Fri, Dec 9th, 2022, 7:06UTC
 
Portfolio Development

selecttechniqueCurrencyinvest instartinvest/signalrating investasset  

World * Best Practice * Alternating in € start 2011 (invest/signal = 5 %, rating invest = 50 %)
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date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/03/11 Buy RTX short Mobile TeleSystems 325.73 15.350   1/10/11 15.680 5,000        5,000 95,000 100,000
    ISEQ 20 long Kingspan 331.13 7.550   3/21/11 6.330 2,500        7,500 92,500  
      Origin Enterprises 787.40 3.175   3/21/11 3.825 2,500        10,000 90,000  
1/10/11 Sell RTX short Mobile TeleSystems 325.73 15.680 15.020 1/03/11 15.350 -5,000 4,892 -108 -108  5,000 94,892 99,893
1/17/11 Buy CAC 40 long Valeo 321.42 15.148   3/14/11 13.523 4,869        9,869 90,024  
    AEX Aalberts 323.52 15.050   3/28/11 16.715 4,869        14,738 85,155  
1/24/11 Buy IBEX 35 long Sacyr 846.94 5.462   2/28/11 7.082 4,626        19,364 80,529  
    Topix (TYO) short Resona 1,146.01 4.037   1/31/11 3.670 4,626        23,990 75,903  
1/31/11 Sell   short Resona 1,146.01 3.670 4.440 1/24/11 4.037 -4,626 5,089 463 355  19,364 80,991 100,355
  Buy SSE 50 long China Shipbuilding 4,609.52 0.983   2/21/11 0.981 4,533        23,897 76,458  
    Topix (TYO) Isuzu Motors 631.51 7.178   8/29/11 5.756 4,533        28,430 71,925  
2/07/11 Buy HSI short China Res Land 3,592.16 1.199   4/04/11 1.417 4,307        32,737 67,618  
    HSI-Fin China Life Ins HK 1,572.87 2.738   1/16/12 2.249 4,307        37,044 63,311  
    ÖkoDAX (deprecated) long CropEnergies 730.00 5.900   6/06/11 4.970 4,307        41,351 59,004  
    BSE Sensex 30 short Bharat Heavy 987.93 4.360   1/30/12 2.662 4,307        45,658 54,697  
    STI Wilmar International 1,420.42 3.032   3/28/11 3.080 4,307        49,965 50,390  
2/14/11 Buy OMXH 25 short Nokia 562.39 6.700   2/21/11 6.240 3,768        53,733 46,622  
    PSI 20 long Jerónimo Martins 314.66 11.975   2/21/11 11.500 3,768        57,501 42,854  
    GEX InVision 183.72 20.510   3/07/11 22.905 3,768        61,269 39,086  
2/21/11 Sell SSE 50 long China Shipbuilding 4,609.52 0.981   1/31/11 0.983 -4,533 4,520 -13 342  56,736 43,606 100,342
    OMXH 25 short Nokia 562.39 6.240 7.194 2/14/11 6.700 -3,768 4,046 278 620  52,968 47,652 100,620
    PSI 20 long Jerónimo Martins 314.66 11.500   2/14/11 11.975 -3,768 3,619 -149 471  49,200 51,271 100,471
  Buy SSE 50 short Shanghai Pudong 3,412.20 1.112   4/04/11 1.203 3,793        52,993 47,478  
    OMXH 25 long Metso Outotec 389.43 9.740   2/28/11 10.430 3,793        56,786 43,684  
    PSI 20 short Impresa 3,831.31 0.990   3/28/11 1.010 3,793        60,579 39,891  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SMI long Richemont 89.12 42.559   2/28/11 41.624 3,793        64,372 36,099  
2/28/11 Sell IBEX 35 long Sacyr 846.94 7.082   1/24/11 5.462 -4,626 5,998 1,372 1,843  59,746 42,097 101,843
    OMXH 25 Metso Outotec 389.43 10.430   2/21/11 9.740 -3,793 4,062 269 2,111  55,953 46,158 102,111
    SMI Richemont 89.12 41.624   2/21/11 42.559 -3,793 3,710 -83 2,028  52,160 49,868 102,028
  Buy IBEX 35 short Banco Sabadell 1,501.98 2.528   3/21/11 2.535 3,797        55,957 46,071  
    OMXH 25 Nokia 623.48 6.090   12/26/11 3.720 3,797        59,754 42,274  
    SMI Roche 34.61 109.719   3/07/11 102.126 3,797        63,551 38,477  
    NZX 50 Heartland 8,908.96 0.426   4/25/11 0.391 3,797        67,348 34,680  
    Topix (FRA) Resona 935.22 4.060   7/11/11 3.532 3,797        71,145 30,883  
3/07/11 Sell SMI short Roche 34.61 102.126 117.876 2/28/11 109.719 -3,797 4,080 282 2,310  67,348 34,962 102,310
    GEX long InVision 183.72 22.905   2/14/11 20.510 -3,768 4,208 440 2,750  63,580 39,170 102,750
  Buy SMI Richemont 83.90 42.288   3/14/11 39.521 3,548        67,128 35,622  
    GEX short MeVis Medical 290.82 12.200   2/13/12 5.650 3,548        70,676 32,074  
3/14/11 Sell CAC 40 long Valeo 321.42 13.523   1/17/11 15.148 -4,869 4,347 -522 2,228  65,807 36,421 102,228
    SMI Richemont 83.90 39.521   3/07/11 42.288 -3,548 3,316 -232 1,996  62,259 39,737 101,996
  Buy CAC 40 short Carrefour 112.98 31.360   4/25/11 31.100 3,543        65,802 36,194  
    TecDAX SMA Solar 48.04 73.750   2/06/12 50.420 3,543        69,345 32,651  
    HSI-Prop China Ov Land & Inv 1,348.79 1.313   1/16/12 1.541 1,772        71,116 30,879  
      China Res Land 1,476.50 1.200   1/16/12 1.413 1,772        72,888 29,108  
    Nordic 30 Nokia 603.58 5.870   11/28/11 4.150 3,543        76,431 25,565  
    FT 30 Reckitt Benckiser 1.00 3,548.390   3/28/11 3,629.840 3,548        79,979 22,016  
    SMI Roche 35.02 101.160   5/02/11 110.747 3,543        83,522 18,474  
    Nikkei (FRA) Resona 521.03 3.400   1/09/12 3.458 1,772        85,293 16,702  
      Tokyo Electric Power 137.33 12.900   1/09/12 1.740 1,772        87,065 14,931  
    Nikkei (TYO) Resona 1,042.49 3.399   4/25/11 3.103 3,543        90,608 11,388  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
3/21/11 Sell IBEX 35 short Banco Sabadell 1,501.98 2.535 2.521 2/28/11 2.528 -3,797 3,786 -11 1,985  86,811 15,174 101,985
    ISEQ 20 long Kingspan 331.13 6.330   1/03/11 7.550 -2,500 2,096 -404 1,581  84,311 17,270 101,581
      Origin Enterprises 787.40 3.825   1/03/11 3.175 -2,500 3,012 512 2,093  81,811 20,282 102,093
  Buy IBEX 35 Sacyr 421.70 7.254   4/04/11 7.471 3,059        84,870 17,223  
    ISEQ 20 short Bank of Ireland 171.66 8.910   3/28/11 7.590 1,529        86,400 15,694  
      Ryanair 470.47 3.251   3/28/11 3.273 1,530        87,929 14,164  
3/28/11 Sell AEX long Aalberts 323.52 16.715   1/17/11 15.050 -4,869 5,408 539 2,632  83,060 19,572 102,632
    ISEQ 20 short Bank of Ireland 171.66 7.590 10.460 3/21/11 8.910 -1,529 1,795 266 2,898  81,531 21,367 102,898
      Ryanair 470.47 3.273 3.229 3/21/11 3.251 -1,530 1,519 -10 2,887  80,001 22,886 102,887
    PSI 20 Impresa 3,831.31 1.010 0.970 2/21/11 0.990 -3,793 3,716 -77 2,811  76,208 26,603 102,811
    FT 30 Reckitt Benckiser 1.00 3,629.840 3,466.930 3/14/11 3,548.390 -3,548 3,467 -81 2,729  72,660 30,070 102,729
    STI Wilmar International 1,420.42 3.080 2.984 2/07/11 3.032 -4,307 4,239 -68 2,661  68,353 34,308 102,661
  Buy AEX Philips 154.37 22.180   1/02/12 16.490 3,424        71,777 30,884  
    ISEQ 20 long Glanbia 393.56 4.350   4/25/11 4.541 1,712        73,489 29,172  
      Origin Enterprises 447.58 3.825   4/25/11 3.900 1,712        75,201 27,460  
    PSI 20 Jerónimo Martins 303.28 11.290   4/11/11 11.320 3,424        78,625 24,036  
    STI Genting 2,951.72 1.160   5/02/11 1.158 3,424        82,049 20,612  
4/04/11 Sell SSE 50 short Shanghai Pudong 3,412.20 1.203 1.020 2/21/11 1.112 -3,793 3,480 -313 2,348  78,256 24,093 102,348
    HSI China Res Land 3,592.16 1.417 0.981 2/07/11 1.199 -4,307 3,524 -783 1,565  73,949 27,616 101,565
    IBEX 35 long Sacyr 421.70 7.471   3/21/11 7.254 -3,059 3,151 92 1,657  70,890 30,767 101,657
  Buy SSE 50 IM BaoTou Steel 10,924.09 0.303   5/23/11 0.268 3,310        74,200 27,457  
    HSI Galaxy Entertainment 3,064.81 1.080   8/01/11 1.948 3,310        77,510 24,147  
    IBEX 35 short Banco Sabadell 1,329.85 2.489   2/06/12 2.331 3,310        80,820 20,837  
    Athex LC Piraeus Financial 0.01 432,300.000   4/02/12 82,830.000 4,323        85,143 16,514  
4/11/11 Sell PSI 20 long Jerónimo Martins 303.28 11.320   3/28/11 11.290 -3,424 3,433 9 1,666  81,719 19,947 101,666
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy   short Teixeira Duarte 4,983.61 0.610   2/06/12 0.190 3,040        84,759 16,907  
    OBX 25 Frontline 39.36 77.243   1/16/12 17.878 3,040        87,799 13,867  
    OMXS 30 AstraZeneca 44.74 33.972   4/18/11 34.188 1,520        89,319 12,347  
      Nokia 254.77 5.966   4/18/11 6.088 1,520        90,839 10,827  
    FT 30 3i Group 10.05 302.376   5/02/11 315.356 3,039        93,878 7,788  
4/18/11 Sell OMXS 30 short AstraZeneca 44.74 34.188 33.756 4/11/11 33.972 -1,520 1,510 -10 1,656  92,358 9,298 101,656
      Nokia 254.77 6.088 5.844 4/11/11 5.966 -1,520 1,489 -31 1,625  90,838 10,787 101,625
  Buy   long Swedbank 107.57 13.061   5/30/11 12.341 1,405        92,243 9,382  
4/25/11 Sell CAC 40 short Carrefour 112.98 31.100 31.622 3/14/11 31.360 -3,543 3,573 30 1,655  88,700 12,955 101,655
    ISEQ 20 long Glanbia 393.56 4.541   3/28/11 4.350 -1,712 1,787 75 1,730  86,988 14,742 101,730
      Origin Enterprises 447.58 3.900   3/28/11 3.825 -1,712 1,746 34 1,763  85,276 16,488 101,763
    NZX 50 short Heartland 8,908.96 0.391 0.465 2/28/11 0.426 -3,797 4,140 343 2,106  81,479 20,628 102,106
    Nikkei (TYO) Resona 1,042.49 3.103 3.722 3/14/11 3.399 -3,543 3,881 338 2,444  77,936 24,508 102,444
  Buy ISEQ 20 Bank of Ireland 213.24 7.440   1/02/12 2.550 1,587        79,522 22,922  
      Ryanair 471.33 3.366   1/02/12 3.780 1,587        81,109 21,335  
    OMXC 20 Vestas Wind Systems 659.86 4.809   5/16/11 4.185 3,173        84,282 18,162  
    NZX 50 long a2 Milk 41,154.35 0.077   10/03/11 0.120 3,173        87,455 14,989  
    Nikkei (TYO) Screen 104.95 30.233   5/09/11 32.089 3,173        90,628 11,816  
5/02/11 Sell FT 30 short 3i Group 10.05 315.356 289.395 4/11/11 302.376 -3,039 2,908 -130 2,313  87,589 14,725 102,313
    STI long Genting 2,951.72 1.158   3/28/11 1.160 -3,424 3,419 -5 2,308  84,165 18,144 102,308
    SMI short Roche 35.02 110.747 91.573 3/14/11 101.160 -3,543 3,207 -336 1,973  80,622 21,351 101,973
  Buy STI Wilmar International 1,091.71 2.824   7/02/12 2.197 3,083        83,705 18,268  
    SMI long Richemont 70.48 43.745   5/09/11 42.905 3,083        86,788 15,184  
5/09/11 Sell   long Richemont 70.48 42.905   5/02/11 43.745 -3,083 3,024 -59 1,913  83,705 18,208 101,913
    Nikkei (TYO) Screen 104.95 32.089   4/25/11 30.233 -3,173 3,368 195 2,108  80,532 21,576 102,108
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy CAC 40 short Carrefour 100.83 30.665   2/06/12 18.345 3,092        83,624 18,484  
    TSX 60 BlackBerry 102.09 30.287   2/20/12 11.318 3,092        86,716 15,392  
    FT 30 Lloyds Bank 50.49 61.241   5/30/11 59.956 3,092        89,808 12,300  
    SMI Credit Suisse 105.21 29.390   5/21/12 15.602 3,092        92,900 9,208  
    Nikkei (TYO) Tokyo Electric Power 748.43 4.131   2/13/12 1.953 3,092        95,992 6,116  
5/16/11 Sell OMXC 20 short Vestas Wind Systems 659.86 4.185 5.526 4/25/11 4.809 -3,173 3,646 473 2,581  92,819 9,762 102,581
  Buy   long Novozymes 118.62 23.673   5/30/11 23.619 2,808        95,627 6,954  
    CAC Mid 60 short Genfit 713.96 3.933   1/23/12 1.723 2,808        98,435 4,146  
5/23/11 Sell SSE 50 long IM BaoTou Steel 10,924.09 0.268   4/04/11 0.303 -3,310 2,924 -386 2,196  95,125 7,070 102,196
  Buy   short China Life 1,313.61 2.079   5/30/11 2.028 2,731        97,856 4,339  
    SDAX Heidelberger Druck 942.05 2.899   1/30/12 1.657 2,731        100,587 1,608  
    Indices Athex Large Cap 0.48 5,689.400   1/16/12 2,507.600 2,731        103,318 -1,123  
5/30/11 Sell SSE 50 short China Life 1,313.61 2.028 2.131 5/23/11 2.079 -2,731 2,800 69 2,264  100,587 1,677 102,264
    OMXC 20 long Novozymes 118.62 23.619   5/16/11 23.673 -2,808 2,802 -6 2,258  97,779 4,479 102,258
    OMXS 30 Swedbank 107.57 12.341   4/18/11 13.061 -1,405 1,328 -77 2,180  96,374 5,806 102,180
    FT 30 short Lloyds Bank 50.49 59.956 62.554 5/09/11 61.241 -3,092 3,158 66 2,247  93,282 8,965 102,247
  Buy SSE 50 long China Northern Rare 1,150.95 2.415   6/06/11 2.742 2,780        96,062 6,185  
    BEL 20 short Galapagos 291.10 9.550   7/04/11 8.420 2,780        98,842 3,405  
    OMXC 20 Vestas Wind Systems 686.34 4.051   7/04/11 3.486 2,780        101,622 625  
    OMXS 30 Nokia 308.07 4.512   7/04/11 4.367 1,390        103,012 -765  
      Telia Company 262.25 5.300   7/04/11 4.997 1,390        104,402 -2,155  
6/06/11 Sell SSE 50 long China Northern Rare 1,150.95 2.742   5/30/11 2.415 -2,780 3,156 376 2,623  101,622 1,001 102,623
    ÖkoDAX (deprecated) CropEnergies 730.00 4.970   2/07/11 5.900 -4,307 3,628 -679 1,944  97,315 4,629 101,944
  Buy SSE 50 short China Rwy Constr 4,217.19 0.632   1/23/12 0.506 2,664        99,979 1,965  
    FT 30 Lloyds Bank 50.61 52.638   12/05/11 31.447 2,664        102,643 -699  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
6/20/11 Buy CAC Next 20 short EDF 97.48 25.965   6/27/11 25.805 2,531        105,174 -3,230  
6/27/11 Sell   short EDF 97.48 25.805 26.126 6/20/11 25.965 -2,531 2,547 16 1,960  102,643 -683 101,960
  Buy France Carrefour 95.69 26.450   1/23/12 17.050 2,531        105,174 -3,214  
    MIB UnipolSai 493.37 5.130   11/05/12 0.935 2,531        107,705 -5,745  
    CAC Next 20 long Arkema 38.88 65.105   7/11/11 66.601 2,531        110,236 -8,276  
7/04/11 Sell BEL 20 short Galapagos 291.10 8.420 10.832 5/30/11 9.550 -2,780 3,153 373 2,333  107,456 -5,123 102,333
    OMXC 20 Vestas Wind Systems 686.34 3.486 4.707 5/30/11 4.051 -2,780 3,231 451 2,784  104,676 -1,893 102,784
    OMXS 30 Nokia 308.07 4.367 4.661 5/30/11 4.512 -1,390 1,436 46 2,830  103,286 -457 102,830
      Telia Company 262.25 4.997 5.622 5/30/11 5.300 -1,390 1,474 84 2,914  101,896 1,018 102,914
  Buy BEL 20 long Solvay 24.12 107.700   7/11/11 107.450 2,598        104,494 -1,580  
    OMXC 20 Novozymes 111.76 23.246   7/11/11 23.100 2,598        107,092 -4,178  
    OMXS 30 Swedish Match 533.30 2.436   7/11/11 2.441 1,299        108,391 -5,477  
7/11/11 Sell BEL 20 long Solvay 24.12 107.450   7/04/11 107.700 -2,598 2,592 -6 2,908  105,793 -2,885 102,908
    OMXC 20 Novozymes 111.76 23.100   7/04/11 23.246 -2,598 2,582 -16 2,892  103,195 -304 102,892
    OMXS 30 Swedish Match 533.30 2.441   7/04/11 2.436 -1,299 1,302 3 2,895  101,896 998 102,895
    Topix (FRA) short Resona 935.22 3.532 4.667 2/28/11 4.060 -3,797 4,365 568 3,462  98,099 5,363 103,462
    CAC Next 20 long Arkema 38.88 66.601   6/27/11 65.105 -2,531 2,589 58 3,520  95,568 7,952 103,520
  Buy RTX short Mobile TeleSystems 214.80 12.970   7/18/11 12.740 2,786        98,354 5,166  
    BEL 20 Bekaert 55.23 50.440   3/12/12 24.765 2,786        101,140 2,380  
    OMXC 20 Vestas Wind Systems 812.36 3.430   11/28/11 1.979 2,786        103,926 -406  
    OMXS 30 Nokia 352.35 3.954   11/28/11 4.082 1,393        105,319 -1,799  
      SSAB 148.18 9.401   11/28/11 6.652 1,393        106,712 -3,192  
    Topix (FRA) long Daito Trust 43.01 64.780   8/01/11 65.420 2,786        109,498 -5,978  
7/18/11 Sell RTX short Mobile TeleSystems 214.80 12.740 13.204 7/11/11 12.970 -2,786 2,836 50 3,571  106,712 -3,141 103,571
  Buy ATX Flughafen Wien 302.41 8.300   3/26/12 7.050 2,510        109,222 -5,651  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/25/11 Buy ASX 50 short Macquarie Group 117.49 20.828   1/16/12 19.953 2,447        111,669 -8,099  
    DJ Global Titans Bank of America 351.09 6.970   12/26/11 4.202 2,447        114,116 -10,546  
8/01/11 Sell HSI long Galaxy Entertainment 3,064.81 1.948   4/04/11 1.080 -3,310 5,971 2,661 6,232  110,806 -4,574 106,232
    Topix (FRA) Daito Trust 43.01 65.420   7/11/11 64.780 -2,786 2,814 28 6,260  108,020 -1,760 106,260
  Buy S&P 100 short AIG 131.52 19.860   1/09/12 18.875 2,612        110,632 -4,372  
    HSI New World Dev 694.75 3.760   12/26/11 2.465 2,612        113,244 -6,984  
    HDAX Commerzbank 138.93 18.801   1/23/12 14.511 2,612        115,856 -9,596  
    RTX Mobile TeleSystems 212.01 12.320   6/25/12 13.400 2,612        118,468 -12,208  
    DJTA Delta Air Lines 482.08 5.418   10/24/11 6.408 2,612        121,080 -14,820  
    Topix (FRA) Nintendo 236.17 11.060   1/23/12 10.574 2,612        123,692 -17,432  
    SP Global 100 Carrefour 130.08 20.080   4/30/12 15.175 2,612        126,304 -20,044  
8/08/11 Buy Nasdaq 100 short Akamai 146.19 14.741   10/10/11 17.540 2,155        128,459 -22,199  
    Kospi 50 LG Display 157.67 13.668   10/10/11 14.049 2,155        130,614 -24,354  
    DAX Commerzbank 140.35 15.354   12/19/11 9.482 2,155        132,769 -26,509  
    MDAX Ceconomy 224.22 9.611   5/14/12 7.298 2,155        134,924 -28,664  
    FTSE Lloyds Bank 57.24 37.648   11/28/11 27.613 2,155        137,079 -30,819  
    Europe 50 Lloyds Bank 57.24 37.648   12/19/11 27.968 2,155        139,234 -32,974  
    BSE Sensex 50 Tata Motors 833.75 2.585   10/03/11 2.302 2,155        141,389 -35,129  
    QIX Pro7-Sat1 153.93 14.000   1/23/12 17.200 2,155        143,544 -37,284  
8/22/11 Buy DJIA short Goldman Sachs 23.30 73.991   12/19/11 67.244 1,724        145,268 -39,008  
8/29/11 Sell Topix (TYO) long Isuzu Motors 631.51 5.756   1/31/11 7.178 -4,533 3,635 -898 5,362  140,735 -35,373 105,362
  Buy   short Nintendo 150.00 11.660   2/13/12 10.500 1,749        142,484 -37,122  
9/05/11 Buy Euro 50 short Societe Generale 42.10 20.250   1/09/12 15.000 853        143,336 -37,975  
      Unicredit 31.05 27.460   1/09/12 11.455 853        144,189 -38,827  
10/03/11 Sell NZX 50 long a2 Milk 41,154.35 0.120   4/25/11 0.077 -3,173 4,918 1,745 7,106  141,016 -33,909 107,106
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BSE Sensex 50 short Tata Motors 833.75 2.302 2.902 8/08/11 2.585 -2,155 2,420 265 7,371  138,861 -31,490 107,371
  Buy NZX 50 Heartland 6,804.16 0.279   10/17/11 0.296 1,897        140,758 -33,387  
    BSE Sensex 50 long Eicher Motors 779.31 2.434   10/17/11 2.393 1,897        142,655 -35,284  
10/10/11 Sell Nasdaq 100 short Akamai 146.19 17.540 11.942 8/08/11 14.741 -2,155 1,746 -409 6,962  140,500 -33,538 106,962
    Kospi 50 LG Display 157.67 14.049 13.287 8/08/11 13.668 -2,155 2,095 -60 6,902  138,345 -31,443 106,902
  Buy Nasdaq 100 long Regeneron 38.22 49.346   8/24/15 434.608 1,886        140,231 -33,329  
    Kospi 50 SK Holdings 19.67 95.875   12/19/11 80.532 1,886        142,117 -35,215  
10/17/11 Sell NZX 50 short Heartland 6,804.16 0.296 0.262 10/03/11 0.279 -1,897 1,781 -116 6,786  140,220 -33,434 106,786
    BSE Sensex 50 long Eicher Motors 779.31 2.393   10/03/11 2.434 -1,897 1,865 -32 6,754  138,323 -31,569 106,754
  Buy NZX 50 a2 Milk 13,498.56 0.139   10/31/11 0.139 1,879        140,202 -33,448  
    BSE Sensex 50 short Aurobindo Pharma 2,045.73 0.919   10/24/11 0.877 1,879        142,081 -35,327  
10/24/11 Sell DJTA short Delta Air Lines 482.08 6.408 4.429 8/01/11 5.418 -2,612 2,135 -477 6,277  139,469 -33,192 106,277
    BSE Sensex 50 Aurobindo Pharma 2,045.73 0.877 0.962 10/17/11 0.919 -1,879 1,967 88 6,365  137,590 -31,225 106,365
  Buy   long Eicher Motors 804.21 2.335   12/07/15 22.421 1,878        139,468 -33,103  
10/31/11 Sell NZX 50 long a2 Milk 13,498.56 0.139   10/17/11 0.139 -1,879 1,880 1 6,366  137,589 -31,223 106,366
  Buy   short Heartland 6,222.66 0.302   3/05/12 0.277 1,878        139,467 -33,101  
11/21/11 Buy USA short Netflix 232.76 7.867   11/28/11 7.544 1,831        141,298 -34,932  
    DJTA JetBlue Airways 689.77 2.655   12/05/11 3.509 1,831        143,129 -36,763  
11/28/11 Sell USA short Netflix 232.76 7.544 8.203 11/21/11 7.867 -1,831 1,909 78 6,445  141,298 -34,853 106,445
    FTSE Lloyds Bank 57.24 27.613 51.330 8/08/11 37.648 -2,155 2,938 783 7,228  139,143 -31,915 107,228
    OMXC 20 Vestas Wind Systems 812.36 1.979 5.942 7/11/11 3.430 -2,786 4,827 2,041 9,269  136,357 -27,088 109,269
    OMXS 30 Nokia 352.35 4.082 3.825 7/11/11 3.954 -1,393 1,348 -45 9,224  134,964 -25,740 109,224
      SSAB 148.18 6.652 13.285 7/11/11 9.401 -1,393 1,969 576 9,799  133,571 -23,772 109,799
    Nordic 30 Nokia 603.58 4.150 8.303 3/14/11 5.870 -3,543 5,011 1,468 11,268  130,028 -18,760 111,268
  Buy FTSE long Next 0.74 3,105.900   6/04/12 3,698.710 2,298        132,326 -21,058  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Tryg 268.91 8.598   5/14/12 8.768 2,312        134,638 -23,370  
    OMXS 30 Getinge 62.01 18.641   5/14/12 19.967 1,156        135,794 -24,526  
    Nordic 30 Equinor 126.65 18.255   5/07/12 19.757 2,312        138,106 -26,838  
12/05/11 Sell FT 30 short Lloyds Bank 50.61 31.447 88.109 6/06/11 52.638 -2,664 4,459 1,795 13,063  135,442 -22,379 113,063
    DJTA JetBlue Airways 689.77 3.509 1.800 11/21/11 2.655 -1,831 1,242 -589 12,474  133,611 -21,137 112,474
  Buy FT 30 long BAT 0.67 3,416.030   12/12/11 3,512.060 2,289        135,900 -23,426  
    DJTA Kirby 47.55 48.011   6/25/12 36.163 2,283        138,183 -25,709  
12/12/11 Sell FT 30 long BAT 0.67 3,512.060   12/05/11 3,416.030 -2,289 2,353 64 12,538  135,894 -23,356 112,538
  Buy   short Lloyds Bank 77.95 28.594   12/19/11 27.968 2,229        138,123 -25,585  
12/19/11 Sell DJIA short Goldman Sachs 23.30 67.244 81.415 8/22/11 73.991 -1,724 1,897 173 12,711  136,399 -23,688 112,711
