/16 72.680 -11,680 11,256 -424 953,343  1,233,297 -179,954 1,053,343
      Vinci 189.53 65.450   1/25/16 61.630 -11,681 12,405 724 954,068  1,221,616 -167,549 1,054,068
    OMXS 30 short SSAB 5,501.46 3.262 1.615 1/04/16 2.439 -13,418 8,887 -4,530 949,537  1,208,199 -158,662 1,049,537
      SKF A 922.67 15.448 13.637 1/04/16 14.542 -13,418 12,582 -835 948,702  1,194,781 -146,080 1,048,702
  Buy Euro 50 Deutsche Bank 854.15 13.209   5/16/16 12.861 11,283        1,206,064 -157,362  
      Unicredit 746.54 15.113   5/16/16 14.382 11,282        1,217,346 -168,645  
    OMXC 20 long Genmab 181.51 124.315   4/11/16 126.502 22,564        1,239,911 -191,209  
    OMXS 30 Securitas 778.26 14.497   4/11/16 14.803 11,282        1,251,193 -202,492  
      Fingerprint Cards 1,075.63 10.489   4/11/16 10.913 11,283        1,262,476 -213,774  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/11/16 Sell HDAX long SMA Solar 532.80 45.160   3/14/16 43.500 -23,177 24,061 884 949,586  1,239,299 -189,713 1,049,586
    OMXC 20 Genmab 181.51 126.502   4/04/16 124.315 -22,564 22,961 397 949,983  1,216,735 -166,752 1,049,983
    OMXS 30 Securitas 778.26 14.803   4/04/16 14.497 -11,282 11,521 238 950,221  1,205,452 -155,231 1,050,221
      Fingerprint Cards 1,075.63 10.913   4/04/16 10.489 -11,283 11,738 456 950,677  1,194,170 -143,493 1,050,677
    MerVal short YPF 1,557.27 14.912 18.335 3/07/16 16.535 -25,749 28,552 2,803 953,480  1,168,421 -114,941 1,053,480
    QIX long Rational 56.90 463.700   2/08/16 405.150 -23,053 26,385 3,331 956,812  1,145,368 -88,556 1,056,812
    DJ Global Titans short Mitsubishi UFJ 5,927.17 3.840 4.501 3/28/16 4.158 -24,644 26,681 2,037 958,848  1,120,724 -61,876 1,058,848
  Buy HDAX Deutsche Bank 1,994.70 12.495   7/25/16 11.745 24,924        1,145,648 -86,799  
    OMXC 20 Nordea Bank (DK) 3,008.91 8.283   4/25/16 8.632 24,924        1,170,572 -111,724  
    OMXS 30 Nordea Bank 1,498.83 8.315   4/18/16 8.483 12,462        1,183,034 -124,186  
      S.E.B 1,471.10 8.471   4/18/16 8.777 12,462        1,195,496 -136,648  
    MerVal long Gr Fin Galicia 10,938.78 2.279   6/20/16 2.681 24,924        1,220,420 -161,572  
    QIX short Mercedes-Benz 411.97 60.500   7/04/16 54.240 24,924        1,245,344 -186,496  
    DJ Global Titans long McDonald´s 222.88 111.826   5/09/16 114.955 24,924        1,270,268 -211,419  
4/18/16 Sell France short Vallourec 99.32 148.800 467.252 1/11/16 263.680 -26,189 46,407 20,219 979,067  1,244,079 -165,012 1,079,067
    HSI China Shenhua HK 12,291.08 1.521 2.268 7/13/15 1.857 -22,827 27,879 5,052 984,118  1,221,252 -137,133 1,084,118
    OMXS 30 Nordea Bank 1,498.83 8.483 8.147 4/11/16 8.315 -12,462 12,210 -252 983,867  1,208,790 -124,923 1,083,867
      S.E.B 1,471.10 8.777 8.166 4/11/16 8.471 -12,462 12,013 -449 983,418  1,196,328 -112,910 1,083,418
    Europe 50 Credit Suisse 1,925.76 13.328 12.266 3/28/16 12.797 -24,644 23,621 -1,023 982,394  1,171,684 -89,290 1,082,394
    FT 30 NatWest 67.42 299.798 363.484 2/01/16 330.109 -22,256 24,506 2,250 984,644  1,149,428 -64,784 1,084,644
  Buy France long Ubisoft 941.51 27.080   6/13/16 32.460 25,496        1,174,924 -90,280  
    HSI AAC Technologies 3,866.25 6.595   11/21/16 8.782 25,496        1,200,420 -115,776  
    OMXS 30 Securitas 884.23 14.417   6/13/16 13.140 12,748        1,213,168 -128,524