    Kospi 50 long SK Holdings 19.67 80.532   10/10/11 95.875 -1,886 1,584 -302 12,409  134,513 -22,104 112,409
    DAX short Commerzbank 140.35 9.482 24.862 8/08/11 15.354 -2,155 3,489 1,335 13,744  132,358 -18,614 113,744
    Europe 50 Lloyds Bank 57.24 27.968 50.678 8/08/11 37.648 -2,155 2,901 746 14,490  130,203 -15,714 114,490
    FT 30 Lloyds Bank 77.95 27.968 29.234 12/12/11 28.594 -2,229 2,279 50 14,539  127,974 -13,435 114,539
  Buy DJIA long Visa 133.73 18.897   8/24/15 58.880 2,527        130,501 -15,962  
    Kospi 50 short Hyundai Heavy 13.86 182.275   1/23/12 209.385 2,526        133,028 -18,488  
    DAX long Merck (EMD) 68.86 36.695   6/04/12 36.500 2,527        135,554 -21,015  
    Europe 50 Roche 19.48 129.719   10/20/14 222.572 2,527        138,081 -23,542  
    FT 30 Tate & Lyle 3.13 808.105   5/14/12 858.422 2,529        140,611 -26,071  
12/26/11 Sell HSI short New World Dev 694.75 2.465 5.735 8/01/11 3.760 -2,612 3,984 1,372 15,912  137,999 -22,087 115,912
    OMXH 25 Nokia 623.48 3.720 9.970 2/28/11 6.090 -3,797 6,216 2,419 18,331  134,202 -15,871 118,331
    DJ Global Titans Bank of America 351.09 4.202 11.562 7/25/11 6.970 -2,447 4,059 1,612 19,943  131,755 -11,812 119,943
  Buy HSI long Lenovo 5,020.43 0.538   5/21/12 0.656 2,703        134,458 -14,515  
    OMXH 25 Huhtamäki 293.17 9.220   1/02/12 9.150 2,703        137,161 -17,218  
    DJ Global Titans Philip Morris 44.72 60.439   1/23/12 57.914 2,703        139,864 -19,921  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
1/02/12 Sell AEX short Philips 154.37 16.490 29.833 3/28/11 22.180 -3,424 4,605 1,181 21,125  136,440 -15,315 121,125
    ISEQ 20 Bank of Ireland 213.24 2.550 21.707 4/25/11 7.440 -1,587 4,629 3,042 24,167  134,853 -10,686 124,167
      Ryanair 471.33 3.780 2.952 4/25/11 3.366 -1,587 1,391 -195 23,972  133,267 -9,295 123,972
    OMXH 25 long Huhtamäki 293.17 9.150   12/26/11 9.220 -2,703 2,683 -21 23,951  130,564 -6,612 123,951
  Buy Germany Encavis 903.02 3.248   5/14/12 2.970 2,933        133,497 -9,545  
    AEX Vopak 71.37 41.095   4/09/12 44.780 2,933        136,430 -12,478  
    ISEQ 20 Flutter 32.52 45.100   5/21/12 50.010 1,467        137,896 -13,945  
      Ryanair 387.96 3.780   5/21/12 4.040 1,466        139,363 -15,412  
    OMXH 25 short Outokumpu 252.41 11.620   1/09/12 12.510 2,933        142,296 -18,345  
1/09/12 Sell S&P 100 short AIG 131.52 18.875 20.895 8/01/11 19.860 -2,612 2,748 136 24,087  139,684 -15,596 124,087
    Euro 50 Societe Generale 42.10 15.000 27.338 9/05/11 20.250 -853 1,151 298 24,386  138,831 -14,445 124,386
      Unicredit 31.05 11.455 65.827 9/05/11 27.460 -853 2,044 1,191 25,577  137,979 -12,402 125,577
    OMXH 25 Outokumpu 252.41 12.510 10.730 1/02/12 11.620 -2,933 2,708 -225 25,352  135,046 -9,693 125,352
    Nikkei (FRA) Resona 521.03 3.458 3.342 3/14/11 3.400 -1,772 1,741 -30 25,322  133,274 -7,952 125,322
      Tokyo Electric Power 137.33 1.740 95.638 3/14/11 12.900 -1,772 13,134 11,362 36,685  131,503 5,182 136,685
  Buy S&P 100 long Biogen 39.25 90.342   9/03/12 116.954 3,546        135,049 1,636  
    Euro 50 ASML 54.72 32.400   8/24/15 74.790 1,773        136,821 -137  
      AB InBev 37.33 47.495   8/24/15 91.280 1,773        138,594 -1,910  
    OMXH 25 Wärtsilä 424.00 8.363   1/30/12 8.837 3,546        142,140 -5,456  
    Nikkei (FRA) Aozora Bank 82.97 21.370   5/14/12 18.670 1,773        143,914 -7,229  
      Nitto Boseki 136.65 12.975   5/14/12 12.260 1,773        145,687 -9,002  
1/16/12 Sell ASX 50 short Macquarie Group 117.49 19.953 21.742 7/25/11 20.828 -2,447 2,554 107 36,792  143,239 -6,447 136,792
    HSI-Fin China Life Ins HK 1,572.87 2.249 3.335 2/07/11 2.738 -4,307 5,245 938 37,730  138,932 -1,203 137,730
    HSI-Prop China Ov Land & Inv 1,348.79 1.541 1.086 3/14/11 1.313 -1,772 1,465 -307 37,423  137,161 262 137,423
      China Res Land 1,476.50 1.413 0.987 3/14/11 1.200 -1,772 1,457 -315 37,108  135,389 1,719 137,108
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OBX 25 Frontline 39.36 17.878 333.728 4/11/11 77.243 -3,040 13,136 10,095 47,203  132,349 14,854 147,203
    Indices Athex Large Cap 0.48 2,507.600 12,908.500 5/23/11 5,689.400 -2,731 6,196 3,465 50,668  129,618 21,050 150,668
  Buy ASX 50 long James Hardie Ind 732.99 5.856   1/23/12 6.001 4,292        133,910 16,758  
    HSI-Fin AIA 1,635.55 2.624   5/14/12 2.577 4,292        138,202 12,466  
    HSI-Prop China Ov Land & Inv 1,392.60 1.541   6/10/13 2.124 2,146        140,348 10,320  
      China Res Land 1,518.65 1.413   6/10/13 2.183 2,146        142,494 8,174  
    HSI-C&I Sands China 1,671.08 2.568   5/21/12 2.614 4,292        146,786 3,882  
    OBX 25 Equinor 222.80 19.264   5/14/12 19.745 4,292        151,078 -410  
    Indices ISEQ-Overall 1.43 3,005.690   5/21/12 3,087.810 4,298        155,377 -4,708  
1/23/12 Sell France short Carrefour 95.69 17.050 41.032 6/27/11 26.450 -2,531 3,926 1,395 52,064  152,846 -782 152,064
    SSE 50 China Rwy Constr 4,217.19 0.506 0.789 6/06/11 0.632 -2,664 3,329 665 52,729  150,182 2,547 152,729
    Kospi 50 Hyundai Heavy 13.86 209.385 155.165 12/19/11 182.275 -2,526 2,151 -376 52,353  147,655 4,698 152,353
    ASX 50 long James Hardie Ind 732.99 6.001   1/16/12 5.856 -4,292 4,399 107 52,460  143,363 9,097 152,460
    HDAX short Commerzbank 138.93 14.511 24.359 8/01/11 18.801 -2,612 3,384 772 53,232  140,751 12,481 153,232
    Topix (FRA) Nintendo 236.17 10.574 11.568 8/01/11 11.060 -2,612 2,732 120 53,352  138,139 15,213 153,352
    CAC Mid 60 Genfit 713.96 1.723 8.978 5/16/11 3.933 -2,808 6,410 3,602 56,954  135,331 21,623 156,954
    QIX Pro7-Sat1 153.93 17.200 10.800 8/08/11 14.000 -2,155 1,662 -493 56,461  133,176 23,285 156,461
    DJ Global Titans long Philip Morris 44.72 57.914   12/26/11 60.439 -2,703 2,590 -113 56,348  130,473 25,875 156,348
  Buy France Hermes International 17.96 253.600   4/23/12 251.250 4,555        135,028 21,320  
    SSE 50 China Minsheng Bk 6,821.93 0.668   3/19/12 0.633 4,555        139,583 16,765  
    Kospi 50 Samsung Electronics 296.82 15.346   5/21/12 16.200 4,555        144,138 12,210  
    ASX 50 short QBE Insurance 475.19 9.586   1/30/12 9.544 4,555        148,693 7,655  
    HDAX long Dürr 499.18 9.125   8/04/14 28.230 4,555        153,248 3,100  
    Topix (FRA) Fast Retailing 31.17 146.118   2/27/12 148.473 4,555        157,802 -1,454  
    CAC Mid 60 Innate Pharma 2,663.74 1.710   5/14/12 1.650 4,555        162,357 -6,009  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    QIX Freenet 433.19 10.515   1/18/16 28.325 4,555        166,912 -10,564  
    DJ Global Titans short Bank of America 812.10 5.609   2/06/12 6.060 4,555        171,467 -15,119  
1/30/12 Sell ASX 50 short QBE Insurance 475.19 9.544 9.628 1/23/12 9.586 -4,555 4,575 20 56,368  166,912 -10,544 156,368
    SDAX Heidelberger Druck 942.05 1.657 5.072 5/23/11 2.899 -2,731 4,778 2,047 58,415  164,181 -5,766 158,415
    OMXH 25 long Wärtsilä 424.00 8.837   1/09/12 8.363 -3,546 3,747 201 58,616  160,635 -2,020 158,616
    BSE Sensex 30 short Bharat Heavy 987.93 2.662 7.139 2/07/11 4.360 -4,307 7,053 2,746 61,362  156,328 5,033 161,362
  Buy ASX 50 long James Hardie Ind 721.64 5.763   8/17/15 12.058 4,159        160,487 874  
    SDAX Encavis 1,376.70 3.021   5/21/12 2.951 4,159        164,646 -3,285  
    OMXH 25 short Nokia 1,071.91 3.880   2/13/12 3.800 4,159        168,805 -7,444  
    BSE Sensex 30 long Hindustan Unilever 686.17 6.061   11/16/15 11.144 4,159        172,964 -11,603  
2/06/12 Sell CAC 40 short Carrefour 100.83 18.345 51.259 5/09/11 30.665 -3,092 5,168 2,076 63,438  169,873 -6,434 163,438
    TecDAX SMA Solar 48.04 50.420 107.875 3/14/11 73.750 -3,543 5,182 1,639 65,078  166,330 -1,252 165,078
    IBEX 35 Banco Sabadell 1,329.85 2.331 2.658 4/04/11 2.489 -3,310 3,534 224 65,302  163,020 2,282 165,302
    PSI 20 Teixeira Duarte 4,983.61 0.190 1.958 4/11/11 0.610 -3,040 9,760 6,720 72,022  159,980 12,042 172,022
    DJ Global Titans Bank of America 812.10 6.060 5.157 1/23/12 5.609 -4,555 4,188 -367 71,655  155,425 16,231 171,655
  Buy CAC 40 long Airbus 172.49 27.230   4/09/12 29.725 4,697        160,121 11,534  
    IBEX 35 Bankinter 1,360.66 3.452   2/13/12 3.297 4,697        164,818 6,837  
    PSI 20 Jerónimo Martins 365.81 12.840   2/20/12 12.970 4,697        169,515 2,140  
    MerVal short Gr Fin Galicia 7,919.41 0.593   2/27/12 0.596 4,697        174,212 -2,557  
    DJ Global Titans long Apple 372.78 12.600   5/21/12 15.695 4,697        178,910 -7,254  
2/13/12 Sell IBEX 35 long Bankinter 1,360.66 3.297   2/06/12 3.452 -4,697 4,486 -211 71,444  174,213 -2,768 171,444
    OMXH 25 short Nokia 1,071.91 3.800 3.962 1/30/12 3.880 -4,159 4,247 88 71,532  170,054 1,478 171,532
    Nikkei (TYO) Tokyo Electric Power 748.43 1.953 8.741 5/09/11 4.131 -3,092 6,542 3,450 74,982  166,962 8,020 174,982
    Topix (TYO) Nintendo 150.00 10.500 12.949 8/29/11 11.660 -1,749 1,942 193 75,175  165,212 9,963 175,175
    GEX MeVis Medical 290.82 5.650 26.343 3/07/11 12.200 -3,548 7,661 4,113 79,288  161,664 17,624 179,288
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy IBEX 35 Sacyr 1,485.21 3.314   8/20/12 1.284 4,922        166,586 12,702  
    OMXH 25 long Nokian Tyres 146.05 33.700   4/09/12 36.040 4,922        171,508 7,780  
    Topix (TYO) Fast Retailing 31.78 154.867   5/07/12 167.646 4,922        176,430 2,858  
    GEX 4SC 79.91 61.593   5/07/12 48.084 4,922        181,352 -2,064  
2/20/12 Sell TSX 60 short BlackBerry 102.09 11.318 81.048 5/09/11 30.287 -3,092 8,274 5,182 84,471  178,260 6,211 184,471
    PSI 20 long Jerónimo Martins 365.81 12.970   2/06/12 12.840 -4,697 4,745 48 84,518  173,563 10,955 184,518
  Buy TSX 60 Constellation Soft 69.11 70.699   4/16/12 66.838 4,886        178,449 6,069  
    PSI 20 short Pharol 1,163.33 4.200   2/27/12 3.989 4,886        183,335 1,183  
    SLI long Sonova 57.29 85.291   4/23/12 82.016 4,886        188,221 -3,703  
2/27/12 Sell PSI 20 short Pharol 1,163.33 3.989 4.422 2/20/12 4.200 -4,886 5,144 258 84,777  183,335 1,441 184,777
    MerVal Gr Fin Galicia 7,919.41 0.596 0.591 2/06/12 0.593 -4,697 4,677 -20 84,757  178,638 6,118 184,757
    Topix (FRA) long Fast Retailing 31.17 148.473   1/23/12 146.118 -4,555 4,628 73 84,830  174,084 10,746 184,830
  Buy PSI 20 Jerónimo Martins 360.28 13.570   3/12/12 14.360 4,889        178,973 5,857  
    Topix (FRA) short Mazda Motor 765.10 6.390   3/05/12 6.150 4,889        183,862 968  
3/05/12 Sell NZX 50 short Heartland 6,222.66 0.277 0.329 10/31/11 0.302 -1,878 2,050 172 85,002  181,984 3,018 185,002
    Topix (FRA) Mazda Motor 765.10 6.150 6.639 2/27/12 6.390 -4,889 5,080 191 85,193  177,095 8,098 185,193
  Buy MerVal Aluar 10,068.76 0.480   3/12/12 0.513 4,832        181,927 3,266  
    NZX 50 long a2 Milk 20,782.80 0.233   5/21/12 0.267 4,832        186,759 -1,566  
    Topix (FRA) Isuzu Motors 575.10 8.402   3/19/12 8.620 4,832        191,591 -6,398  
3/12/12 Sell BEL 20 short Bekaert 55.23 24.765 102.733 7/11/11 50.440 -2,786 5,674 2,888 88,081  188,805 -724 188,081
    PSI 20 long Jerónimo Martins 360.28 14.360   2/27/12 13.570 -4,889 5,174 285 88,365  183,916 4,450 188,365
    MerVal short Aluar 10,068.76 0.513 0.447 3/05/12 0.480 -4,832 4,501 -331 88,034  179,084 8,950 188,034
  Buy BEL 20 long Galapagos 392.66 12.540   5/14/12 10.990 4,924        184,008 4,026  
    PSI 20 short Pharol 1,250.06 3.939   3/26/12 4.022 4,924        188,932 -898  
3/19/12 Sell SSE 50 long China Minsheng Bk 6,821.93 0.633   1/23/12 0.668 -4,555 4,319 -236 87,798  184,377 3,421 187,798
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Isuzu Motors 575.10 8.620   3/05/12 8.402 -4,832 4,957 125 87,924  179,545 8,379 187,924
  Buy SSE 50 short Anhui Conch Cement 2,509.85 1.955   4/09/12 2.031 4,907        184,452 3,472  
    Topix (FRA) Mazda Motor 759.60 6.460   8/13/12 4.800 4,907        189,359 -1,435  
3/26/12 Sell ATX short Flughafen Wien 302.41 7.050 9.772 7/18/11 8.300 -2,510 2,955 445 88,369  186,849 1,520 188,369
    PSI 20 Pharol 1,250.06 4.022 3.856 3/12/12 3.939 -4,924 4,820 -104 88,265  181,925 6,340 188,265
  Buy ATX long Österreichische Post 193.06 25.200   4/09/12 25.800 4,865        186,790 1,475  
    PSI 20 Jerónimo Martins 326.51 14.900   4/02/12 15.420 4,865        191,655 -3,390  
4/02/12 Sell   long Jerónimo Martins 326.51 15.420   3/26/12 14.900 -4,865 5,035 170 88,435  186,790 1,645 188,435
    Athex LC short Piraeus Financial 0.01 82,830.000 2,256,230.000 4/04/11 432,300.000 -4,323 22,562 18,239 106,674  182,467 24,207 206,674
  Buy PSI 20 Banco Comercial 8,764.04 0.659   8/20/12 0.452 5,772        188,239 18,435  
    Athex LC long EYDAP 1,450.25 3.980   4/16/12 4.030 5,772        194,011 12,663  
4/09/12 Sell SSE 50 short Anhui Conch Cement 2,509.85 2.031 1.880 3/19/12 1.955 -4,907 4,717 -190 106,484  189,104 17,380 206,484
    ATX long Österreichische Post 193.06 25.800   3/26/12 25.200 -4,865 4,981 116 106,600  184,239 22,361 206,600
    CAC 40 Airbus 172.49 29.725   2/06/12 27.230 -4,697 5,127 430 107,030  179,542 27,488 207,030
    AEX Vopak 71.37 44.780   1/02/12 41.095 -2,933 3,196 263 107,293  176,609 30,684 207,293
    OMXH 25 Nokian Tyres 146.05 36.040   2/13/12 33.700 -4,922 5,264 342 107,635  171,687 35,948 207,635
  Buy SSE 50 China Northern Rare 2,108.45 2.888   6/04/12 3.823 6,089        177,776 29,859  
    ATX short Zumtobel 621.07 9.804   4/16/12 9.950 6,089        183,865 23,770  
    AEX ArcelorMittal 157.22 38.730   9/03/12 35.565 6,089        189,954 17,681  
    OMXH 25 Outokumpu 524.01 11.620   8/20/12 6.980 6,089        196,043 11,592  
4/16/12 Sell ATX short Zumtobel 621.07 9.950 9.658 4/09/12 9.804 -6,089 5,998 -91 107,544  189,954 17,590 207,544
    TSX 60 long Constellation Soft 69.11 66.838   2/20/12 70.699 -4,886 4,619 -267 107,278  185,068 22,209 207,278
    Athex LC EYDAP 1,450.25 4.030   4/02/12 3.980 -5,772 5,845 73 107,350  179,296 28,054 207,350
  Buy ATX Österreichische Post 220.21 26.725   5/21/12 27.000 5,885        185,181 22,169  
    TSX 60 short BlackBerry 582.35 10.106   8/20/12 5.638 5,885        191,066 16,284  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Athex LC Public Power 3,796.77 1.550   9/03/12 1.330 5,885        196,951 10,399  
4/23/12 Sell France long Hermes International 17.96 251.250   1/23/12 253.600 -4,555 4,512 -42 107,308  192,397 14,911 207,308
    SLI Sonova 57.29 82.016   2/20/12 85.291 -4,886 4,699 -188 107,120  187,510 19,610 207,120
  Buy France short Solocal 3.84 1,476.830   8/13/12 1,038.280 5,671        193,181 13,939  
    MerVal YPF 421.94 13.433   8/27/12 14.446 5,668        198,849 8,271  
    SLI Lonza 164.27 34.504   11/26/12 36.099 5,668        204,517 2,603  
    GCX REC Silicon 1,629.34 3.479   2/11/13 1.027 5,668        210,185 -3,065  
4/30/12 Sell SP Global 100 short Carrefour 130.08 15.175 26.570 8/01/11 20.080 -2,612 3,456 844 107,964  207,573 391 207,964
  Buy   long Apple 330.91 15.738   10/20/14 19.487 5,208        212,781 -4,817  
5/07/12 Sell Nordic 30 long Equinor 126.65 19.757   11/28/11 18.255 -2,312 2,502 190 108,155  210,469 -2,315 208,155
    Topix (TYO) Fast Retailing 31.78 167.646   2/13/12 154.867 -4,922 5,328 406 108,561  205,548 3,013 208,561
    GEX 4SC 79.91 48.084   2/13/12 61.593 -4,922 3,842 -1,080 107,481  200,626 6,856 207,481
  Buy Nordic 30 short Nokia 2,232.50 2.400   8/13/12 2.220 5,358        205,984 1,498  
    Topix (TYO) Sony 457.18 11.720   6/11/12 10.270 5,358        211,342 -3,860  
5/14/12 Sell Germany long Encavis 903.02 2.970   1/02/12 3.248 -2,933 2,682 -251 107,230  208,409 -1,178 207,230
    MDAX short Ceconomy 224.22 7.298 12.656 8/08/11 9.611 -2,155 2,838 683 107,913  206,254 1,659 207,913
    HSI-Fin long AIA 1,635.55 2.577   1/16/12 2.624 -4,292 4,215 -77 107,836  201,962 5,875 207,836
    BEL 20 Galapagos 392.66 10.990   3/12/12 12.540 -4,924 4,315 -609 107,228  197,038 10,190 207,228
    OMXC 20 Tryg 268.91 8.768   11/28/11 8.598 -2,312 2,358 46 107,274  194,726 12,548 207,274
    OBX 25 Equinor 222.80 19.745   1/16/12 19.264 -4,292 4,399 107 107,381  190,434 16,947 207,381
    OMXS 30 Getinge 62.01 19.967   11/28/11 18.641 -1,156 1,238 82 107,463  189,278 18,185 207,463
    FT 30 Tate & Lyle 3.13 858.422   12/19/11 808.105 -2,529 2,687 157 107,620  186,748 20,872 207,620
    Nikkei (FRA) Aozora Bank 82.97 18.670   1/09/12 21.370 -1,773 1,549 -224 107,396  184,975 22,421 207,396
      Nitto Boseki 136.65 12.260   1/09/12 12.975 -1,773 1,675 -98 107,299  183,202 24,096 207,299
    CAC Mid 60 Innate Pharma 2,663.74 1.650   1/23/12 1.710 -4,555 4,395 -160 107,139  178,647 28,492 207,139
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy Germany short SolarWorld 24.90 236.550   9/10/12 182.550 5,890        184,537 22,602  
    MDAX long Dürr 538.10 10.946   5/21/12 10.445 5,890        190,427 16,711  
    HSI-Fin short HK Exchgs & Clrg 518.67 11.356   9/17/12 11.718 5,890        196,317 10,822  
    BEL 20 Bekaert 257.77 22.850   6/25/12 18.225 5,890        202,207 4,931  
    OMXC 20 Vestas Wind Systems 5,197.67 1.133   5/28/12 1.008 5,890        208,097 -959  
    OBX 25 REC Silicon 1,701.57 3.462   9/03/12 2.359 5,890        213,987 -6,849  
    OMXS 30 ABB 227.12 12.967   7/23/12 14.168 2,945        216,932 -9,793  
      Nokia 1,259.41 2.338   7/23/12 1.752 2,945        219,877 -12,738  
    FT 30 Man Group 57.04 103.259   8/06/12 106.958 5,890        225,767 -18,628  
    Nikkei (FRA) Nippon Sheet Glass 325.77 9.040   1/07/13 9.100 2,945        228,712 -21,573  
      Sharp 76.24 38.630   1/07/13 23.550 2,945        231,657 -24,518  
    CAC Mid 60 Vallourec 4.26 1,382.400   9/10/12 1,453.800 5,889        237,546 -30,407  
5/21/12 Sell HSI long Lenovo 5,020.43 0.656   12/26/11 0.538 -2,703 3,292 589 107,728  234,843 -27,115 207,728
    Kospi 50 Samsung Electronics 296.82 16.200   1/23/12 15.346 -4,555 4,809 254 107,982  230,288 -22,307 207,982
    ATX Österreichische Post 220.21 27.000   4/16/12 26.725 -5,885 5,946 61 108,043  224,403 -16,361 208,043
    MDAX Dürr 538.10 10.445   5/14/12 10.946 -5,890 5,620 -270 107,773  218,513 -10,740 207,773
    SDAX Encavis 1,376.70 2.951   1/30/12 3.021 -4,159 4,063 -96 107,677  214,354 -6,678 207,677
    HSI-C&I Sands China 1,671.08 2.614   1/16/12 2.568 -4,292 4,368 76 107,753  210,062 -2,309 207,753
    ISEQ 20 Flutter 32.52 50.010   1/02/12 45.100 -1,467 1,626 160 107,913  208,596 -683 207,913
      Ryanair 387.96 4.040   1/02/12 3.780 -1,466 1,567 101 108,013  207,129 884 208,013
    SMI short Credit Suisse 105.21 15.602 55.361 5/09/11 29.390 -3,092 5,825 2,732 110,746  204,037 6,709 210,746
    NZX 50 long a2 Milk 20,782.80 0.267   3/05/12 0.233 -4,832 5,541 709 111,455  199,205 12,249 211,455
    Indices ISEQ-Overall 1.43 3,087.810   1/16/12 3,005.690 -4,298 4,416 117 111,572  194,907 16,665 211,572
    DJ Global Titans Apple 372.78 15.695   2/06/12 12.600 -4,697 5,851 1,154 112,726  190,210 22,516 212,726
  Buy HSI short China Unicom 4,947.42 1.189   8/20/12 1.370 5,881        196,091 16,635  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Kospi 50 SK Holdings 104.50 56.279   7/23/12 68.528 5,881        201,972 10,754  
    ATX Zumtobel 596.57 9.858   6/25/12 8.050 5,881        207,853 4,873  
    MDAX Ströer Media 740.40 7.943   5/28/12 8.000 5,881        213,734 -1,008  
    TecDAX SMA Solar 223.48 26.315   12/22/14 14.800 5,881        219,615 -6,889  
    SDAX Klöckner 750.70 7.834   10/29/12 7.058 5,881        225,496 -12,770  
    HSI-C&I Citic Pacific 4,964.54 1.185   9/17/12 0.959 5,881        231,377 -18,651  
    ISEQ 20 Bank of Ireland 1,126.63 2.610   8/27/12 2.490 2,941        234,317 -21,592  
      Smurfit Kappa 529.82 5.550   8/27/12 6.550 2,941        237,258 -24,532  
    SMI long Richemont 122.42 48.039   5/28/12 48.077 5,881        243,139 -30,413  
    NZX 50 short KMD Brands 6,166.51 0.954   7/30/12 0.992 5,881        249,020 -36,294  
    Indices Athex Large Cap 2.90 2,028.100   9/10/12 2,671.700 5,881        254,901 -42,176  
    Nikkei (TYO) Nippon Sheet Glass 690.33 8.519   7/02/12 8.411 5,881        260,782 -48,057  
    DJ Global Titans Telefónica 599.12 9.816   5/28/12 9.440 5,881        266,663 -53,938  
5/28/12 Sell MDAX short Ströer Media 740.40 8.000 7.886 5/21/12 7.943 -5,881 5,839 -42 112,683  260,782 -48,099 212,683
    OMXC 20 Vestas Wind Systems 5,197.67 1.008 1.274 5/14/12 1.133 -5,890 6,622 732 113,415  254,892 -41,477 213,415
    SMI long Richemont 122.42 48.077   5/21/12 48.039 -5,881 5,886 5 113,420  249,011 -35,591 213,420
    DJ Global Titans short Telefónica 599.12 9.440 10.207 5/21/12 9.816 -5,881 6,115 234 113,654  243,130 -29,476 213,654
  Buy MDAX long Rhön-Klinikum 209.32 21.995   6/04/12 22.100 4,604        247,734 -34,080  
    OMXC 20 GN Store Nord 67.56 68.150   6/04/12 67.500 4,604        252,339 -38,684  
    SMI short Credit Suisse 292.61 15.734   6/04/12 15.300 4,604        256,943 -43,288  
    DJ Global Titans long Apple 282.33 16.307   10/22/12 17.386 4,604        261,547 -47,892  
Portfolio market l/s instrument bought pieces buy price 5/28/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  RTX short Mobile TeleSystems 8/01/11 212.01 12.320 14.030 10.610 2,612 2,249 -363 -363 2,612 2,249 -17
  ISEQ 20 Bank of Ireland 5/21/12 1126.63 2.610 2.550 2.671 2,941 3,010 69 -293 5,552 5,259 236
    Smurfit Kappa   529.82 5.550 5.400 5.704 2,941 3,022 82 -212 8,493 8,281 317
  AEX ArcelorMittal 4/09/12 157.22 38.730 34.275 43.764 6,089 6,881 791 580 14,582 15,162 148
  IBEX 35 Sacyr 2/13/12 1485.21 3.314 1.480 7.421 4,922 11,021 6,099 6,679 19,504 26,183 1,548
  Topix (TYO) Sony 5/07/12 457.18 11.720 10.670 12.872 5,358 5,885 527 7,206 24,862 32,068 411
  SSE 50 long China Northern Rare 4/09/12 2108.45 2.888 3.623 6,089 7,640 1,551 8,757 30,951 39,708 442
  HSI short China Unicom 5/21/12 4947.42 1.189 1.145 1.234 5,881 6,103 222 8,979 36,832 45,811 591
  HSI-Fin HK Exchgs & Clrg 5/14/12 518.67 11.356 11.577 11.135 5,890 5,775 -115 8,864 42,722 51,586 -40
  BSE Sensex 30 long Hindustan Unilever 1/30/12 686.17 6.061 5.968 4,159 4,095 -64 8,800 46,881 55,681 -5
  STI short Wilmar International 5/02/11 1091.71 2.824 2.329 3.425 3,083 3,739 656 9,455 49,964 59,419 20
  OMXH 25 Outokumpu 4/09/12 524.01 11.620 8.060 16.752 6,089 8,778 2,689 12,145 56,053 68,198 1,426
  PSI 20 Banco Comercial 4/02/12 8764.04 0.659 0.491 0.884 5,772 7,747 1,975 14,119 61,825 75,944 581
  SMI Credit Suisse 5/28/12 292.61 15.734   4,604 4,604     66,429 80,548  
  NZX 50 KMD Brands 5/21/12 6166.51 0.954 0.921 0.988 5,881 6,091 210 14,330 72,310 86,640 525
  Topix (FRA) Mazda Motor 3/19/12 759.6 6.460 5.095 8.191 4,907 6,222 1,315 15,644 77,217 92,861 245
  TecDAX SMA Solar 5/21/12 223.48 26.315 25.260 27.414 5,881 6,127 246 15,890 83,098 98,988 744
  HSI-Prop long China Ov Land & Inv 1/16/12 1392.6 1.541 1.739 2,146 2,421 275 16,165 85,244 101,409 39
    China Res Land   1518.65 1.413 1.525 2,146 2,316 170 16,335 87,390 103,725 23
  Nordic 30 short Nokia 5/07/12 2232.5 2.400 2.360 2.441 5,358 5,449 91 16,426 92,748 109,174 34
  FT 30 Man Group 5/14/12 57.04 103.259 91.370 116.696 5,890 6,656 766 17,192 98,638 115,830 2,327
  Nikkei (FRA) Nippon Sheet Glass   325.77 9.040 8.000 10.215 2,945 3,328 383 17,575 101,583 119,158 2,320
    Sharp   76.24 38.630 42.100 35.160 2,945 2,681 -265 17,311 104,528 121,839 -91
  Nikkei (TYO) Nippon Sheet Glass 5/21/12 690.33 8.519 8.015 9.055 5,881 6,251 370 17,681 110,409 128,089 2,303
  Athex LC Public Power 4/16/12 3796.77 1.550 0.780 3.080 5,885 11,694 5,809 23,490 116,294 139,784 38,965
Portfolio market l/s instrument bought pieces buy price 5/28/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  OBX 25 REC Silicon 5/14/12 1701.57 3.462 2.895 4.139 5,890 7,043 1,153 24,643 122,184 146,827 10,467
  OMXS 30 ABB   227.12 12.967 13.171 12.762 2,945 2,899 -46 24,596 125,129 149,725 -34
    Nokia   1259.41 2.338 2.318 2.359 2,945 2,971 26 24,622 128,074 152,696 26
  OMXC 20 long GN Store Nord 5/28/12 67.56 68.150   4,604 4,604     132,678 157,300  
  TSX 60 short BlackBerry 4/16/12 582.35 10.106 8.900 11.475 5,885 6,682 797 25,420 138,563 163,983 202
  CAC Mid 60 Vallourec 5/14/12 4.26 1,382.400 1,283.200 1,489.269 5,889 6,344 455 25,875 144,452 170,327 597
  SDAX Klöckner 5/21/12 750.7 7.834 8.039 7.629 5,881 5,727 -154 25,721 150,333 176,054 -75
  Indices Athex Large Cap   2.9 2,028.100 1,909.300 2,154.292 5,881 6,247 366 26,087 156,215 182,301 2,228
  BEL 20 Bekaert 5/14/12 257.77 22.850 21.330 24.478 5,890 6,310 420 26,507 162,105 188,611 502
  France Solocal 4/23/12 3.84 1,476.830 1,462.890 1,490.903 5,671 5,725 54 26,561 167,776 194,336 10
  MIB UnipolSai 6/27/11 493.37 5.130 2.397 10.979 2,531 5,417 2,886 29,446 170,307 199,753 129
  ATX Zumtobel 5/21/12 596.57 9.858 10.040 9.676 5,881 5,772 -109 29,338 176,188 205,525 -62
  ASX 50 long James Hardie Ind 1/30/12 721.64 5.763 5.877 4,159 4,241 82 29,420 180,347 209,767 6
  DJ Global Titans Apple 5/28/12 282.33 16.307   4,604 4,604     184,951 214,371  
  S&P 100 Biogen 1/09/12 39.25 90.342 104.955 3,546 4,119 574 29,994 188,497 218,490 48
  HDAX Dürr 1/23/12 499.18 9.125 10.570 4,555 5,276 721 30,715 193,052 223,767 53
  DJTA Kirby 12/05/11 47.55 48.011 44.602 2,283 2,121 -162 30,553 195,334 225,887 -14
  SP Global 100 Apple 4/30/12 330.91 15.738 16.307 5,208 5,396 188 30,741 200,542 231,284 59
  Nasdaq 100 Regeneron 10/10/11 38.22 49.346 108.514 1,886 4,147 2,261 33,003 202,428 235,431 247
  Kospi 50 short SK Holdings 5/21/12 104.5 56.279 60.429 52.129 5,881 5,447 -434 32,569 208,310 240,878 -98
  DAX long Merck (EMD) 12/19/11 68.86 36.695 37.635 2,527 2,592 65 32,634 210,836 243,470 6
  MDAX Rhön-Klinikum 5/28/12 209.32 21.995   4,604 4,604     215,440 248,074  
  FTSE Next 11/28/11 0.74 3,105.900 3,736.085 2,298 2,765 466 33,100 217,739 250,839 45
  Europe 50 Roche 12/19/11 19.48 129.719 127.040 2,527 2,475 -52 33,048 220,266 253,313 -5
  BSE Sensex 50 Eicher Motors 10/24/11 804.21 2.335 3.195 1,878 2,569 691 33,739 222,144 255,883 69
Portfolio market l/s instrument bought pieces buy price 5/28/12 prc short invest current prf/loss acc p/l ∑ invest ∑ on date yield
  QIX Freenet 1/23/12 433.19 10.515 11.240 4,555 4,869 314 34,053 226,699 260,752 21
  DJIA Visa 12/19/11 133.73 18.897 23.993 2,527 3,209 682 34,735 229,226 263,960 72
  Euro 50 ASML 1/09/12 54.72 32.400 37.235 1,773 2,038 265 34,999 230,999 265,998 44
    AB InBev   37.33 47.495 53.850 1,773 2,010 237 35,237 232,772 268,008 39
  Germany short SolarWorld 5/14/12 24.9 236.550 231.000 242.233 5,890 6,032 142 35,378 238,662 274,040 86
  HSI-C&I Citic Pacific 5/21/12 4964.54 1.185 1.230 1.140 5,881 5,658 -223 35,155 244,543 279,698 -87
  MerVal YPF 4/23/12 421.94 13.433 14.909 11.957 5,668 5,045 -623 34,532 250,211 284,743 -70
  SLI Lonza   164.27 34.504 28.821 41.307 5,668 6,786 1,118 35,650 255,879 291,529 553
  GCX REC Silicon   1629.34 3.479 2.895 4.180 5,668 6,811 1,143 36,793 261,547 298,340 579
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
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
    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
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    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  
    STI ThaiBev 23,289.35 0.212   6/10/13 0.382 4,942        264,482 -43,281  
    Nikkei (TYO) OKI Electric 387.16 12.765   7/16/12 12.784 4,942        269,424 -48,223  
7/09/12 Sell RTX short RusHydro 2,434.48 2.080 1.980 7/02/12 2.030 -4,942 4,820 -122 121,079  264,482 -43,403 221,079
  Buy   long Magnit 205.22 21.640   7/16/12 22.510 4,441        268,923 -47,843  
7/16/12 Sell DAX short thyssenkrupp 385.71 14.565 10.775 6/04/12 12.670 -4,887 4,156 -731 120,349  264,036 -43,687 220,349
    RTX long Magnit 205.22 22.510   7/09/12 21.640 -4,441 4,620 179 120,527  259,595 -39,068 220,527
    OMXC 20 short Vestas Wind Systems 6,211.95 0.678 0.971 6/25/12 0.812 -5,041 6,031 990 121,517  254,554 -33,037 221,517
    Nikkei (TYO) long OKI Electric 387.16 12.784   7/02/12 12.765 -4,942 4,949 7 121,525  249,612 -28,087 221,525
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  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 -273 120,320  255,184 -34,864 220,320
      Nokia 1,259.41 1.752 3.121 5/14/12 2.338 -2,945 3,931 986 121,306  252,239 -30,933 221,306
  Buy Kospi 50 long Amorepacific Group 181.88 26.166   10/20/14 87.497 4,759        256,998 -35,692  
    MDAX short Ströer Media 600.35 7.927   8/06/12 7.080 4,759        261,757 -40,451  
    OMXS 30 long Electrolux 134.27 17.722   6/24/13 19.030 2,379        264,137 -42,830  
      Swedbank 172.57 13.789   6/24/13 16.871 2,380        266,516 -45,210  
7/30/12 Sell FTSE short Aviva 14.62 382.206 286.108 6/04/12 334.157 -4,885 4,183 -702 120,604  261,631 -41,027 220,604
    NZX 50 KMD Brands 6,166.51 0.992 0.916 5/21/12 0.954 -5,881 5,647 -234 120,369  255,750 -35,380 220,369
  Buy FTSE long Ashtead 13.88 333.248   8/24/15 1,199.890 4,625        260,375 -40,006  
8/06/12 Sell MDAX short Ströer Media 600.35 7.080 8.875 7/23/12 7.927 -4,759 5,328 569 120,939  255,616 -34,678 220,939
    FT 30 Man Group 57.04 106.958 99.561 5/14/12 103.259 -5,890 5,679 -211 120,728  249,726 -28,999 220,728
  Buy MDAX long Dürr 346.38 13.838   10/29/12 14.790 4,793        254,519 -33,792  
    FT 30 Ferguson 1.56 3,068.570   6/24/13 3,452.810 4,787        259,306 -38,579  
8/13/12 Sell France short Solocal 3.84 1,038.280 2,100.620 4/23/12 1,476.830 -5,671 8,066 2,395 123,123  253,635 -30,512 223,123
    Nordic 30 Nokia 2,232.50 2.220 2.595 5/07/12 2.400 -5,358 5,792 434 123,558  248,277 -24,720 223,558
    Topix (FRA) Mazda Motor 759.60 4.800 8.694 3/19/12 6.460 -4,907 6,604 1,697 125,255  243,370 -18,116 225,255
  Buy France long Eurofins Scientific 500.05 10.355   4/22/13 15.325 5,178        248,548 -23,294  
    Nordic 30 Pandora 462.64 11.192   6/03/13 26.264 5,178        253,726 -28,472  
    Topix (FRA) Softbank 320.84 16.139   9/03/12 15.996 5,178        258,904 -33,650  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
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 -9,442 243,633
      Smurfit Kappa 529.82 6.550 4.550 5/21/12 5.550 -2,941 2,411 -530 143,104  250,134 -7,031 243,104
    MerVal YPF 421.94 14.446 12.421 4/23/12 13.433 -5,668 5,241 -427 142,676  244,466 -1,790 242,676
  Buy ISEQ 20 long Kerry 80.12 37.580   6/17/13 42.250 3,011        247,477 -4,801  
      Smurfit Kappa 459.69 6.550   6/17/13 12.270 3,011        250,488 -7,812  
9/03/12 Sell S&P 100 long Biogen 39.25 116.954   1/09/12 90.342 -3,546 4,590 1,045 143,721  246,942 -3,222 243,721
    AEX short ArcelorMittal 157.22 35.565 42.177 4/09/12 38.730 -6,089 6,631 542 144,263  240,853 3,409 244,263
    RTX RusHydro 2,269.95 2.010 2.257 7/16/12 2.130 -4,835 5,124 289 144,552  236,018 8,533 244,552
    OBX 25 REC Silicon 1,701.57 2.359 5.080 5/14/12 3.462 -5,890 8,643 2,753 147,305  230,128 17,177 247,305
    Athex LC Public Power 3,796.77 1.330 1.806 4/16/12 1.550 -5,885 6,858 974 148,279  224,243 24,035 248,279
    Topix (FRA) long Softbank 320.84 15.996   8/13/12 16.139 -5,178 5,132 -46 148,233  219,065 29,167 248,233
  Buy S&P 100 short HP 513.22 13.511   9/17/12 13.872 6,934        225,999 22,233  
    RTX long Magnit 286.29 24.220   9/17/12 27.650 6,934        232,933 15,299  
    OBX 25 Grieg Seafood 5,056.15 1.371   1/07/13 1.707 6,934        239,867 8,365  
    Athex LC Alpha Bank 103.49 67.000   3/25/13 37.850 6,934        246,801 1,432  
    MerVal short Pampa Energía 41,249.26 0.168   9/10/12 0.164 6,934        253,735 -5,502  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) Kansai Electric Pwr 1,216.06 5.702   3/11/13 6.145 6,934        260,669 -12,436  
9/10/12 Sell Germany short SolarWorld 24.90 182.550 306.524 5/14/12 236.550 -5,890 7,632 1,742 149,975  254,779 -4,804 249,975
    MerVal Pampa Energía 41,249.26 0.164 0.172 9/03/12 0.168 -6,934 7,107 173 150,148  247,845 2,303 250,148
    CAC Mid 60 Vallourec 4.26 1,453.800 1,311.000 5/14/12 1,382.400 -5,889 5,585 -304 149,844  241,956 7,888 249,844
    Indices Athex Large Cap 2.90 2,671.700 1,384.500 5/21/12 2,028.100 -5,881 4,015 -1,866 147,978  236,074 11,903 247,978
  Buy Germany long ADLER Real Estate 5,505.93 1.180   6/24/13 2.050 6,497        242,571 5,406  
    CAC Mid 60 Eurofins Scientific 590.64 11.000   4/22/13 15.325 6,497        249,069 -1,091  
    Indices OMXC 20 97.84 66.404   6/17/13 70.001 6,497        255,566 -7,588  
9/17/12 Sell S&P 100 short HP 513.22 13.872 13.150 9/03/12 13.511 -6,934 6,749 -185 147,792  248,631 -839 247,792
    RTX long Magnit 286.29 27.650   9/03/12 24.220 -6,934 7,916 982 148,774  241,698 7,077 248,774
    HSI-Fin short HK Exchgs & Clrg 518.67 11.718 10.994 5/14/12 11.356 -5,890 5,702 -188 148,586  235,808 12,779 248,586
    HSI-C&I Citic Pacific 4,964.54 0.959 1.464 5/21/12 1.185 -5,881 7,267 1,386 149,972  229,927 20,045 249,972
    DJTA long Delta Air Lines 562.86 7.031   7/02/12 8.780 -4,942 3,958 -984 148,988  224,985 24,003 248,988
  Buy S&P 100 Gilead Sciences 272.28 25.063   10/13/14 79.611 6,824        231,809 17,179  
    CAC 40 Credit Agricole 1,140.37 5.984   9/24/12 5.714 6,824        238,633 10,355  
    RTX short RusHydro 3,265.07 2.090   2/04/13 1.770 6,824        245,457 3,531  
    HSI-Fin long Bank of China (HK) 2,859.06 2.387   5/13/13 2.748 6,824        252,281 -3,293  
    HSI-C&I Galaxy Entertainment 2,807.08 2.431   4/08/13 3.018 6,824        259,105 -10,117  
    DJTA short Expeditors Wash 232.79 29.314   9/24/12 28.398 6,824        265,929 -16,941  
9/24/12 Sell CAC 40 long Credit Agricole 1,140.37 5.714   9/17/12 5.984 -6,824 6,516 -308 148,680  259,105 -10,425 248,680
    DJTA short Expeditors Wash 232.79 28.398 30.259 9/17/12 29.314 -6,824 7,044 220 148,900  252,281 -3,381 248,900
  Buy   long Avis Budget 494.16 12.419   7/20/15 38.916 6,137        258,418 -9,518  
10/01/12 Buy CAC Next 20 short Hermes International 28.30 211.450   12/10/12 235.500 5,984        264,402 -15,502  
10/15/12 Buy AEX short KPN 1,608.94 3.626   2/02/15 2.756 5,834        270,236 -21,336  
    MerVal Pampa Energía 38,687.00 0.151   10/22/12 0.141 5,834        276,070 -27,170  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/22/12 Sell BEL 20 long Galapagos 411.51 16.900   6/25/12 12.250 -5,041 6,955 1,914 150,813  271,029 -20,215 250,813
    OMXH 25 Huhtamäki 539.53 12.450   8/20/12 11.890 -6,415 6,717 302 151,116  264,614 -13,498 251,116
    MerVal short Pampa Energía 38,687.00 0.141 0.161 10/15/12 0.151 -5,834 6,244 410 151,526  258,780 -7,254 251,526
    DJ Global Titans long Apple 282.33 17.386   5/28/12 16.307 -4,604 4,909 305 151,830  254,176 -2,345 251,830
  Buy BEL 20 short Bekaert 289.02 21.580   11/12/12 21.290 6,237        260,413 -8,583  
    OMXH 25 Outokumpu 963.99 6.470   11/05/12 6.200 6,237        266,650 -14,820  
    DJ Global Titans Telefónica 594.00 10.500   10/29/12 10.070 6,237        272,887 -21,057  
10/29/12 Sell MDAX long Dürr 346.38 14.790   8/06/12 13.838 -4,793 5,123 330 152,160  268,094 -15,934 252,160
    SDAX short Klöckner 750.70 7.058 8.695 5/21/12 7.834 -5,881 6,528 647 152,807  262,213 -9,406 252,807
    DJ Global Titans Telefónica 594.00 10.070 10.948 10/22/12 10.500 -6,237 6,503 266 153,073  255,976 -2,903 253,073
  Buy MDAX Ströer Media 943.29 6.630   1/14/13 6.901 6,254        262,230 -9,157  
    SDAX long ADLER Real Estate 3,958.23 1.580   11/26/12 1.285 6,254        268,484 -15,411  
    MerVal short Pampa Energía 43,190.61 0.145   12/24/12 0.147 6,254        274,738 -21,665  
    DJ Global Titans long Bank of America 868.18 7.204   12/16/13 11.075 6,254        280,992 -27,919  
11/05/12 Sell MIB short UnipolSai 493.37 0.935 28.146 6/27/11 5.130 -2,531 13,887 11,356 164,429  278,461 -14,032 264,429
    IBEX 35 long Grifols 570.73 13.025   8/20/12 11.240 -6,415 7,434 1,019 165,447  272,046 -6,598 265,447
    OMXH 25 short Outokumpu 963.99 6.200 6.752 10/22/12 6.470 -6,237 6,509 272 165,719  265,809 -90 265,719
  Buy MIB long Azimut 713.67 9.304   8/04/14 18.460 6,640        272,449 -6,730  
    OMXH 25 Konecranes 262.97 25.250   11/12/12 24.380 6,640        279,089 -13,370  
11/12/12 Sell BEL 20 short Bekaert 289.02 21.290 21.874 10/22/12 21.580 -6,237 6,322 85 165,804  272,852 -7,048 265,804
    OMXH 25 long Konecranes 262.97 24.380   11/05/12 25.250 -6,640 6,411 -229 165,575  266,212 -636 265,575
  Buy BEL 20 Galapagos 391.66 16.910   6/24/13 14.210 6,623        272,835 -7,259  
    OMXH 25 short Outokumpu 1,031.62 6.420   12/31/12 7.400 6,623        279,458 -13,882  
11/19/12 Sell SMI long Swiss Re 99.49 54.864   6/18/12 46.620 -4,638 5,458 820 166,395  274,819 -8,424 266,395
    Nikkei (TYO) short Nippon Sheet Glass 633.77 7.143 8.148 7/16/12 7.629 -4,835 5,164 329 166,724  269,985 -3,260 266,724
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy PSI 20 Impresa 22,710.34 0.290   12/17/12 0.300 6,586        276,571 -9,846  
    SMI Julius Bär 252.14 26.121   12/17/12 27.324 6,586        283,157 -16,432  
    Nikkei (TYO) long Subaru 805.56 8.176   10/07/13 20.003 6,586        289,743 -23,018  
11/26/12 Sell SDAX long ADLER Real Estate 3,958.23 1.285   10/29/12 1.580 -6,254 5,086 -1,168 165,557  283,489 -17,932 265,557
    SLI short Lonza 164.27 36.099 32.909 4/23/12 34.504 -5,668 5,406 -262 165,295  277,821 -12,526 265,295
  Buy SDAX Deutz 1,944.31 3.250   12/10/12 3.138 6,319        284,140 -18,845  
    SLI long Swiss Life 60.63 104.219   6/24/13 120.698 6,319        290,458 -25,164  
12/10/12 Sell SSE 50 short China Unicom 9,658.10 0.413 0.620 6/04/12 0.506 -4,887 5,983 1,096 166,391  285,571 -19,180 266,391
    SDAX Deutz 1,944.31 3.138 3.366 11/26/12 3.250 -6,319 6,545 226 166,617  279,252 -12,636 266,617
    CAC Next 20 Hermes International 28.30 235.500 187.400 10/01/12 211.450 -5,984 5,303 -681 165,936  273,268 -7,332 265,936
  Buy SSE 50 long China Rwy Constr 9,029.33 0.716   4/29/13 0.634 6,465        279,733 -13,797  
    CAC 40 Societe Generale 224.36 28.815   1/14/13 34.140 6,465        286,198 -20,262  
    SDAX ADLER Real Estate 4,617.86 1.400   6/10/13 2.099 6,465        292,663 -26,727  
12/17/12 Sell PSI 20 short Impresa 22,710.34 0.300 0.280 11/19/12 0.290 -6,586 6,359 -227 165,709  286,077 -20,368 265,709
    SMI Julius Bär 252.14 27.324 24.917 11/19/12 26.121 -6,586 6,283 -303 165,405  279,491 -14,086 265,405
  Buy   long Richemont 104.82 59.929   10/14/13 74.199 6,282        285,773 -20,368  
12/24/12 Sell MerVal short Pampa Energía 43,190.61 0.147 0.143 10/29/12 0.145 -6,254 6,163 -91 165,315  279,519 -14,204 265,315
  Buy   long Gr Fin Galicia 9,000.57 0.697   5/27/13 0.697 6,277        285,796 -20,481  
12/31/12 Sell OMXH 25 short Outokumpu 1,031.62 7.400 5.440 11/12/12 6.420 -6,623 5,612 -1,011 164,304  279,173 -14,869 264,304
  Buy   long Orion 280.86 22.200   3/18/13 22.000 6,235        285,408 -21,104  
1/07/13 Sell OBX 25 long Grieg Seafood 5,056.15 1.707   9/03/12 1.371 -6,934 8,629 1,695 165,999  278,474 -12,475 265,999
    Nikkei (FRA) short Nippon Sheet Glass 325.77 9.100 8.980 5/14/12 9.040 -2,945 2,925 -20 165,980  275,529 -9,550 265,980
      Sharp 76.24 23.550 63.366 5/14/12 38.630 -2,945 4,831 1,886 167,865  272,584 -4,719 267,865
  Buy IBEX 35 long Mediaset Esp 1,154.85 5.696   2/04/13 5.150 6,578        279,162 -11,297  
    OBX 25 short REC Silicon 3,649.78 1.802   1/21/13 1.488 6,578        285,740 -17,875  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) long Subaru 332.22 9.900   1/14/13 9.907 3,289        289,029 -21,164  
      Shinsei Bank 210.83 15.600   1/14/13 13.840 3,289        292,318 -24,453  
1/14/13 Sell CAC 40 long Societe Generale 224.36 34.140   12/10/12 28.815 -6,465 7,660 1,195 169,060  285,853 -16,793 269,060
    MDAX short Ströer Media 943.29 6.901 6.359 10/29/12 6.630 -6,254 5,998 -256 168,805  279,599 -10,794 268,805
    Nikkei (FRA) long Subaru 332.22 9.907   1/07/13 9.900 -3,289 3,291 2 168,807  276,310 -7,503 268,807
      Shinsei Bank 210.83 13.840   1/07/13 15.600 -3,289 2,918 -371 168,436  273,021 -4,585 268,436
  Buy CAC 40 short Engie 427.48 15.430   1/28/13 15.390 6,596        279,617 -11,181  
    Nikkei (FRA) Screen 169.26 19.485   2/11/13 16.805 3,298        282,915 -14,479  
1/21/13 Sell OBX 25 short REC Silicon 3,649.78 1.488 2.182 1/07/13 1.802 -6,578 7,965 1,387 169,823  276,337 -6,514 269,823
  Buy   long Grieg Seafood 3,790.60 1.736   1/28/13 1.688 6,582        282,919 -13,096  
1/28/13 Sell CAC 40 short Engie 427.48 15.390 15.470 1/14/13 15.430 -6,596 6,613 17 169,840  276,323 -6,483 269,840
    OBX 25 long Grieg Seafood 3,790.60 1.688   1/21/13 1.736 -6,582 6,399 -183 169,657  269,741 -84 269,657
  Buy CAC 40 Credit Agricole 868.20 7.762   2/11/13 7.414 6,739        276,480 -6,823  
    OBX 25 short REC Silicon 4,356.74 1.547   2/25/13 1.312 6,739        283,219 -13,562  
2/04/13 Sell IBEX 35 long Mediaset Esp 1,154.85 5.150   1/07/13 5.696 -6,578 5,947 -631 169,027  276,641 -7,614 269,027
    RTX short RusHydro 3,265.07 1.770 2.468 9/17/12 2.090 -6,824 8,058 1,234 170,260  269,817 443 270,260
  Buy   long Magnit 195.24 34.660   3/11/13 34.010 6,767        276,584 -6,324  
2/11/13 Sell CAC 40 long Credit Agricole 868.20 7.414   1/28/13 7.762 -6,739 6,437 -302 169,958  269,845 113 269,958
    Nikkei (FRA) short Screen 169.26 16.805 22.592 1/14/13 19.485 -3,298 3,824 526 170,484  266,547 3,937 270,484
    GCX REC Silicon 1,629.34 1.027 11.783 4/23/12 3.479 -5,668 19,199 13,531 184,015  260,879 23,136 284,015
  Buy CAC 40 Orange 973.99 7.883   2/25/13 7.479 7,678        268,557 15,458  
    ÖkoDAX (deprecated) long PNE Wind 2,751.97 2.790   4/29/13 2.700 7,678        276,235 7,780  
    Nikkei (FRA) Subaru 355.46 10.800   8/26/13 18.441 3,839        280,074 3,941  
      Mazda Motor 308.48 12.445   8/26/13 15.485 3,839        283,913 102  
    GCX SunPower 1,087.12 7.063   11/25/13 21.795 7,678        291,591 -7,576  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
2/18/13 Buy GEX long MBB 373.51 18.500   4/22/13 17.650 6,910        298,501 -14,486  
2/25/13 Sell CAC 40 short Orange 973.99 7.479 8.309 2/11/13 7.883 -7,678 8,093 415 184,430  290,823 -6,393 284,430
    OBX 25 REC Silicon 4,356.74 1.312 1.824 1/28/13 1.547 -6,739 7,948 1,209 185,639  284,084 1,555 285,639
  Buy CAC 40 long Credit Agricole 960.40 7.475   4/22/13 6.300 7,179        291,263 -5,624  
    OBX 25 Norwegian 2.46 2,924.050   4/15/13 2,803.560 7,193        298,456 -12,817  
3/11/13 Sell RTX long Magnit 195.24 34.010   2/04/13 34.660 -6,767 6,640 -127 185,512  291,689 -6,177 285,512
    Topix (FRA) short Kansai Electric Pwr 1,216.06 6.145 5.259 9/03/12 5.702 -6,934 6,395 -539 184,973  284,755 218 284,973
  Buy RTX RusHydro 4,243.45 1.680   9/14/15 0.774 7,129        291,884 -6,911  
    Topix (FRA) long Mazda Motor 577.01 12.355   4/01/13 11.250 7,129        299,013 -14,040  
3/18/13 Sell OMXH 25 long Orion 280.86 22.000   12/31/12 22.200 -6,235 6,179 -56 184,917  292,778 -7,861 284,917
  Buy   short Outokumpu 1,254.71 5.520   9/16/13 4.600 6,926        299,704 -14,787  
3/25/13 Sell Athex LC long Alpha Bank 103.49 37.850   9/03/12 67.000 -6,934 3,917 -3,017 181,900  292,770 -10,870 281,900
  Buy   short Eurobank Ergasias 26.06 260.000   9/30/13 50.000 6,776        299,546 -17,646  
4/01/13 Sell Topix (FRA) long Mazda Motor 577.01 11.250   3/11/13 12.355 -7,129 6,491 -638 181,263  292,417 -11,154 281,263
  Buy   short Nidec 616.48 10.953   4/15/13 10.948 6,752        299,169 -17,906  
4/08/13 Sell HSI-C&I long Galaxy Entertainment 2,807.08 3.018   9/17/12 2.431 -6,824 8,473 1,649 182,912  292,345 -9,433 282,912
4/15/13 Sell OBX 25 long Norwegian 2.46 2,803.560   2/25/13 2,924.050 -7,193 6,897 -296 182,615  285,152 -2,537 282,615
    Topix (FRA) short Nidec 616.48 10.948 10.957 4/01/13 10.953 -6,752 6,755 3 182,618  278,400 4,218 282,618
  Buy OBX 25 Frontline 967.23 7.413   10/21/13 8.829 7,170        285,570 -2,952  
    Topix (FRA) long Mazda Motor 612.56 11.705   6/03/13 14.600 7,170        292,740 -10,122  
4/22/13 Sell France long Eurofins Scientific 500.05 15.325   8/13/12 10.355 -5,178 7,663 2,485 185,103  287,562 -2,458 285,103
    HSI Galaxy Entertainment 2,727.12 3.135   8/20/12 2.352 -6,415 8,549 2,134 187,237  281,147 6,090 287,237
    CAC 40 Credit Agricole 960.40 6.300   2/25/13 7.475 -7,179 6,051 -1,128 186,108  273,968 12,141 286,108
    TSX 60 Couche-Tard 959.61 7.405   8/20/12 6.685 -6,415 7,106 691 186,799  267,553 19,246 286,799
    CAC Mid 60 Eurofins Scientific 590.64 15.325   9/10/12 11.000 -6,497 9,052 2,555 189,354  261,056 28,298 289,354
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GEX MBB 373.51 17.650   2/18/13 18.500 -6,910 6,592 -317 189,036  254,146 34,890 289,036
  Buy France short ArcelorMittal 308.07 26.286   5/06/13 29.061 8,098        262,244 26,793  
    HSI China Shenhua HK 3,182.93 2.544   9/16/13 2.475 8,098        270,342 18,695  
    CAC 40 ArcelorMittal 308.07 26.286   8/05/13 28.620 8,098        278,440 10,597  
    TSX 60 Barrick Gold 559.88 14.464   9/30/13 13.729 8,098        286,538 2,499  
    CAC Mid 60 CGG 16.26 497.920   4/29/13 532.320 8,096        294,634 -5,598  
    GEX YOC 1,603.88 5.049   9/23/13 2.219 8,098        302,732 -13,696  
4/29/13 Sell SSE 50 long China Rwy Constr 9,029.33 0.634   12/10/12 0.716 -6,465 5,727 -738 188,298  296,267 -7,968 288,298
    ÖkoDAX (deprecated) PNE Wind 2,751.97 2.700   2/11/13 2.790 -7,678 7,430 -248 188,051  288,589 -538 288,051
    CAC Mid 60 short CGG 16.26 532.320 463.520 4/22/13 497.920 -8,096 7,537 -559 187,491  280,493 6,999 287,491
  Buy SSE 50 China Northern Rare 3,243.17 2.270   5/06/13 2.286 7,362        287,855 -363  
    ÖkoDAX (deprecated) SolarWorld 69.42 106.050   4/13/15 14.550 7,362        295,217 -7,725  
5/06/13 Sell France short ArcelorMittal 308.07 29.061 23.511 4/22/13 26.286 -8,098 7,243 -855 186,637  287,119 -482 286,637
    SSE 50 China Northern Rare 3,243.17 2.286 2.254 4/29/13 2.270 -7,362 7,310 -52 186,584  279,757 6,828 286,584
  Buy   long China Minsheng Bk 6,975.75 1.052   5/13/13 1.064 7,335        287,092 -507  
5/13/13 Sell   long China Minsheng Bk 6,975.75 1.064   5/06/13 1.052 -7,335 7,424 89 186,673  279,757 6,916 286,673
    HSI-Fin Bank of China (HK) 2,859.06 2.748   9/17/12 2.387 -6,824 7,856 1,032 187,704  272,933 14,772 287,704
  Buy SSE 50 short China Northern Rare 3,193.12 2.368   11/04/13 2.137 7,561        280,494 7,211  
    HSI-Fin Ping An 2,523.70 2.996   10/14/13 2.804 7,561        288,055 -350  
5/27/13 Sell MerVal long Gr Fin Galicia 9,000.57 0.697   12/24/12 0.697 -6,277 6,271 -6 187,698  281,778 5,921 287,698
  Buy   short Pampa Energía 45,086.00 0.163   6/10/13 0.158 7,340        289,118 -1,419  
6/03/13 Sell Nordic 30 long Pandora 462.64 26.264   8/13/12 11.192 -5,178 12,151 6,973 194,671  283,940 10,731 294,671
    Topix (FRA) Mazda Motor 612.56 14.600   4/15/13 11.705 -7,170 8,943 1,773 196,444  276,770 19,675 296,444
  Buy Nordic 30 short Equinor 455.70 17.340   7/29/13 16.264 7,902        284,672 11,773  
    Topix (FRA) Inpex 993.59 7.953   11/18/13 8.519 7,902        292,574 3,871  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
6/10/13 Sell SDAX long ADLER Real Estate 4,617.86 2.099   12/10/12 1.400 -6,465 9,693 3,228 199,672  286,109 13,564 299,672
    HSI-Prop China Ov Land & Inv 1,392.60 2.124   1/16/12 1.541 -2,146 2,958 812 200,484  283,963 16,521 300,484
      China Res Land 1,518.65 2.183   1/16/12 1.413 -2,146 3,314 1,168 201,652  281,817 19,836 301,652
    MerVal short Pampa Energía 45,086.00 0.158 0.168 5/27/13 0.163 -7,340 7,556 216 201,869  274,477 27,392 301,869
    STI long ThaiBev 23,289.35 0.382   7/02/12 0.212 -4,942 8,887 3,945 205,814  269,535 36,279 305,814
  Buy France short ArcelorMittal 303.36 28.191   7/08/13 26.415 8,552        278,087 27,727  
    SDAX Hypoport 1,143.32 7.480   9/30/13 8.120 8,552        286,639 19,175  
    HSI-Prop Hang Lung 1,664.98 2.568   11/18/13 2.531 4,276        290,915 14,899  
      Sino Land 3,973.61 1.076   11/18/13 1.043 4,276        295,191 10,623  
    MerVal long Telecom Argentina 2,257.77 3.788   6/17/13 3.268 8,552        303,743 2,071  
    CAC Mid 60 short CGG 15.24 561.120   8/05/13 575.840 8,551        312,294 -6,480  
6/17/13 Sell ISEQ 20 long Kerry 80.12 42.250   8/27/12 37.580 -3,011 3,385 374 206,188  309,283 -3,095 306,188
      Smurfit Kappa 459.69 12.270   8/27/12 6.550 -3,011 5,640 2,629 208,818  306,272 2,545 308,818
    MerVal Telecom Argentina 2,257.77 3.268   6/10/13 3.788 -8,552 7,379 -1,173 207,644  297,720 9,924 307,644
    Indices OMXC 20 97.84 70.001   9/10/12 66.404 -6,497 6,849 352 207,996  291,223 16,773 307,996
  Buy ISEQ 20 short C&C Group 959.01 4.233   7/29/13 4.100 4,059        295,283 12,713  
      CRH 259.71 15.631   7/29/13 15.994 4,060        299,342 8,654  
    PSI 20 long Teixeira Duarte 15,035.19 0.540   6/24/13 0.570 8,119        307,461 535  
    MerVal short Comercial del Plata 115,490.75 0.070   8/12/13 0.067 8,119        315,580 -7,584  
    Indices RTX 5.83 1,393.590   8/12/13 1,391.500 8,125        323,705 -15,709  
6/24/13 Sell Germany long ADLER Real Estate 5,505.93 2.050   9/10/12 1.180 -6,497 11,287 4,790 212,786  317,208 -4,422 312,786
    BEL 20 Galapagos 391.66 14.210   11/12/12 16.910 -6,623 5,565 -1,057 211,729  310,585 1,144 311,729
    PSI 20 Teixeira Duarte 15,035.19 0.570   6/17/13 0.540 -8,119 8,570 451 212,180  302,466 9,714 312,180
    OMXC 20 Genmab 570.92 22.604   7/16/12 8.469 -4,835 12,905 8,070 220,250  297,631 22,619 320,250
    OMXS 30 Electrolux 134.27 19.030   7/23/12 17.722 -2,379 2,555 176 220,426  295,252 25,174 320,426
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Swedbank 172.57 16.871   7/23/12 13.789 -2,380 2,911 532 220,957  292,872 28,085 320,957
    FT 30 Ferguson 1.56 3,452.810   8/06/12 3,068.570 -4,787 5,386 599 221,557  288,085 33,472 321,557
    SLI Swiss Life 60.63 120.698   11/26/12 104.219 -6,319 7,318 999 222,556  281,766 40,790 322,556
  Buy Germany short SolarWorld 98.78 91.950   7/29/13 77.250 9,083        290,849 31,707  
    MDAX Salzgitter 357.53 25.405   7/01/13 25.340 9,083        299,932 22,624  
    BEL 20 Aperam 1,091.71 8.320   7/15/13 8.461 9,083        309,015 13,541  
    OMXC 20 FLSmidth 259.28 35.032   7/01/13 34.376 9,083        318,098 4,458  
    OMXS 30 Boliden 475.59 9.549   7/08/13 9.256 4,542        322,640 -84  
      Tele2 517.37 8.778   7/08/13 9.227 4,542        327,181 -4,625  
    FT 30 Man Group 95.36 95.252   7/01/13 100.211 9,083        336,265 -13,708  
    SLI Kühne & Nagel 111.94 81.145   7/08/13 90.725 9,083        345,348 -22,792  
    BAX SFC Energy 1,912.21 4.750   7/01/13 4.650 9,083        354,431 -31,875  
7/01/13 Sell MDAX short Salzgitter 357.53 25.340 25.470 6/24/13 25.405 -9,083 9,106 23 222,579  345,348 -22,769 322,579
    OMXC 20 FLSmidth 259.28 34.376 35.701 6/24/13 35.032 -9,083 9,257 173 222,753  336,265 -13,512 322,753
    FT 30 Man Group 95.36 100.211 90.294 6/24/13 95.252 -9,083 8,610 -473 222,280  327,181 -4,902 322,280
    BAX SFC Energy 1,912.21 4.650 4.852 6/24/13 4.750 -9,083 9,278 195 222,475  318,098 4,377 322,475
  Buy MDAX long Dürr 340.49 23.998   7/28/14 30.355 8,171        326,269 -3,794  
    OMXC 20 Vestas Wind Systems 3,785.50 2.159   9/01/14 6.373 8,171        334,440 -11,965  
    FT 30 Lloyds Bank 109.13 74.871   9/09/13 90.907 8,171        342,611 -20,136  
    BAX Morphosys 185.09 44.145   4/14/14 58.270 8,171        350,782 -28,307  
7/08/13 Sell France short ArcelorMittal 303.36 26.415 30.086 6/10/13 28.191 -8,552 9,127 575 223,050  342,230 -19,180 323,050
    OMXS 30 Boliden 475.59 9.256 9.852 6/24/13 9.549 -4,542 4,686 144 223,194  337,688 -14,494 323,194
      Tele2 517.37 9.227 8.329 6/24/13 8.778 -4,542 4,309 -232 222,962  333,147 -10,185 322,962
    SLI Kühne & Nagel 111.94 90.725 71.565 6/24/13 81.145 -9,083 8,011 -1,072 221,890  324,063 -2,174 321,890
  Buy OMXS 30 long Nokia 1,254.39 3.186   10/13/14 6.407 3,996        328,059 -6,170  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Kinnevik 182.74 21.868   10/13/14 22.475 3,996        332,056 -10,166  
    SLI Lonza 132.76 60.201   8/12/13 56.494 7,992        340,048 -18,158  
7/15/13 Sell BEL 20 short Aperam 1,091.71 8.461 8.179 6/24/13 8.320 -9,083 8,929 -154 221,736  330,965 -9,229 321,736
  Buy   long KBC 249.19 31.350   10/13/14 40.740 7,812        338,777 -17,041  
7/29/13 Sell Germany short SolarWorld 98.78 77.250 109.447 6/24/13 91.950 -9,083 10,811 1,728 223,464  329,694 -6,230 323,464
    ATX long Österreichische Post 194.71 31.600   6/25/12 25.890 -5,041 6,153 1,112 224,576  324,653 -77 324,576
    ISEQ 20 short C&C Group 959.01 4.100 4.370 6/17/13 4.233 -4,059 4,191 132 224,708  320,594 4,114 324,708
      CRH 259.71 15.994 15.268 6/17/13 15.631 -4,060 3,965 -94 224,613  316,534 8,079 324,613
    Nordic 30 Equinor 455.70 16.264 18.488 6/03/13 17.340 -7,902 8,425 523 225,136  308,632 16,504 325,136
  Buy ATX Raiffeisen Bank Int 369.98 23.085   10/21/13 25.350 8,541        317,173 7,963  
    ISEQ 20 long FBD 273.75 15.600   8/05/13 16.650 4,271        321,443 3,693  
      Smurfit Kappa 298.64 14.300   8/05/13 15.150 4,271        325,714 -578  
    Nordic 30 Pandora 297.40 28.719   4/28/14 46.257 8,541        334,255 -9,119  
8/05/13 Sell CAC 40 short ArcelorMittal 308.07 28.620 23.952 4/22/13 26.286 -8,098 7,379 -719 224,417  326,157 -1,740 324,417
    ISEQ 20 long FBD 273.75 16.650   7/29/13 15.600 -4,271 4,558 287 224,705  321,887 2,818 324,705
      Smurfit Kappa 298.64 15.150   7/29/13 14.300 -4,271 4,524 254 224,959  317,616 7,343 324,959
    CAC Mid 60 short CGG 15.24 575.840 546.400 6/10/13 561.120 -8,551 8,327 -224 224,734  309,065 15,670 324,734
  Buy ISEQ 20 C&C Group 1,027.53 4.141   9/09/13 4.285 4,255        313,320 11,415  
      Flutter 69.75 61.000   9/09/13 61.200 4,255        317,574 7,160  
8/12/13 Sell MerVal short Comercial del Plata 115,490.75 0.067 0.074 6/17/13 0.070 -8,119 8,523 404 225,139  309,455 15,683 325,139
    SLI long Lonza 132.76 56.494   7/08/13 60.201 -7,992 7,500 -492 224,647  301,463 23,183 324,647
    Indices short RTX 5.83 1,391.500 1,395.690 6/17/13 1,393.590 -8,125 8,137 12 224,659  293,338 31,320 324,659
  Buy MerVal long Telecom Argentina 2,111.07 4.215   2/10/14 2.998 8,899        302,237 22,421  
    Indices Merval 17.75 501.316   8/04/14 750.468 8,898        311,136 13,523  
8/26/13 Sell Nikkei (FRA) long Subaru 355.46 18.441   2/11/13 10.800 -3,839 6,555 2,716 227,375  307,297 20,078 327,375
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
      Mazda Motor 308.48 15.485   2/11/13 12.445 -3,839 4,777 938 228,313  303,458 24,855 328,313
  Buy PSI 20 Teixeira Duarte 13,177.61 0.670   9/02/13 0.650 8,829        312,287 16,026  
    Nikkei (FRA) short Nikon 335.70 13.150   9/09/13 12.596 4,414        316,701 11,611  
9/02/13 Sell PSI 20 long Teixeira Duarte 13,177.61 0.650   8/26/13 0.670 -8,829 8,565 -264 228,049  307,872 20,177 328,049
9/09/13 Sell ISEQ 20 short C&C Group 1,027.53 4.285 3.997 8/05/13 4.141 -4,255 4,107 -148 227,901  303,617 24,284 327,901
      Flutter 69.75 61.200 60.800 8/05/13 61.000 -4,255 4,241 -14 227,887  299,363 28,525 327,887
    FT 30 long Lloyds Bank 109.13 90.907   7/01/13 74.871 -8,171 9,921 1,750 229,637  291,192 38,445 329,637
    Nikkei (FRA) short Nikon 335.70 12.596 13.728 8/26/13 13.150 -4,414 4,609 194 229,831  286,777 43,054 329,831
  Buy IBEX 35 long Siemens Gamesa 1,732.71 5.380   12/16/13 7.030 9,322        296,099 33,732  
    ISEQ 20 Bank of Ireland 658.33 7.080   10/14/13 6.960 4,661        300,760 29,071  
      Smurfit Kappa 292.23 15.950   10/14/13 17.020 4,661        305,421 24,410  
    PSI 20 Impresa 13,708.82 0.680   9/16/13 0.670 9,322        314,743 15,088  
    FT 30 short Man Group 88.41 105.435   10/14/13 92.741 9,322        324,065 5,766  
    Nikkei (FRA) long Furukawa Co 278.60 16.730   9/30/13 17.160 4,661        328,726 1,105  
      Tokyo Electric Power 1,192.07 3.910   9/30/13 4.520 4,661        333,387 -3,556  
9/16/13 Sell HSI short China Shenhua HK 3,182.93 2.475 2.615 4/22/13 2.544 -8,098 8,324 226 230,057  325,289 4,768 330,057
    OMXH 25 Outokumpu 1,254.71 4.600 6.624 3/18/13 5.520 -6,926 8,311 1,385 231,442  318,363 13,079 331,442
    PSI 20 long Impresa 13,708.82 0.670   9/09/13 0.680 -9,322 9,185 -137 231,305  309,041 22,264 331,305
  Buy HSI Galaxy Entertainment 1,651.66 5.352   12/23/13 6.370 8,839        317,880 13,425  
    OMXH 25 Nokia 1,872.67 4.720   10/21/13 5.265 8,839        326,719 4,586  
9/23/13 Sell GEX short YOC 1,603.88 2.219 11.488 4/22/13 5.049 -8,098 18,426 10,328 241,633  318,621 23,012 341,633
  Buy PSI 20 long Teixeira Duarte 13,812.12 0.660   12/09/13 0.920 9,116        327,737 13,896  
    GEX Manz 170.17 53.570   4/14/14 65.730 9,116        336,853 4,780  
9/30/13 Sell SDAX short Hypoport 1,143.32 8.120 6.840 6/10/13 7.480 -8,552 7,820 -732 240,901  328,301 12,600 340,901
    TSX 60 Barrick Gold 559.88 13.729 15.238 4/22/13 14.464 -8,098 8,531 433 241,334  320,203 21,131 341,334
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Athex LC Eurobank Ergasias 26.06 50.000 1,352.000 3/25/13 260.000 -6,776 35,233 28,458 269,792  313,427 56,364 369,792
    Nikkei (FRA) long Furukawa Co 278.60 17.160   9/09/13 16.730 -4,661 4,781 120 269,912  308,766 61,145 369,912
      Tokyo Electric Power 1,192.07 4.520   9/09/13 3.910 -4,661 5,388 727 270,639  304,105 66,533 370,639
  Buy SDAX ADLER Real Estate 3,704.75 2.950   10/14/13 3.079 10,929        315,034 55,604  
    HSI-C&I Galaxy Entertainment 2,112.25 5.174   2/03/14 7.265 10,929        325,963 44,675  
    TSX 60 Bausch Health 142.16 76.879   9/29/14 102.197 10,929        336,892 33,746  
    Athex LC Aegean Airlines 2,602.14 4.200   1/27/14 7.210 10,929        347,821 22,817  
    Nikkei (FRA) short Nikon 417.78 13.080   11/04/13 13.433 5,465        353,286 17,353  
    CAC Next 20 SES 516.74 21.150   10/07/13 21.020 10,929        364,215 6,424  
10/07/13 Sell   short SES 516.74 21.020 21.281 9/30/13 21.150 -10,929 10,997 68 270,706  353,286 17,420 370,706
    Nikkei (TYO) long Subaru 805.56 20.003   11/19/12 8.176 -6,586 16,114 9,528 280,234  346,700 33,534 380,234
  Buy CAC Next 20 EDF 435.35 23.760   10/28/13 25.570 10,344        357,044 23,190  
    Nikkei (TYO) short Nikon 817.68 12.650   10/14/13 13.191 10,344        367,388 12,846  
10/14/13 Sell SDAX long ADLER Real Estate 3,704.75 3.079   9/30/13 2.950 -10,929 11,407 478 280,712  356,459 24,253 380,712
    HSI-Fin short Ping An 2,523.70 2.804 3.201 5/13/13 2.996 -7,561 8,079 518 281,230  348,898 32,332 381,230
    ISEQ 20 long Bank of Ireland 658.33 6.960   9/09/13 7.080 -4,661 4,582 -79 281,151  344,237 36,914 381,151
      Smurfit Kappa 292.23 17.020   9/09/13 15.950 -4,661 4,974 313 281,463  339,576 41,887 381,463
    FT 30 short Man Group 88.41 92.741 119.865 9/09/13 105.435 -9,322 10,597 1,276 282,739  330,254 52,485 382,739
    SMI long Richemont 104.82 74.199   12/17/12 59.929 -6,282 7,777 1,496 284,235  323,973 60,262 384,235
    Nikkei (TYO) short Nikon 817.68 13.191 12.110 10/07/13 12.650 -10,344 9,902 -442 283,793  313,629 70,164 383,793
  Buy HSI-Fin long AIA 3,094.37 3.667   1/06/14 3.604 11,348        324,977 58,816  
    ISEQ 20 short C&C Group 1,350.95 4.200   10/28/13 4.008 5,674        330,651 53,142  
      Flutter 99.61 56.960   10/28/13 56.500 5,674        336,324 47,468  
    FT 30 long ITV 52.08 217.888   12/02/13 228.772 11,348        347,672 36,121  
    Nikkei (TYO) Tokyo Electric Power 2,907.13 3.904   11/04/13 3.961 11,348        359,020 24,773  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
10/21/13 Sell ATX short Raiffeisen Bank Int 369.98 25.350 20.820 7/29/13 23.085 -8,541 7,703 -838 282,955  350,479 32,476 382,955
    OMXH 25 long Nokia 1,872.67 5.265   9/16/13 4.720 -8,839 9,860 1,021 283,975  341,640 42,335 383,975
    OBX 25 short Frontline 967.23 8.829 5.997 4/15/13 7.413 -7,170 5,800 -1,370 282,606  334,470 48,136 382,606
  Buy ATX long Wienerberger 824.19 13.065   8/11/14 11.525 10,768        345,238 37,368  
    SDAX ADLER Real Estate 3,601.34 2.990   3/31/14 5.100 10,768        356,006 26,600  
    OMXH 25 short YIT 1,082.21 9.950   10/28/13 10.035 10,768        366,774 15,832  
    OBX 25 long REC Silicon 3,038.46 3.544   12/16/13 2.538 10,768        377,542 5,064  
10/28/13 Sell ISEQ 20 short C&C Group 1,350.95 4.008 4.401 10/14/13 4.200 -5,674 5,946 272 282,878  371,868 11,010 382,878
      Flutter 99.61 56.500 57.424 10/14/13 56.960 -5,674 5,720 46 282,924  366,194 16,730 382,924
    OMXH 25 YIT 1,082.21 10.035 9.865 10/21/13 9.950 -10,768 10,676 -92 282,832  355,426 27,406 382,832
    CAC Next 20 long EDF 435.35 25.570   10/07/13 23.760 -10,344 11,132 788 283,620  345,082 38,537 383,620
  Buy ISEQ 20 Bank of Ireland 687.04 7.680   11/25/13 8.040 5,276        350,359 33,261  
      Smurfit Kappa 306.60 17.210   11/25/13 17.550 5,277        355,635 27,984  
    OMXH 25 Nokia 2,127.62 4.960   11/11/13 5.770 10,553        366,188 17,431  
    CAC Next 20 short STMicroelectronics 1,886.82 5.593   11/11/13 5.653 10,553        376,741 6,878  
11/04/13 Sell SSE 50 short China Northern Rare 3,193.12 2.137 2.623 5/13/13 2.368 -7,561 8,377 816 284,436  369,180 15,255 384,436
    Nikkei (FRA) Nikon 417.78 13.433 12.727 9/30/13 13.080 -5,465 5,317 -147 284,288  363,716 20,572 384,288
    Nikkei (TYO) long Tokyo Electric Power 2,907.13 3.961   10/14/13 3.904 -11,348 11,516 168 284,456  352,368 32,088 384,456
  Buy SSE 50 Shanghai Oriental 2,367.94 4.398   12/23/13 4.388 10,413        362,781 21,675  
    Nikkei (FRA) Softbank 182.36 28.550   12/16/13 30.884 5,206        367,987 16,469  
      Tokyo Electric Power 1,313.45 3.964   12/16/13 3.730 5,207        373,194 11,262  
    Nikkei (TYO) short Nikon 774.98 13.437   11/18/13 13.220 10,413        383,607 849  
11/11/13 Sell OMXH 25 long Nokia 2,127.62 5.770   10/28/13 4.960 -10,553 12,276 1,723 286,179  373,054 13,125 386,179
    CAC Next 20 short STMicroelectronics 1,886.82 5.653 5.533 10/28/13 5.593 -10,553 10,440 -113 286,066  362,501 23,565 386,066
  Buy OMXH 25 Outokumpu 2,925.71 3.500   12/02/13 3.690 10,240        372,741 13,325  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    CAC Next 20 long EDF 395.67 25.880   12/09/13 26.640 10,240        382,981 3,085  
11/18/13 Sell HSI-Prop short Hang Lung 1,664.98 2.531 2.606 6/10/13 2.568 -4,276 4,339 63 286,129  378,705 7,425 386,129
      Sino Land 3,973.61 1.043 1.110 6/10/13 1.076 -4,276 4,412 136 286,266  374,429 11,837 386,266
    Topix (FRA) Inpex 993.59 8.519 7.387 6/03/13 7.953 -7,902 7,340 -562 285,703  366,527 19,177 385,703
    Nikkei (TYO) Nikon 774.98 13.220 13.657 11/04/13 13.437 -10,413 10,584 171 285,874  356,114 29,760 385,874
  Buy HSI-Prop long CK Hutchison 438.32 11.852   2/10/14 10.645 5,195        361,309 24,565  
      China Ov Land & Inv 2,238.55 2.321   2/10/14 1.876 5,195        366,504 19,370  
    Topix (FRA) Softbank 362.73 28.644   11/25/13 31.950 10,390        376,894 8,980  
    Nikkei (TYO) MinebeaMitsumi 2,069.19 5.021   3/03/14 6.187 10,390        387,284 -1,410  
11/25/13 Sell ISEQ 20 long Bank of Ireland 687.04 8.040   10/28/13 7.680 -5,276 5,524 247 286,121  382,007 4,114 386,121
      Smurfit Kappa 306.60 17.550   10/28/13 17.210 -5,277 5,381 104 286,225  376,731 9,495 386,225
    Topix (FRA) Softbank 362.73 31.950   11/18/13 28.644 -10,390 11,589 1,199 287,424  366,341 21,084 387,424
    GCX SunPower 1,087.12 21.795   2/11/13 7.063 -7,678 23,693 16,015 303,440  358,663 44,777 403,440
  Buy ISEQ 20 short Flutter 99.92 56.070   12/02/13 56.450 5,603        364,265 39,175  
      Ryanair 960.65 5.832   12/02/13 6.109 5,603        369,868 33,572  
    Topix (FRA) Komatsu 716.29 15.643   6/09/14 16.815 11,205        381,073 22,367  
    GCX Aurubis 264.42 42.375   1/06/14 43.845 11,205        392,277 11,163  
12/02/13 Sell ISEQ 20 short Flutter 99.92 56.450 55.690 11/25/13 56.070 -5,603 5,565 -38 303,402  386,675 16,727 403,402
      Ryanair 960.65 6.109 5.555 11/25/13 5.832 -5,603 5,336 -266 303,136  381,072 22,064 403,136
    OMXH 25 Outokumpu 2,925.71 3.690 3.310 11/11/13 3.500 -10,240 9,684 -556 302,580  370,832 31,748 402,580
    FT 30 long ITV 52.08 228.772   10/14/13 217.888 -11,348 11,914 567 303,147  359,485 43,662 403,147
  Buy ISEQ 20 Bank of Ireland 669.66 8.340   4/14/14 8.250 5,585        365,070 38,077  
      Smurfit Kappa 323.96 17.240   4/14/14 17.010 5,585        370,655 32,492  
    OMXH 25 Nokia 1,890.34 5.909   12/09/13 5.850 11,170        381,825 21,322  
12/09/13 Sell   long Nokia 1,890.34 5.850   12/02/13 5.909 -11,170 11,058 -112 303,035  370,655 32,381 403,035
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    PSI 20 Teixeira Duarte 13,812.12 0.920   9/23/13 0.660 -9,116 12,707 3,591 306,626  361,539 45,088 406,626
    CAC Next 20 EDF 395.67 26.640   11/11/13 25.880 -10,240 10,541 301 306,927  351,299 55,628 406,927
  Buy OMXH 25 short Metso Outotec 1,726.59 6.697   5/12/14 8.620 11,563        362,862 44,065  
    CAC Next 20 STMicroelectronics 2,121.65 5.450   1/13/14 5.763 11,563        374,425 32,502  
12/16/13 Sell IBEX 35 long Siemens Gamesa 1,732.71 7.030   9/09/13 5.380 -9,322 12,181 2,859 309,786  365,103 44,683 409,786
    OBX 25 REC Silicon 3,038.46 2.538   10/21/13 3.544 -10,768 7,710 -3,058 306,729  354,335 52,394 406,729
    Nikkei (FRA) Softbank 182.36 30.884   11/04/13 28.550 -5,206 5,632 426 307,154  349,128 58,026 407,154
      Tokyo Electric Power 1,313.45 3.730   11/04/13 3.964 -5,207 4,899 -307 306,847  343,922 62,925 406,847
    DJ Global Titans Bank of America 868.18 11.075   10/29/12 7.204 -6,254 9,615 3,361 310,208  337,668 72,540 410,208
  Buy IBEX 35 short Acciona 303.52 39.760   1/20/14 48.255 12,068        349,736 60,472  
    OBX 25 TGS-NOPEC 711.05 16.972   12/23/13 17.469 12,068        361,804 48,404  
    Nikkei (FRA) Nitto Denko 208.21 28.981   12/30/13 30.258 6,034        367,838 42,370  
      Pacific Metals 242.72 24.860   12/30/13 26.180 6,034        373,872 36,336  
    CAC Mid 60 Adocia 2,113.49 5.710   12/23/13 5.660 12,068        385,940 24,268  
    DJ Global Titans IBM 93.38 129.242   12/23/13 133.044 12,069        398,009 12,199  
12/23/13 Sell SSE 50 long Shanghai Oriental 2,367.94 4.388   11/04/13 4.398 -10,413 10,391 -22 310,185  387,596 22,590 410,185
    HSI Galaxy Entertainment 1,651.66 6.370   9/16/13 5.352 -8,839 10,521 1,682 311,868  378,757 33,111 411,868
    OBX 25 short TGS-NOPEC 711.05 17.469 16.475 12/16/13 16.972 -12,068 11,715 -353 311,514  366,689 44,826 411,514
    CAC Mid 60 Adocia 2,113.49 5.660 5.760 12/16/13 5.710 -12,068 12,175 107 311,621  354,621 57,000 411,621
    DJ Global Titans IBM 93.38 133.044 125.440 12/16/13 129.242 -12,069 11,714 -355 311,266  342,552 68,714 411,266
  Buy SSE 50 Poly Developments 18,727.95 0.641   6/02/14 0.591 11,999        354,551 56,715  
    PSI 20 long Impresa 11,008.26 1.090   5/12/14 1.759 11,999        366,550 44,716  
    OBX 25 DNO International 4,128.48 2.906   2/17/14 2.830 11,999        378,549 32,717  
    FT 30 Int Cons Airlines 25.45 471.516   1/27/14 485.635 12,000        390,549 20,717  
    DJ Global Titans Alphabet A 587.73 20.416   10/27/14 21.652 11,999        402,548 8,718  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
12/30/13 Sell Nikkei (FRA) short Nitto Denko 208.21 30.258 27.704 12/16/13 28.981 -6,034 5,768 -266 311,000  396,514 14,486 411,000
      Pacific Metals 242.72 26.180 23.540 12/16/13 24.860 -6,034 5,714 -320 310,679  390,480 20,199 410,679
  Buy   long MinebeaMitsumi 1,021.34 5.273   2/10/14 6.030 5,386        395,866 14,814  
      Softbank 170.29 31.625   2/10/14 27.751 5,385        401,251 9,428  
1/06/14 Sell HSI-Fin long AIA 3,094.37 3.604   10/14/13 3.667 -11,348 11,153 -195 310,485  389,903 20,582 410,485
    GCX short Aurubis 264.42 43.845 40.905 11/25/13 42.375 -11,205 10,816 -389 310,096  378,698 31,398 410,096
  Buy HSI-Fin ICBC 23,523.02 0.469   6/02/14 0.478 11,037        389,735 20,361  
    SLI long Vifor Pharma 149.11 74.020   1/27/14 69.103 11,037        400,772 9,324  
    GCX Vestas Wind Systems 2,212.13 4.989   2/03/14 4.789 11,037        411,809 -1,713  
1/13/14 Sell CAC Next 20 short STMicroelectronics 2,121.65 5.763 5.137 12/09/13 5.450 -11,563 10,899 -664 309,432  400,246 9,186 409,432
1/20/14 Sell IBEX 35 short Acciona 303.52 48.255 31.265 12/16/13 39.760 -12,068 9,490 -2,578 306,854  388,178 18,675 406,854
  Buy   long Siemens Gamesa 1,258.34 8.454   1/27/14 7.622 10,638        398,816 8,037  
    NZX 50 short Chorus 11,355.68 0.937   6/02/14 1.063 10,638        409,454 -2,601  
1/27/14 Sell IBEX 35 long Siemens Gamesa 1,258.34 7.622   1/20/14 8.454 -10,638 9,591 -1,047 305,807  398,816 6,990 405,807
    Athex LC Aegean Airlines 2,602.14 7.210   9/30/13 4.200 -10,929 18,761 7,832 313,639  387,887 25,752 413,639
    FT 30 Int Cons Airlines 25.45 485.635   12/23/13 471.516 -12,000 12,359 359 313,998  375,887 38,111 413,998
    SLI Vifor Pharma 149.11 69.103   1/06/14 74.020 -11,037 10,304 -733 313,265  364,850 48,415 413,265
  Buy IBEX 35 short Repsol 658.60 17.525   2/17/14 17.625 11,542        376,392 36,873  
    Athex LC Eurobank Ergasias 235.55 49.000   5/09/16 0.875 11,542        387,934 25,331  
2/03/14 Sell HSI-C&I long Galaxy Entertainment 2,112.25 7.265   9/30/13 5.174 -10,929 15,345 4,416 317,681  377,005 40,676 417,681
    GCX Vestas Wind Systems 2,212.13 4.789   1/06/14 4.989 -11,037 10,594 -443 317,238  365,968 51,270 417,238
  Buy FT 30 Int Cons Airlines 23.44 499.638   2/10/14 509.014 11,712        377,680 39,559  
    GCX short Aurubis 288.47 40.600   3/03/14 38.880 11,712        389,391 27,847  
2/10/14 Sell HSI-Prop long CK Hutchison 438.32 10.645   11/18/13 11.852 -5,195 4,666 -529 316,709  384,196 32,513 416,709
      China Ov Land & Inv 2,238.55 1.876   11/18/13 2.321 -5,195 4,199 -996 315,714  379,001 36,712 415,714
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal Telecom Argentina 2,111.07 2.998   8/12/13 4.215 -8,899 6,330 -2,569 313,145  370,102 43,042 413,145
    FT 30 Int Cons Airlines 23.44 509.014   2/03/14 499.638 -11,712 11,931 220 313,364  358,391 54,973 413,364
    Nikkei (FRA) MinebeaMitsumi 1,021.34 6.030   12/30/13 5.273 -5,386 6,159 773 314,138  353,005 61,132 414,138
      Softbank 170.29 27.751   12/30/13 31.625 -5,385 4,726 -660 313,478  347,620 65,858 413,478
  Buy HSI-Prop short New World Dev 1,697.79 3.529   7/28/14 3.549 5,992        353,612 59,866  
      The Wharf 3,238.12 1.850   7/28/14 2.205 5,991        359,603 53,875  
    Nikkei (FRA) Hitachi Zosen 1,405.47 4.263   6/30/14 3.700 5,992        365,595 47,883  
      Nitto Denko 191.44 31.297   6/30/14 33.890 5,992        371,586 41,892  
2/17/14 Sell IBEX 35 short Repsol 658.60 17.625 17.425 1/27/14 17.525 -11,542 11,476 -66 313,412  360,044 53,368 413,412
    OBX 25 long DNO International 4,128.48 2.830   12/23/13 2.906 -11,999 11,684 -315 313,097  348,045 65,052 413,097
  Buy IBEX 35 Siemens Gamesa 1,431.33 8.351   3/10/14 8.580 11,953        359,998 53,099  
    OBX 25 short Petroleum Geo-Srvcs 1,571.73 7.605   6/02/14 7.980 11,953        371,951 41,146  
2/24/14 Buy MerVal long Edenor 36,108.11 0.315   12/15/14 0.569 11,356        383,307 29,790  
3/03/14 Sell Nikkei (TYO) long MinebeaMitsumi 2,069.19 6.187   11/18/13 5.021 -10,390 12,801 2,411 315,508  372,917 42,591 415,508
    GCX short Aurubis 288.47 38.880 42.396 2/03/14 40.600 -11,712 12,230 518 316,026  361,205 54,821 416,026
  Buy Nikkei (TYO) Hitachi Zosen 2,998.37 3.926   3/31/14 3.419 11,771        372,976 43,050  
    GCX long Vestas Wind Systems 2,352.51 5.004   4/14/14 5.847 11,771        384,747 31,279  
3/10/14 Sell IBEX 35 long Siemens Gamesa 1,431.33 8.580   2/17/14 8.351 -11,953 12,281 328 316,354  372,794 43,560 416,354
  Buy   short Inditex 548.26 20.970   6/09/14 21.750 11,497        384,291 32,063  
3/31/14 Sell SDAX long ADLER Real Estate 3,601.34 5.100   10/21/13 2.990 -10,768 18,367 7,599 323,953  373,523 50,430 423,953
    Nikkei (TYO) short Hitachi Zosen 2,998.37 3.419 4.508 3/03/14 3.926 -11,771 13,518 1,747 325,700  361,752 63,948 425,700
  Buy SDAX Koenig & Bauer 995.20 12.300   5/05/14 11.730 12,241        373,993 51,707  
    Nikkei (TYO) long MinebeaMitsumi 1,899.86 6.443   4/07/14 6.630 12,241        386,234 39,466  
4/07/14 Sell   long MinebeaMitsumi 1,899.86 6.630   3/31/14 6.443 -12,241 12,595 354 326,054  373,993 52,061 426,054
  Buy   short Hitachi Zosen 3,461.84 3.453   7/28/14 3.842 11,952        385,945 40,109  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/14/14 Sell ISEQ 20 long Bank of Ireland 669.66 8.250   12/02/13 8.340 -5,585 5,525 -60 325,994  380,360 45,634 425,994
      Smurfit Kappa 323.96 17.010   12/02/13 17.240 -5,585 5,511 -75 325,919  374,775 51,144 425,919
    BAX Morphosys 185.09 58.270   7/01/13 44.145 -8,171 10,785 2,614 328,534  366,604 61,929 428,534
    GEX Manz 170.17 65.730   9/23/13 53.570 -9,116 11,185 2,069 330,603  357,488 73,115 430,603
    GCX Vestas Wind Systems 2,352.51 5.847   3/03/14 5.004 -11,771 13,754 1,983 332,586  345,717 86,869 432,586
  Buy ISEQ 20 short C&C Group 1,449.33 4.480   1/19/15 3.322 6,493        352,210 80,376  
      Flutter 121.16 53.590   1/19/15 66.350 6,493        358,703 73,883  
    BAX Adva 4,054.32 3.203   4/21/14 3.210 12,986        371,689 60,897  
    GEX 4SC 453.08 28.662   1/26/15 18.284 12,986        384,675 47,911  
    GCX EJR 252.22 51.487   4/28/14 51.524 12,986        397,661 34,925  
4/21/14 Sell BAX short Adva 4,054.32 3.210 3.196 4/14/14 3.203 -12,986 12,958 -28 332,558  384,675 47,883 432,558
  Buy   long Sixt 415.17 28.930   5/05/14 28.890 12,011        396,686 35,872  
4/28/14 Sell Nordic 30 long Pandora 297.40 46.257   7/29/13 28.719 -8,541 13,757 5,216 337,773  388,145 49,628 437,773
    GCX short EJR 252.22 51.524 51.450 4/14/14 51.487 -12,986 12,977 -9 337,764  375,159 62,605 437,764
  Buy Germany SolarWorld 405.22 30.870   6/09/14 16.900 12,509        387,668 50,096  
    Nordic 30 Carlsberg A 169.47 73.812   5/05/14 74.896 12,509        400,177 37,587  
    GCX long Vestas Wind Systems 2,029.96 6.162   5/19/14 7.076 12,509        412,686 25,078  
5/05/14 Sell SDAX short Koenig & Bauer 995.20 11.730 12.898 3/31/14 12.300 -12,241 12,836 595 338,359  400,445 37,914 438,359
    Nordic 30 Carlsberg A 169.47 74.896 72.728 4/28/14 73.812 -12,509 12,325 -184 338,175  387,936 50,239 438,175
    BAX long Sixt 415.17 28.890   4/21/14 28.930 -12,011 11,994 -17 338,159  375,925 62,233 438,159
  Buy SDAX ADLER Real Estate 2,494.32 5.015   5/19/14 5.000 12,509        388,434 49,724  
    Nordic 30 Pandora 256.70 48.729   9/15/14 59.766 12,509        400,943 37,215  
    BAX short Adva 3,909.06 3.200   6/09/14 3.196 12,509        413,452 24,706  
5/12/14 Sell OMXH 25 short Metso Outotec 1,726.59 8.620 4.774 12/09/13 6.697 -11,563 8,243 -3,320 334,838  401,889 32,949 434,838
    PSI 20 long Impresa 11,008.26 1.759   12/23/13 1.090 -11,999 19,364 7,365 342,203  389,890 52,313 442,203
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy OMXH 25 Outokumpu 1,850.60 6.680   5/19/14 6.250 12,362        402,252 39,951  
5/19/14 Sell SDAX long ADLER Real Estate 2,494.32 5.000   5/05/14 5.015 -12,509 12,472 -37 342,166  389,743 52,422 442,166
    OMXH 25 Outokumpu 1,850.60 6.250   5/12/14 6.680 -12,362 11,566 -796 341,370  377,381 63,989 441,370
    GCX Vestas Wind Systems 2,029.96 7.076   4/28/14 6.162 -12,509 14,365 1,856 343,225  364,872 78,353 443,225
  Buy HSI Citic Pacific 10,065.62 1.295   11/10/14 1.393 13,039        377,911 65,314  
    SDAX short WCM 8,033.39 1.623   5/26/14 1.623 13,039        390,950 52,275  
    OMXH 25 YIT 1,762.03 7.400   1/26/15 5.508 13,039        403,989 39,236  
    GCX Energy Recovery 3,868.57 3.371   3/02/15 3.076 13,039        417,028 26,197  
5/26/14 Sell SDAX short WCM 8,033.39 1.623 1.623 5/19/14 1.623 -13,039 13,039 0 343,225  403,989 39,236  
  Buy   long ADLER Real Estate 2,192.91 5.500   6/09/14 6.050 12,061        416,050 27,175  
    HSI-C&I Tencent 1,185.97 10.170   10/06/14 12.196 12,061        428,111 15,114  
6/02/14 Sell SSE 50 short Poly Developments 18,727.95 0.591 0.695 12/23/13 0.641 -11,999 13,010 1,011 344,237  416,112 28,125 444,237
    HSI-Fin ICBC 23,523.02 0.478 0.460 1/06/14 0.469 -11,037 10,830 -207 344,030  405,075 38,955 444,030
    OBX 25 Petroleum Geo-Srvcs 1,571.73 7.980 7.230 2/17/14 7.605 -11,953 11,364 -589 343,441  393,122 50,319 443,441
    NZX 50 Chorus 11,355.68 1.063 0.811 1/20/14 0.937 -10,638 9,205 -1,433 342,008  382,484 59,524 442,008
  Buy SSE 50 long Sinolink Secs 10,902.61 1.150   6/23/14 1.117 12,538        395,022 46,986  
    HSI-Fin HK Exchgs & Clrg 916.16 13.685   9/29/14 17.213 12,538        407,560 34,448  
    OBX 25 Grieg Seafood 3,716.72 3.373   6/30/14 3.430 12,538        420,098 21,910  
    FT 30 National Grid 11.36 1,103.450   6/09/14 1,037.210 12,535        432,633 9,374  
    NZX 50 Tourism 18,006.61 0.696   7/21/14 0.758 12,538        445,171 -3,164  
6/09/14 Sell Germany short SolarWorld 405.22 16.900 56.388 4/28/14 30.870 -12,509 22,850 10,340 352,348  432,662 19,686 452,348
    SDAX long ADLER Real Estate 2,192.91 6.050   5/26/14 5.500 -12,061 13,267 1,206 353,554  420,601 32,953 453,554
    IBEX 35 short Inditex 548.26 21.750 20.190 3/10/14 20.970 -11,497 11,069 -428 353,127  409,104 44,022 453,127
    FT 30 long National Grid 11.36 1,037.210   6/02/14 1,103.450 -12,535 11,783 -752 352,374  396,569 55,805 452,374
    Topix (FRA) short Komatsu 716.29 16.815 14.471 11/25/13 15.643 -11,205 10,365 -839 351,535  385,364 66,171 451,535
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    BAX Adva 3,909.06 3.196 3.204 5/05/14 3.200 -12,509 12,525 16 351,550  372,855 78,695 451,550
  Buy SDAX WCM 8,288.37 1.599   12/29/14 1.381 13,256        386,111 65,439  
    FT 30 Tesco 28.78 460.539   11/17/14 306.530 13,254        399,365 52,185  
    Topix (FRA) long Fujitsu 264.96 50.030   9/15/14 48.100 13,256        412,621 38,929  
    BAX Cancom 671.53 19.740   6/16/14 18.403 13,256        425,877 25,673  
6/16/14 Sell   long Cancom 671.53 18.403   6/09/14 19.740 -13,256 12,358 -898 350,652  412,621 38,031 450,652
  Buy IBEX 35 short ArcelorMittal 372.58 32.790   3/02/15 28.860 12,217        424,838 25,814  
    BAX Adva 3,895.73 3.136   6/23/14 3.096 12,217        437,055 13,597  
6/23/14 Sell SSE 50 long Sinolink Secs 10,902.61 1.117   6/02/14 1.150 -12,538 12,178 -360 350,292  424,517 25,775 450,292
    BAX short Adva 3,895.73 3.096 3.177 6/16/14 3.136 -12,217 12,375 158 350,450  412,300 38,150 450,450
  Buy SSE 50 Kangmei Pharma 14,170.53 0.862   7/07/14 0.868 12,215        424,515 25,935  
    CAC Next 20 Arkema 172.88 70.655   1/26/15 62.720 12,215        436,730 13,720  
    CAC Mid 60 CGG 35.57 343.360   1/19/15 153.600 12,213        448,943 1,507  
    BAX long Wacker Neuson 737.18 16.570   7/14/14 17.170 12,215        461,159 -10,708  
6/30/14 Sell OBX 25 long Grieg Seafood 3,716.72 3.430   6/02/14 3.373 -12,538 12,748 210 350,660  448,621 2,040 450,660
    Nikkei (FRA) short Hitachi Zosen 1,405.47 3.700 4.912 2/10/14 4.263 -5,992 6,903 912 351,572  442,629 8,943 451,572
      Nitto Denko 191.44 33.890 28.704 2/10/14 31.297 -5,992 5,495 -496 351,076  436,638 14,438 451,076
  Buy OBX 25 Norwegian 4.85 2,398.530   7/07/14 2,546.850 11,633        448,270 2,805  
    Nikkei (FRA) long Fujitsu 105.81 54.990   8/17/15 44.550 5,818        454,089 -3,013  
      MinebeaMitsumi 707.50 8.224   8/17/15 12.573 5,818        459,907 -8,832  
7/07/14 Sell SSE 50 short Kangmei Pharma 14,170.53 0.868 0.856 6/23/14 0.862 -12,215 12,124 -91 350,985  447,692 3,292 450,985
    OBX 25 Norwegian 4.85 2,546.850 2,250.210 6/30/14 2,398.530 -11,633 10,914 -719 350,266  436,060 14,206 450,266
  Buy SSE 50 long AVIC Aviation Engine 3,901.68 2.976   8/03/15 7.097 11,611        447,671 2,595  
    OBX 25 SalMar 861.36 13.480   7/28/14 14.639 11,611        459,281 -9,016  
7/14/14 Sell BAX long Wacker Neuson 737.18 17.170   6/23/14 16.570 -12,215 12,657 442 350,708  447,066 3,641 450,708
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
7/21/14 Sell NZX 50 long Tourism 18,006.61 0.758   6/02/14 0.696 -12,538 13,647 1,109 351,817  434,528 17,289 451,817
  Buy France short CGG 43.87 267.296   12/29/14 160.352 11,726        446,255 5,562  
    NZX 50 a2 Milk 29,931.09 0.392   7/28/14 0.401 11,727        457,982 -6,165  
7/28/14 Sell MDAX long Dürr 340.49 30.355   7/01/13 23.998 -8,171 10,336 2,165 353,982  449,811 4,171 453,982
    HSI-Prop short New World Dev 1,697.79 3.549 3.509 2/10/14 3.529 -5,992 5,958 -33 353,948  443,819 10,129 453,948
      The Wharf 3,238.12 2.205 1.496 2/10/14 1.850 -5,991 4,845 -1,147 352,801  437,828 14,974 452,801
    OBX 25 long SalMar 861.36 14.639   7/07/14 13.480 -11,611 12,609 998 353,800  426,217 27,583 453,800
    NZX 50 short a2 Milk 29,931.09 0.401 0.383 7/21/14 0.392 -11,727 11,461 -266 353,533  414,490 39,043 453,533
    Nikkei (TYO) Hitachi Zosen 3,461.84 3.842 3.063 4/07/14 3.453 -11,952 10,603 -1,349 352,185  402,538 49,647 452,185
  Buy Germany SolarWorld 836.33 15.000   1/12/15 12.350 12,545        415,083 37,102  
    MDAX Südzucker 903.49 13.885   2/02/15 11.245 12,545        427,628 24,557  
    HSI-Prop long CK Hutchison 456.85 13.730   8/24/15 10.950 6,273        433,900 18,284  
      Sino Land 5,009.98 1.252   8/24/15 1.200 6,272        440,173 12,012  
    OBX 25 short Petroleum Geo-Srvcs 1,944.06 6.453   8/11/14 6.127 12,545        452,718 -533  
    NZX 50 long Tourism 16,859.29 0.744   2/22/16 1.542 12,545        465,263 -13,078  
    BAX Nemetschek 1,974.28 6.354   8/04/14 6.125 12,545        477,808 -25,623  
    Nikkei (TYO) MinebeaMitsumi 1,372.85 9.138   10/20/14 9.651 12,545        490,353 -38,168  
8/04/14 Sell HDAX long Dürr 499.18 28.230   1/23/12 9.125 -4,555 14,092 9,537 361,721  485,798 -24,076 461,721
    MIB Azimut 713.67 18.460   11/05/12 9.304 -6,640 13,174 6,534 368,256  479,158 -10,902 468,256
    BAX Nemetschek 1,974.28 6.125   7/28/14 6.354 -12,545 12,092 -453 367,803  466,613 1,190 467,803
    Indices Merval 17.75 750.468   8/12/13 501.316 -8,898 13,321 4,422 372,226  457,714 14,511 472,226
  Buy HDAX short Südzucker 934.56 13.020   1/12/15 11.160 12,168        469,882 2,343  
    Indices PSI 20 2.08 5,854.360   8/18/14 5,654.350 12,177        482,059 -9,834  
8/11/14 Sell ATX long Wienerberger 824.19 11.525   10/21/13 13.065 -10,768 9,499 -1,269 370,956  471,291 -335 470,956
    DAX Continental 81.22 133.083   7/16/12 59.533 -4,835 10,809 5,974 376,930  466,456 10,474 476,930
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 1,944.06 6.127 6.796 7/28/14 6.453 -12,545 13,212 667 377,597  453,911 23,686 477,597
  Buy ATX Raiffeisen Bank Int 662.72 18.910   2/16/15 13.795 12,532        466,443 11,154  
    DAX Adidas 218.14 57.450   8/18/14 60.070 12,532        478,975 -1,378  
    OBX 25 long SalMar 951.36 13.173   8/18/14 12.880 12,532        491,507 -13,910  
8/18/14 Sell DAX short Adidas 218.14 60.070 54.830 8/11/14 57.450 -12,532 11,961 -572 377,026  478,975 -1,949 477,026
    OBX 25 long SalMar 951.36 12.880   8/11/14 13.173 -12,532 12,253 -279 376,747  466,443 10,304 476,747
    Indices short PSI 20 2.08 5,654.350 6,061.440 8/04/14 5,854.360 -12,177 12,608 431 377,178  454,266 22,912 477,178
  Buy DAX long Vonovia 547.61 22.830   10/06/14 22.420 12,502        466,768 10,410  
    OBX 25 short Petroleum Geo-Srvcs 2,049.61 6.100   2/16/15 5.700 12,502        479,270 -2,092  
    Indices long Merval 15.94 784.124   10/06/14 1,022.100 12,499        491,769 -14,591  
9/01/14 Sell OMXC 20 long Vestas Wind Systems 3,785.50 6.373   7/01/13 2.159 -8,171 24,124 15,953 393,131  483,598 9,533 493,131
  Buy   short Demant 1,068.29 11.763   9/08/14 11.966 12,566        496,164 -3,033  
9/08/14 Sell   short Demant 1,068.29 11.966 11.559 9/01/14 11.763 -12,566 12,348 -218 392,914  483,598 9,316 492,914
  Buy   long Pandora 218.52 57.454   9/29/14 61.631 12,555        496,153 -3,239  
9/15/14 Sell Nordic 30 long Pandora 256.70 59.766   5/05/14 48.729 -12,509 15,342 2,833 395,747  483,644 12,103 495,747
    Topix (FRA) Fujitsu 264.96 48.100   6/09/14 50.030 -13,256 12,745 -511 395,235  470,388 24,847 495,235
  Buy Nordic 30 short Volvo 1,478.98 8.791   11/10/14 9.334 13,002        483,390 11,845  
    Topix (FRA) Aeon 1,656.09 7.851   1/05/15 8.291 13,002        496,392 -1,157  
9/29/14 Sell HSI-Fin long HK Exchgs & Clrg 916.16 17.213   6/02/14 13.685 -12,538 15,769 3,231 398,467  483,854 14,613 498,467
    TSX 60 Bausch Health 142.16 102.197   9/30/13 76.879 -10,929 14,528 3,599 402,066  472,925 29,141 502,066
    OMXC 20 Pandora 218.52 61.631   9/08/14 57.454 -12,555 13,468 913 402,979  460,370 42,609 502,979
  Buy HSI-Fin short ICBC 27,387.55 0.498   11/03/14 0.526 13,639        474,009 28,970  
    TSX 60 Yamana Gold 2,843.47 4.797   3/23/15 3.713 13,639        487,648 15,331  
10/06/14 Sell DAX long Vonovia 547.61 22.420   8/18/14 22.830 -12,502 12,277 -225 402,754  475,146 27,608 502,754
    HSI-C&I Tencent 1,185.97 12.196   5/26/14 10.170 -12,061 14,464 2,403 405,157  463,085 42,072 505,157
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Indices Merval 15.94 1,022.100   8/18/14 784.124 -12,499 16,292 3,793 408,951  450,586 58,365 508,951
  Buy DAX short Deutsche Lufthansa 1,174.01 12.080   11/17/14 13.145 14,182        464,768 44,183  
    HSI-C&I Galaxy Entertainment 2,878.78 4.926   4/13/15 4.822 14,182        478,950 30,001  
    PSI 20 Pharol 8,700.61 1.630   2/23/15 0.697 14,182        493,132 15,819  
    Indices PSI 20 2.56 5,537.710   2/23/15 5,494.440 14,177        507,309 1,642  
10/13/14 Sell S&P 100 long Gilead Sciences 272.28 79.611   9/17/12 25.063 -6,824 21,676 14,852 423,803  500,485 23,318 523,803
    BEL 20 KBC 249.19 40.740   7/15/13 31.350 -7,812 10,152 2,340 426,143  492,673 33,470 526,143
    OMXS 30 Nokia 1,254.39 6.407   7/08/13 3.186 -3,996 8,036 4,040 430,183  488,677 41,507 530,183
      Kinnevik 182.74 22.475   7/08/13 21.868 -3,996 4,107 111 430,294  484,680 45,614 530,294
  Buy S&P 100 short General Motors 615.80 23.379   10/27/14 23.689 14,397        499,077 31,217  
    BEL 20 Galapagos 1,295.28 11.115   11/17/14 12.800 14,397        513,475 16,820  
    OMXS 30 MTG 311.29 23.125   11/03/14 24.302 7,199        520,673 9,621  
10/20/14 Sell Kospi 50 long Amorepacific Group 181.88 87.497   7/23/12 26.166 -4,759 15,914 11,155 441,449  515,914 25,535 541,449
    Europe 50 Roche 19.48 222.572   12/19/11 129.719 -2,527 4,336 1,809 443,258  513,387 29,871 543,258
    Nikkei (TYO) MinebeaMitsumi 1,372.85 9.651   7/28/14 9.138 -12,545 13,249 704 443,962  500,842 43,120 543,962
    SP Global 100 Apple 330.91 19.487   4/30/12 15.738 -5,208 6,449 1,241 445,203  495,634 49,568 545,203
  Buy Kospi 50 short Hyundai Heavy 177.91 83.577   12/08/14 94.176 14,869        510,504 34,699  
    Europe 50 Deutsche Bank 690.13 21.545   11/10/14 21.563 14,869        525,372 19,830  
    Nikkei (TYO) Toyo Seikan 1,810.75 8.212   10/27/14 8.725 14,869        540,241 4,961  
    SP Global 100 Deutsche Bank 690.13 21.545   11/03/14 22.134 14,869        555,110 -9,908  
10/27/14 Sell S&P 100 short General Motors 615.80 23.689 23.070 10/13/14 23.379 -14,397 14,207 -191 445,012  540,713 4,299 545,012
    Nikkei (TYO) Toyo Seikan 1,810.75 8.725 7.698 10/20/14 8.212 -14,869 13,939 -930 444,082  525,844 18,238 544,082
    DJ Global Titans long Alphabet A 587.73 21.652   12/23/13 20.416 -11,999 12,726 727 444,809  513,845 30,963 544,809
  Buy S&P 100 Gilead Sciences 162.34 88.668   6/08/15 100.700 14,394        528,239 16,569  
    Nikkei (TYO) MinebeaMitsumi 1,373.81 10.477   8/24/15 10.589 14,394        542,633 2,175  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    DJ Global Titans short Samsung Electronics 878.40 16.387   11/10/14 18.745 14,394        557,027 -12,219  
11/03/14 Sell HSI-Fin short ICBC 27,387.55 0.526 0.470 9/29/14 0.498 -13,639 12,883 -756 444,053  543,388 664 544,053
    OMXS 30 MTG 311.29 24.302 21.949 10/13/14 23.125 -7,199 6,832 -366 443,686  536,190 7,497 543,686
    SP Global 100 Deutsche Bank 690.13 22.134 20.956 10/20/14 21.545 -14,869 14,462 -407 443,280  521,321 21,959 543,280
  Buy HSI-Fin long HK Exchgs & Clrg 799.71 17.669   11/24/14 17.528 14,130        535,451 7,829  
    OMXC 20 Pandora 211.91 66.679   11/17/14 66.322 14,130        549,581 -6,301  
    OMXS 30 Boliden 538.61 13.117   6/08/15 18.209 7,065        556,646 -13,366  
      Electrolux 314.62 22.455   6/08/15 27.196 7,065        563,711 -20,431  
    SP Global 100 Apple 645.28 21.898   8/24/15 22.212 14,130        577,841 -34,561  
11/10/14 Sell HSI long Citic Pacific 10,065.62 1.393   5/19/14 1.295 -13,039 14,021 982 444,262  564,802 -20,539 544,262
    Europe 50 short Deutsche Bank 690.13 21.563 21.527 10/20/14 21.545 -14,869 14,857 -12 444,250  549,933 -5,683 544,250
    Nordic 30 Volvo 1,478.98 9.334 8.249 9/15/14 8.791 -13,002 12,200 -802 443,448  536,931 6,517 543,448
    DJ Global Titans Samsung Electronics 878.40 18.745 14.028 10/27/14 16.387 -14,394 12,323 -2,071 441,376  522,537 18,839 541,376
  Buy HSI Kunlun Energy 13,519.64 1.036   1/12/15 0.825 14,005        536,542 4,834  
    Europe 50 long Novartis 226.19 61.916   8/24/15 69.088 14,005        550,547 -9,170  
    Nordic 30 Pandora 205.49 68.154   6/01/15 91.032 14,005        564,552 -23,175  
    DJ Global Titans Apple 639.52 21.899   12/15/14 21.746 14,005        578,557 -37,180  
11/17/14 Sell DAX short Deutsche Lufthansa 1,174.01 13.145 11.015 10/06/14 12.080 -14,182 12,932 -1,250 440,126  564,375 -24,249 540,126
    BEL 20 Galapagos 1,295.28 12.800 9.430 10/13/14 11.115 -14,397 12,214 -2,183 437,943  549,977 -12,034 537,943
    OMXC 20 long Pandora 211.91 66.322   11/03/14 66.679 -14,130 14,054 -76 437,868  535,847 2,020 537,868
    FT 30 short Tesco 28.78 306.530 691.926 6/09/14 460.539 -13,254 19,914 6,659 444,527  522,593 21,934 544,527
  Buy DAX long Merck (EMD) 184.70 76.670   7/06/15 90.640 14,161        536,754 7,773  
    BEL 20 Proximus 464.30 30.500   11/24/14 30.740 14,161        550,915 -6,388  
    OMXC 20 short FLSmidth 426.78 33.181   11/24/14 35.297 14,161        565,076 -20,549  
    FT 30 long Man Group 83.53 169.534   12/15/14 177.040 14,161        579,237 -34,711  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
11/24/14 Sell HSI-Fin long HK Exchgs & Clrg 799.71 17.528   11/03/14 17.669 -14,130 14,017 -113 444,414  565,107 -20,693 544,414
    BEL 20 Proximus 464.30 30.740   11/17/14 30.500 -14,161 14,273 111 444,526  550,946 -6,421 544,526
    OMXC 20 short FLSmidth 426.78 35.297 31.065 11/17/14 33.181 -14,161 13,258 -903 443,623  536,785 6,837 543,623
  Buy HSI-Fin HSBC 1,721.91 7.992   1/26/15 8.332 13,761        550,546 -6,924  
    BEL 20 Galapagos 1,066.74 12.900   12/01/14 13.020 13,761        564,307 -20,685  
    OMXC 20 long Pandora 204.76 67.207   8/17/15 107.440 13,761        578,069 -34,446  
12/01/14 Sell BEL 20 short Galapagos 1,066.74 13.020 12.780 11/24/14 12.900 -13,761 13,633 -128 443,495  564,308 -20,813 543,495
  Buy   long Proximus 413.38 31.610   12/15/14 29.550 13,067        577,375 -33,880  
12/08/14 Sell Kospi 50 short Hyundai Heavy 177.91 94.176 72.978 10/20/14 83.577 -14,869 12,984 -1,886 441,609  562,505 -20,896 541,609
  Buy   long Amorepacific Group 156.96 82.934   7/06/15 157.893 13,017        575,523 -33,914  
12/15/14 Sell BEL 20 long Proximus 413.38 29.550   12/01/14 31.610 -13,067 12,215 -852 440,757  562,456 -21,698 540,757
    MerVal Edenor 36,108.11 0.569   2/24/14 0.315 -11,356 20,531 9,175 449,932  551,100 -1,167 549,932
    FT 30 Man Group 83.53 177.040   11/17/14 169.534 -14,161 14,788 627 450,559  536,938 13,621 550,559
    DJ Global Titans Apple 639.52 21.746   11/10/14 21.899 -14,005 13,907 -98 450,461  522,934 27,528 550,461
  Buy BEL 20 short Umicore 927.11 15.585   1/19/15 16.578 14,449        537,383 13,079  
    FT 30 Tesco 55.05 262.480   12/22/14 292.250 14,450        551,832 -1,371  
    DJ Global Titans Gazprom 4,329.94 3.337   3/02/15 4.494 14,449        566,281 -15,820  
12/22/14 Sell TecDAX short SMA Solar 223.48 14.800 46.789 5/21/12 26.315 -5,881 10,456 4,576 455,037  560,400 -5,363 555,037
    FT 30 Tesco 55.05 292.250 232.709 12/15/14 262.480 -14,450 12,811 -1,639 453,398  545,951 7,447 553,398
  Buy   long Man Group 69.88 200.637   1/05/15 211.401 14,021        559,971 -6,573  
12/29/14 Sell France short CGG 43.87 160.352 445.565 7/21/14 267.296 -11,726 19,547 7,821 461,219  548,245 12,974 561,219
    SDAX WCM 8,288.37 1.381 1.852 6/09/14 1.599 -13,256 15,347 2,091 463,309  534,989 28,321 563,309
  Buy France long Adocia 310.06 47.700   6/08/15 66.230 14,790        549,779 13,531  
    SDAX Patrizia Immobilien 1,202.44 12.300   1/19/15 14.055 14,790        564,569 -1,259  
1/05/15 Sell FT 30 long Man Group 69.88 211.401   12/22/14 200.637 -14,021 14,773 752 464,062  550,548 13,513 564,062
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Topix (FRA) short Aeon 1,656.09 8.291 7.411 9/15/14 7.851 -13,002 12,273 -729 463,333  537,546 25,787 563,333
  Buy FT 30 Tesco 50.09 294.006   1/19/15 365.061 14,727        552,273 11,060  
    Topix (FRA) long Oriental Land 307.27 47.929   2/02/15 54.216 14,727        567,000 -3,667  
1/12/15 Sell Germany short SolarWorld 836.33 12.350 18.219 7/28/14 15.000 -12,545 15,237 2,692 466,025  554,455 11,570 566,025
    HSI Kunlun Energy 13,519.64 0.825 1.300 11/10/14 1.036 -14,005 17,581 3,576 469,601  540,450 29,151 569,601
    HDAX Südzucker 934.56 11.160 15.190 8/04/14 13.020 -12,168 14,196 2,028 471,629  528,282 43,347 571,629
  Buy Germany long Ströer Media 624.58 24.615   6/15/15 40.315 15,374        543,656 27,973  
    HSI China Life Ins HK 4,638.97 3.314   7/13/15 3.728 15,374        559,030 12,599  
    HDAX Ströer Media 624.58 24.615   8/24/15 47.670 15,374        574,404 -2,776  
1/19/15 Sell SDAX long Patrizia Immobilien 1,202.44 14.055   12/29/14 12.300 -14,790 16,900 2,110 473,739  559,614 14,125 573,739
    ISEQ 20 short C&C Group 1,449.33 3.322 6.042 4/14/14 4.480 -6,493 8,756 2,263 476,002  553,121 22,881 576,002
      Flutter 121.16 66.350 40.830 4/14/14 53.590 -6,493 4,947 -1,546 474,456  546,628 27,828 574,456
    BEL 20 Umicore 927.11 16.578 14.593 12/15/14 15.585 -14,449 13,529 -920 473,536  532,179 41,357 573,536
    FT 30 Tesco 50.09 365.061 222.950 1/05/15 294.006 -14,727 11,168 -3,559 469,977  517,452 52,525 569,977
    CAC Mid 60 CGG 35.57 153.600 767.553 6/23/14 343.360 -12,213 27,302 15,089 485,066  505,239 79,826 585,066
  Buy SDAX SGL Carbon 1,179.70 14.090   1/26/15 15.480 16,622        521,861 63,204  
    ISEQ 20 long Glanbia 600.07 13.850   6/08/15 17.420 8,311        530,172 54,894  
      Ryanair 854.16 9.730   6/08/15 11.660 8,311        538,483 46,583  
    BEL 20 bpost 727.12 22.860   9/28/15 21.000 16,622        555,105 29,961  
    FT 30 Man Group 79.21 209.841   6/08/15 231.072 16,622        571,727 13,339  
    CAC Mid 60 Adocia 263.01 63.200   6/08/15 66.230 16,622        588,349 -3,283  
1/26/15 Sell SDAX short SGL Carbon 1,179.70 15.480 12.700 1/19/15 14.090 -16,622 14,982 -1,640 483,426  571,727 11,699 583,426
    HSI-Fin HSBC 1,721.91 8.332 7.651 11/24/14 7.992 -13,761 13,175 -586 482,839  557,966 24,874 582,839
    OMXH 25 YIT 1,762.03 5.508 9.942 5/19/14 7.400 -13,039 17,518 4,479 487,318  544,927 42,392 587,318
    CAC Next 20 Arkema 172.88 62.720 79.594 6/23/14 70.655 -12,215 13,760 1,545 488,864  532,712 56,152 588,864
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    GEX 4SC 453.08 18.284 44.930 4/14/14 28.662 -12,986 20,357 7,371 496,235  519,726 76,509 596,235
  Buy SDAX long Patrizia Immobilien 1,124.95 14.950   6/29/15 22.015 16,818        536,544 59,691  
    HSI-Fin China Life Ins HK 4,501.97 3.736   8/03/15 3.251 16,818        553,362 42,873  
    OMXH 25 Neste Oil 2,081.44 8.080   5/11/15 7.640 16,818        570,180 26,055  
    GEX Ströer Media 628.71 26.750   6/01/15 38.770 16,818        586,998 9,237  
2/02/15 Sell MDAX short Südzucker 903.49 11.245 17.145 7/28/14 13.885 -12,545 15,490 2,945 499,180  574,453 24,727 599,180
    AEX KPN 1,608.94 2.756 4.771 10/15/12 3.626 -5,834 7,676 1,842 501,021  568,619 32,402 601,021
    Topix (FRA) long Oriental Land 307.27 54.216   1/05/15 47.929 -14,727 16,659 1,932 502,953  553,892 49,061 602,953
  Buy MDAX Ströer Media 632.03 25.790   11/16/15 61.450 16,300        570,192 32,761  
    Topix (FRA) short Orix 1,636.87 9.958   2/09/15 10.802 16,300        586,492 16,461  
2/09/15 Sell   short Orix 1,636.87 10.802 9.114 2/02/15 9.958 -16,300 14,918 -1,382 501,572  570,192 31,380 601,572
  Buy MerVal long Aluar 16,879.67 0.937   2/16/15 0.944 15,823        586,015 15,557  
    Topix (FRA) Sony 699.30 22.627   5/18/15 28.471 15,823        601,838 -266  
2/16/15 Sell ATX short Raiffeisen Bank Int 662.72 13.795 25.922 8/11/14 18.910 -12,532 17,179 4,647 506,218  589,306 16,912 606,218
    OBX 25 Petroleum Geo-Srvcs 2,049.61 5.700 6.528 8/18/14 6.100 -12,502 13,380 878 507,096  576,804 30,292 607,096
    MerVal long Aluar 16,879.67 0.944   2/09/15 0.937 -15,823 15,936 113 507,209  560,981 46,228 607,209
  Buy ATX Zumtobel 774.35 21.095   9/07/15 23.775 16,335        577,316 29,893  
    OBX 25 Frontline 1,312.22 12.448   2/23/15 11.234 16,335        593,651 13,558  
2/23/15 Sell PSI 20 short Pharol 8,700.61 0.697 3.812 10/06/14 1.630 -14,182 33,166 18,984 526,193  579,469 46,724 626,193
    OBX 25 long Frontline 1,312.22 11.234   2/16/15 12.448 -16,335 14,741 -1,594 524,600  563,134 61,466 624,600
    Indices short PSI 20 2.56 5,494.440 5,581.320 10/06/14 5,537.710 -14,177 14,288 112 524,711  548,957 75,754 624,711
  Buy PSI 20 long Altri 5,790.67 3.024   5/25/15 4.081 17,511        566,468 58,243  
    MerVal Comercial del Plata 70,808.73 0.247   3/02/15 0.261 17,511        583,979 40,732  
    Indices SSE 50 ew 52.05 336.435   7/27/15 382.611 17,511        601,491 23,220  
3/02/15 Sell IBEX 35 short ArcelorMittal 372.58 28.860 37.255 6/16/14 32.790 -12,217 13,881 1,664 526,375  589,274 37,101 626,375
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    MerVal long Comercial del Plata 70,808.73 0.261   2/23/15 0.247 -17,511 18,488 977 527,352  571,763 55,589 627,352
    DJ Global Titans short Gazprom 4,329.94 4.494 2.180 12/15/14 3.337 -14,449 9,439 -5,010 522,342  557,314 65,028 622,342
    GCX Energy Recovery 3,868.57 3.076 3.693 5/19/14 3.371 -13,039 14,288 1,249 523,592  544,275 79,317 623,592
  Buy IBEX 35 long Intl. Cons. Airlines 2,224.30 7.900   3/09/15 7.660 17,572        561,847 61,745  
    DJ Global Titans Apple 608.95 28.856   3/30/15 29.169 17,572        579,419 44,173  
    GCX Shimano 126.28 139.151   6/01/15 129.753 17,572        596,991 26,601  
3/09/15 Sell IBEX 35 long Intl. Cons. Airlines 2,224.30 7.660   3/02/15 7.900 -17,572 17,038 -534 523,058  579,419 43,639 623,058
  Buy   short Endesa 944.84 17.640   3/23/15 18.130 16,667        596,086 26,972  
    MerVal long Comercial del Plata 60,039.63 0.278   6/29/15 0.285 16,667        612,753 10,305  
3/23/15 Sell IBEX 35 short Endesa 944.84 18.130 17.150 3/09/15 17.640 -16,667 16,204 -463 522,595  596,086 26,509 622,595
    TSX 60 Yamana Gold 2,843.47 3.713 6.196 9/29/14 4.797 -13,639 17,618 3,979 526,573  582,447 44,127 626,573
  Buy IBEX 35 long Intl. Cons. Airlines 2,070.00 8.100   5/11/15 7.890 16,767        599,214 27,360  
    TSX 60 Bausch Health 90.25 185.781   5/11/15 200.704 16,767        615,981 10,593  
3/30/15 Sell DJ Global Titans long Apple 608.95 29.169   3/02/15 28.856 -17,572 17,762 190 526,764  598,409 28,355 626,764
  Buy   short ConocoPhilips 277.15 59.090   4/27/15 61.591 16,377        614,785 11,978  
4/13/15 Sell HSI-C&I short Galaxy Entertainment 2,878.78 4.822 5.033 10/06/14 4.926 -14,182 14,488 306 527,070  600,603 26,466 627,070
    ÖkoDAX (deprecated) SolarWorld 69.42 14.550 772.962 4/29/13 106.050 -7,362 53,659 46,297 573,367  593,241 80,125 673,367
  Buy HSI-C&I long Tencent 904.96 20.815   7/06/15 17.093 18,837        612,078 61,288  
    OBX 25 Frontline 1,376.44 13.685   5/18/15 12.057 18,837        630,915 42,451  
4/27/15 Sell DJ Global Titans short ConocoPhilips 277.15 61.591 56.589 3/30/15 59.090 -16,377 15,684 -693 572,674  614,539 58,135 672,674
  Buy   long Mitsubishi UFJ 2,815.75 6.489   6/08/15 6.373 18,270        632,809 39,865  
5/11/15 Sell IBEX 35 long Intl. Cons. Airlines 2,070.00 7.890   3/23/15 8.100 -16,767 16,332 -435 572,239  616,042 56,197 672,239
    OMXH 25 Neste Oil 2,081.44 7.640   1/26/15 8.080 -16,818 15,902 -916 571,323  599,224 72,099 671,323
    TSX 60 Bausch Health 90.25 200.704   3/23/15 185.781 -16,767 18,114 1,347 572,670  582,457 90,213 672,670
  Buy IBEX 35 short Obrascón Huarte Lain 996.45 19.140   4/25/16 5.840 19,072        601,529 71,141  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXH 25 Outokumpu 3,643.17 5.235   1/04/16 2.584 19,072        620,601 52,069  
    TSX 60 Cenovus Energy 1,229.98 15.506   3/21/16 12.064 19,072        639,673 32,997  
5/18/15 Sell OBX 25 long Frontline 1,376.44 12.057   4/13/15 13.685 -18,837 16,595 -2,242 570,428  620,836 49,592 670,428
    Topix (FRA) Sony 699.30 28.471   2/09/15 22.627 -15,823 19,910 4,087 574,515  605,013 69,502 674,515
  Buy OBX 25 short REC Silicon 8,788.09 2.117   6/01/15 1.852 18,600        623,613 50,902  
    Topix (FRA) Toshiba 621.45 29.930   5/25/15 30.510 18,600        642,213 32,302  
5/25/15 Sell PSI 20 long Altri 5,790.67 4.081   2/23/15 3.024 -17,511 23,632 6,121 580,636  624,702 55,934 680,636
    Topix (FRA) short Toshiba 621.45 30.510 29.350 5/18/15 29.930 -18,600 18,240 -360 580,275  606,102 74,173 680,275
  Buy PSI 20 Pharol 36,982.35 0.510   11/23/15 0.369 18,861        624,963 55,312  
    Topix (FRA) long Sony 661.79 28.500   6/01/15 28.394 18,861        643,824 36,451  
6/01/15 Sell OBX 25 short REC Silicon 8,788.09 1.852 2.418 5/18/15 2.117 -18,600 21,252 2,652 582,928  625,224 57,704 682,928
    Nordic 30 long Pandora 205.49 91.032   11/10/14 68.154 -14,005 18,706 4,701 587,629  611,219 76,410 687,629
    Topix (FRA) Sony 661.79 28.394   5/25/15 28.500 -18,861 18,791 -70 587,559  592,358 95,201 687,559
    GEX Ströer Media 628.71 38.770   1/26/15 26.750 -16,818 24,375 7,557 595,116  575,540 119,576 695,116
    GCX Shimano 126.28 129.753   3/02/15 139.151 -17,572 16,385 -1,187 593,929  557,968 135,961 693,929
  Buy TecDAX short Aixtron 3,006.81 6.900   4/25/16 4.108 20,747        578,715 115,214  
    OBX 25 long Frontline 1,662.99 12.476   6/08/15 12.298 20,747        599,462 94,467  
    Nordic 30 short Fortum 1,197.86 17.320   11/30/15 13.820 20,747        620,209 73,720  
    Topix (FRA) Toshiba 636.22 32.610   11/16/15 22.410 20,747        640,956 52,973  
    GCX REC Silicon 11,200.06 1.852   10/05/20 0.464 20,747        661,703 32,226  
6/08/15 Sell S&P 100 long Gilead Sciences 162.34 100.700   10/27/14 88.668 -14,394 16,348 1,953 595,882  647,309 48,574 695,882
    France Adocia 310.06 66.230   12/29/14 47.700 -14,790 20,535 5,745 601,628  632,519 69,109 701,628
    ISEQ 20 Glanbia 600.07 17.420   1/19/15 13.850 -8,311 10,453 2,142 603,770  624,208 79,562 703,770
      Ryanair 854.16 11.660   1/19/15 9.730 -8,311 9,960 1,649 605,418  615,897 89,522 705,418
    OBX 25 Frontline 1,662.99 12.298   6/01/15 12.476 -20,747 20,452 -295 605,123  595,150 109,973 705,123
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 Boliden 538.61 18.209   11/03/14 13.117 -7,065 9,807 2,742 607,866  588,085 119,781 707,866
      Electrolux 314.62 27.196   11/03/14 22.455 -7,065 8,556 1,491 609,357  581,020 128,337 709,357
    FT 30 Man Group 79.21 231.072   1/19/15 209.841 -16,622 18,303 1,682 611,039  564,398 146,640 711,039
    CAC Mid 60 Adocia 263.01 66.230   1/19/15 63.200 -16,622 17,419 797 611,835  547,776 164,059 711,835
    DJ Global Titans Mitsubishi UFJ 2,815.75 6.373   4/27/15 6.489 -18,270 17,944 -326 611,510  529,506 182,004 711,510
  Buy S&P 100 short Norfolk Southern 276.97 80.648   6/15/15 80.979 22,337        551,843 159,667  
    France Solocal 31.89 700.450   11/23/15 390.360 22,337        574,181 137,329  
    ISEQ 20 FBD 1,204.28 9.274   8/10/15 7.120 11,168        585,349 126,161  
    OBX 25 DNO International 17,532.97 1.274   12/21/15 0.607 22,337        607,686 103,824  
    OMXS 30 SSAB 2,181.35 5.120   10/26/15 3.388 11,169        618,855 92,655  
      Telia Company 2,123.81 5.259   10/26/15 4.765 11,168        630,023 81,487  
    FT 30 Tate & Lyle 29.64 753.704   12/28/15 807.108 22,340        652,363 59,147  
    DJ Global Titans BHP 1,174.41 19.020   7/13/15 17.787 22,337        674,700 36,810  
6/15/15 Sell S&P 100 short Norfolk Southern 276.97 80.979 80.318 6/08/15 80.648 -22,337 22,246 -91 611,418  652,363 59,056 711,418
    Germany long Ströer Media 624.58 40.315   1/12/15 24.615 -15,374 25,180 9,806 621,224  636,989 84,236 721,224
  Buy S&P 100 Starbucks 434.62 46.330   7/06/15 49.123 20,136        657,125 64,099  
6/29/15 Sell SDAX long Patrizia Immobilien 1,124.95 22.015   1/26/15 14.950 -16,818 24,766 7,948 629,172  640,307 88,865 729,172
    MerVal Comercial del Plata 60,039.63 0.285   3/09/15 0.278 -16,667 17,105 438 629,610  623,640 105,971 729,610
7/06/15 Sell S&P 100 long Starbucks 434.62 49.123   6/15/15 46.330 -20,136 21,350 1,214 630,824  603,504 127,320 730,824
    Kospi 50 Amorepacific Group 156.96 157.893   12/08/14 82.934 -13,017 24,783 11,766 642,590  590,487 152,103 742,590
    DAX Merck (EMD) 184.70 90.640   11/17/14 76.670 -14,161 16,741 2,580 645,170  576,326 168,844 745,170
    HSI-C&I Tencent 904.96 17.093   4/13/15 20.815 -18,837 15,468 -3,369 641,801  557,489 184,313 741,801
  Buy S&P 100 short Norfolk Southern 294.39 78.643   7/13/15 78.579 23,152        580,640 161,161  
    CAC 40 ArcelorMittal 917.64 25.230   3/27/17 22.800 23,152        603,792 138,009  
    DAX RWE 1,203.33 19.240   7/13/15 20.205 23,152        626,944 114,857  
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 Sands China 6,842.42 3.384   5/09/16 3.084 23,152        650,096 91,705  
7/13/15 Sell S&P 100 short Norfolk Southern 294.39 78.579 78.708 7/06/15 78.643 -23,152 23,171 19 641,820  626,945 114,876 741,820
    HSI long China Life Ins HK 4,638.97 3.728   1/12/15 3.314 -15,374 17,296 1,922 643,742  611,571 132,172 743,742
    DAX short RWE 1,203.33 20.205 18.275 7/06/15 19.240 -23,152 21,991 -1,161 642,581  588,419 154,162 742,581
    DJ Global Titans BHP 1,174.41 17.787 20.338 6/08/15 19.020 -22,337 23,885 1,548 644,129  566,082 178,047 744,129
  Buy S&P 100 long Amazon.com 1,113.61 20.702   7/27/15 23.987 23,054        589,136 154,993  
    HSI short China Shenhua HK 12,413.31 1.857   4/18/16 1.521 23,054        612,190 131,939  
    DAX long Fresenius 376.33 61.260   7/27/15 61.200 23,054        635,244 108,885  
    DJ Global Titans Mitsubishi UFJ 3,670.20 6.281   7/27/15 6.435 23,054        658,298 85,831  
7/20/15 Sell DJTA long Avis Budget 494.16 38.916   9/24/12 12.419 -6,137 19,231 13,094 657,223  652,161 105,062 757,223
  Buy   short Avis Budget 553.94 38.916   8/03/15 39.514 21,557        673,718 83,505  
7/27/15 Sell S&P 100 long Amazon.com 1,113.61 23.987   7/13/15 20.702 -23,054 26,713 3,658 660,881  650,664 110,218 760,881
    DAX Fresenius 376.33 61.200   7/13/15 61.260 -23,054 23,031 -23 660,858  627,610 133,249 760,858
    Indices SSE 50 ew 52.05 382.611   2/23/15 336.435 -17,511 19,915 2,403 663,262  610,098 153,164 763,262
    DJ Global Titans Mitsubishi UFJ 3,670.20 6.435   7/13/15 6.281 -23,054 23,618 564 663,826  587,044 176,782 763,826
  Buy S&P 100 short ConocoPhilips 515.06 45.655   3/07/16 37.595 23,515        610,559 153,267  
    DAX RWE 1,267.65 18.550   10/19/15 12.230 23,515        634,074 129,752  
    BAX Grammer 895.47 26.260   11/09/15 23.675 23,515        657,589 106,237  
    Indices RTX 22.32 1,053.370   6/06/16 1,104.740 23,511        681,101 82,726  
    DJ Global Titans ConocoPhilips 515.06 45.655   8/03/15 45.385 23,515        704,616 59,210  
8/03/15 Sell SSE 50 long AVIC Aviation Engine 3,901.68 7.097   7/07/14 2.976 -11,611 27,690 16,079 679,905  693,005 86,900 779,905
    HSI-Fin China Life Ins HK 4,501.97 3.251   1/26/15 3.736 -16,818 14,634 -2,184 677,720  676,187 101,534 777,720
    DJTA short Avis Budget 553.94 39.514 38.317 7/20/15 38.916 -21,557 21,225 -332 677,389  654,630 122,759 777,389
    DJ Global Titans ConocoPhilips 515.06 45.385 45.927 7/27/15 45.655 -23,515 23,655 140 677,529  631,115 146,414 777,529
  Buy SSE 50 China Northern Rare 11,097.34 2.081   1/04/16 1.789 23,098        654,213 123,316  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    HSI-Fin ICBC 36,933.16 0.625   1/04/16 0.538 23,098        677,311 100,218  
    DJTA long JetBlue Airways 1,072.46 21.538   8/24/15 18.277 23,098        700,409 77,120  
    SMI UBS 1,094.58 21.102   8/17/15 20.081 23,098        723,507 54,022  
    SLI Vifor Pharma 217.55 106.171   8/24/15 107.513 23,098        746,604 30,925  
    DJ Global Titans Mitsubishi UFJ 3,561.32 6.486   8/24/15 5.389 23,098        769,702 7,827  
8/10/15 Sell ISEQ 20 short FBD 1,204.28 7.120 12.080 6/08/15 9.274 -11,168 14,547 3,379 680,908  758,534 22,374 780,908
  Buy   long Kingspan 441.85 22.725   8/17/15 22.815 10,041        768,575 12,333  
      Ryanair 785.68 12.780   8/17/15 12.705 10,041        778,616 2,292  
8/17/15 Sell ASX 50 long James Hardie Ind 721.64 12.058   1/30/12 5.763 -4,159 8,702 4,543 685,450  774,457 10,994 785,450
    ISEQ 20 Kingspan 441.85 22.815   8/10/15 22.725 -10,041 10,081 40 685,490  764,416 21,074 785,490
      Ryanair 785.68 12.705   8/10/15 12.780 -10,041 9,982 -59 685,431  754,375 31,056 785,431
    OMXC 20 Pandora 204.76 107.440   11/24/14 67.207 -13,761 21,999 8,238 693,669  740,613 53,056 793,669
    SMI UBS 1,094.58 20.081   8/03/15 21.102 -23,098 21,980 -1,118 692,552  717,515 75,036 792,552
    Nikkei (FRA) Fujitsu 105.81 44.550   6/30/14 54.990 -5,818 4,714 -1,105 691,447  711,697 79,750 791,447
      MinebeaMitsumi 707.50 12.573   6/30/14 8.224 -5,818 8,895 3,077 694,524  705,878 88,646 794,524
  Buy ASX 50 short Santos 5,545.26 3.982   11/23/15 2.708 22,079        727,957 66,567  
    ISEQ 20 FBD 1,599.93 6.900   11/30/15 6.852 11,040        738,997 55,527  
    OMXC 20 GN Store Nord 177.34 124.500   10/05/15 126.375 22,079        761,076 33,448  
    Nikkei (FRA) Sharp 860.44 12.830   11/23/15 10.210 11,039        772,115 22,409  
      IHI 365.67 30.190   11/23/15 25.250 11,040        783,155 11,369  
8/24/15 Sell DJIA long Visa 133.73 58.880   12/19/11 18.897 -2,527 7,874 5,347 699,871  780,628 19,243 799,871
    Nasdaq 100 Regeneron 38.22 434.608   10/10/11 49.346 -1,886 16,611 14,725 714,596  778,742 35,854 814,596
    Euro 50 ASML 54.72 74.790   1/09/12 32.400 -1,773 4,093 2,320 716,915  776,969 39,946 816,915
      AB InBev 37.33 91.280   1/09/12 47.495 -1,773 3,407 1,634 718,550  775,196 43,354 818,550
    HDAX Ströer Media 624.58 47.670   1/12/15 24.615 -15,374 29,774 14,400 732,949  759,822 73,128 832,949
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    FTSE Ashtead 13.88 1,199.890   7/30/12 333.248 -4,625 16,654 12,029 744,978  755,196 89,782 844,978
    HSI-Prop CK Hutchison 456.85 10.950   7/28/14 13.730 -6,273 5,003 -1,270 743,708  748,924 94,785 843,708
      Sino Land 5,009.98 1.200   7/28/14 1.252 -6,272 6,012 -261 743,448  742,651 100,797 843,448
    Europe 50 Novartis 226.19 69.088   11/10/14 61.916 -14,005 15,627 1,622 745,070  728,647 116,424 845,070
    DJTA JetBlue Airways 1,072.46 18.277   8/03/15 21.538 -23,098 19,602 -3,496 741,574  705,548 136,025 841,574
    SLI Vifor Pharma 217.55 107.513   8/03/15 106.171 -23,098 23,389 292 741,866  682,451 159,415 841,866
    Nikkei (TYO) MinebeaMitsumi 1,373.81 10.589   10/27/14 10.477 -14,394 14,548 154 742,019  668,057 173,962 842,019
    DJ Global Titans Mitsubishi UFJ 3,561.32 5.389   8/03/15 6.486 -23,098 19,193 -3,905 738,114  644,959 193,155 838,114
    SP Global 100 Apple 645.28 22.212   11/03/14 21.898 -14,130 14,333 203 738,317  630,829 207,488 838,317
  Buy DJIA short Chevron 420.89 62.119   5/30/16 91.551 26,145        656,974 181,342  
    Nasdaq 100 Micron Technology 2,102.09 12.438   8/31/15 14.635 26,145        683,119 155,198  
    Euro 50 E.on 1,502.59 8.700   10/26/15 8.993 13,073        696,192 142,125  
      Banco Santander 2,509.12 5.210   10/26/15 5.230 13,073        709,264 129,052  
    HDAX RWE 1,977.69 13.220   11/23/15 10.895 26,145        735,409 102,907  
    FTSE Glencore 139.52 187.390   5/09/16 167.806 26,145        761,554 76,763  
    HSI-Prop Hang Lung 6,800.80 1.922   6/06/16 1.737 13,073        774,626 63,690  
      The Wharf 7,471.71 1.750   6/06/16 1.945 13,073        787,699 50,618  
    DJCA Chevron 420.89 62.119   8/31/15 72.229 26,145        813,844 24,473  
    Europe 50 Rio Tinto 8.93 2,927.710   10/26/15 3,453.900 26,144        839,989 -1,672  
    DJTA Norfolk Southern 406.13 64.376   8/31/15 69.482 26,145        866,133 -27,817  
    SLI Aryzta 2,789.48 9.373   1/09/17 8.993 26,145        892,278 -53,962  
    CAC Next 20 Casino Guichard 464.55 56.280   1/30/17 49.780 26,145        918,423 -80,107  
    Nikkei (TYO) IHI 1,009.79 25.892   8/08/16 25.014 26,145        944,568 -106,252  
    DJ Global Titans ConocoPhilips 707.07 36.977   3/21/16 37.886 26,145        970,713 -132,397  
    SP Global 100 RWE 1,977.69 13.220   9/12/16 14.645 26,145        996,858 -158,542  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
8/31/15 Sell Nasdaq 100 short Micron Technology 2,102.09 14.635 10.240 8/24/15 12.438 -26,145 21,526 -4,619 733,698  970,713 -137,015 833,698
    DJCA Chevron 420.89 72.229 52.009 8/24/15 62.119 -26,145 21,890 -4,255 729,443  944,568 -115,125 829,443
    DJTA Norfolk Southern 406.13 69.482 59.269 8/24/15 64.376 -26,145 24,071 -2,074 727,369  918,423 -91,054 827,369
  Buy Nasdaq 100 long Netflix 179.45 102.576   9/07/15 88.434 18,407        936,831 -109,462  
    DJCA JetBlue Airways 924.72 19.906   3/16/20 9.506 18,407        955,238 -127,869  
    DJUA short CenterPoint Energy 554.24 16.606   12/07/15 15.137 9,204        964,441 -137,072  
      FirstEnergy 322.90 28.503   12/07/15 29.960 9,203        973,645 -146,276  
    DJTA long JetBlue Airways 924.72 19.906   1/04/16 20.201 18,407        992,052 -164,683  
9/07/15 Sell Nasdaq 100 long Netflix 179.45 88.434   8/31/15 102.576 -18,407 15,870 -2,538 724,831  973,644 -148,813 824,831
    ATX Zumtobel 774.35 23.775   2/16/15 21.095 -16,335 18,410 2,075 726,907  957,310 -130,403 826,907
  Buy Nasdaq 100 short Micron Technology 1,155.73 15.066   10/19/15 16.912 17,412        974,722 -147,815  
    ATX Vienna Insurance 639.21 27.240   3/28/16 18.660 17,412        992,134 -165,227  
9/14/15 Sell RTX short RusHydro 4,243.45 0.774 3.647 3/11/13 1.680 -7,129 15,474 8,345 735,251  985,005 -149,753 835,251
  Buy USA long JetBlue Airways 736.84 23.257   9/21/15 23.986 17,137        1,002,142 -166,890  
9/21/15 Sell   long JetBlue Airways 736.84 23.986   9/14/15 23.257 -17,137 17,674 537 735,788  985,005 -149,217 835,788
  Buy   short Wynn Resorts 288.56 59.482   10/05/15 57.973 17,164        1,002,169 -166,381  
    MIB Saipem 35.44 484.286   12/26/16 244.286 17,163        1,019,332 -183,544  
    RTX Mobile TeleSystems 2,707.26 6.340   9/28/15 6.096 17,164        1,036,496 -200,708  
9/28/15 Sell   short Mobile TeleSystems 2,707.26 6.096 6.594 9/21/15 6.340 -17,164 17,851 687 736,475  1,019,332 -182,857 836,475
    BEL 20 long bpost 727.12 21.000   1/19/15 22.860 -16,622 15,270 -1,352 735,123  1,002,710 -167,587 835,123
  Buy RTX Severstal 1,779.48 9.378   11/02/15 10.465 16,688        1,019,398 -184,275  
    BEL 20 short Solvay 186.44 89.510   3/28/16 85.670 16,688        1,036,086 -200,963  
10/05/15 Sell USA short Wynn Resorts 288.56 57.973 61.030 9/21/15 59.482 -17,164 17,611 447 735,569  1,018,922 -183,353 835,569
    OMXC 20 GN Store Nord 177.34 126.375 122.625 8/17/15 124.500 -22,079 21,746 -333 735,237  996,843 -161,606 835,237
  Buy USA long Netflix 169.43 99.392   12/14/15 109.790 16,840        1,013,683 -178,446  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXC 20 Genmab 197.97 85.064   11/02/15 91.174 16,840        1,030,523 -195,286  
10/12/15 Buy Kospi 50 long Lotte Chemical 76.74 208.474   4/02/18 330.481 15,998        1,046,522 -211,285  
    MerVal Pampa Energía 19,398.57 0.825   10/19/15 0.927 15,998        1,062,520 -227,283  
10/19/15 Sell Nasdaq 100 short Micron Technology 1,155.73 16.912 13.219 9/07/15 15.066 -17,412 15,278 -2,134 733,103  1,045,108 -212,005 833,103
    DAX RWE 1,267.65 12.230 28.136 7/27/15 18.550 -23,515 35,666 12,152 745,254  1,021,593 -176,338 845,254
    MerVal long Pampa Energía 19,398.57 0.927   10/12/15 0.825 -15,998 17,973 1,975 747,229  1,005,595 -158,365 847,229
  Buy Nasdaq 100 Amazon.com 680.79 25.296   2/08/16 21.802 17,221        1,022,816 -175,587  
    DAX Fresenius 285.54 60.310   12/21/15 63.430 17,221        1,040,037 -192,807  
    MerVal short YPF 766.08 22.479   10/26/15 25.738 17,221        1,057,258 -210,028  
10/26/15 Sell Euro 50 short E.on 1,502.59 8.993 8.407 8/24/15 8.700 -13,073 12,633 -440 746,789  1,044,185 -197,396 846,789
      Banco Santander 2,509.12 5.230 5.190 8/24/15 5.210 -13,073 13,022 -50 746,739  1,031,112 -184,373 846,739
    OMXS 30 SSAB 2,181.35 3.388 7.737 6/08/15 5.120 -11,169 16,878 5,709 752,449  1,019,944 -167,495 852,449
      Telia Company 2,123.81 4.765 5.804 6/08/15 5.259 -11,168 12,326 1,157 753,606  1,008,775 -155,170 853,606
    Europe 50 Rio Tinto 8.93 3,453.900 2,401.510 8/24/15 2,927.710 -26,144 21,445 -4,699 748,907  982,631 -133,724 848,907
    MerVal YPF 766.08 25.738 19.221 10/19/15 22.479 -17,221 14,725 -2,496 746,411  965,410 -119,000 846,411
  Buy Euro 50 long Fresenius 141.74 64.150   1/11/16 59.420 9,093        974,503 -128,092  
      Inditex 270.53 33.610   1/11/16 29.430 9,093        983,595 -137,185  
    OMXS 30 Boliden 520.74 17.461   11/02/15 17.505 9,093        992,688 -146,277  
      Svenska Cellulosa B 1,744.63 5.212   11/02/15 5.468 9,092        1,001,780 -155,370  
    Europe 50 SAP 259.30 70.130   12/14/15 69.400 18,185        1,019,965 -173,554  
    MerVal Pampa Energía 15,824.05 1.149   3/07/16 0.728 18,185        1,038,150 -191,739  
11/02/15 Sell RTX long Severstal 1,779.48 10.465   9/28/15 9.378 -16,688 18,622 1,934 748,345  1,021,462 -173,117 848,345
    OMXC 20 Genmab 197.97 91.174   10/05/15 85.064 -16,840 18,050 1,210 749,554  1,004,622 -155,068 849,554
    OMXS 30 Boliden 520.74 17.505   10/26/15 17.461 -9,093 9,115 23 749,577  995,529 -145,952 849,577
      Svenska Cellulosa B 1,744.63 5.468   10/26/15 5.212 -9,092 9,539 446 750,024  986,437 -136,413 850,024
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
  Buy RTX short Mobile TeleSystems 2,867.71 6.221   4/25/16 7.952 17,840        1,004,277 -154,253  
    OMXS 30 SSAB 2,641.01 3.378   12/14/15 2.601 8,920        1,013,197 -163,173  
      SKF A 555.13 16.068   12/14/15 14.663 8,920        1,022,117 -172,093  
11/09/15 Sell BAX short Grammer 895.47 23.675 29.127 7/27/15 26.260 -23,515 26,083 2,567 752,591  998,602 -146,011 852,591
  Buy   long Adva 1,739.44 10.155   11/16/15 10.530 17,664        1,016,266 -163,675  
11/16/15 Sell MDAX long Ströer Media 632.03 61.450   2/02/15 25.790 -16,300 38,838 22,538 775,129  999,966 -124,837 875,129
    BSE Sensex 30 Hindustan Unilever 686.17 11.144   1/30/12 6.061 -4,159 7,646 3,487 778,617  995,807 -117,190 878,617
    Topix (FRA) short Toshiba 636.22 22.410 47.453 6/01/15 32.610 -20,747 30,190 9,443 788,060  975,060 -87,000 888,060
    BAX long Adva 1,739.44 10.530   11/09/15 10.155 -17,664 18,316 652 788,712  957,396 -68,684 888,712
  Buy MDAX short Leoni 590.27 34.730   5/30/16 29.880 20,500        977,896 -89,184  
    BSE Sensex 30 Bharat Heavy 12,134.49 1.689   6/13/16 1.058 20,500        998,396 -109,684  
    SMI Holcim 405.86 50.510   1/09/17 49.995 20,500        1,018,896 -130,184  
    Topix (FRA) long Ono Pharmaceutical 750.86 27.302   12/14/15 30.520 20,500        1,039,396 -150,684  
    BAX short Leoni 590.27 34.730   11/23/15 36.045 20,500        1,059,896 -171,184  
11/23/15 Sell France short Solocal 31.89 390.360 1,256.870 6/08/15 700.450 -22,337 40,082 17,744 806,456  1,037,558 -131,102 906,456
    ASX 50 Santos 5,545.26 2.708 5.854 8/17/15 3.982 -22,079 32,461 10,382 816,838  1,015,479 -98,641 916,838
    HDAX RWE 1,977.69 10.895 16.041 8/24/15 13.220 -26,145 31,725 5,579 822,418  989,334 -66,917 922,418
    PSI 20 Pharol 36,982.35 0.369 0.705 5/25/15 0.510 -18,861 26,069 7,208 829,625  970,473 -40,848 929,625
    Nikkei (FRA) Sharp 860.44 10.210 16.122 8/17/15 12.830 -11,039 13,872 2,833 832,458  959,434 -26,976 932,458
      IHI 365.67 25.250 36.097 8/17/15 30.190 -11,040 13,199 2,160 834,618  948,394 -13,776 934,618
    BAX Leoni 590.27 36.045 33.415 11/16/15 34.730 -20,500 19,724 -776 833,842  927,894 5,948 933,842
  Buy France long Ubisoft 876.48 26.805   1/11/16 24.260 23,494        951,388 -17,546  
    HDAX SMA Solar 491.76 47.775   1/18/16 41.200 23,494        974,882 -41,040  
    PSI 20 Altri 4,600.35 5.107   12/07/15 5.008 23,494        998,376 -64,534  
    OMXC 20 Genmab 207.18 113.399   2/08/16 88.896 23,494        1,021,870 -88,028  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Nikkei (FRA) Yamaha 468.57 25.070   12/07/15 22.360 11,747        1,033,617 -99,775  
    BAX Adva 2,117.53 11.095   12/14/15 9.859 23,494        1,057,111 -123,269  
    GEX Hypoport 297.39 79.000   12/14/15 70.070 23,494        1,080,605 -146,763  
11/30/15 Sell ISEQ 20 short FBD 1,599.93 6.852 6.948 8/17/15 6.900 -11,040 11,117 77 833,919  1,069,565 -135,646 933,919
    Nordic 30 Fortum 1,197.86 13.820 21.706 6/01/15 17.320 -20,747 26,001 5,254 839,173  1,048,818 -109,645 939,173
  Buy Germany long SMA Solar 439.13 47.225   1/11/16 49.315 20,738        1,069,556 -130,383  
    ASX 50 short Origin Energy 5,413.77 3.831   1/04/16 3.253 20,738        1,090,294 -151,121  
    ISEQ 20 long Flutter 86.37 120.050   12/07/15 122.000 10,369        1,100,663 -161,490  
      Dalata Hotel 2,013.40 5.150   12/07/15 5.130 10,369        1,111,032 -171,859  
    Nordic 30 Pandora 184.83 112.200   12/14/15 108.345 20,738        1,131,770 -192,597  
12/07/15 Sell ISEQ 20 long Flutter 86.37 122.000   11/30/15 120.050 -10,369 10,537 168 839,342  1,121,401 -182,059 939,342
      Dalata Hotel 2,013.40 5.130   11/30/15 5.150 -10,369 10,329 -40 839,302  1,111,032 -171,731 939,302
    PSI 20 Altri 4,600.35 5.008   11/23/15 5.107 -23,494 23,039 -455 838,846  1,087,538 -148,692 938,846
    DJUA short CenterPoint Energy 554.24 15.137 18.217 8/31/15 16.606 -9,204 10,097 893 839,739  1,078,335 -138,596 939,739
      FirstEnergy 322.90 29.960 27.045 8/31/15 28.503 -9,203 8,733 -471 839,268  1,069,131 -129,863 939,268
    Nikkei (FRA) long Yamaha 468.57 22.360   11/23/15 25.070 -11,747 10,477 -1,270 837,999  1,057,384 -119,386 937,999
    BSE Sensex 50 Eicher Motors 804.21 22.421   10/24/11 2.335 -1,878 18,031 16,153 854,152  1,055,506 -101,354 954,152
  Buy ISEQ 20 short FBD 1,562.98 6.820   1/04/16 6.603 10,660        1,066,166 -112,014  
    PSI 20 Pharol 75,599.29 0.282   4/25/16 0.141 21,319        1,087,485 -133,333  
    DJUA long NiSource 603.76 17.655   3/16/20 18.760 10,660        1,098,144 -143,992  
      American Water 197.88 53.870   3/16/20 106.441 10,660        1,108,804 -154,652  
    Nikkei (FRA) short OKI Electric 928.53 11.480   3/07/16 12.000 10,660        1,119,464 -165,312  
      Sharp 1,122.05 9.500   3/07/16 13.180 10,659        1,130,123 -175,971  
    BSE Sensex 50 ONGC 10,339.49 2.062   12/21/15 2.125 21,319        1,151,442 -197,290  
12/14/15 Sell USA long Netflix 169.43 109.790   10/05/15 99.392 -16,840 18,602 1,762 855,913  1,134,602 -178,688 955,913
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    OMXS 30 short SSAB 2,641.01 2.601 4.386 11/02/15 3.378 -8,920 11,582 2,662 858,576  1,125,682 -167,106 958,576
      SKF A 555.13 14.663 17.608 11/02/15 16.068 -8,920 9,775 855 859,430  1,116,762 -157,332 959,430
    Europe 50 long SAP 259.30 69.400   10/26/15 70.130 -18,185 17,995 -189 859,241  1,098,577 -139,336 959,241
    Nordic 30 Pandora 184.83 108.345   11/30/15 112.200 -20,738 20,025 -713 858,528  1,077,839 -119,311 958,528
    Topix (FRA) Ono Pharmaceutical 750.86 30.520   11/16/15 27.302 -20,500 22,916 2,416 860,945  1,057,339 -96,395 960,945
    BAX Adva 2,117.53 9.859   11/23/15 11.095 -23,494 20,877 -2,617 858,327  1,033,845 -75,518 958,327
    GEX Hypoport 297.39 70.070   11/23/15 79.000 -23,494 20,838 -2,656 855,672  1,010,352 -54,680 955,672
  Buy OMXS 30 Securitas 840.59 13.398   12/21/15 13.632 11,262        1,021,613 -65,942  
      Swedish Match 3,632.90 3.100   12/21/15 3.142 11,262        1,032,875 -77,204  
    Europe 50 short Rio Tinto 8.85 2,545.100   12/28/15 2,721.790 22,524        1,055,400 -99,728  
    Nordic 30 Møller-Mærsk B 18.37 1,226.160   4/25/16 1,254.850 22,525        1,077,924 -122,252  
    Topix (FRA) Toshiba 1,037.02 21.720   12/21/15 19.300 22,524        1,100,448 -144,777  
    BAX Leoni 677.72 33.235   7/04/16 24.990 22,524        1,122,972 -167,301  
    GEX Manz 553.96 40.660   5/09/16 36.225 22,524        1,145,496 -189,825  
12/21/15 Sell DAX long Fresenius 285.54 63.430   10/19/15 60.310 -17,221 18,112 891 856,563  1,128,275 -171,713 956,563
    OBX 25 short DNO International 17,532.97 0.607 2.673 6/08/15 1.274 -22,337 46,859 24,522 881,084  1,105,938 -124,854 981,084
    OMXS 30 long Securitas 840.59 13.632   12/14/15 13.398 -11,262 11,459 197 881,281  1,094,676 -113,396 981,281
      Swedish Match 3,632.90 3.142   12/14/15 3.100 -11,262 11,415 153 881,434  1,083,414 -101,980 981,434
    Topix (FRA) short Toshiba 1,037.02 19.300 24.443 12/14/15 21.720 -22,524 25,348 2,824 884,258  1,060,890 -76,632 984,258
    BSE Sensex 50 ONGC 10,339.49 2.125 1.999 12/07/15 2.062 -21,319 20,669 -650 883,608  1,039,571 -55,963 983,608
  Buy DAX RWE 2,035.19 11.395   12/28/15 11.660 23,191        1,062,762 -79,154  
    OBX 25 long Bakkafrost 882.35 26.283   12/28/15 26.311 23,191        1,085,953 -102,345  
    OMXS 30 short SSAB 5,342.81 2.170   12/28/15 2.409 11,596        1,097,549 -113,941  
      SKF A 794.14 14.601   12/28/15 15.095 11,595        1,109,144 -125,536  
    Topix (FRA) long Ono Pharmaceutical 725.08 31.984   1/04/16 32.298 23,191        1,132,335 -148,727  
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 Sartorius Stedim 402.80 57.575   12/28/15 57.183 23,191        1,155,526 -171,918  
    BSE Sensex 50 Bajaj Finance 2,856.70 8.118   1/04/16 8.393 23,191        1,178,717 -195,109  
12/28/15 Sell DAX short RWE 2,035.19 11.660 11.130 12/21/15 11.395 -23,191 22,652 -539 883,069  1,155,526 -172,458 983,069
    OBX 25 long Bakkafrost 882.35 26.311   12/21/15 26.283 -23,191 23,215 24 883,093  1,132,335 -149,242 983,093
    OMXS 30 short SSAB 5,342.81 2.409 1.932 12/21/15 2.170 -11,596 10,320 -1,276 881,817  1,120,740 -138,923 981,817
      SKF A 794.14 15.095 14.108 12/21/15 14.601 -11,595 11,204 -392 881,425  1,109,144 -127,719 981,425
    Europe 50 Rio Tinto 8.85 2,721.790 2,368.420 12/14/15 2,545.100 -22,524 20,961 -1,564 879,862  1,086,620 -106,759 979,862
    FT 30 Tate & Lyle 29.64 807.108 700.300 6/08/15 753.704 -22,340 20,757 -1,583 878,279  1,064,281 -86,002 978,279
    CAC Mid 60 long Sartorius Stedim 402.80 57.183   12/21/15 57.575 -23,191 23,033 -158 878,121  1,041,089 -62,968 978,121
  Buy USA Energy Recovery 3,534.16 6.473   1/11/16 5.700 22,878        1,063,967 -85,846  
    DAX Adidas 256.80 89.090   3/07/16 96.970 22,878        1,086,846 -108,725  
    OMXS 30 Securitas 824.43 13.875   1/04/16 13.705 11,439        1,098,285 -120,164  
      Swedish Match 3,571.34 3.203   1/04/16 3.169 11,439        1,109,724 -131,603  
    Europe 50 SAP 314.00 72.860   1/04/16 70.580 22,878        1,132,602 -154,481  
    FT 30 ITV 61.33 373.033   1/11/16 356.368 22,878        1,155,480 -177,359  
1/04/16 Sell SSE 50 short China Northern Rare 11,097.34 1.789 2.422 8/03/15 2.081 -23,098 26,879 3,781 881,902  1,132,382 -150,480 981,902
    ASX 50 Origin Energy 5,413.77 3.253 4.511 11/30/15 3.831 -20,738 24,419 3,681 885,583  1,111,644 -126,061 985,583
    HSI-Fin ICBC 36,933.16 0.538 0.727 8/03/15 0.625 -23,098 26,832 3,734 889,317  1,088,546 -99,229 989,317
    ISEQ 20 FBD 1,562.98 6.603 7.044 12/07/15 6.820 -10,660 11,010 350 889,667  1,077,886 -88,219 989,667
    OMXH 25 Outokumpu 3,643.17 2.584 10.606 5/11/15 5.235 -19,072 38,638 19,566 909,233  1,058,814 -49,581 1,009,233
    OMXS 30 long Securitas 824.43 13.705   12/28/15 13.875 -11,439 11,299 -140 909,093  1,047,375 -38,282 1,009,093
      Swedish Match 3,571.34 3.169   12/28/15 3.203 -11,439 11,319 -120 908,973  1,035,936 -26,963 1,008,973
    Europe 50 SAP 314.00 70.580   12/28/15 72.860 -22,878 22,162 -716 908,257  1,013,058 -4,801 1,008,257
    DJTA JetBlue Airways 924.72 20.201   8/31/15 19.906 -18,407 18,681 274 908,531  994,651 13,879 1,008,531
    Topix (FRA) Ono Pharmaceutical 725.08 32.298   12/21/15 31.984 -23,191 23,419 228 908,758  971,460 37,298 1,008,758
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 Bajaj Finance 2,856.70 8.393   12/21/15 8.118 -23,191 23,977 786 909,544  948,269 61,275 1,009,544
  Buy SSE 50 Shanghai Pudong 10,644.98 2.515   1/11/16 2.391 26,770        975,039 34,505  
    HSI-Fin Hang Seng Bank 1,571.61 17.034   1/11/16 16.023 26,770        1,001,809 7,735  
    ISEQ 20 Flutter 108.51 123.350   1/18/16 119.900 13,385        1,015,194 -5,650  
      Dalata Hotel 2,487.92 5.380   1/18/16 4.930 13,385        1,028,579 -19,035  
    OMXH 25 Elisa 793.19 33.750   1/11/16 34.422 26,770        1,055,349 -45,805  
    OMXS 30 short SSAB 5,488.13 2.439   4/04/16 3.262 13,385        1,068,734 -59,190  
      SKF A 920.43 14.542   4/04/16 15.448 13,385        1,082,119 -72,575  
    Europe 50 Rio Tinto 10.35 2,585.270   1/25/16 2,112.660 26,758        1,108,877 -99,333  
    DJTA Ryder System 509.57 52.534   2/22/16 53.012 26,770        1,135,647 -126,103  
    Topix (FRA) Toshiba 1,347.94 19.860   8/15/16 25.260 26,770        1,162,417 -152,873  
    BSE Sensex 50 Larsen & Toubro 2,306.63 11.606   3/07/16 10.779 26,770        1,189,187 -179,643  
1/11/16 Sell USA long Energy Recovery 3,534.16 5.700   12/28/15 6.473 -22,878 20,146 -2,732 906,812  1,166,309 -159,497 1,006,812
    Euro 50 Fresenius 141.74 59.420   10/26/15 64.150 -9,093 8,422 -670 906,141  1,157,216 -151,075 1,006,141
      Inditex 270.53 29.430   10/26/15 33.610 -9,093 7,962 -1,131 905,011  1,148,124 -143,113 1,005,011
    France Ubisoft 876.48 24.260   11/23/15 26.805 -23,494 21,263 -2,231 902,780  1,124,630 -121,850 1,002,780
    Germany SMA Solar 439.13 49.315   11/30/15 47.225 -20,738 21,656 918 903,698  1,103,892 -100,194 1,003,698
    SSE 50 Shanghai Pudong 10,644.98 2.391   1/04/16 2.515 -26,770 25,450 -1,320 902,378  1,077,122 -74,744 1,002,378
    HSI-Fin Hang Seng Bank 1,571.61 16.023   1/04/16 17.034 -26,770 25,182 -1,588 900,790  1,050,352 -49,562 1,000,790
    OMXH 25 Elisa 793.19 34.422   1/04/16 33.750 -26,770 27,303 533 901,323  1,023,582 -22,259 1,001,323
    FT 30 ITV 61.33 356.368   12/28/15 373.033 -22,878 21,856 -1,022 900,301  1,000,703 -403 1,000,301
    Topix (TYO) Subaru 737.66 33.663   6/11/12 6.048 -4,461 24,832 20,371 920,672  996,242 24,429 1,020,672
  Buy Euro 50 short Volkswagen 111.61 117.050   1/25/16 110.750 13,064        1,009,306 11,365  
      Banco Santander 3,201.84 4.080   1/25/16 3.860 13,064        1,022,370 -1,698  
    France Vallourec 99.09 263.680   4/18/16 148.800 26,128        1,048,498 -27,826  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    SSE 50 Haitong Secs 14,858.39 1.758   6/13/16 1.997 26,127        1,074,625 -53,953  
    ASX 50 Origin Energy 9,543.41 2.738   2/29/16 2.906 26,127        1,100,752 -80,080  
    HSI-Fin China Life Ins HK 10,293.92 2.538   6/06/16 1.986 26,127        1,126,879 -106,207  
    OMXH 25 Outokumpu 10,552.10 2.476   4/25/16 3.996 26,127        1,153,006 -132,334  
    FT 30 Tesco 105.89 246.739   1/25/16 258.955 26,127        1,179,133 -158,462  
    Topix (TYO) Toshiba 1,452.73 17.985   10/31/16 33.076 26,127        1,205,260 -184,589  
1/18/16 Sell HDAX long SMA Solar 491.76 41.200   11/23/15 47.775 -23,494 20,261 -3,233 917,438  1,181,766 -164,328 1,017,438
    ISEQ 20 Flutter 108.51 119.900   1/04/16 123.350 -13,385 13,010 -374 917,064  1,168,382 -151,318 1,017,064
      Dalata Hotel 2,487.92 4.930   1/04/16 5.380 -13,385 12,265 -1,120 915,944  1,154,997 -139,052 1,015,944
    QIX Freenet 433.19 28.325   1/23/12 10.515 -4,555 12,270 7,715 923,660  1,150,442 -126,782 1,023,660
  Buy HDAX short Aixtron 6,794.24 3.300   3/14/16 3.331 22,421        1,172,863 -149,203  
    ISEQ 20 FBD 1,740.76 6.440   5/30/16 6.529 11,210        1,184,073 -160,414  
    QIX BMW 287.08 78.100   2/08/16 69.300 22,421        1,206,494 -182,835  
1/25/16 Sell Euro 50 short Volkswagen 111.61 110.750 123.708 1/11/16 117.050 -13,064 13,807 743 924,403  1,193,430 -169,028 1,024,403
      Banco Santander 3,201.84 3.860 4.313 1/11/16 4.080 -13,064 13,808 744 925,147  1,180,367 -155,220 1,025,147
    Europe 50 Rio Tinto 10.35 2,112.660 3,163.610 1/04/16 2,585.270 -26,758 32,743 5,986 931,133  1,153,609 -122,476 1,031,133
    FT 30 Tesco 105.89 258.955 234.523 1/11/16 246.739 -26,127 24,834 -1,294 929,839  1,127,482 -97,643 1,029,839
  Buy Euro 50 long SAP 160.32 72.680   4/04/16 70.040 11,652        1,139,134 -109,295  
      Vinci 189.06 61.630   4/04/16 65.450 11,652        1,150,786 -120,946  
    Europe 50 SAP 320.64 72.680   3/28/16 70.840 23,304        1,174,090 -144,251  
    FT 30 National Grid 18.76 1,242.520   2/01/16 1,311.560 23,310        1,197,400 -167,560  
2/01/16 Sell   long National Grid 18.76 1,311.560   1/25/16 1,242.520 -23,310 24,605 1,295 931,135  1,174,090 -142,955 1,031,135
  Buy   short NatWest 67.26 330.109   4/18/16 299.798 22,203        1,196,293 -165,158  
2/08/16 Sell Nasdaq 100 long Amazon.com 680.79 21.802   10/19/15 25.296 -17,221 14,843 -2,379 928,756  1,179,072 -150,316 1,028,756
    OMXC 20 Genmab 207.18 88.896   11/23/15 113.399 -23,494 18,417 -5,077 923,679  1,155,578 -131,899 1,023,679
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    QIX short BMW 287.08 69.300 88.018 1/18/16 78.100 -22,421 25,268 2,847 926,526  1,133,157 -106,631 1,026,526
  Buy Nasdaq 100 Micron Technology 2,531.26 9.085   3/21/16 10.259 22,997        1,156,154 -129,628  
    QIX long Rational 56.76 405.150   4/11/16 463.700 22,996        1,179,150 -152,624  
2/22/16 Sell DJTA short Ryder System 509.57 53.012 52.057 1/04/16 52.534 -26,770 26,527 -243 926,283  1,152,380 -126,097 1,026,283
    NZX 50 long Tourism 16,859.29 1.542   7/28/14 0.744 -12,545 25,992 13,447 939,730  1,139,835 -100,105 1,039,730
  Buy OMXC 20 Vestas Wind Systems 1,945.02 12.077   2/29/16 12.460 23,490        1,163,325 -123,595  
    DJTA Delta Air Lines 531.15 44.225   3/07/16 43.943 23,490        1,186,815 -147,085  
    NZX 50 short ANZ Banking NZ 1,535.71 15.296   2/29/16 14.670 23,490        1,210,306 -170,576  
2/29/16 Sell ASX 50 short Origin Energy 9,543.41 2.906 2.569 1/11/16 2.738 -26,127 24,520 -1,607 938,123  1,184,179 -146,056 1,038,123
    OMXC 20 long Vestas Wind Systems 1,945.02 12.460   2/22/16 12.077 -23,490 24,235 745 938,867  1,160,689 -121,821 1,038,867
    NZX 50 short ANZ Banking NZ 1,535.71 14.670 15.949 2/22/16 15.296 -23,490 24,492 1,002 939,870  1,137,198 -97,329 1,039,870
  Buy ASX 50 long Newcrest Mining 2,052.54 11.480   11/05/18 13.103 23,563        1,160,761 -120,892  
    NZX 50 a2 Milk 22,104.13 1.066   5/22/17 2.174 23,563        1,184,324 -144,455  
3/07/16 Sell S&P 100 short ConocoPhilips 515.06 37.595 55.443 7/27/15 45.655 -23,515 28,557 5,041 944,911  1,160,809 -115,898 1,044,911
    DAX long Adidas 256.80 96.970   12/28/15 89.090 -22,878 24,902 2,024 946,935  1,137,931 -90,996 1,046,935
    MerVal Pampa Energía 15,824.05 0.728   10/26/15 1.149 -18,185 11,520 -6,665 940,270  1,119,746 -79,476 1,040,270
    DJTA Delta Air Lines 531.15 43.943   2/22/16 44.225 -23,490 23,340 -150 940,120  1,096,256 -56,136 1,040,120
    Nikkei (FRA) short OKI Electric 928.53 12.000 10.960 12/07/15 11.480 -10,660 10,177 -483 939,637  1,085,596 -45,959 1,039,637
      Sharp 1,122.05 13.180 5.820 12/07/15 9.500 -10,659 6,530 -4,129 935,508  1,074,937 -39,429 1,035,508
    BSE Sensex 50 Larsen & Toubro 2,306.63 10.779 12.496 1/04/16 11.606 -26,770 28,825 2,055 937,562  1,048,167 -10,604 1,037,562
  Buy USA long Energy Recovery 3,298.85 7.782   10/29/18 6.189 25,673        1,073,840 -36,277  
    S&P 100 Meta 267.39 96.013   3/28/16 101.554 25,673        1,099,513 -61,950  
    DAX short Deutsche Bank 1,621.48 15.833   4/25/16 14.347 25,673        1,125,186 -87,623  
    MerVal YPF 1,552.67 16.535   4/11/16 14.912 25,673        1,150,859 -113,296  
    DJTA Avis Budget 1,004.30 25.563   3/14/16 24.329 25,673        1,176,532 -138,969  
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 Nippon Suisan 3,026.76 4.241   3/14/16 4.289 12,836        1,189,368 -151,806  
      Yamaha 491.80 26.101   3/14/16 27.038 12,836        1,202,205 -164,642  
    BSE Sensex 50 Bajaj Finance 2,992.44 8.579   12/10/18 29.076 25,673        1,227,878 -190,315  
3/14/16 Sell HDAX short Aixtron 6,794.24 3.331 3.269 1/18/16 3.300 -22,421 22,210 -211 937,352  1,205,457 -168,105 1,037,352
    DJTA Avis Budget 1,004.30 24.329 26.860 3/07/16 25.563 -25,673 26,975 1,302 938,654  1,179,784 -141,130 1,038,654
    Nikkei (FRA) long Nippon Suisan 3,026.76 4.289   3/07/16 4.241 -12,836 12,982 145 938,799  1,166,947 -128,148 1,038,799
      Yamaha 491.80 27.038   3/07/16 26.101 -12,836 13,297 461 939,260  1,154,111 -114,851 1,039,260
  Buy HDAX SMA Solar 531.26 43.500   4/11/16 45.160 23,110        1,177,221 -137,960  
    DJTA Alaska Air Group 321.55 71.870   10/29/18 53.552 23,110        1,200,330 -161,070  
    Nikkei (FRA) short Toshiba 696.50 16.590   7/18/16 25.800 11,555        1,211,885 -172,625  
      IHI 635.59 18.180   7/18/16 25.860 11,555        1,223,440 -184,180  
3/21/16 Sell Nasdaq 100 short Micron Technology 2,531.26 10.259 7.912 2/08/16 9.085 -22,997 20,026 -2,971 936,289  1,200,443 -164,154 1,036,289
    TSX 60 Cenovus Energy 1,229.98 12.064 19.931 5/11/15 15.506 -19,072 24,514 5,442 941,731  1,181,371 -139,640 1,041,731
    DJ Global Titans ConocoPhilips 707.07 37.886 36.068 8/24/15 36.977 -26,145 25,502 -643 941,089  1,155,226 -114,137 1,041,089
  Buy Nasdaq 100 long NVidia 3,072.16 7.543   10/29/18 40.739 23,173        1,178,399 -137,310  
    TSX 60 Barrick Gold 1,775.91 13.049   6/27/16 19.168 23,173        1,201,572 -160,483  
    DJ Global Titans McDonald´s 210.36 110.161   3/28/16 110.022 23,173        1,224,746 -183,657  
3/28/16 Sell S&P 100 long Meta 267.39 101.554   3/07/16 96.013 -25,673 27,155 1,482 942,570  1,199,073 -156,502 1,042,570
    ATX short Vienna Insurance 639.21 18.660 39.765 9/07/15 27.240 -17,412 25,418 8,006 950,576  1,181,660 -131,084 1,050,576
    BEL 20 Solvay 186.44 85.670 93.522 9/28/15 89.510 -16,688 17,436 748 951,324  1,164,972 -113,648 1,051,324
    Europe 50 long SAP 320.64 70.840   1/25/16 72.680 -23,304 22,714 -590 950,734  1,141,668 -90,934 1,050,734
    DJ Global Titans McDonald´s 210.36 110.022   3/21/16 110.161 -23,173 23,144 -29 950,705  1,118,495 -67,790 1,050,705
  Buy S&P 100 short Devon Energy 1,064.57 23.082   4/25/16 30.124 24,572        1,143,067 -92,362  
    ATX long Flughafen Wien 1,009.22 24.348   5/16/16 25.113 24,572        1,167,639 -116,934  
    BEL 20 Bekaert 702.06 35.000   4/25/16 37.780 24,572        1,192,211 -141,506  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
    Europe 50 short Credit Suisse 1,920.14 12.797   4/18/16 13.328 24,572        1,216,783 -166,078  
    DJ Global Titans Mitsubishi UFJ 5,909.86 4.158   4/11/16 3.840 24,572        1,241,355 -190,650  
4/04/16 Sell Euro 50 long SAP 160.32 70.040   1/25/16 72.680 -11,652 11,229 -423 950,282  1,229,703 -179,421 1,050,282
      Vinci 189.06 65.450   1/25/16 61.630 -11,652 12,374 722 951,004  1,218,051 -167,047 1,051,004
    OMXS 30 short SSAB 5,488.13 3.262 1.615 1/04/16 2.439 -13,385 8,866 -4,519 946,485  1,204,666 -158,181 1,046,485
      SKF A 920.43 15.448 13.637 1/04/16 14.542 -13,385 12,552 -833 945,651  1,191,281 -145,630 1,045,651
  Buy Euro 50 Deutsche Bank 851.69 13.209   5/16/16 12.861 11,250        1,202,531 -156,880  
      Unicredit 744.39 15.113   5/16/16 14.382 11,250        1,213,781 -168,130  
    OMXC 20 long Genmab 180.99 124.315   4/11/16 126.502 22,500        1,236,281 -190,630  
    OMXS 30 Securitas 776.02 14.497   4/11/16 14.803 11,250        1,247,531 -201,880  
      Fingerprint Cards 1,072.53 10.489   4/11/16 10.913 11,250        1,258,781 -213,130  
4/11/16 Sell HDAX long SMA Solar 531.26 45.160   3/14/16 43.500 -23,110 23,992 882 946,533  1,235,671 -189,138 1,046,533
    OMXC 20 Genmab 180.99 126.502   4/04/16 124.315 -22,500 22,896 396 946,929  1,213,171 -166,242 1,046,929
    OMXS 30 Securitas 776.02 14.803   4/04/16 14.497 -11,250 11,487 237 947,166  1,201,921 -154,755 1,047,166
      Fingerprint Cards 1,072.53 10.913   4/04/16 10.489 -11,250 11,705 455 947,621  1,190,671 -143,050 1,047,621
    MerVal short YPF 1,552.67 14.912 18.335 3/07/16 16.535 -25,673 28,468 2,795 950,416  1,164,998 -114,583 1,050,416
    QIX long Rational 56.76 463.700   2/08/16 405.150 -22,996 26,320 3,323 953,739  1,142,002 -88,263 1,053,739
    DJ Global Titans short Mitsubishi UFJ 5,909.86 3.840 4.501 3/28/16 4.158 -24,572 26,603 2,031 955,770  1,117,430 -61,660 1,055,770
  Buy HDAX Deutsche Bank 1,988.94 12.495   7/25/16 11.745 24,852        1,142,282 -86,512  
    OMXC 20 Nordea Bank (DK) 3,000.22 8.283   4/25/16 8.632 24,852        1,167,134 -111,364  
    OMXS 30 Nordea Bank 1,494.50 8.315   4/18/16 8.483 12,426        1,179,560 -123,790  
      S.E.B 1,466.85 8.471   4/18/16 8.777 12,426        1,191,986 -136,216  
    MerVal long Gr Fin Galicia 10,907.18 2.279   6/20/16 2.681 24,852        1,216,838 -161,068  
    QIX short Mercedes-Benz 410.78 60.500   7/04/16 54.240 24,852        1,241,690 -185,921  
    DJ Global Titans long McDonald´s 222.24 111.826   5/09/16 114.955 24,852        1,266,542 -210,773  
date B/S market l/s instrument pieces price prc short corresponding invest divest prf/loss acc p/l ∑ invest asset total
4/18/16 Sell France short Vallourec 99.09 148.800 467.252 1/11/16 263.680 -26,128 46,300 20,172 975,941  1,240,414 -164,473 1,075,941
    HSI China Shenhua HK 12,413.31 1.521 2.268 7/13/15 1.857 -23,054 28,156 5,102 981,043  1,217,360 -136,317 1,081,043
    OMXS 30 Nordea Bank 1,494.50 8.483 8.147 4/11/16 8.315 -12,426 12,175 -251 980,792  1,204,934 -124,142 1,080,792
      S.E.B 1,466.85 8.777 8.166 4/11/16 8.471 -12,426 11,978 -448 980,344  1,192,508 -112,164 1,080,344
    Europe 50 Credit Suisse 1,920.14 13.328 12.266 3/28/16 12.797 -24,572 23,552 -1,020 979,324  1,167,936 -88,612 1,079,324
    FT 30 NatWest 67.26 299.798 363.484 2/01/16 330.109 -22,203 24,448 2,245 981,569  1,145,733 -64,164 1,081,569
  Buy France long Ubisoft 939.25 27.080   6/13/16 32.460 25,435        1,171,168 -89,599  
    HSI AAC Technologies 3,857.00 6.595   11/21/16 8.782 25,435        1,196,603 -115,034  
    OMXS 30 Securitas 882.12 14.417   6/13/16 13.140 12,718        1,209,321 -127,752  
      Fingerprint Cards 1,028.10 12.370   6/13/16 9.568 12,717        1,222,038 -140,469  
    Europe 50 BAT 4.71 5,403.310   4/25/16 5,349.570 25,450        1,247,488 -165,919  
    FT 30 BAT 4.71 5,403.310   4/25/16 5,349.570 25,450        1,272,937 -191,368  
4/25/16 Sell S&P 100 short Devon Energy 1,064.57 30.124 16.039 3/28/16 23.082 -24,572 17,075 -7,497 974,072  1,248,365 -174,294 1,074,072
    DAX Deutsche Bank 1,621.48 14.347 17.473 3/07/16 15.833 -25,673 28,332 2,659 976,731  1,222,692 -145,961 1,076,731
    TecDAX Aixtron 3,006.81 4.108 11.590 6/01/15 6.900 -20,747 34,848 14,101 990,831